Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1;
Bars in test2617Ticks modelled79172Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2638.74Gross profit3228.17Gross loss-589.43
Profit factor5.48Expected payoff54.97
Absolute drawdown222.24Maximal drawdown457.28 (4.47%)Relative drawdown4.47% (457.28)
Total trades48Short positions (won %)23 (95.65%)Long positions (won %)25 (72.00%)
Profit trades (% of total)40 (83.33%)Loss trades (% of total)8 (16.67%)
Largestprofit trade157.43loss trade-154.30
Averageprofit trade80.70loss trade-73.68
Maximumconsecutive wins (profit in money)17 (1392.55)consecutive losses (loss in money)2 (-305.38)
Maximalconsecutive profit (count of wins)1392.55 (17)consecutive loss (count of losses)-305.38 (2)
Averageconsecutive wins8consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.12 08:00sell10.101.017470.000000.00000
22022.09.12 08:00modify10.101.017471.032471.00247
32022.09.13 12:30sell20.101.008450.000000.00000
42022.09.13 12:30modify20.101.008451.013721.00247
52022.09.13 12:30modify10.101.017471.013721.00247
62022.09.13 13:30t/p10.101.002471.013721.00247150.7410150.74
72022.09.13 13:30t/p20.101.002471.013721.0024759.8010210.54
82022.09.21 08:00buy30.100.991320.000000.00000
92022.09.21 08:00modify30.100.991320.976321.00632
102022.09.23 08:30s/l30.100.976320.976321.00632-154.3010056.24
112022.09.23 12:00buy40.100.975410.000000.00000
122022.09.23 12:00modify40.100.975410.960410.99041
132022.09.26 00:30s/l40.100.960410.960410.99041-151.089905.16
142022.10.04 08:00sell50.100.987510.000000.00000
152022.10.04 08:00modify50.100.987511.002510.97251
162022.10.06 15:50sell60.100.980730.000000.00000
172022.10.06 15:50modify60.100.980730.986010.97251
182022.10.06 15:50modify50.100.987510.986010.97251
192022.10.07 14:25sell70.100.976120.000000.00000
202022.10.07 14:25modify70.100.976120.982260.97251
212022.10.07 14:25modify60.100.980730.982260.97251
222022.10.07 14:25modify50.100.987510.982260.97251
232022.10.07 14:45sell80.100.978260.000000.00000
242022.10.07 14:45modify80.100.978260.983760.97251
252022.10.07 14:50modify80.100.978260.982260.97251
262022.10.10 05:40t/p50.100.972510.982260.97251154.4610059.62
272022.10.10 05:40t/p60.100.972510.982260.9725183.6910143.31
282022.10.10 05:40t/p70.100.972510.982260.9725136.8410180.15
292022.10.10 05:40t/p80.100.972510.982260.9725158.2410238.40
302022.10.14 04:00sell90.100.978690.000000.00000
312022.10.14 04:00modify90.100.978690.993690.96369
322022.10.14 09:40sell100.100.971910.000000.00000
332022.10.14 09:40modify100.100.971910.977190.96369
342022.10.14 09:40modify90.100.978690.977190.96369
352022.10.14 12:40s/l90.100.977190.977190.9636915.0010253.40
362022.10.14 12:40s/l100.100.977190.977190.96369-52.8010200.60
372022.10.26 08:00sell110.101.003300.000000.00000
382022.10.26 08:00modify110.101.003301.018300.98830
392022.10.27 18:30sell120.100.996340.000000.00000
402022.10.27 18:30modify120.100.996341.001800.98830
412022.10.27 18:30modify110.101.003301.001800.98830
422022.10.28 07:50sell130.100.994120.000000.00000
432022.10.28 07:50modify130.100.994120.999550.98830
442022.10.28 07:50modify120.100.996340.999550.98830
452022.10.28 07:50modify110.101.003300.999550.98830
462022.10.31 12:30sell140.100.991790.000000.00000
472022.10.31 12:30modify140.100.991790.998050.98830
482022.10.31 12:30modify130.100.994120.998050.98830
492022.10.31 12:30modify120.100.996340.998050.98830
502022.10.31 12:30modify110.101.003300.998050.98830
512022.10.31 15:40t/p110.100.988300.998050.98830153.7210354.31
522022.10.31 15:40t/p120.100.988300.998050.9883081.8910436.20
532022.10.31 15:40t/p130.100.988300.998050.9883058.9410495.14
542022.10.31 15:40t/p140.100.988300.998050.9883034.9010530.04
552022.11.03 08:00buy150.100.978650.000000.00000
562022.11.03 08:00modify150.100.978650.963650.99365
572022.11.04 14:10buy160.100.987780.000000.00000
582022.11.04 14:10modify160.100.987780.982400.99365
592022.11.04 14:10modify150.100.978650.982400.99365
602022.11.04 14:20buy170.100.989970.000000.00000
612022.11.04 14:20modify170.100.989970.983900.99365
622022.11.04 14:20modify160.100.987780.983900.99365
632022.11.04 14:20modify150.100.978650.983900.99365
642022.11.04 14:40t/p150.100.993650.983900.99365148.9210678.97
652022.11.04 14:40t/p160.100.993650.983900.9936558.7010737.67
662022.11.04 14:40t/p170.100.993650.983900.9936536.8010774.47
672022.11.10 12:00buy180.100.994740.000000.00000
682022.11.10 12:00modify180.100.994740.979741.00974
692022.11.10 13:30t/p180.101.009740.979741.00974150.0010924.47
702022.11.21 08:00buy190.101.025800.000000.00000
712022.11.21 08:00modify190.101.025801.010801.04080
722022.11.23 02:40buy200.101.032770.000000.00000
732022.11.23 02:40modify200.101.032771.027301.04080
742022.11.23 02:40modify190.101.025801.027301.04080
752022.11.23 07:50buy210.101.034970.000000.00000
762022.11.23 07:50modify210.101.034971.029551.04080
772022.11.23 07:50modify200.101.032771.029551.04080
782022.11.23 07:50modify190.101.025801.029551.04080
792022.11.23 14:55buy220.101.037070.000000.00000
802022.11.23 14:55modify220.101.037071.031051.04080
812022.11.23 14:55modify210.101.034971.031051.04080
822022.11.23 14:55modify200.101.032771.031051.04080
832022.11.23 14:55modify190.101.025801.031051.04080
842022.11.23 23:30t/p190.101.040801.031051.04080147.8511072.32
852022.11.23 23:30t/p200.101.040801.031051.0408080.3011152.62
862022.11.23 23:30t/p210.101.040801.031051.0408058.3011210.92
872022.11.23 23:30t/p220.101.040801.031051.0408037.3011248.22
882022.11.28 12:00sell230.101.047410.000000.00000
892022.11.28 12:00modify230.101.047411.062411.03241
902022.11.28 15:30sell240.101.040620.000000.00000
912022.11.28 15:30modify240.101.040621.045911.03241
922022.11.28 15:30modify230.101.047411.045911.03241
932022.11.28 18:55sell250.101.036120.000000.00000
942022.11.28 18:55modify250.101.036121.042161.03241
952022.11.28 18:55modify240.101.040621.042161.03241
962022.11.28 18:55modify230.101.047411.042161.03241
972022.11.29 06:10sell260.101.038260.000000.00000
982022.11.29 06:10modify260.101.038261.043661.03241
992022.11.29 06:15modify260.101.038261.042161.03241
1002022.11.29 20:40t/p230.101.032411.042161.03241150.7411398.96
1012022.11.29 20:40t/p240.101.032411.042161.0324182.8411481.80
1022022.11.29 20:40t/p250.101.032411.042161.0324137.8411519.65
1032022.11.29 20:40t/p260.101.032411.042161.0324158.5011578.15
1042023.01.03 12:00buy270.101.053110.000000.00000
1052023.01.03 12:00modify270.101.053111.038111.06811
1062023.01.03 14:40buy280.101.060030.000000.00000
1072023.01.03 14:40modify280.101.060031.054611.06811
1082023.01.03 14:40modify270.101.053111.054611.06811
1092023.01.03 16:05s/l270.101.054611.054611.0681115.0011593.15
1102023.01.03 16:05s/l280.101.054611.054611.06811-54.2011538.95
1112023.03.15 12:00buy290.101.059020.000000.00000
1122023.03.15 12:00modify290.101.059021.044021.07402
1132023.03.17 08:45buy300.101.065780.000000.00000
1142023.03.17 08:45modify300.101.065781.060521.07402
1152023.03.17 08:45modify290.101.059021.060521.07402
1162023.03.17 18:30buy310.101.068310.000000.00000
1172023.03.17 18:30modify310.101.068311.062771.07402
1182023.03.17 18:30modify300.101.065781.062771.07402
1192023.03.17 18:30modify290.101.059021.062771.07402
1202023.03.21 09:30t/p290.101.074021.062771.07402143.5511682.49
1212023.03.21 09:30t/p300.101.074021.062771.0740280.2511762.74
1222023.03.21 09:30t/p310.101.074021.062771.0740254.9511817.69
1232023.03.23 04:00sell320.101.090070.000000.00000
1242023.03.23 04:00modify320.101.090071.105071.07507
1252023.03.23 18:50sell330.101.083240.000000.00000
1262023.03.23 18:50modify330.101.083241.088571.07507
1272023.03.23 18:50modify320.101.090071.088571.07507
1282023.03.24 08:20sell340.101.080800.000000.00000
1292023.03.24 08:20modify340.101.080801.086321.07507
1302023.03.24 08:20modify330.101.083241.086321.07507
1312023.03.24 08:20modify320.101.090071.086321.07507
1322023.03.24 09:30t/p320.101.075071.086321.07507150.7411968.43
1332023.03.24 09:30t/p330.101.075071.086321.0750782.4412050.88
1342023.03.24 09:30t/p340.101.075071.086321.0750757.3012108.18
1352023.03.24 12:00buy350.101.074100.000000.00000
1362023.03.24 12:00modify350.101.074101.059101.08910
1372023.03.27 23:40buy360.101.081060.000000.00000
1382023.03.27 23:40modify360.101.081061.075601.08910
1392023.03.27 23:40modify350.101.074101.075601.08910
1402023.03.28 10:40buy370.101.083220.000000.00000
1412023.03.28 10:40modify370.101.083221.077851.08910
1422023.03.28 10:40modify360.101.081061.077851.08910
1432023.03.28 10:40modify350.101.074101.077851.08910
1442023.03.29 12:55buy380.101.085650.000000.00000
1452023.03.29 12:55modify380.101.085651.079351.08910
1462023.03.29 12:55modify370.101.083221.079351.08910
1472023.03.29 12:55modify360.101.081061.079351.08910
1482023.03.29 12:55modify350.101.074101.079351.08910
1492023.03.30 12:20t/p350.101.089101.079351.08910143.5512251.72
1502023.03.30 12:20t/p360.101.089101.079351.0891075.0212326.74
1512023.03.30 12:20t/p370.101.089101.079351.0891054.5012381.24
1522023.03.30 12:20t/p380.101.089101.079351.0891031.2712412.51
1532023.06.23 08:00buy390.101.087180.000000.00000
1542023.06.23 08:00modify390.101.087181.072181.10218
1552023.06.27 07:30buy400.101.094100.000000.00000
1562023.06.27 07:30modify400.101.094101.088681.10218
1572023.06.27 07:30modify390.101.087181.088681.10218
1582023.06.27 14:25buy410.101.096400.000000.00000
1592023.06.27 14:25modify410.101.096401.090931.10218
1602023.06.27 14:25modify400.101.094101.090931.10218
1612023.06.27 14:25modify390.101.087181.090931.10218
1622023.06.28 14:40s/l390.101.090931.090931.1021834.2712446.79
1632023.06.28 14:40s/l400.101.090931.090931.10218-32.7812414.01
1642023.06.28 14:40s/l410.101.090931.090931.10218-55.7812358.23
1652023.07.13 12:00sell420.101.117420.000000.00000
1662023.07.13 12:00modify420.101.117421.132421.10242
1672023.07.24 07:50sell430.101.108120.000000.00000
1682023.07.24 07:50modify430.101.108121.113671.10242
1692023.07.24 07:50modify420.101.117421.113671.10242
1702023.07.24 11:45sell440.101.110520.000000.00000
1712023.07.24 11:45modify440.101.110521.115921.10242
1722023.07.24 11:50modify440.101.110521.113671.10242
1732023.07.24 19:59sell450.101.106020.000000.00000
1742023.07.24 19:59modify450.101.106021.112171.10242
1752023.07.24 19:59modify430.101.108121.112171.10242
1762023.07.24 19:59modify440.101.110521.112171.10242
1772023.07.24 19:59modify420.101.117421.112171.10242
1782023.07.25 14:15t/p420.101.102421.112171.10242157.4312515.67
1792023.07.25 14:15t/p430.101.102421.112171.1024257.7412573.41
1802023.07.25 14:15t/p440.101.102421.112171.1024281.7412655.15
1812023.07.25 14:15t/p450.101.102421.112171.1024236.7412691.90
1822023.07.28 08:00buy460.101.095480.000000.00000
1832023.07.28 08:00modify460.101.095481.080481.11048
1842023.07.28 14:05buy470.101.102280.000000.00000
1852023.07.28 14:05modify470.101.102281.096981.11048
1862023.07.28 14:05modify460.101.095481.096981.11048
1872023.07.28 16:15buy480.101.104600.000000.00000
1882023.07.28 16:15modify480.101.104601.099231.11048
1892023.07.28 16:15modify470.101.102281.099231.11048
1902023.07.28 16:15modify460.101.095481.099231.11048
1912023.08.01 00:40s/l460.101.099231.099231.1104835.3512727.24
1922023.08.01 00:40s/l470.101.099231.099231.11048-32.6512694.59
1932023.08.01 00:40s/l480.101.099231.099231.11048-55.8512638.74