Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 test2612Ticks modelled78824Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2698.12Gross profit3515.00Gross loss-816.88
Profit factor4.30Expected payoff44.97
Absolute drawdown127.40Maximal drawdown279.31 (2.66%)Relative drawdown2.66% (279.31)
Total trades60Short positions (won %)33 (66.67%)Long positions (won %)27 (74.07%)
Profit trades (% of total)42 (70.00%)Loss trades (% of total)18 (30.00%)
Largestprofit trade151.32loss trade-131.93
Averageprofit trade83.69loss trade-45.38
Maximumconsecutive wins (profit in money)13 (1173.08)consecutive losses (loss in money)3 (-64.43)
Maximalconsecutive profit (count of wins)1173.08 (13)consecutive loss (count of losses)-164.23 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 08:00sell10.100.987510.000000.00000
22022.10.04 08:00modify10.100.987511.000510.97251
32022.10.06 17:15sell20.100.979910.000000.00000
42022.10.06 17:15modify20.100.979910.983760.97251
52022.10.06 17:15modify10.100.987510.983760.97251
62022.10.06 17:45sell30.100.981350.000000.00000
72022.10.06 17:45modify30.100.981350.984510.97251
82022.10.06 17:50modify30.100.981350.983760.97251
92022.10.06 18:40sell40.100.979200.000000.00000
102022.10.06 18:40modify40.100.979200.982260.97251
112022.10.06 18:40modify20.100.979910.982260.97251
122022.10.06 18:40modify30.100.981350.982260.97251
132022.10.06 18:40modify10.100.987510.982260.97251
142022.10.10 05:40t/p10.100.972510.982260.97251151.3210151.32
152022.10.10 05:40t/p20.100.972510.982260.9725174.4410225.75
162022.10.10 05:40t/p30.100.972510.982260.9725188.8410314.59
172022.10.10 05:40t/p40.100.972510.982260.9725167.3410381.93
182022.10.10 08:00buy50.100.970960.000000.00000
192022.10.10 08:00modify50.100.970960.957960.98596
202022.10.13 15:50buy60.100.979400.000000.00000
212022.10.13 15:50modify60.100.979400.976210.98596
222022.10.13 15:50modify50.100.970960.976210.98596
232022.10.14 00:15s/l50.100.976210.976210.9859648.6510430.58
242022.10.14 00:15s/l60.100.976210.976210.98596-32.5410398.04
252022.10.14 04:00sell70.100.978690.000000.00000
262022.10.14 04:00modify70.100.978690.991690.96369
272022.10.14 10:15sell80.100.972460.000000.00000
282022.10.14 10:15modify80.100.972460.975690.96369
292022.10.14 10:15modify70.100.978690.975690.96369
302022.10.14 10:40s/l70.100.975690.975690.9636930.0010428.04
312022.10.14 10:40s/l80.100.975690.975690.96369-32.3010395.74
322022.10.28 00:00buy90.100.996980.000000.00000
332022.10.28 00:00modify90.100.996980.983981.01198
342022.11.02 19:40s/l90.100.983980.983981.01198-131.9310263.81
352022.11.03 08:00buy100.100.978650.000000.00000
362022.11.03 08:00modify100.100.978650.965650.99365
372022.11.04 13:20buy110.100.986150.000000.00000
382022.11.04 13:20modify110.100.986150.982400.99365
392022.11.04 13:20modify100.100.978650.982400.99365
402022.11.04 14:40t/p100.100.993650.982400.99365149.3610413.17
412022.11.04 14:40t/p110.100.993650.982400.9936575.0010488.17
422022.11.10 12:00buy120.100.994740.000000.00000
432022.11.10 12:00modify120.100.994740.981741.00974
442022.11.10 13:30t/p120.101.009740.981741.00974150.0010638.17
452022.11.15 08:00sell130.101.040690.000000.00000
462022.11.15 08:00modify130.101.040691.053691.02569
472022.11.15 22:00sell140.101.034650.000000.00000
482022.11.15 22:00modify140.101.034651.037691.02569
492022.11.15 22:00modify130.101.040691.037691.02569
502022.11.16 01:40sell150.101.033070.000000.00000
512022.11.16 01:40modify150.101.033071.036941.02569
522022.11.16 01:40modify140.101.034651.036941.02569
532022.11.16 01:40modify130.101.040691.036941.02569
542022.11.16 02:30s/l130.101.036941.036941.0256937.7210675.89
552022.11.16 02:30s/l140.101.036941.036941.02569-22.6810653.21
562022.11.16 02:30s/l150.101.036941.036941.02569-38.7010614.51
572022.11.21 08:00buy160.101.025800.000000.00000
582022.11.21 08:00modify160.101.025801.012801.04080
592022.11.23 00:25buy170.101.031940.000000.00000
602022.11.23 00:25modify170.101.031941.028801.04080
612022.11.23 00:25modify160.101.025801.028801.04080
622022.11.23 05:40buy180.101.033390.000000.00000
632022.11.23 05:40modify180.101.033391.029551.04080
642022.11.23 05:40modify170.101.031941.029551.04080
652022.11.23 05:40modify160.101.025801.029551.04080
662022.11.23 13:40buy190.101.034340.000000.00000
672022.11.23 13:40modify190.101.034341.031051.04080
682022.11.23 13:40modify180.101.033391.031051.04080
692022.11.23 13:40modify170.101.031941.031051.04080
702022.11.23 13:40modify160.101.025801.031051.04080
712022.11.23 23:30t/p160.101.040801.031051.04080148.7210763.22
722022.11.23 23:30t/p170.101.040801.031051.0408088.6010851.82
732022.11.23 23:30t/p180.101.040801.031051.0408074.1010925.92
742022.11.23 23:30t/p190.101.040801.031051.0408064.6010990.52
752022.11.28 12:00sell200.101.047410.000000.00000
762022.11.28 12:00modify200.101.047411.060411.03241
772022.11.28 15:40sell210.101.039050.000000.00000
782022.11.28 15:40modify210.101.039051.042161.03241
792022.11.28 15:40modify200.101.047411.042161.03241
802022.11.28 15:59sell220.101.039820.000000.00000
812022.11.28 15:59modify220.101.039821.043661.03241
822022.11.28 16:00modify220.101.039821.042161.03241
832022.11.29 20:40t/p200.101.032411.042161.03241150.2211140.74
842022.11.29 20:40t/p210.101.032411.042161.0324166.6211207.36
852022.11.29 20:40t/p220.101.032411.042161.0324174.3211281.68
862022.12.01 12:00sell230.101.043740.000000.00000
872022.12.01 12:00modify230.101.043741.056741.02874
882022.12.05 01:30s/l230.101.056741.056741.02874-129.5611152.12
892022.12.05 04:00sell240.101.058020.000000.00000
902022.12.05 04:00modify240.101.058021.071021.04302
912022.12.05 10:40sell250.101.051960.000000.00000
922022.12.05 10:40modify250.101.051961.055021.04302
932022.12.05 10:40modify240.101.058021.055021.04302
942022.12.05 11:20s/l240.101.055021.055021.0430230.0011182.12
952022.12.05 11:20s/l250.101.055021.055021.04302-30.6011151.52
962022.12.09 04:00sell260.101.058090.000000.00000
972022.12.09 04:00modify260.101.058091.071091.04309
982022.12.09 15:15sell270.101.051890.000000.00000
992022.12.09 15:15modify270.101.051891.055091.04309
1002022.12.09 15:15modify260.101.058091.055091.04309
1012022.12.09 15:40s/l260.101.055091.055091.0430930.0011181.52
1022022.12.09 15:40s/l270.101.055091.055091.04309-32.0011149.52
1032022.12.14 12:00sell280.101.065180.000000.00000
1042022.12.14 12:00modify280.101.065181.078181.05018
1052022.12.16 20:40sell290.101.059170.000000.00000
1062022.12.16 20:40modify290.101.059171.062181.05018
1072022.12.16 20:40modify280.101.065181.062181.05018
1082022.12.19 06:30s/l280.101.062181.062181.0501831.1011180.62
1092022.12.19 06:30s/l290.101.062181.062181.05018-29.8811150.74
1102023.01.03 12:00buy300.101.053110.000000.00000
1112023.01.03 12:00modify300.101.053111.040111.06811
1122023.01.04 07:40buy310.101.060870.000000.00000
1132023.01.04 07:40modify310.101.060871.056861.06811
1142023.01.04 07:40modify300.101.053111.056861.06811
1152023.01.04 10:10buy320.101.061380.000000.00000
1162023.01.04 10:10modify320.101.061381.058361.06811
1172023.01.04 10:10modify310.101.060871.058361.06811
1182023.01.04 10:10modify300.101.053111.058361.06811
1192023.01.04 15:40s/l300.101.058361.058361.0681151.8611202.59
1202023.01.04 15:40s/l310.101.058361.058361.06811-25.1011177.49
1212023.01.04 15:40s/l320.101.058361.058361.06811-30.2011147.29
1222023.01.06 00:00buy330.101.052390.000000.00000
1232023.01.06 00:00modify330.101.052391.039391.06739
1242023.01.06 15:30buy340.101.058680.000000.00000
1252023.01.06 15:30modify340.101.058681.055391.06739
1262023.01.06 15:30modify330.101.052391.055391.06739
1272023.01.09 02:30t/p330.101.067391.055391.06739149.3611296.65
1282023.01.09 02:30t/p340.101.067391.055391.0673986.4611383.11
1292023.01.23 08:00sell350.101.091410.000000.00000
1302023.01.23 08:00modify350.101.091411.104411.07641
1312023.01.23 13:40sell360.101.085310.000000.00000
1322023.01.23 13:40modify360.101.085311.088411.07641
1332023.01.23 13:40modify350.101.091411.088411.07641
1342023.01.24 01:40s/l350.101.088411.088411.0764130.2211413.33
1352023.01.24 01:40s/l360.101.088411.088411.07641-30.7811382.55
1362023.03.01 12:00sell370.101.066960.000000.00000
1372023.03.01 12:00modify370.101.066961.079961.05196
1382023.03.02 13:30sell380.101.059200.000000.00000
1392023.03.02 13:30modify380.101.059201.063211.05196
1402023.03.02 13:30modify370.101.066961.063211.05196
1412023.03.02 13:55sell390.101.058580.000000.00000
1422023.03.02 13:55modify390.101.058581.061711.05196
1432023.03.02 13:55modify380.101.059201.061711.05196
1442023.03.02 13:55modify370.101.066961.061711.05196
1452023.03.02 15:40s/l370.101.061711.061711.0519653.1611435.71
1462023.03.02 15:40s/l380.101.061711.061711.05196-25.1011410.61
1472023.03.02 15:40s/l390.101.061711.061711.05196-31.3011379.31
1482023.03.13 00:00sell400.101.068110.000000.00000
1492023.03.13 00:00modify400.101.068111.081111.05311
1502023.03.15 10:40sell410.101.061960.000000.00000
1512023.03.15 10:40modify410.101.061961.065111.05311
1522023.03.15 10:40modify400.101.068111.065111.05311
1532023.03.15 11:30sell420.101.059820.000000.00000
1542023.03.15 11:30modify420.101.059821.062861.05311
1552023.03.15 11:30modify410.101.061961.062861.05311
1562023.03.15 11:30modify400.101.068111.062861.05311
1572023.03.15 13:40t/p400.101.053111.062861.05311150.4411529.74
1582023.03.15 13:40t/p410.101.053111.062861.0531188.5011618.24
1592023.03.15 13:40t/p420.101.053111.062861.0531167.1011685.34
1602023.03.21 12:00sell430.101.077870.000000.00000
1612023.03.21 12:00modify430.101.077871.090871.06287
1622023.03.22 18:40s/l430.101.090871.090871.06287-129.7811555.56
1632023.03.24 12:00buy440.101.074100.000000.00000
1642023.03.24 12:00modify440.101.074101.061101.08910
1652023.03.27 19:40buy450.101.080160.000000.00000
1662023.03.27 19:40modify450.101.080161.077101.08910
1672023.03.27 19:40modify440.101.074101.077101.08910
1682023.03.28 00:30buy460.101.081680.000000.00000
1692023.03.28 00:30modify460.101.081681.077851.08910
1702023.03.28 00:30modify450.101.080161.077851.08910
1712023.03.28 00:30modify440.101.074101.077851.08910
1722023.03.28 08:05buy470.101.082590.000000.00000
1732023.03.28 08:05modify470.101.082591.079351.08910
1742023.03.28 08:05modify460.101.081681.079351.08910
1752023.03.28 08:05modify450.101.080161.079351.08910
1762023.03.28 08:05modify440.101.074101.079351.08910
1772023.03.30 12:20t/p440.101.089101.079351.08910146.1511701.71
1782023.03.30 12:20t/p450.101.089101.079351.0891086.1911787.90
1792023.03.30 12:20t/p460.101.089101.079351.0891071.6311859.53
1802023.03.30 12:20t/p470.101.089101.079351.0891062.5311922.06
1812023.04.03 00:00buy480.101.080540.000000.00000
1822023.04.03 00:00modify480.101.080541.067541.09554
1832023.04.03 11:10buy490.101.086680.000000.00000
1842023.04.03 11:10modify490.101.086681.083541.09554
1852023.04.03 11:10modify480.101.080541.083541.09554
1862023.04.03 11:40buy500.101.088070.000000.00000
1872023.04.03 11:40modify500.101.088071.084291.09554
1882023.04.03 11:40modify490.101.086681.084291.09554
1892023.04.03 11:40modify480.101.080541.084291.09554
1902023.04.03 13:30buy510.101.089090.000000.00000
1912023.04.03 13:30modify510.101.089091.085791.09554
1922023.04.03 13:30modify500.101.088071.085791.09554
1932023.04.03 13:30modify490.101.086681.085791.09554
1942023.04.03 13:30modify480.101.080541.085791.09554
1952023.04.04 14:33t/p480.101.095541.085791.09554149.3612071.42
1962023.04.04 14:33t/p490.101.095541.085791.0955487.9612159.38
1972023.04.04 14:33t/p500.101.095541.085791.0955474.0612233.44
1982023.04.04 14:33t/p510.101.095541.085791.0955463.8612297.30
1992023.04.14 04:00sell520.101.107020.000000.00000
2002023.04.14 04:00modify520.101.107021.120021.09202
2012023.04.14 14:20sell530.101.100840.000000.00000
2022023.04.14 14:20modify530.101.100841.104021.09202
2032023.04.14 14:20modify520.101.107021.104021.09202
2042023.04.14 15:30sell540.101.098750.000000.00000
2052023.04.14 15:30modify540.101.098751.101771.09202
2062023.04.14 15:30modify530.101.100841.101771.09202
2072023.04.14 15:30modify520.101.107021.101771.09202
2082023.04.14 18:26sell550.101.099460.000000.00000
2092023.04.14 18:26modify550.101.099461.103271.09202
2102023.04.14 18:33modify550.101.099461.101771.09202
2112023.04.17 14:40t/p520.101.092021.101771.09202150.2212447.51
2122023.04.17 14:40t/p530.101.092021.101771.0920288.4212535.93
2132023.04.17 14:40t/p540.101.092021.101771.0920267.5212603.45
2142023.04.17 14:40t/p550.101.092021.101771.0920274.6212678.07
2152023.06.23 08:00buy560.101.087180.000000.00000
2162023.06.23 08:00modify560.101.087181.074181.10218
2172023.06.27 03:40buy570.101.093200.000000.00000
2182023.06.27 03:40modify570.101.093201.090181.10218
2192023.06.27 03:40modify560.101.087181.090181.10218
2202023.06.27 09:40buy580.101.094760.000000.00000
2212023.06.27 09:40modify580.101.094761.090931.10218
2222023.06.27 09:40modify570.101.093201.090931.10218
2232023.06.27 09:40modify560.101.087181.090931.10218
2242023.06.27 10:40buy590.101.095580.000000.00000
2252023.06.27 10:40modify590.101.095581.092431.10218
2262023.06.27 10:40modify580.101.094761.092431.10218
2272023.06.27 10:40modify570.101.093201.092431.10218
2282023.06.27 10:40modify560.101.087181.092431.10218
2292023.06.28 13:15s/l560.101.092431.092431.1021850.5712728.65
2302023.06.28 13:15s/l570.101.092431.092431.10218-8.3412720.30
2312023.06.28 13:15s/l580.101.092431.092431.10218-23.9412696.36
2322023.06.28 13:15s/l590.101.092431.092431.10218-32.1412664.22
2332023.09.29 08:00sell600.101.060630.000000.00000
2342023.09.29 08:00modify600.101.060631.073631.04563
2352023.09.29 23:59close at stop600.101.057241.073631.0456333.9012698.12