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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1911Ticks modelled33926191Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit3004.21Gross profit3881.67Gross loss-877.46
Profit factor4.42Expected payoff42.31
Absolute drawdown127.40Maximal drawdown321.30 (2.85%)Relative drawdown2.85% (321.30)
Total trades71Short positions (won %)38 (63.16%)Long positions (won %)33 (72.73%)
Profit trades (% of total)48 (67.61%)Loss trades (% of total)23 (32.39%)
Largestprofit trade151.32loss trade-131.93
Averageprofit trade80.87loss trade-38.15
Maximumconsecutive wins (profit in money)13 (1182.78)consecutive losses (loss in money)3 (-61.30)
Maximalconsecutive profit (count of wins)1182.78 (13)consecutive loss (count of losses)-161.93 (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 15:50sell20.100.981510.000000.00000
42022.10.06 15:50modify20.100.981510.984510.97251
52022.10.06 15:50modify10.100.987510.984510.97251
62022.10.06 16:08sell30.100.979880.000000.00000
72022.10.06 16:08modify30.100.979880.983760.97251
82022.10.06 16:08modify20.100.981510.983760.97251
92022.10.06 16:08modify10.100.987510.983760.97251
102022.10.06 16:12sell40.100.979220.000000.00000
112022.10.06 16:12modify40.100.979220.982260.97251
122022.10.06 16:12modify30.100.979880.982260.97251
132022.10.06 16:12modify20.100.981510.982260.97251
142022.10.06 16:12modify10.100.987510.982260.97251
152022.10.10 05:33t/p10.100.972510.982260.97251151.3210151.32
162022.10.10 05:33t/p20.100.972510.982260.9725190.4410241.75
172022.10.10 05:33t/p30.100.972510.982260.9725174.1410315.89
182022.10.10 05:33t/p40.100.972510.982260.9725167.5410383.43
192022.10.10 08:00buy50.100.970960.000000.00000
202022.10.10 08:00modify50.100.970960.957960.98596
212022.10.11 16:39buy60.100.976980.000000.00000
222022.10.11 16:39modify60.100.976980.973960.98596
232022.10.11 16:39modify50.100.970960.973960.98596
242022.10.11 18:44s/l50.100.973960.973960.9859629.3610412.79
252022.10.11 18:44s/l60.100.973960.973960.98596-30.2010382.59
262022.10.14 04:00sell70.100.978690.000000.00000
272022.10.14 04:00modify70.100.978690.991690.96369
282022.10.14 09:29sell80.100.972690.000000.00000
292022.10.14 09:29modify80.100.972690.975690.96369
302022.10.14 09:29modify70.100.978690.975690.96369
312022.10.14 10:28s/l70.100.975690.975690.9636930.0010412.59
322022.10.14 10:28s/l80.100.975690.975690.96369-30.0010382.59
332022.10.28 00:00buy90.100.996980.000000.00000
342022.10.28 00:00modify90.100.996980.983981.01198
352022.11.02 19:21s/l90.100.983980.983981.01198-131.9310250.66
362022.11.03 08:00buy100.100.978650.000000.00000
372022.11.03 08:00modify100.100.978650.965650.99365
382022.11.04 12:58buy110.100.984740.000000.00000
392022.11.04 12:58modify110.100.984740.981650.99365
402022.11.04 12:58modify100.100.978650.981650.99365
412022.11.04 13:02buy120.100.986170.000000.00000
422022.11.04 13:02modify120.100.986170.982400.99365
432022.11.04 13:02modify110.100.984740.982400.99365
442022.11.04 13:02modify100.100.978650.982400.99365
452022.11.04 13:04buy130.100.986920.000000.00000
462022.11.04 13:04modify130.100.986920.983900.99365
472022.11.04 13:04modify120.100.986170.983900.99365
482022.11.04 13:04modify110.100.984740.983900.99365
492022.11.04 13:04modify100.100.978650.983900.99365
502022.11.04 14:41t/p100.100.993650.983900.99365149.3610400.02
512022.11.04 14:41t/p110.100.993650.983900.9936589.1010489.12
522022.11.04 14:41t/p120.100.993650.983900.9936574.8010563.92
532022.11.04 14:41t/p130.100.993650.983900.9936567.3010631.22
542022.11.10 12:00buy140.100.994740.000000.00000
552022.11.10 12:00modify140.100.994740.981741.00974
562022.11.10 13:30buy150.101.000840.000000.00000
572022.11.10 13:30modify150.101.000840.997741.00974
582022.11.10 13:30modify140.100.994740.997741.00974
592022.11.10 13:30buy160.101.002240.000000.00000
602022.11.10 13:30modify160.101.002240.998491.00974
612022.11.10 13:30modify150.101.000840.998491.00974
622022.11.10 13:30modify140.100.994740.998491.00974
632022.11.10 13:30buy170.101.003010.000000.00000
642022.11.10 13:30modify170.101.003010.999991.00974
652022.11.10 13:30modify160.101.002240.999991.00974
662022.11.10 13:30modify150.101.000840.999991.00974
672022.11.10 13:30modify140.100.994740.999991.00974
682022.11.10 13:35t/p140.101.009740.999991.00974150.0010781.22
692022.11.10 13:35t/p150.101.009740.999991.0097489.0010870.22
702022.11.10 13:35t/p160.101.009740.999991.0097475.0010945.22
712022.11.10 13:35t/p170.101.009740.999991.0097467.3011012.52
722022.11.15 08:00sell180.101.040690.000000.00000
732022.11.15 08:00modify180.101.040691.053691.02569
742022.11.15 18:27sell190.101.034640.000000.00000
752022.11.15 18:27modify190.101.034641.037691.02569
762022.11.15 18:27modify180.101.040691.037691.02569
772022.11.15 18:27sell200.101.033180.000000.00000
782022.11.15 18:27modify200.101.033181.036941.02569
792022.11.15 18:27modify190.101.034641.036941.02569
802022.11.15 18:27modify180.101.040691.036941.02569
812022.11.15 18:28sell210.101.032370.000000.00000
822022.11.15 18:28modify210.101.032371.035441.02569
832022.11.15 18:28modify200.101.033181.035441.02569
842022.11.15 18:28modify190.101.034641.035441.02569
852022.11.15 18:28modify180.101.040691.035441.02569
862022.11.15 19:56s/l180.101.035441.035441.0256952.5011065.02
872022.11.15 19:56s/l190.101.035441.035441.02569-8.0011057.02
882022.11.15 19:56s/l200.101.035441.035441.02569-22.6011034.42
892022.11.15 19:56s/l210.101.035441.035441.02569-30.7011003.72
902022.11.21 08:00buy220.101.025800.000000.00000
912022.11.21 08:00modify220.101.025801.012801.04080
922022.11.23 00:02buy230.101.031820.000000.00000
932022.11.23 00:02modify230.101.031821.028801.04080
942022.11.23 00:02modify220.101.025801.028801.04080
952022.11.23 05:25buy240.101.033310.000000.00000
962022.11.23 05:25modify240.101.033311.029551.04080
972022.11.23 05:25modify230.101.031821.029551.04080
982022.11.23 05:25modify220.101.025801.029551.04080
992022.11.23 07:08buy250.101.034080.000000.00000
1002022.11.23 07:08modify250.101.034081.031051.04080
1012022.11.23 07:08modify240.101.033311.031051.04080
1022022.11.23 07:08modify230.101.031821.031051.04080
1032022.11.23 07:08modify220.101.025801.031051.04080
1042022.11.23 09:03s/l220.101.031051.031051.0408051.2211054.94
1052022.11.23 09:03s/l230.101.031051.031051.04080-7.7011047.24
1062022.11.23 09:03s/l240.101.031051.031051.04080-22.6011024.64
1072022.11.23 09:03s/l250.101.031051.031051.04080-30.3010994.34
1082022.11.28 12:00sell260.101.047410.000000.00000
1092022.11.28 12:00modify260.101.047411.060411.03241
1102022.11.28 15:25sell270.101.041390.000000.00000
1112022.11.28 15:25modify270.101.041391.044411.03241
1122022.11.28 15:25modify260.101.047411.044411.03241
1132022.11.28 15:53sell280.101.039900.000000.00000
1142022.11.28 15:53modify280.101.039901.043661.03241
1152022.11.28 15:53modify270.101.041391.043661.03241
1162022.11.28 15:53modify260.101.047411.043661.03241
1172022.11.28 15:55sell290.101.039160.000000.00000
1182022.11.28 15:55modify290.101.039161.042161.03241
1192022.11.28 15:55modify280.101.039901.042161.03241
1202022.11.28 15:55modify270.101.041391.042161.03241
1212022.11.28 15:55modify260.101.047411.042161.03241
1222022.11.29 20:10t/p260.101.032411.042161.03241150.2211144.56
1232022.11.29 20:10t/p270.101.032411.042161.0324190.0211234.58
1242022.11.29 20:10t/p280.101.032411.042161.0324175.1211309.69
1252022.11.29 20:10t/p290.101.032411.042161.0324167.7211377.41
1262022.12.01 12:00sell300.101.043740.000000.00000
1272022.12.01 12:00modify300.101.043741.056741.02874
1282022.12.05 01:26s/l300.101.056741.056741.02874-129.5611247.85
1292022.12.05 04:00sell310.101.058020.000000.00000
1302022.12.05 04:00modify310.101.058021.071021.04302
1312022.12.05 10:30sell320.101.051960.000000.00000
1322022.12.05 10:30modify320.101.051961.055021.04302
1332022.12.05 10:30modify310.101.058021.055021.04302
1342022.12.05 11:19s/l310.101.055021.055021.0430230.0011277.85
1352022.12.05 11:19s/l320.101.055021.055021.04302-30.6011247.25
1362022.12.09 04:00sell330.101.058090.000000.00000
1372022.12.09 04:00modify330.101.058091.071091.04309
1382022.12.09 13:30sell340.101.052070.000000.00000
1392022.12.09 13:30modify340.101.052071.055091.04309
1402022.12.09 13:30modify330.101.058091.055091.04309
1412022.12.09 13:30sell350.101.050530.000000.00000
1422022.12.09 13:30modify350.101.050531.054341.04309
1432022.12.09 13:30modify340.101.052071.054341.04309
1442022.12.09 13:30modify330.101.058091.054341.04309
1452022.12.09 13:35s/l330.101.054341.054341.0430937.5011284.75
1462022.12.09 13:35s/l340.101.054341.054341.04309-22.7011262.05
1472022.12.09 13:35s/l350.101.054341.054341.04309-38.1011223.95
1482022.12.14 12:00sell360.101.065180.000000.00000
1492022.12.14 12:00modify360.101.065181.078181.05018
1502022.12.16 20:59sell370.101.059180.000000.00000
1512022.12.16 20:59modify370.101.059181.062181.05018
1522022.12.16 20:59modify360.101.065181.062181.05018
1532022.12.19 06:30s/l360.101.062181.062181.0501831.1011255.05
1542022.12.19 06:30s/l370.101.062181.062181.05018-29.7811225.27
1552023.01.03 12:00buy380.101.053110.000000.00000
1562023.01.03 12:00modify380.101.053111.040111.06811
1572023.01.03 14:41buy390.101.059140.000000.00000
1582023.01.03 14:41modify390.101.059141.056111.06811
1592023.01.03 14:41modify380.101.053111.056111.06811
1602023.01.03 15:54s/l380.101.056111.056111.0681130.0011255.27
1612023.01.03 15:54s/l390.101.056111.056111.06811-30.3011224.97
1622023.01.06 00:00buy400.101.052390.000000.00000
1632023.01.06 00:00modify400.101.052391.039391.06739
1642023.01.06 15:16buy410.101.058460.000000.00000
1652023.01.06 15:16modify410.101.058461.055391.06739
1662023.01.06 15:16modify400.101.052391.055391.06739
1672023.01.06 15:19buy420.101.059920.000000.00000
1682023.01.06 15:19modify420.101.059921.056141.06739
1692023.01.06 15:19modify410.101.058461.056141.06739
1702023.01.06 15:19modify400.101.052391.056141.06739
1712023.01.06 15:39buy430.101.060640.000000.00000
1722023.01.06 15:39modify430.101.060641.057641.06739
1732023.01.06 15:39modify420.101.059921.057641.06739
1742023.01.06 15:39modify410.101.058461.057641.06739
1752023.01.06 15:39modify400.101.052391.057641.06739
1762023.01.09 02:38t/p400.101.067391.057641.06739149.3611374.33
1772023.01.09 02:38t/p410.101.067391.057641.0673988.6611462.98
1782023.01.09 02:38t/p420.101.067391.057641.0673974.0611537.04
1792023.01.09 02:38t/p430.101.067391.057641.0673966.8611603.90
1802023.01.23 08:00sell440.101.091410.000000.00000
1812023.01.23 08:00modify440.101.091411.104411.07641
1822023.01.23 13:49sell450.101.085400.000000.00000
1832023.01.23 13:49modify450.101.085401.088411.07641
1842023.01.23 13:49modify440.101.091411.088411.07641
1852023.01.24 01:42s/l440.101.088411.088411.0764130.2211634.12
1862023.01.24 01:42s/l450.101.088411.088411.07641-29.8811604.24
1872023.03.01 12:00sell460.101.066960.000000.00000
1882023.03.01 12:00modify460.101.066961.079961.05196
1892023.03.02 12:48sell470.101.060950.000000.00000
1902023.03.02 12:48modify470.101.060951.063961.05196
1912023.03.02 12:48modify460.101.066961.063961.05196
1922023.03.02 13:30sell480.101.059430.000000.00000
1932023.03.02 13:30modify480.101.059431.063211.05196
1942023.03.02 13:30modify470.101.060951.063211.05196
1952023.03.02 13:30modify460.101.066961.063211.05196
1962023.03.02 13:51sell490.101.058710.000000.00000
1972023.03.02 13:51modify490.101.058711.061711.05196
1982023.03.02 13:51modify480.101.059431.061711.05196
1992023.03.02 13:51modify470.101.060951.061711.05196
2002023.03.02 13:51modify460.101.066961.061711.05196
2012023.03.02 15:55s/l460.101.061711.061711.0519653.1611657.40
2022023.03.02 15:55s/l470.101.061711.061711.05196-7.6011649.80
2032023.03.02 15:55s/l480.101.061711.061711.05196-22.8011627.00
2042023.03.02 15:55s/l490.101.061711.061711.05196-30.0011597.00
2052023.03.13 00:00sell500.101.068110.000000.00000
2062023.03.13 00:00modify500.101.068111.081111.05311
2072023.03.15 10:54sell510.101.062110.000000.00000
2082023.03.15 10:54modify510.101.062111.065111.05311
2092023.03.15 10:54modify500.101.068111.065111.05311
2102023.03.15 11:18sell520.101.060610.000000.00000
2112023.03.15 11:18modify520.101.060611.064361.05311
2122023.03.15 11:18modify510.101.062111.064361.05311
2132023.03.15 11:18modify500.101.068111.064361.05311
2142023.03.15 11:21sell530.101.059830.000000.00000
2152023.03.15 11:21modify530.101.059831.062861.05311
2162023.03.15 11:21modify520.101.060611.062861.05311
2172023.03.15 11:21modify510.101.062111.062861.05311
2182023.03.15 11:21modify500.101.068111.062861.05311
2192023.03.15 13:29t/p500.101.053111.062861.05311150.4411747.44
2202023.03.15 13:29t/p510.101.053111.062861.0531190.0011837.44
2212023.03.15 13:29t/p520.101.053111.062861.0531175.0011912.44
2222023.03.15 13:29t/p530.101.053111.062861.0531167.2011979.64
2232023.03.21 12:00sell540.101.077870.000000.00000
2242023.03.21 12:00modify540.101.077871.090871.06287
2252023.03.22 18:47s/l540.101.090871.090871.06287-129.7811849.85
2262023.03.24 12:00buy550.101.074100.000000.00000
2272023.03.24 12:00modify550.101.074101.061101.08910
2282023.03.27 19:01buy560.101.080100.000000.00000
2292023.03.27 19:01modify560.101.080101.077101.08910
2302023.03.27 19:01modify550.101.074101.077101.08910
2312023.03.28 00:41buy570.101.081610.000000.00000
2322023.03.28 00:41modify570.101.081611.077851.08910
2332023.03.28 00:41modify560.101.080101.077851.08910
2342023.03.28 00:41modify550.101.074101.077851.08910
2352023.03.28 07:26buy580.101.082370.000000.00000
2362023.03.28 07:26modify580.101.082371.079351.08910
2372023.03.28 07:26modify570.101.081611.079351.08910
2382023.03.28 07:26modify560.101.080101.079351.08910
2392023.03.28 07:26modify550.101.074101.079351.08910
2402023.03.30 12:22t/p550.101.089101.079351.08910146.1511996.00
2412023.03.30 12:22t/p560.101.089101.079351.0891086.7912082.79
2422023.03.30 12:22t/p570.101.089101.079351.0891072.3312155.12
2432023.03.30 12:22t/p580.101.089101.079351.0891064.7312219.85
2442023.04.03 00:00buy590.101.080540.000000.00000
2452023.04.03 00:00modify590.101.080541.067541.09554
2462023.04.03 10:24buy600.101.086550.000000.00000
2472023.04.03 10:24modify600.101.086551.083541.09554
2482023.04.03 10:24modify590.101.080541.083541.09554
2492023.04.03 11:59buy610.101.088060.000000.00000
2502023.04.03 11:59modify610.101.088061.084291.09554
2512023.04.03 11:59modify600.101.086551.084291.09554
2522023.04.03 11:59modify590.101.080541.084291.09554
2532023.04.03 13:40buy620.101.088790.000000.00000
2542023.04.03 13:40modify620.101.088791.085791.09554
2552023.04.03 13:40modify610.101.088061.085791.09554
2562023.04.03 13:40modify600.101.086551.085791.09554
2572023.04.03 13:40modify590.101.080541.085791.09554
2582023.04.04 14:29t/p590.101.095541.085791.09554149.3612369.21
2592023.04.04 14:29t/p600.101.095541.085791.0955489.2612458.47
2602023.04.04 14:29t/p610.101.095541.085791.0955474.1612532.63
2612023.04.04 14:29t/p620.101.095541.085791.0955466.8612599.49
2622023.04.14 04:00sell630.101.107020.000000.00000
2632023.04.14 04:00modify630.101.107021.120021.09202
2642023.04.14 14:00sell640.101.100970.000000.00000
2652023.04.14 14:00modify640.101.100971.104021.09202
2662023.04.14 14:00modify630.101.107021.104021.09202
2672023.04.14 15:24sell650.101.099490.000000.00000
2682023.04.14 15:24modify650.101.099491.103271.09202
2692023.04.14 15:24modify640.101.100971.103271.09202
2702023.04.14 15:24modify630.101.107021.103271.09202
2712023.04.14 15:25sell660.101.098770.000000.00000
2722023.04.14 15:25modify660.101.098771.101771.09202
2732023.04.14 15:25modify650.101.099491.101771.09202
2742023.04.14 15:25modify640.101.100971.101771.09202
2752023.04.14 15:25modify630.101.107021.101771.09202
2762023.04.17 14:37t/p630.101.092021.101771.09202150.2212749.71
2772023.04.17 14:37t/p640.101.092021.101771.0920289.7212839.42
2782023.04.17 14:37t/p650.101.092021.101771.0920274.9212914.34
2792023.04.17 14:37t/p660.101.092021.101771.0920267.7212982.06
2802023.06.23 08:00buy670.101.087180.000000.00000
2812023.06.23 08:00modify670.101.087181.074181.10218
2822023.06.27 01:49buy680.101.093180.000000.00000
2832023.06.27 01:49modify680.101.093181.090181.10218
2842023.06.27 01:49modify670.101.087181.090181.10218
2852023.06.27 09:57buy690.101.094720.000000.00000
2862023.06.27 09:57modify690.101.094721.090931.10218
2872023.06.27 09:57modify680.101.093181.090931.10218
2882023.06.27 09:57modify670.101.087181.090931.10218
2892023.06.27 10:55buy700.101.095430.000000.00000
2902023.06.27 10:55modify700.101.095431.092431.10218
2912023.06.27 10:55modify690.101.094721.092431.10218
2922023.06.27 10:55modify680.101.093181.092431.10218
2932023.06.27 10:55modify670.101.087181.092431.10218
2942023.06.28 13:13s/l670.101.092431.092431.1021850.5713032.64
2952023.06.28 13:13s/l680.101.092431.092431.10218-8.1413024.50
2962023.06.28 13:13s/l690.101.092431.092431.10218-23.5413000.95
2972023.06.28 13:13s/l700.101.092431.092431.10218-30.6412970.31
2982023.09.29 08:00sell710.101.060630.000000.00000
2992023.09.29 08:00modify710.101.060631.073631.04563
3002023.09.29 20:59close at stop710.101.057241.073631.0456333.9013004.21