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=2; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=20; 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 profit1573.37Gross profit2343.95Gross loss-770.57
Profit factor3.04Expected payoff38.37
Absolute drawdown13.80Maximal drawdown373.81 (3.39%)Relative drawdown3.39% (373.81)
Total trades41Short positions (won %)25 (68.00%)Long positions (won %)16 (62.50%)
Profit trades (% of total)27 (65.85%)Loss trades (% of total)14 (34.15%)
Largestprofit trade151.75loss trade-117.71
Averageprofit trade86.81loss trade-55.04
Maximumconsecutive wins (profit in money)10 (968.20)consecutive losses (loss in money)3 (-248.04)
Maximalconsecutive profit (count of wins)968.20 (10)consecutive loss (count of losses)-248.04 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.05 00:00sell10.100.998390.000000.00000
22022.10.05 00:00modify10.100.998391.009390.98339
32022.10.05 08:15sell20.100.992300.000000.00000
42022.10.05 08:15modify20.100.992300.997640.98339
52022.10.05 08:15modify10.100.998390.997640.98339
62022.10.05 12:15sell30.100.989190.000000.00000
72022.10.05 12:15modify30.100.989190.993140.98339
82022.10.05 12:15modify20.100.992300.993140.98339
92022.10.05 12:15modify10.100.998390.993140.98339
102022.10.06 01:10sell40.100.991630.000000.00000
112022.10.06 01:10modify40.100.991630.993890.98339
122022.10.06 01:15modify40.100.991630.993140.98339
132022.10.06 13:40t/p10.100.983390.993140.98339150.6610150.66
142022.10.06 13:40t/p20.100.983390.993140.9833989.7610240.42
152022.10.06 13:40t/p30.100.983390.993140.9833958.6610299.07
162022.10.06 13:40t/p40.100.983390.993140.9833982.4010381.47
172022.10.10 04:00buy50.100.974050.000000.00000
182022.10.10 04:00modify50.100.974050.963050.98905
192022.10.13 15:40buy60.100.980200.000000.00000
202022.10.13 15:40modify60.100.980200.974800.98905
212022.10.13 15:40modify50.100.974050.974800.98905
222022.10.13 17:40buy70.100.980870.000000.00000
232022.10.13 17:40modify70.100.980870.978550.98905
242022.10.13 17:40modify60.100.980200.978550.98905
252022.10.13 17:40modify50.100.974050.978550.98905
262022.10.13 18:40s/l50.100.978550.978550.9890541.7910423.26
272022.10.13 18:40s/l60.100.978550.978550.98905-16.5010406.76
282022.10.13 18:40s/l70.100.978550.978550.98905-23.2010383.56
292022.10.26 00:00sell80.100.996170.000000.00000
302022.10.26 00:00modify80.100.996171.007170.98117
312022.10.26 15:30s/l80.101.007171.007170.98117-110.0010273.56
322022.11.21 16:00buy90.101.024270.000000.00000
332022.11.21 16:00modify90.101.024271.013271.03927
342022.11.22 18:40buy100.101.031120.000000.00000
352022.11.22 18:40modify100.101.031121.028771.03927
362022.11.22 18:40modify90.101.024271.028771.03927
372022.11.22 20:30buy110.101.030430.000000.00000
382022.11.22 20:30modify110.101.030431.025021.03927
392022.11.22 20:35modify110.101.030431.028771.03927
402022.11.23 05:40buy120.101.033390.000000.00000
412022.11.23 05:40modify120.101.033391.029521.03927
422022.11.23 05:40modify100.101.031121.029521.03927
432022.11.23 05:40modify110.101.030431.029521.03927
442022.11.23 05:40modify90.101.024271.029521.03927
452022.11.23 19:30t/p90.101.039271.029521.03927148.7210422.28
462022.11.23 19:30t/p100.101.039271.029521.0392780.8610503.14
472022.11.23 19:30t/p110.101.039271.029521.0392787.7610590.89
482022.11.23 19:30t/p120.101.039271.029521.0392758.8010649.69
492023.02.06 04:00buy130.101.079300.000000.00000
502023.02.06 04:00modify130.101.079301.068301.09430
512023.02.07 14:40s/l130.101.068301.068301.09430-110.6410539.05
522023.03.31 00:00sell140.101.090400.000000.00000
532023.03.31 00:00modify140.101.090401.101401.07540
542023.03.31 19:40sell150.101.084300.000000.00000
552023.03.31 19:40modify150.101.084301.089651.07540
562023.03.31 19:40modify140.101.090401.089651.07540
572023.04.03 00:45sell160.101.081170.000000.00000
582023.04.03 00:45modify160.101.081171.085151.07540
592023.04.03 00:45modify150.101.084301.085151.07540
602023.04.03 00:45modify140.101.090401.085151.07540
612023.04.03 07:45sell170.101.083650.000000.00000
622023.04.03 07:45modify170.101.083651.085901.07540
632023.04.03 07:50modify170.101.083651.085151.07540
642023.04.03 08:40s/l140.101.085151.085151.0754052.7210591.77
652023.04.03 08:40s/l150.101.085151.085151.07540-8.2810583.49
662023.04.03 08:40s/l160.101.085151.085151.07540-39.8010543.69
672023.04.03 08:40s/l170.101.085151.085151.07540-15.0010528.69
682023.04.14 08:00sell180.101.106530.000000.00000
692023.04.14 08:00modify180.101.106531.117531.09153
702023.04.14 14:33sell190.101.099620.000000.00000
712023.04.14 14:33modify190.101.099621.102031.09153
722023.04.14 14:33modify180.101.106531.102031.09153
732023.04.14 15:10sell200.101.100320.000000.00000
742023.04.14 15:10modify200.101.100321.105781.09153
752023.04.14 15:15modify200.101.100321.102031.09153
762023.04.14 15:40sell210.101.097500.000000.00000
772023.04.14 15:40modify210.101.097501.101281.09153
782023.04.14 15:40modify190.101.099621.101281.09153
792023.04.14 15:40modify200.101.100321.101281.09153
802023.04.14 15:40modify180.101.106531.101281.09153
812023.04.17 14:40t/p180.101.091531.101281.09153150.2210678.91
822023.04.17 14:40t/p190.101.091531.101281.0915381.1210760.03
832023.04.17 14:40t/p200.101.091531.101281.0915388.1210848.15
842023.04.17 14:40t/p210.101.091531.101281.0915359.9210908.07
852023.04.25 04:00sell220.101.105280.000000.00000
862023.04.25 04:00modify220.101.105281.116281.09028
872023.04.25 15:13sell230.101.098400.000000.00000
882023.04.25 15:13modify230.101.098401.100781.09028
892023.04.25 15:13modify220.101.105281.100781.09028
902023.04.26 06:40s/l220.101.100781.100781.0902845.2210953.29
912023.04.26 06:40s/l230.101.100781.100781.09028-23.5810929.71
922023.05.15 00:00buy240.101.085560.000000.00000
932023.05.15 00:00modify240.101.085561.074561.10056
942023.05.24 22:05s/l240.101.074561.074561.10056-115.7810813.93
952023.06.09 04:00sell250.101.077770.000000.00000
962023.06.09 04:00modify250.101.077771.088771.06277
972023.06.15 13:30s/l250.101.088771.088771.06277-108.6810705.24
982023.06.16 00:00sell260.101.094550.000000.00000
992023.06.16 00:00modify260.101.094551.105551.07955
1002023.06.23 07:40sell270.101.085320.000000.00000
1012023.06.23 07:40modify270.101.085321.089301.07955
1022023.06.23 07:40modify260.101.094551.089301.07955
1032023.06.23 11:45sell280.101.087680.000000.00000
1042023.06.23 11:45modify280.101.087681.090051.07955
1052023.06.23 11:50modify280.101.087681.089301.07955
1062023.06.23 12:30s/l260.101.089301.089301.0795554.0410759.28
1072023.06.23 12:30s/l270.101.089301.089301.07955-39.8010719.48
1082023.06.23 12:30s/l280.101.089301.089301.07955-16.2010703.28
1092023.07.06 00:00buy290.101.085840.000000.00000
1102023.07.06 00:00modify290.101.085841.074841.10084
1112023.07.07 12:30buy300.101.091890.000000.00000
1122023.07.07 12:30modify300.101.091891.086591.10084
1132023.07.07 12:30modify290.101.085841.086591.10084
1142023.07.07 13:40buy310.101.092780.000000.00000
1152023.07.07 13:40modify310.101.092781.090341.10084
1162023.07.07 13:40modify300.101.091891.090341.10084
1172023.07.07 13:40modify290.101.085841.090341.10084
1182023.07.10 12:45buy320.101.094910.000000.00000
1192023.07.10 12:45modify320.101.094911.091091.10084
1202023.07.10 12:45modify310.101.092781.091091.10084
1212023.07.10 12:45modify300.101.091891.091091.10084
1222023.07.10 12:45modify290.101.085841.091091.10084
1232023.07.11 00:40t/p290.101.100841.091091.10084148.0710851.35
1242023.07.11 00:40t/p300.101.100841.091091.1008488.2210939.57
1252023.07.11 00:40t/p310.101.100841.091091.1008479.3211018.88
1262023.07.11 00:40t/p320.101.100841.091091.1008458.6611077.54
1272023.07.14 00:00sell330.101.122350.000000.00000
1282023.07.14 00:00modify330.101.122351.133351.10735
1292023.07.20 15:40sell340.101.113200.000000.00000
1302023.07.20 15:40modify340.101.113201.117101.10735
1312023.07.20 15:40modify330.101.122351.117101.10735
1322023.07.24 08:40t/p330.101.107351.117101.10735151.7511229.30
1332023.07.24 08:40t/p340.101.107351.117101.1073558.9411288.24
1342023.08.10 16:00sell350.101.101520.000000.00000
1352023.08.10 16:00modify350.101.101521.112521.08652
1362023.08.11 13:40sell360.101.095480.000000.00000
1372023.08.11 13:40modify360.101.095481.100771.08652
1382023.08.11 13:40modify350.101.101521.100771.08652
1392023.08.11 16:40sell370.101.094570.000000.00000
1402023.08.11 16:40modify370.101.094571.097021.08652
1412023.08.11 16:40modify360.101.095481.097021.08652
1422023.08.11 16:40modify350.101.101521.097021.08652
1432023.08.15 06:45sell380.101.092330.000000.00000
1442023.08.15 06:45modify380.101.092331.096271.08652
1452023.08.15 06:45modify370.101.094571.096271.08652
1462023.08.15 06:45modify360.101.095481.096271.08652
1472023.08.15 06:45modify350.101.101521.096271.08652
1482023.08.17 01:40t/p350.101.086521.096271.08652151.5411439.77
1492023.08.17 01:40t/p360.101.086521.096271.0865290.9211530.69
1502023.08.17 01:40t/p370.101.086521.096271.0865281.8211612.50
1512023.08.17 01:40t/p380.101.086521.096271.0865258.9811671.48
1522023.09.04 00:00buy390.101.077880.000000.00000
1532023.09.04 00:00modify390.101.077881.066881.09288
1542023.09.14 12:40s/l390.101.066881.066881.09288-117.7111553.77
1552023.09.28 08:00buy400.101.051140.000000.00000
1562023.09.28 08:00modify400.101.051141.040141.06614
1572023.09.28 15:40buy410.101.058180.000000.00000
1582023.09.28 15:40modify410.101.058181.055641.06614
1592023.09.28 15:40modify400.101.051141.055641.06614
1602023.09.28 16:40s/l400.101.055641.055641.0661445.0011598.77
1612023.09.28 16:40s/l410.101.055641.055641.06614-25.4011573.37