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=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 test1911Ticks modelled33926191Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1369.48Gross profit2203.39Gross loss-833.91
Profit factor2.64Expected payoff30.43
Absolute drawdown13.80Maximal drawdown414.29 (3.75%)Relative drawdown3.75% (414.29)
Total trades45Short positions (won %)29 (65.52%)Long positions (won %)16 (43.75%)
Profit trades (% of total)26 (57.78%)Loss trades (% of total)19 (42.22%)
Largestprofit trade151.75loss trade-117.71
Averageprofit trade84.75loss trade-43.89
Maximumconsecutive wins (profit in money)8 (773.03)consecutive losses (loss in money)4 (-261.52)
Maximalconsecutive profit (count of wins)773.03 (8)consecutive loss (count of losses)-261.52 (4)
Averageconsecutive wins3consecutive 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 08:22sell20.100.992390.000000.00000
42022.10.05 08:22modify20.100.992390.997640.98339
52022.10.05 08:22modify10.100.998390.997640.98339
62022.10.05 10:16sell30.100.991640.000000.00000
72022.10.05 10:16modify30.100.991640.993890.98339
82022.10.05 10:16modify20.100.992390.993890.98339
92022.10.05 10:16modify10.100.998390.993890.98339
102022.10.05 12:45sell40.100.989380.000000.00000
112022.10.05 12:45modify40.100.989380.993140.98339
122022.10.05 12:45modify30.100.991640.993140.98339
132022.10.05 12:45modify20.100.992390.993140.98339
142022.10.05 12:45modify10.100.998390.993140.98339
152022.10.06 13:29t/p10.100.983390.993140.98339150.6610150.66
162022.10.06 13:29t/p20.100.983390.993140.9833990.6610241.32
172022.10.06 13:29t/p30.100.983390.993140.9833983.1610324.47
182022.10.06 13:29t/p40.100.983390.993140.9833960.5610385.03
192022.10.10 04:00buy50.100.974050.000000.00000
202022.10.10 04:00modify50.100.974050.963050.98905
212022.10.13 15:40buy60.100.980050.000000.00000
222022.10.13 15:40modify60.100.980050.974800.98905
232022.10.13 15:40modify50.100.974050.974800.98905
242022.10.13 17:33buy70.100.980810.000000.00000
252022.10.13 17:33modify70.100.980810.978550.98905
262022.10.13 17:33modify60.100.980050.978550.98905
272022.10.13 17:33modify50.100.974050.978550.98905
282022.10.13 18:27s/l50.100.978550.978550.9890541.7910426.82
292022.10.13 18:27s/l60.100.978550.978550.98905-15.0010411.82
302022.10.13 18:27s/l70.100.978550.978550.98905-22.6010389.22
312022.10.26 00:00sell80.100.996170.000000.00000
322022.10.26 00:00modify80.100.996171.007170.98117
332022.10.26 15:20s/l80.101.007171.007170.98117-110.0010279.22
342022.11.21 16:00buy90.101.024270.000000.00000
352022.11.21 16:00modify90.101.024271.013271.03927
362022.11.22 18:51buy100.101.030270.000000.00000
372022.11.22 18:51modify100.101.030271.025021.03927
382022.11.22 18:51modify90.101.024271.025021.03927
392022.11.22 18:58buy110.101.031050.000000.00000
402022.11.22 18:58modify110.101.031051.028771.03927
412022.11.22 18:58modify100.101.030271.028771.03927
422022.11.22 18:58modify90.101.024271.028771.03927
432022.11.23 05:25buy120.101.033290.000000.00000
442022.11.23 05:25modify120.101.033291.029521.03927
452022.11.23 05:25modify110.101.031051.029521.03927
462022.11.23 05:25modify100.101.030271.029521.03927
472022.11.23 05:25modify90.101.024271.029521.03927
482022.11.23 19:01t/p90.101.039271.029521.03927148.7210427.94
492022.11.23 19:01t/p100.101.039271.029521.0392789.3610517.29
502022.11.23 19:01t/p110.101.039271.029521.0392781.5610598.85
512022.11.23 19:01t/p120.101.039271.029521.0392759.8010658.65
522023.02.06 04:00buy130.101.079300.000000.00000
532023.02.06 04:00modify130.101.079301.068301.09430
542023.02.07 14:48s/l130.101.068301.068301.09430-110.6410548.01
552023.03.31 00:00sell140.101.090400.000000.00000
562023.03.31 00:00modify140.101.090401.101401.07540
572023.03.31 19:19sell150.101.084390.000000.00000
582023.03.31 19:19modify150.101.084391.089651.07540
592023.03.31 19:19modify140.101.090401.089651.07540
602023.04.02 22:00sell160.101.083580.000000.00000
612023.04.02 22:00modify160.101.083581.085901.07540
622023.04.02 22:00modify150.101.084391.085901.07540
632023.04.02 22:00modify140.101.090401.085901.07540
642023.04.02 22:34sell170.101.081380.000000.00000
652023.04.02 22:34modify170.101.081381.085151.07540
662023.04.02 22:34modify160.101.083581.085151.07540
672023.04.02 22:34modify150.101.084391.085151.07540
682023.04.02 22:34modify140.101.090401.085151.07540
692023.04.03 08:52s/l140.101.085151.085151.0754052.7210600.73
702023.04.03 08:52s/l150.101.085151.085151.07540-7.3810593.35
712023.04.03 08:52s/l160.101.085151.085151.07540-15.4810577.87
722023.04.03 08:52s/l170.101.085151.085151.07540-37.4810540.39
732023.04.14 08:00sell180.101.106530.000000.00000
742023.04.14 08:00modify180.101.106531.117531.09153
752023.04.14 14:00sell190.101.100520.000000.00000
762023.04.14 14:00modify190.101.100521.105781.09153
772023.04.14 14:00modify180.101.106531.105781.09153
782023.04.14 14:32sell200.101.099750.000000.00000
792023.04.14 14:32modify200.101.099751.102031.09153
802023.04.14 14:32modify190.101.100521.102031.09153
812023.04.14 14:32modify180.101.106531.102031.09153
822023.04.14 15:51sell210.101.097510.000000.00000
832023.04.14 15:51modify210.101.097511.101281.09153
842023.04.14 15:51modify200.101.099751.101281.09153
852023.04.14 15:51modify190.101.100521.101281.09153
862023.04.14 15:51modify180.101.106531.101281.09153
872023.04.17 14:38t/p180.101.091531.101281.09153150.2210690.61
882023.04.17 14:38t/p190.101.091531.101281.0915390.1210780.73
892023.04.17 14:38t/p200.101.091531.101281.0915382.4210863.15
902023.04.17 14:38t/p210.101.091531.101281.0915360.0210923.17
912023.04.25 04:00sell220.101.105280.000000.00000
922023.04.25 04:00modify220.101.105281.116281.09028
932023.04.25 14:10sell230.101.099280.000000.00000
942023.04.25 14:10modify230.101.099281.104531.09028
952023.04.25 14:10modify220.101.105281.104531.09028
962023.04.25 14:13sell240.101.098530.000000.00000
972023.04.25 14:13modify240.101.098531.100781.09028
982023.04.25 14:13modify230.101.099281.100781.09028
992023.04.25 14:13modify220.101.105281.100781.09028
1002023.04.26 06:47s/l220.101.100781.100781.0902845.2210968.38
1012023.04.26 06:47s/l230.101.100781.100781.09028-14.7810953.60
1022023.04.26 06:47s/l240.101.100781.100781.09028-22.2810931.32
1032023.05.15 00:00buy250.101.085560.000000.00000
1042023.05.15 00:00modify250.101.085561.074561.10056
1052023.05.24 22:20s/l250.101.074561.074561.10056-115.7810815.54
1062023.06.09 04:00sell260.101.077770.000000.00000
1072023.06.09 04:00modify260.101.077771.088771.06277
1082023.06.15 13:19s/l260.101.088771.088771.06277-108.6810706.86
1092023.06.16 00:00sell270.101.094550.000000.00000
1102023.06.16 00:00modify270.101.094551.105551.07955
1112023.06.23 07:18sell280.101.088510.000000.00000
1122023.06.23 07:18modify280.101.088511.093801.07955
1132023.06.23 07:18modify270.101.094551.093801.07955
1142023.06.23 07:27sell290.101.087800.000000.00000
1152023.06.23 07:27modify290.101.087801.090051.07955
1162023.06.23 07:27modify280.101.088511.090051.07955
1172023.06.23 07:27modify270.101.094551.090051.07955
1182023.06.23 07:30sell300.101.085550.000000.00000
1192023.06.23 07:30modify300.101.085551.089301.07955
1202023.06.23 07:30modify290.101.087801.089301.07955
1212023.06.23 07:30modify280.101.088511.089301.07955
1222023.06.23 07:30modify270.101.094551.089301.07955
1232023.06.23 12:17s/l270.101.089301.089301.0795554.0410760.89
1242023.06.23 12:17s/l280.101.089301.089301.07955-7.9010752.99
1252023.06.23 12:17s/l290.101.089301.089301.07955-15.0010737.99
1262023.06.23 12:17s/l300.101.089301.089301.07955-37.5010700.49
1272023.07.06 00:00buy310.101.085840.000000.00000
1282023.07.06 00:00modify310.101.085841.074841.10084
1292023.07.07 12:30buy320.101.091860.000000.00000
1302023.07.07 12:30modify320.101.091861.086591.10084
1312023.07.07 12:30modify310.101.085841.086591.10084
1322023.07.07 12:34buy330.101.092600.000000.00000
1332023.07.07 12:34modify330.101.092601.090341.10084
1342023.07.07 12:34modify320.101.091861.090341.10084
1352023.07.07 12:34modify310.101.085841.090341.10084
1362023.07.07 12:42s/l310.101.090341.090341.1008444.3610744.85
1372023.07.07 12:42s/l320.101.090341.090341.10084-15.2010729.65
1382023.07.07 12:42s/l330.101.090341.090341.10084-22.6010707.05
1392023.07.14 00:00sell340.101.122350.000000.00000
1402023.07.14 00:00modify340.101.122351.133351.10735
1412023.07.20 14:17sell350.101.116340.000000.00000
1422023.07.20 14:17modify350.101.116341.121601.10735
1432023.07.20 14:17modify340.101.122351.121601.10735
1442023.07.20 14:25sell360.101.115600.000000.00000
1452023.07.20 14:25modify360.101.115601.117851.10735
1462023.07.20 14:25modify350.101.116341.117851.10735
1472023.07.20 14:25modify340.101.122351.117851.10735
1482023.07.20 15:48sell370.101.113340.000000.00000
1492023.07.20 15:48modify370.101.113341.117101.10735
1502023.07.20 15:48modify360.101.115601.117101.10735
1512023.07.20 15:48modify350.101.116341.117101.10735
1522023.07.20 15:48modify340.101.122351.117101.10735
1532023.07.24 08:37t/p340.101.107351.117101.10735151.7510858.81
1542023.07.24 08:37t/p350.101.107351.117101.1073590.3410949.15
1552023.07.24 08:37t/p360.101.107351.117101.1073582.9411032.08
1562023.07.24 08:37t/p370.101.107351.117101.1073560.3411092.42
1572023.08.10 16:00sell380.101.101520.000000.00000
1582023.08.10 16:00modify380.101.101521.112521.08652
1592023.08.11 13:51sell390.101.095520.000000.00000
1602023.08.11 13:51modify390.101.095521.100771.08652
1612023.08.11 13:51modify380.101.101521.100771.08652
1622023.08.11 16:58sell400.101.094760.000000.00000
1632023.08.11 16:58modify400.101.094761.097021.08652
1642023.08.11 16:58modify390.101.095521.097021.08652
1652023.08.11 16:58modify380.101.101521.097021.08652
1662023.08.14 12:19sell410.101.092520.000000.00000
1672023.08.14 12:19modify410.101.092521.096271.08652
1682023.08.14 12:19modify400.101.094761.096271.08652
1692023.08.14 12:19modify390.101.095521.096271.08652
1702023.08.14 12:19modify380.101.101521.096271.08652
1712023.08.17 01:30t/p380.101.086521.096271.08652151.5411243.96
1722023.08.17 01:30t/p390.101.086521.096271.0865291.3211335.27
1732023.08.17 01:30t/p400.101.086521.096271.0865283.7211418.99
1742023.08.17 01:30t/p410.101.086521.096271.0865261.1011480.09
1752023.09.04 00:00buy420.101.077880.000000.00000
1762023.09.04 00:00modify420.101.077881.066881.09288
1772023.09.14 12:30s/l420.101.066881.066881.09288-117.7111362.38
1782023.09.28 08:00buy430.101.051140.000000.00000
1792023.09.28 08:00modify430.101.051141.040141.06614
1802023.09.28 15:28buy440.101.057160.000000.00000
1812023.09.28 15:28modify440.101.057161.051891.06614
1822023.09.28 15:28modify430.101.051141.051891.06614
1832023.09.28 15:42buy450.101.057910.000000.00000
1842023.09.28 15:42modify450.101.057911.055641.06614
1852023.09.28 15:42modify440.101.057161.055641.06614
1862023.09.28 15:42modify430.101.051141.055641.06614
1872023.09.28 16:57s/l430.101.055641.055641.0661445.0011407.38
1882023.09.28 16:57s/l440.101.055641.055641.06614-15.2011392.18
1892023.09.28 16:57s/l450.101.055641.055641.06614-22.7011369.48