Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period4 Hours (H4) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test2619Ticks modelled78985Modelling qualityn/a
Mismatched charts errors57
Initial deposit10000.00Spread30
Total net profit2020.69Gross profit3246.03Gross loss-1225.34
Profit factor2.65Expected payoff25.26
Absolute drawdown239.75Maximal drawdown394.51 (3.88%)Relative drawdown3.88% (394.51)
Total trades80Short positions (won %)49 (53.06%)Long positions (won %)31 (58.06%)
Profit trades (% of total)44 (55.00%)Loss trades (% of total)36 (45.00%)
Largestprofit trade141.10loss trade-50.20
Averageprofit trade73.77loss trade-34.04
Maximumconsecutive wins (profit in money)7 (639.55)consecutive losses (loss in money)5 (-169.31)
Maximalconsecutive profit (count of wins)639.55 (7)consecutive loss (count of losses)-169.31 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.14 12:00sell10.101.065180.000000.00000
22022.12.14 12:00modify10.101.065181.069181.05118
32022.12.14 20:40s/l10.101.069181.069181.05118-40.009960.00
42023.01.03 12:00buy20.101.053110.000000.00000
52023.01.03 12:00modify20.101.053111.049111.06711
62023.01.03 15:05buy30.101.058230.000000.00000
72023.01.03 15:05modify30.101.058231.054511.06711
82023.01.03 15:05modify20.101.053111.054511.06711
92023.01.03 16:05s/l20.101.054511.054511.0671114.009974.00
102023.01.03 16:05s/l30.101.054511.054511.06711-37.209936.80
112023.01.05 16:00buy40.101.052130.000000.00000
122023.01.05 16:00modify40.101.052131.048131.06613
132023.01.06 17:00buy50.101.062150.000000.00000
142023.01.06 17:00modify50.101.062151.057031.06613
152023.01.06 17:00modify40.101.052131.057031.06613
162023.01.08 23:33t/p40.101.066131.057031.06613139.3610076.16
172023.01.08 23:33t/p50.101.066131.057031.0661339.8010115.96
182023.01.12 16:00sell60.101.080660.000000.00000
192023.01.12 16:00modify60.101.080661.084661.06666
202023.01.12 17:40s/l60.101.084661.084661.06666-40.0010075.96
212023.01.23 08:00sell70.101.091410.000000.00000
222023.01.23 08:00modify70.101.091411.095411.07741
232023.01.23 14:45sell80.101.086410.000000.00000
242023.01.23 14:45modify80.101.086411.090011.07741
252023.01.23 14:45modify70.101.091411.090011.07741
262023.01.24 07:40s/l70.101.090011.090011.0774114.2210090.18
272023.01.24 07:40s/l80.101.090011.090011.07741-35.7810054.40
282023.02.01 20:00sell90.101.097780.000000.00000
292023.02.01 20:00modify90.101.097781.101781.08378
302023.02.01 23:30s/l90.101.101781.101781.08378-40.0010014.40
312023.02.06 16:00buy100.101.073310.000000.00000
322023.02.06 16:00modify100.101.073311.069311.08731
332023.02.07 13:30s/l100.101.069311.069311.08731-40.649973.75
342023.03.01 12:00sell110.101.066960.000000.00000
352023.03.01 12:00modify110.101.066961.070961.05296
362023.03.02 09:40sell120.101.061900.000000.00000
372023.03.02 09:40modify120.101.061901.065561.05296
382023.03.02 09:40modify110.101.066961.065561.05296
392023.03.02 13:20sell130.101.059960.000000.00000
402023.03.02 13:20modify130.101.059961.063461.05296
412023.03.02 13:20modify120.101.061901.063461.05296
422023.03.02 13:20modify110.101.066961.063461.05296
432023.03.03 19:30s/l110.101.063461.063461.0529635.8810009.63
442023.03.03 19:30s/l120.101.063461.063461.05296-15.389994.25
452023.03.03 19:30s/l130.101.063461.063461.05296-34.789959.47
462023.03.07 16:00buy140.101.058830.000000.00000
472023.03.07 16:00modify140.101.058831.054831.07283
482023.03.07 19:40s/l140.101.054831.054831.07283-40.009919.47
492023.03.10 16:00sell150.101.068730.000000.00000
502023.03.10 16:00modify150.101.068731.072731.05473
512023.03.10 19:05sell160.101.063730.000000.00000
522023.03.10 19:05modify160.101.063731.067331.05473
532023.03.10 19:05modify150.101.068731.067331.05473
542023.03.12 21:00s/l150.101.067331.067331.0547314.009933.47
552023.03.12 21:00s/l160.101.067331.067331.05473-36.009897.47
562023.03.15 12:00buy170.101.059020.000000.00000
572023.03.15 12:00modify170.101.059021.055021.07302
582023.03.15 13:20s/l170.101.055021.055021.07302-40.009857.47
592023.03.21 12:00sell180.101.077870.000000.00000
602023.03.21 12:00modify180.101.077871.081871.06387
612023.03.22 18:20s/l180.101.081871.081871.06387-39.789817.69
622023.03.22 20:00sell190.101.086520.000000.00000
632023.03.22 20:00modify190.101.086521.090521.07252
642023.03.23 03:30s/l190.101.090521.090521.07252-39.349778.35
652023.03.24 12:00buy200.101.074100.000000.00000
662023.03.24 12:00modify200.101.074101.070101.08810
672023.03.27 13:30buy210.101.079110.000000.00000
682023.03.27 13:30modify210.101.079111.075501.08810
692023.03.27 13:30modify200.101.074101.075501.08810
702023.03.28 00:20buy220.101.081290.000000.00000
712023.03.28 00:20modify220.101.081291.077601.08810
722023.03.28 00:20modify210.101.079111.077601.08810
732023.03.28 00:20modify200.101.074101.077601.08810
742023.03.28 11:40buy230.101.083950.000000.00000
752023.03.28 11:40modify230.101.083951.079001.08810
762023.03.28 11:40modify220.101.081291.079001.08810
772023.03.28 11:40modify210.101.079111.079001.08810
782023.03.28 11:40modify200.101.074101.079001.08810
792023.03.30 10:40t/p200.101.088101.079001.08810136.159914.49
802023.03.30 10:40t/p210.101.088101.079001.0881086.6910001.18
812023.03.30 10:40t/p220.101.088101.079001.0881065.5310066.72
822023.03.30 10:40t/p230.101.088101.079001.0881038.9310105.65
832023.03.30 16:00sell240.101.089790.000000.00000
842023.03.30 16:00modify240.101.089791.093791.07579
852023.03.31 17:40sell250.101.084820.000000.00000
862023.03.31 17:40modify250.101.084821.088391.07579
872023.03.31 17:40modify240.101.089791.088391.07579
882023.04.03 00:15sell260.101.079870.000000.00000
892023.04.03 00:15modify260.101.079871.084891.07579
902023.04.03 00:15modify250.101.084821.084891.07579
912023.04.03 00:15modify240.101.089791.084891.07579
922023.04.03 08:40s/l240.101.084891.084891.0757949.4410155.09
932023.04.03 08:40s/l250.101.084891.084891.07579-0.4810154.61
942023.04.03 08:40s/l260.101.084891.084891.07579-50.2010104.41
952023.04.10 16:00buy270.101.084210.000000.00000
962023.04.10 16:00modify270.101.084211.080211.09821
972023.04.11 05:20buy280.101.089400.000000.00000
982023.04.11 05:20modify280.101.089401.085611.09821
992023.04.11 05:20modify270.101.084211.085611.09821
1002023.04.11 08:40buy290.101.091320.000000.00000
1012023.04.11 08:40modify290.101.091321.087711.09821
1022023.04.11 08:40modify280.101.089401.087711.09821
1032023.04.11 08:40modify270.101.084211.087711.09821
1042023.04.12 06:15buy300.101.094030.000000.00000
1052023.04.12 06:15modify300.101.094031.089111.09821
1062023.04.12 06:15modify290.101.091321.089111.09821
1072023.04.12 06:15modify280.101.089401.089111.09821
1082023.04.12 06:15modify270.101.084211.089111.09821
1092023.04.12 12:40t/p270.101.098211.089111.09821138.7210243.12
1102023.04.12 12:40t/p280.101.098211.089111.0982187.4610330.58
1112023.04.12 12:40t/p290.101.098211.089111.0982168.2610398.84
1122023.04.12 12:40t/p300.101.098211.089111.0982141.8010440.64
1132023.04.12 16:00sell310.101.098640.000000.00000
1142023.04.12 16:00modify310.101.098641.102641.08464
1152023.04.13 08:33s/l310.101.102641.102641.08464-39.3410401.29
1162023.04.13 16:00sell320.101.105300.000000.00000
1172023.04.13 16:00modify320.101.105301.109301.09130
1182023.04.14 15:10sell330.101.100320.000000.00000
1192023.04.14 15:10modify330.101.100321.103901.09130
1202023.04.14 15:10modify320.101.105301.103901.09130
1212023.04.14 16:10sell340.101.098280.000000.00000
1222023.04.14 16:10modify340.101.098281.101801.09130
1232023.04.14 16:10modify330.101.100321.101801.09130
1242023.04.14 16:10modify320.101.105301.101801.09130
1252023.04.17 12:50sell350.101.095460.000000.00000
1262023.04.17 12:50modify350.101.095461.100401.09130
1272023.04.17 12:50modify340.101.098281.100401.09130
1282023.04.17 12:50modify330.101.100321.100401.09130
1292023.04.17 12:50modify320.101.105301.100401.09130
1302023.04.17 14:40t/p320.101.091301.100401.09130140.4410541.73
1312023.04.17 14:40t/p330.101.091301.100401.0913090.4210632.15
1322023.04.17 14:40t/p340.101.091301.100401.0913070.0210702.17
1332023.04.17 14:40t/p350.101.091301.100401.0913041.6010743.77
1342023.04.17 16:00buy360.101.091700.000000.00000
1352023.04.17 16:00modify360.101.091701.087701.10570
1362023.04.18 07:30buy370.101.096720.000000.00000
1372023.04.18 07:30modify370.101.096721.093101.10570
1382023.04.18 07:30modify360.101.091701.093101.10570
1392023.04.19 01:15buy380.101.098700.000000.00000
1402023.04.19 01:15modify380.101.098701.095201.10570
1412023.04.19 01:15modify370.101.096721.095201.10570
1422023.04.19 01:15modify360.101.091701.095201.10570
1432023.04.19 06:40s/l360.101.095201.095201.1057033.7210777.49
1442023.04.19 06:40s/l370.101.095201.095201.10570-15.8410761.65
1452023.04.19 06:40s/l380.101.095201.095201.10570-35.0010726.65
1462023.05.03 20:00sell390.101.105440.000000.00000
1472023.05.03 20:00modify390.101.105441.109441.09144
1482023.05.04 06:15s/l390.101.109441.109441.09144-39.3410687.30
1492023.06.08 16:00sell400.101.077880.000000.00000
1502023.06.08 16:00modify400.101.077881.081881.06388
1512023.06.13 12:40s/l400.101.081881.081881.06388-39.3410647.96
1522023.06.15 16:00sell410.101.093260.000000.00000
1532023.06.15 16:00modify410.101.093261.097261.07926
1542023.06.16 12:15s/l410.101.097261.097261.07926-39.7810608.18
1552023.06.21 20:00sell420.101.098780.000000.00000
1562023.06.21 20:00modify420.101.098781.102781.08478
1572023.06.23 02:20sell430.101.093740.000000.00000
1582023.06.23 02:20modify430.101.093741.097381.08478
1592023.06.23 02:20modify420.101.098781.097381.08478
1602023.06.23 09:15t/p420.101.084781.097381.08478140.8810749.06
1612023.06.23 09:15t/p430.101.084781.097381.0847889.6010838.66
1622023.07.07 16:00sell440.101.096300.000000.00000
1632023.07.07 16:00modify440.101.096301.100301.08230
1642023.07.10 19:15s/l440.101.100301.100301.08230-39.7810798.88
1652023.07.12 16:00sell450.101.112200.000000.00000
1662023.07.12 16:00modify450.101.112201.116201.09820
1672023.07.13 08:20s/l450.101.116201.116201.09820-39.3410759.54
1682023.07.20 16:00buy460.101.113790.000000.00000
1692023.07.20 16:00modify460.101.113791.109791.12779
1702023.07.24 07:40s/l460.101.109791.109791.12779-41.2810718.25
1712023.08.04 16:00sell470.101.103470.000000.00000
1722023.08.04 16:00modify470.101.103471.107471.08947
1732023.08.07 06:00sell480.101.098280.000000.00000
1742023.08.07 06:00modify480.101.098281.102071.08947
1752023.08.07 06:00modify470.101.103471.102071.08947
1762023.08.08 10:20sell490.101.096460.000000.00000
1772023.08.08 10:20modify490.101.096461.099971.08947
1782023.08.08 10:20modify480.101.098281.099971.08947
1792023.08.08 10:20modify470.101.103471.099971.08947
1802023.08.08 12:05sell500.101.093620.000000.00000
1812023.08.08 12:05modify500.101.093621.098571.08947
1822023.08.08 12:05modify490.101.096461.098571.08947
1832023.08.08 12:05modify480.101.098281.098571.08947
1842023.08.08 12:05modify470.101.103471.098571.08947
1852023.08.09 07:40s/l470.101.098571.098571.0894749.6610767.91
1862023.08.09 07:40s/l480.101.098571.098571.08947-2.4610765.45
1872023.08.09 07:40s/l490.101.098571.098571.08947-20.8810744.57
1882023.08.09 07:40s/l500.101.098571.098571.08947-49.2810695.29
1892023.08.10 16:00sell510.101.101520.000000.00000
1902023.08.10 16:00modify510.101.101521.105521.08752
1912023.08.11 12:40sell520.101.096580.000000.00000
1922023.08.11 12:40modify520.101.096581.100121.08752
1932023.08.11 12:40modify510.101.101521.100121.08752
1942023.08.11 17:40sell530.101.094290.000000.00000
1952023.08.11 17:40modify530.101.094291.098021.08752
1962023.08.11 17:40modify520.101.096581.098021.08752
1972023.08.11 17:40modify510.101.101521.098021.08752
1982023.08.14 12:30sell540.101.091610.000000.00000
1992023.08.14 12:30modify540.101.091611.096621.08752
2002023.08.14 12:30modify530.101.094291.096621.08752
2012023.08.14 12:30modify520.101.096581.096621.08752
2022023.08.14 12:30modify510.101.101521.096621.08752
2032023.08.16 19:40t/p510.101.087521.096621.08752140.8810836.16
2042023.08.16 19:40t/p520.101.087521.096621.0875291.2610927.42
2052023.08.16 19:40t/p530.101.087521.096621.0875268.3610995.78
2062023.08.16 19:40t/p540.101.087521.096621.0875241.3411037.12
2072023.08.30 16:00sell550.101.092560.000000.00000
2082023.08.30 16:00modify550.101.092561.096561.07856
2092023.08.31 09:20sell560.101.087480.000000.00000
2102023.08.31 09:20modify560.101.087481.091161.07856
2112023.08.31 09:20modify550.101.092561.091161.07856
2122023.08.31 13:30sell570.101.085280.000000.00000
2132023.08.31 13:30modify570.101.085281.089061.07856
2142023.08.31 13:30modify560.101.087481.089061.07856
2152023.08.31 13:30modify550.101.092561.089061.07856
2162023.09.01 16:20t/p550.101.078561.089061.07856140.8811178.00
2172023.09.01 16:20t/p560.101.078561.089061.0785689.4211267.41
2182023.09.01 16:20t/p570.101.078561.089061.0785667.4211334.83
2192023.09.05 16:00buy580.101.072950.000000.00000
2202023.09.05 16:00modify580.101.072951.068951.08695
2212023.09.07 12:40s/l580.101.068951.068951.08695-42.5711292.27
2222023.09.14 16:00buy590.101.066180.000000.00000
2232023.09.14 16:00modify590.101.066181.062181.08018
2242023.09.19 10:40buy600.101.071250.000000.00000
2252023.09.19 10:40modify600.101.071251.067581.08018
2262023.09.19 10:40modify590.101.066181.067581.08018
2272023.09.19 21:05s/l590.101.067581.067581.0801812.0711304.34
2282023.09.19 21:05s/l600.101.067581.067581.08018-36.7011267.64
2292023.09.25 16:00buy610.101.059300.000000.00000
2302023.09.25 16:00modify610.101.059301.055301.07330
2312023.09.27 09:15s/l610.101.055301.055301.07330-41.2811226.35
2322023.09.27 20:00buy620.101.050870.000000.00000
2332023.09.27 20:00modify620.101.050871.046871.06487
2342023.09.28 12:15buy630.101.056020.000000.00000
2352023.09.28 12:15modify630.101.056021.052271.06487
2362023.09.28 12:15modify620.101.050871.052271.06487
2372023.09.28 12:40s/l620.101.052271.052271.0648712.0711238.43
2382023.09.28 12:40s/l630.101.052271.052271.06487-37.5011200.93
2392023.09.29 08:00sell640.101.060630.000000.00000
2402023.09.29 08:00modify640.101.060631.064631.04663
2412023.10.02 09:40sell650.101.053470.000000.00000
2422023.10.02 09:40modify650.101.053471.057131.04663
2432023.10.02 09:40modify640.101.060631.057131.04663
2442023.10.02 15:53sell660.101.050640.000000.00000
2452023.10.02 15:53modify660.101.050641.055731.04663
2462023.10.02 15:53modify650.101.053471.055731.04663
2472023.10.02 15:53modify640.101.060631.055731.04663
2482023.10.03 04:40t/p640.101.046631.055731.04663140.4411341.37
2492023.10.03 04:40t/p650.101.046631.055731.0466368.6211409.99
2502023.10.03 04:40t/p660.101.046631.055731.0466340.3211450.31
2512023.10.12 16:00buy670.101.055510.000000.00000
2522023.10.12 16:00modify670.101.055511.051511.06951
2532023.10.13 11:15s/l670.101.051511.051511.06951-40.6411409.66
2542023.10.23 20:00sell680.101.066540.000000.00000
2552023.10.23 20:00modify680.101.066541.070541.05254
2562023.10.24 12:50sell690.101.061430.000000.00000
2572023.10.24 12:50modify690.101.061431.065141.05254
2582023.10.24 12:50modify680.101.066541.065141.05254
2592023.10.24 15:20sell700.101.059370.000000.00000
2602023.10.24 15:20modify700.101.059371.063041.05254
2612023.10.24 15:20modify690.101.061431.063041.05254
2622023.10.24 15:20modify680.101.066541.063041.05254
2632023.10.25 09:33sell710.101.056660.000000.00000
2642023.10.25 09:33modify710.101.056661.061641.05254
2652023.10.25 09:33modify700.101.059371.061641.05254
2662023.10.25 09:33modify690.101.061431.061641.05254
2672023.10.25 09:33modify680.101.066541.061641.05254
2682023.10.26 12:20t/p680.101.052541.061641.05254141.1011550.76
2692023.10.26 12:20t/p690.101.052541.061641.0525489.7811640.54
2702023.10.26 12:20t/p700.101.052541.061641.0525469.1811709.71
2712023.10.26 12:20t/p710.101.052541.061641.0525441.8611751.57
2722023.11.03 16:00sell720.101.073200.000000.00000
2732023.11.03 16:00modify720.101.073201.077201.05920
2742023.11.07 09:33sell730.101.068300.000000.00000
2752023.11.07 09:33modify730.101.068301.071801.05920
2762023.11.07 09:33modify720.101.073201.071801.05920
2772023.11.08 09:40sell740.101.066020.000000.00000
2782023.11.08 09:40modify740.101.066021.069701.05920
2792023.11.08 09:40modify730.101.068301.069701.05920
2802023.11.08 09:40modify720.101.073201.069701.05920
2812023.11.08 15:20s/l720.101.069701.069701.0592035.6611787.23
2822023.11.08 15:20s/l730.101.069701.069701.05920-13.7811773.45
2832023.11.08 15:20s/l740.101.069701.069701.05920-36.8011736.65
2842023.11.14 16:00sell750.101.083730.000000.00000
2852023.11.14 16:00modify750.101.083731.087731.06973
2862023.11.14 18:05s/l750.101.087731.087731.06973-40.0011696.65
2872023.11.22 16:00buy760.101.086870.000000.00000
2882023.11.22 16:00modify760.101.086871.082871.10087
2892023.11.23 06:05buy770.101.091960.000000.00000
2902023.11.23 06:05modify770.101.091961.088271.10087
2912023.11.23 06:05modify760.101.086871.088271.10087
2922023.11.24 14:40buy780.101.094150.000000.00000
2932023.11.24 14:40modify780.101.094151.090371.10087
2942023.11.24 14:40modify770.101.091961.090371.10087
2952023.11.24 14:40modify760.101.086871.090371.10087
2962023.11.28 13:30buy790.101.096910.000000.00000
2972023.11.28 13:30modify790.101.096911.091771.10087
2982023.11.28 13:30modify780.101.094151.091771.10087
2992023.11.28 13:30modify770.101.091961.091771.10087
3002023.11.28 13:30modify760.101.086871.091771.10087
3012023.11.28 17:15t/p760.101.100871.091771.10087136.1511832.80
3022023.11.28 17:15t/p770.101.100871.091771.1008787.1711919.97
3032023.11.28 17:15t/p780.101.100871.091771.1008765.9211985.89
3042023.11.28 17:15t/p790.101.100871.091771.1008739.6012025.49
3052023.11.30 20:00buy800.101.089260.000000.00000
3062023.11.30 20:00modify800.101.089261.085261.10326
3072023.11.30 23:59close at stop800.101.088781.085261.10326-4.8012020.69