Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=50; 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=23; 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 test7256Ticks modelled157689Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2727.67Gross profit3558.94Gross loss-831.27
Profit factor4.28Expected payoff41.33
Absolute drawdown50.10Maximal drawdown366.07 (3.40%)Relative drawdown3.40% (366.07)
Total trades66Short positions (won %)45 (68.89%)Long positions (won %)21 (71.43%)
Profit trades (% of total)46 (69.70%)Loss trades (% of total)20 (30.30%)
Largestprofit trade164.87loss trade-153.23
Averageprofit trade77.37loss trade-41.56
Maximumconsecutive wins (profit in money)11 (1044.66)consecutive losses (loss in money)2 (-198.45)
Maximalconsecutive profit (count of wins)1044.66 (11)consecutive loss (count of losses)-198.45 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.14 15:00buy10.101.078060.000000.00000
22022.04.14 15:00modify10.101.078061.063061.09306
32022.04.14 16:20buy20.101.083450.000000.00000
42022.04.14 16:20modify20.101.083451.078811.09306
52022.04.14 16:20modify10.101.078061.078811.09306
62022.04.18 07:46s/l10.101.078811.078811.093065.3510005.35
72022.04.18 07:46s/l20.101.078811.078811.09306-48.559956.80
82022.04.21 09:00sell30.101.092120.000000.00000
92022.04.21 09:00modify30.101.092121.107121.07712
102022.04.21 14:15sell40.101.086730.000000.00000
112022.04.21 14:15modify40.101.086731.091371.07712
122022.04.21 14:15modify30.101.092121.091371.07712
132022.04.21 14:55sell50.101.084400.000000.00000
142022.04.21 14:55modify50.101.084401.086871.07712
152022.04.21 14:55modify40.101.086731.086871.07712
162022.04.21 14:55modify30.101.092121.086871.07712
172022.04.21 19:37sell60.101.083050.000000.00000
182022.04.21 19:37modify60.101.083051.086121.07712
192022.04.21 19:40modify60.101.083051.086871.07712
202022.04.25 06:05t/p30.101.077121.086871.07712151.4910108.28
212022.04.25 06:05t/p40.101.077121.086871.0771297.5910205.87
222022.04.25 06:05t/p50.101.077121.086871.0771274.2910280.16
232022.04.25 06:05t/p60.101.077121.086871.0771260.7910340.94
242022.05.05 17:00buy70.101.051380.000000.00000
252022.05.05 17:00modify70.101.051381.036381.06638
262022.05.06 09:02buy80.101.056730.000000.00000
272022.05.06 09:02modify80.101.056731.052131.06638
282022.05.06 09:02modify70.101.051381.052131.06638
292022.05.06 10:52buy90.101.058890.000000.00000
302022.05.06 10:52modify90.101.058891.056631.06638
312022.05.06 10:52modify80.101.056731.056631.06638
322022.05.06 10:52modify70.101.051381.056631.06638
332022.05.06 11:50s/l70.101.056631.056631.0663851.4210392.37
342022.05.06 11:50s/l80.101.056631.056631.06638-1.0010391.37
352022.05.06 11:50s/l90.101.056631.056631.06638-22.6010368.77
362022.05.17 14:00sell100.101.054020.000000.00000
372022.05.17 14:00modify100.101.054021.069021.03902
382022.05.18 16:15sell110.101.048680.000000.00000
392022.05.18 16:15modify110.101.048681.053271.03902
402022.05.18 16:15modify100.101.054021.053271.03902
412022.05.18 19:50sell120.101.046450.000000.00000
422022.05.18 19:50modify120.101.046451.048771.03902
432022.05.18 19:50modify110.101.048681.048771.03902
442022.05.18 19:50modify100.101.054021.048771.03902
452022.05.19 00:35s/l100.101.048771.048771.0390255.4710424.24
462022.05.19 00:35s/l110.101.048771.048771.039021.3310425.57
472022.05.19 00:35s/l120.101.048771.048771.03902-20.9710404.60
482022.05.19 16:00sell130.101.058650.000000.00000
492022.05.19 16:00modify130.101.058651.073651.04365
502022.05.20 18:20sell140.101.053280.000000.00000
512022.05.20 18:20modify140.101.053281.057901.04365
522022.05.20 18:20modify130.101.058651.057901.04365
532022.05.22 22:50s/l130.101.057901.057901.043658.2410412.84
542022.05.22 22:50s/l140.101.057901.057901.04365-46.2010366.64
552022.05.23 11:00sell150.101.067570.000000.00000
562022.05.23 11:00modify150.101.067571.082571.05257
572022.06.09 17:25sell160.101.062140.000000.00000
582022.06.09 17:25modify160.101.062141.066821.05257
592022.06.09 17:25modify150.101.067571.066821.05257
602022.06.10 09:15sell170.101.060000.000000.00000
612022.06.10 09:15modify170.101.060001.062321.05257
622022.06.10 09:15modify160.101.062141.062321.05257
632022.06.10 09:15modify150.101.067571.062321.05257
642022.06.10 12:22sell180.101.058320.000000.00000
652022.06.10 12:22modify180.101.058321.061571.05257
662022.06.10 12:25modify180.101.058321.062321.05257
672022.06.10 12:46t/p150.101.052571.062321.05257164.8710531.51
682022.06.10 12:46t/p160.101.052571.062321.0525796.4410627.95
692022.06.10 12:46t/p170.101.052571.062321.0525774.3010702.25
702022.06.10 12:46t/p180.101.052571.062321.0525757.5010759.75
712022.06.10 14:00buy190.101.052960.000000.00000
722022.06.10 14:00modify190.101.052961.037961.06796
732022.06.15 18:20s/l190.101.037961.037961.06796-153.2310606.52
742022.07.19 10:00sell200.101.024140.000000.00000
752022.07.19 10:00modify200.101.024141.039141.00914
762022.07.20 11:45sell210.101.018830.000000.00000
772022.07.20 11:45modify210.101.018831.023391.00914
782022.07.20 11:45modify200.101.024141.023391.00914
792022.07.20 13:20s/l200.101.023391.023391.009148.2410614.77
802022.07.20 13:20s/l210.101.023391.023391.00914-45.6010569.17
812022.08.10 14:00sell220.101.032190.000000.00000
822022.08.10 14:00modify220.101.032191.047191.01719
832022.08.12 12:50sell230.101.026880.000000.00000
842022.08.12 12:50modify230.101.026881.031441.01719
852022.08.12 12:50modify220.101.032191.031441.01719
862022.08.12 14:59sell240.101.024470.000000.00000
872022.08.12 14:59modify240.101.024471.026941.01719
882022.08.12 14:59modify230.101.026881.026941.01719
892022.08.12 14:59modify220.101.032191.026941.01719
902022.08.12 17:20s/l220.101.026941.026941.0171955.4710624.64
912022.08.12 17:20s/l230.101.026941.026941.01719-0.6010624.04
922022.08.12 17:20s/l240.101.026941.026941.01719-24.7010599.34
932022.08.22 19:00buy250.100.993600.000000.00000
942022.08.22 19:00modify250.100.993600.978601.00860
952022.08.23 14:22buy260.100.998980.000000.00000
962022.08.23 14:22modify260.100.998980.994351.00860
972022.08.23 14:22modify250.100.993600.994351.00860
982022.08.24 01:32s/l250.100.994350.994351.008605.3510604.69
992022.08.24 01:32s/l260.100.994350.994351.00860-47.3810557.31
1002022.09.23 12:00buy270.100.975410.000000.00000
1012022.09.23 12:00modify270.100.975410.960410.99041
1022022.09.26 00:45s/l270.100.960410.960410.99041-151.0810406.24
1032022.10.04 20:00sell280.100.999010.000000.00000
1042022.10.04 20:00modify280.100.999011.014010.98401
1052022.10.05 07:50sell290.100.993610.000000.00000
1062022.10.05 07:50modify290.100.993610.998260.98401
1072022.10.05 07:50modify280.100.999010.998260.98401
1082022.10.05 11:40sell300.100.991440.000000.00000
1092022.10.05 11:40modify300.100.991440.993760.98401
1102022.10.05 11:40modify290.100.993610.993760.98401
1112022.10.05 11:40modify280.100.999010.993760.98401
1122022.10.05 11:50sell310.100.989950.000000.00000
1132022.10.05 11:50modify310.100.989950.993010.98401
1142022.10.05 11:52modify310.100.989950.993760.98401
1152022.10.05 14:16t/p280.100.984010.993760.98401150.7410556.98
1162022.10.05 14:16t/p290.100.984010.993760.9840196.0010652.98
1172022.10.05 14:16t/p300.100.984010.993760.9840174.3010727.28
1182022.10.05 14:16t/p310.100.984010.993760.9840159.4010786.68
1192022.10.17 17:00sell320.100.983910.000000.00000
1202022.10.17 17:00modify320.100.983910.998910.96891
1212022.10.19 13:27sell330.100.978390.000000.00000
1222022.10.19 13:27modify330.100.978390.983160.96891
1232022.10.19 13:27modify320.100.983910.983160.96891
1242022.10.19 17:12sell340.100.976280.000000.00000
1252022.10.19 17:12modify340.100.976280.978660.96891
1262022.10.19 17:12modify330.100.978390.978660.96891
1272022.10.19 17:12modify320.100.983910.978660.96891
1282022.10.20 04:20s/l320.100.978660.978660.9689156.2210842.90
1292022.10.20 04:20s/l330.100.978660.978660.96891-0.4710842.43
1302022.10.20 04:20s/l340.100.978660.978660.96891-21.5710820.86
1312022.10.25 15:00sell350.100.995690.000000.00000
1322022.10.25 15:00modify350.100.995691.010690.98069
1332022.10.31 13:30sell360.100.990220.000000.00000
1342022.10.31 13:30modify360.100.990220.994940.98069
1352022.10.31 13:30modify350.100.995690.994940.98069
1362022.10.31 14:50sell370.100.988040.000000.00000
1372022.10.31 14:50modify370.100.988040.990440.98069
1382022.10.31 14:50modify360.100.990220.990440.98069
1392022.10.31 14:50modify350.100.995690.990440.98069
1402022.11.01 02:20s/l350.100.990440.990440.9806957.7010878.56
1412022.11.01 02:20s/l360.100.990440.990440.98069-1.4610877.10
1422022.11.01 02:20s/l370.100.990440.990440.98069-23.2610853.85
1432022.11.02 22:00buy380.100.981790.000000.00000
1442022.11.02 22:00modify380.100.981790.966790.99679
1452022.11.04 13:42buy390.100.987110.000000.00000
1462022.11.04 13:42modify390.100.987110.982540.99679
1472022.11.04 13:42modify380.100.981790.982540.99679
1482022.11.04 15:52buy400.100.989420.000000.00000
1492022.11.04 15:52modify400.100.989420.987040.99679
1502022.11.04 15:52modify390.100.987110.987040.99679
1512022.11.04 15:52modify380.100.981790.987040.99679
1522022.11.06 22:10buy410.100.991030.000000.00000
1532022.11.06 22:10modify410.100.991030.987790.99679
1542022.11.06 22:12modify410.100.991030.987040.99679
1552022.11.07 08:33t/p380.100.996790.987040.99679144.6210998.47
1562022.11.07 08:33t/p390.100.996790.987040.9967995.7211094.19
1572022.11.07 08:33t/p400.100.996790.987040.9967972.6211166.82
1582022.11.07 08:33t/p410.100.996790.987040.9967956.5211223.34
1592022.11.10 13:00buy420.100.995180.000000.00000
1602022.11.10 13:00modify420.100.995180.980181.01018
1612022.11.10 13:45t/p420.101.010180.980181.01018150.0011373.34
1622022.11.11 10:00sell430.101.026920.000000.00000
1632022.11.11 10:00modify430.101.026921.041921.01192
1642022.11.15 07:50s/l430.101.041921.041921.01192-148.5111224.83
1652022.11.15 10:00sell440.101.040150.000000.00000
1662022.11.15 10:00modify440.101.040151.055151.02515
1672022.11.15 17:07sell450.101.034820.000000.00000
1682022.11.15 17:07modify450.101.034821.039401.02515
1692022.11.15 17:07modify440.101.040151.039401.02515
1702022.11.15 18:27sell460.101.032530.000000.00000
1712022.11.15 18:27modify460.101.032531.034901.02515
1722022.11.15 18:27modify450.101.034821.034901.02515
1732022.11.15 18:27modify440.101.040151.034901.02515
1742022.11.15 19:45s/l440.101.034901.034901.0251552.5011277.33
1752022.11.15 19:45s/l450.101.034901.034901.02515-0.8011276.53
1762022.11.15 19:45s/l460.101.034901.034901.02515-23.7011252.83
1772022.11.28 13:00sell470.101.047280.000000.00000
1782022.11.28 13:00modify470.101.047281.062281.03228
1792022.11.28 15:15sell480.101.041840.000000.00000
1802022.11.28 15:15modify480.101.041841.046531.03228
1812022.11.28 15:15modify470.101.047281.046531.03228
1822022.11.28 16:00sell490.101.039770.000000.00000
1832022.11.28 16:00modify490.101.039771.042031.03228
1842022.11.28 16:00modify480.101.041841.042031.03228
1852022.11.28 16:00modify470.101.047281.042031.03228
1862022.11.28 16:25sell500.101.038120.000000.00000
1872022.11.28 16:25modify500.101.038121.041281.03228
1882022.11.28 16:27modify500.101.038121.042031.03228
1892022.11.29 20:20t/p470.101.032281.042031.03228150.7411403.57
1902022.11.29 20:20t/p480.101.032281.042031.0322896.3411499.91
1912022.11.29 20:20t/p490.101.032281.042031.0322875.6411575.56
1922022.11.29 20:20t/p500.101.032281.042031.0322859.1411634.70
1932022.12.13 15:00sell510.101.064540.000000.00000
1942022.12.13 15:00modify510.101.064541.079541.04954
1952022.12.15 17:20sell520.101.059250.000000.00000
1962022.12.15 17:20modify520.101.059251.063791.04954
1972022.12.15 17:20modify510.101.064541.063791.04954
1982022.12.15 19:50s/l510.101.063791.063791.0495410.4711645.17
1992022.12.15 19:50s/l520.101.063791.063791.04954-45.4011599.77
2002023.01.05 17:00buy530.101.052380.000000.00000
2012023.01.05 17:00modify530.101.052381.037381.06738
2022023.01.06 15:15buy540.101.057770.000000.00000
2032023.01.06 15:15modify540.101.057771.053131.06738
2042023.01.06 15:15modify530.101.052381.053131.06738
2052023.01.06 15:50buy550.101.061530.000000.00000
2062023.01.06 15:50modify550.101.061531.058381.06738
2072023.01.06 15:50modify540.101.057771.058381.06738
2082023.01.06 15:50modify530.101.052381.058381.06738
2092023.01.09 02:45t/p530.101.067381.058381.06738147.8511747.62
2102023.01.09 02:45t/p540.101.067381.058381.0673895.0211842.65
2112023.01.09 02:45t/p550.101.067381.058381.0673857.4211900.07
2122023.02.02 02:00sell560.101.101290.000000.00000
2132023.02.02 02:00modify560.101.101291.116291.08629
2142023.02.02 13:45sell570.101.095990.000000.00000
2152023.02.02 13:45modify570.101.095991.100541.08629
2162023.02.02 13:45modify560.101.101291.100541.08629
2172023.02.02 14:40sell580.101.093650.000000.00000
2182023.02.02 14:40modify580.101.093651.096041.08629
2192023.02.02 14:40modify570.101.095991.096041.08629
2202023.02.02 14:40modify560.101.101291.096041.08629
2212023.02.02 14:45sell590.101.092280.000000.00000
2222023.02.02 14:45modify590.101.092281.095291.08629
2232023.02.02 14:47modify590.101.092281.096041.08629
2242023.02.03 13:50t/p560.101.086291.096041.08629150.7412050.81
2252023.02.03 13:50t/p570.101.086291.096041.0862997.7412148.56
2262023.02.03 13:50t/p580.101.086291.096041.0862974.3412222.90
2272023.02.03 13:50t/p590.101.086291.096041.0862960.6412283.54
2282023.03.24 11:00buy600.101.073070.000000.00000
2292023.03.24 11:00modify600.101.073071.058071.08807
2302023.03.27 07:02buy610.101.078320.000000.00000
2312023.03.27 07:02modify610.101.078321.073821.08807
2322023.03.27 07:02modify600.101.073071.073821.08807
2332023.03.27 23:10buy620.101.080570.000000.00000
2342023.03.27 23:10modify620.101.080571.078321.08807
2352023.03.27 23:10modify610.101.078321.078321.08807
2362023.03.27 23:10modify600.101.073071.078321.08807
2372023.03.28 00:50buy630.101.082080.000000.00000
2382023.03.28 00:50modify630.101.082081.079071.08807
2392023.03.28 00:52modify630.101.082081.078321.08807
2402023.03.30 10:50t/p600.101.088071.078321.08807143.5512427.09
2412023.03.30 10:50t/p610.101.088071.078321.0880792.1212519.21
2422023.03.30 10:50t/p620.101.088071.078321.0880769.6212588.83
2432023.03.30 10:50t/p630.101.088071.078321.0880755.6012644.43
2442023.03.30 15:00sell640.101.091250.000000.00000
2452023.03.30 15:00modify640.101.091251.106251.07625
2462023.03.31 14:50sell650.101.085740.000000.00000
2472023.03.31 14:50modify650.101.085741.090501.07625
2482023.03.31 14:50modify640.101.091251.090501.07625
2492023.03.31 20:32sell660.101.083740.000000.00000
2502023.03.31 20:32modify660.101.083741.086001.07625
2512023.03.31 20:32modify650.101.085741.086001.07625
2522023.03.31 20:32modify640.101.091251.086001.07625
2532023.03.31 20:59close at stop660.101.084161.086001.07625-4.2012640.23
2542023.03.31 20:59close at stop650.101.084161.086001.0762515.8012656.03
2552023.03.31 20:59close at stop640.101.084161.086001.0762571.6412727.67