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=0; RSIHelp="------------------------------------"; RSI_Period=12; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 profit1973.66Gross profit2784.12Gross loss-810.46
Profit factor3.44Expected payoff41.99
Absolute drawdown390.20Maximal drawdown399.50 (3.99%)Relative drawdown3.99% (399.50)
Total trades47Short positions (won %)20 (95.00%)Long positions (won %)27 (62.96%)
Profit trades (% of total)36 (76.60%)Loss trades (% of total)11 (23.40%)
Largestprofit trade164.87loss trade-124.30
Averageprofit trade77.34loss trade-73.68
Maximumconsecutive wins (profit in money)11 (888.26)consecutive losses (loss in money)4 (-225.60)
Maximalconsecutive profit (count of wins)888.26 (11)consecutive loss (count of losses)-244.30 (2)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.04 12:00buy10.101.099970.000000.00000
22022.04.04 12:00modify10.101.099971.087971.11497
32022.04.06 06:15s/l10.101.087971.087971.11497-122.159877.85
42022.04.25 07:00buy20.101.071730.000000.00000
52022.04.25 07:00modify20.101.071731.059731.08673
62022.04.27 07:20s/l20.101.059731.059731.08673-122.159755.70
72022.05.17 12:00sell30.101.053930.000000.00000
82022.05.17 12:00modify30.101.053931.065931.03893
92022.05.18 20:10sell40.101.046430.000000.00000
102022.05.18 20:10modify40.101.046431.052431.03893
112022.05.18 20:10modify30.101.053931.052431.03893
122022.05.19 10:45s/l30.101.052431.052431.0389317.979773.67
132022.05.19 10:45s/l40.101.052431.052431.03893-57.779715.90
142022.05.23 10:00sell50.101.067840.000000.00000
152022.05.23 10:00modify50.101.067841.079841.05284
162022.06.10 09:57sell60.101.060090.000000.00000
172022.06.10 09:57modify60.101.060091.066341.05284
182022.06.10 09:57modify50.101.067841.066341.05284
192022.06.10 10:50sell70.101.058590.000000.00000
202022.06.10 10:50modify70.101.058591.064091.05284
212022.06.10 10:50modify60.101.060091.064091.05284
222022.06.10 10:50modify50.101.067841.064091.05284
232022.06.10 12:46t/p50.101.052841.064091.05284164.879880.77
242022.06.10 12:46t/p60.101.052841.064091.0528472.509953.27
252022.06.10 12:46t/p70.101.052841.064091.0528457.5010010.77
262022.06.13 07:00buy80.101.047290.000000.00000
272022.06.13 07:00modify80.101.047291.035291.06229
282022.06.16 16:20buy90.101.056530.000000.00000
292022.06.16 16:20modify90.101.056531.051041.06229
302022.06.16 16:20modify80.101.047291.051041.06229
312022.06.16 17:40buy100.101.058600.000000.00000
322022.06.16 17:40modify100.101.058601.053291.06229
332022.06.16 17:40modify90.101.056531.053291.06229
342022.06.16 17:40modify80.101.047291.053291.06229
352022.06.16 22:52buy110.101.054870.000000.00000
362022.06.16 22:52modify110.101.054871.048791.06229
372022.06.16 22:55modify110.101.054871.053291.06229
382022.06.17 01:20s/l80.101.053291.053291.0622953.5510064.31
392022.06.17 01:20s/l90.101.053291.053291.06229-33.4810030.84
402022.06.17 01:20s/l100.101.053291.053291.06229-54.189976.66
412022.06.17 01:20s/l110.101.053291.053291.06229-16.889959.78
422022.07.05 09:00buy120.101.031020.000000.00000
432022.07.05 09:00modify120.101.031021.019021.04602
442022.07.06 10:50s/l120.101.019021.019021.04602-121.089838.71
452022.08.10 13:00sell130.101.032420.000000.00000
462022.08.10 13:00modify130.101.032421.044421.01742
472022.08.12 14:45sell140.101.024920.000000.00000
482022.08.12 14:45modify140.101.024921.030921.01742
492022.08.12 14:45modify130.101.032421.030921.01742
502022.08.15 06:50sell150.101.023220.000000.00000
512022.08.15 06:50modify150.101.023221.028671.01742
522022.08.15 06:50modify140.101.024921.028671.01742
532022.08.15 06:50modify130.101.032421.028671.01742
542022.08.15 08:45sell160.101.021160.000000.00000
552022.08.15 08:45modify160.101.021161.026421.01742
562022.08.15 08:45modify150.101.023221.026421.01742
572022.08.15 08:45modify140.101.024921.026421.01742
582022.08.15 08:45modify130.101.032421.026421.01742
592022.08.15 17:20t/p130.101.017421.026421.01742153.729992.42
602022.08.15 17:20t/p140.101.017421.026421.0174275.7410068.17
612022.08.15 17:20t/p150.101.017421.026421.0174258.0010126.17
622022.08.15 17:20t/p160.101.017421.026421.0174237.4010163.57
632022.08.23 07:00buy170.100.990930.000000.00000
642022.08.23 07:00modify170.100.990930.978931.00593
652022.08.23 13:45buy180.100.998530.000000.00000
662022.08.23 13:45modify180.100.998530.992431.00593
672022.08.23 13:45modify170.100.990930.992431.00593
682022.08.23 13:50buy190.101.000120.000000.00000
692022.08.23 13:50modify190.101.000120.994681.00593
702022.08.23 13:50modify180.100.998530.994681.00593
712022.08.23 13:50modify170.100.990930.994681.00593
722022.08.24 01:20s/l170.100.994680.994681.0059336.4210199.99
732022.08.24 01:20s/l180.100.994680.994681.00593-39.5810160.42
742022.08.24 01:20s/l190.100.994680.994681.00593-55.4810104.94
752022.09.09 09:00sell200.101.010640.000000.00000
762022.09.09 09:00modify200.101.010641.022640.99564
772022.09.13 12:50sell210.101.003010.000000.00000
782022.09.13 12:50modify210.101.003011.009140.99564
792022.09.13 12:50modify200.101.010641.009140.99564
802022.09.13 13:37sell220.101.001500.000000.00000
812022.09.13 13:37modify220.101.001501.006890.99564
822022.09.13 13:37modify210.101.003011.006890.99564
832022.09.13 13:37modify200.101.010641.006890.99564
842022.09.13 16:42sell230.100.999330.000000.00000
852022.09.13 16:42modify230.100.999331.004640.99564
862022.09.13 16:42modify220.101.001501.004640.99564
872022.09.13 16:42modify210.101.003011.004640.99564
882022.09.13 16:42modify200.101.010641.004640.99564
892022.09.16 07:50t/p200.100.995641.004640.99564155.2010260.14
902022.09.16 07:50t/p210.100.995641.004640.9956477.4210337.56
912022.09.16 07:50t/p220.100.995641.004640.9956462.3210399.88
922022.09.16 07:50t/p230.100.995641.004640.9956440.6210440.49
932022.09.21 07:00buy240.100.990070.000000.00000
942022.09.21 07:00modify240.100.990070.978071.00507
952022.09.23 07:20s/l240.100.978070.978071.00507-124.3010316.19
962022.10.26 08:00sell250.101.003300.000000.00000
972022.10.26 08:00modify250.101.003301.015300.98830
982022.10.27 18:37sell260.100.995750.000000.00000
992022.10.27 18:37modify260.100.995751.001800.98830
1002022.10.27 18:37modify250.101.003301.001800.98830
1012022.10.28 07:25sell270.100.994120.000000.00000
1022022.10.28 07:25modify270.100.994120.999550.98830
1032022.10.28 07:25modify260.100.995750.999550.98830
1042022.10.28 07:25modify250.101.003300.999550.98830
1052022.10.31 08:27sell280.100.991900.000000.00000
1062022.10.31 08:27modify280.100.991900.997300.98830
1072022.10.31 08:27modify270.100.994120.997300.98830
1082022.10.31 08:27modify260.100.995750.997300.98830
1092022.10.31 08:27modify250.101.003300.997300.98830
1102022.10.31 15:20t/p250.100.988300.997300.98830153.7210469.91
1112022.10.31 15:20t/p260.100.988300.997300.9883075.9910545.89
1122022.10.31 15:20t/p270.100.988300.997300.9883058.9410604.84
1132022.10.31 15:20t/p280.100.988300.997300.9883036.0010640.84
1142022.11.03 10:00buy290.100.975620.000000.00000
1152022.11.03 10:00modify290.100.975620.963620.99062
1162022.11.04 13:42buy300.100.987110.000000.00000
1172022.11.04 13:42modify300.100.987110.981620.99062
1182022.11.04 13:42modify290.100.975620.981620.99062
1192022.11.04 14:15t/p290.100.990620.981620.99062148.9210789.76
1202022.11.04 14:15t/p300.100.990620.981620.9906235.1010824.86
1212022.11.21 10:00buy310.101.022970.000000.00000
1222022.11.21 10:00modify310.101.022971.010971.03797
1232022.11.22 18:45buy320.101.030770.000000.00000
1242022.11.22 18:45modify320.101.030771.024471.03797
1252022.11.22 18:45modify310.101.022971.024471.03797
1262022.11.23 00:10buy330.101.032120.000000.00000
1272022.11.23 00:10modify330.101.032121.026721.03797
1282022.11.23 00:10modify320.101.030771.026721.03797
1292022.11.23 00:10modify310.101.022971.026721.03797
1302022.11.23 07:15buy340.101.034370.000000.00000
1312022.11.23 07:15modify340.101.034371.028971.03797
1322022.11.23 07:15modify330.101.032121.028971.03797
1332022.11.23 07:15modify320.101.030771.028971.03797
1342022.11.23 07:15modify310.101.022971.028971.03797
1352022.11.23 15:50t/p310.101.037971.028971.03797147.8510972.71
1362022.11.23 15:50t/p320.101.037971.028971.0379770.9211043.63
1372022.11.23 15:50t/p330.101.037971.028971.0379758.5011102.13
1382022.11.23 15:50t/p340.101.037971.028971.0379736.0011138.13
1392023.01.03 09:00buy350.101.055480.000000.00000
1402023.01.03 09:00modify350.101.055481.043481.07048
1412023.01.04 08:25buy360.101.063000.000000.00000
1422023.01.04 08:25modify360.101.063001.056981.07048
1432023.01.04 08:25modify350.101.055481.056981.07048
1442023.01.05 13:33s/l350.101.056981.056981.0704810.7011148.83
1452023.01.05 13:33s/l360.101.056981.056981.07048-63.4311085.40
1462023.03.15 12:00buy370.101.059020.000000.00000
1472023.03.15 12:00modify370.101.059021.047021.07402
1482023.03.17 06:50buy380.101.066580.000000.00000
1492023.03.17 06:50modify380.101.066581.060521.07402
1502023.03.17 06:50modify370.101.059021.060521.07402
1512023.03.17 18:45buy390.101.068310.000000.00000
1522023.03.17 18:45modify390.101.068311.062771.07402
1532023.03.17 18:45modify380.101.066581.062771.07402
1542023.03.17 18:45modify370.101.059021.062771.07402
1552023.03.20 11:20buy400.101.070280.000000.00000
1562023.03.20 11:20modify400.101.070281.065021.07402
1572023.03.20 11:20modify390.101.068311.065021.07402
1582023.03.20 11:20modify380.101.066581.065021.07402
1592023.03.20 11:20modify370.101.059021.065021.07402
1602023.03.21 09:40t/p370.101.074021.065021.07402143.5511228.95
1612023.03.21 09:40t/p380.101.074021.065021.0740272.2511301.20
1622023.03.21 09:40t/p390.101.074021.065021.0740254.9511356.15
1632023.03.21 09:40t/p400.101.074021.065021.0740236.3211392.47
1642023.03.23 07:00sell410.101.091510.000000.00000
1652023.03.23 07:00modify410.101.091511.103511.07651
1662023.03.23 19:15sell420.101.083850.000000.00000
1672023.03.23 19:15modify420.101.083851.090011.07651
1682023.03.23 19:15modify410.101.091511.090011.07651
1692023.03.23 19:37sell430.101.082400.000000.00000
1702023.03.23 19:37modify430.101.082401.087761.07651
1712023.03.23 19:37modify420.101.083851.087761.07651
1722023.03.23 19:37modify410.101.091511.087761.07651
1732023.03.24 09:45t/p410.101.076511.087761.07651150.7411543.21
1742023.03.24 09:45t/p420.101.076511.087761.0765174.1411617.36
1752023.03.24 09:45t/p430.101.076511.087761.0765159.6411677.00
1762023.03.24 10:00buy440.101.072870.000000.00000
1772023.03.24 10:00modify440.101.072871.060871.08787
1782023.03.27 22:20buy450.101.080420.000000.00000
1792023.03.27 22:20modify450.101.080421.074371.08787
1802023.03.27 22:20modify440.101.072871.074371.08787
1812023.03.28 00:50buy460.101.082080.000000.00000
1822023.03.28 00:50modify460.101.082081.076621.08787
1832023.03.28 00:50modify450.101.080421.076621.08787
1842023.03.28 00:50modify440.101.072871.076621.08787
1852023.03.28 12:15buy470.101.084400.000000.00000
1862023.03.28 12:15modify470.101.084401.078871.08787
1872023.03.28 12:15modify460.101.082081.078871.08787
1882023.03.28 12:15modify450.101.080421.078871.08787
1892023.03.28 12:15modify440.101.072871.078871.08787
1902023.03.30 08:50t/p440.101.087871.078871.08787143.5511820.55
1912023.03.30 08:50t/p450.101.087871.078871.0878769.1211889.67
1922023.03.30 08:50t/p460.101.087871.078871.0878753.6011943.26
1932023.03.30 08:50t/p470.101.087871.078871.0878730.4011973.66