Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolEURAUD (Euro vs Australian Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2022.05.01 21:00 - 2023.04.30 23:00 (2022.05.01 - 2023.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test7238Ticks modelled158404Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit1675.33Gross profit2286.08Gross loss-610.75
Profit factor3.74Expected payoff24.64
Absolute drawdown14.63Maximal drawdown317.13 (2.89%)Relative drawdown2.89% (317.13)
Total trades68Short positions (won %)55 (63.64%)Long positions (won %)13 (61.54%)
Profit trades (% of total)43 (63.24%)Loss trades (% of total)25 (36.76%)
Largestprofit trade101.52loss trade-68.56
Averageprofit trade53.16loss trade-24.43
Maximumconsecutive wins (profit in money)12 (672.05)consecutive losses (loss in money)4 (-124.04)
Maximalconsecutive profit (count of wins)672.05 (12)consecutive loss (count of losses)-124.04 (4)
Averageconsecutive wins5consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.04 21:00buy10.101.462790.000000.00000
22022.05.04 21:00modify10.101.462791.452791.47779
32022.05.05 07:07buy20.101.470380.000000.00000
42022.05.05 07:07modify20.101.470381.464291.47779
52022.05.05 07:07modify10.101.462791.464291.47779
62022.05.05 13:43buy30.101.471970.000000.00000
72022.05.05 13:43modify30.101.471971.468041.47779
82022.05.05 13:43buy40.101.471970.000000.00000
92022.05.05 13:43modify40.101.471971.468791.47779
102022.05.05 13:43modify20.101.470381.468791.47779
112022.05.05 13:43modify10.101.462791.468791.47779
122022.05.05 13:46modify30.101.471971.468791.47779
132022.05.05 14:20t/p10.101.477791.468791.4777998.0810098.08
142022.05.05 14:20t/p20.101.477791.468791.4777949.3910147.47
152022.05.05 14:20t/p30.101.477791.468791.4777938.8010186.27
162022.05.05 14:20t/p40.101.477791.468791.4777938.8010225.07
172022.05.09 20:00sell50.101.518480.000000.00000
182022.05.09 20:00modify50.101.518481.528481.50348
192022.05.11 08:25sell60.101.510840.000000.00000
202022.05.11 08:25modify60.101.510841.516981.50348
212022.05.11 08:25modify50.101.518481.516981.50348
222022.05.11 08:45sell70.101.509210.000000.00000
232022.05.11 08:45modify70.101.509211.513231.50348
242022.05.11 08:45sell80.101.509210.000000.00000
252022.05.11 08:45modify80.101.509211.512481.50348
262022.05.11 08:45modify60.101.510841.512481.50348
272022.05.11 08:45modify50.101.518481.512481.50348
282022.05.11 08:47modify70.101.509211.512481.50348
292022.05.11 11:20t/p50.101.503481.512481.50348100.6110325.68
302022.05.11 11:20t/p60.101.503481.512481.5034849.0610374.74
312022.05.11 11:20t/p70.101.503481.512481.5034838.2010412.94
322022.05.11 11:20t/p80.101.503481.512481.5034838.2010451.14
332022.05.24 10:00sell90.101.514290.000000.00000
342022.05.24 10:00modify90.101.514291.524291.49929
352022.05.25 03:40sell100.101.506710.000000.00000
362022.05.25 03:40modify100.101.506711.512791.49929
372022.05.25 03:40modify90.101.514291.512791.49929
382022.05.25 04:15sell110.101.505190.000000.00000
392022.05.25 04:15modify110.101.505191.509041.49929
402022.05.25 04:15sell120.101.505190.000000.00000
412022.05.25 04:15modify120.101.505191.508291.49929
422022.05.25 04:15modify100.101.506711.508291.49929
432022.05.25 04:15modify90.101.514291.508291.49929
442022.05.25 04:17modify110.101.505191.508291.49929
452022.05.25 09:15s/l90.101.508291.508291.4992940.2910491.43
462022.05.25 09:15s/l100.101.508291.508291.49929-10.5410480.89
472022.05.25 09:15s/l110.101.508291.508291.49929-20.6710460.22
482022.05.25 09:15s/l120.101.508291.508291.49929-20.6710439.55
492022.06.30 14:00buy130.101.509420.000000.00000
502022.06.30 14:00modify130.101.509421.499421.52442
512022.06.30 15:42buy140.101.518490.000000.00000
522022.06.30 15:42modify140.101.518491.514671.52442
532022.06.30 15:42buy150.101.518490.000000.00000
542022.06.30 15:42modify150.101.518491.515421.52442
552022.06.30 15:42modify130.101.509421.515421.52442
562022.06.30 15:45modify140.101.518491.515421.52442
572022.06.30 16:07buy160.101.516980.000000.00000
582022.06.30 16:07modify160.101.516981.510921.52442
592022.06.30 16:10modify160.101.516981.515421.52442
602022.06.30 16:15s/l130.101.515421.515421.5244239.9910479.54
612022.06.30 16:15s/l140.101.515421.515421.52442-20.4610459.08
622022.06.30 16:15s/l150.101.515421.515421.52442-20.4610438.62
632022.06.30 16:15s/l160.101.515421.515421.52442-10.4010428.22
642022.07.01 09:00sell170.101.535750.000000.00000
652022.07.01 09:00modify170.101.535751.545751.52075
662022.07.01 14:30sell180.101.528150.000000.00000
672022.07.01 14:30modify180.101.528151.534251.52075
682022.07.01 14:30modify170.101.535751.534251.52075
692022.07.01 14:50s/l170.101.534251.534251.5207510.0010438.22
702022.07.01 14:50s/l180.101.534251.534251.52075-40.6710397.55
712022.08.17 13:00sell190.101.465350.000000.00000
722022.08.17 13:00modify190.101.465351.475351.45035
732022.08.18 13:50sell200.101.457560.000000.00000
742022.08.18 13:50modify200.101.457561.463851.45035
752022.08.18 13:50modify190.101.465351.463851.45035
762022.08.22 01:59sell210.101.456190.000000.00000
772022.08.22 01:59modify210.101.456191.460101.45035
782022.08.22 01:59sell220.101.456190.000000.00000
792022.08.22 01:59modify220.101.456191.459351.45035
802022.08.22 01:59modify200.101.457561.459351.45035
812022.08.22 01:59modify190.101.465351.459351.45035
822022.08.22 02:00modify210.101.456191.459351.45035
832022.08.22 08:59t/p190.101.450351.459351.45035101.5210499.06
842022.08.22 08:59t/p200.101.450351.459351.4503548.6710547.73
852022.08.22 08:59t/p210.101.450351.459351.4503538.9310586.66
862022.08.22 08:59t/p220.101.450351.459351.4503538.9310625.59
872022.10.02 21:00sell230.101.527920.000000.00000
882022.10.02 21:00modify230.101.527921.537921.51292
892022.10.03 09:15sell240.101.520180.000000.00000
902022.10.03 09:15modify240.101.520181.526421.51292
912022.10.03 09:15modify230.101.527921.526421.51292
922022.10.03 09:32sell250.101.518660.000000.00000
932022.10.03 09:32modify250.101.518661.522671.51292
942022.10.03 09:32sell260.101.518660.000000.00000
952022.10.03 09:32modify260.101.518661.521921.51292
962022.10.03 09:32modify240.101.520181.521921.51292
972022.10.03 09:32modify230.101.527921.521921.51292
982022.10.03 09:35modify250.101.518661.521921.51292
992022.10.03 11:50t/p230.101.512921.521921.51292100.3010725.89
1002022.10.03 11:50t/p240.101.512921.521921.5129248.4010774.29
1012022.10.03 11:50t/p250.101.512921.521921.5129238.2710812.56
1022022.10.03 11:50t/p260.101.512921.521921.5129238.2710850.83
1032022.10.14 20:00sell270.101.567360.000000.00000
1042022.10.14 20:00modify270.101.567361.577361.55236
1052022.10.17 07:25sell280.101.559620.000000.00000
1062022.10.17 07:25modify280.101.559621.565861.55236
1072022.10.17 07:25modify270.101.567361.565861.55236
1082022.10.17 12:15sell290.101.558070.000000.00000
1092022.10.17 12:15modify290.101.558071.562111.55236
1102022.10.17 12:15sell300.101.558070.000000.00000
1112022.10.17 12:15modify300.101.558071.561361.55236
1122022.10.17 12:15modify280.101.559621.561361.55236
1132022.10.17 12:15modify270.101.567361.561361.55236
1142022.10.17 12:17modify290.101.558071.561361.55236
1152022.10.17 14:45s/l270.101.561361.561361.5523640.3010891.14
1162022.10.17 14:45s/l280.101.561361.561361.55236-11.6010879.54
1172022.10.17 14:45s/l290.101.561361.561361.55236-21.9410857.60
1182022.10.17 14:45s/l300.101.561361.561361.55236-21.9410835.66
1192022.11.10 17:00buy310.101.544310.000000.00000
1202022.11.10 17:00modify310.101.544311.534311.55931
1212022.11.15 15:50s/l310.101.534311.534311.55931-68.5610767.10
1222022.11.28 12:00sell320.101.560530.000000.00000
1232022.11.28 12:00modify320.101.560531.570531.54553
1242022.11.28 15:55sell330.101.552760.000000.00000
1252022.11.28 15:55modify330.101.552761.559031.54553
1262022.11.28 15:55modify320.101.560531.559031.54553
1272022.11.28 16:55sell340.101.551400.000000.00000
1282022.11.28 16:55modify340.101.551401.555281.54553
1292022.11.28 16:55sell350.101.551400.000000.00000
1302022.11.28 16:55modify350.101.551401.554531.54553
1312022.11.28 16:55modify330.101.552761.554531.54553
1322022.11.28 16:55modify320.101.560531.554531.54553
1332022.11.28 16:57modify340.101.551401.554531.54553
1342022.11.28 18:45s/l320.101.554531.554531.5455340.0010807.10
1352022.11.28 18:45s/l330.101.554531.554531.54553-11.8010795.30
1362022.11.28 18:45s/l340.101.554531.554531.54553-20.8610774.44
1372022.11.28 18:45s/l350.101.554531.554531.54553-20.8610753.58
1382022.12.15 16:00sell360.101.583820.000000.00000
1392022.12.15 16:00modify360.101.583821.593821.56882
1402022.12.20 04:20s/l360.101.593821.593821.56882-65.7510687.83
1412022.12.20 06:00sell370.101.592670.000000.00000
1422022.12.20 06:00modify370.101.592671.602671.57767
1432022.12.21 13:40sell380.101.585020.000000.00000
1442022.12.21 13:40modify380.101.585021.591171.57767
1452022.12.21 13:40modify370.101.592671.591171.57767
1462022.12.21 13:59sell390.101.583420.000000.00000
1472022.12.21 13:59modify390.101.583421.587421.57767
1482022.12.21 13:59sell400.101.583420.000000.00000
1492022.12.21 13:59modify400.101.583421.586671.57767
1502022.12.21 13:59modify380.101.585021.586671.57767
1512022.12.21 13:59modify370.101.592671.586671.57767
1522022.12.21 14:00modify390.101.583421.586671.57767
1532022.12.22 02:15t/p370.101.577671.586671.57767101.2010789.03
1542022.12.22 02:15t/p380.101.577671.586671.5776749.9110838.94
1552022.12.22 02:15t/p390.101.577671.586671.5776739.2410878.18
1562022.12.22 02:15t/p400.101.577671.586671.5776739.2410917.42
1572023.01.04 06:00buy410.101.554220.000000.00000
1582023.01.04 06:00modify410.101.554221.544221.56922
1592023.01.04 08:50s/l410.101.544221.544221.56922-66.6510850.77
1602023.01.19 11:00sell420.101.572020.000000.00000
1612023.01.19 11:00modify420.101.572021.582021.55702
1622023.01.19 15:17sell430.101.564480.000000.00000
1632023.01.19 15:17modify430.101.564481.570521.55702
1642023.01.19 15:17modify420.101.572021.570521.55702
1652023.01.20 06:40sell440.101.562860.000000.00000
1662023.01.20 06:40modify440.101.562861.566771.55702
1672023.01.20 06:40sell450.101.562860.000000.00000
1682023.01.20 06:40modify450.101.562861.566021.55702
1692023.01.20 06:40modify430.101.564481.566021.55702
1702023.01.20 06:40modify420.101.572021.566021.55702
1712023.01.20 06:43modify440.101.562861.566021.55702
1722023.01.20 18:50t/p420.101.557021.566021.55702100.3010951.07
1732023.01.20 18:50t/p430.101.557021.566021.5570250.0411001.12
1742023.01.20 18:50t/p440.101.557021.566021.5570238.9411040.06
1752023.01.20 18:50t/p450.101.557021.566021.5570238.9411079.00
1762023.01.31 12:00sell460.101.548400.000000.00000
1772023.01.31 12:00modify460.101.548401.558401.53340
1782023.01.31 15:20sell470.101.540650.000000.00000
1792023.01.31 15:20modify470.101.540651.546901.53340
1802023.01.31 15:20modify460.101.548401.546901.53340
1812023.01.31 15:50sell480.101.539120.000000.00000
1822023.01.31 15:50modify480.101.539121.543151.53340
1832023.01.31 15:50sell490.101.539120.000000.00000
1842023.01.31 15:50modify490.101.539121.542401.53340
1852023.01.31 15:50modify470.101.540651.542401.53340
1862023.01.31 15:50modify460.101.548401.542401.53340
1872023.01.31 15:52modify480.101.539121.542401.53340
1882023.01.31 16:02s/l460.101.542401.542401.5334040.0011119.00
1892023.01.31 16:02s/l470.101.542401.542401.53340-11.6711107.33
1902023.01.31 16:02s/l480.101.542401.542401.53340-21.8711085.46
1912023.01.31 16:02s/l490.101.542401.542401.53340-21.8711063.59
1922023.02.03 16:00sell500.101.556470.000000.00000
1932023.02.03 16:00modify500.101.556471.566471.54147
1942023.02.07 04:52sell510.101.548820.000000.00000
1952023.02.07 04:52modify510.101.548821.554971.54147
1962023.02.07 04:52modify500.101.556471.554971.54147
1972023.02.07 06:02sell520.101.547240.000000.00000
1982023.02.07 06:02modify520.101.547241.551221.54147
1992023.02.07 06:02sell530.101.547240.000000.00000
2002023.02.07 06:02modify530.101.547241.550471.54147
2012023.02.07 06:02modify510.101.548821.550471.54147
2022023.02.07 06:02modify500.101.556471.550471.54147
2032023.02.07 06:05modify520.101.547241.550471.54147
2042023.02.07 17:50t/p500.101.541471.550471.54147100.6111164.19
2052023.02.07 17:50t/p510.101.541471.550471.5414749.0011213.19
2062023.02.07 17:50t/p520.101.541471.550471.5414738.4711251.66
2072023.02.07 17:50t/p530.101.541471.550471.5414738.4711290.13
2082023.04.03 16:00buy540.101.605880.000000.00000
2092023.04.03 16:00modify540.101.605881.595881.62088
2102023.04.04 11:52buy550.101.615060.000000.00000
2112023.04.04 11:52modify550.101.615061.611131.62088
2122023.04.04 11:52buy560.101.615060.000000.00000
2132023.04.04 11:52modify560.101.615061.611881.62088
2142023.04.04 11:52modify540.101.605881.611881.62088
2152023.04.04 11:55modify550.101.615061.611881.62088
2162023.04.04 14:15t/p540.101.620881.611881.6208899.3511389.48
2172023.04.04 14:15t/p550.101.620881.611881.6208838.7911428.27
2182023.04.04 14:15t/p560.101.620881.611881.6208838.7911467.06
2192023.04.05 11:00sell570.101.636880.000000.00000
2202023.04.05 11:00modify570.101.636881.646881.62188
2212023.04.05 14:27sell580.101.629120.000000.00000
2222023.04.05 14:27modify580.101.629121.635381.62188
2232023.04.05 14:27modify570.101.636881.635381.62188
2242023.04.05 14:40sell590.101.627720.000000.00000
2252023.04.05 14:40modify590.101.627721.631631.62188
2262023.04.05 14:40sell600.101.627720.000000.00000
2272023.04.05 14:40modify600.101.627721.630881.62188
2282023.04.05 14:40modify580.101.629121.630881.62188
2292023.04.05 14:40modify570.101.636881.630881.62188
2302023.04.05 14:42modify590.101.627721.630881.62188
2312023.04.05 21:00t/p570.101.621881.630881.62188100.0011567.06
2322023.04.05 21:00t/p580.101.621881.630881.6218848.2711615.33
2332023.04.05 21:00t/p590.101.621881.630881.6218838.9411654.27
2342023.04.05 21:00t/p600.101.621881.630881.6218838.9411693.21
2352023.04.06 16:00sell610.101.637200.000000.00000
2362023.04.06 16:00modify610.101.637201.647201.62220
2372023.04.13 16:45sell620.101.629590.000000.00000
2382023.04.13 16:45modify620.101.629591.635701.62220
2392023.04.13 16:45modify610.101.637201.635701.62220
2402023.04.13 17:10sell630.101.628170.000000.00000
2412023.04.13 17:10modify630.101.628171.631951.62220
2422023.04.13 17:10sell640.101.628170.000000.00000
2432023.04.13 17:10modify640.101.628171.631201.62220
2442023.04.13 17:10modify620.101.629591.631201.62220
2452023.04.13 17:10modify610.101.637201.631201.62220
2462023.04.13 17:12modify630.101.628171.631201.62220
2472023.04.14 02:15s/l610.101.631201.631201.6222042.4311735.64
2482023.04.14 02:15s/l620.101.631201.631201.62220-10.4311725.21
2492023.04.14 02:15s/l630.101.631201.631201.62220-19.8911705.32
2502023.04.14 02:15s/l640.101.631201.631201.62220-19.8911685.44
2512023.04.26 11:00sell650.101.672730.000000.00000
2522023.04.26 11:00modify650.101.672731.682731.65773
2532023.04.27 12:50sell660.101.665120.000000.00000
2542023.04.27 12:50modify660.101.665121.671231.65773
2552023.04.27 12:50modify650.101.672731.671231.65773
2562023.04.27 17:10sell670.101.663620.000000.00000
2572023.04.27 17:10modify670.101.663621.667481.65773
2582023.04.27 17:10sell680.101.663620.000000.00000
2592023.04.27 17:10modify680.101.663621.666731.65773
2602023.04.27 17:10modify660.101.665121.666731.65773
2612023.04.27 17:10modify650.101.672731.666731.65773
2622023.04.27 17:13modify670.101.663621.666731.65773
2632023.04.28 06:35s/l650.101.666731.666731.6577341.2011726.64
2642023.04.28 06:35s/l660.101.666731.666731.65773-10.4411716.20
2652023.04.28 06:35s/l670.101.666731.666731.65773-20.4411695.77
2662023.04.28 06:35s/l680.101.666731.666731.65773-20.4411675.33