Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
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=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=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 test7239Ticks modelled156995Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2135.67Gross profit2965.97Gross loss-830.30
Profit factor3.57Expected payoff33.37
Absolute drawdown139.90Maximal drawdown264.52 (2.61%)Relative drawdown2.61% (264.52)
Total trades64Short positions (won %)44 (70.45%)Long positions (won %)20 (75.00%)
Profit trades (% of total)46 (71.88%)Loss trades (% of total)18 (28.12%)
Largestprofit trade144.87loss trade-143.23
Averageprofit trade64.48loss trade-46.13
Maximumconsecutive wins (profit in money)14 (982.35)consecutive losses (loss in money)2 (-167.68)
Maximalconsecutive profit (count of wins)982.35 (14)consecutive loss (count of losses)-167.68 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.05 17:00buy10.101.051380.000000.00000
22022.05.05 17:00modify10.101.051381.037381.06438
32022.05.06 09:02buy20.101.056730.000000.00000
42022.05.06 09:02modify20.101.056731.052681.06438
52022.05.06 09:02modify10.101.051381.052681.06438
62022.05.06 10:15buy30.101.058800.000000.00000
72022.05.06 10:15modify30.101.058801.054631.06438
82022.05.06 10:15modify20.101.056731.054631.06438
92022.05.06 10:15modify10.101.051381.054631.06438
102022.05.06 10:32buy40.101.060040.000000.00000
112022.05.06 10:32modify40.101.060041.057231.06438
122022.05.06 10:32modify30.101.058801.057231.06438
132022.05.06 10:32modify20.101.056731.057231.06438
142022.05.06 10:32modify10.101.051381.057231.06438
152022.05.06 11:45s/l10.101.057231.057231.0643857.4210057.42
162022.05.06 11:45s/l20.101.057231.057231.064385.0010062.42
172022.05.06 11:45s/l30.101.057231.057231.06438-15.7010046.72
182022.05.06 11:45s/l40.101.057231.057231.06438-28.1010018.62
192022.05.17 14:00sell50.101.054020.000000.00000
202022.05.17 14:00modify50.101.054021.068021.04102
212022.05.18 16:15sell60.101.048680.000000.00000
222022.05.18 16:15modify60.101.048681.052721.04102
232022.05.18 16:15modify50.101.054021.052721.04102
242022.05.18 19:26sell70.101.046590.000000.00000
252022.05.18 19:26modify70.101.046591.050771.04102
262022.05.18 19:26modify60.101.048681.050771.04102
272022.05.18 19:26modify50.101.054021.050771.04102
282022.05.19 03:20s/l50.101.050771.050771.0410235.4710054.10
292022.05.19 03:20s/l60.101.050771.050771.04102-18.6710035.43
302022.05.19 03:20s/l70.101.050771.050771.04102-39.579995.86
312022.05.19 16:00sell80.101.058650.000000.00000
322022.05.19 16:00modify80.101.058651.072651.04565
332022.05.20 18:20sell90.101.053280.000000.00000
342022.05.20 18:20modify90.101.053281.057351.04565
352022.05.20 18:20modify80.101.058651.057351.04565
362022.05.22 22:20s/l80.101.057351.057351.0456513.7410009.60
372022.05.22 22:20s/l90.101.057351.057351.04565-40.709968.90
382022.05.23 11:00sell100.101.067570.000000.00000
392022.05.23 11:00modify100.101.067571.081571.05457
402022.06.09 17:25sell110.101.062140.000000.00000
412022.06.09 17:25modify110.101.062141.066271.05457
422022.06.09 17:25modify100.101.067571.066271.05457
432022.06.10 09:20sell120.101.059000.000000.00000
442022.06.10 09:20modify120.101.059001.061721.05457
452022.06.10 09:20modify110.101.062141.061721.05457
462022.06.10 09:20modify100.101.067571.061721.05457
472022.06.10 09:52sell130.101.060350.000000.00000
482022.06.10 09:52modify130.101.060351.064321.05457
492022.06.10 09:55modify130.101.060351.061721.05457
502022.06.10 12:46t/p100.101.054571.061721.05457144.8710113.77
512022.06.10 12:46t/p110.101.054571.061721.0545776.4410190.21
522022.06.10 12:46t/p120.101.054571.061721.0545744.3010234.51
532022.06.10 12:46t/p130.101.054571.061721.0545757.8010292.31
542022.06.10 14:00buy140.101.052960.000000.00000
552022.06.10 14:00modify140.101.052961.038961.06596
562022.06.15 15:50s/l140.101.038961.038961.06596-143.2310149.08
572022.07.19 10:00sell150.101.024140.000000.00000
582022.07.19 10:00modify150.101.024141.038141.01114
592022.07.20 11:07sell160.101.018940.000000.00000
602022.07.20 11:07modify160.101.018941.022841.01114
612022.07.20 11:07modify150.101.024141.022841.01114
622022.07.20 13:15s/l150.101.022841.022841.0111413.7410162.82
632022.07.20 13:15s/l160.101.022841.022841.01114-39.0010123.82
642022.08.10 14:00sell170.101.032190.000000.00000
652022.08.10 14:00modify170.101.032191.046191.01919
662022.08.12 12:50sell180.101.026880.000000.00000
672022.08.12 12:50modify180.101.026881.030891.01919
682022.08.12 12:50modify170.101.032191.030891.01919
692022.08.12 14:45sell190.101.024920.000000.00000
702022.08.12 14:45modify190.101.024921.028941.01919
712022.08.12 14:45modify180.101.026881.028941.01919
722022.08.12 14:45modify170.101.032191.028941.01919
732022.08.15 06:40sell200.101.023740.000000.00000
742022.08.15 06:40modify200.101.023741.026341.01919
752022.08.15 06:40modify190.101.024921.026341.01919
762022.08.15 06:40modify180.101.026881.026341.01919
772022.08.15 06:40modify170.101.032191.026341.01919
782022.08.15 09:32t/p170.101.019191.026341.01919133.7210257.54
792022.08.15 09:32t/p180.101.019191.026341.0191977.6410335.18
802022.08.15 09:32t/p190.101.019191.026341.0191958.0410393.23
812022.08.15 09:32t/p200.101.019191.026341.0191945.5010438.73
822022.08.22 19:00buy210.100.993600.000000.00000
832022.08.22 19:00modify210.100.993600.979601.00660
842022.08.23 14:07buy220.101.002110.000000.00000
852022.08.23 14:07modify220.101.002110.999451.00660
862022.08.23 14:07modify210.100.993600.999451.00660
872022.08.23 14:15s/l210.100.999450.999451.0066057.4210496.15
882022.08.23 14:15s/l220.100.999450.999451.00660-26.6010469.55
892022.09.23 12:00buy230.100.975410.000000.00000
902022.09.23 12:00modify230.100.975410.961410.98841
912022.09.26 00:45s/l230.100.961410.961410.98841-141.0810328.48
922022.10.04 20:00sell240.100.999010.000000.00000
932022.10.04 20:00modify240.100.999011.013010.98601
942022.10.05 07:50sell250.100.993610.000000.00000
952022.10.05 07:50modify250.100.993610.997710.98601
962022.10.05 07:50modify240.100.999010.997710.98601
972022.10.05 10:15sell260.100.991840.000000.00000
982022.10.05 10:15modify260.100.991840.995760.98601
992022.10.05 10:15modify250.100.993610.995760.98601
1002022.10.05 10:15modify240.100.999010.995760.98601
1012022.10.05 11:59sell270.100.990510.000000.00000
1022022.10.05 11:59modify270.100.990510.993160.98601
1032022.10.05 11:59modify260.100.991840.993160.98601
1042022.10.05 11:59modify250.100.993610.993160.98601
1052022.10.05 11:59modify240.100.999010.993160.98601
1062022.10.05 14:10t/p240.100.986010.993160.98601130.7410459.22
1072022.10.05 14:10t/p250.100.986010.993160.9860176.0010535.22
1082022.10.05 14:10t/p260.100.986010.993160.9860158.3010593.52
1092022.10.05 14:10t/p270.100.986010.993160.9860145.0010638.52
1102022.10.17 17:00sell280.100.983910.000000.00000
1112022.10.17 17:00modify280.100.983910.997910.97091
1122022.10.19 10:45sell290.100.978690.000000.00000
1132022.10.19 10:45modify290.100.978690.982610.97091
1142022.10.19 10:45modify280.100.983910.982610.97091
1152022.10.19 12:32sell300.100.976590.000000.00000
1162022.10.19 12:32modify300.100.976590.980660.97091
1172022.10.19 12:32modify290.100.978690.980660.97091
1182022.10.19 12:32modify280.100.983910.980660.97091
1192022.10.20 01:50sell310.100.975440.000000.00000
1202022.10.20 01:50modify310.100.975440.978060.97091
1212022.10.20 01:50modify300.100.976590.978060.97091
1222022.10.20 01:50modify290.100.978690.978060.97091
1232022.10.20 01:50modify280.100.983910.978060.97091
1242022.10.20 04:15s/l280.100.978060.978060.9709162.2210700.74
1252022.10.20 04:15s/l290.100.978060.978060.970918.5310709.27
1262022.10.20 04:15s/l300.100.978060.978060.97091-12.4710696.80
1272022.10.20 04:15s/l310.100.978060.978060.97091-26.2010670.60
1282022.10.25 15:00sell320.100.995690.000000.00000
1292022.10.25 15:00modify320.100.995691.009690.98269
1302022.10.31 13:30sell330.100.990220.000000.00000
1312022.10.31 13:30modify330.100.990220.994390.98269
1322022.10.31 13:30modify320.100.995690.994390.98269
1332022.10.31 15:15sell340.100.988420.000000.00000
1342022.10.31 15:15modify340.100.988420.992440.98269
1352022.10.31 15:15modify330.100.990220.992440.98269
1362022.10.31 15:15modify320.100.995690.992440.98269
1372022.10.31 21:07sell350.100.987170.000000.00000
1382022.10.31 21:07modify350.100.987170.989840.98269
1392022.10.31 21:07modify340.100.988420.989840.98269
1402022.10.31 21:07modify330.100.990220.989840.98269
1412022.10.31 21:07modify320.100.995690.989840.98269
1422022.11.01 01:33s/l320.100.989840.989840.9826963.7010734.30
1432022.11.01 01:33s/l330.100.989840.989840.982694.5410738.84
1442022.11.01 01:33s/l340.100.989840.989840.98269-13.4610725.39
1452022.11.01 01:33s/l350.100.989840.989840.98269-25.9610699.43
1462022.11.02 22:00buy360.100.981790.000000.00000
1472022.11.02 22:00modify360.100.981790.967790.99479
1482022.11.04 13:42buy370.100.987110.000000.00000
1492022.11.04 13:42modify370.100.987110.983090.99479
1502022.11.04 13:42modify360.100.981790.983090.99479
1512022.11.04 16:10buy380.100.990390.000000.00000
1522022.11.04 16:10modify380.100.990390.987640.99479
1532022.11.04 16:10modify370.100.987110.987640.99479
1542022.11.04 16:10modify360.100.981790.987640.99479
1552022.11.04 18:46t/p360.100.994790.987640.99479125.7010825.13
1562022.11.04 18:46t/p370.100.994790.987640.9947976.8010901.93
1572022.11.04 18:46t/p380.100.994790.987640.9947944.0010945.93
1582022.11.10 13:00buy390.100.995180.000000.00000
1592022.11.10 13:00modify390.100.995180.981181.00818
1602022.11.10 13:45t/p390.101.008180.981181.00818130.0011075.93
1612022.11.11 10:00sell400.101.026920.000000.00000
1622022.11.11 10:00modify400.101.026921.040921.01392
1632022.11.15 07:45s/l400.101.040921.040921.01392-138.5110937.41
1642022.11.15 10:00sell410.101.040150.000000.00000
1652022.11.15 10:00modify410.101.040151.054151.02715
1662022.11.15 17:07sell420.101.034820.000000.00000
1672022.11.15 17:07modify420.101.034821.038851.02715
1682022.11.15 17:07modify410.101.040151.038851.02715
1692022.11.15 17:50s/l410.101.038851.038851.0271513.0010950.41
1702022.11.15 17:50s/l420.101.038851.038851.02715-40.3010910.11
1712022.11.28 13:00sell430.101.047280.000000.00000
1722022.11.28 13:00modify430.101.047281.061281.03428
1732022.11.28 15:15sell440.101.041840.000000.00000
1742022.11.28 15:15modify440.101.041841.045981.03428
1752022.11.28 15:15modify430.101.047281.045981.03428
1762022.11.28 15:45sell450.101.040060.000000.00000
1772022.11.28 15:45modify450.101.040061.044031.03428
1782022.11.28 15:45modify440.101.041841.044031.03428
1792022.11.28 15:45modify430.101.047281.044031.03428
1802022.11.28 16:15sell460.101.038740.000000.00000
1812022.11.28 16:15modify460.101.038741.041431.03428
1822022.11.28 16:15modify450.101.040061.041431.03428
1832022.11.28 16:15modify440.101.041841.041431.03428
1842022.11.28 16:15modify430.101.047281.041431.03428
1852022.11.28 19:50t/p430.101.034281.041431.03428130.0011040.11
1862022.11.28 19:50t/p440.101.034281.041431.0342875.6011115.71
1872022.11.28 19:50t/p450.101.034281.041431.0342857.8011173.51
1882022.11.28 19:50t/p460.101.034281.041431.0342844.6011218.11
1892022.12.13 15:00sell470.101.064540.000000.00000
1902022.12.13 15:00modify470.101.064541.078541.05154
1912022.12.15 17:20sell480.101.059250.000000.00000
1922022.12.15 17:20modify480.101.059251.063241.05154
1932022.12.15 17:20modify470.101.064541.063241.05154
1942022.12.15 19:45s/l470.101.063241.063241.0515415.9711234.09
1952022.12.15 19:45s/l480.101.063241.063241.05154-39.9011194.19
1962023.01.05 17:00buy490.101.052380.000000.00000
1972023.01.05 17:00modify490.101.052381.038381.06538
1982023.01.06 15:15buy500.101.057770.000000.00000
1992023.01.06 15:15modify500.101.057771.053681.06538
2002023.01.06 15:15modify490.101.052381.053681.06538
2012023.01.06 15:40buy510.101.059770.000000.00000
2022023.01.06 15:40modify510.101.059771.055631.06538
2032023.01.06 15:40modify500.101.057771.055631.06538
2042023.01.06 15:40modify490.101.052381.055631.06538
2052023.01.06 16:32buy520.101.060830.000000.00000
2062023.01.06 16:32modify520.101.060831.058231.06538
2072023.01.06 16:32modify510.101.059771.058231.06538
2082023.01.06 16:32modify500.101.057771.058231.06538
2092023.01.06 16:32modify490.101.052381.058231.06538
2102023.01.08 23:16t/p490.101.065381.058231.06538128.9211323.11
2112023.01.08 23:16t/p500.101.065381.058231.0653876.1011399.21
2122023.01.08 23:16t/p510.101.065381.058231.0653856.1011455.31
2132023.01.08 23:16t/p520.101.065381.058231.0653845.5011500.81
2142023.02.02 02:00sell530.101.101290.000000.00000
2152023.02.02 02:00modify530.101.101291.115291.08829
2162023.02.02 13:45sell540.101.095990.000000.00000
2172023.02.02 13:45modify540.101.095991.099991.08829
2182023.02.02 13:45modify530.101.101291.099991.08829
2192023.02.02 15:47sell550.101.092600.000000.00000
2202023.02.02 15:47modify550.101.092601.095441.08829
2212023.02.02 15:47modify540.101.095991.095441.08829
2222023.02.02 15:47modify530.101.101291.095441.08829
2232023.02.02 16:10sell560.101.094010.000000.00000
2242023.02.02 16:10modify560.101.094011.098041.08829
2252023.02.02 16:12modify560.101.094011.095441.08829
2262023.02.03 13:45t/p530.101.088291.095441.08829130.7411631.55
2272023.02.03 13:45t/p540.101.088291.095441.0882977.7411709.30
2282023.02.03 13:45t/p550.101.088291.095441.0882943.8411753.14
2292023.02.03 13:45t/p560.101.088291.095441.0882957.9411811.08
2302023.03.24 11:00buy570.101.073070.000000.00000
2312023.03.24 11:00modify570.101.073071.059071.08607
2322023.03.26 22:16buy580.101.078280.000000.00000
2332023.03.26 22:16modify580.101.078281.074371.08607
2342023.03.26 22:16modify570.101.073071.074371.08607
2352023.03.27 20:20buy590.101.080310.000000.00000
2362023.03.27 20:20modify590.101.080311.076321.08607
2372023.03.27 20:20modify580.101.078281.076321.08607
2382023.03.27 20:20modify570.101.073071.076321.08607
2392023.03.28 00:45buy600.101.081800.000000.00000
2402023.03.28 00:45modify600.101.081801.078921.08607
2412023.03.28 00:45modify590.101.080311.078921.08607
2422023.03.28 00:45modify580.101.078281.078921.08607
2432023.03.28 00:45modify570.101.073071.078921.08607
2442023.03.29 09:50t/p570.101.086071.078921.08607126.7711937.86
2452023.03.29 09:50t/p580.101.086071.078921.0860774.6712012.53
2462023.03.29 09:50t/p590.101.086071.078921.0860755.4512067.98
2472023.03.29 09:50t/p600.101.086071.078921.0860741.6212109.60
2482023.03.30 15:00sell610.101.091250.000000.00000
2492023.03.30 15:00modify610.101.091251.105251.07825
2502023.03.31 14:55sell620.101.086020.000000.00000
2512023.03.31 14:55modify620.101.086021.089951.07825
2522023.03.31 14:55modify610.101.091251.089951.07825
2532023.03.31 20:15sell630.101.084100.000000.00000
2542023.03.31 20:15modify630.101.084101.088001.07825
2552023.03.31 20:15modify620.101.086021.088001.07825
2562023.03.31 20:15modify610.101.091251.088001.07825
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