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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6538Ticks modelled39761283Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2411.92Gross profit3238.97Gross loss-827.05
Profit factor3.92Expected payoff34.46
Absolute drawdown129.20Maximal drawdown262.36 (2.59%)Relative drawdown2.59% (262.36)
Total trades70Short positions (won %)44 (70.45%)Long positions (won %)26 (76.92%)
Profit trades (% of total)51 (72.86%)Loss trades (% of total)19 (27.14%)
Largestprofit trade144.87loss trade-143.23
Averageprofit trade63.51loss trade-43.53
Maximumconsecutive wins (profit in money)14 (994.95)consecutive losses (loss in money)3 (-181.08)
Maximalconsecutive profit (count of wins)994.95 (14)consecutive loss (count of losses)-181.08 (3)
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 08:32buy20.101.056590.000000.00000
42022.05.06 08:32modify20.101.056591.052681.06438
52022.05.06 08:32modify10.101.051381.052681.06438
62022.05.06 10:09buy30.101.058550.000000.00000
72022.05.06 10:09modify30.101.058551.054631.06438
82022.05.06 10:09modify20.101.056591.054631.06438
92022.05.06 10:09modify10.101.051381.054631.06438
102022.05.06 10:50buy40.101.059880.000000.00000
112022.05.06 10:50modify40.101.059881.057231.06438
122022.05.06 10:50modify30.101.058551.057231.06438
132022.05.06 10:50modify20.101.056591.057231.06438
142022.05.06 10:50modify10.101.051381.057231.06438
152022.05.06 11:49s/l10.101.057231.057231.0643857.4210057.42
162022.05.06 11:49s/l20.101.057231.057231.064386.4010063.82
172022.05.06 11:49s/l30.101.057231.057231.06438-13.2010050.62
182022.05.06 11:49s/l40.101.057231.057231.06438-26.5010024.12
192022.05.17 14:00sell50.101.054020.000000.00000
202022.05.17 14:00modify50.101.054021.068021.04102
212022.05.18 16:00sell60.101.048800.000000.00000
222022.05.18 16:00modify60.101.048801.052721.04102
232022.05.18 16:00modify50.101.054021.052721.04102
242022.05.18 19:24sell70.101.046820.000000.00000
252022.05.18 19:24modify70.101.046821.050771.04102
262022.05.18 19:24modify60.101.048801.050771.04102
272022.05.18 19:24modify50.101.054021.050771.04102
282022.05.19 03:06s/l50.101.050771.050771.0410235.4710059.60
292022.05.19 03:06s/l60.101.050771.050771.04102-17.4710042.13
302022.05.19 03:06s/l70.101.050771.050771.04102-37.2710004.86
312022.05.19 16:00sell80.101.058650.000000.00000
322022.05.19 16:00modify80.101.058651.072651.04565
332022.05.20 18:27sell90.101.053450.000000.00000
342022.05.20 18:27modify90.101.053451.057351.04565
352022.05.20 18:27modify80.101.058651.057351.04565
362022.05.22 22:15s/l80.101.057351.057351.0456513.7410018.60
372022.05.22 22:15s/l90.101.057351.057351.04565-39.009979.60
382022.05.23 11:00sell100.101.067570.000000.00000
392022.05.23 11:00modify100.101.067571.081571.05457
402022.06.09 17:21sell110.101.062320.000000.00000
412022.06.09 17:21modify110.101.062321.066271.05457
422022.06.09 17:21modify100.101.067571.066271.05457
432022.06.10 09:16sell120.101.060410.000000.00000
442022.06.10 09:16modify120.101.060411.064321.05457
452022.06.10 09:16modify110.101.062321.064321.05457
462022.06.10 09:16modify100.101.067571.064321.05457
472022.06.10 09:28sell130.101.059110.000000.00000
482022.06.10 09:28modify130.101.059111.061721.05457
492022.06.10 09:28modify120.101.060411.061721.05457
502022.06.10 09:28modify110.101.062321.061721.05457
512022.06.10 09:28modify100.101.067571.061721.05457
522022.06.10 12:32t/p100.101.054571.061721.05457144.8710124.47
532022.06.10 12:32t/p110.101.054571.061721.0545778.2410202.71
542022.06.10 12:32t/p120.101.054571.061721.0545758.4010261.11
552022.06.10 12:32t/p130.101.054571.061721.0545745.4010306.51
562022.06.10 14:00buy140.101.052960.000000.00000
572022.06.10 14:00modify140.101.052961.038961.06596
582022.06.15 15:49s/l140.101.038961.038961.06596-143.2310163.28
592022.07.19 10:00sell150.101.024140.000000.00000
602022.07.19 10:00modify150.101.024141.038141.01114
612022.07.20 10:40sell160.101.018940.000000.00000
622022.07.20 10:40modify160.101.018941.022841.01114
632022.07.20 10:40modify150.101.024141.022841.01114
642022.07.20 13:12s/l150.101.022841.022841.0111413.7410177.02
652022.07.20 13:12s/l160.101.022841.022841.01114-39.0010138.02
662022.08.10 14:00sell170.101.032190.000000.00000
672022.08.10 14:00modify170.101.032191.046191.01919
682022.08.12 12:58sell180.101.026970.000000.00000
692022.08.12 12:58modify180.101.026971.030891.01919
702022.08.12 12:58modify170.101.032191.030891.01919
712022.08.12 14:46sell190.101.025010.000000.00000
722022.08.12 14:46modify190.101.025011.028941.01919
732022.08.12 14:46modify180.101.026971.028941.01919
742022.08.12 14:46modify170.101.032191.028941.01919
752022.08.15 06:30sell200.101.023740.000000.00000
762022.08.15 06:30modify200.101.023741.026341.01919
772022.08.15 06:30modify190.101.025011.026341.01919
782022.08.15 06:30modify180.101.026971.026341.01919
792022.08.15 06:30modify170.101.032191.026341.01919
802022.08.15 09:31t/p170.101.019191.026341.01919133.7210271.74
812022.08.15 09:31t/p180.101.019191.026341.0191978.5410350.28
822022.08.15 09:31t/p190.101.019191.026341.0191958.9410409.23
832022.08.15 09:31t/p200.101.019191.026341.0191945.5010454.73
842022.08.22 19:00buy210.100.993600.000000.00000
852022.08.22 19:00modify210.100.993600.979601.00660
862022.08.23 13:45buy220.100.998840.000000.00000
872022.08.23 13:45modify220.100.998840.994901.00660
882022.08.23 13:45modify210.100.993600.994901.00660
892022.08.23 14:00buy230.101.000840.000000.00000
902022.08.23 14:00modify230.101.000840.996851.00660
912022.08.23 14:00modify220.100.998840.996851.00660
922022.08.23 14:00modify210.100.993600.996851.00660
932022.08.23 14:01buy240.101.002060.000000.00000
942022.08.23 14:01modify240.101.002060.999451.00660
952022.08.23 14:01modify230.101.000840.999451.00660
962022.08.23 14:01modify220.100.998840.999451.00660
972022.08.23 14:01modify210.100.993600.999451.00660
982022.08.23 14:17s/l210.100.999450.999451.0066057.4210512.15
992022.08.23 14:17s/l220.100.999450.999451.006606.1010518.25
1002022.08.23 14:17s/l230.100.999450.999451.00660-13.9010504.35
1012022.08.23 14:17s/l240.100.999450.999451.00660-26.1010478.25
1022022.09.23 12:00buy250.100.975410.000000.00000
1032022.09.23 12:00modify250.100.975410.961410.98841
1042022.09.26 00:58s/l250.100.961410.961410.98841-141.0810337.18
1052022.10.04 20:00sell260.100.999010.000000.00000
1062022.10.04 20:00modify260.100.999011.013010.98601
1072022.10.05 07:53sell270.100.993780.000000.00000
1082022.10.05 07:53modify270.100.993780.997710.98601
1092022.10.05 07:53modify260.100.999010.997710.98601
1102022.10.05 10:05sell280.100.991860.000000.00000
1112022.10.05 10:05modify280.100.991860.995760.98601
1122022.10.05 10:05modify270.100.993780.995760.98601
1132022.10.05 10:05modify260.100.999010.995760.98601
1142022.10.05 11:51sell290.100.990560.000000.00000
1152022.10.05 11:51modify290.100.990560.993160.98601
1162022.10.05 11:51modify280.100.991860.993160.98601
1172022.10.05 11:51modify270.100.993780.993160.98601
1182022.10.05 11:51modify260.100.999010.993160.98601
1192022.10.05 14:00t/p260.100.986010.993160.98601130.7410467.92
1202022.10.05 14:00t/p270.100.986010.993160.9860177.7010545.62
1212022.10.05 14:00t/p280.100.986010.993160.9860158.5010604.12
1222022.10.05 14:00t/p290.100.986010.993160.9860145.5010649.62
1232022.10.17 17:00sell300.100.983910.000000.00000
1242022.10.17 17:00modify300.100.983910.997910.97091
1252022.10.19 10:57sell310.100.978710.000000.00000
1262022.10.19 10:57modify310.100.978710.982610.97091
1272022.10.19 10:57modify300.100.983910.982610.97091
1282022.10.19 11:10sell320.100.976760.000000.00000
1292022.10.19 11:10modify320.100.976760.980660.97091
1302022.10.19 11:10modify310.100.978710.980660.97091
1312022.10.19 11:10modify300.100.983910.980660.97091
1322022.10.20 01:33sell330.100.975440.000000.00000
1332022.10.20 01:33modify330.100.975440.978060.97091
1342022.10.20 01:33modify320.100.976760.978060.97091
1352022.10.20 01:33modify310.100.978710.978060.97091
1362022.10.20 01:33modify300.100.983910.978060.97091
1372022.10.20 04:19s/l300.100.978060.978060.9709162.2210711.84
1382022.10.20 04:19s/l310.100.978060.978060.970918.7310720.57
1392022.10.20 04:19s/l320.100.978060.978060.97091-10.7710709.80
1402022.10.20 04:19s/l330.100.978060.978060.97091-26.2010683.60
1412022.10.25 15:00sell340.100.995690.000000.00000
1422022.10.25 15:00modify340.100.995691.009690.98269
1432022.10.31 13:29sell350.100.990490.000000.00000
1442022.10.31 13:29modify350.100.990490.994390.98269
1452022.10.31 13:29modify340.100.995690.994390.98269
1462022.10.31 14:38sell360.100.988500.000000.00000
1472022.10.31 14:38modify360.100.988500.992440.98269
1482022.10.31 14:38modify350.100.990490.992440.98269
1492022.10.31 14:38modify340.100.995690.992440.98269
1502022.10.31 21:00sell370.100.987170.000000.00000
1512022.10.31 21:00modify370.100.987170.989840.98269
1522022.10.31 21:00modify360.100.988500.989840.98269
1532022.10.31 21:00modify350.100.990490.989840.98269
1542022.10.31 21:00modify340.100.995690.989840.98269
1552022.11.01 01:31s/l340.100.989840.989840.9826963.7010747.30
1562022.11.01 01:31s/l350.100.989840.989840.982697.2410754.54
1572022.11.01 01:31s/l360.100.989840.989840.98269-12.6610741.89
1582022.11.01 01:31s/l370.100.989840.989840.98269-25.9610715.93
1592022.11.02 22:00buy380.100.981790.000000.00000
1602022.11.02 22:00modify380.100.981790.967790.99479
1612022.11.04 13:04buy390.100.987010.000000.00000
1622022.11.04 13:04modify390.100.987010.983090.99479
1632022.11.04 13:04modify380.100.981790.983090.99479
1642022.11.04 14:06buy400.100.988970.000000.00000
1652022.11.04 14:06modify400.100.988970.985040.99479
1662022.11.04 14:06modify390.100.987010.985040.99479
1672022.11.04 14:06modify380.100.981790.985040.99479
1682022.11.04 14:12buy410.100.990240.000000.00000
1692022.11.04 14:12modify410.100.990240.987640.99479
1702022.11.04 14:12modify400.100.988970.987640.99479
1712022.11.04 14:12modify390.100.987010.987640.99479
1722022.11.04 14:12modify380.100.981790.987640.99479
1732022.11.04 18:57t/p380.100.994790.987640.99479125.7010841.63
1742022.11.04 18:57t/p390.100.994790.987640.9947977.8010919.43
1752022.11.04 18:57t/p400.100.994790.987640.9947958.2010977.63
1762022.11.04 18:57t/p410.100.994790.987640.9947945.5011023.13
1772022.11.10 13:00buy420.100.995180.000000.00000
1782022.11.10 13:00modify420.100.995180.981181.00818
1792022.11.10 13:30buy430.101.000440.000000.00000
1802022.11.10 13:30modify430.101.000440.996481.00818
1812022.11.10 13:30modify420.100.995180.996481.00818
1822022.11.10 13:30buy440.101.002420.000000.00000
1832022.11.10 13:30modify440.101.002420.998431.00818
1842022.11.10 13:30modify430.101.000440.998431.00818
1852022.11.10 13:30modify420.100.995180.998431.00818
1862022.11.10 13:30buy450.101.003890.000000.00000
1872022.11.10 13:30modify450.101.003891.001031.00818
1882022.11.10 13:30modify440.101.002421.001031.00818
1892022.11.10 13:30modify430.101.000441.001031.00818
1902022.11.10 13:30modify420.100.995181.001031.00818
1912022.11.10 13:31t/p420.101.008181.001031.00818130.0011153.13
1922022.11.10 13:31t/p430.101.008181.001031.0081877.4011230.53
1932022.11.10 13:31t/p440.101.008181.001031.0081857.6011288.13
1942022.11.10 13:31t/p450.101.008181.001031.0081842.9011331.03
1952022.11.11 10:00sell460.101.026920.000000.00000
1962022.11.11 10:00modify460.101.026921.040921.01392
1972022.11.15 07:47s/l460.101.040921.040921.01392-138.5111192.51
1982022.11.15 10:00sell470.101.040150.000000.00000
1992022.11.15 10:00modify470.101.040151.054151.02715
2002022.11.15 17:03sell480.101.034930.000000.00000
2012022.11.15 17:03modify480.101.034931.038851.02715
2022022.11.15 17:03modify470.101.040151.038851.02715
2032022.11.15 17:52s/l470.101.038851.038851.0271513.0011205.51
2042022.11.15 17:52s/l480.101.038851.038851.02715-39.2011166.31
2052022.11.28 13:00sell490.101.047280.000000.00000
2062022.11.28 13:00modify490.101.047281.061281.03428
2072022.11.28 15:22sell500.101.042070.000000.00000
2082022.11.28 15:22modify500.101.042071.045981.03428
2092022.11.28 15:22modify490.101.047281.045981.03428
2102022.11.28 15:45sell510.101.040120.000000.00000
2112022.11.28 15:45modify510.101.040121.044031.03428
2122022.11.28 15:45modify500.101.042071.044031.03428
2132022.11.28 15:45modify490.101.047281.044031.03428
2142022.11.28 16:04sell520.101.038820.000000.00000
2152022.11.28 16:04modify520.101.038821.041431.03428
2162022.11.28 16:04modify510.101.040121.041431.03428
2172022.11.28 16:04modify500.101.042071.041431.03428
2182022.11.28 16:04modify490.101.047281.041431.03428
2192022.11.28 19:58t/p490.101.034281.041431.03428130.0011296.31
2202022.11.28 19:58t/p500.101.034281.041431.0342877.9011374.21
2212022.11.28 19:58t/p510.101.034281.041431.0342858.4011432.61
2222022.11.28 19:58t/p520.101.034281.041431.0342845.4011478.01
2232022.12.13 15:00sell530.101.064540.000000.00000
2242022.12.13 15:00modify530.101.064541.078541.05154
2252022.12.15 17:14sell540.101.059300.000000.00000
2262022.12.15 17:14modify540.101.059301.063241.05154
2272022.12.15 17:14modify530.101.064541.063241.05154
2282022.12.15 19:38s/l530.101.063241.063241.0515415.9711493.99
2292022.12.15 19:38s/l540.101.063241.063241.05154-39.4011454.59
2302023.01.05 17:00buy550.101.052380.000000.00000
2312023.01.05 17:00modify550.101.052381.038381.06538
2322023.01.06 15:12buy560.101.057590.000000.00000
2332023.01.06 15:12modify560.101.057591.053681.06538
2342023.01.06 15:12modify550.101.052381.053681.06538
2352023.01.06 15:19buy570.101.059550.000000.00000
2362023.01.06 15:19modify570.101.059551.055631.06538
2372023.01.06 15:19modify560.101.057591.055631.06538
2382023.01.06 15:19modify550.101.052381.055631.06538
2392023.01.06 15:41buy580.101.060840.000000.00000
2402023.01.06 15:41modify580.101.060841.058231.06538
2412023.01.06 15:41modify570.101.059551.058231.06538
2422023.01.06 15:41modify560.101.057591.058231.06538
2432023.01.06 15:41modify550.101.052381.058231.06538
2442023.01.08 23:20t/p550.101.065381.058231.06538128.9211583.51
2452023.01.08 23:20t/p560.101.065381.058231.0653877.9011661.41
2462023.01.08 23:20t/p570.101.065381.058231.0653858.3011719.71
2472023.01.08 23:20t/p580.101.065381.058231.0653845.4011765.11
2482023.02.02 02:00sell590.101.101290.000000.00000
2492023.02.02 02:00modify590.101.101291.115291.08829
2502023.02.02 13:53sell600.101.096090.000000.00000
2512023.02.02 13:53modify600.101.096091.099991.08829
2522023.02.02 13:53modify590.101.101291.099991.08829
2532023.02.02 14:00sell610.101.094140.000000.00000
2542023.02.02 14:00modify610.101.094141.098041.08829
2552023.02.02 14:00modify600.101.096091.098041.08829
2562023.02.02 14:00modify590.101.101291.098041.08829
2572023.02.02 14:36sell620.101.092830.000000.00000
2582023.02.02 14:36modify620.101.092831.095441.08829
2592023.02.02 14:36modify610.101.094141.095441.08829
2602023.02.02 14:36modify600.101.096091.095441.08829
2612023.02.02 14:36modify590.101.101291.095441.08829
2622023.02.03 13:30t/p590.101.088291.095441.08829130.7411895.85
2632023.02.03 13:30t/p600.101.088291.095441.0882978.7411974.60
2642023.02.03 13:30t/p610.101.088291.095441.0882959.2412033.84
2652023.02.03 13:30t/p620.101.088291.095441.0882946.1412079.98
2662023.03.24 11:00buy630.101.073070.000000.00000
2672023.03.24 11:00modify630.101.073071.059071.08607
2682023.03.26 22:29buy640.101.078270.000000.00000
2692023.03.26 22:29modify640.101.078271.074371.08607
2702023.03.26 22:29modify630.101.073071.074371.08607
2712023.03.27 20:11buy650.101.080220.000000.00000
2722023.03.27 20:11modify650.101.080221.076321.08607
2732023.03.27 20:11modify640.101.078271.076321.08607
2742023.03.27 20:11modify630.101.073071.076321.08607
2752023.03.28 00:40buy660.101.081520.000000.00000
2762023.03.28 00:40modify660.101.081521.078921.08607
2772023.03.28 00:40modify650.101.080221.078921.08607
2782023.03.28 00:40modify640.101.078271.078921.08607
2792023.03.28 00:40modify630.101.073071.078921.08607
2802023.03.29 09:58t/p630.101.086071.078921.08607126.7712206.76
2812023.03.29 09:58t/p640.101.086071.078921.0860774.7712281.53
2822023.03.29 09:58t/p650.101.086071.078921.0860756.3512337.88
2832023.03.29 09:58t/p660.101.086071.078921.0860744.4212382.30
2842023.03.30 15:00sell670.101.091250.000000.00000
2852023.03.30 15:00modify670.101.091251.105251.07825
2862023.03.31 14:57sell680.101.086050.000000.00000
2872023.03.31 14:57modify680.101.086051.089951.07825
2882023.03.31 14:57modify670.101.091251.089951.07825
2892023.03.31 20:20sell690.101.084100.000000.00000
2902023.03.31 20:20modify690.101.084101.088001.07825
2912023.03.31 20:20modify680.101.086051.088001.07825
2922023.03.31 20:20modify670.101.091251.088001.07825
2932023.04.02 22:31sell700.101.082790.000000.00000
2942023.04.02 22:31modify700.101.082791.085401.07825
2952023.04.02 22:31modify690.101.084101.085401.07825
2962023.04.02 22:31modify680.101.086051.085401.07825
2972023.04.02 22:31modify670.101.091251.085401.07825
2982023.04.03 09:02s/l670.101.085401.085401.0782559.9912442.29
2992023.04.03 09:02s/l680.101.085401.085401.078257.2412449.53
3002023.04.03 09:02s/l690.101.085401.085401.07825-12.2612437.27
3012023.04.03 09:02s/l700.101.085401.085401.07825-25.3612411.92