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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=130; 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=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 profit2797.50Gross profit3569.56Gross loss-772.06
Profit factor4.62Expected payoff37.80
Absolute drawdown26.57Maximal drawdown286.88 (2.43%)Relative drawdown2.43% (286.88)
Total trades74Short positions (won %)39 (69.23%)Long positions (won %)35 (74.29%)
Profit trades (% of total)53 (71.62%)Loss trades (% of total)21 (28.38%)
Largestprofit trade144.87loss trade-133.23
Averageprofit trade67.35loss trade-36.76
Maximumconsecutive wins (profit in money)11 (846.33)consecutive losses (loss in money)3 (-169.87)
Maximalconsecutive profit (count of wins)846.33 (11)consecutive loss (count of losses)-169.87 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.04 19:00sell10.101.061590.000000.00000
22022.05.04 19:00modify10.101.061591.074591.04859
32022.05.05 12:40sell20.101.056110.000000.00000
42022.05.05 12:40modify20.101.056111.060291.04859
52022.05.05 12:40modify10.101.061591.060291.04859
62022.05.05 12:50sell30.101.054880.000000.00000
72022.05.05 12:50modify30.101.054881.058341.04859
82022.05.05 12:50modify20.101.056111.058341.04859
92022.05.05 12:50modify10.101.061591.058341.04859
102022.05.05 15:10sell40.101.052220.000000.00000
112022.05.05 15:10modify40.101.052221.055741.04859
122022.05.05 15:10modify30.101.054881.055741.04859
132022.05.05 15:10modify20.101.056111.055741.04859
142022.05.05 15:10modify10.101.061591.055741.04859
152022.05.06 06:50t/p10.101.048591.055741.04859132.9710132.97
162022.05.06 06:50t/p20.101.048591.055741.0485975.9410208.92
172022.05.06 06:50t/p30.101.048591.055741.0485963.6410272.56
182022.05.06 06:50t/p40.101.048591.055741.0485937.0410309.60
192022.05.12 12:00buy50.101.040220.000000.00000
202022.05.12 12:00modify50.101.040221.027221.05322
212022.05.17 00:45buy60.101.045490.000000.00000
222022.05.17 00:45modify60.101.045491.041521.05322
232022.05.17 00:45modify50.101.040221.041521.05322
242022.05.17 07:50buy70.101.046760.000000.00000
252022.05.17 07:50modify70.101.046761.043471.05322
262022.05.17 07:50modify60.101.045491.043471.05322
272022.05.17 07:50modify50.101.040221.043471.05322
282022.05.17 08:50buy80.101.049500.000000.00000
292022.05.17 08:50modify80.101.049501.046071.05322
302022.05.17 08:50modify70.101.046761.046071.05322
312022.05.17 08:50modify60.101.045491.046071.05322
322022.05.17 08:50modify50.101.040221.046071.05322
332022.05.17 11:20t/p50.101.053221.046071.05322126.7710436.38
342022.05.17 11:20t/p60.101.053221.046071.0532277.3010513.68
352022.05.17 11:20t/p70.101.053221.046071.0532264.6010578.28
362022.05.17 11:20t/p80.101.053221.046071.0532237.2010615.48
372022.05.17 12:00sell90.101.053930.000000.00000
382022.05.17 12:00modify90.101.053931.066931.04093
392022.05.18 16:15sell100.101.048680.000000.00000
402022.05.18 16:15modify100.101.048681.052631.04093
412022.05.18 16:15modify90.101.053931.052631.04093
422022.05.18 18:50sell110.101.047290.000000.00000
432022.05.18 18:50modify110.101.047291.050681.04093
442022.05.18 18:50modify100.101.048681.050681.04093
452022.05.18 18:50modify90.101.053931.050681.04093
462022.05.19 03:20s/l90.101.050681.050681.0409335.4710650.95
472022.05.19 03:20s/l100.101.050681.050681.04093-17.7710633.18
482022.05.19 03:20s/l110.101.050681.050681.04093-31.6710601.51
492022.05.23 10:00sell120.101.067840.000000.00000
502022.05.23 10:00modify120.101.067841.080841.05484
512022.06.09 18:50sell130.101.062600.000000.00000
522022.06.09 18:50modify130.101.062601.066541.05484
532022.06.09 18:50modify120.101.067841.066541.05484
542022.06.09 19:50sell140.101.061230.000000.00000
552022.06.09 19:50modify140.101.061231.064591.05484
562022.06.09 19:50modify130.101.062601.064591.05484
572022.06.09 19:50modify120.101.067841.064591.05484
582022.06.10 10:50sell150.101.058590.000000.00000
592022.06.10 10:50modify150.101.058591.061991.05484
602022.06.10 10:50modify140.101.061231.061991.05484
612022.06.10 10:50modify130.101.062601.061991.05484
622022.06.10 10:50modify120.101.067841.061991.05484
632022.06.10 12:40t/p120.101.054841.061991.05484144.8710746.37
642022.06.10 12:40t/p130.101.054841.061991.0548478.3410824.72
652022.06.10 12:40t/p140.101.054841.061991.0548464.6410889.36
662022.06.10 12:40t/p150.101.054841.061991.0548437.5010926.86
672022.06.10 13:00buy160.101.052540.000000.00000
682022.06.10 13:00modify160.101.052541.039541.06554
692022.06.15 15:20s/l160.101.039541.039541.06554-133.2310793.63
702022.06.22 15:00sell170.101.059710.000000.00000
712022.06.22 15:00modify170.101.059711.072711.04671
722022.06.23 07:30sell180.101.052980.000000.00000
732022.06.23 07:30modify180.101.052981.056461.04671
742022.06.23 07:30modify170.101.059711.056461.04671
752022.06.23 08:02sell190.101.050390.000000.00000
762022.06.23 08:02modify190.101.050391.053861.04671
772022.06.23 08:02modify180.101.052981.053861.04671
782022.06.23 08:02modify170.101.059711.053861.04671
792022.06.23 13:50s/l170.101.053861.053861.0467160.7310854.36
802022.06.23 13:50s/l180.101.053861.053861.04671-8.8010845.56
812022.06.23 13:50s/l190.101.053861.053861.04671-34.7010810.86
822022.07.01 15:00buy200.101.039320.000000.00000
832022.07.01 15:00modify200.101.039321.026321.05232
842022.07.04 00:20buy210.101.044720.000000.00000
852022.07.04 00:20modify210.101.044721.040621.05232
862022.07.04 00:20modify200.101.039321.040621.05232
872022.07.04 09:50buy220.101.045990.000000.00000
882022.07.04 09:50modify220.101.045991.042571.05232
892022.07.04 09:50modify210.101.044721.042571.05232
902022.07.04 09:50modify200.101.039321.042571.05232
912022.07.04 14:50s/l200.101.042571.042571.0523231.4210842.29
922022.07.04 14:50s/l210.101.042571.042571.05232-21.5010820.79
932022.07.04 14:50s/l220.101.042571.042571.05232-34.2010786.59
942022.07.26 11:00buy230.101.015440.000000.00000
952022.07.26 11:00modify230.101.015441.002441.02844
962022.07.27 19:15buy240.101.020640.000000.00000
972022.07.27 19:15modify240.101.020641.016741.02844
982022.07.27 19:15modify230.101.015441.016741.02844
992022.07.27 19:32buy250.101.022200.000000.00000
1002022.07.27 19:32modify250.101.022201.018691.02844
1012022.07.27 19:32modify240.101.020641.018691.02844
1022022.07.27 19:32modify230.101.015441.018691.02844
1032022.07.28 00:20s/l230.101.018691.018691.0284428.2010814.78
1042022.07.28 00:20s/l240.101.018691.018691.02844-22.7310792.06
1052022.07.28 00:20s/l250.101.018691.018691.02844-38.3310753.73
1062022.08.05 13:00buy260.101.016080.000000.00000
1072022.08.05 13:00modify260.101.016081.003081.02908
1082022.08.08 14:20buy270.101.021580.000000.00000
1092022.08.08 14:20modify270.101.021581.017381.02908
1102022.08.08 14:20modify260.101.016081.017381.02908
1112022.08.09 11:27buy280.101.022670.000000.00000
1122022.08.09 11:27modify280.101.022671.019331.02908
1132022.08.09 11:27modify270.101.021581.019331.02908
1142022.08.09 11:27modify260.101.016081.019331.02908
1152022.08.10 11:20buy290.101.025320.000000.00000
1162022.08.10 11:20modify290.101.025321.021931.02908
1172022.08.10 11:20modify280.101.022671.021931.02908
1182022.08.10 11:20modify270.101.021581.021931.02908
1192022.08.10 11:20modify260.101.016081.021931.02908
1202022.08.10 12:45t/p260.101.029081.021931.02908126.7710880.50
1212022.08.10 12:45t/p270.101.029081.021931.0290872.8510953.35
1222022.08.10 12:45t/p280.101.029081.021931.0290863.0211016.38
1232022.08.10 12:45t/p290.101.029081.021931.0290837.6011053.98
1242022.08.10 13:00sell300.101.032420.000000.00000
1252022.08.10 13:00modify300.101.032421.045421.01942
1262022.08.12 12:55sell310.101.027070.000000.00000
1272022.08.12 12:55modify310.101.027071.031121.01942
1282022.08.12 12:55modify300.101.032421.031121.01942
1292022.08.12 14:23sell320.101.025790.000000.00000
1302022.08.12 14:23modify320.101.025791.029171.01942
1312022.08.12 14:23modify310.101.027071.029171.01942
1322022.08.12 14:23modify300.101.032421.029171.01942
1332022.08.15 06:50sell330.101.023220.000000.00000
1342022.08.15 06:50modify330.101.023221.026571.01942
1352022.08.15 06:50modify320.101.025791.026571.01942
1362022.08.15 06:50modify310.101.027071.026571.01942
1372022.08.15 06:50modify300.101.032421.026571.01942
1382022.08.15 09:20t/p300.101.019421.026571.01942133.7211187.69
1392022.08.15 09:20t/p310.101.019421.026571.0194277.2411264.94
1402022.08.15 09:20t/p320.101.019421.026571.0194264.4411329.38
1412022.08.15 09:20t/p330.101.019421.026571.0194238.0011367.38
1422022.09.01 15:00buy340.100.993500.000000.00000
1432022.09.01 15:00modify340.100.993500.980501.00650
1442022.09.02 07:15buy350.100.998850.000000.00000
1452022.09.02 07:15modify350.100.998850.994801.00650
1462022.09.02 07:15modify340.100.993500.994801.00650
1472022.09.02 10:47buy360.101.000040.000000.00000
1482022.09.02 10:47modify360.101.000040.996751.00650
1492022.09.02 10:47modify350.100.998850.996751.00650
1502022.09.02 10:47modify340.100.993500.996751.00650
1512022.09.02 12:55buy370.101.002790.000000.00000
1522022.09.02 12:55modify370.101.002790.999351.00650
1532022.09.02 12:55modify360.101.000040.999351.00650
1542022.09.02 12:55modify350.100.998850.999351.00650
1552022.09.02 12:55modify340.100.993500.999351.00650
1562022.09.02 14:02s/l340.100.999350.999351.0065057.4211424.80
1572022.09.02 14:02s/l350.100.999350.999351.006505.0011429.80
1582022.09.02 14:02s/l360.100.999350.999351.00650-6.9011422.90
1592022.09.02 14:02s/l370.100.999350.999351.00650-34.4011388.50
1602022.10.04 16:00sell380.100.997630.000000.00000
1612022.10.04 16:00modify380.100.997631.010630.98463
1622022.10.05 08:20sell390.100.992300.000000.00000
1632022.10.05 08:20modify390.100.992300.996330.98463
1642022.10.05 08:20modify380.100.997630.996330.98463
1652022.10.05 10:20sell400.100.991100.000000.00000
1662022.10.05 10:20modify400.100.991100.994380.98463
1672022.10.05 10:20modify390.100.992300.994380.98463
1682022.10.05 10:20modify380.100.997630.994380.98463
1692022.10.05 13:35sell410.100.988400.000000.00000
1702022.10.05 13:35modify410.100.988400.991780.98463
1712022.10.05 13:35modify400.100.991100.991780.98463
1722022.10.05 13:35modify390.100.992300.991780.98463
1732022.10.05 13:35modify380.100.997630.991780.98463
1742022.10.05 14:16t/p380.100.984630.991780.98463130.7411519.25
1752022.10.05 14:16t/p390.100.984630.991780.9846376.7011595.95
1762022.10.05 14:16t/p400.100.984630.991780.9846364.7011660.65
1772022.10.05 14:16t/p410.100.984630.991780.9846337.7011698.35
1782022.10.05 15:00buy420.100.985780.000000.00000
1792022.10.05 15:00modify420.100.985780.972780.99878
1802022.10.05 23:45buy430.100.991060.000000.00000
1812022.10.05 23:45modify430.100.991060.987080.99878
1822022.10.05 23:45modify420.100.985780.987080.99878
1832022.10.06 00:15buy440.100.992380.000000.00000
1842022.10.06 00:15modify440.100.992380.989030.99878
1852022.10.06 00:15modify430.100.991060.989030.99878
1862022.10.06 00:15modify420.100.985780.989030.99878
1872022.10.06 08:20s/l420.100.989030.989030.9987829.2711727.62
1882022.10.06 08:20s/l430.100.989030.989030.99878-23.5311704.09
1892022.10.06 08:20s/l440.100.989030.989030.99878-33.5011670.59
1902022.10.17 16:00sell450.100.984170.000000.00000
1912022.10.17 16:00modify450.100.984170.997170.97117
1922022.10.19 10:45sell460.100.978690.000000.00000
1932022.10.19 10:45modify460.100.978690.982870.97117
1942022.10.19 10:45modify450.100.984170.982870.97117
1952022.10.19 11:10sell470.100.977450.000000.00000
1962022.10.19 11:10modify470.100.977450.980920.97117
1972022.10.19 11:10modify460.100.978690.980920.97117
1982022.10.19 11:10modify450.100.984170.980920.97117
1992022.10.20 10:50s/l450.100.980920.980920.9711736.2211706.81
2002022.10.20 10:50s/l460.100.980920.980920.97117-20.0711686.74
2012022.10.20 10:50s/l470.100.980920.980920.97117-32.4711654.27
2022022.10.25 14:00sell480.100.996770.000000.00000
2032022.10.25 14:00modify480.100.996771.009770.98377
2042022.10.31 08:20sell490.100.991560.000000.00000
2052022.10.31 08:20modify490.100.991560.995470.98377
2062022.10.31 08:20modify480.100.996770.995470.98377
2072022.10.31 13:20sell500.100.990120.000000.00000
2082022.10.31 13:20modify500.100.990120.993520.98377
2092022.10.31 13:20modify490.100.991560.993520.98377
2102022.10.31 13:20modify480.100.996770.993520.98377
2112022.10.31 16:50sell510.100.987510.000000.00000
2122022.10.31 16:50modify510.100.987510.990920.98377
2132022.10.31 16:50modify500.100.990120.990920.98377
2142022.10.31 16:50modify490.100.991560.990920.98377
2152022.10.31 16:50modify480.100.996770.990920.98377
2162022.11.01 02:50s/l480.100.990920.990920.9837763.7011717.97
2172022.11.01 02:50s/l490.100.990920.990920.983777.1411725.11
2182022.11.01 02:50s/l500.100.990920.990920.98377-7.2611717.86
2192022.11.01 02:50s/l510.100.990920.990920.98377-33.3611684.50
2202022.11.04 13:00sell520.100.984690.000000.00000
2212022.11.04 13:00modify520.100.984690.997690.97169
2222022.11.07 08:40s/l520.100.997690.997690.97169-129.2611555.24
2232022.11.10 11:00buy530.100.995800.000000.00000
2242022.11.10 11:00modify530.100.995800.982801.00880
2252022.11.10 13:40buy540.101.005010.000000.00000
2262022.11.10 13:40modify540.101.005011.001651.00880
2272022.11.10 13:40modify530.100.995801.001651.00880
2282022.11.10 13:45t/p530.101.008801.001651.00880130.0011685.24
2292022.11.10 13:45t/p540.101.008801.001651.0088037.9011723.14
2302022.12.13 14:00sell550.101.064660.000000.00000
2312022.12.13 14:00modify550.101.064661.077661.05166
2322022.12.15 17:20sell560.101.059250.000000.00000
2332022.12.15 17:20modify560.101.059251.063361.05166
2342022.12.15 17:20modify550.101.064661.063361.05166
2352022.12.15 19:45s/l550.101.063361.063361.0516615.9711739.12
2362022.12.15 19:45s/l560.101.063361.063361.05166-41.1011698.02
2372023.01.05 16:00buy570.101.052130.000000.00000
2382023.01.05 16:00modify570.101.052131.039131.06513
2392023.01.06 15:35buy580.101.058900.000000.00000
2402023.01.06 15:35modify580.101.058901.055381.06513
2412023.01.06 15:35modify570.101.052131.055381.06513
2422023.01.06 15:50buy590.101.061530.000000.00000
2432023.01.06 15:50modify590.101.061531.057981.06513
2442023.01.06 15:50modify580.101.058901.057981.06513
2452023.01.06 15:50modify570.101.052131.057981.06513
2462023.01.08 23:10t/p570.101.065131.057981.06513128.9211826.94
2472023.01.08 23:10t/p580.101.065131.057981.0651362.3011889.24
2482023.01.08 23:10t/p590.101.065131.057981.0651336.0011925.24
2492023.01.12 14:00sell600.101.082920.000000.00000
2502023.01.12 14:00modify600.101.082921.095921.06992
2512023.01.12 15:07sell610.101.076360.000000.00000
2522023.01.12 15:07modify610.101.076361.079671.06992
2532023.01.12 15:07modify600.101.082921.079671.06992
2542023.01.12 15:20s/l600.101.079671.079671.0699232.5011957.74
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2562023.02.01 20:00sell620.101.097780.000000.00000
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2582023.02.02 15:20sell630.101.088510.000000.00000
2592023.02.02 15:20modify630.101.088511.091931.08478
2602023.02.02 15:20modify620.101.097781.091931.08478
2612023.02.02 15:40s/l620.101.091931.091931.0847860.7311985.37
2622023.02.02 15:40s/l630.101.091931.091931.08478-34.2011951.17
2632023.03.07 16:00buy640.101.058830.000000.00000
2642023.03.07 16:00modify640.101.058831.045831.07183
2652023.03.10 13:55buy650.101.064210.000000.00000
2662023.03.10 13:55modify650.101.064211.060131.07183
2672023.03.10 13:55modify640.101.058831.060131.07183
2682023.03.10 18:42buy660.101.065370.000000.00000
2692023.03.10 18:42modify660.101.065371.062081.07183
2702023.03.10 18:42modify650.101.064211.062081.07183
2712023.03.10 18:42modify640.101.058831.062081.07183
2722023.03.13 01:27buy670.101.068170.000000.00000
2732023.03.13 01:27modify670.101.068171.064681.07183
2742023.03.13 01:27modify660.101.065371.064681.07183
2752023.03.13 01:27modify650.101.064211.064681.07183
2762023.03.13 01:27modify640.101.058831.064681.07183
2772023.03.13 02:40t/p640.101.071831.064681.07183123.5512074.72
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2792023.03.13 02:40t/p660.101.071831.064681.0718363.5212213.36
2802023.03.13 02:40t/p670.101.071831.064681.0718336.6012249.96
2812023.03.22 19:00sell680.101.088050.000000.00000
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2832023.03.23 18:50sell690.101.082800.000000.00000
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2852023.03.23 18:50modify680.101.088051.086751.07505
2862023.03.24 08:35sell700.101.078930.000000.00000
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2882023.03.24 08:35modify690.101.082801.082201.07505
2892023.03.24 08:35modify680.101.088051.082201.07505
2902023.03.24 09:45t/p680.101.075051.082201.07505132.9712382.94
2912023.03.24 09:45t/p690.101.075051.082201.0750578.2412461.18
2922023.03.24 09:45t/p700.101.075051.082201.0750538.8012499.98
2932023.03.24 10:00buy710.101.072870.000000.00000
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2952023.03.26 22:16buy720.101.078280.000000.00000
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2972023.03.26 22:16modify710.101.072871.074171.08587
2982023.03.27 13:25buy730.101.079530.000000.00000
2992023.03.27 13:25modify730.101.079531.076121.08587
3002023.03.27 13:25modify720.101.078281.076121.08587
3012023.03.27 13:25modify710.101.072871.076121.08587
3022023.03.28 00:50buy740.101.082080.000000.00000
3032023.03.28 00:50modify740.101.082081.078721.08587
3042023.03.28 00:50modify730.101.079531.078721.08587
3052023.03.28 00:50modify720.101.078281.078721.08587
3062023.03.28 00:50modify710.101.072871.078721.08587
3072023.03.29 09:50t/p710.101.085871.078721.08587126.7712626.75
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3092023.03.29 09:50t/p730.101.085871.078721.0858761.2512760.68
3102023.03.29 09:50t/p740.101.085871.078721.0858736.8212797.50