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=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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 profit2410.35Gross profit3195.72Gross loss-785.37
Profit factor4.07Expected payoff34.93
Absolute drawdown83.83Maximal drawdown390.46 (3.60%)Relative drawdown3.60% (390.46)
Total trades69Short positions (won %)36 (61.11%)Long positions (won %)33 (57.58%)
Profit trades (% of total)41 (59.42%)Loss trades (% of total)28 (40.58%)
Largestprofit trade164.87loss trade-154.30
Averageprofit trade77.94loss trade-28.05
Maximumconsecutive wins (profit in money)14 (1230.19)consecutive losses (loss in money)3 (-197.75)
Maximalconsecutive profit (count of wins)1230.19 (14)consecutive loss (count of losses)-197.75 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.17 12:00sell10.101.053930.000000.00000
22022.05.17 12:00modify10.101.053931.068931.03893
32022.05.18 16:15sell20.101.048680.000000.00000
42022.05.18 16:15modify20.101.048681.053181.03893
52022.05.18 16:15modify10.101.053931.053181.03893
62022.05.18 19:20sell30.101.046940.000000.00000
72022.05.18 19:20modify30.101.046941.049431.03893
82022.05.18 19:20modify20.101.048681.049431.03893
92022.05.18 19:20modify10.101.053931.049431.03893
102022.05.18 20:10sell40.101.046430.000000.00000
112022.05.18 20:10modify40.101.046431.048681.03893
122022.05.18 20:10modify30.101.046941.048681.03893
132022.05.18 20:10modify20.101.048681.048681.03893
142022.05.18 20:10modify10.101.053931.048681.03893
152022.05.19 00:35s/l10.101.048681.048681.0389355.4710055.47
162022.05.19 00:35s/l20.101.048681.048681.038932.2310057.70
172022.05.19 00:35s/l30.101.048681.048681.03893-15.1710042.53
182022.05.19 00:35s/l40.101.048681.048681.03893-20.2710022.26
192022.05.23 10:00sell50.101.067840.000000.00000
202022.05.23 10:00modify50.101.067841.082841.05284
212022.06.09 19:02sell60.101.062580.000000.00000
222022.06.09 19:02modify60.101.062581.067091.05284
232022.06.09 19:02modify50.101.067841.067091.05284
242022.06.10 08:25sell70.101.060970.000000.00000
252022.06.10 08:25modify70.101.060971.063341.05284
262022.06.10 08:25modify60.101.062581.063341.05284
272022.06.10 08:25modify50.101.067841.063341.05284
282022.06.10 09:57sell80.101.060090.000000.00000
292022.06.10 09:57modify80.101.060091.062591.05284
302022.06.10 09:57modify70.101.060971.062591.05284
312022.06.10 09:57modify60.101.062581.062591.05284
322022.06.10 09:57modify50.101.067841.062591.05284
332022.06.10 12:46t/p50.101.052841.062591.05284164.8710187.13
342022.06.10 12:46t/p60.101.052841.062591.0528498.1410285.27
352022.06.10 12:46t/p70.101.052841.062591.0528481.3010366.57
362022.06.10 12:46t/p80.101.052841.062591.0528472.5010439.07
372022.06.13 07:00buy90.101.047290.000000.00000
382022.06.13 07:00modify90.101.047291.032291.06229
392022.06.16 16:10buy100.101.054340.000000.00000
402022.06.16 16:10modify100.101.054341.051791.06229
412022.06.16 16:10modify90.101.047291.051791.06229
422022.06.16 22:52buy110.101.054870.000000.00000
432022.06.16 22:52modify110.101.054871.052541.06229
442022.06.16 22:52modify100.101.054341.052541.06229
452022.06.16 22:52modify90.101.047291.052541.06229
462022.06.17 02:50s/l90.101.052541.052541.0622946.0510485.12
472022.06.17 02:50s/l100.101.052541.052541.06229-19.0810466.04
482022.06.17 02:50s/l110.101.052541.052541.06229-24.3810441.67
492022.07.05 09:00buy120.101.031020.000000.00000
502022.07.05 09:00modify120.101.031021.016021.04602
512022.07.07 15:20s/l120.101.016021.016021.04602-154.3010287.36
522022.08.10 13:00sell130.101.032420.000000.00000
532022.08.10 13:00modify130.101.032421.047421.01742
542022.08.12 12:50sell140.101.026880.000000.00000
552022.08.12 12:50modify140.101.026881.031671.01742
562022.08.12 12:50modify130.101.032421.031671.01742
572022.08.12 14:16sell150.101.025570.000000.00000
582022.08.12 14:16modify150.101.025571.027921.01742
592022.08.12 14:16modify140.101.026881.027921.01742
602022.08.12 14:16modify130.101.032421.027921.01742
612022.08.12 14:45sell160.101.024920.000000.00000
622022.08.12 14:45modify160.101.024921.027171.01742
632022.08.12 14:45modify150.101.025571.027171.01742
642022.08.12 14:45modify140.101.026881.027171.01742
652022.08.12 14:45modify130.101.032421.027171.01742
662022.08.15 17:20t/p130.101.017421.027171.01742153.7210441.08
672022.08.15 17:20t/p140.101.017421.027171.0174295.3410536.42
682022.08.15 17:20t/p150.101.017421.027171.0174282.2410618.67
692022.08.15 17:20t/p160.101.017421.027171.0174275.7410694.41
702022.08.23 07:00buy170.100.990930.000000.00000
712022.08.23 07:00modify170.100.990930.975931.00593
722022.08.23 13:45buy180.100.998530.000000.00000
732022.08.23 13:45modify180.100.998530.996181.00593
742022.08.23 13:45modify170.100.990930.996181.00593
752022.08.23 14:35buy190.100.997750.000000.00000
762022.08.23 14:35modify190.100.997750.995431.00593
772022.08.23 14:37modify190.100.997750.996181.00593
782022.08.23 18:02s/l170.100.996180.996181.0059352.5010746.91
792022.08.23 18:02s/l180.100.996180.996181.00593-23.5010723.41
802022.08.23 18:02s/l190.100.996180.996181.00593-15.7010707.71
812022.09.09 09:00sell200.101.010640.000000.00000
822022.09.09 09:00modify200.101.010641.025640.99564
832022.09.09 11:40sell210.101.005330.000000.00000
842022.09.09 11:40modify210.101.005331.009890.99564
852022.09.09 11:40modify200.101.010641.009890.99564
862022.09.09 11:50sell220.101.003610.000000.00000
872022.09.09 11:50modify220.101.003611.006140.99564
882022.09.09 11:50modify210.101.005331.006140.99564
892022.09.09 11:50modify200.101.010641.006140.99564
902022.09.09 12:50s/l200.101.006141.006140.9956445.0010752.71
912022.09.09 12:50s/l210.101.006141.006140.99564-8.1010744.61
922022.09.09 12:50s/l220.101.006141.006140.99564-25.3010719.31
932022.09.12 09:00sell230.101.019160.000000.00000
942022.09.12 09:00modify230.101.019161.034161.00416
952022.09.12 10:59sell240.101.013680.000000.00000
962022.09.12 10:59modify240.101.013681.018411.00416
972022.09.12 10:59modify230.101.019161.018411.00416
982022.09.12 13:15sell250.101.012190.000000.00000
992022.09.12 13:15modify250.101.012191.014661.00416
1002022.09.12 13:15modify240.101.013681.014661.00416
1012022.09.12 13:15modify230.101.019161.014661.00416
1022022.09.12 16:46s/l230.101.014661.014661.0041645.0010764.31
1032022.09.12 16:46s/l240.101.014661.014661.00416-9.8010754.51
1042022.09.12 16:46s/l250.101.014661.014661.00416-24.7010729.81
1052022.09.21 07:00buy260.100.990070.000000.00000
1062022.09.21 07:00modify260.100.990070.975071.00507
1072022.09.23 09:07s/l260.100.975070.975071.00507-154.3010575.51
1082022.09.26 01:00buy270.100.957240.000000.00000
1092022.09.26 01:00modify270.100.957240.942240.97224
1102022.09.26 01:27buy280.100.964200.000000.00000
1112022.09.26 01:27modify280.100.964200.961740.97224
1122022.09.26 01:27modify270.100.957240.961740.97224
1132022.09.26 03:27buy290.100.965000.000000.00000
1142022.09.26 03:27modify290.100.965000.962490.97224
1152022.09.26 03:27modify280.100.964200.962490.97224
1162022.09.26 03:27modify270.100.957240.962490.97224
1172022.09.26 04:50s/l270.100.962490.962490.9722452.5010628.01
1182022.09.26 04:50s/l280.100.962490.962490.97224-17.1010610.91
1192022.09.26 04:50s/l290.100.962490.962490.97224-25.1010585.81
1202022.10.25 14:00sell300.100.996770.000000.00000
1212022.10.25 14:00modify300.100.996771.011770.98177
1222022.10.31 08:32sell310.100.991500.000000.00000
1232022.10.31 08:32modify310.100.991500.996020.98177
1242022.10.31 08:32modify300.100.996770.996020.98177
1252022.10.31 13:59sell320.100.988970.000000.00000
1262022.10.31 13:59modify320.100.988970.991520.98177
1272022.10.31 13:59modify310.100.991500.991520.98177
1282022.10.31 13:59modify300.100.996770.991520.98177
1292022.10.31 14:35sell330.100.990020.000000.00000
1302022.10.31 14:35modify330.100.990020.992270.98177
1312022.10.31 14:37modify330.100.990020.991520.98177
1322022.11.01 05:40s/l300.100.991520.991520.9817757.7010643.51
1332022.11.01 05:40s/l310.100.991520.991520.981770.5410644.05
1342022.11.01 05:40s/l320.100.991520.991520.98177-24.7610619.30
1352022.11.01 05:40s/l330.100.991520.991520.98177-14.2610605.04
1362022.11.03 10:00buy340.100.975620.000000.00000
1372022.11.03 10:00modify340.100.975620.960620.99062
1382022.11.04 12:45buy350.100.982670.000000.00000
1392022.11.04 12:45modify350.100.982670.980120.99062
1402022.11.04 12:45modify340.100.975620.980120.99062
1412022.11.04 14:15t/p340.100.990620.980120.99062148.9210753.96
1422022.11.04 14:15t/p350.100.990620.980120.9906279.5010833.46
1432022.11.21 10:00buy360.101.022970.000000.00000
1442022.11.21 10:00modify360.101.022971.007971.03797
1452022.11.22 08:20buy370.101.028430.000000.00000
1462022.11.22 08:20modify370.101.028431.023721.03797
1472022.11.22 08:20modify360.101.022971.023721.03797
1482022.11.22 17:50buy380.101.029880.000000.00000
1492022.11.22 17:50modify380.101.029881.027471.03797
1502022.11.22 17:50modify370.101.028431.027471.03797
1512022.11.22 17:50modify360.101.022971.027471.03797
1522022.11.22 18:45buy390.101.030770.000000.00000
1532022.11.22 18:45modify390.101.030771.028221.03797
1542022.11.22 18:45modify380.101.029881.028221.03797
1552022.11.22 18:45modify370.101.028431.028221.03797
1562022.11.22 18:45modify360.101.022971.028221.03797
1572022.11.23 15:50t/p360.101.037971.028221.03797147.8510981.31
1582022.11.23 15:50t/p370.101.037971.028221.0379794.3211075.64
1592022.11.23 15:50t/p380.101.037971.028221.0379779.8211155.46
1602022.11.23 15:50t/p390.101.037971.028221.0379770.9211226.38
1612022.11.24 04:00sell400.101.044580.000000.00000
1622022.11.24 04:00modify400.101.044581.059581.02958
1632022.11.24 10:37sell410.101.039240.000000.00000
1642022.11.24 10:37modify410.101.039241.043831.02958
1652022.11.24 10:37modify400.101.044581.043831.02958
1662022.11.25 12:50sell420.101.037580.000000.00000
1672022.11.25 12:50modify420.101.037581.040081.02958
1682022.11.25 12:50modify410.101.039241.040081.02958
1692022.11.25 12:50modify400.101.044581.040081.02958
1702022.11.25 13:15sell430.101.036900.000000.00000
1712022.11.25 13:15modify430.101.036901.039331.02958
1722022.11.25 13:15modify420.101.037581.039331.02958
1732022.11.25 13:15modify410.101.039241.039331.02958
1742022.11.25 13:15modify400.101.044581.039331.02958
1752022.11.25 15:20s/l400.101.039331.039331.0295853.2411279.63
1762022.11.25 15:20s/l410.101.039331.039331.02958-0.1611279.47
1772022.11.25 15:20s/l420.101.039331.039331.02958-17.5011261.97
1782022.11.25 15:20s/l430.101.039331.039331.02958-24.3011237.67
1792022.12.13 14:00sell440.101.064660.000000.00000
1802022.12.13 14:00modify440.101.064661.079661.04966
1812022.12.15 17:20sell450.101.059250.000000.00000
1822022.12.15 17:20modify450.101.059251.063911.04966
1832022.12.15 17:20modify440.101.064661.063911.04966
1842022.12.15 19:50s/l440.101.063911.063911.0496610.4711248.14
1852022.12.15 19:50s/l450.101.063911.063911.04966-46.6011201.54
1862023.01.03 09:00buy460.101.055480.000000.00000
1872023.01.03 09:00modify460.101.055481.040481.07048
1882023.01.04 07:50buy470.101.060870.000000.00000
1892023.01.04 07:50modify470.101.060871.056231.07048
1902023.01.04 07:50modify460.101.055481.056231.07048
1912023.01.04 08:15buy480.101.062260.000000.00000
1922023.01.04 08:15modify480.101.062261.059981.07048
1932023.01.04 08:15modify470.101.060871.059981.07048
1942023.01.04 08:15modify460.101.055481.059981.07048
1952023.01.04 08:25buy490.101.063000.000000.00000
1962023.01.04 08:25modify490.101.063001.060731.07048
1972023.01.04 08:25modify480.101.062261.060731.07048
1982023.01.04 08:25modify470.101.060871.060731.07048
1992023.01.04 08:25modify460.101.055481.060731.07048
2002023.01.04 09:02s/l460.101.060731.060731.0704851.4211252.97
2012023.01.04 09:02s/l470.101.060731.060731.07048-1.4011251.57
2022023.01.04 09:02s/l480.101.060731.060731.07048-15.3011236.27
2032023.01.04 09:02s/l490.101.060731.060731.07048-22.7011213.57
2042023.03.15 12:00buy500.101.059020.000000.00000
2052023.03.15 12:00modify500.101.059021.044021.07402
2062023.03.17 03:15buy510.101.064330.000000.00000
2072023.03.17 03:15modify510.101.064331.059771.07402
2082023.03.17 03:15modify500.101.059021.059771.07402
2092023.03.17 06:50buy520.101.066580.000000.00000
2102023.03.17 06:50modify520.101.066581.064271.07402
2112023.03.17 06:50modify510.101.064331.064271.07402
2122023.03.17 06:50modify500.101.059021.064271.07402
2132023.03.17 08:22buy530.101.065780.000000.00000
2142023.03.17 08:22modify530.101.065781.063521.07402
2152023.03.17 08:25modify530.101.065781.064271.07402
2162023.03.17 09:32s/l500.101.064271.064271.0740248.2011261.76
2172023.03.17 09:32s/l510.101.064271.064271.07402-0.6011261.16
2182023.03.17 09:32s/l520.101.064271.064271.07402-23.1011238.06
2192023.03.17 09:32s/l530.101.064271.064271.07402-15.1011222.96
2202023.03.23 07:00sell540.101.091510.000000.00000
2212023.03.23 07:00modify540.101.091511.106511.07651
2222023.03.23 18:35sell550.101.086060.000000.00000
2232023.03.23 18:35modify550.101.086061.090761.07651
2242023.03.23 18:35modify540.101.091511.090761.07651
2252023.03.23 19:10sell560.101.084470.000000.00000
2262023.03.23 19:10modify560.101.084471.087011.07651
2272023.03.23 19:10modify550.101.086061.087011.07651
2282023.03.23 19:10modify540.101.091511.087011.07651
2292023.03.23 19:15sell570.101.083850.000000.00000
2302023.03.23 19:15modify570.101.083851.086261.07651
2312023.03.23 19:15modify560.101.084471.086261.07651
2322023.03.23 19:15modify550.101.086061.086261.07651
2332023.03.23 19:15modify540.101.091511.086261.07651
2342023.03.24 09:45t/p540.101.076511.086261.07651150.7411373.71
2352023.03.24 09:45t/p550.101.076511.086261.0765196.2411469.95
2362023.03.24 09:45t/p560.101.076511.086261.0765180.3411550.29
2372023.03.24 09:45t/p570.101.076511.086261.0765174.1411624.44
2382023.03.24 10:00buy580.101.072870.000000.00000
2392023.03.24 10:00modify580.101.072871.057871.08787
2402023.03.26 22:16buy590.101.078280.000000.00000
2412023.03.26 22:16modify590.101.078281.073621.08787
2422023.03.26 22:16modify580.101.072871.073621.08787
2432023.03.27 13:20buy600.101.079750.000000.00000
2442023.03.27 13:20modify600.101.079751.077371.08787
2452023.03.27 13:20modify590.101.078281.077371.08787
2462023.03.27 13:20modify580.101.072871.077371.08787
2472023.03.27 22:20buy610.101.080420.000000.00000
2482023.03.27 22:20modify610.101.080421.078121.08787
2492023.03.27 22:20modify600.101.079751.078121.08787
2502023.03.27 22:20modify590.101.078281.078121.08787
2512023.03.27 22:20modify580.101.072871.078121.08787
2522023.03.30 08:50t/p580.101.087871.078121.08787143.5511767.98
2532023.03.30 08:50t/p590.101.087871.078121.0878789.4511857.43
2542023.03.30 08:50t/p600.101.087871.078121.0878775.8211933.25
2552023.03.30 08:50t/p610.101.087871.078121.0878769.1212002.37
2562023.04.10 14:00buy620.101.084070.000000.00000
2572023.04.10 14:00modify620.101.084071.069071.09907
2582023.04.11 05:45buy630.101.089500.000000.00000
2592023.04.11 05:45modify630.101.089501.084821.09907
2602023.04.11 05:45modify620.101.084071.084821.09907
2612023.04.11 08:20buy640.101.091120.000000.00000
2622023.04.11 08:20modify640.101.091121.088571.09907
2632023.04.11 08:20modify630.101.089501.088571.09907
2642023.04.11 08:20modify620.101.084071.088571.09907
2652023.04.11 09:15buy650.101.091650.000000.00000
2662023.04.11 09:15modify650.101.091651.089321.09907
2672023.04.11 09:15modify640.101.091121.089321.09907
2682023.04.11 09:15modify630.101.089501.089321.09907
2692023.04.11 09:15modify620.101.084071.089321.09907
2702023.04.12 14:15t/p620.101.099071.089321.09907147.8512150.22
2712023.04.12 14:15t/p630.101.099071.089321.0990794.6212244.84
2722023.04.12 14:15t/p640.101.099071.089321.0990778.4212323.27
2732023.04.12 14:15t/p650.101.099071.089321.0990773.1212396.39
2742023.04.26 14:00sell660.101.108500.000000.00000
2752023.04.26 14:00modify660.101.108501.123501.09350
2762023.04.26 18:20sell670.101.103230.000000.00000
2772023.04.26 18:20modify670.101.103231.107751.09350
2782023.04.26 18:20modify660.101.108501.107751.09350
2792023.04.27 13:10sell680.101.101480.000000.00000
2802023.04.27 13:10modify680.101.101481.104001.09350
2812023.04.27 13:10modify670.101.103231.104001.09350
2822023.04.27 13:10modify660.101.108501.104001.09350
2832023.04.27 13:15sell690.101.100740.000000.00000
2842023.04.27 13:15modify690.101.100741.103251.09350
2852023.04.27 13:15modify680.101.101481.103251.09350
2862023.04.27 13:15modify670.101.103231.103251.09350
2872023.04.27 13:15modify660.101.108501.103251.09350
2882023.04.27 19:20s/l660.101.103251.103251.0935054.7312451.12
2892023.04.27 19:20s/l670.101.103251.103251.093502.0312453.15
2902023.04.27 19:20s/l680.101.103251.103251.09350-17.7012435.45
2912023.04.27 19:20s/l690.101.103251.103251.09350-25.1012410.35