Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2022.06.01 00:00 - 2023.05.31 23:00 (2022.06.01 - 2023.06.01)
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=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=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test7259Ticks modelled157348Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2025.19Gross profit2479.17Gross loss-453.98
Profit factor5.46Expected payoff50.63
Absolute drawdown109.24Maximal drawdown254.80 (2.20%)Relative drawdown2.28% (253.83)
Total trades40Short positions (won %)29 (65.52%)Long positions (won %)11 (81.82%)
Profit trades (% of total)28 (70.00%)Loss trades (% of total)12 (30.00%)
Largestprofit trade153.72loss trade-51.08
Averageprofit trade88.54loss trade-37.83
Maximumconsecutive wins (profit in money)11 (950.22)consecutive losses (loss in money)3 (-107.40)
Maximalconsecutive profit (count of wins)950.22 (11)consecutive loss (count of losses)-107.40 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.10 14:00buy10.101.052960.000000.00000
22022.06.10 14:00modify10.101.052961.047961.06796
32022.06.13 01:15s/l10.101.047961.047961.06796-51.089948.92
42022.07.19 10:00sell20.101.024140.000000.00000
52022.07.19 10:00modify20.101.024141.029141.00914
62022.07.20 17:40sell30.101.016590.000000.00000
72022.07.20 17:40modify30.101.016591.021141.00914
82022.07.20 17:40sell40.101.016590.000000.00000
92022.07.20 17:40modify40.101.016591.019641.00914
102022.07.20 17:40modify20.101.024141.019641.00914
112022.07.20 17:42modify30.101.016591.019641.00914
122022.07.21 00:50s/l20.101.019641.019641.0091447.979996.90
132022.07.21 00:50s/l30.101.019641.019641.00914-28.279968.63
142022.07.21 00:50s/l40.101.019641.019641.00914-28.279940.36
152022.08.10 14:00sell50.101.032190.000000.00000
162022.08.10 14:00modify50.101.032191.037191.01719
172022.08.12 14:59sell60.101.024470.000000.00000
182022.08.12 14:59modify60.101.024471.029191.01719
192022.08.12 14:59sell70.101.024470.000000.00000
202022.08.12 14:59modify70.101.024471.027691.01719
212022.08.12 14:59modify50.101.032191.027691.01719
222022.08.12 15:00modify60.101.024471.027691.01719
232022.08.15 07:20sell80.101.022990.000000.00000
242022.08.15 07:20modify80.101.022991.026191.01719
252022.08.15 07:20modify70.101.024471.026191.01719
262022.08.15 07:20modify60.101.024471.026191.01719
272022.08.15 07:20modify50.101.032191.026191.01719
282022.08.15 17:20t/p50.101.017191.026191.01719153.7210094.07
292022.08.15 17:20t/p60.101.017191.026191.0171973.5410167.62
302022.08.15 17:20t/p70.101.017191.026191.0171973.5410241.16
312022.08.15 17:20t/p80.101.017191.026191.0171958.0010299.16
322022.08.22 19:00buy90.100.993600.000000.00000
332022.08.22 19:00modify90.100.993600.988601.00860
342022.08.25 06:20buy100.101.002700.000000.00000
352022.08.25 06:20modify100.101.002700.999601.00860
362022.08.25 06:20modify90.100.993600.999601.00860
372022.08.25 07:46s/l90.100.999600.999601.0086054.6210353.78
382022.08.25 07:46s/l100.100.999600.999601.00860-31.0010322.78
392022.10.04 20:00sell110.100.999010.000000.00000
402022.10.04 20:00modify110.100.999011.004010.98401
412022.10.05 11:40sell120.100.991440.000000.00000
422022.10.05 11:40modify120.100.991440.996010.98401
432022.10.05 11:40sell130.100.991440.000000.00000
442022.10.05 11:40modify130.100.991440.994510.98401
452022.10.05 11:40modify110.100.999010.994510.98401
462022.10.05 11:42modify120.100.991440.994510.98401
472022.10.05 11:50sell140.100.989950.000000.00000
482022.10.05 11:50modify140.100.989950.993010.98401
492022.10.05 11:50modify130.100.991440.993010.98401
502022.10.05 11:50modify120.100.991440.993010.98401
512022.10.05 11:50modify110.100.999010.993010.98401
522022.10.05 14:16t/p110.100.984010.993010.98401150.7410473.52
532022.10.05 14:16t/p120.100.984010.993010.9840174.3010547.82
542022.10.05 14:16t/p130.100.984010.993010.9840174.3010622.12
552022.10.05 14:16t/p140.100.984010.993010.9840159.4010681.52
562022.10.17 17:00sell150.100.983910.000000.00000
572022.10.17 17:00modify150.100.983910.988910.96891
582022.10.19 17:12sell160.100.976280.000000.00000
592022.10.19 17:12modify160.100.976280.980910.96891
602022.10.19 17:12sell170.100.976280.000000.00000
612022.10.19 17:12modify170.100.976280.979410.96891
622022.10.19 17:12modify150.100.983910.979410.96891
632022.10.19 17:15modify160.100.976280.979410.96891
642022.10.20 06:20s/l150.100.979410.979410.9689148.7210730.24
652022.10.20 06:20s/l160.100.979410.979410.96891-29.0710701.17
662022.10.20 06:20s/l170.100.979410.979410.96891-29.0710672.10
672022.10.25 15:00sell180.100.995690.000000.00000
682022.10.25 15:00modify180.100.995691.000690.98069
692022.10.26 07:40s/l180.101.000691.000690.98069-49.2610622.84
702022.11.03 13:00buy190.100.974370.000000.00000
712022.11.03 13:00modify190.100.974370.969370.98937
722022.11.04 14:10t/p190.100.989370.969370.98937148.9210771.77
732022.11.10 13:00buy200.100.995180.000000.00000
742022.11.10 13:00modify200.100.995180.990181.01018
752022.11.10 13:45t/p200.101.010180.990181.01018150.0010921.77
762022.11.11 10:00sell210.101.026920.000000.00000
772022.11.11 10:00modify210.101.026921.031921.01192
782022.11.11 13:15s/l210.101.031921.031921.01192-50.0010871.77
792022.11.15 10:00sell220.101.040150.000000.00000
802022.11.15 10:00modify220.101.040151.045151.02515
812022.11.15 13:40s/l220.101.045151.045151.02515-50.0010821.77
822022.11.28 13:00sell230.101.047280.000000.00000
832022.11.28 13:00modify230.101.047281.052281.03228
842022.11.28 16:00sell240.101.039770.000000.00000
852022.11.28 16:00modify240.101.039771.044281.03228
862022.11.28 16:00sell250.101.039770.000000.00000
872022.11.28 16:00modify250.101.039771.042781.03228
882022.11.28 16:00modify230.101.047281.042781.03228
892022.11.28 16:02modify240.101.039771.042781.03228
902022.11.28 16:25sell260.101.038120.000000.00000
912022.11.28 16:25modify260.101.038121.041281.03228
922022.11.28 16:25modify250.101.039771.041281.03228
932022.11.28 16:25modify240.101.039771.041281.03228
942022.11.28 16:25modify230.101.047281.041281.03228
952022.11.29 20:20t/p230.101.032281.041281.03228150.7410972.51
962022.11.29 20:20t/p240.101.032281.041281.0322875.6411048.15
972022.11.29 20:20t/p250.101.032281.041281.0322875.6411123.80
982022.11.29 20:20t/p260.101.032281.041281.0322859.1411182.94
992022.12.13 15:00sell270.101.064540.000000.00000
1002022.12.13 15:00modify270.101.064541.069541.04954
1012022.12.14 20:20s/l270.101.069541.069541.04954-49.2611133.68
1022023.01.05 17:00buy280.101.052380.000000.00000
1032023.01.05 17:00modify280.101.052381.047381.06738
1042023.01.06 15:50buy290.101.061530.000000.00000
1052023.01.06 15:50modify290.101.061531.058381.06738
1062023.01.06 15:50modify280.101.052381.058381.06738
1072023.01.09 02:45t/p280.101.067381.058381.06738147.8511281.53
1082023.01.09 02:45t/p290.101.067381.058381.0673857.4211338.96
1092023.02.02 02:00sell300.101.101290.000000.00000
1102023.02.02 02:00modify300.101.101291.106291.08629
1112023.02.02 14:40sell310.101.093650.000000.00000
1122023.02.02 14:40modify310.101.093651.098291.08629
1132023.02.02 14:40sell320.101.093650.000000.00000
1142023.02.02 14:40modify320.101.093651.096791.08629
1152023.02.02 14:40modify300.101.101291.096791.08629
1162023.02.02 14:42modify310.101.093651.096791.08629
1172023.02.02 14:45sell330.101.092280.000000.00000
1182023.02.02 14:45modify330.101.092281.095291.08629
1192023.02.02 14:45modify320.101.093651.095291.08629
1202023.02.02 14:45modify310.101.093651.095291.08629
1212023.02.02 14:45modify300.101.101291.095291.08629
1222023.02.03 13:50t/p300.101.086291.095291.08629150.7411489.70
1232023.02.03 13:50t/p310.101.086291.095291.0862974.3411564.04
1242023.02.03 13:50t/p320.101.086291.095291.0862974.3411638.39
1252023.02.03 13:50t/p330.101.086291.095291.0862960.6411699.03
1262023.03.24 11:00buy340.101.073070.000000.00000
1272023.03.24 11:00modify340.101.073071.068071.08807
1282023.03.27 23:10buy350.101.080570.000000.00000
1292023.03.27 23:10modify350.101.080571.076071.08807
1302023.03.27 23:10buy360.101.080570.000000.00000
1312023.03.27 23:10modify360.101.080571.077571.08807
1322023.03.27 23:10modify340.101.073071.077571.08807
1332023.03.27 23:12modify350.101.080571.077571.08807
1342023.03.28 00:50buy370.101.082080.000000.00000
1352023.03.28 00:50modify370.101.082081.079071.08807
1362023.03.28 00:50modify360.101.080571.079071.08807
1372023.03.28 00:50modify350.101.080571.079071.08807
1382023.03.28 00:50modify340.101.073071.079071.08807
1392023.03.30 10:50t/p340.101.088071.079071.08807143.5511842.58
1402023.03.30 10:50t/p350.101.088071.079071.0880769.6211912.20
1412023.03.30 10:50t/p360.101.088071.079071.0880769.6211981.82
1422023.03.30 10:50t/p370.101.088071.079071.0880755.6012037.42
1432023.03.30 15:00sell380.101.091250.000000.00000
1442023.03.30 15:00modify380.101.091251.096251.07625
1452023.03.31 20:32sell390.101.083740.000000.00000
1462023.03.31 20:32modify390.101.083741.088251.07625
1472023.03.31 20:32sell400.101.083740.000000.00000
1482023.03.31 20:32modify400.101.083741.086751.07625
1492023.03.31 20:32modify380.101.091251.086751.07625
1502023.03.31 20:35modify390.101.083741.086751.07625
1512023.04.03 10:15s/l380.101.086751.086751.0762546.4912083.90
1522023.04.03 10:15s/l390.101.086751.086751.07625-29.3612054.55
1532023.04.03 10:15s/l400.101.086751.086751.07625-29.3612025.19