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=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 profit2371.84Gross profit3377.64Gross loss-1005.80
Profit factor3.36Expected payoff27.58
Absolute drawdown154.03Maximal drawdown308.35 (2.62%)Relative drawdown2.62% (308.35)
Total trades86Short positions (won %)41 (78.05%)Long positions (won %)45 (68.89%)
Profit trades (% of total)63 (73.26%)Loss trades (% of total)23 (26.74%)
Largestprofit trade123.72loss trade-145.38
Averageprofit trade53.61loss trade-43.73
Maximumconsecutive wins (profit in money)9 (509.79)consecutive losses (loss in money)2 (-169.23)
Maximalconsecutive profit (count of wins)509.79 (9)consecutive loss (count of losses)-169.23 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.10 14:00buy10.101.052960.000000.00000
22022.06.10 14:00modify10.101.052961.038961.06496
32022.06.15 15:50s/l10.101.038961.038961.06496-143.239856.77
42022.06.16 19:00sell20.101.057490.000000.00000
52022.06.16 19:00modify20.101.057491.071491.04549
62022.06.17 02:59sell30.101.052680.000000.00000
72022.06.17 02:59modify30.101.052681.056291.04549
82022.06.17 02:59sell40.101.052680.000000.00000
92022.06.17 02:59modify40.101.052681.054491.04549
102022.06.17 02:59modify20.101.057491.054491.04549
112022.06.17 03:00modify30.101.052681.054491.04549
122022.06.17 12:22sell50.101.048950.000000.00000
132022.06.17 12:22modify50.101.048951.052091.04549
142022.06.17 12:22modify40.101.052681.052091.04549
152022.06.17 12:22modify30.101.052681.052091.04549
162022.06.17 12:22modify20.101.057491.052091.04549
172022.06.17 14:50t/p20.101.045491.052091.04549120.749977.52
182022.06.17 14:50t/p30.101.045491.052091.0454971.9010049.42
192022.06.17 14:50t/p40.101.045491.052091.0454971.9010121.32
202022.06.17 14:50t/p50.101.045491.052091.0454934.6010155.92
212022.07.05 16:00buy60.101.025680.000000.00000
222022.07.05 16:00modify60.101.025681.011681.03768
232022.07.08 07:20s/l60.101.011681.011681.03768-145.3810010.54
242022.08.10 14:00sell70.101.032190.000000.00000
252022.08.10 14:00modify70.101.032191.046191.02019
262022.08.12 14:03sell80.101.027140.000000.00000
272022.08.12 14:03modify80.101.027141.030991.02019
282022.08.12 14:03sell90.101.027140.000000.00000
292022.08.12 14:03modify90.101.027141.029191.02019
302022.08.12 14:03modify70.101.032191.029191.02019
312022.08.12 14:06modify80.101.027141.029191.02019
322022.08.15 06:40sell100.101.023740.000000.00000
332022.08.15 06:40modify100.101.023741.026791.02019
342022.08.15 06:40modify90.101.027141.026791.02019
352022.08.15 06:40modify80.101.027141.026791.02019
362022.08.15 06:40modify70.101.032191.026791.02019
372022.08.15 09:15t/p70.101.020191.026791.02019123.7210134.25
382022.08.15 09:15t/p80.101.020191.026791.0201970.2410204.50
392022.08.15 09:15t/p90.101.020191.026791.0201970.2410274.74
402022.08.15 09:15t/p100.101.020191.026791.0201935.5010310.24
412022.08.22 19:00buy110.100.993600.000000.00000
422022.08.22 19:00modify110.100.993600.979601.00560
432022.08.23 13:45buy120.100.998530.000000.00000
442022.08.23 13:45modify120.100.998530.994801.00560
452022.08.23 13:45buy130.100.998530.000000.00000
462022.08.23 13:45modify130.100.998530.996601.00560
472022.08.23 13:45modify110.100.993600.996601.00560
482022.08.23 13:47modify120.100.998530.996601.00560
492022.08.23 14:07buy140.101.002110.000000.00000
502022.08.23 14:07modify140.101.002110.999001.00560
512022.08.23 14:07modify130.100.998530.999001.00560
522022.08.23 14:07modify120.100.998530.999001.00560
532022.08.23 14:07modify110.100.993600.999001.00560
542022.08.23 14:20s/l110.100.999000.999001.0056052.9210363.16
552022.08.23 14:20s/l120.100.999000.999001.005604.7010367.86
562022.08.23 14:20s/l130.100.999000.999001.005604.7010372.56
572022.08.23 14:20s/l140.100.999000.999001.00560-31.1010341.46
582022.09.13 12:00sell150.101.017710.000000.00000
592022.09.13 12:00modify150.101.017711.031711.00571
602022.09.13 12:50t/p150.101.005711.031711.00571120.0010461.46
612022.09.13 17:00buy160.101.000110.000000.00000
622022.09.13 17:00modify160.101.000110.986111.01211
632022.09.20 00:37buy170.101.005020.000000.00000
642022.09.20 00:37modify170.101.005021.001311.01211
652022.09.20 00:37buy180.101.005020.000000.00000
662022.09.20 00:37modify180.101.005021.003111.01211
672022.09.20 00:37modify160.101.000111.003111.01211
682022.09.20 00:40modify170.101.005021.003111.01211
692022.09.20 00:50s/l160.101.003111.003111.0121122.4710483.93
702022.09.20 00:50s/l170.101.003111.003111.01211-19.1010464.83
712022.09.20 00:50s/l180.101.003111.003111.01211-19.1010445.73
722022.10.04 17:00sell190.100.996990.000000.00000
732022.10.04 17:00modify190.100.996991.010990.98499
742022.10.05 09:50sell200.100.992100.000000.00000
752022.10.05 09:50modify200.100.992100.995790.98499
762022.10.05 09:50sell210.100.992100.000000.00000
772022.10.05 09:50modify210.100.992100.993990.98499
782022.10.05 09:50modify190.100.996990.993990.98499
792022.10.05 09:52modify200.100.992100.993990.98499
802022.10.05 13:35sell220.100.988400.000000.00000
812022.10.05 13:35modify220.100.988400.991590.98499
822022.10.05 13:35modify210.100.992100.991590.98499
832022.10.05 13:35modify200.100.992100.991590.98499
842022.10.05 13:35modify190.100.996990.991590.98499
852022.10.05 14:16t/p190.100.984990.991590.98499120.7410566.48
862022.10.05 14:16t/p200.100.984990.991590.9849971.1010637.58
872022.10.05 14:16t/p210.100.984990.991590.9849971.1010708.68
882022.10.05 14:16t/p220.100.984990.991590.9849934.1010742.78
892022.10.17 17:00sell230.100.983910.000000.00000
902022.10.17 17:00modify230.100.983910.997910.97191
912022.10.19 10:20sell240.100.979010.000000.00000
922022.10.19 10:20modify240.100.979010.982710.97191
932022.10.19 10:20sell250.100.979010.000000.00000
942022.10.19 10:20modify250.100.979010.980910.97191
952022.10.19 10:20modify230.100.983910.980910.97191
962022.10.19 10:22modify240.100.979010.980910.97191
972022.10.20 01:20sell260.100.975480.000000.00000
982022.10.20 01:20modify260.100.975480.978510.97191
992022.10.20 01:20modify250.100.979010.978510.97191
1002022.10.20 01:20modify240.100.979010.978510.97191
1012022.10.20 01:20modify230.100.983910.978510.97191
1022022.10.20 04:20s/l230.100.978510.978510.9719157.7210800.49
1032022.10.20 04:20s/l240.100.978510.978510.971917.2310807.72
1042022.10.20 04:20s/l250.100.978510.978510.971917.2310814.95
1052022.10.20 04:20s/l260.100.978510.978510.97191-30.3010784.65
1062022.10.25 15:00sell270.100.995690.000000.00000
1072022.10.25 15:00modify270.100.995691.009690.98369
1082022.10.31 12:50sell280.100.990720.000000.00000
1092022.10.31 12:50modify280.100.990720.994490.98369
1102022.10.31 12:50sell290.100.990720.000000.00000
1112022.10.31 12:50modify290.100.990720.992690.98369
1122022.10.31 12:50modify270.100.995690.992690.98369
1132022.10.31 12:52modify280.100.990720.992690.98369
1142022.10.31 15:50sell300.100.987280.000000.00000
1152022.10.31 15:50modify300.100.987280.990290.98369
1162022.10.31 15:50modify290.100.990720.990290.98369
1172022.10.31 15:50modify280.100.990720.990290.98369
1182022.10.31 15:50modify270.100.995690.990290.98369
1192022.11.01 02:20s/l270.100.990290.990290.9836959.2010843.86
1202022.11.01 02:20s/l280.100.990290.990290.983695.0410848.90
1212022.11.01 02:20s/l290.100.990290.990290.983695.0410853.94
1222022.11.01 02:20s/l300.100.990290.990290.98369-29.3610824.59
1232022.11.03 13:00buy310.100.974370.000000.00000
1242022.11.03 13:00modify310.100.974370.960370.98637
1252022.11.04 05:02buy320.100.979270.000000.00000
1262022.11.04 05:02modify320.100.979270.975570.98637
1272022.11.04 05:02buy330.100.979270.000000.00000
1282022.11.04 05:02modify330.100.979270.977370.98637
1292022.11.04 05:02modify310.100.974370.977370.98637
1302022.11.04 05:05modify320.100.979270.977370.98637
1312022.11.04 06:07s/l310.100.977370.977370.9863728.9210853.51
1322022.11.04 06:07s/l320.100.977370.977370.98637-19.0010834.51
1332022.11.04 06:07s/l330.100.977370.977370.98637-19.0010815.51
1342022.11.10 13:00buy340.100.995180.000000.00000
1352022.11.10 13:00modify340.100.995180.981181.00718
1362022.11.10 13:45t/p340.101.007180.981181.00718120.0010935.51
1372022.11.10 17:00sell350.101.017450.000000.00000
1382022.11.10 17:00modify350.101.017451.031451.00545
1392022.11.11 12:50s/l350.101.031451.031451.00545-139.2610796.25
1402022.11.28 13:00sell360.101.047280.000000.00000
1412022.11.28 13:00modify360.101.047281.061281.03528
1422022.11.28 14:50sell370.101.042190.000000.00000
1432022.11.28 14:50modify370.101.042191.046081.03528
1442022.11.28 14:50sell380.101.042190.000000.00000
1452022.11.28 14:50modify380.101.042191.044281.03528
1462022.11.28 14:50modify360.101.047281.044281.03528
1472022.11.28 14:52modify370.101.042191.044281.03528
1482022.11.28 16:15sell390.101.038740.000000.00000
1492022.11.28 16:15modify390.101.038741.041881.03528
1502022.11.28 16:15modify380.101.042191.041881.03528
1512022.11.28 16:15modify370.101.042191.041881.03528
1522022.11.28 16:15modify360.101.047281.041881.03528
1532022.11.28 19:40t/p360.101.035281.041881.03528120.0010916.25
1542022.11.28 19:40t/p370.101.035281.041881.0352869.1010985.35
1552022.11.28 19:40t/p380.101.035281.041881.0352869.1011054.45
1562022.11.28 19:40t/p390.101.035281.041881.0352834.6011089.05
1572022.12.13 15:00sell400.101.064540.000000.00000
1582022.12.13 15:00modify400.101.064541.078541.05254
1592022.12.15 17:25sell410.101.059670.000000.00000
1602022.12.15 17:25modify410.101.059671.063341.05254
1612022.12.15 17:25sell420.101.059670.000000.00000
1622022.12.15 17:25modify420.101.059671.061541.05254
1632022.12.15 17:25modify400.101.064541.061541.05254
1642022.12.15 17:27modify410.101.059671.061541.05254
1652022.12.15 17:32s/l400.101.061541.061541.0525432.9711122.03
1662022.12.15 17:32s/l410.101.061541.061541.05254-18.7011103.33
1672022.12.15 17:32s/l420.101.061541.061541.05254-18.7011084.63
1682023.01.03 13:00buy430.101.053840.000000.00000
1692023.01.03 13:00modify430.101.053841.039841.06584
1702023.01.04 07:20buy440.101.058900.000000.00000
1712023.01.04 07:20modify440.101.058901.055041.06584
1722023.01.04 07:20buy450.101.058900.000000.00000
1732023.01.04 07:20modify450.101.058901.056841.06584
1742023.01.04 07:20modify430.101.053841.056841.06584
1752023.01.04 07:22modify440.101.058901.056841.06584
1762023.01.04 08:15buy460.101.062260.000000.00000
1772023.01.04 08:15modify460.101.062261.059241.06584
1782023.01.04 08:15modify450.101.058901.059241.06584
1792023.01.04 08:15modify440.101.058901.059241.06584
1802023.01.04 08:15modify430.101.053841.059241.06584
1812023.01.04 15:20s/l430.101.059241.059241.0658452.9211137.55
1822023.01.04 15:20s/l440.101.059241.059241.065843.4011140.95
1832023.01.04 15:20s/l450.101.059241.059241.065843.4011144.35
1842023.01.04 15:20s/l460.101.059241.059241.06584-30.2011114.15
1852023.01.05 17:00buy470.101.052380.000000.00000
1862023.01.05 17:00modify470.101.052381.038381.06438
1872023.01.06 16:32buy480.101.060830.000000.00000
1882023.01.06 16:32modify480.101.060831.057781.06438
1892023.01.06 16:32modify470.101.052381.057781.06438
1902023.01.06 19:10t/p470.101.064381.057781.06438118.9211233.08
1912023.01.06 19:10t/p480.101.064381.057781.0643835.5011268.58
1922023.02.01 17:00sell490.101.091640.000000.00000
1932023.02.01 17:00modify490.101.091641.105641.07964
1942023.02.03 14:52sell500.101.086670.000000.00000
1952023.02.03 14:52modify500.101.086671.090441.07964
1962023.02.03 14:52sell510.101.086670.000000.00000
1972023.02.03 14:52modify510.101.086671.088641.07964
1982023.02.03 14:52modify490.101.091641.088641.07964
1992023.02.03 14:55modify500.101.086671.088641.07964
2002023.02.03 16:45sell520.101.083110.000000.00000
2012023.02.03 16:45modify520.101.083111.086241.07964
2022023.02.03 16:45modify510.101.086671.086241.07964
2032023.02.03 16:45modify500.101.086671.086241.07964
2042023.02.03 16:45modify490.101.091641.086241.07964
2052023.02.03 20:50t/p490.101.079641.086241.07964122.9711391.55
2062023.02.03 20:50t/p500.101.079641.086241.0796470.3011461.85
2072023.02.03 20:50t/p510.101.079641.086241.0796470.3011532.15
2082023.02.03 20:50t/p520.101.079641.086241.0796434.7011566.85
2092023.02.24 17:00buy530.101.054650.000000.00000
2102023.02.24 17:00modify530.101.054651.040651.06665
2112023.02.27 14:50buy540.101.059680.000000.00000
2122023.02.27 14:50modify540.101.059681.055851.06665
2132023.02.27 14:50buy550.101.059680.000000.00000
2142023.02.27 14:50modify550.101.059681.057651.06665
2152023.02.27 14:50modify530.101.054651.057651.06665
2162023.02.27 14:52modify540.101.059681.057651.06665
2172023.02.28 14:27buy560.101.063140.000000.00000
2182023.02.28 14:27modify560.101.063141.060051.06665
2192023.02.28 14:27modify550.101.059681.060051.06665
2202023.02.28 14:27modify540.101.059681.060051.06665
2212023.02.28 14:27modify530.101.054651.060051.06665
2222023.02.28 16:50s/l530.101.060051.060051.0666551.8511618.70
2232023.02.28 16:50s/l540.101.060051.060051.066652.6211621.32
2242023.02.28 16:50s/l550.101.060051.060051.066652.6211623.95
2252023.02.28 16:50s/l560.101.060051.060051.06665-30.9011593.05
2262023.03.15 15:00buy570.101.055050.000000.00000
2272023.03.15 15:00modify570.101.055051.041051.06705
2282023.03.16 00:50buy580.101.060120.000000.00000
2292023.03.16 00:50modify580.101.060121.056251.06705
2302023.03.16 00:50buy590.101.060120.000000.00000
2312023.03.16 00:50modify590.101.060121.058051.06705
2322023.03.16 00:50modify570.101.055051.058051.06705
2332023.03.16 00:52modify580.101.060121.058051.06705
2342023.03.16 08:02buy600.101.063670.000000.00000
2352023.03.16 08:02modify600.101.063671.060451.06705
2362023.03.16 08:02modify590.101.060121.060451.06705
2372023.03.16 08:02modify580.101.060121.060451.06705
2382023.03.16 08:02modify570.101.055051.060451.06705
2392023.03.16 09:37s/l570.101.060451.060451.0670550.7711643.82
2402023.03.16 09:37s/l580.101.060451.060451.067053.3011647.12
2412023.03.16 09:37s/l590.101.060451.060451.067053.3011650.42
2422023.03.16 09:37s/l600.101.060451.060451.06705-32.2011618.22
2432023.03.21 14:00sell610.101.077680.000000.00000
2442023.03.21 14:00modify610.101.077681.091681.06568
2452023.03.23 06:10s/l610.101.091681.091681.06568-137.0311481.19
2462023.03.24 12:00buy620.101.074100.000000.00000
2472023.03.24 12:00modify620.101.074101.060101.08610
2482023.03.27 13:15buy630.101.079080.000000.00000
2492023.03.27 13:15modify630.101.079081.075301.08610
2502023.03.27 13:15buy640.101.079080.000000.00000
2512023.03.27 13:15modify640.101.079081.077101.08610
2522023.03.27 13:15modify620.101.074101.077101.08610
2532023.03.27 13:17modify630.101.079081.077101.08610
2542023.03.28 07:10buy650.101.082570.000000.00000
2552023.03.28 07:10modify650.101.082571.079501.08610
2562023.03.28 07:10modify640.101.079081.079501.08610
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