Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01)
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=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=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 test7256Ticks modelled157122Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2505.37Gross profit3011.91Gross loss-506.54
Profit factor5.95Expected payoff43.95
Absolute drawdown49.60Maximal drawdown253.83 (2.24%)Relative drawdown2.24% (253.83)
Total trades57Short positions (won %)36 (75.00%)Long positions (won %)21 (80.95%)
Profit trades (% of total)44 (77.19%)Loss trades (% of total)13 (22.81%)
Largestprofit trade143.72loss trade-138.51
Averageprofit trade68.45loss trade-38.96
Maximumconsecutive wins (profit in money)13 (975.69)consecutive losses (loss in money)2 (-36.40)
Maximalconsecutive profit (count of wins)975.69 (13)consecutive loss (count of losses)-138.51 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.10 14:00sell10.101.032190.000000.00000
22022.08.10 14:00modify10.101.032191.046191.01819
32022.08.12 12:59sell20.101.027050.000000.00000
42022.08.12 12:59modify20.101.027051.031491.01819
52022.08.12 12:59modify10.101.032191.031491.01819
62022.08.15 06:40sell30.101.023740.000000.00000
72022.08.15 06:40modify30.101.023741.027291.01819
82022.08.15 06:40modify20.101.027051.027291.01819
92022.08.15 06:40modify10.101.032191.027291.01819
102022.08.15 07:20sell40.101.022990.000000.00000
112022.08.15 07:20modify40.101.022991.025891.01819
122022.08.15 07:20modify30.101.023741.025891.01819
132022.08.15 07:20modify20.101.027051.025891.01819
142022.08.15 07:20modify10.101.032191.025891.01819
152022.08.15 16:15t/p10.101.018191.025891.01819143.7210143.72
162022.08.15 16:15t/p20.101.018191.025891.0181989.3410233.06
172022.08.15 16:15t/p30.101.018191.025891.0181955.5010288.56
182022.08.15 16:15t/p40.101.018191.025891.0181948.0010336.56
192022.08.22 19:00buy50.100.993600.000000.00000
202022.08.22 19:00modify50.100.993600.979601.00760
212022.08.23 13:45buy60.100.998530.000000.00000
222022.08.23 13:45modify60.100.998530.994301.00760
232022.08.23 13:45modify50.100.993600.994301.00760
242022.08.23 14:07buy70.101.002110.000000.00000
252022.08.23 14:07modify70.101.002110.998501.00760
262022.08.23 14:07modify60.100.998530.998501.00760
272022.08.23 14:07modify50.100.993600.998501.00760
282022.08.23 14:20s/l50.100.998500.998501.0076047.9210384.48
292022.08.23 14:20s/l60.100.998500.998501.00760-0.3010384.18
302022.08.23 14:20s/l70.100.998500.998501.00760-36.1010348.08
312022.10.04 20:00sell80.100.999010.000000.00000
322022.10.04 20:00modify80.100.999011.013010.98501
332022.10.05 07:59sell90.100.994050.000000.00000
342022.10.05 07:59modify90.100.994050.998310.98501
352022.10.05 07:59modify80.100.999010.998310.98501
362022.10.05 11:59sell100.100.990510.000000.00000
372022.10.05 11:59modify100.100.990510.994110.98501
382022.10.05 11:59modify90.100.994050.994110.98501
392022.10.05 11:59modify80.100.999010.994110.98501
402022.10.05 12:07sell110.100.989840.000000.00000
412022.10.05 12:07modify110.100.989840.992710.98501
422022.10.05 12:07modify100.100.990510.992710.98501
432022.10.05 12:07modify90.100.994050.992710.98501
442022.10.05 12:07modify80.100.999010.992710.98501
452022.10.05 14:16t/p80.100.985010.992710.98501140.7410488.83
462022.10.05 14:16t/p90.100.985010.992710.9850190.4010579.23
472022.10.05 14:16t/p100.100.985010.992710.9850155.0010634.23
482022.10.05 14:16t/p110.100.985010.992710.9850148.3010682.53
492022.10.17 17:00sell120.100.983910.000000.00000
502022.10.17 17:00modify120.100.983910.997910.96991
512022.10.19 10:20sell130.100.979010.000000.00000
522022.10.19 10:20modify130.100.979010.983210.96991
532022.10.19 10:20modify120.100.983910.983210.96991
542022.10.20 01:20sell140.100.975480.000000.00000
552022.10.20 01:20modify140.100.975480.979010.96991
562022.10.20 01:20modify130.100.979010.979010.96991
572022.10.20 01:20modify120.100.983910.979010.96991
582022.10.20 05:20s/l120.100.979010.979010.9699152.7210735.24
592022.10.20 05:20s/l130.100.979010.979010.969912.2310737.47
602022.10.20 05:20s/l140.100.979010.979010.96991-35.3010702.17
612022.10.25 15:00sell150.100.995690.000000.00000
622022.10.25 15:00modify150.100.995691.009690.98169
632022.10.31 12:50sell160.100.990720.000000.00000
642022.10.31 12:50modify160.100.990720.994990.98169
652022.10.31 12:50modify150.100.995690.994990.98169
662022.10.31 15:50sell170.100.987280.000000.00000
672022.10.31 15:50modify170.100.987280.990790.98169
682022.10.31 15:50modify160.100.990720.990790.98169
692022.10.31 15:50modify150.100.995690.990790.98169
702022.11.01 02:45s/l150.100.990790.990790.9816954.2010756.38
712022.11.01 02:45s/l160.100.990790.990790.981690.0410756.42
722022.11.01 02:45s/l170.100.990790.990790.98169-34.3610722.06
732022.11.03 13:00buy180.100.974370.000000.00000
742022.11.03 13:00modify180.100.974370.960370.98837
752022.11.04 05:02buy190.100.979270.000000.00000
762022.11.04 05:02modify190.100.979270.975070.98837
772022.11.04 05:02modify180.100.974370.975070.98837
782022.11.04 14:10t/p180.100.988370.975070.98837138.9210860.99
792022.11.04 14:10t/p190.100.988370.975070.9883791.0010951.99
802022.11.10 13:00buy200.100.995180.000000.00000
812022.11.10 13:00modify200.100.995180.981181.00918
822022.11.10 13:45t/p200.101.009180.981181.00918140.0011091.99
832022.11.11 10:00sell210.101.026920.000000.00000
842022.11.11 10:00modify210.101.026921.040921.01292
852022.11.15 07:45s/l210.101.040921.040921.01292-138.5110953.47
862022.11.15 10:00sell220.101.040150.000000.00000
872022.11.15 10:00modify220.101.040151.054151.02615
882022.11.15 17:02sell230.101.035050.000000.00000
892022.11.15 17:02modify230.101.035051.039451.02615
902022.11.15 17:02modify220.101.040151.039451.02615
912022.11.15 18:45sell240.101.030820.000000.00000
922022.11.15 18:45modify240.101.030821.033851.02615
932022.11.15 18:45modify230.101.035051.033851.02615
942022.11.15 18:45modify220.101.040151.033851.02615
952022.11.15 19:20s/l220.101.033851.033851.0261563.0011016.47
962022.11.15 19:20s/l230.101.033851.033851.0261512.0011028.47
972022.11.15 19:20s/l240.101.033851.033851.02615-30.3010998.17
982022.11.28 13:00sell250.101.047280.000000.00000
992022.11.28 13:00modify250.101.047281.061281.03328
1002022.11.28 14:50sell260.101.042190.000000.00000
1012022.11.28 14:50modify260.101.042191.046581.03328
1022022.11.28 14:50modify250.101.047281.046581.03328
1032022.11.28 16:15sell270.101.038740.000000.00000
1042022.11.28 16:15modify270.101.038741.042381.03328
1052022.11.28 16:15modify260.101.042191.042381.03328
1062022.11.28 16:15modify250.101.047281.042381.03328
1072022.11.28 16:20sell280.101.037910.000000.00000
1082022.11.28 16:20modify280.101.037911.040981.03328
1092022.11.28 16:20modify270.101.038741.040981.03328
1102022.11.28 16:20modify260.101.042191.040981.03328
1112022.11.28 16:20modify250.101.047281.040981.03328
1122022.11.29 13:50t/p250.101.033281.040981.03328140.7411138.92
1132022.11.29 13:50t/p260.101.033281.040981.0332889.8411228.76
1142022.11.29 13:50t/p270.101.033281.040981.0332855.3411284.10
1152022.11.29 13:50t/p280.101.033281.040981.0332847.0411331.15
1162022.12.13 15:00sell290.101.064540.000000.00000
1172022.12.13 15:00modify290.101.064541.078541.05054
1182022.12.15 17:50sell300.101.059580.000000.00000
1192022.12.15 17:50modify300.101.059581.063841.05054
1202022.12.15 17:50modify290.101.064541.063841.05054
1212022.12.15 19:50s/l290.101.063841.063841.050549.9711341.12
1222022.12.15 19:50s/l300.101.063841.063841.05054-42.6011298.52
1232023.01.05 17:00buy310.101.052380.000000.00000
1242023.01.05 17:00modify310.101.052381.038381.06638
1252023.01.06 15:50buy320.101.061530.000000.00000
1262023.01.06 15:50modify320.101.061531.058681.06638
1272023.01.06 15:50modify310.101.052381.058681.06638
1282023.01.06 16:32buy330.101.060830.000000.00000
1292023.01.06 16:32modify330.101.060831.057281.06638
1302023.01.06 16:35modify330.101.060831.058681.06638
1312023.01.09 00:02t/p310.101.066381.058681.06638137.8511436.37
1322023.01.09 00:02t/p320.101.066381.058681.0663847.4211483.79
1332023.01.09 00:02t/p330.101.066381.058681.0663854.4211538.22
1342023.02.02 02:00sell340.101.101290.000000.00000
1352023.02.02 02:00modify340.101.101291.115291.08729
1362023.02.02 13:20sell350.101.096270.000000.00000
1372023.02.02 13:20modify350.101.096271.100591.08729
1382023.02.02 13:20modify340.101.101291.100591.08729
1392023.02.02 15:47sell360.101.092600.000000.00000
1402023.02.02 15:47modify360.101.092601.096391.08729
1412023.02.02 15:47modify350.101.096271.096391.08729
1422023.02.02 15:47modify340.101.101291.096391.08729
1432023.02.02 16:40sell370.101.092040.000000.00000
1442023.02.02 16:40modify370.101.092041.094991.08729
1452023.02.02 16:40modify360.101.092601.094991.08729
1462023.02.02 16:40modify350.101.096271.094991.08729
1472023.02.02 16:40modify340.101.101291.094991.08729
1482023.02.03 13:45t/p340.101.087291.094991.08729140.7411678.96
1492023.02.03 13:45t/p350.101.087291.094991.0872990.5411769.50
1502023.02.03 13:45t/p360.101.087291.094991.0872953.8411823.35
1512023.02.03 13:45t/p370.101.087291.094991.0872948.2411871.59
1522023.03.24 11:00buy380.101.073070.000000.00000
1532023.03.24 11:00modify380.101.073071.059071.08707
1542023.03.26 22:30buy390.101.078150.000000.00000
1552023.03.26 22:30modify390.101.078151.073771.08707
1562023.03.26 22:30modify380.101.073071.073771.08707
1572023.03.28 00:40buy400.101.081510.000000.00000
1582023.03.28 00:40modify400.101.081511.077971.08707
1592023.03.28 00:40modify390.101.078151.077971.08707
1602023.03.28 00:40modify380.101.073071.077971.08707
1612023.03.28 01:07buy410.101.082240.000000.00000
1622023.03.28 01:07modify410.101.082241.079371.08707
1632023.03.28 01:07modify400.101.081511.079371.08707
1642023.03.28 01:07modify390.101.078151.079371.08707
1652023.03.28 01:07modify380.101.073071.079371.08707
1662023.03.29 11:37t/p380.101.087071.079371.08707136.7712008.36
1672023.03.29 11:37t/p390.101.087071.079371.0870785.9712094.34
1682023.03.29 11:37t/p400.101.087071.079371.0870754.5212148.86
1692023.03.29 11:37t/p410.101.087071.079371.0870747.2212196.08
1702023.03.30 15:00sell420.101.091250.000000.00000
1712023.03.30 15:00modify420.101.091251.105251.07725
1722023.03.31 15:15sell430.101.086240.000000.00000
1732023.03.31 15:15modify430.101.086241.090551.07725
1742023.03.31 15:15modify420.101.091251.090551.07725
1752023.04.02 23:05sell440.101.082050.000000.00000
1762023.04.02 23:05modify440.101.082051.084951.07725
1772023.04.02 23:05modify430.101.086241.084951.07725
1782023.04.02 23:05modify420.101.091251.084951.07725
1792023.04.03 07:32sell450.101.082680.000000.00000
1802023.04.03 07:32modify450.101.082681.086351.07725
1812023.04.03 07:35modify450.101.082681.084951.07725
1822023.04.03 08:50s/l420.101.084951.084951.0772564.4912260.57
1832023.04.03 08:50s/l430.101.084951.084951.0772513.6412274.21
1842023.04.03 08:50s/l440.101.084951.084951.07725-28.2612245.96
1852023.04.03 08:50s/l450.101.084951.084951.07725-22.7012223.26
1862023.04.10 15:00buy460.101.084120.000000.00000
1872023.04.10 15:00modify460.101.084121.070121.09812
1882023.04.11 03:20buy470.101.089070.000000.00000
1892023.04.11 03:20modify470.101.089071.084821.09812
1902023.04.11 03:20modify460.101.084121.084821.09812
1912023.04.11 10:59buy480.101.092560.000000.00000
1922023.04.11 10:59modify480.101.092561.089021.09812
1932023.04.11 10:59modify470.101.089071.089021.09812
1942023.04.11 10:59modify460.101.084121.089021.09812
1952023.04.12 05:40buy490.101.093360.000000.00000
1962023.04.12 05:40modify490.101.093361.090421.09812
1972023.04.12 05:40modify480.101.092561.090421.09812
1982023.04.12 05:40modify470.101.089071.090421.09812
1992023.04.12 05:40modify460.101.084121.090421.09812
2002023.04.12 12:50t/p460.101.098121.090421.09812137.8512361.11
2012023.04.12 12:50t/p470.101.098121.090421.0981289.4212450.53
2022023.04.12 12:50t/p480.101.098121.090421.0981254.5212505.05
2032023.04.12 12:50t/p490.101.098121.090421.0981247.6012552.65
2042023.04.26 10:00sell500.101.104110.000000.00000
2052023.04.26 10:00modify500.101.104111.118111.09011
2062023.04.27 13:37sell510.101.099200.000000.00000
2072023.04.27 13:37modify510.101.099201.103411.09011
2082023.04.27 13:37modify500.101.104111.103411.09011
2092023.04.27 23:45s/l500.101.103411.103411.090119.2312561.88
2102023.04.27 23:45s/l510.101.103411.103411.09011-42.1012519.78
2112023.06.15 20:00sell520.101.094760.000000.00000
2122023.06.15 20:00modify520.101.094761.108761.08076
2132023.06.20 14:45sell530.101.089700.000000.00000
2142023.06.20 14:45modify530.101.089701.094061.08076
2152023.06.20 14:45modify520.101.094761.094061.08076
2162023.06.21 14:15s/l520.101.094061.094061.080769.9712529.76
2172023.06.21 14:15s/l530.101.094061.094061.08076-42.8612486.90
2182023.06.23 10:00buy540.101.086370.000000.00000
2192023.06.23 10:00modify540.101.086371.072371.10037
2202023.06.26 01:37buy550.101.091270.000000.00000
2212023.06.26 01:37modify550.101.091271.087071.10037
2222023.06.26 01:37modify540.101.086371.087071.10037
2232023.06.27 10:20buy560.101.094860.000000.00000
2242023.06.27 10:20modify560.101.094861.091271.10037
2252023.06.27 10:20modify550.101.091271.091271.10037
2262023.06.27 10:20modify540.101.086371.091271.10037
2272023.06.27 10:50buy570.101.095580.000000.00000
2282023.06.27 10:50modify570.101.095581.092671.10037
2292023.06.27 10:50modify560.101.094861.092671.10037
2302023.06.27 10:50modify550.101.091271.092671.10037
2312023.06.27 10:50modify540.101.086371.092671.10037
2322023.06.28 12:50s/l540.101.092671.092671.1003759.7712546.67
2332023.06.28 12:50s/l550.101.092671.092671.1003711.8512558.52
2342023.06.28 12:50s/l560.101.092671.092671.10037-22.9812535.55
2352023.06.28 12:50s/l570.101.092671.092671.10037-30.1812505.37