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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 profit1860.21Gross profit2705.45Gross loss-845.24
Profit factor3.20Expected payoff34.45
Absolute drawdown152.61Maximal drawdown315.20 (2.82%)Relative drawdown2.82% (315.20)
Total trades54Short positions (won %)22 (72.73%)Long positions (won %)32 (65.62%)
Profit trades (% of total)37 (68.52%)Loss trades (% of total)17 (31.48%)
Largestprofit trade153.72loss trade-74.30
Averageprofit trade73.12loss trade-49.72
Maximumconsecutive wins (profit in money)8 (649.13)consecutive losses (loss in money)3 (-166.48)
Maximalconsecutive profit (count of wins)649.13 (8)consecutive loss (count of losses)-166.48 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 15:00buy10.101.039320.000000.00000
22022.07.01 15:00modify10.101.039321.032321.05432
32022.07.04 09:45buy20.101.045440.000000.00000
42022.07.04 09:45modify20.101.045441.041571.05432
52022.07.04 09:45modify10.101.039321.041571.05432
62022.07.05 07:15s/l10.101.041571.041571.0543220.3510020.35
72022.07.05 07:15s/l20.101.041571.041571.05432-39.789980.57
82022.07.06 11:00buy30.101.019830.000000.00000
92022.07.06 11:00modify30.101.019831.012831.03483
102022.07.08 07:20s/l30.101.012831.012831.03483-74.309906.27
112022.07.26 11:00buy40.101.015440.000000.00000
122022.07.26 11:00modify40.101.015441.008441.03044
132022.07.27 18:50buy50.101.021480.000000.00000
142022.07.27 18:50modify50.101.021481.017691.03044
152022.07.27 18:50modify40.101.015441.017691.03044
162022.07.27 18:57s/l40.101.017691.017691.0304421.429927.69
172022.07.27 18:57s/l50.101.017691.017691.03044-37.909889.79
182022.08.05 13:00buy60.101.016080.000000.00000
192022.08.05 13:00modify60.101.016081.009081.03108
202022.08.08 14:50buy70.101.022220.000000.00000
212022.08.08 14:50modify70.101.022221.018331.03108
222022.08.08 14:50modify60.101.016081.018331.03108
232022.08.10 11:20buy80.101.025320.000000.00000
242022.08.10 11:20modify80.101.025321.022831.03108
252022.08.10 11:20modify70.101.022221.022831.03108
262022.08.10 11:20modify60.101.016081.022831.03108
272022.08.10 12:45t/p60.101.031081.022831.03108146.7710036.57
282022.08.10 12:45t/p70.101.031081.022831.0310886.4510123.02
292022.08.10 12:45t/p80.101.031081.022831.0310857.6010180.62
302022.08.10 13:00sell90.101.032420.000000.00000
312022.08.10 13:00modify90.101.032421.039421.01742
322022.08.12 14:35sell100.101.026310.000000.00000
332022.08.12 14:35modify100.101.026311.030171.01742
342022.08.12 14:35modify90.101.032421.030171.01742
352022.08.15 06:50sell110.101.023220.000000.00000
362022.08.15 06:50modify110.101.023221.025671.01742
372022.08.15 06:50modify100.101.026311.025671.01742
382022.08.15 06:50modify90.101.032421.025671.01742
392022.08.15 08:45sell120.101.021160.000000.00000
402022.08.15 08:45modify120.101.021161.024171.01742
412022.08.15 08:45modify110.101.023221.024171.01742
422022.08.15 08:45modify100.101.026311.024171.01742
432022.08.15 08:45modify90.101.032421.024171.01742
442022.08.15 17:20t/p90.101.017421.024171.01742153.7210334.33
452022.08.15 17:20t/p100.101.017421.024171.0174289.6410423.98
462022.08.15 17:20t/p110.101.017421.024171.0174258.0010481.98
472022.08.15 17:20t/p120.101.017421.024171.0174237.4010519.38
482022.08.18 17:00buy130.101.009300.000000.00000
492022.08.18 17:00modify130.101.009301.002301.02430
502022.08.22 06:46s/l130.101.002301.002301.02430-72.1510447.22
512022.08.22 16:00buy140.100.993750.000000.00000
522022.08.22 16:00modify140.100.993750.986751.00875
532022.08.23 14:17buy150.101.000020.000000.00000
542022.08.23 14:17modify150.101.000020.996001.00875
552022.08.23 14:17modify140.100.993750.996001.00875
562022.08.23 18:50s/l140.100.996000.996001.0087521.4210468.65
572022.08.23 18:50s/l150.100.996000.996001.00875-40.2010428.45
582022.09.01 15:00buy160.100.993500.000000.00000
592022.09.01 15:00modify160.100.993500.986501.00850
602022.09.02 09:33buy170.100.999570.000000.00000
612022.09.02 09:33modify170.100.999570.995751.00850
622022.09.02 09:33modify160.100.993500.995751.00850
632022.09.02 12:55buy180.101.002790.000000.00000
642022.09.02 12:55modify180.101.002791.000251.00850
652022.09.02 12:55modify170.100.999571.000251.00850
662022.09.02 12:55modify160.100.993501.000251.00850
672022.09.02 13:20s/l160.101.000251.000251.0085066.4210494.87
682022.09.02 13:20s/l170.101.000251.000251.008506.8010501.67
692022.09.02 13:20s/l180.101.000251.000251.00850-25.4010476.27
702022.09.23 15:00buy190.100.970760.000000.00000
712022.09.23 15:00modify190.100.970760.963760.98576
722022.09.26 00:40s/l190.100.963760.963760.98576-71.0810405.20
732022.10.04 13:00sell200.100.992420.000000.00000
742022.10.04 13:00modify200.100.992420.999420.97742
752022.10.04 16:37s/l200.100.999420.999420.97742-70.0010335.20
762022.10.04 19:00sell210.100.999770.000000.00000
772022.10.04 19:00modify210.100.999771.006770.98477
782022.10.05 07:50sell220.100.993610.000000.00000
792022.10.05 07:50modify220.100.993610.997520.98477
802022.10.05 07:50modify210.100.999770.997520.98477
812022.10.05 11:59sell230.100.990510.000000.00000
822022.10.05 11:59modify230.100.990510.993020.98477
832022.10.05 11:59modify220.100.993610.993020.98477
842022.10.05 11:59modify210.100.999770.993020.98477
852022.10.05 13:35sell240.100.988400.000000.00000
862022.10.05 13:35modify240.100.988400.991520.98477
872022.10.05 13:35modify230.100.990510.991520.98477
882022.10.05 13:35modify220.100.993610.991520.98477
892022.10.05 13:35modify210.100.999770.991520.98477
902022.10.05 14:16t/p210.100.984770.991520.98477150.7410485.94
912022.10.05 14:16t/p220.100.984770.991520.9847788.4010574.34
922022.10.05 14:16t/p230.100.984770.991520.9847757.4010631.74
932022.10.05 14:16t/p240.100.984770.991520.9847736.3010668.04
942022.10.06 14:00buy250.100.983220.000000.00000
952022.10.06 14:00modify250.100.983220.976220.99822
962022.10.07 12:40s/l250.100.976220.976220.99822-71.0810596.96
972022.10.25 14:00sell260.100.996770.000000.00000
982022.10.25 14:00modify260.100.996771.003770.98177
992022.10.26 08:02s/l260.101.003771.003770.98177-69.2610527.71
1002022.11.03 10:00buy270.100.975620.000000.00000
1012022.11.03 10:00modify270.100.975620.968620.99062
1022022.11.04 13:42buy280.100.987110.000000.00000
1032022.11.04 13:42modify280.100.987110.983870.99062
1042022.11.04 13:42modify270.100.975620.983870.99062
1052022.11.04 14:15t/p270.100.990620.983870.99062148.9210676.63
1062022.11.04 14:15t/p280.100.990620.983870.9906235.1010711.73
1072022.11.10 11:00buy290.100.995800.000000.00000
1082022.11.10 11:00modify290.100.995800.988801.01080
1092022.11.10 13:40buy300.101.005010.000000.00000
1102022.11.10 13:40modify300.101.005011.002551.01080
1112022.11.10 13:40modify290.100.995801.002551.01080
1122022.11.10 13:50t/p290.101.010801.002551.01080150.0010861.73
1132022.11.10 13:50t/p300.101.010801.002551.0108057.9010919.63
1142022.11.15 11:00sell310.101.042780.000000.00000
1152022.11.15 11:00modify310.101.042781.049781.02778
1162022.11.15 15:55sell320.101.036500.000000.00000
1172022.11.15 15:55modify320.101.036501.040531.02778
1182022.11.15 15:55modify310.101.042781.040531.02778
1192022.11.15 18:20sell330.101.031280.000000.00000
1202022.11.15 18:20modify330.101.031281.034531.02778
1212022.11.15 18:20modify320.101.036501.034531.02778
1222022.11.15 18:20modify310.101.042781.034531.02778
1232022.11.15 19:20s/l310.101.034531.034531.0277882.5011002.13
1242022.11.15 19:20s/l320.101.034531.034531.0277819.7011021.83
1252022.11.15 19:20s/l330.101.034531.034531.02778-32.5010989.33
1262022.12.13 14:00sell340.101.064660.000000.00000
1272022.12.13 14:00modify340.101.064661.071661.04966
1282022.12.15 14:20s/l340.101.071661.071661.04966-67.0310922.30
1292023.01.05 15:00buy350.101.054220.000000.00000
1302023.01.05 15:00modify350.101.054221.047221.06922
1312023.01.06 15:20buy360.101.060270.000000.00000
1322023.01.06 15:20modify360.101.060271.056471.06922
1332023.01.06 15:20modify350.101.054221.056471.06922
1342023.01.08 23:10buy370.101.065520.000000.00000
1352023.01.08 23:10modify370.101.065521.062471.06922
1362023.01.08 23:10modify360.101.060271.062471.06922
1372023.01.08 23:10modify350.101.054221.062471.06922
1382023.01.09 07:02t/p350.101.069221.062471.06922147.8511070.15
1392023.01.09 07:02t/p360.101.069221.062471.0692288.4211158.58
1402023.01.09 07:02t/p370.101.069221.062471.0692235.9211194.50
1412023.01.12 14:00sell380.101.082920.000000.00000
1422023.01.12 14:00modify380.101.082921.089921.06792
1432023.01.12 14:59sell390.101.076740.000000.00000
1442023.01.12 14:59modify390.101.076741.080671.06792
1452023.01.12 14:59modify380.101.082921.080671.06792
1462023.01.12 15:50s/l380.101.080671.080671.0679222.5011217.00
1472023.01.12 15:50s/l390.101.080671.080671.06792-39.3011177.70
1482023.02.01 20:00sell400.101.097780.000000.00000
1492023.02.01 20:00modify400.101.097781.104781.08278
1502023.02.02 15:20sell410.101.088510.000000.00000
1512023.02.02 15:20modify410.101.088511.091031.08278
1522023.02.02 15:20modify400.101.097781.091031.08278
1532023.02.02 15:35s/l400.101.091031.091031.0827869.7311247.43
1542023.02.02 15:35s/l410.101.091031.091031.08278-25.2011222.23
1552023.03.07 16:00buy420.101.058830.000000.00000
1562023.03.07 16:00modify420.101.058831.051831.07383
1572023.03.10 14:25buy430.101.064900.000000.00000
1582023.03.10 14:25modify430.101.064901.061081.07383
1592023.03.10 14:25modify420.101.058831.061081.07383
1602023.03.10 15:03buy440.101.067890.000000.00000
1612023.03.10 15:03modify440.101.067891.065581.07383
1622023.03.10 15:03modify430.101.064901.065581.07383
1632023.03.10 15:03modify420.101.058831.065581.07383
1642023.03.10 15:32buy450.101.070170.000000.00000
1652023.03.10 15:32modify450.101.070171.067081.07383
1662023.03.10 15:32modify440.101.067891.067081.07383
1672023.03.10 15:32modify430.101.064901.067081.07383
1682023.03.10 15:32modify420.101.058831.067081.07383
1692023.03.10 16:16s/l420.101.067081.067081.0738377.1211299.35
1702023.03.10 16:16s/l430.101.067081.067081.0738321.8011321.15
1712023.03.10 16:16s/l440.101.067081.067081.07383-8.1011313.05
1722023.03.10 16:16s/l450.101.067081.067081.07383-30.9011282.15
1732023.03.22 19:00sell460.101.088050.000000.00000
1742023.03.22 19:00modify460.101.088051.095051.07305
1752023.03.24 01:37sell470.101.082040.000000.00000
1762023.03.24 01:37modify470.101.082041.085801.07305
1772023.03.24 01:37modify460.101.088051.085801.07305
1782023.03.24 08:35sell480.101.078930.000000.00000
1792023.03.24 08:35modify480.101.078931.081301.07305
1802023.03.24 08:35modify470.101.082041.081301.07305
1812023.03.24 08:35modify460.101.088051.081301.07305
1822023.03.24 08:50sell490.101.076790.000000.00000
1832023.03.24 08:50modify490.101.076791.079801.07305
1842023.03.24 08:50modify480.101.078931.079801.07305
1852023.03.24 08:50modify470.101.082041.079801.07305
1862023.03.24 08:50modify460.101.088051.079801.07305
1872023.03.24 09:50t/p460.101.073051.079801.07305152.9711435.13
1882023.03.24 09:50t/p470.101.073051.079801.0730589.9011525.03
1892023.03.24 09:50t/p480.101.073051.079801.0730558.8011583.83
1902023.03.24 09:50t/p490.101.073051.079801.0730537.4011621.23
1912023.03.24 10:00buy500.101.072870.000000.00000
1922023.03.24 10:00modify500.101.072871.065871.08787
1932023.03.27 13:15buy510.101.079080.000000.00000
1942023.03.27 13:15modify510.101.079081.075121.08787
1952023.03.27 13:15modify500.101.072871.075121.08787
1962023.03.28 00:50buy520.101.082080.000000.00000
1972023.03.28 00:50modify520.101.082081.079621.08787
1982023.03.28 00:50modify510.101.079081.079621.08787
1992023.03.28 00:50modify500.101.072871.079621.08787
2002023.03.28 12:15buy530.101.084400.000000.00000
2012023.03.28 12:15modify530.101.084401.081121.08787
2022023.03.28 12:15modify520.101.082081.081121.08787
2032023.03.28 12:15modify510.101.079081.081121.08787
2042023.03.28 12:15modify500.101.072871.081121.08787
2052023.03.30 08:50t/p500.101.087871.081121.08787143.5511764.77
2062023.03.30 08:50t/p510.101.087871.081121.0878782.5211847.29
2072023.03.30 08:50t/p520.101.087871.081121.0878753.6011900.89
2082023.03.30 08:50t/p530.101.087871.081121.0878730.4011931.29
2092023.04.14 16:00buy540.101.098190.000000.00000
2102023.04.14 16:00modify540.101.098191.091191.11319
2112023.04.17 14:50s/l540.101.091191.091191.11319-71.0811860.21