Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2022.08.01 00:00 - 2023.07.31 23:00 (2022.08.01 - 2023.08.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=18; 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 modelled156975Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2447.60Gross profit3055.95Gross loss-608.35
Profit factor5.02Expected payoff43.71
Absolute drawdown49.60Maximal drawdown273.88 (2.65%)Relative drawdown2.65% (273.88)
Total trades56Short positions (won %)34 (67.65%)Long positions (won %)22 (81.82%)
Profit trades (% of total)41 (73.21%)Loss trades (% of total)15 (26.79%)
Largestprofit trade153.72loss trade-141.08
Averageprofit trade74.54loss trade-40.56
Maximumconsecutive wins (profit in money)13 (1020.87)consecutive losses (loss in money)2 (-45.60)
Maximalconsecutive profit (count of wins)1020.87 (13)consecutive loss (count of losses)-141.08 (1)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.10 14:00sell10.101.032190.000000.00000
22022.08.10 14:00modify10.101.032191.046191.01719
32022.08.12 17:50sell20.101.025990.000000.00000
42022.08.12 17:50modify20.101.025991.031441.01719
52022.08.12 17:50sell30.101.025990.000000.00000
62022.08.12 17:50modify30.101.025991.028441.01719
72022.08.12 17:50modify10.101.032191.028441.01719
82022.08.12 17:52modify20.101.025991.028441.01719
92022.08.15 17:20t/p10.101.017191.028441.01719153.7210153.72
102022.08.15 17:20t/p20.101.017191.028441.0171988.7410242.46
112022.08.15 17:20t/p30.101.017191.028441.0171988.7410331.20
122022.09.23 12:00buy40.100.975410.000000.00000
132022.09.23 12:00modify40.100.975410.961410.99041
142022.09.26 00:45s/l40.100.961410.961410.99041-141.0810190.13
152022.10.04 12:00sell50.100.989020.000000.00000
162022.10.04 12:00modify50.100.989021.003020.97402
172022.10.06 13:45sell60.100.983000.000000.00000
182022.10.06 13:45modify60.100.983000.988270.97402
192022.10.06 13:45sell70.100.983000.000000.00000
202022.10.06 13:45modify70.100.983000.985270.97402
212022.10.06 13:45modify50.100.989020.985270.97402
222022.10.06 13:47modify60.100.983000.985270.97402
232022.10.06 16:32sell80.100.979270.000000.00000
242022.10.06 16:32modify80.100.979270.982270.97402
252022.10.06 16:32modify70.100.983000.982270.97402
262022.10.06 16:32modify60.100.983000.982270.97402
272022.10.06 16:32modify50.100.989020.982270.97402
282022.10.07 12:46t/p50.100.974020.982270.97402153.7210343.84
292022.10.07 12:46t/p60.100.974020.982270.9740290.5410434.39
302022.10.07 12:46t/p70.100.974020.982270.9740290.5410524.93
312022.10.07 12:46t/p80.100.974020.982270.9740253.2410578.17
322022.10.17 17:00sell90.100.983910.000000.00000
332022.10.17 17:00modify90.100.983910.997910.96891
342022.10.19 11:05sell100.100.977880.000000.00000
352022.10.19 11:05modify100.100.977880.983160.96891
362022.10.19 11:05sell110.100.977880.000000.00000
372022.10.19 11:05modify110.100.977880.980160.96891
382022.10.19 11:05modify90.100.983910.980160.96891
392022.10.19 11:07modify100.100.977880.980160.96891
402022.10.19 14:20s/l90.100.980160.980160.9689138.9910617.16
412022.10.19 14:20s/l100.100.980160.980160.96891-22.8010594.36
422022.10.19 14:20s/l110.100.980160.980160.96891-22.8010571.56
432022.10.25 15:00sell120.100.995690.000000.00000
442022.10.25 15:00modify120.100.995691.009690.98069
452022.10.31 13:45sell130.100.989540.000000.00000
462022.10.31 13:45modify130.100.989540.994940.98069
472022.10.31 13:45sell140.100.989540.000000.00000
482022.10.31 13:45modify140.100.989540.991940.98069
492022.10.31 13:45modify120.100.995690.991940.98069
502022.10.31 13:47modify130.100.989540.991940.98069
512022.11.01 05:40s/l120.100.991940.991940.9806942.7010614.26
522022.11.01 05:40s/l130.100.991940.991940.98069-23.2610591.01
532022.11.01 05:40s/l140.100.991940.991940.98069-23.2610567.75
542022.11.03 13:00buy150.100.974370.000000.00000
552022.11.03 13:00modify150.100.974370.960370.98937
562022.11.04 11:32buy160.100.980520.000000.00000
572022.11.04 11:32modify160.100.980520.975120.98937
582022.11.04 11:32buy170.100.980520.000000.00000
592022.11.04 11:32modify170.100.980520.978120.98937
602022.11.04 11:32modify150.100.974370.978120.98937
612022.11.04 11:35modify160.100.980520.978120.98937
622022.11.04 12:20s/l150.100.978120.978120.9893736.4210604.17
632022.11.04 12:20s/l160.100.978120.978120.98937-24.0010580.17
642022.11.04 12:20s/l170.100.978120.978120.98937-24.0010556.17
652022.11.10 13:00buy180.100.995180.000000.00000
662022.11.10 13:00modify180.100.995180.981181.01018
672022.11.10 13:40buy190.101.005010.000000.00000
682022.11.10 13:40modify190.101.005011.001931.01018
692022.11.10 13:40modify180.100.995181.001931.01018
702022.11.10 13:45t/p180.101.010181.001931.01018150.0010706.17
712022.11.10 13:45t/p190.101.010181.001931.0101851.7010757.87
722022.11.11 10:00sell200.101.026920.000000.00000
732022.11.11 10:00modify200.101.026921.040921.01192
742022.11.15 07:45s/l200.101.040921.040921.01192-138.5110619.36
752022.11.15 10:00sell210.101.040150.000000.00000
762022.11.15 10:00modify210.101.040151.054151.02515
772022.11.15 18:15sell220.101.034030.000000.00000
782022.11.15 18:15modify220.101.034031.039401.02515
792022.11.15 18:15sell230.101.034030.000000.00000
802022.11.15 18:15modify230.101.034031.036401.02515
812022.11.15 18:15modify210.101.040151.036401.02515
822022.11.15 18:17modify220.101.034031.036401.02515
832022.11.15 19:12sell240.101.030270.000000.00000
842022.11.15 19:12modify240.101.030271.033401.02515
852022.11.15 19:12modify230.101.034031.033401.02515
862022.11.15 19:12modify220.101.034031.033401.02515
872022.11.15 19:12modify210.101.040151.033401.02515
882022.11.15 19:20s/l210.101.033401.033401.0251567.5010686.86
892022.11.15 19:20s/l220.101.033401.033401.025156.3010693.16
902022.11.15 19:20s/l230.101.033401.033401.025156.3010699.46
912022.11.15 19:20s/l240.101.033401.033401.02515-31.3010668.16
922022.11.28 13:00sell250.101.047280.000000.00000
932022.11.28 13:00modify250.101.047281.061281.03228
942022.11.28 15:25sell260.101.041190.000000.00000
952022.11.28 15:25modify260.101.041191.046531.03228
962022.11.28 15:25sell270.101.041190.000000.00000
972022.11.28 15:25modify270.101.041191.043531.03228
982022.11.28 15:25modify250.101.047281.043531.03228
992022.11.28 15:27modify260.101.041191.043531.03228
1002022.11.28 17:27sell280.101.037420.000000.00000
1012022.11.28 17:27modify280.101.037421.040531.03228
1022022.11.28 17:27modify270.101.041191.040531.03228
1032022.11.28 17:27modify260.101.041191.040531.03228
1042022.11.28 17:27modify250.101.047281.040531.03228
1052022.11.29 20:20t/p250.101.032281.040531.03228150.7410818.90
1062022.11.29 20:20t/p260.101.032281.040531.0322889.8410908.75
1072022.11.29 20:20t/p270.101.032281.040531.0322889.8410998.59
1082022.11.29 20:20t/p280.101.032281.040531.0322852.1411050.73
1092022.12.13 15:00sell290.101.064540.000000.00000
1102022.12.13 15:00modify290.101.064541.078541.04954
1112022.12.16 21:59sell300.101.058390.000000.00000
1122022.12.16 21:59modify300.101.058391.063791.04954
1132022.12.16 21:59sell310.101.058390.000000.00000
1142022.12.16 21:59modify310.101.058391.060791.04954
1152022.12.16 21:59modify290.101.064541.060791.04954
1162022.12.18 22:00modify300.101.058391.060791.04954
1172022.12.19 01:50s/l290.101.060791.060791.0495441.9611092.69
1182022.12.19 01:50s/l300.101.060791.060791.04954-23.2611069.44
1192022.12.19 01:50s/l310.101.060791.060791.04954-23.2611046.18
1202023.01.05 17:00buy320.101.052380.000000.00000
1212023.01.05 17:00modify320.101.052381.038381.06738
1222023.01.06 15:30buy330.101.058440.000000.00000
1232023.01.06 15:30modify330.101.058441.053131.06738
1242023.01.06 15:30buy340.101.058440.000000.00000
1252023.01.06 15:30modify340.101.058441.056131.06738
1262023.01.06 15:30modify320.101.052381.056131.06738
1272023.01.06 15:32modify330.101.058441.056131.06738
1282023.01.06 16:59buy350.101.062150.000000.00000
1292023.01.06 16:59modify350.101.062151.059131.06738
1302023.01.06 16:59modify340.101.058441.059131.06738
1312023.01.06 16:59modify330.101.058441.059131.06738
1322023.01.06 16:59modify320.101.052381.059131.06738
1332023.01.09 02:45t/p320.101.067381.059131.06738147.8511194.03
1342023.01.09 02:45t/p330.101.067381.059131.0673888.3211282.35
1352023.01.09 02:45t/p340.101.067381.059131.0673888.3211370.68
1362023.01.09 02:45t/p350.101.067381.059131.0673851.2211421.90
1372023.02.02 02:00sell360.101.101290.000000.00000
1382023.02.02 02:00modify360.101.101291.115291.08629
1392023.02.02 16:45sell370.101.091470.000000.00000
1402023.02.02 16:45modify370.101.091471.094541.08629
1412023.02.02 16:45modify360.101.101291.094541.08629
1422023.02.03 13:50t/p360.101.086291.094541.08629150.7411572.64
1432023.02.03 13:50t/p370.101.086291.094541.0862952.5411625.19
1442023.03.24 11:00buy380.101.073070.000000.00000
1452023.03.24 11:00modify380.101.073071.059071.08807
1462023.03.27 13:15buy390.101.079080.000000.00000
1472023.03.27 13:15modify390.101.079081.073821.08807
1482023.03.27 13:15buy400.101.079080.000000.00000
1492023.03.27 13:15modify400.101.079081.076821.08807
1502023.03.27 13:15modify380.101.073071.076821.08807
1512023.03.27 13:17modify390.101.079081.076821.08807
1522023.03.28 07:16buy410.101.083120.000000.00000
1532023.03.28 07:16modify410.101.083121.079821.08807
1542023.03.28 07:16modify400.101.079081.079821.08807
1552023.03.28 07:16modify390.101.079081.079821.08807
1562023.03.28 07:16modify380.101.073071.079821.08807
1572023.03.30 10:50t/p380.101.088071.079821.08807143.5511768.73
1582023.03.30 10:50t/p390.101.088071.079821.0880784.5211853.25
1592023.03.30 10:50t/p400.101.088071.079821.0880784.5211937.78
1602023.03.30 10:50t/p410.101.088071.079821.0880745.2011982.97
1612023.03.30 15:00sell420.101.091250.000000.00000
1622023.03.30 15:00modify420.101.091251.105251.07625
1632023.03.31 17:45sell430.101.085180.000000.00000
1642023.03.31 17:45modify430.101.085181.090501.07625
1652023.03.31 17:45sell440.101.085180.000000.00000
1662023.03.31 17:45modify440.101.085181.087501.07625
1672023.03.31 17:45modify420.101.091251.087501.07625
1682023.03.31 17:47modify430.101.085181.087501.07625
1692023.04.02 23:15sell450.101.081460.000000.00000
1702023.04.02 23:15modify450.101.081461.084501.07625
1712023.04.02 23:15modify440.101.085181.084501.07625
1722023.04.02 23:15modify430.101.085181.084501.07625
1732023.04.02 23:15modify420.101.091251.084501.07625
1742023.04.03 08:45s/l420.101.084501.084501.0762568.9912051.96
1752023.04.03 08:45s/l430.101.084501.084501.076257.5412059.50
1762023.04.03 08:45s/l440.101.084501.084501.076257.5412067.05
1772023.04.03 08:45s/l450.101.084501.084501.07625-29.6612037.39
1782023.04.10 15:00buy460.101.084120.000000.00000
1792023.04.10 15:00modify460.101.084121.070121.09912
1802023.04.11 07:15buy470.101.090170.000000.00000
1812023.04.11 07:15modify470.101.090171.084871.09912
1822023.04.11 07:15buy480.101.090170.000000.00000
1832023.04.11 07:15modify480.101.090171.087871.09912
1842023.04.11 07:15modify460.101.084121.087871.09912
1852023.04.11 07:17modify470.101.090171.087871.09912
1862023.04.12 06:07buy490.101.094030.000000.00000
1872023.04.12 06:07modify490.101.094031.090871.09912
1882023.04.12 06:07modify480.101.090171.090871.09912
1892023.04.12 06:07modify470.101.090171.090871.09912
1902023.04.12 06:07modify460.101.084121.090871.09912
1912023.04.12 14:15t/p460.101.099121.090871.09912147.8512185.24
1922023.04.12 14:15t/p470.101.099121.090871.0991288.4212273.66
1932023.04.12 14:15t/p480.101.099121.090871.0991288.4212362.09
1942023.04.12 14:15t/p490.101.099121.090871.0991250.9012412.99
1952023.04.26 10:00sell500.101.104110.000000.00000
1962023.04.26 10:00modify500.101.104111.118111.08911
1972023.04.28 08:20sell510.101.097880.000000.00000
1982023.04.28 08:20modify510.101.097881.103361.08911
1992023.04.28 08:20sell520.101.097880.000000.00000
2002023.04.28 08:20modify520.101.097881.100361.08911
2012023.04.28 08:20modify500.101.104111.100361.08911
2022023.04.28 08:22modify510.101.097881.100361.08911
2032023.04.28 13:15s/l500.101.100361.100361.0891140.4712453.46
2042023.04.28 13:15s/l510.101.100361.100361.08911-24.8012428.66
2052023.04.28 13:15s/l520.101.100361.100361.08911-24.8012403.86
2062023.06.23 10:00buy530.101.086370.000000.00000
2072023.06.23 10:00modify530.101.086371.072371.10137
2082023.06.27 02:40buy540.101.092460.000000.00000
2092023.06.27 02:40modify540.101.092461.087121.10137
2102023.06.27 02:40buy550.101.092460.000000.00000
2112023.06.27 02:40modify550.101.092461.090121.10137
2122023.06.27 02:40modify530.101.086371.090121.10137
2132023.06.27 02:42modify540.101.092461.090121.10137
2142023.06.27 12:20buy560.101.096170.000000.00000
2152023.06.27 12:20modify560.101.096171.093121.10137
2162023.06.27 12:20modify550.101.092461.093121.10137
2172023.06.27 12:20modify540.101.092461.093121.10137
2182023.06.27 12:20modify530.101.086371.093121.10137
2192023.06.28 12:20s/l530.101.093121.093121.1013764.2712468.13
2202023.06.28 12:20s/l540.101.093121.093121.101375.5212473.66
2212023.06.28 12:20s/l550.101.093121.093121.101375.5212479.18
2222023.06.28 12:20s/l560.101.093121.093121.10137-31.5812447.60