Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:00 (2022.09.01 - 2023.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=4; 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 modelled156866Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2422.75Gross profit3399.96Gross loss-977.22
Profit factor3.48Expected payoff31.46
Absolute drawdown296.67Maximal drawdown415.97 (4.11%)Relative drawdown4.11% (415.97)
Total trades77Short positions (won %)45 (53.33%)Long positions (won %)32 (81.25%)
Profit trades (% of total)50 (64.94%)Loss trades (% of total)27 (35.06%)
Largestprofit trade140.74loss trade-80.00
Averageprofit trade68.00loss trade-36.19
Maximumconsecutive wins (profit in money)9 (708.48)consecutive losses (loss in money)4 (-138.56)
Maximalconsecutive profit (count of wins)708.48 (9)consecutive loss (count of losses)-138.56 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.01 01:00buy10.101.002630.000000.00000
22022.09.01 01:00modify10.101.002630.994631.01663
32022.09.01 14:20s/l10.100.994630.994631.01663-80.009920.00
42022.09.06 01:00sell20.100.996820.000000.00000
52022.09.06 01:00modify20.100.996821.004820.98282
62022.09.06 11:50sell30.100.991770.000000.00000
72022.09.06 11:50modify30.100.991770.996120.98282
82022.09.06 11:50modify20.100.996820.996120.98282
92022.09.06 13:45sell40.100.989030.000000.00000
102022.09.06 13:45modify40.100.989030.991920.98282
112022.09.06 13:45sell50.100.989030.000000.00000
122022.09.06 13:45modify50.100.989030.991920.98282
132022.09.06 13:45modify30.100.991770.991920.98282
142022.09.06 13:45modify20.100.996820.991920.98282
152022.09.06 15:15s/l20.100.991920.991920.9828249.009969.00
162022.09.06 15:15s/l30.100.991920.991920.98282-1.509967.50
172022.09.06 15:15s/l40.100.991920.991920.98282-28.909938.60
182022.09.06 15:15s/l50.100.991920.991920.98282-28.909909.70
192022.09.09 01:00sell60.101.004390.000000.00000
202022.09.09 01:00modify60.101.004391.012390.99039
212022.09.12 06:45s/l60.101.012391.012390.99039-79.269830.44
222022.09.22 01:00buy70.100.981830.000000.00000
232022.09.22 01:00modify70.100.981830.973830.99583
242022.09.22 10:15buy80.100.986930.000000.00000
252022.09.22 10:15modify80.100.986930.982530.99583
262022.09.22 10:15modify70.100.981830.982530.99583
272022.09.22 14:50s/l70.100.982530.982530.995837.009837.44
282022.09.22 14:50s/l80.100.982530.982530.99583-44.009793.44
292022.09.26 01:00buy90.100.957240.000000.00000
302022.09.26 01:00modify90.100.957240.949240.97124
312022.09.26 03:27buy100.100.965000.000000.00000
322022.09.26 03:27modify100.100.965000.962140.97124
332022.09.26 03:27buy110.100.965000.000000.00000
342022.09.26 03:27modify110.100.965000.962140.97124
352022.09.26 03:27modify90.100.957240.962140.97124
362022.09.26 05:20s/l90.100.962140.962140.9712449.009842.44
372022.09.26 05:20s/l100.100.962140.962140.97124-28.609813.84
382022.09.26 05:20s/l110.100.962140.962140.97124-28.609785.24
392022.09.27 01:00sell120.100.963420.000000.00000
402022.09.27 01:00modify120.100.963420.971420.94942
412022.09.27 16:40sell130.100.958420.000000.00000
422022.09.27 16:40modify130.100.958420.962720.94942
432022.09.27 16:40modify120.100.963420.962720.94942
442022.09.28 01:32sell140.100.955610.000000.00000
452022.09.28 01:32modify140.100.955610.958520.94942
462022.09.28 01:32sell150.100.955610.000000.00000
472022.09.28 01:32modify150.100.955610.958520.94942
482022.09.28 01:32modify130.100.958420.958520.94942
492022.09.28 01:32modify120.100.963420.958520.94942
502022.09.28 07:50s/l120.100.958520.958520.9494249.749834.99
512022.09.28 07:50s/l130.100.958520.958520.94942-0.269834.73
522022.09.28 07:50s/l140.100.958520.958520.94942-29.109805.63
532022.09.28 07:50s/l150.100.958520.958520.94942-29.109776.53
542022.09.29 00:00buy160.100.970850.000000.00000
552022.09.29 00:00modify160.100.970850.962850.98485
562022.09.29 14:25buy170.100.975910.000000.00000
572022.09.29 14:25modify170.100.975910.971550.98485
582022.09.29 14:25modify160.100.970850.971550.98485
592022.09.29 15:45buy180.100.978690.000000.00000
602022.09.29 15:45modify180.100.978690.975750.98485
612022.09.29 15:45buy190.100.978690.000000.00000
622022.09.29 15:45modify190.100.978690.975750.98485
632022.09.29 15:45modify170.100.975910.975750.98485
642022.09.29 15:45modify160.100.970850.975750.98485
652022.09.30 08:20t/p160.100.984850.975750.98485138.929915.45
662022.09.30 08:20t/p170.100.984850.975750.9848588.3210003.78
672022.09.30 08:20t/p180.100.984850.975750.9848560.5210064.30
682022.09.30 08:20t/p190.100.984850.975750.9848560.5210124.83
692022.10.03 02:00sell200.100.982540.000000.00000
702022.10.03 02:00modify200.100.982540.990540.96854
712022.10.03 09:40sell210.100.977560.000000.00000
722022.10.03 09:40modify210.100.977560.981840.96854
732022.10.03 09:40modify200.100.982540.981840.96854
742022.10.03 14:20s/l200.100.981840.981840.968547.0010131.83
752022.10.03 14:20s/l210.100.981840.981840.96854-42.8010089.03
762022.10.06 00:00sell220.100.991150.000000.00000
772022.10.06 00:00modify220.100.991150.999150.97715
782022.10.06 12:15sell230.100.986050.000000.00000
792022.10.06 12:15modify230.100.986050.990450.97715
802022.10.06 12:15modify220.100.991150.990450.97715
812022.10.06 13:25sell240.100.983390.000000.00000
822022.10.06 13:25modify240.100.983390.986250.97715
832022.10.06 13:25sell250.100.983390.000000.00000
842022.10.06 13:25modify250.100.983390.986250.97715
852022.10.06 13:25modify230.100.986050.986250.97715
862022.10.06 13:25modify220.100.991150.986250.97715
872022.10.07 06:32t/p220.100.977150.986250.97715140.7410229.77
882022.10.07 06:32t/p230.100.977150.986250.9771589.7410319.51
892022.10.07 06:32t/p240.100.977150.986250.9771563.1410382.66
902022.10.07 06:32t/p250.100.977150.986250.9771563.1410445.80
912022.10.14 02:00sell260.100.979970.000000.00000
922022.10.14 02:00modify260.100.979970.987970.96597
932022.10.14 08:26sell270.100.975070.000000.00000
942022.10.14 08:26modify270.100.975070.979270.96597
952022.10.14 08:26modify260.100.979970.979270.96597
962022.10.14 09:32sell280.100.972060.000000.00000
972022.10.14 09:32modify280.100.972060.975070.96597
982022.10.14 09:32sell290.100.972060.000000.00000
992022.10.14 09:32modify290.100.972060.975070.96597
1002022.10.14 09:32modify270.100.975070.975070.96597
1012022.10.14 09:32modify260.100.979970.975070.96597
1022022.10.14 10:15s/l260.100.975070.975070.9659749.0010494.80
1032022.10.14 10:15s/l270.100.975070.975070.965970.0010494.80
1042022.10.14 10:15s/l280.100.975070.975070.96597-30.1010464.70
1052022.10.14 10:15s/l290.100.975070.975070.96597-30.1010434.60
1062022.10.24 02:00buy300.100.983820.000000.00000
1072022.10.24 02:00modify300.100.983820.975820.99782
1082022.10.24 13:55buy310.100.988860.000000.00000
1092022.10.24 13:55modify310.100.988860.984520.99782
1102022.10.24 13:55modify300.100.983820.984520.99782
1112022.10.25 13:15buy320.100.991740.000000.00000
1122022.10.25 13:15modify320.100.991740.988720.99782
1132022.10.25 13:15buy330.100.991740.000000.00000
1142022.10.25 13:15modify330.100.991740.988720.99782
1152022.10.25 13:15modify310.100.988860.988720.99782
1162022.10.25 13:15modify300.100.983820.988720.99782
1172022.10.26 06:20t/p300.100.997820.988720.99782137.8510572.45
1182022.10.26 06:20t/p310.100.997820.988720.9978287.4510659.90
1192022.10.26 06:20t/p320.100.997820.988720.9978259.7210719.62
1202022.10.26 06:20t/p330.100.997820.988720.9978259.7210779.35
1212022.10.28 02:00sell340.100.999520.000000.00000
1222022.10.28 02:00modify340.100.999521.007520.98552
1232022.10.28 07:45sell350.100.994610.000000.00000
1242022.10.28 07:45modify350.100.994610.998820.98552
1252022.10.28 07:45modify340.100.999520.998820.98552
1262022.10.28 13:20s/l340.100.998820.998820.985527.0010786.35
1272022.10.28 13:20s/l350.100.998820.998820.98552-42.1010744.25
1282022.11.11 02:00buy360.101.016900.000000.00000
1292022.11.11 02:00modify360.101.016901.008901.03090
1302022.11.11 06:42buy370.101.021890.000000.00000
1312022.11.11 06:42modify370.101.021891.017601.03090
1322022.11.11 06:42modify360.101.016901.017601.03090
1332022.11.11 08:12buy380.101.024670.000000.00000
1342022.11.11 08:12modify380.101.024671.021801.03090
1352022.11.11 08:12buy390.101.024670.000000.00000
1362022.11.11 08:12modify390.101.024671.021801.03090
1372022.11.11 08:12modify370.101.021891.021801.03090
1382022.11.11 08:12modify360.101.016901.021801.03090
1392022.11.11 12:50t/p360.101.030901.021801.03090140.0010884.25
1402022.11.11 12:50t/p370.101.030901.021801.0309090.1010974.35
1412022.11.11 12:50t/p380.101.030901.021801.0309062.3011036.65
1422022.11.11 12:50t/p390.101.030901.021801.0309062.3011098.95
1432022.11.16 03:00sell400.101.037710.000000.00000
1442022.11.16 03:00modify400.101.037711.045711.02371
1452022.11.17 11:37sell410.101.032720.000000.00000
1462022.11.17 11:37modify410.101.032721.037011.02371
1472022.11.17 11:37modify400.101.037711.037011.02371
1482022.11.17 18:50s/l400.101.037011.037011.023719.2311108.18
1492022.11.17 18:50s/l410.101.037011.037011.02371-42.9011065.28
1502022.11.21 03:00buy420.101.029130.000000.00000
1512022.11.21 03:00modify420.101.029131.021131.04313
1522022.11.23 07:40buy430.101.034250.000000.00000
1532022.11.23 07:40modify430.101.034251.029831.04313
1542022.11.23 07:40modify420.101.029131.029831.04313
1552022.11.23 10:16s/l420.101.029831.029831.043134.8511070.12
1562022.11.23 10:16s/l430.101.029831.029831.04313-44.2011025.92
1572022.11.24 00:00sell440.101.041780.000000.00000
1582022.11.24 00:00modify440.101.041781.049781.02778
1592022.11.25 14:10sell450.101.036660.000000.00000
1602022.11.25 14:10modify450.101.036661.041081.02778
1612022.11.25 14:10modify440.101.041781.041081.02778
1622022.11.25 16:02s/l440.101.041081.041081.027787.7411033.67
1632022.11.25 16:02s/l450.101.041081.041081.02778-44.2010989.47
1642022.11.28 02:00buy460.101.035100.000000.00000
1652022.11.28 02:00modify460.101.035101.027101.04910
1662022.11.28 08:15buy470.101.040020.000000.00000
1672022.11.28 08:15modify470.101.040021.035801.04910
1682022.11.28 08:15modify460.101.035101.035801.04910
1692022.11.28 11:20t/p460.101.049101.035801.04910140.0011129.47
1702022.11.28 11:20t/p470.101.049101.035801.0491090.8011220.27
1712022.12.05 02:00sell480.101.056770.000000.00000
1722022.12.05 02:00modify480.101.056771.064771.04277
1732022.12.05 15:50sell490.101.051720.000000.00000
1742022.12.05 15:50modify490.101.051721.056071.04277
1752022.12.05 15:50modify480.101.056771.056071.04277
1762022.12.05 16:50sell500.101.049020.000000.00000
1772022.12.05 16:50modify500.101.049021.051871.04277
1782022.12.05 16:50sell510.101.049020.000000.00000
1792022.12.05 16:50modify510.101.049021.051871.04277
1802022.12.05 16:50modify490.101.051721.051871.04277
1812022.12.05 16:50modify480.101.056771.051871.04277
1822022.12.06 01:20s/l480.101.051871.051871.0427749.7411270.01
1832022.12.06 01:20s/l490.101.051871.051871.04277-0.7611269.25
1842022.12.06 01:20s/l500.101.051871.051871.04277-27.7611241.50
1852022.12.06 01:20s/l510.101.051871.051871.04277-27.7611213.74
1862023.01.05 01:00sell520.101.062910.000000.00000
1872023.01.05 01:00modify520.101.062911.070911.04891
1882023.01.05 13:20sell530.101.057780.000000.00000
1892023.01.05 13:20modify530.101.057781.062211.04891
1902023.01.05 13:20modify520.101.062911.062211.04891
1912023.01.05 13:46sell540.101.055110.000000.00000
1922023.01.05 13:46modify540.101.055111.058011.04891
1932023.01.05 13:46sell550.101.055110.000000.00000
1942023.01.05 13:46modify550.101.055111.058011.04891
1952023.01.05 13:46modify530.101.057781.058011.04891
1962023.01.05 13:46modify520.101.062911.058011.04891
1972023.01.06 12:20t/p520.101.048911.058011.04891140.7411354.48
1982023.01.06 12:20t/p530.101.048911.058011.0489189.4411443.93
1992023.01.06 12:20t/p540.101.048911.058011.0489162.7411506.67
2002023.01.06 12:20t/p550.101.048911.058011.0489162.7411569.41
2012023.01.09 03:00sell560.101.067680.000000.00000
2022023.01.09 03:00modify560.101.067681.075681.05368
2032023.01.09 16:45s/l560.101.075681.075681.05368-80.0011489.41
2042023.01.16 02:00sell570.101.086770.000000.00000
2052023.01.16 02:00modify570.101.086771.094771.07277
2062023.01.16 08:15sell580.101.081600.000000.00000
2072023.01.16 08:15modify580.101.081601.086071.07277
2082023.01.16 08:15modify570.101.086771.086071.07277
2092023.01.17 13:50s/l570.101.086071.086071.072777.7411497.16
2102023.01.17 13:50s/l580.101.086071.086071.07277-43.9611453.20
2112023.01.23 01:00sell590.101.088460.000000.00000
2122023.01.23 01:00modify590.101.088461.096461.07446
2132023.01.24 15:07sell600.101.083490.000000.00000
2142023.01.24 15:07modify600.101.083491.087761.07446
2152023.01.24 15:07modify590.101.088461.087761.07446
2162023.01.24 15:50s/l590.101.087761.087761.074467.7411460.94
2172023.01.24 15:50s/l600.101.087761.087761.07446-42.7011418.24
2182023.03.13 03:00sell610.101.072980.000000.00000
2192023.03.13 03:00modify610.101.072981.080981.05898
2202023.03.13 12:02sell620.101.065250.000000.00000
2212023.03.13 12:02modify620.101.065251.068081.05898
2222023.03.13 12:02sell630.101.065250.000000.00000
2232023.03.13 12:02modify630.101.065251.068081.05898
2242023.03.13 12:02modify610.101.072981.068081.05898
2252023.03.13 12:20s/l610.101.068081.068081.0589849.0011467.24
2262023.03.13 12:20s/l620.101.068081.068081.05898-28.3011438.94
2272023.03.13 12:20s/l630.101.068081.068081.05898-28.3011410.64
2282023.03.23 03:00sell640.101.089550.000000.00000
2292023.03.23 03:00modify640.101.089551.097551.07555
2302023.03.23 19:10sell650.101.084470.000000.00000
2312023.03.23 19:10modify650.101.084471.088851.07555
2322023.03.23 19:10modify640.101.089551.088851.07555
2332023.03.24 03:02sell660.101.081770.000000.00000
2342023.03.24 03:02modify660.101.081771.084651.07555
2352023.03.24 03:02sell670.101.081770.000000.00000
2362023.03.24 03:02modify670.101.081771.084651.07555
2372023.03.24 03:02modify650.101.084471.084651.07555
2382023.03.24 03:02modify640.101.089551.084651.07555
2392023.03.24 09:45t/p640.101.075551.084651.07555140.7411551.39
2402023.03.24 09:45t/p650.101.075551.084651.0755589.9411641.33
2412023.03.24 09:45t/p660.101.075551.084651.0755562.2011703.53
2422023.03.24 09:45t/p670.101.075551.084651.0755562.2011765.73
2432023.04.03 03:00buy680.101.079710.000000.00000
2442023.04.03 03:00modify680.101.079711.071711.09371
2452023.04.03 08:45buy690.101.084750.000000.00000
2462023.04.03 08:45modify690.101.084751.080411.09371
2472023.04.03 08:45modify680.101.079711.080411.09371
2482023.04.03 10:20buy700.101.087440.000000.00000
2492023.04.03 10:20modify700.101.087441.084611.09371
2502023.04.03 10:20buy710.101.087440.000000.00000
2512023.04.03 10:20modify710.101.087441.084611.09371
2522023.04.03 10:20modify690.101.084751.084611.09371
2532023.04.03 10:20modify680.101.079711.084611.09371
2542023.04.04 07:50t/p680.101.093711.084611.09371138.9211904.65
2552023.04.04 07:50t/p690.101.093711.084611.0937188.5211993.18
2562023.04.04 07:50t/p700.101.093711.084611.0937161.6212054.80
2572023.04.04 07:50t/p710.101.093711.084611.0937161.6212116.43
2582023.05.31 03:00buy720.101.070770.000000.00000
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2602023.06.01 15:50buy730.101.075670.000000.00000
2612023.06.01 15:50modify730.101.075671.071471.08477
2622023.06.01 15:50modify720.101.070771.071471.08477
2632023.06.02 16:20s/l720.101.071471.071471.084772.7012119.12
2642023.06.02 16:20s/l730.101.071471.071471.08477-43.0812076.05
2652023.06.15 02:00buy740.101.081380.000000.00000
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2682023.06.15 12:40modify750.101.086321.082081.09538
2692023.06.15 12:40modify740.101.081381.082081.09538
2702023.06.15 13:25buy760.101.089360.000000.00000
2712023.06.15 13:25modify760.101.089361.086281.09538
2722023.06.15 13:25buy770.101.089360.000000.00000
2732023.06.15 13:25modify770.101.089361.086281.09538
2742023.06.15 13:25modify750.101.086321.086281.09538
2752023.06.15 13:25modify740.101.081381.086281.09538
2762023.06.16 06:20t/p740.101.095381.086281.09538138.9212214.97
2772023.06.16 06:20t/p750.101.095381.086281.0953889.5212304.50
2782023.06.16 06:20t/p760.101.095381.086281.0953859.1212363.62
2792023.06.16 06:20t/p770.101.095381.086281.0953859.1212422.75