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=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; 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=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 modelled156866Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2023.19Gross profit2807.36Gross loss-784.17
Profit factor3.58Expected payoff32.11
Absolute drawdown263.38Maximal drawdown283.88 (2.83%)Relative drawdown2.83% (283.88)
Total trades63Short positions (won %)36 (47.22%)Long positions (won %)27 (59.26%)
Profit trades (% of total)33 (52.38%)Loss trades (% of total)30 (47.62%)
Largestprofit trade153.72loss trade-151.08
Averageprofit trade85.07loss trade-26.14
Maximumconsecutive wins (profit in money)6 (598.86)consecutive losses (loss in money)3 (-39.77)
Maximalconsecutive profit (count of wins)598.86 (6)consecutive loss (count of losses)-151.08 (1)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.23 12:00buy10.100.975410.000000.00000
22022.09.23 12:00modify10.100.975410.960410.99041
32022.09.26 00:45s/l10.100.960410.960410.99041-151.089848.92
42022.10.04 12:00sell20.100.989020.000000.00000
52022.10.04 12:00modify20.100.989021.004020.97402
62022.10.06 13:45sell30.100.983000.000000.00000
72022.10.06 13:45modify30.100.983000.988270.97402
82022.10.06 13:45sell40.100.983000.000000.00000
92022.10.06 13:45modify40.100.983000.985270.97402
102022.10.06 13:45modify20.100.989020.985270.97402
112022.10.06 13:47modify30.100.983000.985270.97402
122022.10.06 15:45sell50.100.981450.000000.00000
132022.10.06 15:45modify50.100.981450.983770.97402
142022.10.06 15:45modify40.100.983000.983770.97402
152022.10.06 15:45modify30.100.983000.983770.97402
162022.10.06 15:45modify20.100.989020.983770.97402
172022.10.07 12:46t/p20.100.974020.983770.97402153.7210002.64
182022.10.07 12:46t/p30.100.974020.983770.9740290.5410093.18
192022.10.07 12:46t/p40.100.974020.983770.9740290.5410183.73
202022.10.07 12:46t/p50.100.974020.983770.9740275.0410258.77
212022.10.17 17:00sell60.100.983910.000000.00000
222022.10.17 17:00modify60.100.983910.998910.96891
232022.10.19 11:05sell70.100.977880.000000.00000
242022.10.19 11:05modify70.100.977880.983160.96891
252022.10.19 11:05sell80.100.977880.000000.00000
262022.10.19 11:05modify80.100.977880.980160.96891
272022.10.19 11:05modify60.100.983910.980160.96891
282022.10.19 11:07modify70.100.977880.980160.96891
292022.10.19 14:20s/l60.100.980160.980160.9689138.9910297.76
302022.10.19 14:20s/l70.100.980160.980160.96891-22.8010274.96
312022.10.19 14:20s/l80.100.980160.980160.96891-22.8010252.16
322022.10.25 15:00sell90.100.995690.000000.00000
332022.10.25 15:00modify90.100.995691.010690.98069
342022.10.31 13:45sell100.100.989540.000000.00000
352022.10.31 13:45modify100.100.989540.994940.98069
362022.10.31 13:45sell110.100.989540.000000.00000
372022.10.31 13:45modify110.100.989540.991940.98069
382022.10.31 13:45modify90.100.995690.991940.98069
392022.10.31 13:47modify100.100.989540.991940.98069
402022.10.31 14:50sell120.100.988040.000000.00000
412022.10.31 14:50modify120.100.988040.990440.98069
422022.10.31 14:50modify110.100.989540.990440.98069
432022.10.31 14:50modify100.100.989540.990440.98069
442022.10.31 14:50modify90.100.995690.990440.98069
452022.11.01 02:20s/l90.100.990440.990440.9806957.7010309.86
462022.11.01 02:20s/l100.100.990440.990440.98069-8.2610301.60
472022.11.01 02:20s/l110.100.990440.990440.98069-8.2610293.35
482022.11.01 02:20s/l120.100.990440.990440.98069-23.2610270.09
492022.11.03 13:00buy130.100.974370.000000.00000
502022.11.03 13:00modify130.100.974370.959370.98937
512022.11.04 11:32buy140.100.980520.000000.00000
522022.11.04 11:32modify140.100.980520.975120.98937
532022.11.04 11:32buy150.100.980520.000000.00000
542022.11.04 11:32modify150.100.980520.978120.98937
552022.11.04 11:32modify130.100.974370.978120.98937
562022.11.04 11:35modify140.100.980520.978120.98937
572022.11.04 12:20s/l130.100.978120.978120.9893736.4210306.51
582022.11.04 12:20s/l140.100.978120.978120.98937-24.0010282.51
592022.11.04 12:20s/l150.100.978120.978120.98937-24.0010258.51
602022.11.10 13:00buy160.100.995180.000000.00000
612022.11.10 13:00modify160.100.995180.980181.01018
622022.11.10 13:45t/p160.101.010180.980181.01018150.0010408.51
632022.11.11 10:00sell170.101.026920.000000.00000
642022.11.11 10:00modify170.101.026921.041921.01192
652022.11.15 07:50s/l170.101.041921.041921.01192-148.5110260.00
662022.11.15 10:00sell180.101.040150.000000.00000
672022.11.15 10:00modify180.101.040151.055151.02515
682022.11.15 18:15sell190.101.034030.000000.00000
692022.11.15 18:15modify190.101.034031.039401.02515
702022.11.15 18:15sell200.101.034030.000000.00000
712022.11.15 18:15modify200.101.034031.036401.02515
722022.11.15 18:15modify180.101.040151.036401.02515
732022.11.15 18:17modify190.101.034031.036401.02515
742022.11.15 18:27sell210.101.032530.000000.00000
752022.11.15 18:27modify210.101.032531.034901.02515
762022.11.15 18:27modify200.101.034031.034901.02515
772022.11.15 18:27modify190.101.034031.034901.02515
782022.11.15 18:27modify180.101.040151.034901.02515
792022.11.15 19:45s/l180.101.034901.034901.0251552.5010312.50
802022.11.15 19:45s/l190.101.034901.034901.02515-8.7010303.80
812022.11.15 19:45s/l200.101.034901.034901.02515-8.7010295.10
822022.11.15 19:45s/l210.101.034901.034901.02515-23.7010271.40
832022.11.28 13:00sell220.101.047280.000000.00000
842022.11.28 13:00modify220.101.047281.062281.03228
852022.11.28 15:25sell230.101.041190.000000.00000
862022.11.28 15:25modify230.101.041191.046531.03228
872022.11.28 15:25sell240.101.041190.000000.00000
882022.11.28 15:25modify240.101.041191.043531.03228
892022.11.28 15:25modify220.101.047281.043531.03228
902022.11.28 15:27modify230.101.041191.043531.03228
912022.11.28 16:00sell250.101.039770.000000.00000
922022.11.28 16:00modify250.101.039771.042031.03228
932022.11.28 16:00modify240.101.041191.042031.03228
942022.11.28 16:00modify230.101.041191.042031.03228
952022.11.28 16:00modify220.101.047281.042031.03228
962022.11.29 20:20t/p220.101.032281.042031.03228150.7410422.14
972022.11.29 20:20t/p230.101.032281.042031.0322889.8410511.99
982022.11.29 20:20t/p240.101.032281.042031.0322889.8410601.83
992022.11.29 20:20t/p250.101.032281.042031.0322875.6410677.47
1002022.12.13 15:00sell260.101.064540.000000.00000
1012022.12.13 15:00modify260.101.064541.079541.04954
1022022.12.16 21:59sell270.101.058390.000000.00000
1032022.12.16 21:59modify270.101.058391.063791.04954
1042022.12.16 21:59sell280.101.058390.000000.00000
1052022.12.16 21:59modify280.101.058391.060791.04954
1062022.12.16 21:59modify260.101.064541.060791.04954
1072022.12.18 22:00modify270.101.058391.060791.04954
1082022.12.19 01:50s/l260.101.060791.060791.0495441.9610719.43
1092022.12.19 01:50s/l270.101.060791.060791.04954-23.2610696.18
1102022.12.19 01:50s/l280.101.060791.060791.04954-23.2610672.92
1112023.01.03 13:00buy290.101.053840.000000.00000
1122023.01.03 13:00modify290.101.053841.038841.06884
1132023.01.03 14:50buy300.101.060030.000000.00000
1142023.01.03 14:50modify300.101.060031.054591.06884
1152023.01.03 14:50buy310.101.060030.000000.00000
1162023.01.03 14:50modify310.101.060031.057591.06884
1172023.01.03 14:50modify290.101.053841.057591.06884
1182023.01.03 14:52modify300.101.060031.057591.06884
1192023.01.03 14:59s/l290.101.057591.057591.0688437.5010710.42
1202023.01.03 14:59s/l300.101.057591.057591.06884-24.4010686.02
1212023.01.03 14:59s/l310.101.057591.057591.06884-24.4010661.62
1222023.01.05 17:00buy320.101.052380.000000.00000
1232023.01.05 17:00modify320.101.052381.037381.06738
1242023.01.06 15:30buy330.101.058440.000000.00000
1252023.01.06 15:30modify330.101.058441.053131.06738
1262023.01.06 15:30buy340.101.058440.000000.00000
1272023.01.06 15:30modify340.101.058441.056131.06738
1282023.01.06 15:30modify320.101.052381.056131.06738
1292023.01.06 15:32modify330.101.058441.056131.06738
1302023.01.09 02:45t/p320.101.067381.056131.06738147.8510809.47
1312023.01.09 02:45t/p330.101.067381.056131.0673888.3210897.79
1322023.01.09 02:45t/p340.101.067381.056131.0673888.3210986.12
1332023.02.02 02:00sell350.101.101290.000000.00000
1342023.02.02 02:00modify350.101.101291.116291.08629
1352023.02.02 14:40sell360.101.093650.000000.00000
1362023.02.02 14:40modify360.101.093651.096041.08629
1372023.02.02 14:40modify350.101.101291.096041.08629
1382023.02.03 13:50t/p350.101.086291.096041.08629150.7411136.86
1392023.02.03 13:50t/p360.101.086291.096041.0862974.3411211.20
1402023.03.15 17:00buy370.101.054500.000000.00000
1412023.03.15 17:00modify370.101.054501.039501.06950
1422023.03.16 04:50buy380.101.060620.000000.00000
1432023.03.16 04:50modify380.101.060621.055251.06950
1442023.03.16 04:50buy390.101.060620.000000.00000
1452023.03.16 04:50modify390.101.060621.058251.06950
1462023.03.16 04:50modify370.101.054501.058251.06950
1472023.03.16 04:52modify380.101.060621.058251.06950
1482023.03.16 08:57buy400.101.062110.000000.00000
1492023.03.16 08:57modify400.101.062111.059751.06950
1502023.03.16 08:57modify390.101.060621.059751.06950
1512023.03.16 08:57modify380.101.060621.059751.06950
1522023.03.16 08:57modify370.101.054501.059751.06950
1532023.03.16 12:45s/l370.101.059751.059751.0695049.2711260.48
1542023.03.16 12:45s/l380.101.059751.059751.06950-8.7011251.78
1552023.03.16 12:45s/l390.101.059751.059751.06950-8.7011243.08
1562023.03.16 12:45s/l400.101.059751.059751.06950-23.6011219.48
1572023.03.24 11:00buy410.101.073070.000000.00000
1582023.03.24 11:00modify410.101.073071.058071.08807
1592023.03.27 13:15buy420.101.079080.000000.00000
1602023.03.27 13:15modify420.101.079081.073821.08807
1612023.03.27 13:15buy430.101.079080.000000.00000
1622023.03.27 13:15modify430.101.079081.076821.08807
1632023.03.27 13:15modify410.101.073071.076821.08807
1642023.03.27 13:17modify420.101.079081.076821.08807
1652023.03.27 23:10buy440.101.080570.000000.00000
1662023.03.27 23:10modify440.101.080571.078321.08807
1672023.03.27 23:10modify430.101.079081.078321.08807
1682023.03.27 23:10modify420.101.079081.078321.08807
1692023.03.27 23:10modify410.101.073071.078321.08807
1702023.03.30 10:50t/p410.101.088071.078321.08807143.5511363.02
1712023.03.30 10:50t/p420.101.088071.078321.0880784.5211447.54
1722023.03.30 10:50t/p430.101.088071.078321.0880784.5211532.06
1732023.03.30 10:50t/p440.101.088071.078321.0880769.6211601.69
1742023.03.30 15:00sell450.101.091250.000000.00000
1752023.03.30 15:00modify450.101.091251.106251.07625
1762023.03.31 17:45sell460.101.085180.000000.00000
1772023.03.31 17:45modify460.101.085181.090501.07625
1782023.03.31 17:45sell470.101.085180.000000.00000
1792023.03.31 17:45modify470.101.085181.087501.07625
1802023.03.31 17:45modify450.101.091251.087501.07625
1812023.03.31 17:47modify460.101.085181.087501.07625
1822023.03.31 20:32sell480.101.083740.000000.00000
1832023.03.31 20:32modify480.101.083741.086001.07625
1842023.03.31 20:32modify470.101.085181.086001.07625
1852023.03.31 20:32modify460.101.085181.086001.07625
1862023.03.31 20:32modify450.101.091251.086001.07625
1872023.04.03 10:10s/l450.101.086001.086001.0762553.9911655.67
1882023.04.03 10:10s/l460.101.086001.086001.07625-7.4611648.22
1892023.04.03 10:10s/l470.101.086001.086001.07625-7.4611640.76
1902023.04.03 10:10s/l480.101.086001.086001.07625-21.8611618.90
1912023.04.10 15:00buy490.101.084120.000000.00000
1922023.04.10 15:00modify490.101.084121.069121.09912
1932023.04.11 07:15buy500.101.090170.000000.00000
1942023.04.11 07:15modify500.101.090171.084871.09912
1952023.04.11 07:15buy510.101.090170.000000.00000
1962023.04.11 07:15modify510.101.090171.087871.09912
1972023.04.11 07:15modify490.101.084121.087871.09912
1982023.04.11 07:17modify500.101.090171.087871.09912
1992023.04.11 09:15buy520.101.091650.000000.00000
2002023.04.11 09:15modify520.101.091651.089371.09912
2012023.04.11 09:15modify510.101.090171.089371.09912
2022023.04.11 09:15modify500.101.090171.089371.09912
2032023.04.11 09:15modify490.101.084121.089371.09912
2042023.04.12 14:15t/p490.101.099121.089371.09912147.8511766.75
2052023.04.12 14:15t/p500.101.099121.089371.0991288.4211855.17
2062023.04.12 14:15t/p510.101.099121.089371.0991288.4211943.60
2072023.04.12 14:15t/p520.101.099121.089371.0991273.6212017.22
2082023.04.26 10:00sell530.101.104110.000000.00000
2092023.04.26 10:00modify530.101.104111.119111.08911
2102023.04.28 08:20sell540.101.097880.000000.00000
2112023.04.28 08:20modify540.101.097881.103361.08911
2122023.04.28 08:20sell550.101.097880.000000.00000
2132023.04.28 08:20modify550.101.097881.100361.08911
2142023.04.28 08:20modify530.101.104111.100361.08911
2152023.04.28 08:22modify540.101.097881.100361.08911
2162023.04.28 12:32sell560.101.096540.000000.00000
2172023.04.28 12:32modify560.101.096541.098861.08911
2182023.04.28 12:32modify550.101.097881.098861.08911
2192023.04.28 12:32modify540.101.097881.098861.08911
2202023.04.28 12:32modify530.101.104111.098861.08911
2212023.04.28 12:45s/l530.101.098861.098861.0891155.4712072.70
2222023.04.28 12:45s/l540.101.098861.098861.08911-9.8012062.90
2232023.04.28 12:45s/l550.101.098861.098861.08911-9.8012053.10
2242023.04.28 12:45s/l560.101.098861.098861.08911-23.2012029.90
2252023.06.23 10:00buy570.101.086370.000000.00000
2262023.06.23 10:00modify570.101.086371.071371.10137
2272023.06.27 02:40buy580.101.092460.000000.00000
2282023.06.27 02:40modify580.101.092461.087121.10137
2292023.06.27 02:40buy590.101.092460.000000.00000
2302023.06.27 02:40modify590.101.092461.090121.10137
2312023.06.27 02:40modify570.101.086371.090121.10137
2322023.06.27 02:42modify580.101.092461.090121.10137
2332023.06.27 07:15buy600.101.094100.000000.00000
2342023.06.27 07:15modify600.101.094101.091621.10137
2352023.06.27 07:15modify590.101.092461.091621.10137
2362023.06.27 07:15modify580.101.092461.091621.10137
2372023.06.27 07:15modify570.101.086371.091621.10137
2382023.06.28 14:20s/l570.101.091621.091621.1013749.2712079.17
2392023.06.28 14:20s/l580.101.091621.091621.10137-9.4812069.69
2402023.06.28 14:20s/l590.101.091621.091621.10137-9.4812060.22
2412023.06.28 14:20s/l600.101.091621.091621.10137-25.8812034.34
2422023.08.04 17:00sell610.101.103390.000000.00000
2432023.08.04 17:00modify610.101.103391.118391.08839
2442023.08.07 06:32sell620.101.097170.000000.00000
2452023.08.07 06:32modify620.101.097171.102641.08839
2462023.08.07 06:32sell630.101.097170.000000.00000
2472023.08.07 06:32modify630.101.097171.099641.08839
2482023.08.07 06:32modify610.101.103391.099641.08839
2492023.08.07 06:35modify620.101.097171.099641.08839
2502023.08.07 07:50s/l610.101.099641.099641.0883938.2412072.59
2512023.08.07 07:50s/l620.101.099641.099641.08839-24.7012047.89
2522023.08.07 07:50s/l630.101.099641.099641.08839-24.7012023.19