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=0; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 profit2602.29Gross profit3856.43Gross loss-1254.14
Profit factor3.07Expected payoff36.14
Absolute drawdown291.70Maximal drawdown625.65 (6.05%)Relative drawdown6.05% (625.65)
Total trades72Short positions (won %)36 (63.89%)Long positions (won %)36 (80.56%)
Profit trades (% of total)52 (72.22%)Loss trades (% of total)20 (27.78%)
Largestprofit trade157.43loss trade-141.83
Averageprofit trade74.16loss trade-62.71
Maximumconsecutive wins (profit in money)13 (994.56)consecutive losses (loss in money)4 (-237.59)
Maximalconsecutive profit (count of wins)994.56 (13)consecutive loss (count of losses)-237.59 (4)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.09 08:00sell10.101.009630.000000.00000
22022.09.09 08:00modify10.101.009631.022630.99463
32022.09.13 13:10sell20.101.002600.000000.00000
42022.09.13 13:10modify20.101.002601.008880.99463
52022.09.13 13:10modify10.101.009631.008880.99463
62022.09.13 14:55sell30.101.001280.000000.00000
72022.09.13 14:55modify30.101.001281.005880.99463
82022.09.13 14:55modify20.101.002601.005880.99463
92022.09.13 14:55modify10.101.009631.005880.99463
102022.09.13 18:50sell40.100.997370.000000.00000
112022.09.13 18:50modify40.100.997371.004380.99463
122022.09.13 18:50modify30.101.001281.004380.99463
132022.09.13 18:50modify20.101.002601.004380.99463
142022.09.13 18:50modify10.101.009631.004380.99463
152022.09.20 00:10s/l10.101.004381.004380.9946359.1910059.19
162022.09.20 00:10s/l20.101.004381.004380.99463-12.6010046.59
172022.09.20 00:10s/l30.101.004381.004380.99463-25.8010020.80
182022.09.20 00:10s/l40.101.004381.004380.99463-64.909955.90
192022.09.21 07:00buy50.100.990070.000000.00000
202022.09.21 07:00modify50.100.990070.977071.00507
212022.09.23 07:20s/l50.100.977070.977071.00507-134.309821.60
222022.10.04 13:00sell60.100.992420.000000.00000
232022.10.04 13:00modify60.100.992421.005420.97742
242022.10.05 14:57sell70.100.985410.000000.00000
252022.10.05 14:57modify70.100.985410.991670.97742
262022.10.05 14:57modify60.100.992420.991670.97742
272022.10.06 00:10s/l60.100.991670.991670.9774210.479832.07
282022.10.06 00:10s/l70.100.991670.991670.97742-60.379771.70
292022.10.26 08:00sell80.101.003300.000000.00000
302022.10.26 08:00modify80.101.003301.016300.98830
312022.10.27 18:15sell90.100.996510.000000.00000
322022.10.27 18:15modify90.100.996511.002550.98830
332022.10.27 18:15modify80.101.003301.002550.98830
342022.10.28 07:35sell100.100.995050.000000.00000
352022.10.28 07:35modify100.100.995050.999550.98830
362022.10.28 07:35modify90.100.996510.999550.98830
372022.10.28 07:35modify80.101.003300.999550.98830
382022.10.31 13:05sell110.100.991280.000000.00000
392022.10.31 13:05modify110.100.991280.998050.98830
402022.10.31 13:05modify100.100.995050.998050.98830
412022.10.31 13:05modify90.100.996510.998050.98830
422022.10.31 13:05modify80.101.003300.998050.98830
432022.10.31 15:20t/p80.100.988300.998050.98830153.729925.41
442022.10.31 15:20t/p90.100.988300.998050.9883083.5910009.00
452022.10.31 15:20t/p100.100.988300.998050.9883068.2410077.24
462022.10.31 15:20t/p110.100.988300.998050.9883029.8010107.04
472022.11.03 09:00buy120.100.977060.000000.00000
482022.11.03 09:00modify120.100.977060.964060.99206
492022.11.04 12:50buy130.100.985390.000000.00000
502022.11.04 12:50modify130.100.985390.980810.99206
512022.11.04 12:50modify120.100.977060.980810.99206
522022.11.04 14:20t/p120.100.992060.980810.99206148.9210255.97
532022.11.04 14:20t/p130.100.992060.980810.9920666.7010322.67
542022.11.10 12:00buy140.100.994740.000000.00000
552022.11.10 12:00modify140.100.994740.981741.00974
562022.11.10 13:45t/p140.101.009740.981741.00974150.0010472.67
572022.11.15 08:00sell150.101.040690.000000.00000
582022.11.15 08:00modify150.101.040691.053691.02569
592022.11.15 19:02sell160.101.028560.000000.00000
602022.11.15 19:02modify160.101.028561.035441.02569
612022.11.15 19:02modify150.101.040691.035441.02569
622022.11.15 19:45s/l150.101.035441.035441.0256952.5010525.17
632022.11.15 19:45s/l160.101.035441.035441.02569-68.8010456.37
642022.11.21 10:00buy170.101.022970.000000.00000
652022.11.21 10:00modify170.101.022971.009971.03797
662022.11.22 17:50buy180.101.029880.000000.00000
672022.11.22 17:50modify180.101.029881.023721.03797
682022.11.22 17:50modify170.101.022971.023721.03797
692022.11.22 23:45buy190.101.031230.000000.00000
702022.11.22 23:45modify190.101.031231.026721.03797
712022.11.22 23:45modify180.101.029881.026721.03797
722022.11.22 23:45modify170.101.022971.026721.03797
732022.11.23 07:50buy200.101.035160.000000.00000
742022.11.23 07:50modify200.101.035161.028221.03797
752022.11.23 07:50modify190.101.031231.028221.03797
762022.11.23 07:50modify180.101.029881.028221.03797
772022.11.23 07:50modify170.101.022971.028221.03797
782022.11.23 15:50t/p170.101.037971.028221.03797147.8510604.22
792022.11.23 15:50t/p180.101.037971.028221.0379779.8210684.04
802022.11.23 15:50t/p190.101.037971.028221.0379766.3210750.37
812022.11.23 15:50t/p200.101.037971.028221.0379728.1010778.47
822022.11.24 04:00sell210.101.044580.000000.00000
832022.11.24 04:00modify210.101.044581.057581.02958
842022.11.25 12:50sell220.101.037580.000000.00000
852022.11.25 12:50modify220.101.037581.043831.02958
862022.11.25 12:50modify210.101.044581.043831.02958
872022.11.25 13:20sell230.101.036100.000000.00000
882022.11.25 13:20modify230.101.036101.040831.02958
892022.11.25 13:20modify220.101.037581.040831.02958
902022.11.25 13:20modify210.101.044581.040831.02958
912022.11.25 15:50s/l210.101.040831.040831.0295838.2410816.71
922022.11.25 15:50s/l220.101.040831.040831.02958-32.5010784.21
932022.11.25 15:50s/l230.101.040831.040831.02958-47.3010736.91
942023.01.03 09:00buy240.101.055480.000000.00000
952023.01.03 09:00modify240.101.055481.042481.07048
962023.01.04 08:15buy250.101.062260.000000.00000
972023.01.04 08:15modify250.101.062261.056231.07048
982023.01.04 08:15modify240.101.055481.056231.07048
992023.01.04 08:37buy260.101.063840.000000.00000
1002023.01.04 08:37modify260.101.063841.059231.07048
1012023.01.04 08:37modify250.101.062261.059231.07048
1022023.01.04 08:37modify240.101.055481.059231.07048
1032023.01.04 15:20s/l240.101.059231.059231.0704836.4210773.33
1042023.01.04 15:20s/l250.101.059231.059231.07048-30.3010743.03
1052023.01.04 15:20s/l260.101.059231.059231.07048-46.1010696.93
1062023.01.23 08:00sell270.101.091410.000000.00000
1072023.01.23 08:00modify270.101.091411.104411.07641
1082023.01.23 14:20sell280.101.084610.000000.00000
1092023.01.23 14:20modify280.101.084611.090661.07641
1102023.01.23 14:20modify270.101.091411.090661.07641
1112023.01.25 06:15s/l270.101.090661.090661.076418.9910705.92
1122023.01.25 06:15s/l280.101.090661.090661.07641-59.0110646.91
1132023.03.01 13:00sell290.101.068650.000000.00000
1142023.03.01 13:00modify290.101.068651.081651.05365
1152023.03.02 09:50sell300.101.061900.000000.00000
1162023.03.02 09:50modify300.101.061901.067901.05365
1172023.03.02 09:50modify290.101.068651.067901.05365
1182023.03.02 13:02sell310.101.060190.000000.00000
1192023.03.02 13:02modify310.101.060191.064901.05365
1202023.03.02 13:02modify300.101.061901.064901.05365
1212023.03.02 13:02modify290.101.068651.064901.05365
1222023.03.06 02:50s/l290.101.064901.064901.0536541.2210688.12
1232023.03.06 02:50s/l300.101.064901.064901.05365-28.5110659.61
1242023.03.06 02:50s/l310.101.064901.064901.05365-45.6110614.00
1252023.03.08 06:00buy320.101.053390.000000.00000
1262023.03.08 06:00modify320.101.053391.040391.06839
1272023.03.10 00:50buy330.101.060230.000000.00000
1282023.03.10 00:50modify330.101.060231.054141.06839
1292023.03.10 00:50modify320.101.053391.054141.06839
1302023.03.10 13:40buy340.101.061770.000000.00000
1312023.03.10 13:40modify340.101.061771.057141.06839
1322023.03.10 13:40modify330.101.060231.057141.06839
1332023.03.10 13:40modify320.101.053391.057141.06839
1342023.03.10 15:16t/p320.101.068391.057141.06839145.7010759.69
1352023.03.10 15:16t/p330.101.068391.057141.0683981.6010841.29
1362023.03.10 15:16t/p340.101.068391.057141.0683966.2010907.49
1372023.03.15 11:00buy350.101.062980.000000.00000
1382023.03.15 11:00modify350.101.062981.049981.07798
1392023.03.20 10:45buy360.101.069880.000000.00000
1402023.03.20 10:45modify360.101.069881.063731.07798
1412023.03.20 10:45modify350.101.062981.063731.07798
1422023.03.20 12:15buy370.101.071480.000000.00000
1432023.03.20 12:15modify370.101.071481.066731.07798
1442023.03.20 12:15modify360.101.069881.066731.07798
1452023.03.20 12:15modify350.101.062981.066731.07798
1462023.03.21 09:50buy380.101.075250.000000.00000
1472023.03.21 09:50modify380.101.075251.068231.07798
1482023.03.21 09:50modify370.101.071481.068231.07798
1492023.03.21 09:50modify360.101.069881.068231.07798
1502023.03.21 09:50modify350.101.062981.068231.07798
1512023.03.21 11:32t/p350.101.077981.068231.07798143.5511051.04
1522023.03.21 11:32t/p360.101.077981.068231.0779879.9211130.96
1532023.03.21 11:32t/p370.101.077981.068231.0779863.9211194.89
1542023.03.21 11:32t/p380.101.077981.068231.0779827.3011222.19
1552023.03.21 12:00sell390.101.077870.000000.00000
1562023.03.21 12:00modify390.101.077871.090871.06287
1572023.03.22 18:50s/l390.101.090871.090871.06287-129.2611092.93
1582023.03.23 04:00sell400.101.090070.000000.00000
1592023.03.23 04:00modify400.101.090071.103071.07507
1602023.03.23 18:55sell410.101.083160.000000.00000
1612023.03.23 18:55modify410.101.083161.089321.07507
1622023.03.23 18:55modify400.101.090071.089321.07507
1632023.03.24 03:02sell420.101.081770.000000.00000
1642023.03.24 03:02modify420.101.081771.086321.07507
1652023.03.24 03:02modify410.101.083161.086321.07507
1662023.03.24 03:02modify400.101.090071.086321.07507
1672023.03.24 08:25sell430.101.077800.000000.00000
1682023.03.24 08:25modify430.101.077801.084821.07507
1692023.03.24 08:25modify420.101.081771.084821.07507
1702023.03.24 08:25modify410.101.083161.084821.07507
1712023.03.24 08:25modify400.101.090071.084821.07507
1722023.03.24 09:45t/p400.101.075071.084821.07507150.7411243.67
1732023.03.24 09:45t/p410.101.075071.084821.0750781.6411325.32
1742023.03.24 09:45t/p420.101.075071.084821.0750767.0011392.32
1752023.03.24 09:45t/p430.101.075071.084821.0750727.3011419.62
1762023.03.24 10:00buy440.101.072870.000000.00000
1772023.03.24 10:00modify440.101.072871.059871.08787
1782023.03.27 13:20buy450.101.079750.000000.00000
1792023.03.27 13:20modify450.101.079751.073621.08787
1802023.03.27 13:20modify440.101.072871.073621.08787
1812023.03.28 00:15buy460.101.081200.000000.00000
1822023.03.28 00:15modify460.101.081201.076621.08787
1832023.03.28 00:15modify450.101.079751.076621.08787
1842023.03.28 00:15modify440.101.072871.076621.08787
1852023.03.28 12:37buy470.101.084980.000000.00000
1862023.03.28 12:37modify470.101.084981.078121.08787
1872023.03.28 12:37modify460.101.081201.078121.08787
1882023.03.28 12:37modify450.101.079751.078121.08787
1892023.03.28 12:37modify440.101.072871.078121.08787
1902023.03.30 08:50t/p440.101.087871.078121.08787143.5511563.16
1912023.03.30 08:50t/p450.101.087871.078121.0878775.8211638.98
1922023.03.30 08:50t/p460.101.087871.078121.0878762.4011701.38
1932023.03.30 08:50t/p470.101.087871.078121.0878724.6011725.98
1942023.04.10 13:00buy480.101.085180.000000.00000
1952023.04.10 13:00modify480.101.085181.072181.10018
1962023.04.11 09:32buy490.101.092170.000000.00000
1972023.04.11 09:32modify490.101.092171.085931.10018
1982023.04.11 09:32modify480.101.085181.085931.10018
1992023.04.12 05:45buy500.101.093610.000000.00000
2002023.04.12 05:45modify500.101.093611.088931.10018
2012023.04.12 05:45modify490.101.092171.088931.10018
2022023.04.12 05:45modify480.101.085181.088931.10018
2032023.04.12 12:45buy510.101.097460.000000.00000
2042023.04.12 12:45modify510.101.097461.090431.10018
2052023.04.12 12:45modify500.101.093611.090431.10018
2062023.04.12 12:45modify490.101.092171.090431.10018
2072023.04.12 12:45modify480.101.085181.090431.10018
2082023.04.13 00:40t/p480.101.100181.090431.10018144.6211870.60
2092023.04.13 00:40t/p490.101.100181.090431.1001875.8011946.40
2102023.04.13 00:40t/p500.101.100181.090431.1001862.4712008.87
2112023.04.13 00:40t/p510.101.100181.090431.1001823.9712032.84
2122023.04.26 09:00sell520.101.104180.000000.00000
2132023.04.26 09:00modify520.101.104181.117181.08918
2142023.04.28 11:50sell530.101.097230.000000.00000
2152023.04.28 11:50modify530.101.097231.103431.08918
2162023.04.28 11:50modify520.101.104181.103431.08918
2172023.04.28 14:45s/l520.101.103431.103431.0891810.4712043.31
2182023.04.28 14:45s/l530.101.103431.103431.08918-62.0011981.31
2192023.05.17 08:00buy540.101.083470.000000.00000
2202023.05.17 08:00modify540.101.083471.070471.09847
2212023.05.26 14:50s/l540.101.070471.070471.09847-141.8311839.48
2222023.05.31 09:00buy550.101.066260.000000.00000
2232023.05.31 09:00modify550.101.066261.053261.08126
2242023.06.01 13:59buy560.101.073110.000000.00000
2252023.06.01 13:59modify560.101.073111.067011.08126
2262023.06.01 13:59modify550.101.066261.067011.08126
2272023.06.01 15:40buy570.101.074690.000000.00000
2282023.06.01 15:40modify570.101.074691.070011.08126
2292023.06.01 15:40modify560.101.073111.070011.08126
2302023.06.01 15:40modify550.101.066261.070011.08126
2312023.06.04 23:10s/l550.101.070011.070011.0812633.2011872.68
2322023.06.04 23:10s/l560.101.070011.070011.08126-32.0811840.60
2332023.06.04 23:10s/l570.101.070011.070011.08126-47.8811792.73
2342023.06.08 13:00sell580.101.074670.000000.00000
2352023.06.08 13:00modify580.101.074671.087671.05967
2362023.06.15 12:50s/l580.101.087671.087671.05967-124.8011667.93
2372023.06.23 07:00buy590.101.092610.000000.00000
2382023.06.23 07:00modify590.101.092611.079611.10761
2392023.07.10 15:50buy600.101.099570.000000.00000
2402023.07.10 15:50modify600.101.099571.093361.10761
2412023.07.10 15:50modify590.101.092611.093361.10761
2422023.07.10 23:50buy610.101.100880.000000.00000
2432023.07.10 23:50modify610.101.100881.096361.10761
2442023.07.10 23:50modify600.101.099571.096361.10761
2452023.07.10 23:50modify590.101.092611.096361.10761
2462023.07.12 12:40buy620.101.104720.000000.00000
2472023.07.12 12:40modify620.101.104721.097861.10761
2482023.07.12 12:40modify610.101.100881.097861.10761
2492023.07.12 12:40modify600.101.099571.097861.10761
2502023.07.12 12:40modify590.101.092611.097861.10761
2512023.07.12 13:15t/p590.101.107611.097861.10761131.7111799.64
2522023.07.12 13:15t/p600.101.107611.097861.1076178.2511877.89
2532023.07.12 13:15t/p610.101.107611.097861.1076165.1511943.04
2542023.07.12 13:15t/p620.101.107611.097861.1076128.9011971.94
2552023.07.13 13:00sell630.101.117970.000000.00000
2562023.07.13 13:00modify630.101.117971.130971.10297
2572023.07.21 13:50sell640.101.111150.000000.00000
2582023.07.21 13:50modify640.101.111151.117221.10297
2592023.07.21 13:50modify630.101.117971.117221.10297
2602023.07.24 11:17sell650.101.109680.000000.00000
2612023.07.24 11:17modify650.101.109681.114221.10297
2622023.07.24 11:17modify640.101.111151.114221.10297
2632023.07.24 11:17modify630.101.117971.114221.10297
2642023.07.24 23:07sell660.101.105970.000000.00000
2652023.07.24 23:07modify660.101.105971.112721.10297
2662023.07.24 23:07modify650.101.109681.112721.10297
2672023.07.24 23:07modify640.101.111151.112721.10297
2682023.07.24 23:07modify630.101.117971.112721.10297
2692023.07.25 13:20t/p630.101.102971.112721.10297157.4312129.37
2702023.07.25 13:20t/p640.101.102971.112721.1029783.2912212.66
2712023.07.25 13:20t/p650.101.102971.112721.1029767.8412280.50
2722023.07.25 13:20t/p660.101.102971.112721.1029730.7412311.25
2732023.08.10 08:00sell670.101.100830.000000.00000
2742023.08.10 08:00modify670.101.100831.113831.08583
2752023.08.13 22:50sell680.101.094010.000000.00000
2762023.08.13 22:50modify680.101.094011.100081.08583
2772023.08.13 22:50modify670.101.100831.100081.08583
2782023.08.14 13:25sell690.101.088700.000000.00000
2792023.08.14 13:25modify690.101.088701.095581.08583
2802023.08.14 13:25modify680.101.094011.095581.08583
2812023.08.14 13:25modify670.101.100831.095581.08583
2822023.08.14 17:15sell700.101.092470.000000.00000
2832023.08.14 17:15modify700.101.092471.097081.08583
2842023.08.14 17:17modify700.101.092471.095581.08583
2852023.08.18 12:20t/p670.101.085831.095581.08583155.9512467.19
2862023.08.18 12:20t/p680.101.085831.095581.0858387.0012554.19
2872023.08.18 12:20t/p690.101.085831.095581.0858333.1612587.35
2882023.08.18 12:20t/p700.101.085831.095581.0858370.8612658.21
2892023.08.23 11:00buy710.101.081030.000000.00000
2902023.08.23 11:00modify710.101.081031.068031.09603
2912023.08.24 00:20buy720.101.087800.000000.00000
2922023.08.24 00:20modify720.101.087801.081781.09603
2932023.08.24 00:20modify710.101.081031.081781.09603
2942023.08.24 12:46s/l710.101.081781.081781.096034.2712662.49
2952023.08.24 12:46s/l720.101.081781.081781.09603-60.2012602.29