Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; 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=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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test7236Ticks modelled156004Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2218.30Gross profit2471.20Gross loss-252.90
Profit factor9.77Expected payoff48.22
Absolute drawdown37.92Maximal drawdown297.46 (2.63%)Relative drawdown2.63% (297.46)
Total trades46Short positions (won %)28 (71.43%)Long positions (won %)18 (83.33%)
Profit trades (% of total)35 (76.09%)Loss trades (% of total)11 (23.91%)
Largestprofit trade150.22loss trade-46.00
Averageprofit trade70.61loss trade-22.99
Maximumconsecutive wins (profit in money)12 (1137.22)consecutive losses (loss in money)2 (-42.10)
Maximalconsecutive profit (count of wins)1137.22 (12)consecutive loss (count of losses)-46.00 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 17:00sell10.100.996990.000000.00000
22022.10.04 17:00modify10.100.996991.011990.98199
32022.10.05 10:30sell20.100.991730.000000.00000
42022.10.05 10:30modify20.100.991730.996240.98199
52022.10.05 10:30modify10.100.996990.996240.98199
62022.10.05 12:32sell30.100.989470.000000.00000
72022.10.05 12:32modify30.100.989470.990990.98199
82022.10.05 12:32modify20.100.991730.990990.98199
92022.10.05 12:32modify10.100.996990.990990.98199
102022.10.05 12:45s/l10.100.990990.990990.9819960.2210060.22
112022.10.05 12:45s/l20.100.990990.990990.981997.4010067.62
122022.10.05 12:45s/l30.100.990990.990990.98199-15.2010052.42
132022.10.17 17:00sell40.100.983910.000000.00000
142022.10.17 17:00modify40.100.983910.998910.96891
152022.10.19 13:27sell50.100.978390.000000.00000
162022.10.19 13:27modify50.100.978390.983160.96891
172022.10.19 13:27modify40.100.983910.983160.96891
182022.10.19 17:12sell60.100.976280.000000.00000
192022.10.19 17:12modify60.100.976280.977910.96891
202022.10.19 17:12modify50.100.978390.977910.96891
212022.10.19 17:12modify40.100.983910.977910.96891
222022.10.19 18:20s/l40.100.977910.977910.9689160.4410112.86
232022.10.19 18:20s/l50.100.977910.977910.968914.8010117.66
242022.10.19 18:20s/l60.100.977910.977910.96891-16.3010101.36
252022.10.25 15:00sell70.100.995690.000000.00000
262022.10.25 15:00modify70.100.995691.010690.98069
272022.10.31 13:30sell80.100.990220.000000.00000
282022.10.31 13:30modify80.100.990220.994940.98069
292022.10.31 13:30modify70.100.995690.994940.98069
302022.10.31 14:50sell90.100.988040.000000.00000
312022.10.31 14:50modify90.100.988040.989690.98069
322022.10.31 14:50modify80.100.990220.989690.98069
332022.10.31 14:50modify70.100.995690.989690.98069
342022.10.31 15:07s/l70.100.989690.989690.9806961.3210162.67
352022.10.31 15:07s/l80.100.989690.989690.980695.3010167.97
362022.10.31 15:07s/l90.100.989690.989690.98069-16.5010151.47
372022.11.02 22:00buy100.100.981790.000000.00000
382022.11.02 22:00modify100.100.981790.966790.99679
392022.11.04 13:42buy110.100.987110.000000.00000
402022.11.04 13:42modify110.100.987110.982540.99679
412022.11.04 13:42modify100.100.981790.982540.99679
422022.11.04 15:47buy120.100.990060.000000.00000
432022.11.04 15:47modify120.100.990060.985540.99679
442022.11.04 15:47modify110.100.987110.985540.99679
452022.11.04 15:47modify100.100.981790.985540.99679
462022.11.04 15:52buy130.100.989420.000000.00000
472022.11.04 15:52modify130.100.989420.987790.99679
482022.11.04 15:52modify120.100.990060.987790.99679
492022.11.04 15:52modify110.100.987110.987790.99679
502022.11.04 15:52modify100.100.981790.987790.99679
512022.11.07 08:33t/p100.100.996790.987790.99679146.7910298.26
522022.11.07 08:33t/p110.100.996790.987790.9967996.1610394.42
532022.11.07 08:33t/p120.100.996790.987790.9967966.6610461.08
542022.11.07 08:33t/p130.100.996790.987790.9967973.0610534.14
552022.11.10 13:00buy140.100.995180.000000.00000
562022.11.10 13:00modify140.100.995180.980181.01018
572022.11.10 13:45t/p140.101.010180.980181.01018150.0010684.14
582022.11.15 10:00sell150.101.040150.000000.00000
592022.11.15 10:00modify150.101.040151.055151.02515
602022.11.15 17:07sell160.101.034820.000000.00000
612022.11.15 17:07modify160.101.034821.039401.02515
622022.11.15 17:07modify150.101.040151.039401.02515
632022.11.15 18:27sell170.101.032530.000000.00000
642022.11.15 18:27modify170.101.032531.034151.02515
652022.11.15 18:27modify160.101.034821.034151.02515
662022.11.15 18:27modify150.101.040151.034151.02515
672022.11.15 19:20s/l150.101.034151.034151.0251560.0010744.14
682022.11.15 19:20s/l160.101.034151.034151.025156.7010750.84
692022.11.15 19:20s/l170.101.034151.034151.02515-16.2010734.64
702022.11.28 13:00sell180.101.047280.000000.00000
712022.11.28 13:00modify180.101.047281.062281.03228
722022.11.28 15:15sell190.101.041840.000000.00000
732022.11.28 15:15modify190.101.041841.046531.03228
742022.11.28 15:15modify180.101.047281.046531.03228
752022.11.28 16:00sell200.101.039770.000000.00000
762022.11.28 16:00modify200.101.039771.041281.03228
772022.11.28 16:00modify190.101.041841.041281.03228
782022.11.28 16:00modify180.101.047281.041281.03228
792022.11.28 16:15sell210.101.038740.000000.00000
802022.11.28 16:15modify210.101.038741.043531.03228
812022.11.28 16:17modify210.101.038741.041281.03228
822022.11.29 20:20t/p180.101.032281.041281.03228150.2210884.86
832022.11.29 20:20t/p190.101.032281.041281.0322895.8210980.68
842022.11.29 20:20t/p200.101.032281.041281.0322875.1211055.79
852022.11.29 20:20t/p210.101.032281.041281.0322864.8211120.61
862022.12.02 15:00buy220.101.047320.000000.00000
872022.12.02 15:00modify220.101.047321.032321.06232
882022.12.02 17:10buy230.101.052640.000000.00000
892022.12.02 17:10modify230.101.052641.048071.06232
902022.12.02 17:10modify220.101.047321.048071.06232
912022.12.05 00:02buy240.101.055000.000000.00000
922022.12.05 00:02modify240.101.055001.053321.06232
932022.12.05 00:02modify230.101.052641.053321.06232
942022.12.05 00:02modify220.101.047321.053321.06232
952022.12.05 07:42buy250.101.055850.000000.00000
962022.12.05 07:42modify250.101.055851.051071.06232
972022.12.05 07:45modify250.101.055851.053321.06232
982022.12.05 07:50s/l220.101.053321.053321.0623259.3611179.97
992022.12.05 07:50s/l230.101.053321.053321.062326.1611186.13
1002022.12.05 07:50s/l240.101.053321.053321.06232-16.8011169.33
1012022.12.05 07:50s/l250.101.053321.053321.06232-25.3011144.03
1022022.12.13 15:00sell260.101.064540.000000.00000
1032022.12.13 15:00modify260.101.064541.079541.04954
1042022.12.15 17:20sell270.101.059250.000000.00000
1052022.12.15 17:20modify270.101.059251.063791.04954
1062022.12.15 17:20modify260.101.064541.063791.04954
1072022.12.15 19:50s/l260.101.063791.063791.049548.3811152.41
1082022.12.15 19:50s/l270.101.063791.063791.04954-45.4011107.01
1092023.01.03 13:00buy280.101.053840.000000.00000
1102023.01.03 13:00modify280.101.053841.038841.06884
1112023.01.03 14:45buy290.101.059190.000000.00000
1122023.01.03 14:45modify290.101.059191.054591.06884
1132023.01.03 14:45modify280.101.053841.054591.06884
1142023.01.03 16:15s/l280.101.054591.054591.068847.5011114.51
1152023.01.03 16:15s/l290.101.054591.054591.06884-46.0011068.51
1162023.01.05 17:00buy300.101.052380.000000.00000
1172023.01.05 17:00modify300.101.052381.037381.06738
1182023.01.06 15:15buy310.101.057770.000000.00000
1192023.01.06 15:15modify310.101.057771.053131.06738
1202023.01.06 15:15modify300.101.052381.053131.06738
1212023.01.06 15:45buy320.101.060650.000000.00000
1222023.01.06 15:45modify320.101.060651.056131.06738
1232023.01.06 15:45modify310.101.057771.056131.06738
1242023.01.06 15:45modify300.101.052381.056131.06738
1252023.01.09 02:45t/p300.101.067381.056131.06738148.7211217.22
1262023.01.09 02:45t/p310.101.067381.056131.0673895.4611312.68
1272023.01.09 02:45t/p320.101.067381.056131.0673866.6611379.34
1282023.02.02 02:00sell330.101.101290.000000.00000
1292023.02.02 02:00modify330.101.101291.116291.08629
1302023.02.02 13:45sell340.101.095990.000000.00000
1312023.02.02 13:45modify340.101.095991.100541.08629
1322023.02.02 13:45modify330.101.101291.100541.08629
1332023.02.02 14:07sell350.101.092990.000000.00000
1342023.02.02 14:07modify350.101.092991.097541.08629
1352023.02.02 14:07modify340.101.095991.097541.08629
1362023.02.02 14:07modify330.101.101291.097541.08629
1372023.02.02 14:40sell360.101.093650.000000.00000
1382023.02.02 14:40modify360.101.093651.095291.08629
1392023.02.02 14:40modify350.101.092991.095291.08629
1402023.02.02 14:40modify340.101.095991.095291.08629
1412023.02.02 14:40modify330.101.101291.095291.08629
1422023.02.03 13:50t/p330.101.086291.095291.08629150.2211529.56
1432023.02.03 13:50t/p340.101.086291.095291.0862997.2211626.78
1442023.02.03 13:50t/p350.101.086291.095291.0862967.2211694.00
1452023.02.03 13:50t/p360.101.086291.095291.0862973.8211767.82
1462023.03.24 11:00buy370.101.073070.000000.00000
1472023.03.24 11:00modify370.101.073071.058071.08807
1482023.03.27 07:02buy380.101.078320.000000.00000
1492023.03.27 07:02modify380.101.078321.073821.08807
1502023.03.27 07:02modify370.101.073071.073821.08807
1512023.03.27 23:10buy390.101.080570.000000.00000
1522023.03.27 23:10modify390.101.080571.079071.08807
1532023.03.27 23:10modify380.101.078321.079071.08807
1542023.03.27 23:10modify370.101.073071.079071.08807
1552023.03.28 00:20buy400.101.081420.000000.00000
1562023.03.28 00:20modify400.101.081421.076821.08807
1572023.03.28 00:22modify400.101.081421.079071.08807
1582023.03.30 10:50t/p370.101.088071.079071.08807146.1511913.96
1592023.03.30 10:50t/p380.101.088071.079071.0880794.2912008.25
1602023.03.30 10:50t/p390.101.088071.079071.0880771.7912080.04
1612023.03.30 10:50t/p400.101.088071.079071.0880763.9312143.97
1622023.06.15 18:00sell410.101.094300.000000.00000
1632023.06.15 18:00modify410.101.094301.109301.07930
1642023.06.23 08:07sell420.101.086020.000000.00000
1652023.06.23 08:07modify420.101.086021.090551.07930
1662023.06.23 08:07modify410.101.094301.090551.07930
1672023.06.23 08:32sell430.101.086780.000000.00000
1682023.06.23 08:32modify430.101.086781.088301.07930
1692023.06.23 08:32modify420.101.086021.088301.07930
1702023.06.23 08:32modify410.101.094301.088301.07930
1712023.06.23 12:10s/l410.101.088301.088301.0793061.7512205.73
1722023.06.23 12:10s/l420.101.088301.088301.07930-22.8012182.93
1732023.06.23 12:10s/l430.101.088301.088301.07930-15.2012167.73
1742023.07.12 18:00sell440.101.112990.000000.00000
1752023.07.12 18:00modify440.101.112991.127991.09799
1762023.07.24 07:46sell450.101.107460.000000.00000
1772023.07.24 07:46modify450.101.107461.112241.09799
1782023.07.24 07:46modify440.101.112991.112241.09799
1792023.07.25 08:16sell460.101.105270.000000.00000
1802023.07.25 08:16modify460.101.105271.106991.09799
1812023.07.25 08:16modify450.101.107461.106991.09799
1822023.07.25 08:16modify440.101.112991.106991.09799
1832023.07.25 08:45s/l440.101.106991.106991.0979962.8512230.58
1842023.07.25 08:45s/l450.101.106991.106991.097994.9212235.50
1852023.07.25 08:45s/l460.101.106991.106991.09799-17.2012218.30