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=1; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 profit2217.76Gross profit3714.46Gross loss-1496.70
Profit factor2.48Expected payoff23.59
Absolute drawdown241.81Maximal drawdown662.06 (5.48%)Relative drawdown5.48% (662.06)
Total trades94Short positions (won %)43 (60.47%)Long positions (won %)51 (58.82%)
Profit trades (% of total)56 (59.57%)Loss trades (% of total)38 (40.43%)
Largestprofit trade150.88loss trade-134.49
Averageprofit trade66.33loss trade-39.39
Maximumconsecutive wins (profit in money)13 (1175.46)consecutive losses (loss in money)4 (-408.92)
Maximalconsecutive profit (count of wins)1175.46 (13)consecutive loss (count of losses)-408.92 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 11:00sell10.100.989140.000000.00000
22022.10.04 11:00modify10.100.989141.002140.97414
32022.10.05 15:15sell20.100.985360.000000.00000
42022.10.05 15:15modify20.100.985360.986890.97414
52022.10.05 15:15modify10.100.989140.986890.97414
62022.10.05 15:45s/l10.100.986890.986890.9741422.7210022.72
72022.10.05 15:45s/l20.100.986890.986890.97414-15.3010007.42
82022.10.06 14:00buy30.100.983220.000000.00000
92022.10.06 14:00modify30.100.983220.970220.99822
102022.10.10 07:50s/l30.100.970220.970220.99822-131.289876.14
112022.10.10 09:00buy40.100.969130.000000.00000
122022.10.10 09:00modify40.100.969130.956130.98413
132022.10.11 12:02buy50.100.973010.000000.00000
142022.10.11 12:02modify50.100.973010.971380.98413
152022.10.11 12:02modify40.100.969130.971380.98413
162022.10.11 13:20s/l40.100.971380.971380.9841321.869897.99
172022.10.11 13:20s/l50.100.971380.971380.98413-16.309881.69
182022.10.19 11:00buy60.100.978370.000000.00000
192022.10.19 11:00modify60.100.978370.965370.99337
202022.10.20 12:10buy70.100.982180.000000.00000
212022.10.20 12:10modify70.100.982180.980620.99337
222022.10.20 12:10modify60.100.978370.980620.99337
232022.10.20 12:50s/l60.100.980620.980620.9933720.579902.27
242022.10.20 12:50s/l70.100.980620.980620.99337-15.609886.67
252022.10.25 14:00sell80.100.996770.000000.00000
262022.10.25 14:00modify80.100.996771.009770.98177
272022.10.28 08:25sell90.100.992890.000000.00000
282022.10.28 08:25modify90.100.992890.994520.98177
292022.10.28 08:25modify80.100.996770.994520.98177
302022.10.28 08:40s/l80.100.994520.994520.9817723.609910.26
312022.10.28 08:40s/l90.100.994520.994520.98177-16.309893.96
322022.11.03 09:00buy100.100.977060.000000.00000
332022.11.03 09:00modify100.100.977060.964060.99206
342022.11.04 13:42buy110.100.987110.000000.00000
352022.11.04 13:42modify110.100.987110.982310.99206
362022.11.04 13:42modify100.100.977060.982310.99206
372022.11.04 14:20t/p100.100.992060.982310.99206149.3610043.32
382022.11.04 14:20t/p110.100.992060.982310.9920649.5010092.82
392022.11.08 16:00sell120.101.006620.000000.00000
402022.11.08 16:00modify120.101.006621.019620.99162
412022.11.09 13:42sell130.101.002770.000000.00000
422022.11.09 13:42modify130.101.002771.004370.99162
432022.11.09 13:42modify120.101.006621.004370.99162
442022.11.09 14:07s/l120.101.004371.004370.9916222.7210115.54
452022.11.09 14:07s/l130.101.004371.004370.99162-16.0010099.54
462022.11.10 10:00buy140.100.996400.000000.00000
472022.11.10 10:00modify140.100.996400.983401.01140
482022.11.10 13:50t/p140.101.011400.983401.01140150.0010249.54
492022.11.15 08:00sell150.101.040690.000000.00000
502022.11.15 08:00modify150.101.040691.053691.02569
512022.11.15 15:59sell160.101.036800.000000.00000
522022.11.15 15:59modify160.101.036801.038441.02569
532022.11.15 15:59modify150.101.040691.038441.02569
542022.11.15 16:20s/l150.101.038441.038441.0256922.5010272.04
552022.11.15 16:20s/l160.101.038441.038441.02569-16.4010255.64
562022.11.17 14:00buy170.101.031510.000000.00000
572022.11.17 14:00modify170.101.031511.018511.04651
582022.11.17 17:02buy180.101.035360.000000.00000
592022.11.17 17:02modify180.101.035361.033761.04651
602022.11.17 17:02modify170.101.031511.033761.04651
612022.11.17 17:20s/l170.101.033761.033761.0465122.5010278.14
622022.11.17 17:20s/l180.101.033761.033761.04651-16.0010262.14
632022.11.21 08:00buy190.101.025800.000000.00000
642022.11.21 08:00modify190.101.025801.012801.04080
652022.11.22 17:55buy200.101.029680.000000.00000
662022.11.22 17:55modify200.101.029681.028051.04080
672022.11.22 17:55modify190.101.025801.028051.04080
682022.11.23 05:20buy210.101.033390.000000.00000
692022.11.23 05:20modify210.101.033391.029551.04080
702022.11.23 05:20modify200.101.029681.029551.04080
712022.11.23 05:20modify190.101.025801.029551.04080
722022.11.23 15:27buy220.101.035760.000000.00000
732022.11.23 15:27modify220.101.035761.031051.04080
742022.11.23 15:27modify210.101.033391.031051.04080
752022.11.23 15:27modify200.101.029681.031051.04080
762022.11.23 15:27modify190.101.025801.031051.04080
772022.11.23 23:15t/p190.101.040801.031051.04080148.7210410.86
782022.11.23 23:15t/p200.101.040801.031051.04080110.5610521.41
792022.11.23 23:15t/p210.101.040801.031051.0408074.1010595.51
802022.11.23 23:15t/p220.101.040801.031051.0408050.4010645.91
812022.12.02 14:00buy230.101.046500.000000.00000
822022.12.02 14:00modify230.101.046501.033501.06150
832022.12.02 20:15buy240.101.054070.000000.00000
842022.12.02 20:15modify240.101.054071.050251.06150
852022.12.02 20:15modify230.101.046501.050251.06150
862022.12.05 01:27buy250.101.056510.000000.00000
872022.12.05 01:27modify250.101.056511.051751.06150
882022.12.05 01:27modify240.101.054071.051751.06150
892022.12.05 01:27modify230.101.046501.051751.06150
902022.12.05 15:16s/l230.101.051751.051751.0615051.8610697.77
912022.12.05 15:16s/l240.101.051751.051751.06150-23.8410673.93
922022.12.05 15:16s/l250.101.051751.051751.06150-47.6010626.33
932022.12.13 14:00sell260.101.064660.000000.00000
942022.12.13 14:00modify260.101.064661.077661.04966
952022.12.15 09:27sell270.101.060670.000000.00000
962022.12.15 09:27modify270.101.060671.062411.04966
972022.12.15 09:27modify260.101.064661.062411.04966
982022.12.15 09:50s/l260.101.062411.062411.0496623.3810649.71
992022.12.15 09:50s/l270.101.062411.062411.04966-17.4010632.31
1002023.01.03 09:00buy280.101.055480.000000.00000
1012023.01.03 09:00modify280.101.055481.042481.07048
1022023.01.04 08:25buy290.101.063000.000000.00000
1032023.01.04 08:25modify290.101.063001.059231.07048
1042023.01.04 08:25modify280.101.055481.059231.07048
1052023.01.04 15:20s/l280.101.059231.059231.0704836.8610669.17
1062023.01.04 15:20s/l290.101.059231.059231.07048-37.7010631.47
1072023.01.05 14:00buy300.101.055510.000000.00000
1082023.01.05 14:00modify300.101.055511.042511.07051
1092023.01.06 15:25buy310.101.059440.000000.00000
1102023.01.06 15:25modify310.101.059441.057761.07051
1112023.01.06 15:25modify300.101.055511.057761.07051
1122023.01.06 15:27s/l300.101.057761.057761.0705121.8610653.32
1132023.01.06 15:27s/l310.101.057761.057761.07051-16.8010636.52
1142023.01.09 15:00sell320.101.072790.000000.00000
1152023.01.09 15:00modify320.101.072791.085791.05779
1162023.01.12 18:10s/l320.101.085791.085791.05779-128.9010507.62
1172023.02.01 20:00sell330.101.097780.000000.00000
1182023.02.01 20:00modify330.101.097781.110781.08278
1192023.02.02 15:37sell340.101.090230.000000.00000
1202023.02.02 15:37modify340.101.090231.094031.08278
1212023.02.02 15:37modify330.101.097781.094031.08278
1222023.02.02 15:50s/l330.101.094031.094031.0827838.1610545.78
1232023.02.02 15:50s/l340.101.094031.094031.08278-38.0010507.78
1242023.02.27 16:00sell350.101.060080.000000.00000
1252023.02.27 16:00modify350.101.060081.073081.04508
1262023.03.07 18:27sell360.101.056220.000000.00000
1272023.03.07 18:27modify360.101.056221.057831.04508
1282023.03.07 18:27modify350.101.060081.057831.04508
1292023.03.08 05:20sell370.101.052410.000000.00000
1302023.03.08 05:20modify370.101.052411.056331.04508
1312023.03.08 05:20modify360.101.056221.056331.04508
1322023.03.08 05:20modify350.101.060081.056331.04508
1332023.03.08 14:46s/l350.101.056331.056331.0450839.4710547.25
1342023.03.08 14:46s/l360.101.056331.056331.04508-0.8810546.37
1352023.03.08 14:46s/l370.101.056331.056331.04508-39.2010507.17
1362023.03.10 15:00sell380.101.066640.000000.00000
1372023.03.10 15:00modify380.101.066641.079641.05164
1382023.03.15 10:59sell390.101.062690.000000.00000
1392023.03.15 10:59modify390.101.062691.064391.05164
1402023.03.15 10:59modify380.101.066641.064391.05164
1412023.03.15 11:25sell400.101.058910.000000.00000
1422023.03.15 11:25modify400.101.058911.062891.05164
1432023.03.15 11:25modify390.101.062691.062891.05164
1442023.03.15 11:25modify380.101.066641.062891.05164
1452023.03.15 12:45sell410.101.056780.000000.00000
1462023.03.15 12:45modify410.101.056781.061391.05164
1472023.03.15 12:45modify400.101.058911.061391.05164
1482023.03.15 12:45modify390.101.062691.061391.05164
1492023.03.15 12:45modify380.101.066641.061391.05164
1502023.03.16 05:20s/l380.101.061391.061391.0516453.8210560.99
1512023.03.16 05:20s/l390.101.061391.061391.0516413.6610574.64
1522023.03.16 05:20s/l400.101.061391.061391.05164-24.1410550.50
1532023.03.16 05:20s/l410.101.061391.061391.05164-45.4410505.06
1542023.03.21 12:00sell420.101.077870.000000.00000
1552023.03.21 12:00modify420.101.077871.090871.06287
1562023.03.22 18:50s/l420.101.090871.090871.06287-129.7810375.28
1572023.03.22 19:00sell430.101.088050.000000.00000
1582023.03.22 19:00modify430.101.088051.101051.07305
1592023.03.23 18:45sell440.101.084250.000000.00000
1602023.03.23 18:45modify440.101.084251.085801.07305
1612023.03.23 18:45modify430.101.088051.085801.07305
1622023.03.24 09:32sell450.101.078100.000000.00000
1632023.03.24 09:32modify450.101.078101.082801.07305
1642023.03.24 09:32modify440.101.084251.082801.07305
1652023.03.24 09:32modify430.101.088051.082801.07305
1662023.03.24 09:50t/p430.101.073051.082801.07305150.8810526.16
1672023.03.24 09:50t/p440.101.073051.082801.07305112.2210638.38
1682023.03.24 09:50t/p450.101.073051.082801.0730550.5010688.88
1692023.03.30 13:00sell460.101.091010.000000.00000
1702023.03.30 13:00modify460.101.091011.104011.07601
1712023.03.31 11:40sell470.101.087030.000000.00000
1722023.03.31 11:40modify470.101.087031.088761.07601
1732023.03.31 11:40modify460.101.091011.088761.07601
1742023.03.31 12:45s/l460.101.088761.088761.0760122.7210711.59
1752023.03.31 12:45s/l470.101.088761.088761.07601-17.3010694.29
1762023.04.02 23:00buy480.101.082220.000000.00000
1772023.04.02 23:00modify480.101.082221.069221.09722
1782023.04.03 10:10buy490.101.086250.000000.00000
1792023.04.03 10:10modify490.101.086251.084471.09722
1802023.04.03 10:10modify480.101.082221.084471.09722
1812023.04.03 13:50buy500.101.089970.000000.00000
1822023.04.03 13:50modify500.101.089971.085971.09722
1832023.04.03 13:50modify490.101.086251.085971.09722
1842023.04.03 13:50modify480.101.082221.085971.09722
1852023.04.04 07:02buy510.101.092160.000000.00000
1862023.04.04 07:02modify510.101.092161.087471.09722
1872023.04.04 07:02modify500.101.089971.087471.09722
1882023.04.04 07:02modify490.101.086251.087471.09722
1892023.04.04 07:02modify480.101.082221.087471.09722
1902023.04.04 14:50t/p480.101.097221.087471.09722148.7210843.01
1912023.04.04 14:50t/p490.101.097221.087471.09722109.0610952.07
1922023.04.04 14:50t/p500.101.097221.087471.0972271.8611023.93
1932023.04.04 14:50t/p510.101.097221.087471.0972250.6011074.53
1942023.04.10 14:00buy520.101.084070.000000.00000
1952023.04.10 14:00modify520.101.084071.071071.09907
1962023.04.11 00:16buy530.101.087900.000000.00000
1972023.04.11 00:16modify530.101.087901.086321.09907
1982023.04.11 00:16modify520.101.084071.086321.09907
1992023.04.11 09:15buy540.101.091650.000000.00000
2002023.04.11 09:15modify540.101.091651.087821.09907
2012023.04.11 09:15modify530.101.087901.087821.09907
2022023.04.11 09:15modify520.101.084071.087821.09907
2032023.04.12 05:50buy550.101.093850.000000.00000
2042023.04.12 05:50modify550.101.093851.089321.09907
2052023.04.12 05:50modify540.101.091651.089321.09907
2062023.04.12 05:50modify530.101.087901.089321.09907
2072023.04.12 05:50modify520.101.084071.089321.09907
2082023.04.12 14:15t/p520.101.099071.089321.09907148.7211223.24
2092023.04.12 14:15t/p530.101.099071.089321.09907111.0611334.30
2102023.04.12 14:15t/p540.101.099071.089321.0990773.5611407.86
2112023.04.12 14:15t/p550.101.099071.089321.0990752.2011460.06
2122023.04.13 14:00sell560.101.106460.000000.00000
2132023.04.13 14:00modify560.101.106461.119461.09146
2142023.04.14 13:15sell570.101.102670.000000.00000
2152023.04.14 13:15modify570.101.102671.104211.09146
2162023.04.14 13:15modify560.101.106461.104211.09146
2172023.04.14 15:25sell580.101.098800.000000.00000
2182023.04.14 15:25modify580.101.098801.102711.09146
2192023.04.14 15:25modify570.101.102671.102711.09146
2202023.04.14 15:25modify560.101.106461.102711.09146
2212023.04.17 01:15sell590.101.096670.000000.00000
2222023.04.17 01:15modify590.101.096671.101211.09146
2232023.04.17 01:15modify580.101.098801.101211.09146
2242023.04.17 01:15modify570.101.102671.101211.09146
2252023.04.17 01:15modify560.101.106461.101211.09146
2262023.04.17 14:50t/p560.101.091461.101211.09146150.4411610.50
2272023.04.17 14:50t/p570.101.091461.101211.09146112.3211722.82
2282023.04.17 14:50t/p580.101.091461.101211.0914673.6211796.44
2292023.04.17 14:50t/p590.101.091461.101211.0914652.1011848.54
2302023.04.17 15:00buy600.101.091720.000000.00000
2312023.04.17 15:00modify600.101.091721.078721.10672
2322023.04.18 06:50buy610.101.095540.000000.00000
2332023.04.18 06:50modify610.101.095541.093971.10672
2342023.04.18 06:50modify600.101.091721.093971.10672
2352023.04.19 09:40s/l600.101.093971.093971.1067221.2211869.75
2362023.04.19 09:40s/l610.101.093971.093971.10672-16.3411853.41
2372023.04.25 15:00buy620.101.097970.000000.00000
2382023.04.25 15:00modify620.101.097971.084971.11297
2392023.04.26 07:52buy630.101.101750.000000.00000
2402023.04.26 07:52modify630.101.101751.100221.11297
2412023.04.26 07:52modify620.101.097971.100221.11297
2422023.04.26 09:20buy640.101.105740.000000.00000
2432023.04.26 09:20modify640.101.105741.101721.11297
2442023.04.26 09:20modify630.101.101751.101721.11297
2452023.04.26 09:20modify620.101.097971.101721.11297
2462023.04.27 12:50s/l620.101.101721.101721.1129734.9311888.34
2472023.04.27 12:50s/l630.101.101721.101721.11297-2.2311886.11
2482023.04.27 12:50s/l640.101.101721.101721.11297-42.1311843.99
2492023.05.05 13:00buy650.101.097920.000000.00000
2502023.05.05 13:00modify650.101.097921.084921.11292
2512023.05.05 17:57buy660.101.101710.000000.00000
2522023.05.05 17:57modify660.101.101711.100171.11292
2532023.05.05 17:57modify650.101.097921.100171.11292
2542023.05.08 08:20buy670.101.105650.000000.00000
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