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=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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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 test7236Ticks modelled156004Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit3039.47Gross profit4206.73Gross loss-1167.26
Profit factor3.60Expected payoff40.53
Absolute drawdown78.30Maximal drawdown506.24 (3.99%)Relative drawdown3.99% (506.24)
Total trades75Short positions (won %)34 (70.59%)Long positions (won %)41 (75.61%)
Profit trades (% of total)55 (73.33%)Loss trades (% of total)20 (26.67%)
Largestprofit trade152.19loss trade-127.06
Averageprofit trade76.49loss trade-58.36
Maximumconsecutive wins (profit in money)13 (987.08)consecutive losses (loss in money)4 (-250.73)
Maximalconsecutive profit (count of wins)1037.65 (12)consecutive loss (count of losses)-250.73 (4)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 13:00sell10.100.992420.000000.00000
22022.10.04 13:00modify10.100.992421.004420.97742
32022.10.06 13:40sell20.100.983870.000000.00000
42022.10.06 13:40modify20.100.983870.988670.97742
52022.10.06 13:40modify10.100.992420.988670.97742
62022.10.06 17:22sell30.100.981130.000000.00000
72022.10.06 17:22modify30.100.981130.987170.97742
82022.10.06 17:22modify20.100.983870.987170.97742
92022.10.06 17:22modify10.100.992420.987170.97742
102022.10.07 06:32t/p10.100.977420.987170.97742151.1010151.10
112022.10.07 06:32t/p20.100.977420.987170.9774264.7210215.82
122022.10.07 06:32t/p30.100.977420.987170.9774237.3210253.14
132022.10.26 08:00sell40.101.003300.000000.00000
142022.10.26 08:00modify40.101.003301.015300.98830
152022.10.27 18:37sell50.100.995750.000000.00000
162022.10.27 18:37modify50.100.995751.000300.98830
172022.10.27 18:37modify40.101.003301.000300.98830
182022.10.28 07:35sell60.100.995050.000000.00000
192022.10.28 07:35modify60.100.995050.999550.98830
202022.10.28 07:35modify50.100.995750.999550.98830
212022.10.28 07:35modify40.101.003300.999550.98830
222022.10.31 08:27sell70.100.991900.000000.00000
232022.10.31 08:27modify70.100.991900.998050.98830
242022.10.31 08:27modify60.100.995050.998050.98830
252022.10.31 08:27modify50.100.995750.998050.98830
262022.10.31 08:27modify40.101.003300.998050.98830
272022.10.31 15:20t/p40.100.988300.998050.98830151.1010404.23
282022.10.31 15:20t/p50.100.988300.998050.9883074.9410479.17
292022.10.31 15:20t/p60.100.988300.998050.9883067.7210546.89
302022.10.31 15:20t/p70.100.988300.998050.9883036.0010582.89
312022.11.03 09:00buy80.100.977060.000000.00000
322022.11.03 09:00modify80.100.977060.965060.99206
332022.11.04 12:50buy90.100.985390.000000.00000
342022.11.04 12:50modify90.100.985390.980810.99206
352022.11.04 12:50modify80.100.977060.980810.99206
362022.11.04 13:20buy100.100.988440.000000.00000
372022.11.04 13:20modify100.100.988440.982310.99206
382022.11.04 13:20modify90.100.985390.982310.99206
392022.11.04 13:20modify80.100.977060.982310.99206
402022.11.04 14:20t/p80.100.992060.982310.99206149.3610732.25
412022.11.04 14:20t/p90.100.992060.982310.9920666.7010798.95
422022.11.04 14:20t/p100.100.992060.982310.9920636.2010835.15
432022.11.10 12:00buy110.100.994740.000000.00000
442022.11.10 12:00modify110.100.994740.982741.00974
452022.11.10 13:45t/p110.101.009740.982741.00974150.0010985.15
462022.11.15 08:00sell120.101.040690.000000.00000
472022.11.15 08:00modify120.101.040691.052691.02569
482022.11.15 18:50sell130.101.029300.000000.00000
492022.11.15 18:50modify130.101.029301.035441.02569
502022.11.15 18:50modify120.101.040691.035441.02569
512022.11.15 19:22sell140.101.033130.000000.00000
522022.11.15 19:22modify140.101.033131.037691.02569
532022.11.15 19:25modify140.101.033131.035441.02569
542022.11.15 19:45s/l120.101.035441.035441.0256952.5011037.65
552022.11.15 19:45s/l130.101.035441.035441.02569-61.4010976.25
562022.11.15 19:45s/l140.101.035441.035441.02569-23.1010953.15
572022.11.21 10:00buy150.101.022970.000000.00000
582022.11.21 10:00modify150.101.022971.010971.03797
592022.11.22 18:45buy160.101.030770.000000.00000
602022.11.22 18:45modify160.101.030771.025971.03797
612022.11.22 18:45modify150.101.022971.025971.03797
622022.11.22 23:45buy170.101.031230.000000.00000
632022.11.22 23:45modify170.101.031231.026721.03797
642022.11.22 23:45modify160.101.030771.026721.03797
652022.11.22 23:45modify150.101.022971.026721.03797
662022.11.23 07:15buy180.101.034370.000000.00000
672022.11.23 07:15modify180.101.034371.028221.03797
682022.11.23 07:15modify170.101.031231.028221.03797
692022.11.23 07:15modify160.101.030771.028221.03797
702022.11.23 07:15modify150.101.022971.028221.03797
712022.11.23 15:50t/p150.101.037971.028221.03797148.7211101.86
722022.11.23 15:50t/p160.101.037971.028221.0379771.3611173.22
732022.11.23 15:50t/p170.101.037971.028221.0379766.7611239.98
742022.11.23 15:50t/p180.101.037971.028221.0379736.0011275.98
752022.11.24 04:00sell190.101.044580.000000.00000
762022.11.24 04:00modify190.101.044581.056581.02958
772022.11.25 13:15sell200.101.036900.000000.00000
782022.11.25 13:15modify200.101.036901.041581.02958
792022.11.25 13:15modify190.101.044581.041581.02958
802022.11.25 13:20sell210.101.036100.000000.00000
812022.11.25 13:20modify210.101.036101.040831.02958
822022.11.25 13:20modify200.101.036901.040831.02958
832022.11.25 13:20modify190.101.044581.040831.02958
842022.11.25 15:50s/l190.101.040831.040831.0295837.7211313.70
852022.11.25 15:50s/l200.101.040831.040831.02958-39.3011274.40
862022.11.25 15:50s/l210.101.040831.040831.02958-47.3011227.10
872023.01.03 09:00buy220.101.055480.000000.00000
882023.01.03 09:00modify220.101.055481.043481.07048
892023.01.04 08:25buy230.101.063000.000000.00000
902023.01.04 08:25modify230.101.063001.058481.07048
912023.01.04 08:25modify220.101.055481.058481.07048
922023.01.04 08:37buy240.101.063840.000000.00000
932023.01.04 08:37modify240.101.063841.059231.07048
942023.01.04 08:37modify230.101.063001.059231.07048
952023.01.04 08:37modify220.101.055481.059231.07048
962023.01.04 15:20s/l220.101.059231.059231.0704836.8611263.96
972023.01.04 15:20s/l230.101.059231.059231.07048-37.7011226.26
982023.01.04 15:20s/l240.101.059231.059231.07048-46.1011180.16
992023.01.23 08:00sell250.101.091410.000000.00000
1002023.01.23 08:00modify250.101.091411.103411.07641
1012023.01.24 15:02sell260.101.083730.000000.00000
1022023.01.24 15:02modify260.101.083731.088411.07641
1032023.01.24 15:02modify250.101.091411.088411.07641
1042023.01.24 16:20s/l250.101.088411.088411.0764130.2211210.38
1052023.01.24 16:20s/l260.101.088411.088411.07641-46.8011163.58
1062023.03.01 13:00sell270.101.068650.000000.00000
1072023.03.01 13:00modify270.101.068651.080651.05365
1082023.03.02 13:02sell280.101.060190.000000.00000
1092023.03.02 13:02modify280.101.060191.064901.05365
1102023.03.02 13:02modify270.101.068651.064901.05365
1112023.03.02 15:57sell290.101.060920.000000.00000
1122023.03.02 15:57modify290.101.060921.065651.05365
1132023.03.02 15:59modify290.101.060921.064901.05365
1142023.03.06 02:50s/l270.101.064901.064901.0536538.6011202.17
1152023.03.06 02:50s/l280.101.064901.064901.05365-46.6611155.51
1162023.03.06 02:50s/l290.101.064901.064901.05365-39.3611116.15
1172023.03.08 06:00buy300.101.053390.000000.00000
1182023.03.08 06:00modify300.101.053391.041391.06839
1192023.03.10 07:50buy310.101.060960.000000.00000
1202023.03.10 07:50modify310.101.060961.056391.06839
1212023.03.10 07:50modify300.101.053391.056391.06839
1222023.03.10 13:40buy320.101.061770.000000.00000
1232023.03.10 13:40modify320.101.061771.057141.06839
1242023.03.10 13:40modify310.101.060961.057141.06839
1252023.03.10 13:40modify300.101.053391.057141.06839
1262023.03.10 13:50buy330.101.064700.000000.00000
1272023.03.10 13:50modify330.101.064701.058641.06839
1282023.03.10 13:50modify320.101.061771.058641.06839
1292023.03.10 13:50modify310.101.060961.058641.06839
1302023.03.10 13:50modify300.101.053391.058641.06839
1312023.03.10 15:16t/p300.101.068391.058641.06839147.4311263.58
1322023.03.10 15:16t/p310.101.068391.058641.0683974.3011337.88
1332023.03.10 15:16t/p320.101.068391.058641.0683966.2011404.08
1342023.03.10 15:16t/p330.101.068391.058641.0683936.9011440.98
1352023.03.15 11:00buy340.101.062980.000000.00000
1362023.03.15 11:00modify340.101.062981.050981.07798
1372023.03.20 11:45buy350.101.070720.000000.00000
1382023.03.20 11:45modify350.101.070721.065981.07798
1392023.03.20 11:45modify340.101.062981.065981.07798
1402023.03.20 12:15buy360.101.071480.000000.00000
1412023.03.20 12:15modify360.101.071481.066731.07798
1422023.03.20 12:15modify350.101.070721.066731.07798
1432023.03.20 12:15modify340.101.062981.066731.07798
1442023.03.21 09:40buy370.101.074390.000000.00000
1452023.03.21 09:40modify370.101.074391.068231.07798
1462023.03.21 09:40modify360.101.071481.068231.07798
1472023.03.21 09:40modify350.101.070721.068231.07798
1482023.03.21 09:40modify340.101.062981.068231.07798
1492023.03.21 11:32t/p340.101.077981.068231.07798146.1511587.13
1502023.03.21 11:32t/p350.101.077981.068231.0779871.9611659.09
1512023.03.21 11:32t/p360.101.077981.068231.0779864.3611723.44
1522023.03.21 11:32t/p370.101.077981.068231.0779835.9011759.34
1532023.03.21 12:00sell380.101.077870.000000.00000
1542023.03.21 12:00modify380.101.077871.089871.06287
1552023.03.22 18:50s/l380.101.089871.089871.06287-119.7811639.56
1562023.03.23 04:00sell390.101.090070.000000.00000
1572023.03.23 04:00modify390.101.090071.102071.07507
1582023.03.23 19:32sell400.101.082570.000000.00000
1592023.03.23 19:32modify400.101.082571.087071.07507
1602023.03.23 19:32modify390.101.090071.087071.07507
1612023.03.24 03:02sell410.101.081770.000000.00000
1622023.03.24 03:02modify410.101.081771.086321.07507
1632023.03.24 03:02modify400.101.082571.086321.07507
1642023.03.24 03:02modify390.101.090071.086321.07507
1652023.03.24 08:27sell420.101.078640.000000.00000
1662023.03.24 08:27modify420.101.078641.084821.07507
1672023.03.24 08:27modify410.101.081771.084821.07507
1682023.03.24 08:27modify400.101.082571.084821.07507
1692023.03.24 08:27modify390.101.090071.084821.07507
1702023.03.24 09:45t/p390.101.075071.084821.07507150.2211789.78
1712023.03.24 09:45t/p400.101.075071.084821.0750775.2211865.00
1722023.03.24 09:45t/p410.101.075071.084821.0750767.0011932.00
1732023.03.24 09:45t/p420.101.075071.084821.0750735.7011967.70
1742023.03.24 10:00buy430.101.072870.000000.00000
1752023.03.24 10:00modify430.101.072871.060871.08787
1762023.03.27 22:20buy440.101.080420.000000.00000
1772023.03.27 22:20modify440.101.080421.075871.08787
1782023.03.27 22:20modify430.101.072871.075871.08787
1792023.03.28 00:15buy450.101.081200.000000.00000
1802023.03.28 00:15modify450.101.081201.076621.08787
1812023.03.28 00:15modify440.101.080421.076621.08787
1822023.03.28 00:15modify430.101.072871.076621.08787
1832023.03.28 12:15buy460.101.084400.000000.00000
1842023.03.28 12:15modify460.101.084401.078121.08787
1852023.03.28 12:15modify450.101.081201.078121.08787
1862023.03.28 12:15modify440.101.080421.078121.08787
1872023.03.28 12:15modify430.101.072871.078121.08787
1882023.03.30 08:50t/p430.101.087871.078121.08787146.1512113.85
1892023.03.30 08:50t/p440.101.087871.078121.0878771.2912185.14
1902023.03.30 08:50t/p450.101.087871.078121.0878764.1312249.27
1912023.03.30 08:50t/p460.101.087871.078121.0878732.1312281.40
1922023.04.10 13:00buy470.101.085180.000000.00000
1932023.04.10 13:00modify470.101.085181.073181.10018
1942023.04.11 10:50buy480.101.092960.000000.00000
1952023.04.11 10:50modify480.101.092961.088181.10018
1962023.04.11 10:50modify470.101.085181.088181.10018
1972023.04.12 05:45buy490.101.093610.000000.00000
1982023.04.12 05:45modify490.101.093611.088931.10018
1992023.04.12 05:45modify480.101.092961.088931.10018
2002023.04.12 05:45modify470.101.085181.088931.10018
2012023.04.12 13:05buy500.101.096570.000000.00000
2022023.04.12 13:05modify500.101.096571.090431.10018
2032023.04.12 13:05modify490.101.093611.090431.10018
2042023.04.12 13:05modify480.101.092961.090431.10018
2052023.04.12 13:05modify470.101.085181.090431.10018
2062023.04.13 00:40t/p470.101.100181.090431.10018146.7912428.19
2072023.04.13 00:40t/p480.101.100181.090431.1001869.6312497.82
2082023.04.13 00:40t/p490.101.100181.090431.1001863.7712561.60
2092023.04.13 00:40t/p500.101.100181.090431.1001834.1712595.77
2102023.04.26 09:00sell510.101.104180.000000.00000
2112023.04.26 09:00modify510.101.104181.116181.08918
2122023.04.28 12:32sell520.101.096540.000000.00000
2132023.04.28 12:32modify520.101.096541.101181.08918
2142023.04.28 12:32modify510.101.104181.101181.08918
2152023.04.28 13:20s/l510.101.101181.101181.0891830.8812626.65
2162023.04.28 13:20s/l520.101.101181.101181.08918-46.4012580.25
2172023.05.17 08:00buy530.101.083470.000000.00000
2182023.05.17 08:00modify530.101.083471.071471.09847
2192023.05.25 07:50s/l530.101.071471.071471.09847-126.4212453.83
2202023.05.31 09:00buy540.101.066260.000000.00000
2212023.05.31 09:00modify540.101.066261.054261.08126
2222023.06.01 14:12buy550.101.073910.000000.00000
2232023.06.01 14:12modify550.101.073911.069261.08126
2242023.06.01 14:12modify540.101.066261.069261.08126
2252023.06.01 15:40buy560.101.074690.000000.00000
2262023.06.01 15:40modify560.101.074691.070011.08126
2272023.06.01 15:40modify550.101.073911.070011.08126
2282023.06.01 15:40modify540.101.066261.070011.08126
2292023.06.02 05:46buy570.101.077510.000000.00000
2302023.06.02 05:46modify570.101.077511.071511.08126
2312023.06.02 05:46modify560.101.074691.071511.08126
2322023.06.02 05:46modify550.101.073911.071511.08126
2332023.06.02 05:46modify540.101.066261.071511.08126
2342023.06.02 16:20s/l540.101.071511.071511.0812649.9312503.76
2352023.06.02 16:20s/l550.101.071511.071511.08126-24.6412479.12
2362023.06.02 16:20s/l560.101.071511.071511.08126-32.4412446.67
2372023.06.02 16:20s/l570.101.071511.071511.08126-60.0012386.67
2382023.06.08 13:00sell580.101.074670.000000.00000
2392023.06.08 13:00modify580.101.074671.086671.05967
2402023.06.14 16:50s/l580.101.086671.086671.05967-119.1212267.55
2412023.06.23 07:00buy590.101.092610.000000.00000
2422023.06.23 07:00modify590.101.092611.080611.10761
2432023.07.10 18:50buy600.101.100240.000000.00000
2442023.07.10 18:50modify600.101.100241.095611.10761
2452023.07.10 18:50modify590.101.092611.095611.10761
2462023.07.10 23:50buy610.101.100880.000000.00000
2472023.07.10 23:50modify610.101.100881.096361.10761
2482023.07.10 23:50modify600.101.100241.096361.10761
2492023.07.10 23:50modify590.101.092611.096361.10761
2502023.07.12 04:50buy620.101.103980.000000.00000
2512023.07.12 04:50modify620.101.103981.097861.10761
2522023.07.12 04:50modify610.101.100881.097861.10761
2532023.07.12 04:50modify600.101.100241.097861.10761
2542023.07.12 04:50modify590.101.092611.097861.10761
2552023.07.12 13:15t/p590.101.107611.097861.10761139.0812406.64
2562023.07.12 13:15t/p600.101.107611.097861.1076172.4212479.05
2572023.07.12 13:15t/p610.101.107611.097861.1076166.0212545.07
2582023.07.12 13:15t/p620.101.107611.097861.1076136.3012581.37
2592023.07.13 13:00sell630.101.117970.000000.00000
2602023.07.13 13:00modify630.101.117971.129971.10297
2612023.07.24 08:50sell640.101.106570.000000.00000
2622023.07.24 08:50modify640.101.106571.112721.10297
2632023.07.24 08:50modify630.101.117971.112721.10297
2642023.07.24 11:17sell650.101.109680.000000.00000
2652023.07.24 11:17modify650.101.109681.114221.10297
2662023.07.24 11:20modify650.101.109681.112721.10297
2672023.07.24 11:40sell660.101.110470.000000.00000
2682023.07.24 11:40modify660.101.110471.114971.10297
2692023.07.24 11:42modify660.101.110471.112721.10297
2702023.07.25 13:20t/p630.101.102971.112721.10297152.1912733.56
2712023.07.25 13:20t/p640.101.102971.112721.1029736.2212769.78
2722023.07.25 13:20t/p650.101.102971.112721.1029767.3212837.10
2732023.07.25 13:20t/p660.101.102971.112721.1029775.2212912.32
2742023.08.10 08:00sell670.101.100830.000000.00000
2752023.08.10 08:00modify670.101.100831.112831.08583
2762023.08.14 01:45sell680.101.093320.000000.00000
2772023.08.14 01:45modify680.101.093321.097831.08583
2782023.08.14 01:45modify670.101.100831.097831.08583
2792023.08.14 13:15sell690.101.089310.000000.00000
2802023.08.14 13:15modify690.101.089311.095581.08583
2812023.08.14 13:15modify680.101.093321.095581.08583
2822023.08.14 13:15modify670.101.100831.095581.08583
2832023.08.14 17:15sell700.101.092470.000000.00000
2842023.08.14 17:15modify700.101.092471.097081.08583
2852023.08.14 17:17modify700.101.092471.095581.08583
2862023.08.18 12:20t/p670.101.085831.095581.08583151.7513064.07
2872023.08.18 12:20t/p680.101.085831.095581.0858376.2213140.29
2882023.08.18 12:20t/p690.101.085831.095581.0858336.1213176.40
2892023.08.18 12:20t/p700.101.085831.095581.0858367.7213244.12
2902023.08.23 11:00buy710.101.081030.000000.00000
2912023.08.23 11:00modify710.101.081031.069031.09603
2922023.08.29 19:20buy720.101.089490.000000.00000
2932023.08.29 19:20modify720.101.089491.084781.09603
2942023.08.29 19:20modify710.101.081031.084781.09603
2952023.08.29 20:37buy730.101.088610.000000.00000
2962023.08.29 20:37modify730.101.088611.084031.09603
2972023.08.29 20:40modify730.101.088611.084781.09603
2982023.08.30 12:59buy740.101.092400.000000.00000
2992023.08.30 12:59modify740.101.092401.086281.09603
3002023.08.30 12:59modify720.101.089491.086281.09603
3012023.08.30 12:59modify730.101.088611.086281.09603
3022023.08.30 12:59modify710.101.081031.086281.09603
3032023.08.31 10:20s/l710.101.086281.086281.0960346.0813290.20
3042023.08.31 10:20s/l720.101.086281.086281.09603-34.6713255.53
3052023.08.31 10:20s/l730.101.086281.086281.09603-25.8713229.66
3062023.08.31 10:20s/l740.101.086281.086281.09603-63.1313166.54
3072023.09.05 08:00buy750.101.075930.000000.00000
3082023.09.05 08:00modify750.101.075931.063931.09093
3092023.09.14 17:20s/l750.101.063931.063931.09093-127.0613039.47