Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolEURAUD (Euro vs Australian Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test7262Ticks modelled158948Modelling qualityn/a
Mismatched charts errors25
Initial deposit10000.00Spread40
Total net profit1417.77Gross profit2170.83Gross loss-753.06
Profit factor2.88Expected payoff20.55
Absolute drawdown209.02Maximal drawdown271.28 (2.70%)Relative drawdown2.70% (271.28)
Total trades69Short positions (won %)36 (52.78%)Long positions (won %)33 (72.73%)
Profit trades (% of total)43 (62.32%)Loss trades (% of total)26 (37.68%)
Largestprofit trade92.25loss trade-85.79
Averageprofit trade50.48loss trade-28.96
Maximumconsecutive wins (profit in money)11 (626.12)consecutive losses (loss in money)3 (-132.00)
Maximalconsecutive profit (count of wins)626.12 (11)consecutive loss (count of losses)-132.00 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.05 17:00sell10.101.563100.000000.00000
22022.12.05 17:00modify10.101.563101.576101.54910
32022.12.08 13:23sell20.101.555810.000000.00000
42022.12.08 13:23modify20.101.555811.562401.54910
52022.12.08 13:23sell30.101.555810.000000.00000
62022.12.08 13:23modify30.101.555811.559601.54910
72022.12.08 13:23modify10.101.563101.559601.54910
82022.12.08 13:26modify20.101.555811.559601.54910
92022.12.08 13:45sell40.101.555230.000000.00000
102022.12.08 13:45modify40.101.555231.558201.54910
112022.12.08 13:45modify30.101.555811.558201.54910
122022.12.08 13:45modify20.101.555811.558201.54910
132022.12.08 13:45modify10.101.563101.558201.54910
142022.12.08 14:20s/l10.101.558201.558201.5491031.6110031.61
152022.12.08 14:20s/l20.101.558201.558201.54910-15.7510015.86
162022.12.08 14:20s/l30.101.558201.558201.54910-15.7510000.11
172022.12.08 14:20s/l40.101.558201.558201.54910-19.579980.54
182022.12.13 15:00buy50.101.545150.000000.00000
192022.12.13 15:00modify50.101.545151.532151.55915
202022.12.13 20:10buy60.101.552180.000000.00000
212022.12.13 20:10modify60.101.552181.545851.55915
222022.12.13 20:10buy70.101.552180.000000.00000
232022.12.13 20:10modify70.101.552181.548651.55915
242022.12.13 20:10modify50.101.545151.548651.55915
252022.12.13 20:13modify60.101.552181.548651.55915
262022.12.13 22:20s/l50.101.548651.548651.5591522.9710003.51
272022.12.13 22:20s/l60.101.548651.548651.55915-23.179980.34
282022.12.13 22:20s/l70.101.548651.548651.55915-23.179957.17
292022.12.15 11:00sell80.101.570280.000000.00000
302022.12.15 11:00modify80.101.570281.583281.55628
312022.12.15 14:20s/l80.101.583281.583281.55628-85.669871.51
322023.01.04 05:00buy90.101.553910.000000.00000
332023.01.04 05:00modify90.101.553911.540911.56791
342023.01.05 15:45buy100.101.561100.000000.00000
352023.01.05 15:45modify100.101.561101.554611.56791
362023.01.05 15:45buy110.101.561100.000000.00000
372023.01.05 15:45modify110.101.561101.557411.56791
382023.01.05 15:45modify90.101.553911.557411.56791
392023.01.05 15:47modify100.101.561101.557411.56791
402023.01.05 15:55buy120.101.561650.000000.00000
412023.01.05 15:55modify120.101.561651.558811.56791
422023.01.05 15:55modify110.101.561101.558811.56791
432023.01.05 15:55modify100.101.561101.558811.56791
442023.01.05 15:55modify90.101.553911.558811.56791
452023.01.05 16:20s/l90.101.558811.558811.5679131.589903.10
462023.01.05 16:20s/l100.101.558811.558811.56791-15.039888.07
472023.01.05 16:20s/l110.101.558811.558811.56791-15.039873.04
482023.01.05 16:20s/l120.101.558811.558811.56791-18.649854.40
492023.01.17 16:00buy130.101.545400.000000.00000
502023.01.17 16:00modify130.101.545401.532401.55940
512023.01.18 18:10buy140.101.552590.000000.00000
522023.01.18 18:10modify140.101.552591.546101.55940
532023.01.18 18:10buy150.101.552590.000000.00000
542023.01.18 18:10modify150.101.552591.548901.55940
552023.01.18 18:10modify130.101.545401.548901.55940
562023.01.18 18:12modify140.101.552591.548901.55940
572023.01.18 19:05buy160.101.553130.000000.00000
582023.01.18 19:05modify160.101.553131.550301.55940
592023.01.18 19:05modify150.101.552591.550301.55940
602023.01.18 19:05modify140.101.552591.550301.55940
612023.01.18 19:05modify130.101.545401.550301.55940
622023.01.19 00:45t/p130.101.559401.550301.5594091.119945.51
632023.01.19 00:45t/p140.101.559401.550301.5594044.119989.62
642023.01.19 00:45t/p150.101.559401.550301.5594044.1110033.74
652023.01.19 00:45t/p160.101.559401.550301.5594040.5710074.31
662023.01.23 16:00buy170.101.545370.000000.00000
672023.01.23 16:00modify170.101.545371.532371.55937
682023.01.25 06:45s/l170.101.532371.532371.55937-85.709988.61
692023.02.03 15:00sell180.101.556760.000000.00000
702023.02.03 15:00modify180.101.556761.569761.54276
712023.02.07 04:52sell190.101.548820.000000.00000
722023.02.07 04:52modify190.101.548821.551861.54276
732023.02.07 04:52modify180.101.556761.551861.54276
742023.02.07 05:22sell200.101.549560.000000.00000
752023.02.07 05:22modify200.101.549561.556061.54276
762023.02.07 05:22sell210.101.549560.000000.00000
772023.02.07 05:22modify210.101.549561.553261.54276
782023.02.07 05:25modify210.101.549561.551861.54276
792023.02.07 05:25modify200.101.549561.551861.54276
802023.02.07 17:45t/p180.101.542761.551861.5427691.9810080.59
812023.02.07 17:45t/p190.101.542761.551861.5427639.9310120.52
822023.02.07 17:45t/p200.101.542761.551861.5427644.8110165.33
832023.02.07 17:45t/p210.101.542761.551861.5427644.8110210.14
842023.03.15 12:00buy220.101.594630.000000.00000
852023.03.15 12:00modify220.101.594631.581631.60863
862023.03.21 03:32buy230.101.601790.000000.00000
872023.03.21 03:32modify230.101.601791.595331.60863
882023.03.21 03:32buy240.101.601790.000000.00000
892023.03.21 03:32modify240.101.601791.598131.60863
902023.03.21 03:32modify220.101.594631.598131.60863
912023.03.21 03:35modify230.101.601791.598131.60863
922023.03.21 07:12buy250.101.602430.000000.00000
932023.03.21 07:12modify250.101.602431.599531.60863
942023.03.21 07:12modify240.101.601791.599531.60863
952023.03.21 07:12modify230.101.601791.599531.60863
962023.03.21 07:12modify220.101.594631.599531.60863
972023.03.21 10:10t/p220.101.608631.599531.6086390.7310300.87
982023.03.21 10:10t/p230.101.608631.599531.6086344.8910345.76
992023.03.21 10:10t/p240.101.608631.599531.6086344.8910390.65
1002023.03.21 10:10t/p250.101.608631.599531.6086340.6910431.34
1012023.03.21 15:00sell260.101.617940.000000.00000
1022023.03.21 15:00modify260.101.617941.630941.60394
1032023.03.22 02:02sell270.101.610740.000000.00000
1042023.03.22 02:02modify270.101.610741.617241.60394
1052023.03.22 02:02sell280.101.610740.000000.00000
1062023.03.22 02:02modify280.101.610741.614441.60394
1072023.03.22 02:02modify260.101.617941.614441.60394
1082023.03.22 02:05modify270.101.610741.614441.60394
1092023.03.22 08:26sell290.101.609940.000000.00000
1102023.03.22 08:26modify290.101.609941.613041.60394
1112023.03.22 08:26modify280.101.610741.613041.60394
1122023.03.22 08:26modify270.101.610741.613041.60394
1132023.03.22 08:26modify260.101.617941.613041.60394
1142023.03.22 11:20s/l260.101.613041.613041.6039432.1610463.50
1152023.03.22 11:20s/l270.101.613041.613041.60394-15.1510448.35
1162023.03.22 11:20s/l280.101.613041.613041.60394-15.1510433.20
1172023.03.22 11:20s/l290.101.613041.613041.60394-20.4210412.78
1182023.04.03 12:00buy300.101.608640.000000.00000
1192023.04.03 12:00modify300.101.608641.595641.62264
1202023.04.04 07:16buy310.101.616430.000000.00000
1212023.04.04 07:16modify310.101.616431.613541.62264
1222023.04.04 07:16modify300.101.608641.613541.62264
1232023.04.04 07:30buy320.101.615870.000000.00000
1242023.04.04 07:30modify320.101.615871.609341.62264
1252023.04.04 07:30buy330.101.615870.000000.00000
1262023.04.04 07:30modify330.101.615871.612141.62264
1272023.04.04 07:32modify330.101.615871.613541.62264
1282023.04.04 07:32modify320.101.615871.613541.62264
1292023.04.04 14:20t/p300.101.622641.613541.6226491.7010504.48
1302023.04.04 14:20t/p310.101.622641.613541.6226440.7610545.24
1312023.04.04 14:20t/p320.101.622641.613541.6226444.4410589.68
1322023.04.04 14:20t/p330.101.622641.613541.6226444.4410634.12
1332023.04.05 09:00sell340.101.634850.000000.00000
1342023.04.05 09:00modify340.101.634851.647851.62085
1352023.04.05 14:40sell350.101.627720.000000.00000
1362023.04.05 14:40modify350.101.627721.634151.62085
1372023.04.05 14:40sell360.101.627720.000000.00000
1382023.04.05 14:40modify360.101.627721.631351.62085
1392023.04.05 14:40modify340.101.634851.631351.62085
1402023.04.05 14:42modify350.101.627721.631351.62085
1412023.04.05 21:20t/p340.101.620851.631351.6208592.2510726.37
1422023.04.05 21:20t/p350.101.620851.631351.6208545.2710771.64
1432023.04.05 21:20t/p360.101.620851.631351.6208545.2710816.91
1442023.04.26 09:00sell370.101.671620.000000.00000
1452023.04.26 09:00modify370.101.671621.684621.65762
1462023.04.27 14:20sell380.101.663850.000000.00000
1472023.04.27 14:20modify380.101.663851.666721.65762
1482023.04.27 14:20modify370.101.671621.666721.65762
1492023.04.27 14:45sell390.101.664580.000000.00000
1502023.04.27 14:45modify390.101.664581.670921.65762
1512023.04.27 14:45sell400.101.664580.000000.00000
1522023.04.27 14:45modify400.101.664581.668121.65762
1532023.04.27 14:47modify400.101.664581.666721.65762
1542023.04.27 14:47modify390.101.664581.666721.65762
1552023.04.28 06:35s/l370.101.666721.666721.6576231.7610848.66
1562023.04.28 06:35s/l380.101.666721.666721.65762-19.0410829.62
1572023.04.28 06:35s/l390.101.666721.666721.65762-14.2310815.39
1582023.04.28 06:35s/l400.101.666721.666721.65762-14.2310801.15
1592023.05.02 05:00buy410.101.641260.000000.00000
1602023.05.02 05:00modify410.101.641261.628261.65526
1612023.05.02 14:59buy420.101.648490.000000.00000
1622023.05.02 14:59modify420.101.648491.641961.65526
1632023.05.02 14:59buy430.101.648490.000000.00000
1642023.05.02 14:59modify430.101.648491.644761.65526
1652023.05.02 14:59modify410.101.641261.644761.65526
1662023.05.02 15:00modify420.101.648491.644761.65526
1672023.05.02 15:15buy440.101.649050.000000.00000
1682023.05.02 15:15modify440.101.649051.646161.65526
1692023.05.02 15:15modify430.101.648491.646161.65526
1702023.05.02 15:15modify420.101.648491.646161.65526
1712023.05.02 15:15modify410.101.641261.646161.65526
1722023.05.03 07:15t/p410.101.655261.646161.6552691.6910892.84
1732023.05.03 07:15t/p420.101.655261.646161.6552644.2410937.08
1742023.05.03 07:15t/p430.101.655261.646161.6552644.2410981.32
1752023.05.03 07:15t/p440.101.655261.646161.6552640.5611021.88
1762023.06.20 03:00sell450.101.605680.000000.00000
1772023.06.20 03:00modify450.101.605681.618681.59168
1782023.06.21 13:20s/l450.101.618681.618681.59168-85.7910936.08
1792023.07.06 14:00sell460.101.640600.000000.00000
1802023.07.06 14:00modify460.101.640601.653601.62660
1812023.07.13 05:37sell470.101.633570.000000.00000
1822023.07.13 05:37modify470.101.633571.639901.62660
1832023.07.13 05:37sell480.101.633570.000000.00000
1842023.07.13 05:37modify480.101.633571.637101.62660
1852023.07.13 05:37modify460.101.640601.637101.62660
1862023.07.13 05:40modify470.101.633571.637101.62660
1872023.07.13 06:35sell490.101.632790.000000.00000
1882023.07.13 06:35modify490.101.632791.635701.62660
1892023.07.13 06:35modify480.101.633571.635701.62660
1902023.07.13 06:35modify470.101.633571.635701.62660
1912023.07.13 06:35modify460.101.640601.635701.62660
1922023.07.13 13:45t/p460.101.626601.635701.6266091.3211027.40
1932023.07.13 13:45t/p470.101.626601.635701.6266045.9211073.32
1942023.07.13 13:45t/p480.101.626601.635701.6266045.9211119.24
1952023.07.13 13:45t/p490.101.626601.635701.6266040.7811160.02
1962023.07.20 03:00buy500.101.641870.000000.00000
1972023.07.20 03:00modify500.101.641871.628871.65587
1982023.07.21 08:25buy510.101.649730.000000.00000
1992023.07.21 08:25modify510.101.649731.646771.65587
2002023.07.21 08:25modify500.101.641871.646771.65587
2012023.07.21 09:27buy520.101.649060.000000.00000
2022023.07.21 09:27modify520.101.649061.642571.65587
2032023.07.21 09:27buy530.101.649060.000000.00000
2042023.07.21 09:27modify530.101.649061.645371.65587
2052023.07.21 09:30modify530.101.649061.646771.65587
2062023.07.21 09:30modify520.101.649061.646771.65587
2072023.07.24 01:20t/p500.101.655871.646771.6558791.5011251.52
2082023.07.24 01:20t/p510.101.655871.646771.6558740.1011291.61
2092023.07.24 01:20t/p520.101.655871.646771.6558744.5011336.11
2102023.07.24 01:20t/p530.101.655871.646771.6558744.5011380.61
2112023.07.28 05:00sell540.101.649530.000000.00000
2122023.07.28 05:00modify540.101.649531.662531.63553
2132023.07.31 12:20sell550.101.642320.000000.00000
2142023.07.31 12:20modify550.101.642321.648831.63553
2152023.07.31 12:20sell560.101.642320.000000.00000
2162023.07.31 12:20modify560.101.642321.646031.63553
2172023.07.31 12:20modify540.101.649531.646031.63553
2182023.07.31 12:22modify550.101.642321.646031.63553
2192023.07.31 21:20t/p540.101.635531.646031.6355392.1211472.73
2202023.07.31 21:20t/p550.101.635531.646031.6355344.7411517.47
2212023.07.31 21:20t/p560.101.635531.646031.6355344.7411562.21
2222023.08.01 07:00sell570.101.651340.000000.00000
2232023.08.01 07:00modify570.101.651341.664341.63734
2242023.08.01 22:02s/l570.101.664341.664341.63734-85.6711476.54
2252023.09.05 06:00sell580.101.685010.000000.00000
2262023.09.05 06:00modify580.101.685011.698011.67101
2272023.09.06 06:17sell590.101.677850.000000.00000
2282023.09.06 06:17modify590.101.677851.684311.67101
2292023.09.06 06:17sell600.101.677850.000000.00000
2302023.09.06 06:17modify600.101.677851.681511.67101
2312023.09.06 06:17modify580.101.685011.681511.67101
2322023.09.06 06:20modify590.101.677851.681511.67101
2332023.09.06 07:10s/l580.101.681511.681511.6710122.9411499.47
2342023.09.06 07:10s/l590.101.681511.681511.67101-24.1111475.36
2352023.09.06 07:10s/l600.101.681511.681511.67101-24.1111451.25
2362023.09.14 13:00buy610.101.657900.000000.00000
2372023.09.14 13:00modify610.101.657901.644901.67190
2382023.09.21 09:15buy620.101.664940.000000.00000
2392023.09.21 09:15modify620.101.664941.658601.67190
2402023.09.21 09:15buy630.101.664940.000000.00000
2412023.09.21 09:15modify630.101.664941.661401.67190
2422023.09.21 09:15modify610.101.657901.661401.67190
2432023.09.21 09:17modify620.101.664941.661401.67190
2442023.09.21 10:50s/l610.101.661401.661401.6719021.6311472.88
2452023.09.21 10:50s/l620.101.661401.661401.67190-23.2311449.65
2462023.09.21 10:50s/l630.101.661401.661401.67190-23.2311426.42
2472023.10.03 06:00sell640.101.659420.000000.00000
2482023.10.03 06:00modify640.101.659421.672421.64542
2492023.10.05 03:33sell650.101.651460.000000.00000
2502023.10.05 03:33modify650.101.651461.654521.64542
2512023.10.05 03:33modify640.101.659421.654521.64542
2522023.10.05 05:27sell660.101.652140.000000.00000
2532023.10.05 05:27modify660.101.652141.658721.64542
2542023.10.05 05:27sell670.101.652140.000000.00000
2552023.10.05 05:27modify670.101.652141.655921.64542
2562023.10.05 05:30modify670.101.652141.654521.64542
2572023.10.05 05:30modify660.101.652141.654521.64542
2582023.10.05 06:20s/l640.101.654521.654521.6454231.7611458.18
2592023.10.05 06:20s/l650.101.654521.654521.64542-20.1611438.02
2602023.10.05 06:20s/l660.101.654521.654521.64542-15.6811422.34
2612023.10.05 06:20s/l670.101.654521.654521.64542-15.6811406.66
2622023.11.01 15:00buy680.101.653740.000000.00000
2632023.11.01 15:00modify680.101.653741.640741.66774
2642023.11.07 04:40buy690.101.661610.000000.00000
2652023.11.07 04:40modify690.101.661611.658641.66774
2662023.11.07 04:40modify680.101.653741.658641.66774
2672023.11.08 02:20s/l680.101.658641.658641.6677430.8111437.46
2682023.11.08 02:20s/l690.101.658641.658641.66774-19.6911417.77