Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 test7263Ticks modelled156259Modelling qualityn/a
Mismatched charts errors41
Initial deposit10000.00Spread30
Total net profit1411.61Gross profit2075.80Gross loss-664.20
Profit factor3.13Expected payoff29.41
Absolute drawdown103.83Maximal drawdown415.63 (3.60%)Relative drawdown3.60% (415.63)
Total trades48Short positions (won %)21 (52.38%)Long positions (won %)27 (77.78%)
Profit trades (% of total)32 (66.67%)Loss trades (% of total)16 (33.33%)
Largestprofit trade140.88loss trade-105.78
Averageprofit trade64.87loss trade-41.51
Maximumconsecutive wins (profit in money)13 (1036.32)consecutive losses (loss in money)3 (-165.14)
Maximalconsecutive profit (count of wins)1036.32 (13)consecutive loss (count of losses)-165.14 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.13 14:00sell10.101.064660.000000.00000
22022.12.13 14:00modify10.101.064661.074661.05066
32022.12.18 23:50sell20.101.058240.000000.00000
42022.12.18 23:50modify20.101.058241.061861.05066
52022.12.18 23:50sell30.101.058240.000000.00000
62022.12.18 23:50modify30.101.058241.061161.05066
72022.12.18 23:50modify10.101.064661.061161.05066
82022.12.18 23:52modify20.101.058241.061161.05066
92022.12.19 02:15s/l10.101.061161.061161.0506636.3210036.32
102022.12.19 02:15s/l20.101.061161.061161.05066-28.9810007.34
112022.12.19 02:15s/l30.101.061161.061161.05066-28.989978.35
122023.01.03 09:00buy40.101.055480.000000.00000
132023.01.03 09:00modify40.101.055481.045481.06948
142023.01.04 09:10buy50.101.061780.000000.00000
152023.01.04 09:10modify50.101.061781.058281.06948
162023.01.04 09:10buy60.101.061780.000000.00000
172023.01.04 09:10modify60.101.061781.058981.06948
182023.01.04 09:10modify40.101.055481.058981.06948
192023.01.04 09:12modify50.101.061781.058981.06948
202023.01.04 15:20s/l40.101.058981.058981.0694834.3610012.71
212023.01.04 15:20s/l50.101.058981.058981.06948-28.009984.71
222023.01.04 15:20s/l60.101.058981.058981.06948-28.009956.71
232023.01.05 15:00buy70.101.054220.000000.00000
242023.01.05 15:00modify70.101.054221.044221.06822
252023.01.06 15:45buy80.101.060650.000000.00000
262023.01.06 15:45modify80.101.060651.057021.06822
272023.01.06 15:45buy90.101.060650.000000.00000
282023.01.06 15:45modify90.101.060651.057721.06822
292023.01.06 15:45modify70.101.054221.057721.06822
302023.01.06 15:47modify80.101.060651.057721.06822
312023.01.06 18:22buy100.101.063420.000000.00000
322023.01.06 18:22modify100.101.063421.061221.06822
332023.01.06 18:22modify90.101.060651.061221.06822
342023.01.06 18:22modify80.101.060651.061221.06822
352023.01.06 18:22modify70.101.054221.061221.06822
362023.01.09 05:32t/p70.101.068221.061221.06822138.7210095.43
372023.01.09 05:32t/p80.101.068221.061221.0682275.0610170.49
382023.01.09 05:32t/p90.101.068221.061221.0682275.0610245.54
392023.01.09 05:32t/p100.101.068221.061221.0682247.3610292.90
402023.01.12 14:00sell110.101.082920.000000.00000
412023.01.12 14:00modify110.101.082921.092921.06892
422023.01.12 15:07sell120.101.076360.000000.00000
432023.01.12 15:07modify120.101.076361.080121.06892
442023.01.12 15:07sell130.101.076360.000000.00000
452023.01.12 15:07modify130.101.076361.079421.06892
462023.01.12 15:07modify110.101.082921.079421.06892
472023.01.12 15:10modify120.101.076361.079421.06892
482023.01.12 15:15s/l110.101.079421.079421.0689235.0010327.90
492023.01.12 15:15s/l120.101.079421.079421.06892-30.6010297.30
502023.01.12 15:15s/l130.101.079421.079421.06892-30.6010266.70
512023.02.01 20:00sell140.101.097780.000000.00000
522023.02.01 20:00modify140.101.097781.107781.08378
532023.02.02 15:20sell150.101.088510.000000.00000
542023.02.02 15:20modify150.101.088511.090781.08378
552023.02.02 15:20modify140.101.097781.090781.08378
562023.02.02 15:32s/l140.101.090781.090781.0837870.6610337.36
572023.02.02 15:32s/l150.101.090781.090781.08378-22.7010314.66
582023.03.07 16:00buy160.101.058830.000000.00000
592023.03.07 16:00modify160.101.058831.048831.07283
602023.03.10 14:20buy170.101.065240.000000.00000
612023.03.10 14:20modify170.101.065241.061631.07283
622023.03.10 14:20buy180.101.065240.000000.00000
632023.03.10 14:20modify180.101.065241.062331.07283
642023.03.10 14:20modify160.101.058831.062331.07283
652023.03.10 14:22modify170.101.065241.062331.07283
662023.03.13 01:27buy190.101.068170.000000.00000
672023.03.13 01:27modify190.101.068171.065831.07283
682023.03.13 01:27modify180.101.065241.065831.07283
692023.03.13 01:27modify170.101.065241.065831.07283
702023.03.13 01:27modify160.101.058831.065831.07283
712023.03.13 02:46t/p160.101.072831.065831.07283136.1510450.81
722023.03.13 02:46t/p170.101.072831.065831.0728375.2610526.07
732023.03.13 02:46t/p180.101.072831.065831.0728375.2610601.32
742023.03.13 02:46t/p190.101.072831.065831.0728346.6010647.92
752023.03.22 19:00sell200.101.088050.000000.00000
762023.03.22 19:00modify200.101.088051.098051.07405
772023.03.24 03:07sell210.101.081710.000000.00000
782023.03.24 03:07modify210.101.081711.085251.07405
792023.03.24 03:07sell220.101.081710.000000.00000
802023.03.24 03:07modify220.101.081711.084551.07405
812023.03.24 03:07modify200.101.088051.084551.07405
822023.03.24 03:10modify210.101.081711.084551.07405
832023.03.24 08:35sell230.101.078930.000000.00000
842023.03.24 08:35modify230.101.078931.081051.07405
852023.03.24 08:35modify220.101.081711.081051.07405
862023.03.24 08:35modify210.101.081711.081051.07405
872023.03.24 08:35modify200.101.088051.081051.07405
882023.03.24 09:50t/p200.101.074051.081051.07405140.8810788.80
892023.03.24 09:50t/p210.101.074051.081051.0740576.6010865.40
902023.03.24 09:50t/p220.101.074051.081051.0740576.6010942.00
912023.03.24 09:50t/p230.101.074051.081051.0740548.8010990.80
922023.03.24 10:00buy240.101.072870.000000.00000
932023.03.24 10:00modify240.101.072871.062871.08687
942023.03.27 14:20buy250.101.079460.000000.00000
952023.03.27 14:20modify250.101.079461.075671.08687
962023.03.27 14:20buy260.101.079460.000000.00000
972023.03.27 14:20modify260.101.079461.076371.08687
982023.03.27 14:20modify240.101.072871.076371.08687
992023.03.27 14:22modify250.101.079461.076371.08687
1002023.03.28 00:50buy270.101.082080.000000.00000
1012023.03.28 00:50modify270.101.082081.079871.08687
1022023.03.28 00:50modify260.101.079461.079871.08687
1032023.03.28 00:50modify250.101.079461.079871.08687
1042023.03.28 00:50modify240.101.072871.079871.08687
1052023.03.29 11:32t/p240.101.086871.079871.08687138.0711128.87
1062023.03.29 11:32t/p250.101.086871.079871.0868772.8211201.69
1072023.03.29 11:32t/p260.101.086871.079871.0868772.8211274.51
1082023.03.29 11:32t/p270.101.086871.079871.0868747.2611321.76
1092023.04.14 16:00buy280.101.098190.000000.00000
1102023.04.14 16:00modify280.101.098191.088191.11219
1112023.04.24 17:33buy290.101.104620.000000.00000
1122023.04.24 17:33modify290.101.104621.100991.11219
1132023.04.24 17:33buy300.101.104620.000000.00000
1142023.04.24 17:33modify300.101.104621.101691.11219
1152023.04.24 17:33modify280.101.098191.101691.11219
1162023.04.24 17:36modify290.101.104621.101691.11219
1172023.04.25 11:20s/l280.101.101691.101691.1121929.2211350.98
1182023.04.25 11:20s/l290.101.101691.101691.11219-29.9411321.04
1192023.04.25 11:20s/l300.101.101691.101691.11219-29.9411291.10
1202023.04.26 14:00sell310.101.108500.000000.00000
1212023.04.26 14:00modify310.101.108501.118501.09450
1222023.04.27 12:45sell320.101.102140.000000.00000
1232023.04.27 12:45modify320.101.102141.105701.09450
1242023.04.27 12:45sell330.101.102140.000000.00000
1252023.04.27 12:45modify330.101.102141.105001.09450
1262023.04.27 12:45modify310.101.108501.105001.09450
1272023.04.27 12:47modify320.101.102141.105001.09450
1282023.04.27 13:32sell340.101.099390.000000.00000
1292023.04.27 13:32modify340.101.099391.101501.09450
1302023.04.27 13:32modify330.101.102141.101501.09450
1312023.04.27 13:32modify320.101.102141.101501.09450
1322023.04.27 13:32modify310.101.108501.101501.09450
1332023.04.27 13:50s/l310.101.101501.101501.0945070.6611361.76
1342023.04.27 13:50s/l320.101.101501.101501.094506.4011368.16
1352023.04.27 13:50s/l330.101.101501.101501.094506.4011374.56
1362023.04.27 13:50s/l340.101.101501.101501.09450-21.1011353.46
1372023.06.23 08:00buy350.101.087180.000000.00000
1382023.06.23 08:00modify350.101.087181.077181.10118
1392023.06.27 01:55buy360.101.093560.000000.00000
1402023.06.27 01:55modify360.101.093561.089981.10118
1412023.06.27 01:55buy370.101.093560.000000.00000
1422023.06.27 01:55modify370.101.093561.090681.10118
1432023.06.27 01:55modify350.101.087181.090681.10118
1442023.06.27 01:57modify360.101.093561.090681.10118
1452023.06.27 14:12buy380.101.096400.000000.00000
1462023.06.27 14:12modify380.101.096401.094181.10118
1472023.06.27 14:12modify370.101.093561.094181.10118
1482023.06.27 14:12modify360.101.093561.094181.10118
1492023.06.27 14:12modify350.101.087181.094181.10118
1502023.06.28 06:45s/l350.101.094181.094181.1011868.0711421.53
1512023.06.28 06:45s/l360.101.094181.094181.101185.5611427.09
1522023.06.28 06:45s/l370.101.094181.094181.101185.5611432.65
1532023.06.28 06:45s/l380.101.094181.094181.10118-22.8411409.81
1542023.07.12 14:00sell390.101.109780.000000.00000
1552023.07.12 14:00modify390.101.109781.119781.09578
1562023.07.13 13:46s/l390.101.119781.119781.09578-99.3411310.46
1572023.08.04 14:00sell400.101.101210.000000.00000
1582023.08.04 14:00modify400.101.101211.111211.08721
1592023.08.08 11:20sell410.101.094720.000000.00000
1602023.08.08 11:20modify410.101.094721.098411.08721
1612023.08.08 11:20sell420.101.094720.000000.00000
1622023.08.08 11:20modify420.101.094721.097711.08721
1632023.08.08 11:20modify400.101.101211.097711.08721
1642023.08.08 11:22modify410.101.094721.097711.08721
1652023.08.09 05:10s/l400.101.097711.097711.0872135.6611346.12
1662023.08.09 05:10s/l410.101.097711.097711.08721-29.6811316.44
1672023.08.09 05:10s/l420.101.097711.097711.08721-29.6811286.76
1682023.09.14 13:00buy430.101.067970.000000.00000
1692023.09.14 13:00modify430.101.067971.057971.08197
1702023.09.25 14:20s/l430.101.057971.057971.08197-105.7811180.98
1712023.10.12 14:00buy440.101.055240.000000.00000
1722023.10.12 14:00modify440.101.055241.045241.06924
1732023.10.23 09:20buy450.101.061770.000000.00000
1742023.10.23 09:20modify450.101.061771.058041.06924
1752023.10.23 09:20buy460.101.061770.000000.00000
1762023.10.23 09:20modify460.101.061771.058741.06924
1772023.10.23 09:20modify440.101.055241.058741.06924
1782023.10.23 09:22modify450.101.061771.058741.06924
1792023.10.23 15:40buy470.101.064480.000000.00000
1802023.10.23 15:40modify470.101.064481.062241.06924
1812023.10.23 15:40modify460.101.061771.062241.06924
1822023.10.23 15:40modify450.101.061771.062241.06924
1832023.10.23 15:40modify440.101.055241.062241.06924
1842023.10.24 07:02t/p440.101.069241.062241.06924133.5811314.56
1852023.10.24 07:02t/p450.101.069241.062241.0692474.0611388.62
1862023.10.24 07:02t/p460.101.069241.062241.0692474.0611462.68
1872023.10.24 07:02t/p470.101.069241.062241.0692446.9611509.63
1882023.11.03 13:00sell480.101.070950.000000.00000
1892023.11.03 13:00modify480.101.070951.080951.05695
1902023.11.14 14:15s/l480.101.080951.080951.05695-98.0311411.61