Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2023.01.01 22:00 - 2023.12.29 21:00 (2023.01.01 - 2024.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 test7224Ticks modelled155148Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2244.00Gross profit2584.00Gross loss-340.01
Profit factor7.60Expected payoff34.52
Absolute drawdown23.24Maximal drawdown228.00 (1.85%)Relative drawdown1.89% (196.80)
Total trades65Short positions (won %)25 (84.00%)Long positions (won %)40 (62.50%)
Profit trades (% of total)46 (70.77%)Loss trades (% of total)19 (29.23%)
Largestprofit trade101.10loss trade-70.64
Averageprofit trade56.17loss trade-17.90
Maximumconsecutive wins (profit in money)13 (726.36)consecutive losses (loss in money)3 (-41.33)
Maximalconsecutive profit (count of wins)726.36 (13)consecutive loss (count of losses)-70.64 (1)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.04 10:00sell10.101.061050.000000.00000
22023.01.04 10:00modify10.101.061051.068051.05105
32023.01.05 13:33sell20.101.056950.000000.00000
42023.01.05 13:33modify20.101.056951.060551.05105
52023.01.05 13:33modify10.101.061051.060551.05105
62023.01.05 13:53sell30.101.055370.000000.00000
72023.01.05 13:53modify30.101.055371.058051.05105
82023.01.05 13:53modify20.101.056951.058051.05105
92023.01.05 13:53modify10.101.061051.058051.05105
102023.01.05 14:27sell40.101.055020.000000.00000
112023.01.05 14:27modify40.101.055021.057051.05105
122023.01.05 14:27modify30.101.055371.057051.05105
132023.01.05 14:27modify20.101.056951.057051.05105
142023.01.05 14:27modify10.101.061051.057051.05105
152023.01.06 07:50t/p10.101.051051.057051.05105100.8810100.88
162023.01.06 07:50t/p20.101.051051.057051.0510559.2210160.10
172023.01.06 07:50t/p30.101.051051.057051.0510543.4210203.52
182023.01.06 07:50t/p40.101.051051.057051.0510539.9210243.44
192023.03.15 15:00buy50.101.055050.000000.00000
202023.03.15 15:00modify50.101.055051.048051.06505
212023.03.15 18:20buy60.101.059260.000000.00000
222023.03.15 18:20modify60.101.059261.055551.06505
232023.03.15 18:20modify50.101.055051.055551.06505
242023.03.16 04:50buy70.101.060620.000000.00000
252023.03.16 04:50modify70.101.060621.058051.06505
262023.03.16 04:50modify60.101.059261.058051.06505
272023.03.16 04:50modify50.101.055051.058051.06505
282023.03.16 05:57buy80.101.061210.000000.00000
292023.03.16 05:57modify80.101.061211.059051.06505
302023.03.16 05:57modify70.101.060621.059051.06505
312023.03.16 05:57modify60.101.059261.059051.06505
322023.03.16 05:57modify50.101.055051.059051.06505
332023.03.16 12:50s/l50.101.059051.059051.0650538.0710281.51
342023.03.16 12:50s/l60.101.059051.059051.06505-4.0310277.48
352023.03.16 12:50s/l70.101.059051.059051.06505-15.7010261.78
362023.03.16 12:50s/l80.101.059051.059051.06505-21.6010240.18
372023.03.24 11:00buy90.101.073070.000000.00000
382023.03.24 11:00modify90.101.073071.066071.08307
392023.03.27 00:26buy100.101.077250.000000.00000
402023.03.27 00:26modify100.101.077251.073571.08307
412023.03.27 00:26modify90.101.073071.073571.08307
422023.03.27 13:15buy110.101.079080.000000.00000
432023.03.27 13:15modify110.101.079081.077071.08307
442023.03.27 13:15modify100.101.077251.077071.08307
452023.03.27 13:15modify90.101.073071.077071.08307
462023.03.27 13:52buy120.101.078670.000000.00000
472023.03.27 13:52modify120.101.078671.076071.08307
482023.03.27 13:55modify120.101.078671.077071.08307
492023.03.28 07:32t/p90.101.083071.077071.0830798.7210338.90
502023.03.28 07:32t/p100.101.083071.077071.0830757.5610396.46
512023.03.28 07:32t/p110.101.083071.077071.0830739.2610435.71
522023.03.28 07:32t/p120.101.083071.077071.0830743.3610479.07
532023.03.30 15:00sell130.101.091250.000000.00000
542023.03.30 15:00modify130.101.091251.098251.08125
552023.03.31 11:40sell140.101.087030.000000.00000
562023.03.31 11:40modify140.101.087031.090751.08125
572023.03.31 11:40modify130.101.091251.090751.08125
582023.03.31 14:50sell150.101.085740.000000.00000
592023.03.31 14:50modify150.101.085741.088251.08125
602023.03.31 14:50modify140.101.087031.088251.08125
612023.03.31 14:50modify130.101.091251.088251.08125
622023.03.31 17:45sell160.101.085180.000000.00000
632023.03.31 17:45modify160.101.085181.087251.08125
642023.03.31 17:45modify150.101.085741.087251.08125
652023.03.31 17:45modify140.101.087031.087251.08125
662023.03.31 17:45modify130.101.091251.087251.08125
672023.04.02 22:46t/p130.101.081251.087251.08125100.2210579.29
682023.04.02 22:46t/p140.101.081251.087251.0812557.8010637.09
692023.04.02 22:46t/p150.101.081251.087251.0812544.9010681.99
702023.04.02 22:46t/p160.101.081251.087251.0812539.3010721.29
712023.04.10 15:00buy170.101.084120.000000.00000
722023.04.10 15:00modify170.101.084121.077121.09412
732023.04.11 00:50buy180.101.088180.000000.00000
742023.04.11 00:50modify180.101.088181.084621.09412
752023.04.11 00:50modify170.101.084121.084621.09412
762023.04.11 05:50buy190.101.089730.000000.00000
772023.04.11 05:50modify190.101.089731.087121.09412
782023.04.11 05:50modify180.101.088181.087121.09412
792023.04.11 05:50modify170.101.084121.087121.09412
802023.04.11 07:15buy200.101.090170.000000.00000
812023.04.11 07:15modify200.101.090171.088121.09412
822023.04.11 07:15modify190.101.089731.088121.09412
832023.04.11 07:15modify180.101.088181.088121.09412
842023.04.11 07:15modify170.101.084121.088121.09412
852023.04.12 12:40t/p170.101.094121.088121.0941298.7210820.01
862023.04.12 12:40t/p180.101.094121.088121.0941258.7610878.77
872023.04.12 12:40t/p190.101.094121.088121.0941243.2610922.02
882023.04.12 12:40t/p200.101.094121.088121.0941238.8610960.88
892023.04.26 10:00sell210.101.104110.000000.00000
902023.04.26 10:00modify210.101.104111.111111.09411
912023.04.27 12:50sell220.101.100080.000000.00000
922023.04.27 12:50modify220.101.100081.103611.09411
932023.04.27 12:50modify210.101.104111.103611.09411
942023.04.27 23:50s/l210.101.103611.103611.094115.6610966.54
952023.04.27 23:50s/l220.101.103611.103611.09411-35.3010931.24
962023.06.21 16:00sell230.101.095040.000000.00000
972023.06.21 16:00modify230.101.095041.102041.08504
982023.06.23 07:10sell240.101.090790.000000.00000
992023.06.23 07:10modify240.101.090791.094541.08504
1002023.06.23 07:10modify230.101.095041.094541.08504
1012023.06.23 07:15sell250.101.089450.000000.00000
1022023.06.23 07:15modify250.101.089451.092041.08504
1032023.06.23 07:15modify240.101.090791.092041.08504
1042023.06.23 07:15modify230.101.095041.092041.08504
1052023.06.23 09:02t/p230.101.085041.092041.08504100.8811032.12
1062023.06.23 09:02t/p240.101.085041.092041.0850457.5011089.62
1072023.06.23 09:02t/p250.101.085041.092041.0850444.1011133.72
1082023.06.23 10:00buy260.101.086370.000000.00000
1092023.06.23 10:00modify260.101.086371.079371.09637
1102023.06.23 13:32buy270.101.090370.000000.00000
1112023.06.23 13:32modify270.101.090371.086871.09637
1122023.06.23 13:32modify260.101.086371.086871.09637
1132023.06.26 11:50buy280.101.092090.000000.00000
1142023.06.26 11:50modify280.101.092091.089371.09637
1152023.06.26 11:50modify270.101.090371.089371.09637
1162023.06.26 11:50modify260.101.086371.089371.09637
1172023.06.27 02:40buy290.101.092460.000000.00000
1182023.06.27 02:40modify290.101.092461.090371.09637
1192023.06.27 02:40modify280.101.092091.090371.09637
1202023.06.27 02:40modify270.101.090371.090371.09637
1212023.06.27 02:40modify260.101.086371.090371.09637
1222023.06.27 12:45t/p260.101.096371.090371.0963798.7211232.43
1232023.06.27 12:45t/p270.101.096371.090371.0963758.7211291.15
1242023.06.27 12:45t/p280.101.096371.090371.0963742.1611333.31
1252023.06.27 12:45t/p290.101.096371.090371.0963739.1011372.41
1262023.08.04 17:00sell300.101.103390.000000.00000
1272023.08.04 17:00modify300.101.103391.110391.09339
1282023.08.07 04:10sell310.101.099310.000000.00000
1292023.08.07 04:10modify310.101.099311.102891.09339
1302023.08.07 04:10modify300.101.103391.102891.09339
1312023.08.07 06:32sell320.101.097170.000000.00000
1322023.08.07 06:32modify320.101.097171.099391.09339
1332023.08.07 06:32modify310.101.099311.099391.09339
1342023.08.07 06:32modify300.101.103391.099391.09339
1352023.08.07 06:52sell330.101.097890.000000.00000
1362023.08.07 06:52modify330.101.097891.100391.09339
1372023.08.07 06:55modify330.101.097891.099391.09339
1382023.08.07 07:45s/l300.101.099391.099391.0933940.2211412.62
1392023.08.07 07:45s/l310.101.099391.099391.09339-0.8011411.82
1402023.08.07 07:45s/l320.101.099391.099391.09339-22.2011389.62
1412023.08.07 07:45s/l330.101.099391.099391.09339-15.0011374.62
1422023.08.08 13:00buy340.101.094610.000000.00000
1432023.08.08 13:00modify340.101.094611.087611.10461
1442023.08.09 07:50buy350.101.098770.000000.00000
1452023.08.09 07:50modify350.101.098771.095111.10461
1462023.08.09 07:50modify340.101.094611.095111.10461
1472023.08.10 06:50buy360.101.100180.000000.00000
1482023.08.10 06:50modify360.101.100181.097611.10461
1492023.08.10 06:50modify350.101.098771.097611.10461
1502023.08.10 06:50modify340.101.094611.097611.10461
1512023.08.10 07:10buy370.101.100760.000000.00000
1522023.08.10 07:10modify370.101.100761.098611.10461
1532023.08.10 07:10modify360.101.100181.098611.10461
1542023.08.10 07:10modify350.101.098771.098611.10461
1552023.08.10 07:10modify340.101.094611.098611.10461
1562023.08.10 12:45t/p340.101.104611.098611.1046197.4311472.06
1572023.08.10 12:45t/p350.101.104611.098611.1046156.4711528.53
1582023.08.10 12:45t/p360.101.104611.098611.1046144.3011572.83
1592023.08.10 12:45t/p370.101.104611.098611.1046138.5011611.33
1602023.08.23 09:00buy380.101.082200.000000.00000
1612023.08.23 09:00modify380.101.082201.075201.09220
1622023.08.23 15:45buy390.101.086240.000000.00000
1632023.08.23 15:45modify390.101.086241.082701.09220
1642023.08.23 15:45modify380.101.082201.082701.09220
1652023.08.24 00:20buy400.101.087800.000000.00000
1662023.08.24 00:20modify400.101.087801.085201.09220
1672023.08.24 00:20modify390.101.086241.085201.09220
1682023.08.24 00:20modify380.101.082201.085201.09220
1692023.08.24 07:50s/l380.101.085201.085201.0922028.0711639.40
1702023.08.24 07:50s/l390.101.085201.085201.09220-12.3311627.08
1712023.08.24 07:50s/l400.101.085201.085201.09220-26.0011601.08
1722023.09.14 15:00buy410.101.066690.000000.00000
1732023.09.14 15:00modify410.101.066691.059691.07669
1742023.09.19 10:40buy420.101.070840.000000.00000
1752023.09.19 10:40modify420.101.070841.067191.07669
1762023.09.19 10:40modify410.101.066691.067191.07669
1772023.09.20 14:10buy430.101.072240.000000.00000
1782023.09.20 14:10modify430.101.072241.069691.07669
1792023.09.20 14:10modify420.101.070841.069691.07669
1802023.09.20 14:10modify410.101.066691.069691.07669
1812023.09.20 15:07buy440.101.072750.000000.00000
1822023.09.20 15:07modify440.101.072751.070691.07669
1832023.09.20 15:07modify430.101.072241.070691.07669
1842023.09.20 15:07modify420.101.070841.070691.07669
1852023.09.20 15:07modify410.101.066691.070691.07669
1862023.09.20 18:10s/l410.101.070691.070691.0766937.4311638.51
1872023.09.20 18:10s/l420.101.070691.070691.07669-2.1411636.37
1882023.09.20 18:10s/l430.101.070691.070691.07669-15.5011620.87
1892023.09.20 18:10s/l440.101.070691.070691.07669-20.6011600.27
1902023.10.02 16:00buy450.101.050190.000000.00000
1912023.10.02 16:00modify450.101.050191.043191.06019
1922023.10.05 16:32buy460.101.054210.000000.00000
1932023.10.05 16:32modify460.101.054211.050691.06019
1942023.10.05 16:32modify450.101.050191.050691.06019
1952023.10.06 09:40buy470.101.055810.000000.00000
1962023.10.06 09:40modify470.101.055811.053191.06019
1972023.10.06 09:40modify460.101.054211.053191.06019
1982023.10.06 09:40modify450.101.050191.053191.06019
1992023.10.06 10:10buy480.101.056240.000000.00000
2002023.10.06 10:10modify480.101.056241.054191.06019
2012023.10.06 10:10modify470.101.055811.054191.06019
2022023.10.06 10:10modify460.101.054211.054191.06019
2032023.10.06 10:10modify450.101.050191.054191.06019
2042023.10.06 12:40s/l450.101.054191.054191.0601936.1511636.41
2052023.10.06 12:40s/l460.101.054191.054191.06019-0.8411635.57
2062023.10.06 12:40s/l470.101.054191.054191.06019-16.2011619.37
2072023.10.06 12:40s/l480.101.054191.054191.06019-20.5011598.87
2082023.10.10 10:00sell490.101.060190.000000.00000
2092023.10.10 10:00modify490.101.060191.067191.05019
2102023.10.12 14:22sell500.101.055970.000000.00000
2112023.10.12 14:22modify500.101.055971.059691.05019
2122023.10.12 14:22modify490.101.060191.059691.05019
2132023.10.12 14:32sell510.101.054560.000000.00000
2142023.10.12 14:32modify510.101.054561.057191.05019
2152023.10.12 14:32modify500.101.055971.057191.05019
2162023.10.12 14:32modify490.101.060191.057191.05019
2172023.10.12 17:15sell520.101.054020.000000.00000
2182023.10.12 17:15modify520.101.054021.056191.05019
2192023.10.12 17:15modify510.101.054561.056191.05019
2202023.10.12 17:15modify500.101.055971.056191.05019
2212023.10.12 17:15modify490.101.060191.056191.05019
2222023.10.13 15:20t/p490.101.050191.056191.05019101.1011699.97
2232023.10.13 15:20t/p500.101.050191.056191.0501958.0211757.99
2242023.10.13 15:20t/p510.101.050191.056191.0501943.9211801.91
2252023.10.13 15:20t/p520.101.050191.056191.0501938.5211840.43
2262023.10.31 11:00sell530.101.066400.000000.00000
2272023.10.31 11:00modify530.101.066401.073401.05640
2282023.10.31 12:46sell540.101.062120.000000.00000
2292023.10.31 12:46modify540.101.062121.065901.05640
2302023.10.31 12:46modify530.101.066401.065901.05640
2312023.10.31 13:20sell550.101.060370.000000.00000
2322023.10.31 13:20modify550.101.060371.062401.05640
2332023.10.31 13:20modify540.101.062121.062401.05640
2342023.10.31 13:20modify530.101.066401.062401.05640
2352023.10.31 13:27sell560.101.060670.000000.00000
2362023.10.31 13:27modify560.101.060671.063401.05640
2372023.10.31 13:30modify560.101.060671.062401.05640
2382023.10.31 16:20t/p530.101.056401.062401.05640100.0011940.43
2392023.10.31 16:20t/p540.101.056401.062401.0564057.2011997.63
2402023.10.31 16:20t/p550.101.056401.062401.0564039.7012037.33
2412023.10.31 16:20t/p560.101.056401.062401.0564042.7012080.03
2422023.10.31 17:00buy570.101.057040.000000.00000
2432023.10.31 17:00modify570.101.057041.050041.06704
2442023.11.02 07:32buy580.101.061190.000000.00000
2452023.11.02 07:32modify580.101.061191.057541.06704
2462023.11.02 07:32modify570.101.057041.057541.06704
2472023.11.02 09:45buy590.101.062550.000000.00000
2482023.11.02 09:45modify590.101.062551.060041.06704
2492023.11.02 09:45modify580.101.061191.060041.06704
2502023.11.02 09:45modify570.101.057041.060041.06704
2512023.11.02 10:20buy600.101.063150.000000.00000
2522023.11.02 10:20modify600.101.063151.061041.06704
2532023.11.02 10:20modify590.101.062551.061041.06704
2542023.11.02 10:20modify580.101.061191.061041.06704
2552023.11.02 10:20modify570.101.057041.061041.06704
2562023.11.03 12:33t/p570.101.067041.061041.0670496.7912176.82
2572023.11.03 12:33t/p580.101.067041.061041.0670457.8612234.67
2582023.11.03 12:33t/p590.101.067041.061041.0670444.2612278.93
2592023.11.03 12:33t/p600.101.067041.061041.0670438.2612317.19
2602023.11.30 10:00buy610.101.092780.000000.00000
2612023.11.30 10:00modify610.101.092781.085781.10278
2622023.12.01 14:45s/l610.101.085781.085781.10278-70.6412246.55
2632023.12.15 15:00buy620.101.092280.000000.00000
2642023.12.15 15:00modify620.101.092281.085281.10228
2652023.12.19 12:45buy630.101.096580.000000.00000
2662023.12.19 12:45modify630.101.096581.092781.10228
2672023.12.19 12:45modify620.101.092281.092781.10228
2682023.12.19 15:10buy640.101.097850.000000.00000
2692023.12.19 15:10modify640.101.097851.095281.10228
2702023.12.19 15:10modify630.101.096581.095281.10228
2712023.12.19 15:10modify620.101.092281.095281.10228
2722023.12.19 15:30buy650.101.098280.000000.00000
2732023.12.19 15:30modify650.101.098281.096281.10228
2742023.12.19 15:30modify640.101.097851.096281.10228
2752023.12.19 15:30modify630.101.096581.096281.10228
2762023.12.19 15:30modify620.101.092281.096281.10228
2772023.12.20 06:10s/l620.101.096281.096281.1022838.0712284.62
2782023.12.20 06:10s/l630.101.096281.096281.10228-3.6412280.98
2792023.12.20 06:10s/l640.101.096281.096281.10228-16.3412264.64
2802023.12.20 06:10s/l650.101.096281.096281.10228-20.6412244.00