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=1; RSIHelp="------------------------------------"; RSI_Period=10; 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=70; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 profit2134.75Gross profit2837.27Gross loss-702.52
Profit factor4.04Expected payoff33.36
Absolute drawdown64.84Maximal drawdown276.89 (2.25%)Relative drawdown2.26% (268.85)
Total trades64Short positions (won %)43 (72.09%)Long positions (won %)21 (76.19%)
Profit trades (% of total)47 (73.44%)Loss trades (% of total)17 (26.56%)
Largestprofit trade111.10loss trade-71.28
Averageprofit trade60.37loss trade-41.32
Maximumconsecutive wins (profit in money)18 (1219.93)consecutive losses (loss in money)5 (-65.58)
Maximalconsecutive profit (count of wins)1219.93 (18)consecutive loss (count of losses)-210.19 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.07 16:00buy10.101.058830.000000.00000
22023.03.07 16:00modify10.101.058831.051831.06983
32023.03.10 13:45buy20.101.063230.000000.00000
42023.03.10 13:45modify20.101.063231.060481.06983
52023.03.10 13:45modify10.101.058831.060481.06983
62023.03.10 15:32t/p10.101.069831.060481.06983106.7910106.79
72023.03.10 15:32t/p20.101.069831.060481.0698366.0010172.79
82023.03.21 12:00sell30.101.077870.000000.00000
92023.03.21 12:00modify30.101.077871.084871.06687
102023.03.22 18:20s/l30.101.084871.084871.06687-69.7810103.01
112023.03.22 19:00sell40.101.088050.000000.00000
122023.03.22 19:00modify40.101.088051.095051.07705
132023.03.23 19:47sell50.101.083590.000000.00000
142023.03.23 19:47modify50.101.083591.086401.07705
152023.03.23 19:47modify40.101.088051.086401.07705
162023.03.24 09:40t/p40.101.077051.086401.07705110.8810213.89
172023.03.24 09:40t/p50.101.077051.086401.0770565.6210279.51
182023.04.10 14:00buy60.101.084070.000000.00000
192023.04.10 14:00modify60.101.084071.077071.09507
202023.04.11 02:15buy70.101.088620.000000.00000
212023.04.11 02:15modify70.101.088621.085721.09507
222023.04.11 02:15modify60.101.084071.085721.09507
232023.04.11 07:20buy80.101.090740.000000.00000
242023.04.11 07:20modify80.101.090741.087921.09507
252023.04.11 07:20buy90.101.090740.000000.00000
262023.04.11 07:20modify90.101.090741.087921.09507
272023.04.11 07:20modify70.101.088621.087921.09507
282023.04.11 07:20modify60.101.084071.087921.09507
292023.04.12 12:40t/p60.101.095071.087921.09507108.7210388.22
302023.04.12 12:40t/p70.101.095071.087921.0950763.8610452.08
312023.04.12 12:40t/p80.101.095071.087921.0950742.6610494.74
322023.04.12 12:40t/p90.101.095071.087921.0950742.6610537.39
332023.04.13 14:00sell100.101.106460.000000.00000
342023.04.13 14:00modify100.101.106461.113461.09546
352023.04.14 12:50sell110.101.101850.000000.00000
362023.04.14 12:50modify110.101.101851.104811.09546
372023.04.14 12:50modify100.101.106461.104811.09546
382023.04.14 14:32sell120.101.099730.000000.00000
392023.04.14 14:32modify120.101.099731.102611.09546
402023.04.14 14:32sell130.101.099730.000000.00000
412023.04.14 14:32modify130.101.099731.102611.09546
422023.04.14 14:32modify110.101.101851.102611.09546
432023.04.14 14:32modify100.101.106461.102611.09546
442023.04.17 12:46t/p100.101.095461.102611.09546110.4410647.83
452023.04.17 12:46t/p110.101.095461.102611.0954664.1210711.95
462023.04.17 12:46t/p120.101.095461.102611.0954642.9210754.87
472023.04.17 12:46t/p130.101.095461.102611.0954642.9210797.79
482023.04.25 15:00buy140.101.097970.000000.00000
492023.04.25 15:00modify140.101.097971.090971.10897
502023.04.26 07:42buy150.101.102470.000000.00000
512023.04.26 07:42modify150.101.102471.099621.10897
522023.04.26 07:42modify140.101.097971.099621.10897
532023.04.26 08:50buy160.101.104600.000000.00000
542023.04.26 08:50modify160.101.104601.101821.10897
552023.04.26 08:50buy170.101.104600.000000.00000
562023.04.26 08:50modify170.101.104601.101821.10897
572023.04.26 08:50modify150.101.102471.101821.10897
582023.04.26 08:50modify140.101.097971.101821.10897
592023.04.26 13:20t/p140.101.108971.101821.10897109.3610907.15
602023.04.26 13:20t/p150.101.108971.101821.1089765.0010972.15
612023.04.26 13:20t/p160.101.108971.101821.1089743.7011015.85
622023.04.26 13:20t/p170.101.108971.101821.1089743.7011059.55
632023.04.26 14:00sell180.101.108500.000000.00000
642023.04.26 14:00modify180.101.108501.115501.09750
652023.04.26 16:15sell190.101.104040.000000.00000
662023.04.26 16:15modify190.101.104041.106851.09750
672023.04.26 16:15modify180.101.108501.106851.09750
682023.04.27 14:17sell200.101.101790.000000.00000
692023.04.27 14:17modify200.101.101791.104651.09750
702023.04.27 14:17sell210.101.101790.000000.00000
712023.04.27 14:17modify210.101.101791.104651.09750
722023.04.27 14:17modify190.101.104041.104651.09750
732023.04.27 14:17modify180.101.108501.104651.09750
742023.04.28 12:07t/p180.101.097501.104651.09750110.8811170.43
752023.04.28 12:07t/p190.101.097501.104651.0975066.2811236.70
762023.04.28 12:07t/p200.101.097501.104651.0975043.1211279.82
772023.04.28 12:07t/p210.101.097501.104651.0975043.1211322.94
782023.07.07 15:00sell220.101.094890.000000.00000
792023.07.07 15:00modify220.101.094891.101891.08389
802023.07.11 02:45s/l220.101.101891.101891.08389-69.5611253.38
812023.07.12 14:00sell230.101.109780.000000.00000
822023.07.12 14:00modify230.101.109781.116781.09878
832023.07.13 08:20s/l230.101.116781.116781.09878-69.3411184.04
842023.07.20 15:00buy240.101.114990.000000.00000
852023.07.20 15:00modify240.101.114991.107991.12599
862023.07.24 07:46s/l240.101.107991.107991.12599-71.2811112.75
872023.08.02 15:00buy250.101.093000.000000.00000
882023.08.02 15:00modify250.101.093001.086001.10400
892023.08.04 13:05buy260.101.099600.000000.00000
902023.08.04 13:05modify260.101.099601.096851.10400
912023.08.04 13:05buy270.101.099600.000000.00000
922023.08.04 13:05modify270.101.099601.096851.10400
932023.08.04 13:05modify250.101.093001.096851.10400
942023.08.04 15:20t/p250.101.104001.096851.10400107.4311220.19
952023.08.04 15:20t/p260.101.104001.096851.1040044.0011264.19
962023.08.04 15:20t/p270.101.104001.096851.1040044.0011308.19
972023.08.10 13:00sell280.101.104200.000000.00000
982023.08.10 13:00modify280.101.104201.111201.09320
992023.08.11 06:17sell290.101.099780.000000.00000
1002023.08.11 06:17modify290.101.099781.102551.09320
1012023.08.11 06:17modify280.101.104201.102551.09320
1022023.08.11 13:10sell300.101.097360.000000.00000
1032023.08.11 13:10modify300.101.097361.100351.09320
1042023.08.11 13:10sell310.101.097360.000000.00000
1052023.08.11 13:10modify310.101.097361.100351.09320
1062023.08.11 13:10modify290.101.099781.100351.09320
1072023.08.11 13:10modify280.101.104201.100351.09320
1082023.08.14 06:20t/p280.101.093201.100351.09320110.4411418.62
1092023.08.14 06:20t/p290.101.093201.100351.0932066.0211484.64
1102023.08.14 06:20t/p300.101.093201.100351.0932041.8211526.46
1112023.08.14 06:20t/p310.101.093201.100351.0932041.8211568.28
1122023.08.30 14:00sell320.101.094470.000000.00000
1132023.08.30 14:00modify320.101.094471.101471.08347
1142023.08.31 07:40sell330.101.090030.000000.00000
1152023.08.31 07:40modify330.101.090031.092821.08347
1162023.08.31 07:40modify320.101.094471.092821.08347
1172023.08.31 08:50sell340.101.087700.000000.00000
1182023.08.31 08:50modify340.101.087701.090621.08347
1192023.08.31 08:50sell350.101.087700.000000.00000
1202023.08.31 08:50modify350.101.087701.090621.08347
1212023.08.31 08:50modify330.101.090031.090621.08347
1222023.08.31 08:50modify320.101.094471.090621.08347
1232023.09.01 06:16t/p320.101.083471.090621.08347110.8811679.16
1242023.09.01 06:16t/p330.101.083471.090621.0834765.8211744.98
1252023.09.01 06:16t/p340.101.083471.090621.0834742.5211787.50
1262023.09.01 06:16t/p350.101.083471.090621.0834742.5211830.02
1272023.09.14 13:00buy360.101.067970.000000.00000
1282023.09.14 13:00modify360.101.067971.060971.07897
1292023.09.20 14:15buy370.101.072620.000000.00000
1302023.09.20 14:15modify370.101.072621.069621.07897
1312023.09.20 14:15modify360.101.067971.069621.07897
1322023.09.20 18:10s/l360.101.069621.069621.0789713.9311843.95
1332023.09.20 18:10s/l370.101.069621.069621.07897-30.0011813.95
1342023.09.25 15:00buy380.101.058050.000000.00000
1352023.09.25 15:00modify380.101.058051.051051.06905
1362023.09.27 14:20s/l380.101.051051.051051.06905-71.2811742.67
1372023.10.12 14:00buy390.101.055240.000000.00000
1382023.10.12 14:00modify390.101.055241.048241.06624
1392023.10.17 16:20buy400.101.059780.000000.00000
1402023.10.17 16:20modify400.101.059781.056891.06624
1412023.10.17 16:20modify390.101.055241.056891.06624
1422023.10.17 17:50s/l390.101.056891.056891.0662414.5711757.24
1432023.10.17 17:50s/l400.101.056891.056891.06624-28.9011728.34
1442023.10.19 17:00sell410.101.059630.000000.00000
1452023.10.19 17:00modify410.101.059631.066631.04863
1462023.10.23 16:50s/l410.101.066631.066631.04863-69.5611658.78
1472023.10.23 17:00sell420.101.066450.000000.00000
1482023.10.23 17:00modify420.101.066451.073451.05545
1492023.10.24 12:45sell430.101.061750.000000.00000
1502023.10.24 12:45modify430.101.061751.064801.05545
1512023.10.24 12:45modify420.101.066451.064801.05545
1522023.10.24 13:50sell440.101.059640.000000.00000
1532023.10.24 13:50modify440.101.059641.062601.05545
1542023.10.24 13:50sell450.101.059640.000000.00000
1552023.10.24 13:50modify450.101.059641.062601.05545
1562023.10.24 13:50modify430.101.061751.062601.05545
1572023.10.24 13:50modify420.101.066451.062601.05545
1582023.10.26 02:15t/p420.101.055451.062601.05545111.1011769.87
1592023.10.26 02:15t/p430.101.055451.062601.0554563.8811833.75
1602023.10.26 02:15t/p440.101.055451.062601.0554542.7811876.53
1612023.10.26 02:15t/p450.101.055451.062601.0554542.7811919.31
1622023.10.31 10:00sell460.101.066810.000000.00000
1632023.10.31 10:00modify460.101.066811.073811.05581
1642023.10.31 12:46sell470.101.062120.000000.00000
1652023.10.31 12:46modify470.101.062121.065161.05581
1662023.10.31 12:46modify460.101.066811.065161.05581
1672023.10.31 13:50sell480.101.060120.000000.00000
1682023.10.31 13:50modify480.101.060121.062961.05581
1692023.10.31 13:50sell490.101.060120.000000.00000
1702023.10.31 13:50modify490.101.060121.062961.05581
1712023.10.31 13:50modify470.101.062121.062961.05581
1722023.10.31 13:50modify460.101.066811.062961.05581
1732023.11.01 09:20t/p460.101.055811.062961.05581110.2212029.52
1742023.11.01 09:20t/p470.101.055811.062961.0558163.3212092.84
1752023.11.01 09:20t/p480.101.055811.062961.0558143.3212136.16
1762023.11.01 09:20t/p490.101.055811.062961.0558143.3212179.48
1772023.11.02 13:00sell500.101.066400.000000.00000
1782023.11.02 13:00modify500.101.066401.073401.05540
1792023.11.02 15:59sell510.101.061730.000000.00000
1802023.11.02 15:59modify510.101.061731.064751.05540
1812023.11.02 15:59modify500.101.066401.064751.05540
1822023.11.03 09:46s/l500.101.064751.064751.0554016.7212196.20
1832023.11.03 09:46s/l510.101.064751.064751.05540-29.9812166.22
1842023.11.03 13:00sell520.101.070950.000000.00000
1852023.11.03 13:00modify520.101.070951.077951.05995
1862023.11.07 11:50sell530.101.066550.000000.00000
1872023.11.07 11:50modify530.101.066551.069301.05995
1882023.11.07 11:50modify520.101.070951.069301.05995
1892023.11.07 16:15s/l520.101.069301.069301.0599516.9412183.16
1902023.11.07 16:15s/l530.101.069301.069301.05995-27.5012155.66
1912023.11.14 14:00sell540.101.078900.000000.00000
1922023.11.14 14:00modify540.101.078901.085901.06790
1932023.11.14 16:20s/l540.101.085901.085901.06790-70.0012085.66
1942023.12.01 16:00buy550.101.084070.000000.00000
1952023.12.01 16:00modify550.101.084071.077071.09507
1962023.12.01 16:55buy560.101.088630.000000.00000
1972023.12.01 16:55modify560.101.088631.085721.09507
1982023.12.01 16:55modify550.101.084071.085721.09507
1992023.12.04 07:45s/l550.101.085721.085721.0950715.8612101.52
2002023.12.04 07:45s/l560.101.085721.085721.09507-29.7412071.78
2012023.12.14 15:00sell570.101.099100.000000.00000
2022023.12.14 15:00modify570.101.099101.106101.08810
2032023.12.15 08:46sell580.101.094600.000000.00000
2042023.12.15 08:46modify580.101.094601.097451.08810
2052023.12.15 08:46modify570.101.099101.097451.08810
2062023.12.15 14:27sell590.101.092270.000000.00000
2072023.12.15 14:27modify590.101.092271.095251.08810
2082023.12.15 14:27sell600.101.092270.000000.00000
2092023.12.15 14:27modify600.101.092271.095251.08810
2102023.12.15 14:27modify580.101.094601.095251.08810
2112023.12.15 14:27modify570.101.099101.095251.08810
2122023.12.19 12:40s/l570.101.095251.095251.0881039.1612110.93
2132023.12.19 12:40s/l580.101.095251.095251.08810-6.0612104.87
2142023.12.19 12:40s/l590.101.095251.095251.08810-29.3612075.51
2152023.12.19 12:40s/l600.101.095251.095251.08810-29.3612046.15
2162023.12.27 16:00sell610.101.110710.000000.00000
2172023.12.27 16:00modify610.101.110711.117711.09971
2182023.12.28 18:15sell620.101.106200.000000.00000
2192023.12.28 18:15modify620.101.106201.109061.09971
2202023.12.28 18:15modify610.101.110711.109061.09971
2212023.12.29 19:20sell630.101.104000.000000.00000
2222023.12.29 19:20modify630.101.104001.106861.09971
2232023.12.29 19:20sell640.101.104000.000000.00000
2242023.12.29 19:20modify640.101.104001.106861.09971
2252023.12.29 19:20modify620.101.106201.106861.09971
2262023.12.29 19:20modify610.101.110711.106861.09971
2272023.12.29 21:59close at stop640.101.104041.106861.09971-0.4012045.75
2282023.12.29 21:59close at stop630.101.104041.106861.09971-0.4012045.35
2292023.12.29 21:59close at stop620.101.104041.106861.0997121.8212067.17
2302023.12.29 21:59close at stop610.101.104041.106861.0997167.5812134.75