Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:00 (2023.03.01 - 2024.03.01)
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=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test7248Ticks modelled155557Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2293.87Gross profit3042.30Gross loss-748.43
Profit factor4.06Expected payoff30.18
Absolute drawdown30.14Maximal drawdown464.58 (3.96%)Relative drawdown3.96% (464.58)
Total trades76Short positions (won %)36 (72.22%)Long positions (won %)40 (75.00%)
Profit trades (% of total)56 (73.68%)Loss trades (% of total)20 (26.32%)
Largestprofit trade121.32loss trade-109.78
Averageprofit trade54.33loss trade-37.42
Maximumconsecutive wins (profit in money)13 (912.58)consecutive losses (loss in money)2 (-127.34)
Maximalconsecutive profit (count of wins)912.58 (13)consecutive loss (count of losses)-127.34 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.07 23:00buy10.101.055360.000000.00000
22023.03.07 23:00modify10.101.055361.044361.06736
32023.03.09 18:59buy20.101.059250.000000.00000
42023.03.09 18:59modify20.101.059251.055961.06736
52023.03.09 18:59modify10.101.055361.055961.06736
62023.03.10 13:45buy30.101.063230.000000.00000
72023.03.10 13:45modify30.101.063231.060161.06736
82023.03.10 13:45modify20.101.059251.060161.06736
92023.03.10 13:45modify10.101.055361.060161.06736
102023.03.10 14:50t/p10.101.067361.060161.06736116.7910116.79
112023.03.10 14:50t/p20.101.067361.060161.0673680.4610197.25
122023.03.10 14:50t/p30.101.067361.060161.0673641.3010238.55
132023.03.21 14:00sell40.101.077680.000000.00000
142023.03.21 14:00modify40.101.077681.088681.06568
152023.03.22 18:45s/l40.101.088681.088681.06568-109.7810128.77
162023.03.24 11:00buy50.101.073070.000000.00000
172023.03.24 11:00modify50.101.073071.062071.08507
182023.03.24 13:37buy60.101.076860.000000.00000
192023.03.24 13:37modify60.101.076861.073671.08507
202023.03.24 13:37modify50.101.073071.073671.08507
212023.03.27 20:20buy70.101.080310.000000.00000
222023.03.27 20:20modify70.101.080311.078471.08507
232023.03.27 20:20modify60.101.076861.078471.08507
242023.03.27 20:20modify50.101.073071.078471.08507
252023.03.27 23:20buy80.101.081040.000000.00000
262023.03.27 23:20modify80.101.081041.077871.08507
272023.03.27 23:20modify70.101.080311.077871.08507
282023.03.27 23:20modify60.101.076861.077871.08507
292023.03.27 23:20modify50.101.073071.077871.08507
302023.03.29 09:40t/p50.101.085071.077871.08507118.0710246.84
312023.03.29 09:40t/p60.101.085071.077871.0850780.1710327.01
322023.03.29 09:40t/p70.101.085071.077871.0850746.3210373.33
332023.03.29 09:40t/p80.101.085071.077871.0850739.0210412.35
342023.03.30 15:00sell90.101.091250.000000.00000
352023.03.30 15:00modify90.101.091251.102251.07925
362023.03.31 08:30sell100.101.087530.000000.00000
372023.03.31 08:30modify100.101.087531.090651.07925
382023.03.31 08:30modify90.101.091251.090651.07925
392023.03.31 20:20sell110.101.083820.000000.00000
402023.03.31 20:20modify110.101.083821.085851.07925
412023.03.31 20:20modify100.101.087531.085851.07925
422023.03.31 20:20modify90.101.091251.085851.07925
432023.04.02 22:10sell120.101.083360.000000.00000
442023.04.02 22:10modify120.101.083361.086451.07925
452023.04.02 22:10modify110.101.083821.086451.07925
462023.04.02 22:10modify100.101.087531.086451.07925
472023.04.02 22:10modify90.101.091251.086451.07925
482023.04.03 03:50t/p90.101.079251.086451.07925120.4410532.78
492023.04.03 03:50t/p100.101.079251.086451.0792583.0210615.80
502023.04.03 03:50t/p110.101.079251.086451.0792545.9210661.72
512023.04.03 03:50t/p120.101.079251.086451.0792541.3210703.04
522023.04.10 15:00buy130.101.084120.000000.00000
532023.04.10 15:00modify130.101.084121.073121.09612
542023.04.11 00:16buy140.101.087900.000000.00000
552023.04.11 00:16modify140.101.087901.084721.09612
562023.04.11 00:16modify130.101.084121.084721.09612
572023.04.11 08:50buy150.101.091320.000000.00000
582023.04.11 08:50modify150.101.091321.089521.09612
592023.04.11 08:50modify140.101.087901.089521.09612
602023.04.11 08:50modify130.101.084121.089521.09612
612023.04.11 09:20buy160.101.091920.000000.00000
622023.04.11 09:20modify160.101.091921.088921.09612
632023.04.11 09:20modify150.101.091321.088921.09612
642023.04.11 09:20modify140.101.087901.088921.09612
652023.04.11 09:20modify130.101.084121.088921.09612
662023.04.12 12:45t/p130.101.096121.088921.09612118.7210821.76
672023.04.12 12:45t/p140.101.096121.088921.0961281.5610903.32
682023.04.12 12:45t/p150.101.096121.088921.0961247.3610950.67
692023.04.12 12:45t/p160.101.096121.088921.0961241.3610992.03
702023.04.12 18:00sell170.101.099330.000000.00000
712023.04.12 18:00modify170.101.099331.110331.08733
722023.04.17 14:20sell180.101.091930.000000.00000
732023.04.17 14:20modify180.101.091931.093931.08733
742023.04.17 14:20modify170.101.099331.093931.08733
752023.04.17 14:45sell190.101.091510.000000.00000
762023.04.17 14:45modify190.101.091511.094531.08733
772023.04.17 14:45modify180.101.091931.094531.08733
782023.04.17 14:45modify170.101.099331.094531.08733
792023.04.18 05:50s/l170.101.094531.094531.0873349.3211041.35
802023.04.18 05:50s/l180.101.094531.094531.08733-25.7811015.57
812023.04.18 05:50s/l190.101.094531.094531.08733-29.9810985.59
822023.04.25 18:00buy200.101.097160.000000.00000
832023.04.25 18:00modify200.101.097161.086161.10916
842023.04.26 06:45buy210.101.100960.000000.00000
852023.04.26 06:45modify210.101.100961.097761.10916
862023.04.26 06:45modify200.101.097161.097761.10916
872023.04.26 08:50buy220.101.104600.000000.00000
882023.04.26 08:50modify220.101.104601.102561.10916
892023.04.26 08:50modify210.101.100961.102561.10916
902023.04.26 08:50modify200.101.097161.102561.10916
912023.04.26 09:10buy230.101.105010.000000.00000
922023.04.26 09:10modify230.101.105011.101961.10916
932023.04.26 09:10modify220.101.104601.101961.10916
942023.04.26 09:10modify210.101.100961.101961.10916
952023.04.26 09:10modify200.101.097161.101961.10916
962023.04.26 13:20t/p200.101.109161.101961.10916119.3611104.94
972023.04.26 13:20t/p210.101.109161.101961.1091682.0011186.94
982023.04.26 13:20t/p220.101.109161.101961.1091645.6011232.54
992023.04.26 13:20t/p230.101.109161.101961.1091641.5011274.04
1002023.04.27 15:00buy240.101.101370.000000.00000
1012023.04.27 15:00modify240.101.101371.090371.11337
1022023.05.03 08:50buy250.101.104980.000000.00000
1032023.05.03 08:50modify250.101.104981.101971.11337
1042023.05.03 08:50modify240.101.101371.101971.11337
1052023.05.03 18:20buy260.101.109460.000000.00000
1062023.05.03 18:20modify260.101.109461.106171.11337
1072023.05.03 18:20modify250.101.104981.106171.11337
1082023.05.03 18:20modify240.101.101371.106171.11337
1092023.05.03 18:32s/l240.101.106171.106171.1133745.4311319.48
1102023.05.03 18:32s/l250.101.106171.106171.1133711.9011331.38
1112023.05.03 18:32s/l260.101.106171.106171.11337-32.9011298.48
1122023.05.12 18:00buy270.101.085740.000000.00000
1132023.05.12 18:00modify270.101.085741.074741.09774
1142023.05.15 12:50buy280.101.089380.000000.00000
1152023.05.15 12:50modify280.101.089381.086341.09774
1162023.05.15 12:50modify270.101.085741.086341.09774
1172023.05.16 06:20s/l270.101.086341.086341.097744.7211303.19
1182023.05.16 06:20s/l280.101.086341.086341.09774-31.0411272.15
1192023.05.18 16:00buy290.101.077820.000000.00000
1202023.05.18 16:00modify290.101.077821.066821.08982
1212023.05.19 12:15buy300.101.081590.000000.00000
1222023.05.19 12:15modify300.101.081591.078421.08982
1232023.05.19 12:15modify290.101.077821.078421.08982
1242023.05.19 14:50s/l290.101.078421.078421.089825.3611277.51
1252023.05.19 14:50s/l300.101.078421.078421.08982-31.7011245.81
1262023.06.01 19:00sell310.101.076180.000000.00000
1272023.06.01 19:00modify310.101.076181.087181.06418
1282023.06.02 14:20sell320.101.072330.000000.00000
1292023.06.02 14:20modify320.101.072331.075581.06418
1302023.06.02 14:20modify310.101.076181.075581.06418
1312023.06.05 06:32sell330.101.068970.000000.00000
1322023.06.05 06:32modify330.101.068971.070781.06418
1332023.06.05 06:32modify320.101.072331.070781.06418
1342023.06.05 06:32modify310.101.076181.070781.06418
1352023.06.05 07:20sell340.101.068320.000000.00000
1362023.06.05 07:20modify340.101.068321.071381.06418
1372023.06.05 07:20modify330.101.068971.071381.06418
1382023.06.05 07:20modify320.101.072331.071381.06418
1392023.06.05 07:20modify310.101.076181.071381.06418
1402023.06.05 14:15s/l310.101.071381.071381.0641848.4411294.25
1412023.06.05 14:15s/l320.101.071381.071381.064189.7211303.97
1422023.06.05 14:15s/l330.101.071381.071381.06418-24.1011279.87
1432023.06.05 14:15s/l340.101.071381.071381.06418-30.6011249.27
1442023.06.08 18:00sell350.101.077810.000000.00000
1452023.06.08 18:00modify350.101.077811.088811.06581
1462023.06.12 01:40sell360.101.074130.000000.00000
1472023.06.12 01:40modify360.101.074131.077211.06581
1482023.06.12 01:40modify350.101.077811.077211.06581
1492023.06.12 07:50s/l350.101.077211.077211.065816.4411255.70
1502023.06.12 07:50s/l360.101.077211.077211.06581-30.8011224.90
1512023.06.21 21:00sell370.101.098590.000000.00000
1522023.06.21 21:00modify370.101.098591.109591.08659
1532023.06.22 16:02sell380.101.094920.000000.00000
1542023.06.22 16:02modify380.101.094921.097991.08659
1552023.06.22 16:02modify370.101.098591.097991.08659
1562023.06.23 07:10sell390.101.090790.000000.00000
1572023.06.23 07:10modify390.101.090791.093791.08659
1582023.06.23 07:10modify380.101.094921.093791.08659
1592023.06.23 07:10modify370.101.098591.093791.08659
1602023.06.23 07:40t/p370.101.086591.093791.08659120.8811345.78
1612023.06.23 07:40t/p380.101.086591.093791.0865983.5211429.30
1622023.06.23 07:40t/p390.101.086591.093791.0865942.0011471.30
1632023.06.30 17:00sell400.101.091830.000000.00000
1642023.06.30 17:00modify400.101.091831.102831.07983
1652023.07.03 07:30sell410.101.088040.000000.00000
1662023.07.03 07:30modify410.101.088041.091231.07983
1672023.07.03 07:30modify400.101.091831.091231.07983
1682023.07.03 12:50s/l400.101.091231.091231.079836.2211477.52
1692023.07.03 12:50s/l410.101.091231.091231.07983-31.9011445.62
1702023.08.08 13:00buy420.101.094610.000000.00000
1712023.08.08 13:00modify420.101.094611.083611.10661
1722023.08.09 06:07buy430.101.098220.000000.00000
1732023.08.09 06:07modify430.101.098221.095211.10661
1742023.08.09 06:07modify420.101.094611.095211.10661
1752023.08.10 07:25buy440.101.101930.000000.00000
1762023.08.10 07:25modify440.101.101931.100011.10661
1772023.08.10 07:25modify430.101.098221.100011.10661
1782023.08.10 07:25modify420.101.094611.100011.10661
1792023.08.10 08:15buy450.101.102430.000000.00000
1802023.08.10 08:15modify450.101.102431.099411.10661
1812023.08.10 08:15modify440.101.101931.099411.10661
1822023.08.10 08:15modify430.101.098221.099411.10661
1832023.08.10 08:15modify420.101.094611.099411.10661
1842023.08.10 17:33s/l420.101.099411.099411.1066145.4311491.05
1852023.08.10 17:33s/l430.101.099411.099411.106619.9711501.02
1862023.08.10 17:33s/l440.101.099411.099411.10661-25.2011475.82
1872023.08.10 17:33s/l450.101.099411.099411.10661-30.2011445.62
1882023.08.29 19:00sell460.101.087180.000000.00000
1892023.08.29 19:00modify460.101.087181.098181.07518
1902023.08.31 16:20sell470.101.083510.000000.00000
1912023.08.31 16:20modify470.101.083511.086581.07518
1922023.08.31 16:20modify460.101.087181.086581.07518
1932023.09.01 12:45s/l460.101.086581.086581.075187.1011452.72
1942023.09.01 12:45s/l470.101.086581.086581.07518-30.4811422.24
1952023.09.14 15:00buy480.101.066690.000000.00000
1962023.09.14 15:00modify480.101.066691.055691.07869
1972023.09.19 10:33buy490.101.070440.000000.00000
1982023.09.19 10:33modify490.101.070441.067291.07869
1992023.09.19 10:33modify480.101.066691.067291.07869
2002023.09.20 06:07s/l480.101.067291.067291.078693.4311425.67
2012023.09.20 06:07s/l490.101.067291.067291.07869-32.1411393.53
2022023.10.02 16:00buy500.101.050190.000000.00000
2032023.10.02 16:00modify500.101.050191.039191.06219
2042023.10.05 15:32buy510.101.053910.000000.00000
2052023.10.05 15:32modify510.101.053911.050791.06219
2062023.10.05 15:32modify500.101.050191.050791.06219
2072023.10.06 12:50s/l500.101.050791.050791.062192.1511395.68
2082023.10.06 12:50s/l510.101.050791.050791.06219-31.8411363.84
2092023.10.12 15:00buy520.101.055860.000000.00000
2102023.10.12 15:00modify520.101.055861.044861.06786
2112023.10.17 15:50buy530.101.059570.000000.00000
2122023.10.17 15:50modify530.101.059571.056461.06786
2132023.10.17 15:50modify520.101.055861.056461.06786
2142023.10.17 18:07s/l520.101.056461.056461.067864.0711367.91
2152023.10.17 18:07s/l530.101.056461.056461.06786-31.1011336.81
2162023.10.24 18:00buy540.101.059170.000000.00000
2172023.10.24 18:00modify540.101.059171.048171.07117
2182023.10.30 15:20buy550.101.062800.000000.00000
2192023.10.30 15:20modify550.101.062801.059771.07117
2202023.10.30 15:20modify540.101.059171.059771.07117
2212023.10.31 03:15s/l540.101.059771.059771.071171.5111338.31
2222023.10.31 03:15s/l550.101.059771.059771.07117-30.9411307.37
2232023.10.31 11:00sell560.101.066400.000000.00000
2242023.10.31 11:00modify560.101.066401.077401.05440
2252023.10.31 15:15sell570.101.059020.000000.00000
2262023.10.31 15:15modify570.101.059021.061001.05440
2272023.10.31 15:15modify560.101.066401.061001.05440
2282023.10.31 15:27sell580.101.058310.000000.00000
2292023.10.31 15:27modify580.101.058311.061601.05440
2302023.10.31 15:27modify570.101.059021.061601.05440
2312023.10.31 15:27modify560.101.066401.061601.05440
2322023.11.01 11:20t/p560.101.054401.061601.05440120.2211427.59
2332023.11.01 11:20t/p570.101.054401.061601.0544046.4211474.01
2342023.11.01 11:20t/p580.101.054401.061601.0544039.3211513.33
2352023.11.03 19:00sell590.101.073570.000000.00000
2362023.11.03 19:00modify590.101.073571.084571.06157
2372023.11.07 07:10sell600.101.069900.000000.00000
2382023.11.07 07:10modify600.101.069901.072971.06157
2392023.11.07 07:10modify590.101.073571.072971.06157
2402023.11.08 09:45sell610.101.066370.000000.00000
2412023.11.08 09:45modify610.101.066371.068171.06157
2422023.11.08 09:45modify600.101.069901.068171.06157
2432023.11.08 09:45modify590.101.073571.068171.06157
2442023.11.08 14:20s/l590.101.068171.068171.0615754.6611567.99
2452023.11.08 14:20s/l600.101.068171.068171.0615717.5211585.51
2462023.11.08 14:20s/l610.101.068171.068171.06157-18.0011567.51
2472023.12.13 21:00sell620.101.088120.000000.00000
2482023.12.13 21:00modify620.101.088121.099121.07612
2492023.12.14 14:50s/l620.101.099121.099121.07612-109.3411458.17
2502023.12.15 15:00buy630.101.092280.000000.00000
2512023.12.15 15:00modify630.101.092281.081281.10428
2522023.12.19 13:22buy640.101.096080.000000.00000
2532023.12.19 13:22modify640.101.096081.092881.10428
2542023.12.19 13:22modify630.101.092281.092881.10428
2552023.12.21 13:45buy650.101.099710.000000.00000
2562023.12.21 13:45modify650.101.099711.097681.10428
2572023.12.21 13:45modify640.101.096081.097681.10428
2582023.12.21 13:45modify630.101.092281.097681.10428
2592023.12.21 13:55buy660.101.100260.000000.00000
2602023.12.21 13:55modify660.101.100261.097081.10428
2612023.12.21 13:55modify650.101.099711.097081.10428
2622023.12.21 13:55modify640.101.096081.097081.10428
2632023.12.21 13:55modify630.101.092281.097081.10428
2642023.12.26 19:40t/p630.101.104281.097081.10428114.2211572.39
2652023.12.26 19:40t/p640.101.104281.097081.1042877.5111649.89
2662023.12.26 19:40t/p650.101.104281.097081.1042843.7711693.67
2672023.12.26 19:40t/p660.101.104281.097081.1042838.2711731.94
2682023.12.27 18:00sell670.101.110540.000000.00000
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2702023.12.28 16:50sell680.101.106900.000000.00000
2712023.12.28 16:50modify680.101.106901.109941.09854
2722023.12.28 16:50modify670.101.110541.109941.09854
2732024.01.02 02:13sell690.101.103240.000000.00000
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2752024.01.02 02:13modify680.101.106901.105141.09854
2762024.01.02 02:13modify670.101.110541.105141.09854
2772024.01.02 02:26sell700.101.102620.000000.00000
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2792024.01.02 02:26modify690.101.103241.105741.09854
2802024.01.02 02:26modify680.101.106901.105741.09854
2812024.01.02 02:26modify670.101.110541.105741.09854
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2952024.02.02 13:40sell740.101.083280.000000.00000
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2982024.02.02 14:15sell750.101.079770.000000.00000
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3012024.02.02 14:15modify730.101.086981.081581.07498
3022024.02.02 14:20sell760.101.079160.000000.00000
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3092024.02.05 13:15t/p750.101.074981.082181.0749848.1212251.85
3102024.02.05 13:15t/p760.101.074981.082181.0749842.0212293.87