Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; 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 test7248Ticks modelled155421Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1639.79Gross profit2118.47Gross loss-478.67
Profit factor4.43Expected payoff33.47
Absolute drawdown140.53Maximal drawdown276.28 (2.73%)Relative drawdown2.73% (276.28)
Total trades49Short positions (won %)29 (55.17%)Long positions (won %)20 (70.00%)
Profit trades (% of total)30 (61.22%)Loss trades (% of total)19 (38.78%)
Largestprofit trade132.19loss trade-147.59
Averageprofit trade70.62loss trade-25.19
Maximumconsecutive wins (profit in money)17 (1252.80)consecutive losses (loss in money)4 (-203.19)
Maximalconsecutive profit (count of wins)1252.80 (17)consecutive loss (count of losses)-203.19 (4)
Averageconsecutive wins5consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.06.15 20:00sell10.101.094760.000000.00000
22023.06.15 20:00modify10.101.094761.109761.08176
32023.06.23 07:25sell20.101.088100.000000.00000
42023.06.23 07:25modify20.101.088101.094111.08176
52023.06.23 07:25modify10.101.094761.094111.08176
62023.06.23 11:43sell30.101.087590.000000.00000
72023.06.23 11:43modify30.101.087591.090861.08176
82023.06.23 11:43sell40.101.087590.000000.00000
92023.06.23 11:43modify40.101.087591.089561.08176
102023.06.23 11:43modify20.101.088101.089561.08176
112023.06.23 11:43modify10.101.094761.089561.08176
122023.06.23 11:46modify30.101.087591.089561.08176
132023.06.23 12:20s/l10.101.089561.089561.0817653.7510053.75
142023.06.23 12:20s/l20.101.089561.089561.08176-14.6010039.15
152023.06.23 12:20s/l30.101.089561.089561.08176-19.7010019.45
162023.06.23 12:20s/l40.101.089561.089561.08176-19.709999.75
172023.07.12 20:00sell50.101.113700.000000.00000
182023.07.12 20:00modify50.101.113701.128701.10070
192023.07.24 08:59sell60.101.107080.000000.00000
202023.07.24 08:59modify60.101.107081.113051.10070
212023.07.24 08:59modify50.101.113701.113051.10070
222023.07.24 19:26sell70.101.106250.000000.00000
232023.07.24 19:26modify70.101.106251.109801.10070
242023.07.24 19:26sell80.101.106250.000000.00000
252023.07.24 19:26modify80.101.106251.108501.10070
262023.07.24 19:26modify60.101.107081.108501.10070
272023.07.24 19:26modify50.101.113701.108501.10070
282023.07.24 19:30modify70.101.106251.108501.10070
292023.07.25 06:20s/l50.101.108501.108501.1007054.8510054.61
302023.07.25 06:20s/l60.101.108501.108501.10070-13.9810040.62
312023.07.25 06:20s/l70.101.108501.108501.10070-22.2810018.34
322023.07.25 06:20s/l80.101.108501.108501.10070-22.289996.06
332023.08.04 18:00sell90.101.102830.000000.00000
342023.08.04 18:00modify90.101.102831.117831.08983
352023.08.08 10:20sell100.101.096250.000000.00000
362023.08.08 10:20modify100.101.096251.102181.08983
372023.08.08 10:20modify90.101.102831.102181.08983
382023.08.08 10:45sell110.101.095640.000000.00000
392023.08.08 10:45modify110.101.095641.098931.08983
402023.08.08 10:45sell120.101.095640.000000.00000
412023.08.08 10:45modify120.101.095641.097631.08983
422023.08.08 10:45modify100.101.096251.097631.08983
432023.08.08 10:45modify90.101.102831.097631.08983
442023.08.08 10:47modify110.101.095641.097631.08983
452023.08.09 05:10s/l90.101.097631.097631.0898352.6610048.72
462023.08.09 05:10s/l100.101.097631.097631.08983-13.5810035.14
472023.08.09 05:10s/l110.101.097631.097631.08983-19.6810015.46
482023.08.09 05:10s/l120.101.097631.097631.08983-19.689995.78
492023.09.14 15:00buy130.101.066690.000000.00000
502023.09.14 15:00modify130.101.066691.051691.07969
512023.09.20 16:20buy140.101.073340.000000.00000
522023.09.20 16:20modify140.101.073341.067341.07969
532023.09.20 16:20modify130.101.066691.067341.07969
542023.09.20 16:26buy150.101.073970.000000.00000
552023.09.20 16:26modify150.101.073971.070591.07969
562023.09.20 16:26buy160.101.073970.000000.00000
572023.09.20 16:26modify160.101.073971.071891.07969
582023.09.20 16:26modify140.101.073341.071891.07969
592023.09.20 16:26modify130.101.066691.071891.07969
602023.09.20 16:30modify150.101.073971.071891.07969
612023.09.20 18:03s/l130.101.071891.071891.0796949.4310045.21
622023.09.20 18:03s/l140.101.071891.071891.07969-14.5010030.71
632023.09.20 18:03s/l150.101.071891.071891.07969-20.8010009.91
642023.09.20 18:03s/l160.101.071891.071891.07969-20.809989.11
652023.10.12 15:00buy170.101.055860.000000.00000
662023.10.12 15:00modify170.101.055861.040861.06886
672023.10.23 14:25buy180.101.063230.000000.00000
682023.10.23 14:25modify180.101.063231.059761.06886
692023.10.23 14:25buy190.101.063230.000000.00000
702023.10.23 14:25modify190.101.063231.061061.06886
712023.10.23 14:25modify170.101.055861.061061.06886
722023.10.23 14:27modify180.101.063231.061061.06886
732023.10.23 14:40buy200.101.062630.000000.00000
742023.10.23 14:40modify200.101.062631.056511.06886
752023.10.23 14:42modify200.101.062631.061061.06886
762023.10.24 07:02t/p170.101.068861.061061.06886123.5810112.69
772023.10.24 07:02t/p180.101.068861.061061.0688655.6610168.35
782023.10.24 07:02t/p190.101.068861.061061.0688655.6610224.01
792023.10.24 07:02t/p200.101.068861.061061.0688661.6610285.66
802023.10.31 11:00sell210.101.066400.000000.00000
812023.10.31 11:00modify210.101.066401.081401.05340
822023.10.31 14:02sell220.101.059670.000000.00000
832023.10.31 14:02modify220.101.059671.065751.05340
842023.10.31 14:02modify210.101.066401.065751.05340
852023.10.31 15:15sell230.101.059020.000000.00000
862023.10.31 15:15modify230.101.059021.062501.05340
872023.10.31 15:15sell240.101.059020.000000.00000
882023.10.31 15:15modify240.101.059021.061201.05340
892023.10.31 15:15modify220.101.059671.061201.05340
902023.10.31 15:15modify210.101.066401.061201.05340
912023.10.31 15:17modify230.101.059021.061201.05340
922023.11.01 13:15t/p210.101.053401.061201.05340130.2210415.88
932023.11.01 13:15t/p220.101.053401.061201.0534062.9210478.80
942023.11.01 13:15t/p230.101.053401.061201.0534056.4210535.22
952023.11.01 13:15t/p240.101.053401.061201.0534056.4210591.64
962023.11.03 18:00sell250.101.073660.000000.00000
972023.11.03 18:00modify250.101.073661.088661.06066
982023.11.07 11:45sell260.101.067020.000000.00000
992023.11.07 11:45modify260.101.067021.073011.06066
1002023.11.07 11:45modify250.101.073661.073011.06066
1012023.11.07 14:37sell270.101.066400.000000.00000
1022023.11.07 14:37modify270.101.066401.069761.06066
1032023.11.07 14:37sell280.101.066400.000000.00000
1042023.11.07 14:37modify280.101.066401.068461.06066
1052023.11.07 14:37modify260.101.067021.068461.06066
1062023.11.07 14:37modify250.101.073661.068461.06066
1072023.11.07 14:40modify270.101.066401.068461.06066
1082023.11.07 15:15s/l250.101.068461.068461.0606652.4410644.08
1092023.11.07 15:15s/l260.101.068461.068461.06066-14.4010629.68
1102023.11.07 15:15s/l270.101.068461.068461.06066-20.6010609.08
1112023.11.07 15:15s/l280.101.068461.068461.06066-20.6010588.48
1122023.12.13 21:00sell290.101.088120.000000.00000
1132023.12.13 21:00modify290.101.088121.103121.07512
1142023.12.22 11:45s/l290.101.103121.103121.07512-147.5910440.89
1152023.12.27 18:00sell300.101.110540.000000.00000
1162023.12.27 18:00modify300.101.110541.125541.09754
1172023.12.29 19:20sell310.101.104000.000000.00000
1182023.12.29 19:20modify310.101.104001.109891.09754
1192023.12.29 19:20modify300.101.110541.109891.09754
1202023.12.29 21:16sell320.101.103390.000000.00000
1212023.12.29 21:16modify320.101.103391.106641.09754
1222023.12.29 21:16sell330.101.103390.000000.00000
1232023.12.29 21:16modify330.101.103391.105341.09754
1242023.12.29 21:16modify310.101.104001.105341.09754
1252023.12.29 21:16modify300.101.110541.105341.09754
1262023.12.29 21:20modify320.101.103391.105341.09754
1272024.01.02 11:40t/p300.101.097541.105341.09754131.3210572.21
1282024.01.02 11:40t/p310.101.097541.105341.0975465.0410637.25
1292024.01.02 11:40t/p320.101.097541.105341.0975458.9410696.18
1302024.01.02 11:40t/p330.101.097541.105341.0975458.9410755.12
1312024.02.02 15:00buy340.101.081160.000000.00000
1322024.02.02 15:00modify340.101.081161.066161.09416
1332024.03.05 15:20buy350.101.087900.000000.00000
1342024.03.05 15:20modify350.101.087901.081811.09416
1352024.03.05 15:20modify340.101.081161.081811.09416
1362024.03.06 13:45buy360.101.088330.000000.00000
1372024.03.06 13:45modify360.101.088331.085061.09416
1382024.03.06 13:45buy370.101.088330.000000.00000
1392024.03.06 13:45modify370.101.088331.086361.09416
1402024.03.06 13:45modify350.101.087901.086361.09416
1412024.03.06 13:45modify340.101.081161.086361.09416
1422024.03.06 13:47modify360.101.088331.086361.09416
1432024.03.07 16:50t/p340.101.094161.086361.09416108.1710863.29
1442024.03.07 16:50t/p350.101.094161.086361.0941660.0310923.32
1452024.03.07 16:50t/p360.101.094161.086361.0941656.3710979.70
1462024.03.07 16:50t/p370.101.094161.086361.0941656.3711036.07
1472024.03.20 22:00sell380.101.092060.000000.00000
1482024.03.20 22:00modify380.101.092061.107061.07906
1492024.03.21 15:50sell390.101.085560.000000.00000
1502024.03.21 15:50modify390.101.085561.091411.07906
1512024.03.21 15:50modify380.101.092061.091411.07906
1522024.03.22 02:20sell400.101.084770.000000.00000
1532024.03.22 02:20modify400.101.084771.088161.07906
1542024.03.22 02:20sell410.101.084770.000000.00000
1552024.03.22 02:20modify410.101.084771.086861.07906
1562024.03.22 02:20modify390.101.085561.086861.07906
1572024.03.22 02:20modify380.101.092061.086861.07906
1582024.03.22 02:22modify400.101.084771.086861.07906
1592024.03.28 09:10t/p380.101.079061.086861.07906132.1911168.26
1602024.03.28 09:10t/p390.101.079061.086861.0790666.5411234.80
1612024.03.28 09:10t/p400.101.079061.086861.0790658.4211293.21
1622024.03.28 09:10t/p410.101.079061.086861.0790658.4211351.63
1632024.04.01 17:00buy420.101.073960.000000.00000
1642024.04.01 17:00modify420.101.073961.058961.08696
1652024.04.03 14:03buy430.101.080520.000000.00000
1662024.04.03 14:03modify430.101.080521.074611.08696
1672024.04.03 14:03modify420.101.073961.074611.08696
1682024.04.03 14:10buy440.101.081310.000000.00000
1692024.04.03 14:10modify440.101.081311.077861.08696
1702024.04.03 14:10buy450.101.081310.000000.00000
1712024.04.03 14:10modify450.101.081311.079161.08696
1722024.04.03 14:10modify430.101.080521.079161.08696
1732024.04.03 14:10modify420.101.073961.079161.08696
1742024.04.03 14:13modify440.101.081311.079161.08696
1752024.04.04 12:50t/p420.101.086961.079161.08696126.7911478.42
1762024.04.04 12:50t/p430.101.086961.079161.0869662.4711540.89
1772024.04.04 12:50t/p440.101.086961.079161.0869654.5711595.47
1782024.04.04 12:50t/p450.101.086961.079161.0869654.5711650.04
1792024.04.12 12:00buy460.101.065400.000000.00000
1802024.04.12 12:00modify460.101.065401.050401.07840
1812024.04.25 06:10buy470.101.071950.000000.00000
1822024.04.25 06:10modify470.101.071951.066051.07840
1832024.04.25 06:10modify460.101.065401.066051.07840
1842024.04.25 06:47buy480.101.072620.000000.00000
1852024.04.25 06:47modify480.101.072621.069301.07840
1862024.04.25 06:47buy490.101.072620.000000.00000
1872024.04.25 06:47modify490.101.072621.070601.07840
1882024.04.25 06:47modify470.101.071951.070601.07840
1892024.04.25 06:47modify460.101.065401.070601.07840
1902024.04.25 06:50modify480.101.072621.070601.07840
1912024.04.25 12:45s/l460.101.070601.070601.0784043.6511693.69
1922024.04.25 12:45s/l470.101.070601.070601.07840-13.5011680.19
1932024.04.25 12:45s/l480.101.070601.070601.07840-20.2011659.99
1942024.04.25 12:45s/l490.101.070601.070601.07840-20.2011639.79