Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURAUD (Euro vs Australian Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=25; 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=1; 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 test7201Ticks modelled157515Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread40
Total net profit1895.57Gross profit2283.69Gross loss-388.12
Profit factor5.88Expected payoff30.09
Absolute drawdown53.10Maximal drawdown289.53 (2.39%)Relative drawdown2.39% (289.53)
Total trades63Short positions (won %)24 (58.33%)Long positions (won %)39 (71.79%)
Profit trades (% of total)42 (66.67%)Loss trades (% of total)21 (33.33%)
Largestprofit trade101.47loss trade-36.73
Averageprofit trade54.37loss trade-18.48
Maximumconsecutive wins (profit in money)19 (1136.60)consecutive losses (loss in money)3 (-49.65)
Maximalconsecutive profit (count of wins)1136.60 (19)consecutive loss (count of losses)-49.65 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.13 09:00buy10.101.631120.000000.00000
22023.07.13 09:00modify10.101.631121.616121.64612
32023.07.14 13:15buy20.101.637410.000000.00000
42023.07.14 13:15modify20.101.637411.631871.64612
52023.07.14 13:15modify10.101.631121.631871.64612
62023.07.14 14:42buy30.101.640200.000000.00000
72023.07.14 14:42modify30.101.640201.634871.64612
82023.07.14 14:42modify20.101.637411.634871.64612
92023.07.14 14:42modify10.101.631121.634871.64612
102023.07.14 15:20buy40.101.641000.000000.00000
112023.07.14 15:20modify40.101.641001.637121.64612
122023.07.14 15:20modify30.101.640201.637121.64612
132023.07.14 15:20modify20.101.637411.637121.64612
142023.07.14 15:20modify10.101.631121.637121.64612
152023.07.17 02:02t/p10.101.646121.637121.64612100.7110100.71
162023.07.17 02:02t/p20.101.646121.637121.6461258.5410159.25
172023.07.17 02:02t/p30.101.646121.637121.6461239.6710198.91
182023.07.17 02:02t/p40.101.646121.637121.6461234.2610233.17
192023.07.25 17:00buy50.101.628400.000000.00000
202023.07.25 17:00modify50.101.628401.613401.64340
212023.07.26 01:40buy60.101.634610.000000.00000
222023.07.26 01:40modify60.101.634611.629151.64340
232023.07.26 01:40modify50.101.628401.629151.64340
242023.07.26 01:45buy70.101.637520.000000.00000
252023.07.26 01:45modify70.101.637521.632151.64340
262023.07.26 01:45modify60.101.634611.632151.64340
272023.07.26 01:45modify50.101.628401.632151.64340
282023.07.26 10:05buy80.101.638280.000000.00000
292023.07.26 10:05modify80.101.638281.634401.64340
302023.07.26 10:05modify70.101.637521.634401.64340
312023.07.26 10:05modify60.101.634611.634401.64340
322023.07.26 10:05modify50.101.628401.634401.64340
332023.07.26 13:15t/p50.101.643401.634401.64340101.0910334.25
342023.07.26 13:15t/p60.101.643401.634401.6434059.4510393.70
352023.07.26 13:15t/p70.101.643401.634401.6434039.7710433.47
362023.07.26 13:15t/p80.101.643401.634401.6434034.6310468.10
372023.07.31 16:00buy90.101.637640.000000.00000
382023.07.31 16:00modify90.101.637641.622641.65264
392023.08.01 04:40buy100.101.643710.000000.00000
402023.08.01 04:40modify100.101.643711.638391.65264
412023.08.01 04:40modify90.101.637641.638391.65264
422023.08.01 05:00buy110.101.646660.000000.00000
432023.08.01 05:00modify110.101.646661.641391.65264
442023.08.01 05:00modify100.101.643711.641391.65264
452023.08.01 05:00modify90.101.637641.641391.65264
462023.08.01 05:40buy120.101.647640.000000.00000
472023.08.01 05:40modify120.101.647641.643641.65264
482023.08.01 05:40modify110.101.646661.643641.65264
492023.08.01 05:40modify100.101.643711.643641.65264
502023.08.01 05:40modify90.101.637641.643641.65264
512023.08.01 07:50t/p90.101.652641.643641.65264101.1010569.20
522023.08.01 07:50t/p100.101.652641.643641.6526460.4110629.61
532023.08.01 07:50t/p110.101.652641.643641.6526440.4510670.06
542023.08.01 07:50t/p120.101.652641.643641.6526433.8210703.88
552023.08.31 14:00buy130.101.675190.000000.00000
562023.08.31 14:00modify130.101.675191.660191.69019
572023.09.05 04:55buy140.101.681270.000000.00000
582023.09.05 04:55modify140.101.681271.675941.69019
592023.09.05 04:55modify130.101.675191.675941.69019
602023.09.05 09:22buy150.101.685040.000000.00000
612023.09.05 09:22modify150.101.685041.681191.69019
622023.09.05 09:22modify140.101.681271.681191.69019
632023.09.05 09:22modify130.101.675191.681191.69019
642023.09.05 12:47buy160.101.684320.000000.00000
652023.09.05 12:47modify160.101.684321.678941.69019
662023.09.05 12:50modify160.101.684321.681191.69019
672023.09.05 14:45s/l130.101.681191.681191.6901939.4610743.33
682023.09.05 14:45s/l140.101.681191.681191.69019-0.5410742.79
692023.09.05 14:45s/l150.101.681191.681191.69019-26.0410716.75
702023.09.05 14:45s/l160.101.681191.681191.69019-21.1710695.58
712023.09.11 09:00buy170.101.667330.000000.00000
722023.09.11 09:00modify170.101.667331.652331.68233
732023.09.12 00:50buy180.101.673510.000000.00000
742023.09.12 00:50modify180.101.673511.668081.68233
752023.09.12 00:50modify170.101.667331.668081.68233
762023.09.12 06:50s/l170.101.668081.668081.682334.7010700.28
772023.09.12 06:50s/l180.101.668081.668081.68233-36.7310663.55
782023.09.21 10:00sell190.101.662890.000000.00000
792023.09.21 10:00modify190.101.662891.677891.64789
802023.09.22 06:37sell200.101.656830.000000.00000
812023.09.22 06:37modify200.101.656831.662141.64789
822023.09.22 06:37modify190.101.662891.662141.64789
832023.09.22 08:33sell210.101.653830.000000.00000
842023.09.22 08:33modify210.101.653831.659141.64789
852023.09.22 08:33modify200.101.656831.659141.64789
862023.09.22 08:33modify190.101.662891.659141.64789
872023.09.22 08:46sell220.101.652880.000000.00000
882023.09.22 08:46modify220.101.652881.656891.64789
892023.09.22 08:46modify210.101.653831.656891.64789
902023.09.22 08:46modify200.101.656831.656891.64789
912023.09.22 08:46modify190.101.662891.656891.64789
922023.09.22 12:02t/p190.101.647891.656891.64789101.3510764.90
932023.09.22 12:02t/p200.101.647891.656891.6478960.4910825.39
942023.09.22 12:02t/p210.101.647891.656891.6478940.1910865.58
952023.09.22 12:02t/p220.101.647891.656891.6478933.7610899.34
962023.09.29 04:00buy230.101.638060.000000.00000
972023.09.29 04:00modify230.101.638061.623061.65306
982023.09.29 17:40buy240.101.644360.000000.00000
992023.09.29 17:40modify240.101.644361.638811.65306
1002023.09.29 17:40modify230.101.638061.638811.65306
1012023.10.02 02:45buy250.101.647350.000000.00000
1022023.10.02 02:45modify250.101.647351.641811.65306
1032023.10.02 02:45modify240.101.644361.641811.65306
1042023.10.02 02:45modify230.101.638061.641811.65306
1052023.10.02 02:50buy260.101.648040.000000.00000
1062023.10.02 02:50modify260.101.648041.644061.65306
1072023.10.02 02:50modify250.101.647351.644061.65306
1082023.10.02 02:50modify240.101.644361.644061.65306
1092023.10.02 02:50modify230.101.638061.644061.65306
1102023.10.03 04:15t/p230.101.653061.644061.65306100.7211000.06
1112023.10.03 04:15t/p240.101.653061.644061.6530658.1011058.16
1122023.10.03 04:15t/p250.101.653061.644061.6530638.2611096.42
1132023.10.03 04:15t/p260.101.653061.644061.6530633.5911130.01
1142023.10.19 05:00sell270.101.671240.000000.00000
1152023.10.19 05:00modify270.101.671241.686241.65624
1162023.10.24 18:50sell280.101.665110.000000.00000
1172023.10.24 18:50modify280.101.665111.670491.65624
1182023.10.24 18:50modify270.101.671241.670491.65624
1192023.10.25 01:20t/p270.101.656241.670491.65624100.9311230.94
1202023.10.25 01:20t/p280.101.656241.670491.6562459.8711290.81
1212023.10.25 02:00buy290.101.658010.000000.00000
1222023.10.25 02:00modify290.101.658011.643011.67301
1232023.10.25 07:02buy300.101.664150.000000.00000
1242023.10.25 07:02modify300.101.664151.658761.67301
1252023.10.25 07:02modify290.101.658011.658761.67301
1262023.10.25 09:20buy310.101.667920.000000.00000
1272023.10.25 09:20modify310.101.667921.664011.67301
1282023.10.25 09:20modify300.101.664151.664011.67301
1292023.10.25 09:20modify290.101.658011.664011.67301
1302023.10.25 09:35buy320.101.667040.000000.00000
1312023.10.25 09:35modify320.101.667041.661761.67301
1322023.10.25 09:37modify320.101.667041.664011.67301
1332023.10.25 14:32t/p290.101.673011.664011.67301101.4711392.28
1342023.10.25 14:32t/p300.101.673011.664011.6730159.9311452.21
1352023.10.25 14:32t/p310.101.673011.664011.6730134.4311486.64
1362023.10.25 14:32t/p320.101.673011.664011.6730140.3811527.02
1372023.10.31 11:00sell330.101.674570.000000.00000
1382023.10.31 11:00modify330.101.674571.689571.65957
1392023.10.31 16:32sell340.101.668320.000000.00000
1402023.10.31 16:32modify340.101.668321.673821.65957
1412023.10.31 16:32modify330.101.674571.673821.65957
1422023.11.01 08:25sell350.101.665430.000000.00000
1432023.11.01 08:25modify350.101.665431.670821.65957
1442023.11.01 08:25modify340.101.668321.670821.65957
1452023.11.01 08:25modify330.101.674571.670821.65957
1462023.11.01 08:50sell360.101.664540.000000.00000
1472023.11.01 08:50modify360.101.664541.668571.65957
1482023.11.01 08:50modify350.101.665431.668571.65957
1492023.11.01 08:50modify340.101.668321.668571.65957
1502023.11.01 08:50modify330.101.674571.668571.65957
1512023.11.01 12:40t/p330.101.659571.668571.65957101.3411628.36
1522023.11.01 12:40t/p340.101.659571.668571.6595759.0611687.42
1532023.11.01 12:40t/p350.101.659571.668571.6595739.6411727.06
1542023.11.01 12:40t/p360.101.659571.668571.6595733.6211760.68
1552023.11.15 13:00buy370.101.664770.000000.00000
1562023.11.15 13:00modify370.101.664771.649771.67977
1572023.11.16 01:17buy380.101.670790.000000.00000
1582023.11.16 01:17modify380.101.670791.665521.67977
1592023.11.16 01:17modify370.101.664771.665521.67977
1602023.11.16 02:05buy390.101.673930.000000.00000
1612023.11.16 02:05modify390.101.673931.668521.67977
1622023.11.16 02:05modify380.101.670791.668521.67977
1632023.11.16 02:05modify370.101.664771.668521.67977
1642023.11.16 03:22buy400.101.674640.000000.00000
1652023.11.16 03:22modify400.101.674641.670771.67977
1662023.11.16 03:22modify390.101.673931.670771.67977
1672023.11.16 03:22modify380.101.670791.670771.67977
1682023.11.16 03:22modify370.101.664771.670771.67977
1692023.11.16 08:50s/l370.101.670771.670771.6797739.4711800.15
1702023.11.16 08:50s/l380.101.670771.670771.67977-0.1311800.02
1712023.11.16 08:50s/l390.101.670771.670771.67977-21.3711778.65
1722023.11.16 08:50s/l400.101.670771.670771.67977-26.1711752.48
1732023.12.05 05:00sell410.101.647420.000000.00000
1742023.12.05 05:00modify410.101.647421.662421.63242
1752023.12.06 01:55sell420.101.638320.000000.00000
1762023.12.06 01:55modify420.101.638321.643671.63242
1772023.12.06 01:55modify410.101.647421.643671.63242
1782023.12.06 02:02sell430.101.637500.000000.00000
1792023.12.06 02:02modify430.101.637501.641421.63242
1802023.12.06 02:02modify420.101.638321.641421.63242
1812023.12.06 02:02modify410.101.647421.641421.63242
1822023.12.06 05:07s/l410.101.641421.641421.6324240.4511792.93
1832023.12.06 05:07s/l420.101.641421.641421.63242-20.9711771.96
1842023.12.06 05:07s/l430.101.641421.641421.63242-26.5211745.44
1852023.12.14 07:00buy440.101.622170.000000.00000
1862023.12.14 07:00modify440.101.622171.607171.63717
1872023.12.14 08:55buy450.101.628470.000000.00000
1882023.12.14 08:55modify450.101.628471.622921.63717
1892023.12.14 08:55modify440.101.622171.622921.63717
1902023.12.14 13:15buy460.101.632180.000000.00000
1912023.12.14 13:15modify460.101.632181.628171.63717
1922023.12.14 13:15modify450.101.628471.628171.63717
1932023.12.14 13:15modify440.101.622171.628171.63717
1942023.12.14 14:20t/p440.101.637171.628171.63717101.4611846.90
1952023.12.14 14:20t/p450.101.637171.628171.6371758.8511905.75
1962023.12.14 14:20t/p460.101.637171.628171.6371733.7511939.50
1972024.02.01 14:00sell470.101.658630.000000.00000
1982024.02.01 14:00modify470.101.658631.673631.64363
1992024.02.02 00:20sell480.101.652340.000000.00000
2002024.02.02 00:20modify480.101.652341.657881.64363
2012024.02.02 00:20modify470.101.658631.657881.64363
2022024.02.02 02:10sell490.101.649540.000000.00000
2032024.02.02 02:10modify490.101.649541.654881.64363
2042024.02.02 02:10modify480.101.652341.654881.64363
2052024.02.02 02:10modify470.101.658631.654881.64363
2062024.02.02 02:20sell500.101.648670.000000.00000
2072024.02.02 02:20modify500.101.648671.652631.64363
2082024.02.02 02:20modify490.101.649541.652631.64363
2092024.02.02 02:20modify480.101.652341.652631.64363
2102024.02.02 02:20modify470.101.658631.652631.64363
2112024.02.02 14:10s/l470.101.652631.652631.6436340.4611979.97
2122024.02.02 14:10s/l480.101.652631.652631.64363-1.9611978.01
2132024.02.02 14:10s/l490.101.652631.652631.64363-20.9011957.11
2142024.02.02 14:10s/l500.101.652631.652631.64363-26.7911930.32
2152024.02.13 16:00sell510.101.658780.000000.00000
2162024.02.13 16:00modify510.101.658781.673781.64378
2172024.02.14 08:27sell520.101.652680.000000.00000
2182024.02.14 08:27modify520.101.652681.658031.64378
2192024.02.14 08:27modify510.101.658781.658031.64378
2202024.02.15 13:32sell530.101.648950.000000.00000
2212024.02.15 13:32modify530.101.648951.652781.64378
2222024.02.15 13:32modify520.101.652681.652781.64378
2232024.02.15 13:32modify510.101.658781.652781.64378
2242024.02.15 14:03s/l510.101.652781.652781.6437840.0411970.36
2252024.02.15 14:03s/l520.101.652781.652781.64378-1.0911969.26
2262024.02.15 14:03s/l530.101.652781.652781.64378-25.9111943.35
2272024.03.07 12:00buy540.101.649880.000000.00000
2282024.03.07 12:00modify540.101.649881.634881.66488
2292024.03.11 07:32buy550.101.656010.000000.00000
2302024.03.11 07:32modify550.101.656011.650631.66488
2312024.03.11 07:32modify540.101.649881.650631.66488
2322024.03.11 21:02s/l540.101.650631.650631.664884.3311947.69
2332024.03.11 21:02s/l550.101.650631.650631.66488-36.3911911.30
2342024.03.21 07:00buy560.101.650770.000000.00000
2352024.03.21 07:00modify560.101.650771.635771.66577
2362024.03.22 01:50buy570.101.657000.000000.00000
2372024.03.22 01:50modify570.101.657001.651521.66577
2382024.03.22 01:50modify560.101.650771.651521.66577
2392024.03.22 02:20buy580.101.659810.000000.00000
2402024.03.22 02:20modify580.101.659811.654521.66577
2412024.03.22 02:20modify570.101.657001.654521.66577
2422024.03.22 02:20modify560.101.650771.654521.66577
2432024.03.22 03:55buy590.101.660720.000000.00000
2442024.03.22 03:55modify590.101.660721.656771.66577
2452024.03.22 03:55modify580.101.659811.656771.66577
2462024.03.22 03:55modify570.101.657001.656771.66577
2472024.03.22 03:55modify560.101.650771.656771.66577
2482024.03.24 21:50s/l560.101.656771.656771.6657740.2211951.51
2492024.03.24 21:50s/l570.101.656771.656771.66577-1.5611949.95
2502024.03.24 21:50s/l580.101.656771.656771.66577-20.5611929.39
2512024.03.24 21:50s/l590.101.656771.656771.66577-26.7211902.67
2522024.04.16 03:00sell600.101.653680.000000.00000
2532024.04.16 03:00modify600.101.653681.668681.63868
2542024.04.24 01:32sell610.101.647660.000000.00000
2552024.04.24 01:32modify610.101.647661.652931.63868
2562024.04.24 01:32modify600.101.653681.652931.63868
2572024.04.24 01:45sell620.101.643910.000000.00000
2582024.04.24 01:45modify620.101.643911.647681.63868
2592024.04.24 01:45modify610.101.647661.647681.63868
2602024.04.24 01:45modify600.101.653681.647681.63868
2612024.04.24 10:47sell630.101.644580.000000.00000
2622024.04.24 10:47modify630.101.644581.649931.63868
2632024.04.24 10:50modify630.101.644581.647681.63868
2642024.04.24 14:20s/l600.101.647681.647681.6386839.5011942.17
2652024.04.24 14:20s/l610.101.647681.647681.63868-0.1311942.04
2662024.04.24 14:20s/l620.101.647681.647681.63868-25.5011916.54
2672024.04.24 14:20s/l630.101.647681.647681.63868-20.9711895.57