Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=50; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 modelled154070Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit2312.01Gross profit3326.73Gross loss-1014.72
Profit factor3.28Expected payoff35.03
Absolute drawdown137.37Maximal drawdown375.29 (3.65%)Relative drawdown3.65% (375.29)
Total trades66Short positions (won %)34 (79.41%)Long positions (won %)32 (46.88%)
Profit trades (% of total)42 (63.64%)Loss trades (% of total)24 (36.36%)
Largestprofit trade142.66loss trade-59.82
Averageprofit trade79.21loss trade-42.28
Maximumconsecutive wins (profit in money)11 (925.54)consecutive losses (loss in money)5 (-266.36)
Maximalconsecutive profit (count of wins)925.54 (11)consecutive loss (count of losses)-266.36 (5)
Averageconsecutive wins5consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.07 15:00sell10.101.094890.000000.00000
22023.07.07 15:00modify10.101.094891.099891.08089
32023.07.10 17:50s/l10.101.099891.099891.08089-49.839950.17
42023.07.20 15:00buy20.101.114990.000000.00000
52023.07.20 15:00modify20.101.114991.109991.12899
62023.07.24 07:40s/l20.101.109991.109991.12899-51.339898.84
72023.08.02 15:00buy30.101.093000.000000.00000
82023.08.02 15:00modify30.101.093001.088001.10700
92023.08.04 12:55buy40.101.099500.000000.00000
102023.08.04 12:55modify40.101.099501.093701.10700
112023.08.04 12:55modify30.101.093001.093701.10700
122023.08.04 19:52buy50.101.100760.000000.00000
132023.08.04 19:52modify50.101.100761.097201.10700
142023.08.04 19:52buy60.101.100760.000000.00000
152023.08.04 19:52modify60.101.100761.097901.10700
162023.08.04 19:52modify40.101.099501.097901.10700
172023.08.04 19:52modify30.101.093001.097901.10700
182023.08.04 19:55modify50.101.100761.097901.10700
192023.08.07 06:20s/l30.101.097901.097901.1070045.689944.52
202023.08.07 06:20s/l40.101.097901.097901.10700-16.669927.85
212023.08.07 06:20s/l50.101.097901.097901.10700-29.269898.59
222023.08.07 06:20s/l60.101.097901.097901.10700-29.269869.33
232023.08.10 13:00sell70.101.104200.000000.00000
242023.08.10 13:00modify70.101.104201.109201.09020
252023.08.10 17:46sell80.101.097610.000000.00000
262023.08.10 17:46modify80.101.097611.103501.09020
272023.08.10 17:46modify70.101.104201.103501.09020
282023.08.11 13:30sell90.101.096450.000000.00000
292023.08.11 13:30modify90.101.096451.100001.09020
302023.08.11 13:30sell100.101.096450.000000.00000
312023.08.11 13:30modify100.101.096451.099301.09020
322023.08.11 13:30modify80.101.097611.099301.09020
332023.08.11 13:30modify70.101.104201.099301.09020
342023.08.11 13:32modify90.101.096451.099301.09020
352023.08.14 13:15t/p70.101.090201.099301.09020140.3310009.66
362023.08.14 13:15t/p80.101.090201.099301.0902074.4310084.09
372023.08.14 13:15t/p90.101.090201.099301.0902062.6710146.76
382023.08.14 13:15t/p100.101.090201.099301.0902062.6710209.43
392023.08.14 14:00buy110.101.088440.000000.00000
402023.08.14 14:00modify110.101.088441.083441.10244
412023.08.15 09:50buy120.101.094780.000000.00000
422023.08.15 09:50modify120.101.094781.089141.10244
432023.08.15 09:50modify110.101.088441.089141.10244
442023.08.16 16:20s/l110.101.089141.089141.102445.6710215.10
452023.08.16 16:20s/l120.101.089141.089141.10244-57.0610158.03
462023.08.22 14:00buy130.101.084670.000000.00000
472023.08.22 14:00modify130.101.084671.079671.09867
482023.08.24 23:16s/l130.101.079671.079671.09867-52.6610105.38
492023.09.14 13:00buy140.101.067970.000000.00000
502023.09.14 13:00modify140.101.067971.062971.08197
512023.09.21 01:02s/l140.101.062971.062971.08197-54.6510050.73
522023.09.25 15:00buy150.101.058050.000000.00000
532023.09.25 15:00modify150.101.058051.053051.07205
542023.09.27 13:26s/l150.101.053051.053051.07205-51.339999.40
552023.10.02 15:00buy160.101.049850.000000.00000
562023.10.02 15:00modify160.101.049851.044851.06385
572023.10.03 15:50s/l160.101.044851.044851.06385-50.669948.74
582023.10.12 18:00buy170.101.053740.000000.00000
592023.10.12 18:00modify170.101.053741.048741.06774
602023.10.19 16:15buy180.101.060290.000000.00000
612023.10.19 16:15modify180.101.060291.054441.06774
622023.10.19 16:15modify170.101.053741.054441.06774
632023.10.23 12:15buy190.101.061530.000000.00000
642023.10.23 12:15modify190.101.061531.057941.06774
652023.10.23 12:15buy200.101.061530.000000.00000
662023.10.23 12:15modify200.101.061531.058641.06774
672023.10.23 12:15modify180.101.060291.058641.06774
682023.10.23 12:15modify170.101.053741.058641.06774
692023.10.23 12:17modify190.101.061531.058641.06774
702023.10.23 18:50t/p170.101.067741.058641.06774134.0210082.76
712023.10.23 18:50t/p180.101.067741.058641.0677473.1710155.93
722023.10.23 18:50t/p190.101.067741.058641.0677462.1010218.03
732023.10.23 18:50t/p200.101.067741.058641.0677462.1010280.13
742023.10.31 10:00sell210.101.066810.000000.00000
752023.10.31 10:00modify210.101.066811.071811.05281
762023.10.31 13:20sell220.101.060370.000000.00000
772023.10.31 13:20modify220.101.060371.066111.05281
782023.10.31 13:20modify210.101.066811.066111.05281
792023.10.31 15:15sell230.101.059020.000000.00000
802023.10.31 15:15modify230.101.059021.062611.05281
812023.10.31 15:15sell240.101.059020.000000.00000
822023.10.31 15:15modify240.101.059021.061911.05281
832023.10.31 15:15modify220.101.060371.061911.05281
842023.10.31 15:15modify210.101.066811.061911.05281
852023.10.31 15:17modify230.101.059021.061911.05281
862023.11.01 13:20t/p210.101.052811.061911.05281140.1710420.30
872023.11.01 13:20t/p220.101.052811.061911.0528175.7710496.07
882023.11.01 13:20t/p230.101.052811.061911.0528162.2710558.33
892023.11.01 13:20t/p240.101.052811.061911.0528162.2710620.60
902023.11.02 13:00sell250.101.066400.000000.00000
912023.11.02 13:00modify250.101.066401.071401.05240
922023.11.03 12:46s/l250.101.071401.071401.05240-49.8310570.77
932023.11.03 13:00sell260.101.070950.000000.00000
942023.11.03 13:00modify260.101.070951.075951.05695
952023.11.14 13:45s/l260.101.075951.075951.05695-48.5010522.27
962023.11.14 14:00sell270.101.078900.000000.00000
972023.11.14 14:00modify270.101.078901.083901.06490
982023.11.14 15:15s/l270.101.083901.083901.06490-50.0010472.27
992023.12.01 15:00buy280.101.084700.000000.00000
1002023.12.01 15:00modify280.101.084701.079701.09870
1012023.12.05 16:20s/l280.101.079701.079701.09870-51.3310420.94
1022023.12.14 15:00sell290.101.099100.000000.00000
1032023.12.14 15:00modify290.101.099101.104101.08510
1042023.12.15 14:07sell300.101.091310.000000.00000
1052023.12.15 14:07modify300.101.091311.094901.08510
1062023.12.15 14:07sell310.101.091310.000000.00000
1072023.12.15 14:07modify310.101.091311.094201.08510
1082023.12.15 14:07modify290.101.099101.094201.08510
1092023.12.15 14:10modify300.101.091311.094201.08510
1102023.12.15 14:22sell320.101.092550.000000.00000
1112023.12.15 14:22modify320.101.092551.098401.08510
1122023.12.15 14:25modify320.101.092551.094201.08510
1132023.12.19 07:20s/l290.101.094201.094201.0851049.5010470.44
1142023.12.19 07:20s/l300.101.094201.094201.08510-28.5710441.87
1152023.12.19 07:20s/l310.101.094201.094201.08510-28.5710413.30
1162023.12.19 07:20s/l320.101.094201.094201.08510-16.1710397.14
1172023.12.27 15:00sell330.101.110450.000000.00000
1182023.12.27 15:00modify330.101.110451.115451.09645
1192023.12.29 19:20sell340.101.104000.000000.00000
1202023.12.29 19:20modify340.101.104001.109751.09645
1212023.12.29 19:20modify330.101.110451.109751.09645
1222024.01.02 02:26sell350.101.102620.000000.00000
1232024.01.02 02:26modify350.101.102621.106251.09645
1242024.01.02 02:26sell360.101.102620.000000.00000
1252024.01.02 02:26modify360.101.102621.105551.09645
1262024.01.02 02:26modify340.101.104001.105551.09645
1272024.01.02 02:26modify330.101.110451.105551.09645
1282024.01.02 02:30modify350.101.102621.105551.09645
1292024.01.02 12:20t/p330.101.096451.105551.09645141.0010538.14
1302024.01.02 12:20t/p340.101.096451.105551.0964575.8310613.97
1312024.01.02 12:20t/p350.101.096451.105551.0964561.7010675.67
1322024.01.02 12:20t/p360.101.096451.105551.0964561.7010737.37
1332024.01.05 16:00sell370.101.097820.000000.00000
1342024.01.05 16:00modify370.101.097821.102821.08382
1352024.01.16 04:32sell380.101.091380.000000.00000
1362024.01.16 04:32modify380.101.091381.097121.08382
1372024.01.16 04:32modify370.101.097821.097121.08382
1382024.01.16 09:03sell390.101.089940.000000.00000
1392024.01.16 09:03modify390.101.089941.093621.08382
1402024.01.16 09:03sell400.101.089940.000000.00000
1412024.01.16 09:03modify400.101.089941.092921.08382
1422024.01.16 09:03modify380.101.091381.092921.08382
1432024.01.16 09:03modify370.101.097821.092921.08382
1442024.01.16 09:06modify390.101.089941.092921.08382
1452024.01.23 15:20t/p370.101.083821.092921.08382142.6610880.03
1462024.01.23 15:20t/p380.101.083821.092921.0838276.7710956.80
1472024.01.23 15:20t/p390.101.083821.092921.0838262.3711019.17
1482024.01.23 15:20t/p400.101.083821.092921.0838262.3711081.53
1492024.01.25 16:00buy410.101.083460.000000.00000
1502024.01.25 16:00modify410.101.083461.078461.09746
1512024.02.01 07:20s/l410.101.078461.078461.09746-54.6511026.88
1522024.02.01 17:00sell420.101.086450.000000.00000
1532024.02.01 17:00modify420.101.086451.091451.07245
1542024.02.02 15:10sell430.101.080120.000000.00000
1552024.02.02 15:10modify430.101.080121.085751.07245
1562024.02.02 15:10modify420.101.086451.085751.07245
1572024.02.02 15:25sell440.101.078650.000000.00000
1582024.02.02 15:25modify440.101.078651.082251.07245
1592024.02.02 15:25sell450.101.078650.000000.00000
1602024.02.02 15:25modify450.101.078651.081551.07245
1612024.02.02 15:25modify430.101.080121.081551.07245
1622024.02.02 15:25modify420.101.086451.081551.07245
1632024.02.02 15:27modify440.101.078651.081551.07245
1642024.02.13 13:50t/p420.101.072451.081551.07245141.6711168.55
1652024.02.13 13:50t/p430.101.072451.081551.0724578.2011246.75
1662024.02.13 13:50t/p440.101.072451.081551.0724563.5011310.25
1672024.02.13 13:50t/p450.101.072451.081551.0724563.5011373.75
1682024.02.13 14:00buy460.101.071140.000000.00000
1692024.02.13 14:00modify460.101.071141.066141.08514
1702024.02.15 13:46buy470.101.077570.000000.00000
1712024.02.15 13:46modify470.101.077571.071841.08514
1722024.02.15 13:46modify460.101.071141.071841.08514
1732024.02.16 18:50buy480.101.078890.000000.00000
1742024.02.16 18:50modify480.101.078891.075341.08514
1752024.02.16 18:50buy490.101.078890.000000.00000
1762024.02.16 18:50modify490.101.078891.076041.08514
1772024.02.16 18:50modify470.101.077571.076041.08514
1782024.02.16 18:50modify460.101.071141.076041.08514
1792024.02.16 18:52modify480.101.078891.076041.08514
1802024.02.22 07:45t/p460.101.085141.076041.08514132.7011506.44
1812024.02.22 07:45t/p470.101.085141.076041.0851471.0511577.49
1822024.02.22 07:45t/p480.101.085141.076041.0851458.5211636.01
1832024.02.22 07:45t/p490.101.085141.076041.0851458.5211694.52
1842024.04.01 16:00buy500.101.073570.000000.00000
1852024.04.01 16:00modify500.101.073571.068571.08757
1862024.04.03 14:10buy510.101.081310.000000.00000
1872024.04.03 14:10modify510.101.081311.077771.08757
1882024.04.03 14:10buy520.101.081310.000000.00000
1892024.04.03 14:10modify520.101.081311.078471.08757
1902024.04.03 14:10modify500.101.073571.078471.08757
1912024.04.03 14:13modify510.101.081311.078471.08757
1922024.04.04 13:46t/p500.101.087571.078471.08757136.6811831.20
1932024.04.04 13:46t/p510.101.087571.078471.0875760.6111891.81
1942024.04.04 13:46t/p520.101.087571.078471.0875760.6111952.42
1952024.04.10 13:00buy530.101.078380.000000.00000
1962024.04.10 13:00modify530.101.078381.073381.09238
1972024.04.10 15:50s/l530.101.073381.073381.09238-50.0011902.42
1982024.04.12 10:00buy540.101.066360.000000.00000
1992024.04.12 10:00modify540.101.066361.061361.08036
2002024.04.16 01:15s/l540.101.061361.061361.08036-51.3311851.09
2012024.04.26 15:00buy550.101.068280.000000.00000
2022024.04.26 15:00modify550.101.068281.063281.08228
2032024.05.03 08:20buy560.101.074710.000000.00000
2042024.05.03 08:20modify560.101.074711.068981.08228
2052024.05.03 08:20modify550.101.068281.068981.08228
2062024.05.03 14:30buy570.101.075980.000000.00000
2072024.05.03 14:30modify570.101.075981.072481.08228
2082024.05.03 14:30buy580.101.075980.000000.00000
2092024.05.03 14:30modify580.101.075981.073181.08228
2102024.05.03 14:30modify560.101.074711.073181.08228
2112024.05.03 14:30modify550.101.068281.073181.08228
2122024.05.03 14:32modify570.101.075981.073181.08228
2132024.05.09 07:46s/l550.101.073181.073181.0822840.3711891.46
2142024.05.09 07:46s/l560.101.073181.073181.08228-19.2811872.18
2152024.05.09 07:46s/l570.101.073181.073181.08228-31.9811840.19
2162024.05.09 07:46s/l580.101.073181.073181.08228-31.9811808.21
2172024.05.31 13:00sell590.101.088020.000000.00000
2182024.05.31 13:00modify590.101.088021.093021.07402
2192024.06.07 14:15sell600.101.081620.000000.00000
2202024.06.07 14:15modify600.101.081621.087321.07402
2212024.06.07 14:15modify590.101.088021.087321.07402
2222024.06.07 16:50sell610.101.080320.000000.00000
2232024.06.07 16:50modify610.101.080321.083821.07402
2242024.06.07 16:50sell620.101.080320.000000.00000
2252024.06.07 16:50modify620.101.080321.083121.07402
2262024.06.07 16:50modify600.101.081621.083121.07402
2272024.06.07 16:50modify590.101.088021.083121.07402
2282024.06.07 16:52modify610.101.080321.083121.07402
2292024.06.10 10:20t/p590.101.074021.083121.07402141.3311949.54
2302024.06.10 10:20t/p600.101.074021.083121.0740276.1712025.71
2312024.06.10 10:20t/p610.101.074021.083121.0740263.1712088.87
2322024.06.10 10:20t/p620.101.074021.083121.0740263.1712152.04
2332024.06.12 13:00sell630.101.082640.000000.00000
2342024.06.12 13:00modify630.101.082641.087641.06864
2352024.06.13 14:50sell640.101.076300.000000.00000
2362024.06.13 14:50modify640.101.076301.081941.06864
2372024.06.13 14:50modify630.101.082641.081941.06864
2382024.06.14 09:20t/p630.101.068641.081941.06864140.6712292.71
2392024.06.14 09:20t/p640.101.068641.081941.0686476.7712369.47
2402024.06.14 10:00buy650.101.069010.000000.00000
2412024.06.14 10:00modify650.101.069011.064011.08301
2422024.06.18 14:10buy660.101.075360.000000.00000
2432024.06.18 14:10modify660.101.075361.069711.08301
2442024.06.18 14:10modify650.101.069011.069711.08301
2452024.06.21 07:20s/l650.101.069711.069711.083012.3512371.83
2462024.06.21 07:20s/l660.101.069711.069711.08301-59.8212312.01