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=0; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 profit2688.43Gross profit3620.61Gross loss-932.18
Profit factor3.88Expected payoff37.87
Absolute drawdown9.40Maximal drawdown266.82 (2.06%)Relative drawdown2.15% (223.80)
Total trades71Short positions (won %)48 (62.50%)Long positions (won %)23 (60.87%)
Profit trades (% of total)44 (61.97%)Loss trades (% of total)27 (38.03%)
Largestprofit trade151.33loss trade-52.66
Averageprofit trade82.29loss trade-34.53
Maximumconsecutive wins (profit in money)12 (1083.45)consecutive losses (loss in money)4 (-160.26)
Maximalconsecutive profit (count of wins)1083.45 (12)consecutive loss (count of losses)-160.26 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.06 04:00buy10.101.084310.000000.00000
22023.07.06 04:00modify10.101.084311.079311.09931
32023.07.07 13:12buy20.101.091150.000000.00000
42023.07.07 13:12modify20.101.091151.088061.09931
52023.07.07 13:12buy30.101.091150.000000.00000
62023.07.07 13:12modify30.101.091151.088061.09931
72023.07.07 13:12modify10.101.084311.088061.09931
82023.07.07 14:40buy40.101.094270.000000.00000
92023.07.07 14:40modify40.101.094271.090311.09931
102023.07.07 14:40modify30.101.091151.090311.09931
112023.07.07 14:40modify20.101.091151.090311.09931
122023.07.07 14:40modify10.101.084311.090311.09931
132023.07.10 17:40t/p10.101.099311.090311.09931148.6710148.67
142023.07.10 17:40t/p20.101.099311.090311.0993180.9410229.61
152023.07.10 17:40t/p30.101.099311.090311.0993180.9410310.54
162023.07.10 17:40t/p40.101.099311.090311.0993149.7410360.28
172023.07.12 03:00sell50.101.103120.000000.00000
182023.07.12 03:00modify50.101.103121.108121.08812
192023.07.12 13:20s/l50.101.108121.108121.08812-50.0010310.28
202023.07.13 02:00sell60.101.114490.000000.00000
212023.07.13 02:00modify60.101.114491.119491.09949
222023.07.13 13:46s/l60.101.119491.119491.09949-50.0010260.28
232023.08.10 07:00sell70.101.099420.000000.00000
242023.08.10 07:00modify70.101.099421.104421.08442
252023.08.10 12:45s/l70.101.104421.104421.08442-50.0010210.28
262023.08.22 04:00sell80.101.091490.000000.00000
272023.08.22 04:00modify80.101.091491.096491.07649
282023.08.22 14:15sell90.101.084580.000000.00000
292023.08.22 14:15modify90.101.084581.087741.07649
302023.08.22 14:15sell100.101.084580.000000.00000
312023.08.22 14:15modify100.101.084581.087741.07649
322023.08.22 14:15modify80.101.091491.087741.07649
332023.08.23 07:53sell110.101.081680.000000.00000
342023.08.23 07:53modify110.101.081681.085491.07649
352023.08.23 07:53modify100.101.084581.085491.07649
362023.08.23 07:53modify90.101.084581.085491.07649
372023.08.23 07:53modify80.101.091491.085491.07649
382023.08.23 14:20s/l80.101.085491.085491.0764960.1710270.45
392023.08.23 14:20s/l90.101.085491.085491.07649-8.9310261.51
402023.08.23 14:20s/l100.101.085491.085491.07649-8.9310252.58
412023.08.23 14:20s/l110.101.085491.085491.07649-38.1010214.48
422023.08.25 02:00buy120.101.079200.000000.00000
432023.08.25 02:00modify120.101.079201.074201.09420
442023.08.29 15:50buy130.101.085990.000000.00000
452023.08.29 15:50modify130.101.085991.082951.09420
462023.08.29 15:50buy140.101.085990.000000.00000
472023.08.29 15:50modify140.101.085991.082951.09420
482023.08.29 15:50modify120.101.079201.082951.09420
492023.08.29 19:27buy150.101.089130.000000.00000
502023.08.29 19:27modify150.101.089131.085201.09420
512023.08.29 19:27modify140.101.085991.085201.09420
522023.08.29 19:27modify130.101.085991.085201.09420
532023.08.29 19:27modify120.101.079201.085201.09420
542023.08.30 13:50t/p120.101.094201.085201.09420148.0110362.49
552023.08.30 13:50t/p130.101.094201.085201.0942081.4410443.92
562023.08.30 13:50t/p140.101.094201.085201.0942081.4410525.36
572023.08.30 13:50t/p150.101.094201.085201.0942050.0410575.40
582023.09.05 07:00buy160.101.076960.000000.00000
592023.09.05 07:00modify160.101.076961.071961.09196
602023.09.05 12:32s/l160.101.071961.071961.09196-50.0010525.40
612023.09.12 08:00buy170.101.071650.000000.00000
622023.09.12 08:00modify170.101.071651.066651.08665
632023.09.14 12:50s/l170.101.066651.066651.08665-52.6610472.74
642023.09.29 08:00sell180.101.060630.000000.00000
652023.09.29 08:00modify180.101.060631.065631.04563
662023.10.02 10:00sell190.101.053880.000000.00000
672023.10.02 10:00modify190.101.053881.056881.04563
682023.10.02 10:00sell200.101.053880.000000.00000
692023.10.02 10:00modify200.101.053881.056881.04563
702023.10.02 10:00modify180.101.060631.056881.04563
712023.10.02 14:15sell210.101.050860.000000.00000
722023.10.02 14:15modify210.101.050861.054631.04563
732023.10.02 14:15modify200.101.053881.054631.04563
742023.10.02 14:15modify190.101.053881.054631.04563
752023.10.02 14:15modify180.101.060631.054631.04563
762023.10.03 14:20t/p180.101.045631.054631.04563150.3310623.07
772023.10.03 14:20t/p190.101.045631.054631.0456382.6710705.74
782023.10.03 14:20t/p200.101.045631.054631.0456382.6710788.41
792023.10.03 14:20t/p210.101.045631.054631.0456352.4710840.87
802023.10.24 03:00sell220.101.068150.000000.00000
812023.10.24 03:00modify220.101.068151.073151.05315
822023.10.24 12:50sell230.101.061210.000000.00000
832023.10.24 12:50modify230.101.061211.064401.05315
842023.10.24 12:50sell240.101.061210.000000.00000
852023.10.24 12:50modify240.101.061211.064401.05315
862023.10.24 12:50modify220.101.068151.064401.05315
872023.10.24 15:20sell250.101.058380.000000.00000
882023.10.24 15:20modify250.101.058381.062151.05315
892023.10.24 15:20modify240.101.061211.062151.05315
902023.10.24 15:20modify230.101.061211.062151.05315
912023.10.24 15:20modify220.101.068151.062151.05315
922023.10.26 12:33t/p220.101.053151.062151.05315150.6710991.54
932023.10.26 12:33t/p230.101.053151.062151.0531581.2711072.80
942023.10.26 12:33t/p240.101.053151.062151.0531581.2711154.07
952023.10.26 12:33t/p250.101.053151.062151.0531552.9711207.04
962023.11.21 04:00sell260.101.096330.000000.00000
972023.11.21 04:00modify260.101.096331.101331.08133
982023.11.22 06:37sell270.101.089560.000000.00000
992023.11.22 06:37modify270.101.089561.092581.08133
1002023.11.22 06:37sell280.101.089560.000000.00000
1012023.11.22 06:37modify280.101.089561.092581.08133
1022023.11.22 06:37modify260.101.096331.092581.08133
1032023.11.22 15:57sell290.101.086370.000000.00000
1042023.11.22 15:57modify290.101.086371.090331.08133
1052023.11.22 15:57modify280.101.089561.090331.08133
1062023.11.22 15:57modify270.101.089561.090331.08133
1072023.11.22 15:57modify260.101.096331.090331.08133
1082023.11.23 02:20s/l260.101.090331.090331.0813360.6711267.70
1092023.11.23 02:20s/l270.101.090331.090331.08133-7.2011260.50
1102023.11.23 02:20s/l280.101.090331.090331.08133-7.2011253.30
1112023.11.23 02:20s/l290.101.090331.090331.08133-39.1011214.20
1122023.12.28 02:00sell300.101.112180.000000.00000
1132023.12.28 02:00modify300.101.112181.117181.09718
1142023.12.29 09:15sell310.101.105420.000000.00000
1152023.12.29 09:15modify310.101.105421.108431.09718
1162023.12.29 09:15sell320.101.105420.000000.00000
1172023.12.29 09:15modify320.101.105421.108431.09718
1182023.12.29 09:15modify300.101.112181.108431.09718
1192024.01.02 02:40sell330.101.102370.000000.00000
1202024.01.02 02:40modify330.101.102371.106181.09718
1212024.01.02 02:40modify320.101.105421.106181.09718
1222024.01.02 02:40modify310.101.105421.106181.09718
1232024.01.02 02:40modify300.101.112181.106181.09718
1242024.01.02 11:46t/p300.101.097181.106181.09718150.5011364.70
1252024.01.02 11:46t/p310.101.097181.106181.0971882.7311447.43
1262024.01.02 11:46t/p320.101.097181.106181.0971882.7311530.17
1272024.01.02 11:46t/p330.101.097181.106181.0971851.9011582.07
1282024.01.05 08:00buy340.101.092610.000000.00000
1292024.01.05 08:00modify340.101.092611.087611.10761
1302024.01.05 15:32buy350.101.099510.000000.00000
1312024.01.05 15:32modify350.101.099511.096361.10761
1322024.01.05 15:32buy360.101.099510.000000.00000
1332024.01.05 15:32modify360.101.099511.096361.10761
1342024.01.05 15:32modify340.101.092611.096361.10761
1352024.01.05 16:20s/l340.101.096361.096361.1076137.5011619.57
1362024.01.05 16:20s/l350.101.096361.096361.10761-31.5011588.07
1372024.01.05 16:20s/l360.101.096361.096361.10761-31.5011556.57
1382024.01.22 03:00sell370.101.090730.000000.00000
1392024.01.22 03:00modify370.101.090731.095731.07573
1402024.01.23 15:27sell380.101.083830.000000.00000
1412024.01.23 15:27modify380.101.083831.086981.07573
1422024.01.23 15:27sell390.101.083830.000000.00000
1432024.01.23 15:27modify390.101.083831.086981.07573
1442024.01.23 15:27modify370.101.090731.086981.07573
1452024.01.24 07:15s/l370.101.086981.086981.0757337.8311594.40
1462024.01.24 07:15s/l380.101.086981.086981.07573-31.3311563.07
1472024.01.24 07:15s/l390.101.086981.086981.07573-31.3311531.73
1482024.02.02 03:00sell400.101.087860.000000.00000
1492024.02.02 03:00modify400.101.087861.092861.07286
1502024.02.02 13:53sell410.101.081090.000000.00000
1512024.02.02 13:53modify410.101.081091.084111.07286
1522024.02.02 13:53sell420.101.081090.000000.00000
1532024.02.02 13:53modify420.101.081091.084111.07286
1542024.02.02 13:53modify400.101.087861.084111.07286
1552024.02.02 17:50sell430.101.078080.000000.00000
1562024.02.02 17:50modify430.101.078081.081861.07286
1572024.02.02 17:50modify420.101.081091.081861.07286
1582024.02.02 17:50modify410.101.081091.081861.07286
1592024.02.02 17:50modify400.101.087861.081861.07286
1602024.02.05 15:16t/p400.101.072861.081861.07286150.1711681.90
1612024.02.05 15:16t/p410.101.072861.081861.0728682.4711764.37
1622024.02.05 15:16t/p420.101.072861.081861.0728682.4711846.83
1632024.02.05 15:16t/p430.101.072861.081861.0728652.3711899.20
1642024.02.22 07:00sell440.101.083850.000000.00000
1652024.02.22 07:00modify440.101.083851.088851.06885
1662024.02.22 08:20s/l440.101.088851.088851.06885-50.0011849.20
1672024.02.28 06:00buy450.101.082950.000000.00000
1682024.02.28 06:00modify450.101.082951.077951.09795
1692024.03.06 15:40buy460.101.089920.000000.00000
1702024.03.06 15:40modify460.101.089921.086701.09795
1712024.03.06 15:40buy470.101.089920.000000.00000
1722024.03.06 15:40modify470.101.089921.086701.09795
1732024.03.06 15:40modify450.101.082951.086701.09795
1742024.03.07 15:45buy480.101.092830.000000.00000
1752024.03.07 15:45modify480.101.092831.088951.09795
1762024.03.07 15:45modify470.101.089921.088951.09795
1772024.03.07 15:45modify460.101.089921.088951.09795
1782024.03.07 15:45modify450.101.082951.088951.09795
1792024.03.08 13:50t/p450.101.097951.088951.09795142.7011991.90
1802024.03.08 13:50t/p460.101.097951.088951.0979577.6412069.54
1812024.03.08 13:50t/p470.101.097951.088951.0979577.6412147.18
1822024.03.08 13:50t/p480.101.097951.088951.0979550.5412197.72
1832024.03.21 07:00sell490.101.093770.000000.00000
1842024.03.21 07:00modify490.101.093771.098771.07877
1852024.03.21 15:15sell500.101.086820.000000.00000
1862024.03.21 15:15modify500.101.086821.090021.07877
1872024.03.21 15:15sell510.101.086820.000000.00000
1882024.03.21 15:15modify510.101.086821.090021.07877
1892024.03.21 15:15modify490.101.093771.090021.07877
1902024.03.22 02:46sell520.101.083880.000000.00000
1912024.03.22 02:46modify520.101.083881.087771.07877
1922024.03.22 02:46modify510.101.086821.087771.07877
1932024.03.22 02:46modify500.101.086821.087771.07877
1942024.03.22 02:46modify490.101.093771.087771.07877
1952024.03.28 09:15t/p490.101.078771.087771.07877151.1712348.89
1962024.03.28 09:15t/p500.101.078771.087771.0787781.6712430.55
1972024.03.28 09:15t/p510.101.078771.087771.0787781.6712512.22
1982024.03.28 09:15t/p520.101.078771.087771.0787752.1012564.32
1992024.04.04 03:00sell530.101.084280.000000.00000
2002024.04.04 03:00modify530.101.084281.089281.06928
2012024.04.10 13:10sell540.101.077450.000000.00000
2022024.04.10 13:10modify540.101.077451.080531.06928
2032024.04.10 13:10sell550.101.077450.000000.00000
2042024.04.10 13:10modify550.101.077451.080531.06928
2052024.04.10 13:10modify530.101.084281.080531.06928
2062024.04.10 15:27sell560.101.074440.000000.00000
2072024.04.10 15:27modify560.101.074441.078281.06928
2082024.04.10 15:27modify550.101.077451.078281.06928
2092024.04.10 15:27modify540.101.077451.078281.06928
2102024.04.10 15:27modify530.101.084281.078281.06928
2112024.04.12 06:45t/p530.101.069281.078281.06928151.3312715.65
2122024.04.12 06:45t/p540.101.069281.078281.0692882.3712798.02
2132024.04.12 06:45t/p550.101.069281.078281.0692882.3712880.38
2142024.04.12 06:45t/p560.101.069281.078281.0692852.2712932.65
2152024.04.12 07:00buy570.101.068610.000000.00000
2162024.04.12 07:00modify570.101.068611.063611.08361
2172024.04.12 12:50s/l570.101.063611.063611.08361-50.0012882.65
2182024.04.18 04:00sell580.101.067990.000000.00000
2192024.04.18 04:00modify580.101.067991.072991.05299
2202024.04.19 02:02sell590.101.061130.000000.00000
2212024.04.19 02:02modify590.101.061131.064241.05299
2222024.04.19 02:02sell600.101.061130.000000.00000
2232024.04.19 02:02modify600.101.061131.064241.05299
2242024.04.19 02:02modify580.101.067991.064241.05299
2252024.04.19 03:50s/l580.101.064241.064241.0529937.6712920.31
2262024.04.19 03:50s/l590.101.064241.064241.05299-31.1012889.21
2272024.04.19 03:50s/l600.101.064241.064241.05299-31.1012858.11
2282024.04.25 07:00sell610.101.072040.000000.00000
2292024.04.25 07:00modify610.101.072041.077041.05704
2302024.05.01 06:45sell620.101.065260.000000.00000
2312024.05.01 06:45modify620.101.065261.068291.05704
2322024.05.01 06:45sell630.101.065260.000000.00000
2332024.05.01 06:45modify630.101.065261.068291.05704
2342024.05.01 06:45modify610.101.072041.068291.05704
2352024.05.01 12:20s/l610.101.068291.068291.0570438.1712896.28
2362024.05.01 12:20s/l620.101.068291.068291.05704-30.3012865.98
2372024.05.01 12:20s/l630.101.068291.068291.05704-30.3012835.68
2382024.05.28 03:00sell640.101.087580.000000.00000
2392024.05.28 03:00modify640.101.087581.092581.07258
2402024.05.29 16:02sell650.101.080800.000000.00000
2412024.05.29 16:02modify650.101.080801.083831.07258
2422024.05.29 16:02sell660.101.080800.000000.00000
2432024.05.29 16:02modify660.101.080801.083831.07258
2442024.05.29 16:02modify640.101.087581.083831.07258
2452024.05.30 14:15s/l640.101.083831.083831.0725838.1712873.85
2462024.05.30 14:15s/l650.101.083831.083831.07258-29.8012844.05
2472024.05.30 14:15s/l660.101.083831.083831.07258-29.8012814.25
2482024.06.14 07:00buy670.101.072780.000000.00000
2492024.06.14 07:00modify670.101.072781.067781.08778
2502024.06.14 09:32s/l670.101.067781.067781.08778-50.0012764.25
2512024.06.20 08:00buy680.101.072760.000000.00000
2522024.06.20 08:00modify680.101.072761.067761.08776
2532024.06.21 07:46s/l680.101.067761.067761.08776-50.6612713.58
2542024.06.21 08:00buy690.101.068060.000000.00000
2552024.06.21 08:00modify690.101.068061.063061.08306
2562024.06.24 14:02buy700.101.074810.000000.00000
2572024.06.24 14:02modify700.101.074811.071811.08306
2582024.06.24 14:02buy710.101.074810.000000.00000
2592024.06.24 14:02modify710.101.074811.071811.08306
2602024.06.24 14:02modify690.101.068061.071811.08306
2612024.06.25 11:15s/l690.101.071811.071811.0830636.1712749.75
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2632024.06.25 11:15s/l710.101.071811.071811.08306-30.6612688.43