Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 test7218Ticks modelled154440Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread30
Total net profit2419.55Gross profit3727.17Gross loss-1307.62
Profit factor2.85Expected payoff33.14
Absolute drawdown314.67Maximal drawdown440.36 (4.35%)Relative drawdown4.35% (440.36)
Total trades73Short positions (won %)32 (81.25%)Long positions (won %)41 (56.10%)
Profit trades (% of total)49 (67.12%)Loss trades (% of total)24 (32.88%)
Largestprofit trade153.47loss trade-153.94
Averageprofit trade76.06loss trade-54.48
Maximumconsecutive wins (profit in money)17 (1435.21)consecutive losses (loss in money)3 (-209.27)
Maximalconsecutive profit (count of wins)1435.21 (17)consecutive loss (count of losses)-271.67 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.01 16:00buy10.101.078950.000000.00000
22023.09.01 16:00modify10.101.078951.064951.09395
32023.09.14 16:20s/l10.101.064951.064951.09395-148.639851.37
42023.09.25 15:00buy20.101.058050.000000.00000
52023.09.25 15:00modify20.101.058051.044051.07305
62023.10.11 14:12buy30.101.063370.000000.00000
72023.10.11 14:12modify30.101.063371.058801.07305
82023.10.11 14:12modify20.101.058051.058801.07305
92023.10.11 17:46s/l20.101.058801.058801.07305-3.129848.24
102023.10.11 17:46s/l30.101.058801.058801.07305-45.709802.54
112023.10.12 14:00buy40.101.055240.000000.00000
122023.10.12 14:00modify40.101.055241.041241.07024
132023.10.19 17:12buy50.101.060580.000000.00000
142023.10.19 17:12modify50.101.060581.055991.07024
152023.10.19 17:12modify40.101.055241.055991.07024
162023.10.23 14:15buy60.101.062740.000000.00000
172023.10.23 14:15modify60.101.062741.058991.07024
182023.10.23 14:15modify50.101.060581.058991.07024
192023.10.23 14:15modify40.101.055241.058991.07024
202023.10.23 16:40buy70.101.065810.000000.00000
212023.10.23 16:40modify70.101.065811.060491.07024
222023.10.23 16:40modify60.101.062741.060491.07024
232023.10.23 16:40modify50.101.060581.060491.07024
242023.10.23 16:40modify40.101.055241.060491.07024
252023.10.24 13:50s/l40.101.060491.060491.0702445.869848.40
262023.10.24 13:50s/l50.101.060491.060491.07024-2.899845.51
272023.10.24 13:50s/l60.101.060491.060491.07024-23.169822.35
282023.10.24 13:50s/l70.101.060491.060491.07024-53.869768.48
292023.10.24 15:00buy80.101.060260.000000.00000
302023.10.24 15:00modify80.101.060261.046261.07526
312023.10.31 09:40buy90.101.065630.000000.00000
322023.10.31 09:40modify90.101.065631.061011.07526
332023.10.31 09:40modify80.101.060261.061011.07526
342023.10.31 09:50buy100.101.067780.000000.00000
352023.10.31 09:50modify100.101.067781.064011.07526
362023.10.31 09:50modify90.101.065631.064011.07526
372023.10.31 09:50modify80.101.060261.064011.07526
382023.10.31 12:40s/l80.101.064011.064011.0752632.859801.34
392023.10.31 12:40s/l90.101.064011.064011.07526-16.209785.14
402023.10.31 12:40s/l100.101.064011.064011.07526-37.709747.44
412023.10.31 16:00buy110.101.057020.000000.00000
422023.10.31 16:00modify110.101.057021.043021.07202
432023.11.02 09:40buy120.101.062330.000000.00000
442023.11.02 09:40modify120.101.062331.057771.07202
452023.11.02 09:40modify110.101.057021.057771.07202
462023.11.02 13:52buy130.101.064810.000000.00000
472023.11.02 13:52modify130.101.064811.060771.07202
482023.11.02 13:52modify120.101.062331.060771.07202
492023.11.02 13:52modify110.101.057021.060771.07202
502023.11.03 13:50t/p110.101.072021.060771.07202146.689894.12
512023.11.03 13:50t/p120.101.072021.060771.0720296.249990.35
522023.11.03 13:50t/p130.101.072021.060771.0720271.4410061.79
532023.11.14 14:00sell140.101.078900.000000.00000
542023.11.14 14:00modify140.101.078901.092901.06390
552023.11.20 04:10s/l140.101.092901.092901.06390-137.929923.87
562023.11.28 17:00sell150.101.100550.000000.00000
572023.11.28 17:00modify150.101.100551.114551.08555
582023.11.30 07:40sell160.101.095050.000000.00000
592023.11.30 07:40modify160.101.095051.099801.08555
602023.11.30 07:40modify150.101.100551.099801.08555
612023.11.30 08:40sell170.101.092980.000000.00000
622023.11.30 08:40modify170.101.092981.096801.08555
632023.11.30 08:40modify160.101.095051.096801.08555
642023.11.30 08:40modify150.101.100551.096801.08555
652023.11.30 17:15sell180.101.090030.000000.00000
662023.11.30 17:15modify180.101.090031.095301.08555
672023.11.30 17:15modify170.101.092981.095301.08555
682023.11.30 17:15modify160.101.095051.095301.08555
692023.11.30 17:15modify150.101.100551.095301.08555
702023.12.01 14:45t/p150.101.085551.095301.08555151.7410075.60
712023.12.01 14:45t/p160.101.085551.095301.0855595.3510170.95
722023.12.01 14:45t/p170.101.085551.095301.0855574.6510245.60
732023.12.01 14:45t/p180.101.085551.095301.0855545.1510290.75
742023.12.01 15:00buy190.101.084700.000000.00000
752023.12.01 15:00modify190.101.084701.070701.09970
762023.12.13 20:07buy200.101.089950.000000.00000
772023.12.13 20:07modify200.101.089951.085451.09970
782023.12.13 20:07modify190.101.084701.085451.09970
792023.12.14 11:10buy210.101.092430.000000.00000
802023.12.14 11:10modify210.101.092431.088451.09970
812023.12.14 11:10modify200.101.089951.088451.09970
822023.12.14 11:10modify190.101.084701.088451.09970
832023.12.14 13:50buy220.101.095420.000000.00000
842023.12.14 13:50modify220.101.095421.089951.09970
852023.12.14 13:50modify210.101.092431.089951.09970
862023.12.14 13:50modify200.101.089951.089951.09970
872023.12.14 13:50modify190.101.084701.089951.09970
882023.12.14 15:07t/p190.101.099701.089951.09970141.3710432.11
892023.12.14 15:07t/p200.101.099701.089951.0997095.5110527.62
902023.12.14 15:07t/p210.101.099701.089951.0997072.7010600.32
912023.12.14 15:07t/p220.101.099701.089951.0997042.8010643.12
922023.12.15 14:00buy230.101.091940.000000.00000
932023.12.15 14:00modify230.101.091941.077941.10694
942023.12.19 12:50buy240.101.097370.000000.00000
952023.12.19 12:50modify240.101.097371.092691.10694
962023.12.19 12:50modify230.101.091941.092691.10694
972023.12.21 13:45buy250.101.099710.000000.00000
982023.12.21 13:45modify250.101.099711.095691.10694
992023.12.21 13:45modify240.101.097371.095691.10694
1002023.12.21 13:45modify230.101.091941.095691.10694
1012023.12.22 11:10buy260.101.102450.000000.00000
1022023.12.22 11:10modify260.101.102451.097191.10694
1032023.12.22 11:10modify250.101.099711.097191.10694
1042023.12.22 11:10modify240.101.097371.097191.10694
1052023.12.22 11:10modify230.101.091941.097191.10694
1062023.12.27 12:50t/p230.101.106941.097191.10694143.3610786.48
1072023.12.27 12:50t/p240.101.106941.097191.1069490.3910876.87
1082023.12.27 12:50t/p250.101.106941.097191.1069469.6410946.51
1092023.12.27 12:50t/p260.101.106941.097191.1069442.9110989.42
1102023.12.27 15:00sell270.101.110450.000000.00000
1112023.12.27 15:00modify270.101.110451.124451.09545
1122023.12.29 09:20sell280.101.105020.000000.00000
1132023.12.29 09:20modify280.101.105021.109701.09545
1142023.12.29 09:20modify270.101.110451.109701.09545
1152024.01.02 05:36sell290.101.102900.000000.00000
1162024.01.02 05:36modify290.101.102901.106701.09545
1172024.01.02 05:36modify280.101.105021.106701.09545
1182024.01.02 05:36modify270.101.110451.106701.09545
1192024.01.02 10:20sell300.101.099700.000000.00000
1202024.01.02 10:20modify300.101.099701.105201.09545
1212024.01.02 10:20modify290.101.102901.105201.09545
1222024.01.02 10:20modify280.101.105021.105201.09545
1232024.01.02 10:20modify270.101.110451.105201.09545
1242024.01.02 13:50t/p270.101.095451.105201.09545152.0811141.50
1252024.01.02 13:50t/p280.101.095451.105201.0954596.3911237.90
1262024.01.02 13:50t/p290.101.095451.105201.0954574.5011312.40
1272024.01.02 13:50t/p300.101.095451.105201.0954542.5011354.90
1282024.01.02 16:00buy310.101.094660.000000.00000
1292024.01.02 16:00modify310.101.094661.080661.10966
1302024.01.05 15:20buy320.101.100140.000000.00000
1312024.01.05 15:20modify320.101.100141.095411.10966
1322024.01.05 15:20modify310.101.094661.095411.10966
1332024.01.05 16:50s/l310.101.095411.095411.109664.1811359.08
1342024.01.05 16:50s/l320.101.095411.095411.10966-47.3011311.78
1352024.01.23 16:00buy330.101.083400.000000.00000
1362024.01.23 16:00modify330.101.083401.069401.09840
1372024.01.24 09:15buy340.101.088880.000000.00000
1382024.01.24 09:15modify340.101.088881.084151.09840
1392024.01.24 09:15modify330.101.083401.084151.09840
1402024.01.24 09:46buy350.101.091070.000000.00000
1412024.01.24 09:46modify350.101.091071.087151.09840
1422024.01.24 09:46modify340.101.088881.087151.09840
1432024.01.24 09:46modify330.101.083401.087151.09840
1442024.01.25 01:16s/l330.101.087151.087151.0984034.8411346.62
1452024.01.25 01:16s/l340.101.087151.087151.09840-19.2911327.33
1462024.01.25 01:16s/l350.101.087151.087151.09840-41.1911286.14
1472024.01.25 16:00buy360.101.083460.000000.00000
1482024.01.25 16:00modify360.101.083461.069461.09846
1492024.01.26 13:37buy370.101.088840.000000.00000
1502024.01.26 13:37modify370.101.088841.084211.09846
1512024.01.26 13:37modify360.101.083461.084211.09846
1522024.01.28 22:20s/l360.101.084211.084211.098466.8411292.97
1532024.01.28 22:20s/l370.101.084211.084211.09846-46.3011246.67
1542024.01.31 15:00sell380.101.088000.000000.00000
1552024.01.31 15:00modify380.101.088001.102001.07300
1562024.01.31 19:37sell390.101.082490.000000.00000
1572024.01.31 19:37modify390.101.082491.087251.07300
1582024.01.31 19:37modify380.101.088001.087251.07300
1592024.01.31 20:30sell400.101.080270.000000.00000
1602024.01.31 20:30modify400.101.080271.084251.07300
1612024.01.31 20:30modify390.101.082491.084251.07300
1622024.01.31 20:30modify380.101.088001.084251.07300
1632024.02.01 16:10s/l380.101.084251.084251.0730038.5411285.21
1642024.02.01 16:10s/l390.101.084251.084251.07300-16.5611268.66
1652024.02.01 16:10s/l400.101.084251.084251.07300-38.7611229.90
1662024.02.01 17:00sell410.101.086450.000000.00000
1672024.02.01 17:00modify410.101.086451.100451.07145
1682024.02.02 13:53sell420.101.081090.000000.00000
1692024.02.02 13:53modify420.101.081091.085701.07145
1702024.02.02 13:53modify410.101.086451.085701.07145
1712024.02.02 16:45sell430.101.078690.000000.00000
1722024.02.02 16:45modify430.101.078691.082701.07145
1732024.02.02 16:45modify420.101.081091.082701.07145
1742024.02.02 16:45modify410.101.086451.082701.07145
1752024.02.05 09:40sell440.101.075930.000000.00000
1762024.02.05 09:40modify440.101.075931.081201.07145
1772024.02.05 09:40modify430.101.078691.081201.07145
1782024.02.05 09:40modify420.101.081091.081201.07145
1792024.02.05 09:40modify410.101.086451.081201.07145
1802024.02.13 13:50t/p410.101.071451.081201.07145153.4711383.37
1812024.02.13 13:50t/p420.101.071451.081201.0714599.5211482.89
1822024.02.13 13:50t/p430.101.071451.081201.0714575.5211558.41
1832024.02.13 13:50t/p440.101.071451.081201.0714547.5811605.99
1842024.02.13 14:00buy450.101.071140.000000.00000
1852024.02.13 14:00modify450.101.071141.057141.08614
1862024.02.15 14:05buy460.101.076410.000000.00000
1872024.02.15 14:05modify460.101.076411.071891.08614
1882024.02.15 14:05modify450.101.071141.071891.08614
1892024.02.15 15:20buy470.101.078770.000000.00000
1902024.02.15 15:20modify470.101.078771.074891.08614
1912024.02.15 15:20modify460.101.076411.074891.08614
1922024.02.15 15:20modify450.101.071141.074891.08614
1932024.02.16 13:45s/l450.101.074891.074891.0861434.1811640.17
1942024.02.16 13:45s/l460.101.074891.074891.08614-15.8611624.30
1952024.02.16 13:45s/l470.101.074891.074891.08614-39.4611584.84
1962024.03.21 16:00buy480.101.086330.000000.00000
1972024.03.21 16:00modify480.101.086331.072331.10133
1982024.04.11 12:15s/l480.101.072331.072331.10133-153.9411430.90
1992024.04.12 10:00buy490.101.066360.000000.00000
2002024.04.12 10:00modify490.101.066361.052361.08136
2012024.04.24 01:32buy500.101.071670.000000.00000
2022024.04.24 01:32modify500.101.071671.067111.08136
2032024.04.24 01:32modify490.101.066361.067111.08136
2042024.04.25 17:20buy510.101.073910.000000.00000
2052024.04.25 17:20modify510.101.073911.070111.08136
2062024.04.25 17:20modify500.101.071671.070111.08136
2072024.04.25 17:20modify490.101.066361.070111.08136
2082024.04.26 14:15s/l490.101.070111.070111.0813628.2011459.10
2092024.04.26 14:15s/l500.101.070111.070111.08136-18.2611440.84
2102024.04.26 14:15s/l510.101.070111.070111.08136-38.6611402.18
2112024.04.26 15:00buy520.101.068280.000000.00000
2122024.04.26 15:00modify520.101.068281.054281.08328
2132024.04.29 04:50buy530.101.073650.000000.00000
2142024.04.29 04:50modify530.101.073651.069031.08328
2152024.04.29 04:50modify520.101.068281.069031.08328
2162024.04.29 13:50s/l520.101.069031.069031.083286.8411409.02
2172024.04.29 13:50s/l530.101.069031.069031.08328-46.2011362.82
2182024.05.03 13:00sell540.101.079370.000000.00000
2192024.05.03 13:00modify540.101.079371.093371.06437
2202024.05.08 01:50sell550.101.074020.000000.00000
2212024.05.08 01:50modify550.101.074021.078621.06437
2222024.05.08 01:50modify540.101.079371.078621.06437
2232024.05.09 19:45s/l540.101.078621.078621.064379.5811372.40
2242024.05.09 19:45s/l550.101.078621.078621.06437-44.9611327.44
2252024.05.31 13:00sell560.101.088020.000000.00000
2262024.05.31 13:00modify560.101.088021.102021.07302
2272024.06.07 13:15sell570.101.082650.000000.00000
2282024.06.07 13:15modify570.101.082651.087271.07302
2292024.06.07 13:15modify560.101.088021.087271.07302
2302024.06.07 15:50sell580.101.080410.000000.00000
2312024.06.07 15:50modify580.101.080411.084271.07302
2322024.06.07 15:50modify570.101.082651.084271.07302
2332024.06.07 15:50modify560.101.088021.084271.07302
2342024.06.09 21:10sell590.101.077360.000000.00000
2352024.06.09 21:10modify590.101.077361.082771.07302
2362024.06.09 21:10modify580.101.080411.082771.07302
2372024.06.09 21:10modify570.101.082651.082771.07302
2382024.06.09 21:10modify560.101.088021.082771.07302
2392024.06.11 11:20t/p560.101.073021.082771.07302153.1211480.56
2402024.06.11 11:20t/p570.101.073021.082771.0730296.9911577.56
2412024.06.11 11:20t/p580.101.073021.082771.0730274.5911652.15
2422024.06.11 11:20t/p590.101.073021.082771.0730244.0911696.24
2432024.06.12 13:00sell600.101.082640.000000.00000
2442024.06.12 13:00modify600.101.082641.096641.06764
2452024.06.13 14:20sell610.101.077190.000000.00000
2462024.06.13 14:20modify610.101.077191.081891.06764
2472024.06.13 14:20modify600.101.082641.081891.06764
2482024.06.13 16:10sell620.101.075030.000000.00000
2492024.06.13 16:10modify620.101.075031.078891.06764
2502024.06.13 16:10modify610.101.077191.078891.06764
2512024.06.13 16:10modify600.101.082641.078891.06764
2522024.06.14 06:45sell630.101.071990.000000.00000
2532024.06.14 06:45modify630.101.071991.077391.06764
2542024.06.14 06:45modify620.101.075031.077391.06764
2552024.06.14 06:45modify610.101.077191.077391.06764
2562024.06.14 06:45modify600.101.082641.077391.06764
2572024.06.14 09:32t/p600.101.067641.077391.06764151.3911847.63
2582024.06.14 09:32t/p610.101.067641.077391.0676495.8511943.48
2592024.06.14 09:32t/p620.101.067641.077391.0676474.2512017.73
2602024.06.14 09:32t/p630.101.067641.077391.0676443.5012061.23
2612024.07.03 15:00sell640.101.080580.000000.00000
2622024.07.03 15:00modify640.101.080581.094581.06558
2632024.07.17 08:46s/l640.101.094581.094581.06558-135.1411926.08
2642024.08.02 13:00sell650.101.089100.000000.00000
2652024.08.02 13:00modify650.101.089101.103101.07410
2662024.08.14 09:50s/l650.101.103101.103101.07410-136.5311789.55
2672024.08.15 13:00buy660.101.095940.000000.00000
2682024.08.15 13:00modify660.101.095941.081941.11094
2692024.08.16 17:15buy670.101.101250.000000.00000
2702024.08.16 17:15modify670.101.101251.096691.11094
2712024.08.16 17:15modify660.101.095941.096691.11094
2722024.08.18 22:20buy680.101.103700.000000.00000
2732024.08.18 22:20modify680.101.103701.099691.11094
2742024.08.18 22:20modify670.101.101251.099691.11094
2752024.08.18 22:20modify660.101.095941.099691.11094
2762024.08.19 15:27buy690.101.106620.000000.00000
2772024.08.19 15:27modify690.101.106621.101191.11094
2782024.08.19 15:27modify680.101.103701.101191.11094
2792024.08.19 15:27modify670.101.101251.101191.11094
2802024.08.19 15:27modify660.101.095941.101191.11094
2812024.08.20 14:45t/p660.101.110941.101191.11094148.0111937.56
2822024.08.20 14:45t/p670.101.110941.101191.1109495.5712033.13
2832024.08.20 14:45t/p680.101.110941.101191.1109471.0712104.21
2842024.08.20 14:45t/p690.101.110941.101191.1109442.5412146.74
2852024.08.23 15:00sell700.101.117470.000000.00000
2862024.08.23 15:00modify700.101.117471.131471.10247
2872024.08.28 10:50sell710.101.112200.000000.00000
2882024.08.28 10:50modify710.101.112201.116721.10247
2892024.08.28 10:50modify700.101.117471.116721.10247
2902024.08.29 10:52sell720.101.109830.000000.00000
2912024.08.29 10:52modify720.101.109831.113721.10247
2922024.08.29 10:52modify710.101.112201.113721.10247
2932024.08.29 10:52modify700.101.117471.113721.10247
2942024.08.29 14:15sell730.101.106770.000000.00000
2952024.08.29 14:15modify730.101.106771.112221.10247
2962024.08.29 14:15modify720.101.109831.112221.10247
2972024.08.29 14:15modify710.101.112201.112221.10247
2982024.08.29 14:15modify700.101.117471.112221.10247
2992024.08.30 20:59close at stop730.101.104861.112221.1024719.4512166.19
3002024.08.30 20:59close at stop720.101.104861.112221.1024750.0512216.24
3012024.08.30 20:59close at stop710.101.104861.112221.1024774.7912291.02
3022024.08.30 20:59close at stop700.101.104861.112221.10247128.5312419.55