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=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 modelled154435Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread30
Total net profit2386.77Gross profit2709.71Gross loss-322.95
Profit factor8.39Expected payoff56.83
Absolute drawdown106.58Maximal drawdown277.59 (2.41%)Relative drawdown2.41% (277.59)
Total trades42Short positions (won %)29 (86.21%)Long positions (won %)13 (69.23%)
Profit trades (% of total)34 (80.95%)Loss trades (% of total)8 (19.05%)
Largestprofit trade143.47loss trade-44.80
Averageprofit trade79.70loss trade-40.37
Maximumconsecutive wins (profit in money)20 (1593.74)consecutive losses (loss in money)3 (-126.13)
Maximalconsecutive profit (count of wins)1593.74 (20)consecutive loss (count of losses)-126.13 (3)
Averageconsecutive wins7consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.14 15:00buy10.101.066690.000000.00000
22023.09.14 15:00modify10.101.066691.062691.08069
32023.09.20 16:26buy20.101.073970.000000.00000
42023.09.20 16:26modify20.101.073971.069491.08069
52023.09.20 16:26modify10.101.066691.069491.08069
62023.09.20 18:10s/l10.101.069491.069491.0806925.3410025.34
72023.09.20 18:10s/l20.101.069491.069491.08069-44.809980.54
82023.10.02 16:00buy30.101.050190.000000.00000
92023.10.02 16:00modify30.101.050191.046191.06419
102023.10.03 04:20s/l30.101.046191.046191.06419-40.669939.88
112023.10.12 15:00buy40.101.055860.000000.00000
122023.10.12 15:00modify40.101.055861.051861.06986
132023.10.13 10:45s/l40.101.051861.051861.06986-40.669899.22
142023.10.31 11:00sell50.101.066400.000000.00000
152023.10.31 11:00modify50.101.066401.070401.05240
162023.10.31 15:40sell60.101.057920.000000.00000
172023.10.31 15:40modify60.101.057921.062201.05240
182023.10.31 15:40sell70.101.057920.000000.00000
192023.10.31 15:40modify70.101.057921.061501.05240
202023.10.31 15:40modify50.101.066401.061501.05240
212023.10.31 15:42modify60.101.057921.061501.05240
222023.11.01 18:32t/p50.101.052401.061501.05240140.3510039.56
232023.11.01 18:32t/p60.101.052401.061501.0524055.5510095.11
242023.11.01 18:32t/p70.101.052401.061501.0524055.5510150.66
252023.11.14 19:00sell80.101.086990.000000.00000
262023.11.14 19:00modify80.101.086991.090991.07299
272023.11.17 20:50s/l80.101.090991.090991.07299-38.2710112.39
282023.12.13 21:00sell90.101.088120.000000.00000
292023.12.13 21:00modify90.101.088121.092121.07412
302023.12.14 11:10s/l90.101.092121.092121.07412-38.9610073.43
312023.12.15 15:00buy100.101.092280.000000.00000
322023.12.15 15:00modify100.101.092281.088281.10628
332023.12.21 15:45buy110.101.099440.000000.00000
342023.12.21 15:45modify110.101.099441.095081.10628
352023.12.21 15:45modify100.101.092281.095081.10628
362023.12.21 21:10buy120.101.100710.000000.00000
372023.12.21 21:10modify120.101.100711.096481.10628
382023.12.21 21:10buy130.101.100710.000000.00000
392023.12.21 21:10modify130.101.100711.097181.10628
402023.12.21 21:10modify110.101.099441.097181.10628
412023.12.21 21:10modify100.101.092281.097181.10628
422023.12.21 21:12modify120.101.100711.097181.10628
432023.12.27 12:20t/p100.101.106281.097181.10628133.3610206.79
442023.12.27 12:20t/p110.101.106281.097181.1062865.7410272.54
452023.12.27 12:20t/p120.101.106281.097181.1062853.0410325.58
462023.12.27 12:20t/p130.101.106281.097181.1062853.0410378.62
472023.12.27 18:00sell140.101.110540.000000.00000
482023.12.27 18:00modify140.101.110541.114541.09654
492023.12.29 21:16sell150.101.103390.000000.00000
502023.12.29 21:16modify150.101.103391.107741.09654
512023.12.29 21:16modify140.101.110541.107741.09654
522024.01.02 02:45sell160.101.102130.000000.00000
532024.01.02 02:45modify160.101.102131.106341.09654
542024.01.02 02:45sell170.101.102130.000000.00000
552024.01.02 02:45modify170.101.102131.105641.09654
562024.01.02 02:45modify150.101.103391.105641.09654
572024.01.02 02:45modify140.101.110541.105641.09654
582024.01.02 02:47modify160.101.102131.105641.09654
592024.01.02 12:20t/p140.101.096541.105641.09654142.0810520.71
602024.01.02 12:20t/p150.101.096541.105641.0965469.1910589.90
612024.01.02 12:20t/p160.101.096541.105641.0965455.9010645.80
622024.01.02 12:20t/p170.101.096541.105641.0965455.9010701.70
632024.01.25 17:00buy180.101.083930.000000.00000
642024.01.25 17:00modify180.101.083931.079931.09793
652024.01.29 15:20s/l180.101.079931.079931.09793-41.3310660.37
662024.02.01 19:00sell190.101.086980.000000.00000
672024.02.01 19:00modify190.101.086981.090981.07298
682024.02.02 14:15sell200.101.079770.000000.00000
692024.02.02 14:15modify200.101.079771.084181.07298
702024.02.02 14:15modify190.101.086981.084181.07298
712024.02.02 15:20sell210.101.078400.000000.00000
722024.02.02 15:20modify210.101.078401.082781.07298
732024.02.02 15:20sell220.101.078400.000000.00000
742024.02.02 15:20modify220.101.078401.082081.07298
752024.02.02 15:20modify200.101.079771.082081.07298
762024.02.02 15:20modify190.101.086981.082081.07298
772024.02.02 15:22modify210.101.078401.082081.07298
782024.02.05 15:16t/p190.101.072981.082081.07298140.6910801.07
792024.02.05 15:16t/p200.101.072981.082081.0729868.2510869.31
802024.02.05 15:16t/p210.101.072981.082081.0729854.5510923.86
812024.02.05 15:16t/p220.101.072981.082081.0729854.5510978.41
822024.03.20 22:00sell230.101.092060.000000.00000
832024.03.20 22:00modify230.101.092061.096061.07806
842024.03.22 01:46sell240.101.085000.000000.00000
852024.03.22 01:46modify240.101.085001.089261.07806
862024.03.22 01:46modify230.101.092061.089261.07806
872024.03.22 03:20sell250.101.083660.000000.00000
882024.03.22 03:20modify250.101.083661.087861.07806
892024.03.22 03:20sell260.101.083660.000000.00000
902024.03.22 03:20modify260.101.083661.087161.07806
912024.03.22 03:20modify240.101.085001.087161.07806
922024.03.22 03:20modify230.101.092061.087161.07806
932024.03.22 03:22modify250.101.083661.087161.07806
942024.03.28 09:20t/p230.101.078061.087161.07806143.4711121.88
952024.03.28 09:20t/p240.101.078061.087161.0780671.4811193.36
962024.03.28 09:20t/p250.101.078061.087161.0780658.0811251.44
972024.03.28 09:20t/p260.101.078061.087161.0780658.0811309.52
982024.04.01 17:00buy270.101.073960.000000.00000
992024.04.01 17:00modify270.101.073961.069961.08796
1002024.04.03 14:59buy280.101.082580.000000.00000
1012024.04.03 14:59modify280.101.082581.078161.08796
1022024.04.03 14:59buy290.101.082580.000000.00000
1032024.04.03 14:59modify290.101.082581.078861.08796
1042024.04.03 14:59modify270.101.073961.078861.08796
1052024.04.03 15:00modify280.101.082581.078861.08796
1062024.04.05 12:50buy300.101.081130.000000.00000
1072024.04.05 12:50modify300.101.081131.076761.08796
1082024.04.05 12:53modify300.101.081131.078861.08796
1092024.04.09 12:50t/p270.101.087961.078861.08796134.6911444.21
1102024.04.09 12:50t/p280.101.087961.078861.0879649.8211494.03
1112024.04.09 12:50t/p290.101.087961.078861.0879649.8211543.84
1122024.04.09 12:50t/p300.101.087961.078861.0879666.9711610.82
1132024.06.03 17:00sell310.101.088490.000000.00000
1142024.06.03 17:00modify310.101.088491.092491.07449
1152024.06.07 14:20sell320.101.081280.000000.00000
1162024.06.07 14:20modify320.101.081281.085691.07449
1172024.06.07 14:20modify310.101.088491.085691.07449
1182024.06.07 17:16sell330.101.080090.000000.00000
1192024.06.07 17:16modify330.101.080091.084291.07449
1202024.06.07 17:16sell340.101.080090.000000.00000
1212024.06.07 17:16modify340.101.080091.083591.07449
1222024.06.07 17:16modify320.101.081281.083591.07449
1232024.06.07 17:16modify310.101.088491.083591.07449
1242024.06.07 17:20modify330.101.080091.083591.07449
1252024.06.10 09:50t/p310.101.074491.083591.07449142.4311753.24
1262024.06.10 09:50t/p320.101.074491.083591.0744968.2511821.49
1272024.06.10 09:50t/p330.101.074491.083591.0744956.3511877.84
1282024.06.10 09:50t/p340.101.074491.083591.0744956.3511934.19
1292024.06.12 16:00sell350.101.084240.000000.00000
1302024.06.12 16:00modify350.101.084241.088241.07024
1312024.06.13 14:20sell360.101.077190.000000.00000
1322024.06.13 14:20modify360.101.077191.081441.07024
1332024.06.13 14:20modify350.101.084241.081441.07024
1342024.06.13 15:20sell370.101.075640.000000.00000
1352024.06.13 15:20modify370.101.075641.080041.07024
1362024.06.13 15:20sell380.101.075640.000000.00000
1372024.06.13 15:20modify380.101.075641.079341.07024
1382024.06.13 15:20modify360.101.077191.079341.07024
1392024.06.13 15:20modify350.101.084241.079341.07024
1402024.06.13 15:22modify370.101.075641.079341.07024
1412024.06.14 08:40t/p350.101.070241.079341.07024141.3912075.57
1422024.06.14 08:40t/p360.101.070241.079341.0702469.8512145.42
1432024.06.14 08:40t/p370.101.070241.079341.0702454.3512199.77
1442024.06.14 08:40t/p380.101.070241.079341.0702454.3512254.11
1452024.07.11 14:00sell390.101.088660.000000.00000
1462024.07.11 14:00modify390.101.088661.092661.07466
1472024.07.17 08:33s/l390.101.092661.092661.07466-38.6112215.50
1482024.08.02 16:00sell400.101.091320.000000.00000
1492024.08.02 16:00modify400.101.091321.095321.07732
1502024.08.05 07:40s/l400.101.095321.095321.07732-39.6512175.85
1512024.08.23 19:00sell410.101.118720.000000.00000
1522024.08.23 19:00modify410.101.118721.122721.10472
1532024.08.28 12:15sell420.101.111430.000000.00000
1542024.08.28 12:15modify420.101.111431.115921.10472
1552024.08.28 12:15modify410.101.118721.115921.10472
1562024.08.30 16:37t/p410.101.104721.115921.10472142.4312318.28
1572024.08.30 16:37t/p420.101.104721.115921.1047268.4912386.77