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=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=17; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 errors1
Initial deposit10000.00Spread30
Total net profit1845.16Gross profit2294.45Gross loss-449.29
Profit factor5.11Expected payoff43.93
Absolute drawdown22.68Maximal drawdown323.67 (2.97%)Relative drawdown2.97% (323.67)
Total trades42Short positions (won %)32 (71.88%)Long positions (won %)10 (60.00%)
Profit trades (% of total)29 (69.05%)Loss trades (% of total)13 (30.95%)
Largestprofit trade154.16loss trade-59.67
Averageprofit trade79.12loss trade-34.56
Maximumconsecutive wins (profit in money)13 (1104.12)consecutive losses (loss in money)6 (-181.52)
Maximalconsecutive profit (count of wins)1104.12 (13)consecutive loss (count of losses)-181.52 (6)
Averageconsecutive wins6consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.14 20:00buy10.101.064550.000000.00000
22023.09.14 20:00modify10.101.064551.060551.07955
32023.09.19 12:10buy20.101.071530.000000.00000
42023.09.19 12:10modify20.101.071531.065301.07955
52023.09.19 12:10modify10.101.064551.065301.07955
62023.09.20 16:50buy30.101.073600.000000.00000
72023.09.20 16:50modify30.101.073601.070551.07955
82023.09.20 16:50modify20.101.071531.070551.07955
92023.09.20 16:50modify10.101.064551.070551.07955
102023.09.20 18:10s/l10.101.070551.070551.0795557.3410057.34
112023.09.20 18:10s/l20.101.070551.070551.07955-10.4610046.88
122023.09.20 18:10s/l30.101.070551.070551.07955-30.5010016.38
132023.10.12 20:00buy40.101.053380.000000.00000
142023.10.12 20:00modify40.101.053381.049381.06838
152023.10.19 16:15buy50.101.060290.000000.00000
162023.10.19 16:15modify50.101.060291.054131.06838
172023.10.19 16:15modify40.101.053381.054131.06838
182023.10.23 14:25buy60.101.063230.000000.00000
192023.10.23 14:25modify60.101.063231.058631.06838
202023.10.23 14:25modify50.101.060291.058631.06838
212023.10.23 14:25modify40.101.053381.058631.06838
222023.10.23 14:40buy70.101.062630.000000.00000
232023.10.23 14:40modify70.101.062631.059381.06838
242023.10.23 14:42modify70.101.062631.058631.06838
252023.10.24 02:26t/p40.101.068381.058631.06838143.3610159.74
262023.10.24 02:26t/p50.101.068381.058631.0683878.9110238.65
272023.10.24 02:26t/p60.101.068381.058631.0683850.8410289.48
282023.10.24 02:26t/p70.101.068381.058631.0683856.8410346.32
292023.11.03 18:00sell80.101.073660.000000.00000
302023.11.03 18:00modify80.101.073661.077661.05866
312023.11.07 14:20sell90.101.066700.000000.00000
322023.11.07 14:20modify90.101.066701.072911.05866
332023.11.07 14:20modify80.101.073661.072911.05866
342023.11.14 10:15s/l80.101.072911.072911.0586610.6210356.94
352023.11.14 10:15s/l90.101.072911.072911.05866-59.6710297.27
362023.11.14 19:00sell100.101.086990.000000.00000
372023.11.14 19:00modify100.101.086991.090991.07199
382023.11.17 20:50s/l100.101.090991.090991.07199-38.2710259.01
392023.12.13 21:00sell110.101.088120.000000.00000
402023.12.13 21:00modify110.101.088121.092121.07312
412023.12.14 11:10s/l110.101.092121.092121.07312-38.9610220.05
422023.12.27 18:00sell120.101.110540.000000.00000
432023.12.27 18:00modify120.101.110541.114541.09554
442023.12.29 21:10sell130.101.103650.000000.00000
452023.12.29 21:10modify130.101.103651.109791.09554
462023.12.29 21:10modify120.101.110541.109791.09554
472024.01.02 07:50sell140.101.101510.000000.00000
482024.01.02 07:50modify140.101.101511.104541.09554
492024.01.02 07:50modify130.101.103651.104541.09554
502024.01.02 07:50modify120.101.110541.104541.09554
512024.01.02 10:59sell150.101.100750.000000.00000
522024.01.02 10:59modify150.101.100751.105291.09554
532024.01.02 10:59modify140.101.101511.105291.09554
542024.01.02 10:59modify130.101.103651.105291.09554
552024.01.02 10:59modify120.101.110541.105291.09554
562024.01.02 13:07t/p120.101.095541.105291.09554152.0810372.13
572024.01.02 13:07t/p130.101.095541.105291.0955481.7910453.92
582024.01.02 13:07t/p140.101.095541.105291.0955459.7010513.62
592024.01.02 13:07t/p150.101.095541.105291.0955452.1010565.72
602024.02.01 21:00sell160.101.087150.000000.00000
612024.02.01 21:00modify160.101.087151.091151.07215
622024.02.02 13:46sell170.101.080360.000000.00000
632024.02.02 13:46modify170.101.080361.086401.07215
642024.02.02 13:46modify160.101.087151.086401.07215
652024.02.02 17:50sell180.101.078080.000000.00000
662024.02.02 17:50modify180.101.078081.081151.07215
672024.02.02 17:50modify170.101.080361.081151.07215
682024.02.02 17:50modify160.101.087151.081151.07215
692024.02.04 23:27sell190.101.077400.000000.00000
702024.02.04 23:27modify190.101.077401.081901.07215
712024.02.04 23:27modify180.101.078081.081901.07215
722024.02.04 23:27modify170.101.080361.081901.07215
732024.02.04 23:27modify160.101.087151.081901.07215
742024.02.13 13:50t/p160.101.072151.081901.07215153.4710719.19
752024.02.13 13:50t/p170.101.072151.081901.0721585.2210804.42
762024.02.13 13:50t/p180.101.072151.081901.0721562.4210866.84
772024.02.13 13:50t/p190.101.072151.081901.0721555.6210922.46
782024.03.20 22:00sell200.101.092060.000000.00000
792024.03.20 22:00modify200.101.092061.096061.07706
802024.03.22 01:59sell210.101.085040.000000.00000
812024.03.22 01:59modify210.101.085041.091311.07706
822024.03.22 01:59modify200.101.092061.091311.07706
832024.03.22 06:45sell220.101.082910.000000.00000
842024.03.22 06:45modify220.101.082911.086061.07706
852024.03.22 06:45modify210.101.085041.086061.07706
862024.03.22 06:45modify200.101.092061.086061.07706
872024.03.22 07:20sell230.101.082300.000000.00000
882024.03.22 07:20modify230.101.082301.086811.07706
892024.03.22 07:20modify220.101.082911.086811.07706
902024.03.22 07:20modify210.101.085041.086811.07706
912024.03.22 07:20modify200.101.092061.086811.07706
922024.04.01 14:03t/p200.101.077061.086811.07706154.1611076.63
932024.04.01 14:03t/p210.101.077061.086811.0770682.5811159.20
942024.04.01 14:03t/p220.101.077061.086811.0770661.2811220.48
952024.04.01 14:03t/p230.101.077061.086811.0770655.1811275.65
962024.04.01 17:00buy240.101.073960.000000.00000
972024.04.01 17:00modify240.101.073961.069961.08896
982024.04.03 15:15buy250.101.083040.000000.00000
992024.04.03 15:15modify250.101.083041.079961.08896
1002024.04.03 15:15modify240.101.073961.079961.08896
1012024.04.03 16:32buy260.101.083840.000000.00000
1022024.04.03 16:32modify260.101.083841.079211.08896
1032024.04.03 16:32modify250.101.083041.079211.08896
1042024.04.03 16:32modify240.101.073961.079211.08896
1052024.04.05 13:20s/l240.101.079211.079211.0889648.5211324.17
1062024.04.05 13:20s/l250.101.079211.079211.08896-40.9611283.21
1072024.04.05 13:20s/l260.101.079211.079211.08896-48.9611234.26
1082024.06.03 22:00sell270.101.090280.000000.00000
1092024.06.03 22:00modify270.101.090281.094281.07528
1102024.06.07 12:59sell280.101.083310.000000.00000
1112024.06.07 12:59modify280.101.083311.089531.07528
1122024.06.07 12:59modify270.101.090281.089531.07528
1132024.06.07 14:20sell290.101.081280.000000.00000
1142024.06.07 14:20modify290.101.081281.084281.07528
1152024.06.07 14:20modify280.101.083311.084281.07528
1162024.06.07 14:20modify270.101.090281.084281.07528
1172024.06.07 15:50sell300.101.080410.000000.00000
1182024.06.07 15:50modify300.101.080411.085031.07528
1192024.06.07 15:50modify290.101.081281.085031.07528
1202024.06.07 15:50modify280.101.083311.085031.07528
1212024.06.07 15:50modify270.101.090281.085031.07528
1222024.06.10 04:20t/p270.101.075281.085031.07528152.4311386.69
1232024.06.10 04:20t/p280.101.075281.085031.0752880.6511467.33
1242024.06.10 04:20t/p290.101.075281.085031.0752860.3511527.68
1252024.06.10 04:20t/p300.101.075281.085031.0752851.6511579.33
1262024.06.12 18:00sell310.101.083840.000000.00000
1272024.06.12 18:00modify310.101.083841.087841.06884
1282024.06.13 14:40sell320.101.077070.000000.00000
1292024.06.13 14:40modify320.101.077071.083091.06884
1302024.06.13 14:40modify310.101.083841.083091.06884
1312024.06.13 16:15sell330.101.074620.000000.00000
1322024.06.13 16:15modify330.101.074621.077841.06884
1332024.06.13 16:15modify320.101.077071.077841.06884
1342024.06.13 16:15modify310.101.083841.077841.06884
1352024.06.13 16:20sell340.101.074090.000000.00000
1362024.06.13 16:20modify340.101.074091.078591.06884
1372024.06.13 16:20modify330.101.074621.078591.06884
1382024.06.13 16:20modify320.101.077071.078591.06884
1392024.06.13 16:20modify310.101.083841.078591.06884
1402024.06.14 09:15t/p310.101.068841.078591.06884151.3911730.72
1412024.06.14 09:15t/p320.101.068841.078591.0688482.6511813.36
1422024.06.14 09:15t/p330.101.068841.078591.0688458.1511871.51
1432024.06.14 09:15t/p340.101.068841.078591.0688452.8511924.36
1442024.08.02 17:00sell350.101.091200.000000.00000
1452024.08.02 17:00modify350.101.091201.095201.07620
1462024.08.05 07:40s/l350.101.095201.095201.07620-39.6511884.70
1472024.08.13 20:00sell360.101.099600.000000.00000
1482024.08.13 20:00modify360.101.099601.103601.08460
1492024.08.14 12:37s/l360.101.103601.103601.08460-39.6511845.05
1502024.08.19 22:00sell370.101.108360.000000.00000
1512024.08.19 22:00modify370.101.108361.112361.09336
1522024.08.20 18:15s/l370.101.112361.112361.09336-39.6511805.40
1532024.08.20 22:00sell380.101.112900.000000.00000
1542024.08.20 22:00modify380.101.112901.116901.09790
1552024.08.21 18:15s/l380.101.116901.116901.09790-39.6511765.75
1562024.08.23 17:00sell390.101.117390.000000.00000
1572024.08.23 17:00modify390.101.117391.121391.10239
1582024.08.28 12:32sell400.101.110580.000000.00000
1592024.08.28 12:32modify400.101.110581.116641.10239
1602024.08.28 12:32modify390.101.117391.116641.10239
1612024.08.29 08:57sell410.101.108260.000000.00000
1622024.08.29 08:57modify410.101.108261.111391.10239
1632024.08.29 08:57modify400.101.110581.111391.10239
1642024.08.29 08:57modify390.101.117391.111391.10239
1652024.08.29 12:55sell420.101.107500.000000.00000
1662024.08.29 12:55modify420.101.107501.112141.10239
1672024.08.29 12:55modify410.101.108261.112141.10239
1682024.08.29 12:55modify400.101.110581.112141.10239
1692024.08.29 12:55modify390.101.117391.112141.10239
1702024.08.30 20:59close at stop420.101.109061.112141.10239-15.2511750.49
1712024.08.30 20:59close at stop410.101.109061.112141.10239-7.6511742.84
1722024.08.30 20:59close at stop400.101.109061.112141.1023916.5911759.43
1732024.08.30 20:59close at stop390.101.109061.112141.1023985.7311845.16