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=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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 profit2517.67Gross profit3058.23Gross loss-540.56
Profit factor5.66Expected payoff44.17
Absolute drawdown18.98Maximal drawdown386.59 (3.02%)Relative drawdown3.02% (386.59)
Total trades57Short positions (won %)26 (84.62%)Long positions (won %)31 (67.74%)
Profit trades (% of total)43 (75.44%)Loss trades (% of total)14 (24.56%)
Largestprofit trade154.16loss trade-137.57
Averageprofit trade71.12loss trade-38.61
Maximumconsecutive wins (profit in money)16 (1287.22)consecutive losses (loss in money)4 (-209.92)
Maximalconsecutive profit (count of wins)1287.22 (16)consecutive loss (count of losses)-209.92 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.20 17:00sell10.101.073520.000000.00000
22023.09.20 17:00modify10.101.073521.087521.05852
32023.09.20 19:10sell20.101.068210.000000.00000
42023.09.20 19:10modify20.101.068211.072021.05852
52023.09.20 19:10modify10.101.073521.072021.05852
62023.09.21 00:15sell30.101.064400.000000.00000
72023.09.21 00:15modify30.101.064401.069021.05852
82023.09.21 00:15modify20.101.068211.069021.05852
92023.09.21 00:15modify10.101.073521.069021.05852
102023.09.22 07:20sell40.101.061500.000000.00000
112023.09.22 07:20modify40.101.061501.068271.05852
122023.09.22 07:20modify30.101.064401.068271.05852
132023.09.22 07:20modify20.101.068211.068271.05852
142023.09.22 07:20modify10.101.073521.068271.05852
152023.09.25 14:20t/p10.101.058521.068271.05852151.7410151.74
162023.09.25 14:20t/p20.101.058521.068271.0585298.6410250.37
172023.09.25 14:20t/p30.101.058521.068271.0585259.4910309.86
182023.09.25 14:20t/p40.101.058521.068271.0585230.1510340.01
192023.10.02 20:00buy50.101.048360.000000.00000
202023.10.02 20:00modify50.101.048361.034361.06336
212023.10.05 14:20buy60.101.053610.000000.00000
222023.10.05 14:20modify60.101.053611.049861.06336
232023.10.05 14:20modify50.101.048361.049861.06336
242023.10.06 12:50s/l50.101.049861.049861.0633611.0210351.03
252023.10.06 12:50s/l60.101.049861.049861.06336-38.1610312.86
262023.10.18 16:00buy70.101.053420.000000.00000
272023.10.18 16:00modify70.101.053421.039421.06842
282023.10.19 18:56buy80.101.058770.000000.00000
292023.10.19 18:56modify80.101.058771.054921.06842
302023.10.19 18:56modify70.101.053421.054921.06842
312023.10.23 14:40buy90.101.062630.000000.00000
322023.10.23 14:40modify90.101.062631.057921.06842
332023.10.23 14:40modify80.101.058771.057921.06842
342023.10.23 14:40modify70.101.053421.057921.06842
352023.10.24 02:26t/p70.101.068421.057921.06842146.0210458.88
362023.10.24 02:26t/p80.101.068421.057921.0684294.5110553.39
372023.10.24 02:26t/p90.101.068421.057921.0684257.2410610.62
382023.11.28 17:00sell100.101.100550.000000.00000
392023.11.28 17:00modify100.101.100551.114551.08555
402023.11.30 07:40sell110.101.095050.000000.00000
412023.11.30 07:40modify110.101.095051.099051.08555
422023.11.30 07:40modify100.101.100551.099051.08555
432023.11.30 10:30sell120.101.091390.000000.00000
442023.11.30 10:30modify120.101.091391.096051.08555
452023.11.30 10:30modify110.101.095051.096051.08555
462023.11.30 10:30modify100.101.100551.096051.08555
472023.11.30 18:50sell130.101.088360.000000.00000
482023.11.30 18:50modify130.101.088361.095301.08555
492023.11.30 18:50modify120.101.091391.095301.08555
502023.11.30 18:50modify110.101.095051.095301.08555
512023.11.30 18:50modify100.101.100551.095301.08555
522023.12.01 14:45t/p100.101.085551.095301.08555151.7410762.36
532023.12.01 14:45t/p110.101.085551.095301.0855595.3510857.70
542023.12.01 14:45t/p120.101.085551.095301.0855558.7510916.45
552023.12.01 14:45t/p130.101.085551.095301.0855528.4510944.90
562023.12.04 16:00buy140.101.081780.000000.00000
572023.12.04 16:00modify140.101.081781.067781.09678
582023.12.13 20:35buy150.101.087100.000000.00000
592023.12.13 20:35modify150.101.087101.083281.09678
602023.12.13 20:35modify140.101.081781.083281.09678
612023.12.14 02:50buy160.101.090800.000000.00000
622023.12.14 02:50modify160.101.090801.086281.09678
632023.12.14 02:50modify150.101.087101.086281.09678
642023.12.14 02:50modify140.101.081781.086281.09678
652023.12.14 12:12buy170.101.093900.000000.00000
662023.12.14 12:12modify170.101.093901.087031.09678
672023.12.14 12:12modify160.101.090801.087031.09678
682023.12.14 12:12modify150.101.087101.087031.09678
692023.12.14 12:12modify140.101.081781.087031.09678
702023.12.14 14:20t/p140.101.096781.087031.09678142.0311086.93
712023.12.14 14:20t/p150.101.096781.087031.0967894.8111181.74
722023.12.14 14:20t/p160.101.096781.087031.0967859.8011241.54
732023.12.14 14:20t/p170.101.096781.087031.0967828.8011270.34
742023.12.15 17:00buy180.101.090830.000000.00000
752023.12.15 17:00modify180.101.090831.076831.10583
762023.12.19 13:22buy190.101.096080.000000.00000
772023.12.19 13:22modify190.101.096081.092331.10583
782023.12.19 13:22modify180.101.090831.092331.10583
792023.12.21 14:20buy200.101.099990.000000.00000
802023.12.21 14:20modify200.101.099991.095331.10583
812023.12.21 14:20modify190.101.096081.095331.10583
822023.12.21 14:20modify180.101.090831.095331.10583
832023.12.22 11:20buy210.101.103020.000000.00000
842023.12.22 11:20modify210.101.103021.096081.10583
852023.12.22 11:20modify200.101.099991.096081.10583
862023.12.22 11:20modify190.101.096081.096081.10583
872023.12.22 11:20modify180.101.090831.096081.10583
882023.12.27 10:32t/p180.101.105831.096081.10583143.3611413.70
892023.12.27 10:32t/p190.101.105831.096081.1058392.1911505.89
902023.12.27 10:32t/p200.101.105831.096081.1058355.7411561.63
912023.12.27 10:32t/p210.101.105831.096081.1058326.1111587.74
922024.01.03 16:00buy220.101.090750.000000.00000
932024.01.03 16:00modify220.101.090751.076751.10575
942024.01.04 09:20buy230.101.096080.000000.00000
952024.01.04 09:20modify230.101.096081.092251.10575
962024.01.04 09:20modify220.101.090751.092251.10575
972024.01.05 08:10s/l220.101.092251.092251.1057512.3411600.08
982024.01.05 08:10s/l230.101.092251.092251.10575-38.9611561.12
992024.01.05 16:00sell240.101.097820.000000.00000
1002024.01.05 16:00modify240.101.097821.111821.08282
1012024.01.08 09:20sell250.101.092490.000000.00000
1022024.01.08 09:20modify250.101.092491.096321.08282
1032024.01.08 09:20modify240.101.097821.096321.08282
1042024.01.08 14:50s/l240.101.096321.096321.0828215.3511576.47
1052024.01.08 14:50s/l250.101.096321.096321.08282-38.3011538.17
1062024.01.23 16:00buy260.101.083400.000000.00000
1072024.01.23 16:00modify260.101.083401.069401.09840
1082024.01.24 09:15buy270.101.088880.000000.00000
1092024.01.24 09:15modify270.101.088881.084901.09840
1102024.01.24 09:15modify260.101.083401.084901.09840
1112024.01.24 13:45buy280.101.092500.000000.00000
1122024.01.24 13:45modify280.101.092501.087901.09840
1132024.01.24 13:45modify270.101.088881.087901.09840
1142024.01.24 13:45modify260.101.083401.087901.09840
1152024.01.24 21:02s/l260.101.087901.087901.0984044.3411582.50
1162024.01.24 21:02s/l270.101.087901.087901.09840-9.8011572.70
1172024.01.24 21:02s/l280.101.087901.087901.09840-46.0011526.70
1182024.01.25 16:00buy290.101.083460.000000.00000
1192024.01.25 16:00modify290.101.083461.069461.09846
1202024.01.26 13:37buy300.101.088840.000000.00000
1212024.01.26 13:37modify300.101.088841.084961.09846
1222024.01.26 13:37modify290.101.083461.084961.09846
1232024.01.28 22:00s/l290.101.084961.084961.0984614.3411541.04
1242024.01.28 22:00s/l300.101.084961.084961.09846-38.8011502.24
1252024.02.01 17:00sell310.101.086450.000000.00000
1262024.02.01 17:00modify310.101.086451.100451.07145
1272024.02.02 13:53sell320.101.081090.000000.00000
1282024.02.02 13:53modify320.101.081091.084951.07145
1292024.02.02 13:53modify310.101.086451.084951.07145
1302024.02.04 23:27sell330.101.077400.000000.00000
1312024.02.04 23:27modify330.101.077401.081951.07145
1322024.02.04 23:27modify320.101.081091.081951.07145
1332024.02.04 23:27modify310.101.086451.081951.07145
1342024.02.05 13:40sell340.101.074370.000000.00000
1352024.02.05 13:40modify340.101.074371.081201.07145
1362024.02.05 13:40modify330.101.077401.081201.07145
1372024.02.05 13:40modify320.101.081091.081201.07145
1382024.02.05 13:40modify310.101.086451.081201.07145
1392024.02.13 13:50t/p310.101.071451.081201.07145153.4711655.71
1402024.02.13 13:50t/p320.101.071451.081201.0714599.5211755.23
1412024.02.13 13:50t/p330.101.071451.081201.0714562.6211817.85
1422024.02.13 13:50t/p340.101.071451.081201.0714531.9811849.83
1432024.03.06 16:00sell350.101.090530.000000.00000
1442024.03.06 16:00modify350.101.090531.104531.07553
1452024.03.19 07:50sell360.101.085160.000000.00000
1462024.03.19 07:50modify360.101.085161.089031.07553
1472024.03.19 07:50modify350.101.090531.089031.07553
1482024.03.20 18:20s/l350.101.089031.089031.0755319.8611869.69
1492024.03.20 18:20s/l360.101.089031.089031.07553-38.3511831.33
1502024.03.20 19:00sell370.101.091450.000000.00000
1512024.03.20 19:00modify370.101.091451.105451.07645
1522024.03.21 15:20sell380.101.086190.000000.00000
1532024.03.21 15:20modify380.101.086191.089951.07645
1542024.03.21 15:20modify370.101.091451.089951.07645
1552024.03.22 07:20sell390.101.082300.000000.00000
1562024.03.22 07:20modify390.101.082301.086951.07645
1572024.03.22 07:20modify380.101.086191.086951.07645
1582024.03.22 07:20modify370.101.091451.086951.07645
1592024.03.28 08:15sell400.101.079420.000000.00000
1602024.03.28 08:15modify400.101.079421.086201.07645
1612024.03.28 08:15modify390.101.082301.086201.07645
1622024.03.28 08:15modify380.101.086191.086201.07645
1632024.03.28 08:15modify370.101.091451.086201.07645
1642024.04.01 14:10t/p370.101.076451.086201.07645154.1611985.50
1652024.04.01 14:10t/p380.101.076451.086201.07645100.5212086.02
1662024.04.01 14:10t/p390.101.076451.086201.0764561.2812147.30
1672024.04.01 14:10t/p400.101.076451.086201.0764530.3912177.69
1682024.04.10 19:00buy410.101.073920.000000.00000
1692024.04.10 19:00modify410.101.073921.059921.08892
1702024.05.06 12:50buy420.101.079370.000000.00000
1712024.05.06 12:50modify420.101.079371.075421.08892
1722024.05.06 12:50modify410.101.073921.075421.08892
1732024.05.07 06:37s/l410.101.075421.075421.08892-2.9312174.76
1742024.05.07 06:37s/l420.101.075421.075421.08892-40.1612134.60
1752024.05.29 16:00buy430.101.081390.000000.00000
1762024.05.29 16:00modify430.101.081391.067391.09639
1772024.05.31 12:40buy440.101.086740.000000.00000
1782024.05.31 12:40modify440.101.086741.082891.09639
1792024.05.31 12:40modify430.101.081391.082891.09639
1802024.06.03 10:20s/l430.101.082891.082891.0963911.6812146.28
1812024.06.03 10:20s/l440.101.082891.082891.09639-39.1612107.12
1822024.06.03 16:00sell450.101.088950.000000.00000
1832024.06.03 16:00modify450.101.088951.102951.07395
1842024.06.07 20:50sell460.101.079930.000000.00000
1852024.06.07 20:50modify460.101.079931.084451.07395
1862024.06.07 20:50modify450.101.088951.084451.07395
1872024.06.09 21:50sell470.101.076910.000000.00000
1882024.06.09 21:50modify470.101.076911.083701.07395
1892024.06.09 21:50modify460.101.079931.083701.07395
1902024.06.09 21:50modify450.101.088951.083701.07395
1912024.06.10 10:20t/p450.101.073951.083701.07395152.4312259.54
1922024.06.10 10:20t/p460.101.073951.083701.0739560.1512319.69
1932024.06.10 10:20t/p470.101.073951.083701.0739529.9512349.64
1942024.06.13 16:00buy480.101.075830.000000.00000
1952024.06.13 16:00modify480.101.075831.061831.09083
1962024.07.03 14:15buy490.101.081210.000000.00000
1972024.07.03 14:15modify490.101.081211.077331.09083
1982024.07.03 14:15modify480.101.075831.077331.09083
1992024.07.11 08:50buy500.101.085080.000000.00000
2002024.07.11 08:50modify500.101.085081.080331.09083
2012024.07.11 08:50modify490.101.081211.080331.09083
2022024.07.11 08:50modify480.101.075831.080331.09083
2032024.07.11 13:40buy510.101.088010.000000.00000
2042024.07.11 13:40modify510.101.088011.081081.09083
2052024.07.11 13:40modify500.101.085081.081081.09083
2062024.07.11 13:40modify490.101.081211.081081.09083
2072024.07.11 13:40modify480.101.075831.081081.09083
2082024.07.12 14:50t/p480.101.090831.081081.09083130.7412480.38
2092024.07.12 14:50t/p490.101.090831.081081.0908388.9012569.28
2102024.07.12 14:50t/p500.101.090831.081081.0908356.8412626.11
2112024.07.12 14:50t/p510.101.090831.081081.0908327.5412653.65
2122024.07.18 19:00buy520.101.090180.000000.00000
2132024.07.18 19:00modify520.101.090181.076181.10518
2142024.08.05 08:05buy530.101.095460.000000.00000
2152024.08.05 08:05modify530.101.095461.091681.10518
2162024.08.05 08:05modify520.101.090181.091681.10518
2172024.08.05 13:10buy540.101.099420.000000.00000
2182024.08.05 13:10modify540.101.099421.094681.10518
2192024.08.05 13:10modify530.101.095461.094681.10518
2202024.08.05 13:10modify520.101.090181.094681.10518
2212024.08.05 21:02s/l520.101.094681.094681.1051834.3812688.03
2222024.08.05 21:02s/l530.101.094681.094681.10518-7.8012680.23
2232024.08.05 21:02s/l540.101.094681.094681.10518-47.4012632.83
2242024.08.13 17:00sell550.101.097250.000000.00000
2252024.08.13 17:00modify550.101.097251.111251.08225
2262024.08.20 14:45s/l550.101.111251.111251.08225-137.5712495.26
2272024.08.20 20:00sell560.101.112480.000000.00000
2282024.08.20 20:00modify560.101.112481.126481.09748
2292024.08.29 08:16sell570.101.107190.000000.00000
2302024.08.29 08:16modify570.101.107191.110981.09748
2312024.08.29 08:16modify560.101.112481.110981.09748
2322024.08.30 20:59close at stop570.101.108941.110981.09748-17.1512478.10
2332024.08.30 20:59close at stop560.101.108941.110981.0974839.5612517.67