Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01)
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=9; 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=30; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test7239Ticks modelled154934Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit3211.80Gross profit4833.95Gross loss-1622.16
Profit factor2.98Expected payoff25.69
Absolute drawdown189.38Maximal drawdown623.19 (24.82%)Relative drawdown24.82% (623.19)
Total trades125Short positions (won %)76 (64.47%)Long positions (won %)49 (63.27%)
Profit trades (% of total)80 (64.00%)Loss trades (% of total)45 (36.00%)
Largestprofit trade144.51loss trade-43.98
Averageprofit trade60.42loss trade-36.05
Maximumconsecutive wins (profit in money)12 (1061.63)consecutive losses (loss in money)5 (-191.82)
Maximalconsecutive profit (count of wins)1061.63 (12)consecutive loss (count of losses)-191.82 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.02 13:00sell10.101.066400.000000.00000
22023.11.02 13:00modify10.101.066401.070401.05240
32023.11.02 15:45sell20.101.062130.000000.00000
42023.11.02 15:45modify20.101.062131.065701.05240
52023.11.02 15:45modify10.101.066401.065701.05240
62023.11.03 12:15s/l10.101.065701.065701.052407.351007.35
72023.11.03 12:15s/l20.101.065701.065701.05240-35.35971.99
82023.11.03 13:00sell30.101.070950.000000.00000
92023.11.03 13:00modify30.101.070951.074951.05695
102023.11.03 17:07s/l30.101.074951.074951.05695-40.00931.99
112023.11.08 17:00sell40.101.071440.000000.00000
122023.11.08 17:00modify40.101.071441.075441.05744
132023.11.09 19:35sell50.101.067210.000000.00000
142023.11.09 19:35modify50.101.067211.070741.05744
152023.11.09 19:35modify40.101.071441.070741.05744
162023.11.13 17:20s/l40.101.070741.070741.057448.73940.73
172023.11.13 17:20s/l50.101.070741.070741.05744-34.61906.12
182023.11.14 14:00sell60.101.078900.000000.00000
192023.11.14 14:00modify60.101.078901.082901.06490
202023.11.14 14:45s/l60.101.082901.082901.06490-40.00866.12
212023.11.16 14:00sell70.101.088100.000000.00000
222023.11.16 14:00modify70.101.088101.092101.07410
232023.11.17 07:16sell80.101.083770.000000.00000
242023.11.17 07:16modify80.101.083771.087401.07410
252023.11.17 07:16modify70.101.088101.087401.07410
262023.11.17 10:50s/l70.101.087401.087401.074107.35873.47
272023.11.17 10:50s/l80.101.087401.087401.07410-36.30837.17
282023.11.28 17:00sell90.101.100550.000000.00000
292023.11.28 17:00modify90.101.100551.104551.08655
302023.11.29 15:25sell100.101.096300.000000.00000
312023.11.29 15:25modify100.101.096301.099851.08655
322023.11.29 15:25modify90.101.100551.099851.08655
332023.11.30 08:46sell110.101.092040.000000.00000
342023.11.30 08:46modify110.101.092041.094251.08655
352023.11.30 08:46modify100.101.096301.094251.08655
362023.11.30 08:46modify90.101.100551.094251.08655
372023.11.30 12:56sell120.101.092730.000000.00000
382023.11.30 12:56modify120.101.092731.095651.08655
392023.11.30 12:56modify110.101.092041.095651.08655
402023.11.30 12:56modify100.101.096301.095651.08655
412023.11.30 12:56modify90.101.100551.095651.08655
422023.12.01 14:20t/p90.101.086551.095651.08655141.74978.91
432023.12.01 14:20t/p100.101.086551.095651.0865598.891077.79
442023.12.01 14:20t/p110.101.086551.095651.0865555.251133.04
452023.12.01 14:20t/p120.101.086551.095651.0865562.151195.19
462023.12.01 15:00buy130.101.084700.000000.00000
472023.12.01 15:00modify130.101.084701.080701.09870
482023.12.01 18:15buy140.101.089120.000000.00000
492023.12.01 18:15modify140.101.089121.085401.09870
502023.12.01 18:15modify130.101.084701.085401.09870
512023.12.04 07:50s/l130.101.085401.085401.098706.341201.52
522023.12.04 07:50s/l140.101.085401.085401.09870-37.861163.66
532023.12.04 16:00buy150.101.081780.000000.00000
542023.12.04 16:00modify150.101.081781.077781.09578
552023.12.06 08:32s/l150.101.077781.077781.09578-41.331122.33
562023.12.07 18:00sell160.101.081360.000000.00000
572023.12.07 18:00modify160.101.081361.085361.06736
582023.12.08 13:20sell170.101.076900.000000.00000
592023.12.08 13:20modify170.101.076901.080661.06736
602023.12.08 13:20modify160.101.081361.080661.06736
612023.12.08 13:55sell180.101.072790.000000.00000
622023.12.08 13:55modify180.101.072791.075061.06736
632023.12.08 13:55modify170.101.076901.075061.06736
642023.12.08 13:55modify160.101.081361.075061.06736
652023.12.08 14:02s/l160.101.075061.075061.0673663.351185.68
662023.12.08 14:02s/l170.101.075061.075061.0673618.401204.08
672023.12.08 14:02s/l180.101.075061.075061.06736-22.701181.38
682023.12.14 14:00sell190.101.094380.000000.00000
692023.12.14 14:00modify190.101.094381.098381.08038
702023.12.14 14:45s/l190.101.098381.098381.08038-40.001141.38
712023.12.15 14:00buy200.101.091940.000000.00000
722023.12.15 14:00modify200.101.091941.087941.10594
732023.12.19 13:27buy210.101.096440.000000.00000
742023.12.19 13:27modify210.101.096441.092641.10594
752023.12.19 13:27modify200.101.091941.092641.10594
762023.12.21 13:45buy220.101.099710.000000.00000
772023.12.21 13:45modify220.101.099711.096841.10594
782023.12.21 13:45modify210.101.096441.096841.10594
792023.12.21 13:45modify200.101.091941.096841.10594
802023.12.21 13:50buy230.101.100530.000000.00000
812023.12.21 13:50modify230.101.100531.098241.10594
822023.12.21 13:52modify230.101.100531.096841.10594
832023.12.27 11:50t/p200.101.105941.096841.10594133.361274.74
842023.12.27 11:50t/p210.101.105941.096841.1059489.691364.43
852023.12.27 11:50t/p220.101.105941.096841.1059459.641424.07
862023.12.27 11:50t/p230.101.105941.096841.1059451.441475.51
872023.12.27 15:00sell240.101.110450.000000.00000
882023.12.27 15:00modify240.101.110451.114451.09645
892023.12.28 18:15sell250.101.106200.000000.00000
902023.12.28 18:15modify250.101.106201.109751.09645
912023.12.28 18:15modify240.101.110451.109751.09645
922024.01.02 02:26sell260.101.102620.000000.00000
932024.01.02 02:26modify260.101.102621.105551.09645
942024.01.02 02:26modify250.101.106201.105551.09645
952024.01.02 02:26modify240.101.110451.105551.09645
962024.01.02 02:50sell270.101.101820.000000.00000
972024.01.02 02:50modify270.101.101821.104151.09645
982024.01.02 02:52modify270.101.101821.105551.09645
992024.01.02 12:20t/p240.101.096451.105551.09645142.081617.60
1002024.01.02 12:20t/p250.101.096451.105551.0964598.541716.14
1012024.01.02 12:20t/p260.101.096451.105551.0964561.701777.84
1022024.01.02 12:20t/p270.101.096451.105551.0964553.701831.54
1032024.01.04 10:00sell280.101.096750.000000.00000
1042024.01.04 10:00modify280.101.096751.100751.08275
1052024.01.05 06:50sell290.101.092470.000000.00000
1062024.01.05 06:50modify290.101.092471.096051.08275
1072024.01.05 06:50modify280.101.096751.096051.08275
1082024.01.05 13:32sell300.101.088110.000000.00000
1092024.01.05 13:32modify300.101.088111.090451.08275
1102024.01.05 13:32modify290.101.092471.090451.08275
1112024.01.05 13:32modify280.101.096751.090451.08275
1122024.01.05 13:45s/l280.101.090451.090451.0827563.351894.88
1132024.01.05 13:45s/l290.101.090451.090451.0827520.201915.08
1142024.01.05 13:45s/l300.101.090451.090451.08275-23.401891.68
1152024.01.05 16:00sell310.101.097820.000000.00000
1162024.01.05 16:00modify310.101.097821.101821.08382
1172024.01.05 18:16sell320.101.093520.000000.00000
1182024.01.05 18:16modify320.101.093521.097121.08382
1192024.01.05 18:16modify310.101.097821.097121.08382
1202024.01.08 15:20s/l310.101.097121.097121.083827.351899.03
1212024.01.08 15:20s/l320.101.097121.097121.08382-35.651863.38
1222024.01.11 14:00buy330.101.094270.000000.00000
1232024.01.11 14:00modify330.101.094271.090271.10827
1242024.01.11 19:50buy340.101.098590.000000.00000
1252024.01.11 19:50modify340.101.098591.094971.10827
1262024.01.11 19:50modify330.101.094271.094971.10827
1272024.01.12 11:45s/l330.101.094971.094971.108276.341869.71
1282024.01.12 11:45s/l340.101.094971.094971.10827-36.861832.85
1292024.01.18 14:00buy350.101.085530.000000.00000
1302024.01.18 14:00modify350.101.085531.081531.09953
1312024.01.19 18:20buy360.101.089930.000000.00000
1322024.01.19 18:20modify360.101.089931.086231.09953
1332024.01.19 18:20modify350.101.085531.086231.09953
1342024.01.23 11:20s/l350.101.086231.086231.099535.011837.86
1352024.01.23 11:20s/l360.101.086231.086231.09953-38.331799.53
1362024.01.23 16:00buy370.101.083400.000000.00000
1372024.01.23 16:00modify370.101.083401.079401.09740
1382024.01.24 07:33buy380.101.087690.000000.00000
1392024.01.24 07:33modify380.101.087691.084101.09740
1402024.01.24 07:33modify370.101.083401.084101.09740
1412024.01.24 13:15buy390.101.091100.000000.00000
1422024.01.24 13:15modify390.101.091101.088301.09740
1432024.01.24 13:15modify380.101.087691.088301.09740
1442024.01.24 13:15modify370.101.083401.088301.09740
1452024.01.24 13:40buy400.101.092000.000000.00000
1462024.01.24 13:40modify400.101.092001.089701.09740
1472024.01.24 13:42modify400.101.092001.088301.09740
1482024.01.24 19:20s/l370.101.088301.088301.0974048.341847.87
1492024.01.24 19:20s/l380.101.088301.088301.097406.101853.97
1502024.01.24 19:20s/l390.101.088301.088301.09740-28.001825.97
1512024.01.24 19:20s/l400.101.088301.088301.09740-37.001788.97
1522024.01.25 16:00buy410.101.083460.000000.00000
1532024.01.25 16:00modify410.101.083461.079461.09746
1542024.01.26 11:20buy420.101.087910.000000.00000
1552024.01.26 11:20modify420.101.087911.084161.09746
1562024.01.26 11:20modify410.101.083461.084161.09746
1572024.01.28 22:20s/l410.101.084161.084161.097466.341795.30
1582024.01.28 22:20s/l420.101.084161.084161.09746-37.501757.80
1592024.01.31 15:00sell430.101.088000.000000.00000
1602024.01.31 15:00modify430.101.088001.092001.07400
1612024.01.31 20:02sell440.101.083760.000000.00000
1622024.01.31 20:02modify440.101.083761.087301.07400
1632024.01.31 20:02modify430.101.088001.087301.07400
1642024.01.31 20:25sell450.101.080040.000000.00000
1652024.01.31 20:25modify450.101.080041.083101.07400
1662024.01.31 20:25modify440.101.083761.083101.07400
1672024.01.31 20:25modify430.101.088001.083101.07400
1682024.01.31 20:37sell460.101.079490.000000.00000
1692024.01.31 20:37modify460.101.079491.081701.07400
1702024.01.31 20:40modify460.101.079491.083101.07400
1712024.02.01 14:50s/l430.101.083101.083101.0740050.041807.84
1722024.02.01 14:50s/l440.101.083101.083101.074007.641815.48
1732024.02.01 14:50s/l450.101.083101.083101.07400-29.561785.92
1742024.02.01 14:50s/l460.101.083101.083101.07400-35.061750.87
1752024.02.01 17:00sell470.101.086450.000000.00000
1762024.02.01 17:00modify470.101.086451.090451.07245
1772024.02.02 15:25sell480.101.078650.000000.00000
1782024.02.02 15:25modify480.101.078651.081551.07245
1792024.02.02 15:25modify470.101.086451.081551.07245
1802024.02.02 18:20sell490.101.078040.000000.00000
1812024.02.02 18:20modify490.101.078041.080151.07245
1822024.02.02 18:22modify490.101.078041.081551.07245
1832024.02.13 13:50t/p470.101.072451.081551.07245143.471894.34
1842024.02.13 13:50t/p480.101.072451.081551.0724565.121959.46
1852024.02.13 13:50t/p490.101.072451.081551.0724559.022018.48
1862024.02.13 14:00buy500.101.071140.000000.00000
1872024.02.13 14:00modify500.101.071141.067141.08514
1882024.02.15 13:20buy510.101.075350.000000.00000
1892024.02.15 13:20modify510.101.075351.071841.08514
1902024.02.15 13:20modify500.101.071141.071841.08514
1912024.02.16 18:50buy520.101.078890.000000.00000
1922024.02.16 18:50modify520.101.078891.076041.08514
1932024.02.16 18:50modify510.101.075351.076041.08514
1942024.02.16 18:50modify500.101.071141.076041.08514
1952024.02.20 09:40buy530.101.079630.000000.00000
1962024.02.20 09:40modify530.101.079631.077441.08514
1972024.02.20 09:42modify530.101.079631.076041.08514
1982024.02.22 07:45t/p500.101.085141.076041.08514132.702151.18
1992024.02.22 07:45t/p510.101.085141.076041.0851493.252244.43
2002024.02.22 07:45t/p520.101.085141.076041.0851458.522302.95
2012024.02.22 07:45t/p530.101.085141.076041.0851452.442355.39
2022024.02.22 09:00sell540.101.087150.000000.00000
2032024.02.22 09:00modify540.101.087151.091151.07315
2042024.02.22 13:40sell550.101.082740.000000.00000
2052024.02.22 13:40modify550.101.082741.086451.07315
2062024.02.22 13:40modify540.101.087151.086451.07315
2072024.02.27 07:20s/l540.101.086451.086451.073158.042363.43
2082024.02.27 07:20s/l550.101.086451.086451.07315-36.062327.37
2092024.03.07 16:00sell560.101.092990.000000.00000
2102024.03.07 16:00modify560.101.092991.096991.07899
2112024.03.08 13:50s/l560.101.096991.096991.07899-39.652287.72
2122024.03.14 15:00buy570.101.090070.000000.00000
2132024.03.14 15:00modify570.101.090071.086071.10407
2142024.03.19 07:40s/l570.101.086071.086071.10407-41.992245.73
2152024.03.20 19:00sell580.101.091450.000000.00000
2162024.03.20 19:00modify580.101.091451.095451.07745
2172024.03.21 14:32sell590.101.087140.000000.00000
2182024.03.21 14:32modify590.101.087141.090751.07745
2192024.03.21 14:32modify580.101.091451.090751.07745
2202024.03.22 03:20sell600.101.083660.000000.00000
2212024.03.22 03:20modify600.101.083661.086551.07745
2222024.03.22 03:20modify590.101.087141.086551.07745
2232024.03.22 03:20modify580.101.091451.086551.07745
2242024.03.22 06:45sell610.101.082910.000000.00000
2252024.03.22 06:45modify610.101.082911.085151.07745
2262024.03.22 06:47modify610.101.082911.086551.07745
2272024.03.26 10:32s/l580.101.086551.086551.0774551.082296.81
2282024.03.26 10:32s/l590.101.086551.086551.077456.942303.75
2292024.03.26 10:32s/l600.101.086551.086551.07745-28.212275.54
2302024.03.26 10:32s/l610.101.086551.086551.07745-35.712239.84
2312024.03.28 10:00buy620.101.077840.000000.00000
2322024.03.28 10:00modify620.101.077841.073841.09184
2332024.03.28 13:07buy630.101.082100.000000.00000
2342024.03.28 13:07modify630.101.082101.078541.09184
2352024.03.28 13:07modify620.101.077841.078541.09184
2362024.03.28 19:02s/l620.101.078541.078541.091847.002246.84
2372024.03.28 19:02s/l630.101.078541.078541.09184-35.602211.24
2382024.04.01 15:00buy640.101.074730.000000.00000
2392024.04.01 15:00modify640.101.074731.070731.08873
2402024.04.03 12:07buy650.101.078940.000000.00000
2412024.04.03 12:07modify650.101.078941.075431.08873
2422024.04.03 12:07modify640.101.074731.075431.08873
2432024.04.03 14:50buy660.101.082700.000000.00000
2442024.04.03 14:50modify660.101.082701.079631.08873
2452024.04.03 14:50modify650.101.078941.079631.08873
2462024.04.03 14:50modify640.101.074731.079631.08873
2472024.04.03 15:20buy670.101.083350.000000.00000
2482024.04.03 15:20modify670.101.083351.081031.08873
2492024.04.03 15:22modify670.101.083351.079631.08873
2502024.04.05 13:20s/l640.101.079631.079631.0887345.022256.25
2512024.04.05 13:20s/l650.101.079631.079631.088734.242260.50
2522024.04.05 13:20s/l660.101.079631.079631.08873-33.362227.14
2532024.04.05 13:20s/l670.101.079631.079631.08873-39.862187.29
2542024.04.10 13:00buy680.101.078380.000000.00000
2552024.04.10 13:00modify680.101.078381.074381.09238
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