Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURAUD (Euro vs Australian Dollar - 1 lot = 100,000)
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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=120; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 modelled158318Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread40
Total net profit1156.56Gross profit1619.09Gross loss-462.53
Profit factor3.50Expected payoff16.76
Absolute drawdown61.94Maximal drawdown193.31 (9.96%)Relative drawdown13.59% (162.25)
Total trades69Short positions (won %)39 (46.15%)Long positions (won %)30 (73.33%)
Profit trades (% of total)40 (57.97%)Loss trades (% of total)29 (42.03%)
Largestprofit trade77.54loss trade-80.84
Averageprofit trade40.48loss trade-15.95
Maximumconsecutive wins (profit in money)9 (396.89)consecutive losses (loss in money)3 (-106.68)
Maximalconsecutive profit (count of wins)396.89 (9)consecutive loss (count of losses)-106.68 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.09 21:00sell10.101.674800.000000.00000
22023.11.09 21:00modify10.101.674801.686801.66280
32023.11.15 08:32sell20.101.668760.000000.00000
42023.11.15 08:32modify20.101.668761.670601.66280
52023.11.15 08:32sell30.101.668760.000000.00000
62023.11.15 08:32modify30.101.668761.670601.66280
72023.11.15 08:32modify10.101.674801.670601.66280
82023.11.15 08:50s/l10.101.670601.670601.6628026.741026.74
92023.11.15 08:50s/l20.101.670601.670601.66280-11.891014.85
102023.11.15 08:50s/l30.101.670601.670601.66280-11.891002.96
112023.11.15 13:00buy40.101.664770.000000.00000
122023.11.15 13:00modify40.101.664771.652771.67677
132023.11.16 01:17buy50.101.670790.000000.00000
142023.11.16 01:17modify50.101.670791.668971.67677
152023.11.16 01:17buy60.101.670790.000000.00000
162023.11.16 01:17modify60.101.670791.668971.67677
172023.11.16 01:17modify40.101.664771.668971.67677
182023.11.16 02:20t/p40.101.676771.668971.6767776.101079.06
192023.11.16 02:20t/p50.101.676771.668971.6767738.631117.69
202023.11.16 02:20t/p60.101.676771.668971.6767738.631156.32
212023.11.16 04:00sell70.101.674900.000000.00000
222023.11.16 04:00modify70.101.674901.686901.66290
232023.11.17 10:50sell80.101.668700.000000.00000
242023.11.17 10:50modify80.101.668701.670701.66290
252023.11.17 10:50sell90.101.668700.000000.00000
262023.11.17 10:50modify90.101.668701.670701.66290
272023.11.17 10:50modify70.101.674901.670701.66290
282023.11.17 11:10s/l70.101.670701.670701.6629027.041183.36
292023.11.17 11:10s/l80.101.670701.670701.66290-12.921170.44
302023.11.17 11:10s/l90.101.670701.670701.66290-12.921157.52
312023.11.20 06:00buy100.101.668260.000000.00000
322023.11.20 06:00modify100.101.668261.656261.68026
332023.11.27 13:32s/l100.101.656261.656261.68026-80.841076.68
342023.12.01 17:00buy110.101.633700.000000.00000
352023.12.01 17:00modify110.101.633701.621701.64570
362023.12.05 01:45buy120.101.639860.000000.00000
372023.12.05 01:45modify120.101.639861.637901.64570
382023.12.05 01:45buy130.101.639860.000000.00000
392023.12.05 01:45modify130.101.639861.637901.64570
402023.12.05 01:45modify110.101.633701.637901.64570
412023.12.05 02:25buy140.101.641050.000000.00000
422023.12.05 02:25modify140.101.641051.639101.64570
432023.12.05 02:27modify140.101.641051.637901.64570
442023.12.05 03:45t/p110.101.645701.637901.6457076.571153.25
452023.12.05 03:45t/p120.101.645701.637901.6457037.721190.97
462023.12.05 03:45t/p130.101.645701.637901.6457037.721228.69
472023.12.05 03:45t/p140.101.645701.637901.6457030.041258.73
482023.12.05 05:00sell150.101.647420.000000.00000
492023.12.05 05:00modify150.101.647421.659421.63542
502023.12.06 01:20sell160.101.640010.000000.00000
512023.12.06 01:20modify160.101.640011.642021.63542
522023.12.06 01:20modify150.101.647421.642021.63542
532023.12.06 09:20s/l150.101.642021.642021.6354234.791293.52
542023.12.06 09:20s/l160.101.642021.642021.63542-12.981280.54
552023.12.14 04:00buy170.101.624470.000000.00000
562023.12.14 04:00modify170.101.624471.612471.63647
572023.12.14 13:10buy180.101.630590.000000.00000
582023.12.14 13:10modify180.101.630591.628671.63647
592023.12.14 13:10buy190.101.630590.000000.00000
602023.12.14 13:10modify190.101.630591.628671.63647
612023.12.14 13:10modify170.101.624471.628671.63647
622023.12.14 13:40buy200.101.631670.000000.00000
632023.12.14 13:40modify200.101.631671.629871.63647
642023.12.14 13:42modify200.101.631671.628671.63647
652023.12.14 14:20t/p170.101.636471.628671.6364777.521358.06
662023.12.14 14:20t/p180.101.636471.628671.6364737.991396.05
672023.12.14 14:20t/p190.101.636471.628671.6364737.991434.04
682023.12.14 14:20t/p200.101.636471.628671.6364731.011465.05
692023.12.18 18:00sell210.101.630140.000000.00000
702023.12.18 18:00modify210.101.630141.642141.61814
712023.12.19 02:20sell220.101.623920.000000.00000
722023.12.19 02:20modify220.101.623921.625941.61814
732023.12.19 02:20sell230.101.623920.000000.00000
742023.12.19 02:20modify230.101.623921.625941.61814
752023.12.19 02:20modify210.101.630141.625941.61814
762023.12.19 02:45s/l210.101.625941.625941.6181427.031492.08
772023.12.19 02:45s/l220.101.625941.625941.61814-13.061479.02
782023.12.19 02:45s/l230.101.625941.625941.61814-13.061465.96
792024.01.04 16:00sell240.101.632470.000000.00000
802024.01.04 16:00modify240.101.632471.644471.62047
812024.01.08 01:25sell250.101.626280.000000.00000
822024.01.08 01:25modify250.101.626281.628271.62047
832024.01.08 01:25sell260.101.626280.000000.00000
842024.01.08 01:25modify260.101.626281.628271.62047
852024.01.08 01:25modify240.101.632471.628271.62047
862024.01.08 01:50s/l240.101.628271.628271.6204726.941492.91
872024.01.08 01:50s/l250.101.628271.628271.62047-12.861480.05
882024.01.08 01:50s/l260.101.628271.628271.62047-12.861467.19
892024.01.25 16:00buy270.101.646090.000000.00000
902024.01.25 16:00modify270.101.646091.634091.65809
912024.02.01 05:40buy280.101.652150.000000.00000
922024.02.01 05:40modify280.101.652151.650291.65809
932024.02.01 05:40buy290.101.652150.000000.00000
942024.02.01 05:40modify290.101.652151.650291.65809
952024.02.01 05:40modify270.101.646091.650291.65809
962024.02.01 08:10buy300.101.653360.000000.00000
972024.02.01 08:10modify300.101.653361.651491.65809
982024.02.01 08:12modify300.101.653361.650291.65809
992024.02.01 11:03t/p270.101.658091.650291.6580974.201541.39
1002024.02.01 11:03t/p280.101.658091.650291.6580938.371579.76
1012024.02.01 11:03t/p290.101.658091.650291.6580938.371618.13
1022024.02.01 11:03t/p300.101.658091.650291.6580930.551648.68
1032024.02.13 16:00sell310.101.658780.000000.00000
1042024.02.13 16:00modify310.101.658781.670781.64678
1052024.02.14 08:27sell320.101.652680.000000.00000
1062024.02.14 08:27modify320.101.652681.654581.64678
1072024.02.14 08:27sell330.101.652680.000000.00000
1082024.02.14 08:27modify330.101.652681.654581.64678
1092024.02.14 08:27modify310.101.658781.654581.64678
1102024.02.14 09:50sell340.101.651540.000000.00000
1112024.02.14 09:50modify340.101.651541.653381.64678
1122024.02.14 09:52modify340.101.651541.654581.64678
1132024.02.14 14:02s/l310.101.654581.654581.6467827.041675.72
1142024.02.14 14:02s/l320.101.654581.654581.64678-12.281663.44
1152024.02.14 14:02s/l330.101.654581.654581.64678-12.281651.16
1162024.02.14 14:02s/l340.101.654581.654581.64678-19.641631.52
1172024.03.22 05:00sell350.101.660400.000000.00000
1182024.03.22 05:00modify350.101.660401.672401.64840
1192024.03.26 01:20sell360.101.654360.000000.00000
1202024.03.26 01:20modify360.101.654361.656201.64840
1212024.03.26 01:20sell370.101.654360.000000.00000
1222024.03.26 01:20modify370.101.654361.656201.64840
1232024.03.26 01:20modify350.101.660401.656201.64840
1242024.03.26 02:02s/l350.101.656201.656201.6484026.931658.45
1252024.03.26 02:02s/l360.101.656201.656201.64840-11.891646.56
1262024.03.26 02:02s/l370.101.656201.656201.64840-11.891634.67
1272024.04.23 09:00sell380.101.655710.000000.00000
1282024.04.23 09:00modify380.101.655711.667711.64371
1292024.04.23 16:50sell390.101.649550.000000.00000
1302024.04.23 16:50modify390.101.649551.651511.64371
1312024.04.23 16:50sell400.101.649550.000000.00000
1322024.04.23 16:50modify400.101.649551.651511.64371
1332024.04.23 16:50modify380.101.655711.651511.64371
1342024.04.23 21:07sell410.101.648480.000000.00000
1352024.04.23 21:07modify410.101.648481.650311.64371
1362024.04.23 21:10modify410.101.648481.651511.64371
1372024.04.24 01:50t/p380.101.643711.651511.6437177.441712.11
1382024.04.24 01:50t/p390.101.643711.651511.6437137.641749.75
1392024.04.24 01:50t/p400.101.643711.651511.6437137.641787.39
1402024.04.24 01:50t/p410.101.643711.651511.6437130.721818.11
1412024.06.28 15:00buy420.101.605070.000000.00000
1422024.06.28 15:00modify420.101.605071.593071.61707
1432024.07.01 00:20buy430.101.611100.000000.00000
1442024.07.01 00:20modify430.101.611101.609271.61707
1452024.07.01 00:20buy440.101.611100.000000.00000
1462024.07.01 00:20modify440.101.611101.609271.61707
1472024.07.01 00:20modify420.101.605071.609271.61707
1482024.07.01 01:20buy450.101.612510.000000.00000
1492024.07.01 01:20modify450.101.612511.610471.61707
1502024.07.01 01:22modify450.101.612511.609271.61707
1512024.07.01 11:50s/l420.101.609271.609271.6170726.671844.78
1522024.07.01 11:50s/l430.101.609271.609271.61707-11.821832.96
1532024.07.01 11:50s/l440.101.609271.609271.61707-11.821821.14
1542024.07.01 11:50s/l450.101.609271.609271.61707-20.931800.21
1552024.07.25 12:00sell460.101.663370.000000.00000
1562024.07.25 12:00modify460.101.663371.675371.65137
1572024.07.25 13:45sell470.101.657100.000000.00000
1582024.07.25 13:45modify470.101.657101.659171.65137
1592024.07.25 13:45sell480.101.657100.000000.00000
1602024.07.25 13:45modify480.101.657101.659171.65137
1612024.07.25 13:45modify460.101.663371.659171.65137
1622024.07.25 14:27sell490.101.655930.000000.00000
1632024.07.25 14:27modify490.101.655931.657971.65137
1642024.07.25 14:30modify490.101.655931.659171.65137
1652024.07.25 20:15s/l460.101.659171.659171.6513727.141827.35
1662024.07.25 20:15s/l470.101.659171.659171.65137-13.371813.98
1672024.07.25 20:15s/l480.101.659171.659171.65137-13.371800.61
1682024.07.25 20:15s/l490.101.659171.659171.65137-20.931779.68
1692024.07.31 04:00sell500.101.665300.000000.00000
1702024.07.31 04:00modify500.101.665301.677301.65330
1712024.07.31 14:10sell510.101.659260.000000.00000
1722024.07.31 14:10modify510.101.659261.661101.65330
1732024.07.31 14:10sell520.101.659260.000000.00000
1742024.07.31 14:10modify520.101.659261.661101.65330
1752024.07.31 14:10modify500.101.665301.661101.65330
1762024.07.31 14:35sell530.101.658070.000000.00000
1772024.07.31 14:35modify530.101.658071.659901.65330
1782024.07.31 14:37modify530.101.658071.661101.65330
1792024.07.31 18:50t/p500.101.653301.661101.6533077.541857.22
1802024.07.31 18:50t/p510.101.653301.661101.6533038.511895.73
1812024.07.31 18:50t/p520.101.653301.661101.6533038.511934.24
1822024.07.31 18:50t/p530.101.653301.661101.6533030.831965.07
1832024.08.07 05:00buy540.101.664410.000000.00000
1842024.08.07 05:00modify540.101.664411.652411.67641
1852024.08.07 17:10buy550.101.670430.000000.00000
1862024.08.07 17:10modify550.101.670431.668611.67641
1872024.08.07 17:10buy560.101.670430.000000.00000
1882024.08.07 17:10modify560.101.670431.668611.67641
1892024.08.07 17:10modify540.101.664411.668611.67641
1902024.08.07 17:25buy570.101.671760.000000.00000
1912024.08.07 17:25modify570.101.671761.669811.67641
1922024.08.07 17:27modify570.101.671761.668611.67641
1932024.08.07 22:20t/p540.101.676411.668611.6764177.532042.60
1942024.08.07 22:20t/p550.101.676411.668611.6764138.632081.23
1952024.08.07 22:20t/p560.101.676411.668611.6764138.632119.86
1962024.08.07 22:20t/p570.101.676411.668611.6764130.042149.90
1972024.08.29 11:00buy580.101.627250.000000.00000
1982024.08.29 11:00modify580.101.627251.615251.63925
1992024.08.30 13:45buy590.101.633270.000000.00000
2002024.08.30 13:45modify590.101.633271.631451.63925
2012024.08.30 13:45buy600.101.633270.000000.00000
2022024.08.30 13:45modify600.101.633271.631451.63925
2032024.08.30 13:45modify580.101.627251.631451.63925
2042024.08.30 14:20s/l580.101.631451.631451.6392526.672176.56
2052024.08.30 14:20s/l590.101.631451.631451.63925-11.752164.81
2062024.08.30 14:20s/l600.101.631451.631451.63925-11.752153.06
2072024.10.07 18:00sell610.101.624000.000000.00000
2082024.10.07 18:00modify610.101.624001.636001.61200
2092024.10.17 13:27sell620.101.616570.000000.00000
2102024.10.17 13:27modify620.101.616571.618601.61200
2112024.10.17 13:27modify610.101.624001.618601.61200
2122024.10.17 13:45s/l610.101.618601.618601.6120033.702186.76
2132024.10.17 13:45s/l620.101.618601.618601.61200-13.122173.64
2142024.10.17 16:00buy630.101.617340.000000.00000
2152024.10.17 16:00modify630.101.617341.605341.62934
2162024.10.21 06:20buy640.101.623550.000000.00000
2172024.10.21 06:20modify640.101.623551.621541.62934
2182024.10.21 06:20buy650.101.623550.000000.00000
2192024.10.21 06:20modify650.101.623551.621541.62934
2202024.10.21 06:20modify630.101.617341.621541.62934
2212024.10.21 07:20s/l630.101.621541.621541.6293426.192199.83
2222024.10.21 07:20s/l640.101.621541.621541.62934-12.982186.85
2232024.10.21 07:20s/l650.101.621541.621541.62934-12.982173.87
2242024.10.30 05:00sell660.101.653090.000000.00000
2252024.10.30 05:00modify660.101.653091.665091.64109
2262024.10.30 09:32sell670.101.647020.000000.00000
2272024.10.30 09:32modify670.101.647021.648891.64109
2282024.10.30 09:32sell680.101.647020.000000.00000
2292024.10.30 09:32modify680.101.647021.648891.64109
2302024.10.30 09:32modify660.101.653091.648891.64109
2312024.10.30 12:40sell690.101.645750.000000.00000
2322024.10.30 12:40modify690.101.645751.647691.64109
2332024.10.30 12:42modify690.101.645751.648891.64109
2342024.10.30 14:45s/l660.101.648891.648891.6410927.142201.01
2352024.10.30 14:45s/l670.101.648891.648891.64109-12.082188.93
2362024.10.30 14:45s/l680.101.648891.648891.64109-12.082176.85
2372024.10.30 14:45s/l690.101.648891.648891.64109-20.292156.56