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=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=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=15; 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 test7239Ticks modelled154935Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread30
Total net profit2419.34Gross profit2637.74Gross loss-218.41
Profit factor12.08Expected payoff63.67
Absolute drawdown111.52Maximal drawdown247.62 (11.75%)Relative drawdown16.40% (189.86)
Total trades38Short positions (won %)26 (88.46%)Long positions (won %)12 (75.00%)
Profit trades (% of total)32 (84.21%)Loss trades (% of total)6 (15.79%)
Largestprofit trade143.47loss trade-41.33
Averageprofit trade82.43loss trade-36.40
Maximumconsecutive wins (profit in money)20 (1665.40)consecutive losses (loss in money)2 (-77.22)
Maximalconsecutive profit (count of wins)1665.40 (20)consecutive loss (count of losses)-77.22 (2)
Averageconsecutive wins11consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.14 19:00sell10.101.086990.000000.00000
22023.11.14 19:00modify10.101.086991.090991.07299
32023.11.17 20:50s/l10.101.090991.090991.07299-38.27961.74
42023.12.13 21:00sell20.101.088120.000000.00000
52023.12.13 21:00modify20.101.088121.092121.07412
62023.12.14 11:10s/l20.101.092121.092121.07412-38.96922.78
72023.12.15 15:00buy30.101.092280.000000.00000
82023.12.15 15:00modify30.101.092281.088281.10628
92023.12.21 15:45buy40.101.099440.000000.00000
102023.12.21 15:45modify40.101.099441.094381.10628
112023.12.21 15:45buy50.101.099440.000000.00000
122023.12.21 15:45modify50.101.099441.096481.10628
132023.12.21 15:45modify30.101.092281.096481.10628
142023.12.21 15:47modify40.101.099441.096481.10628
152023.12.21 21:10buy60.101.100710.000000.00000
162023.12.21 21:10modify60.101.100711.097181.10628
172023.12.21 21:10modify50.101.099441.097181.10628
182023.12.21 21:10modify40.101.099441.097181.10628
192023.12.21 21:10modify30.101.092281.097181.10628
202023.12.27 12:20t/p30.101.106281.097181.10628133.361056.14
212023.12.27 12:20t/p40.101.106281.097181.1062865.741121.88
222023.12.27 12:20t/p50.101.106281.097181.1062865.741187.62
232023.12.27 12:20t/p60.101.106281.097181.1062853.041240.67
242023.12.27 18:00sell70.101.110540.000000.00000
252023.12.27 18:00modify70.101.110541.114541.09654
262023.12.29 21:16sell80.101.103390.000000.00000
272023.12.29 21:16modify80.101.103391.108441.09654
282023.12.29 21:16sell90.101.103390.000000.00000
292023.12.29 21:16modify90.101.103391.106341.09654
302023.12.29 21:16modify70.101.110541.106341.09654
312023.12.29 21:20modify80.101.103391.106341.09654
322024.01.02 02:45sell100.101.102130.000000.00000
332024.01.02 02:45modify100.101.102131.105641.09654
342024.01.02 02:45modify90.101.103391.105641.09654
352024.01.02 02:45modify80.101.103391.105641.09654
362024.01.02 02:45modify70.101.110541.105641.09654
372024.01.02 12:20t/p70.101.096541.105641.09654142.081382.75
382024.01.02 12:20t/p80.101.096541.105641.0965469.191451.94
392024.01.02 12:20t/p90.101.096541.105641.0965469.191521.14
402024.01.02 12:20t/p100.101.096541.105641.0965455.901577.04
412024.01.25 17:00buy110.101.083930.000000.00000
422024.01.25 17:00modify110.101.083931.079931.09793
432024.01.29 15:20s/l110.101.079931.079931.09793-41.331535.71
442024.02.01 19:00sell120.101.086980.000000.00000
452024.02.01 19:00modify120.101.086981.090981.07298
462024.02.02 14:15sell130.101.079770.000000.00000
472024.02.02 14:15modify130.101.079771.084881.07298
482024.02.02 14:15sell140.101.079770.000000.00000
492024.02.02 14:15modify140.101.079771.082781.07298
502024.02.02 14:15modify120.101.086981.082781.07298
512024.02.02 14:17modify130.101.079771.082781.07298
522024.02.02 15:20sell150.101.078400.000000.00000
532024.02.02 15:20modify150.101.078401.082081.07298
542024.02.02 15:20modify140.101.079771.082081.07298
552024.02.02 15:20modify130.101.079771.082081.07298
562024.02.02 15:20modify120.101.086981.082081.07298
572024.02.05 15:16t/p120.101.072981.082081.07298140.691676.40
582024.02.05 15:16t/p130.101.072981.082081.0729868.251744.65
592024.02.05 15:16t/p140.101.072981.082081.0729868.251812.90
602024.02.05 15:16t/p150.101.072981.082081.0729854.551867.44
612024.03.20 22:00sell160.101.092060.000000.00000
622024.03.20 22:00modify160.101.092061.096061.07806
632024.03.22 01:46sell170.101.085000.000000.00000
642024.03.22 01:46modify170.101.085001.089961.07806
652024.03.22 01:46sell180.101.085000.000000.00000
662024.03.22 01:46modify180.101.085001.087861.07806
672024.03.22 01:46modify160.101.092061.087861.07806
682024.03.22 01:50modify170.101.085001.087861.07806
692024.03.22 03:20sell190.101.083660.000000.00000
702024.03.22 03:20modify190.101.083661.087161.07806
712024.03.22 03:20modify180.101.085001.087161.07806
722024.03.22 03:20modify170.101.085001.087161.07806
732024.03.22 03:20modify160.101.092061.087161.07806
742024.03.28 09:20t/p160.101.078061.087161.07806143.472010.91
752024.03.28 09:20t/p170.101.078061.087161.0780671.482082.40
762024.03.28 09:20t/p180.101.078061.087161.0780671.482153.88
772024.03.28 09:20t/p190.101.078061.087161.0780658.082211.96
782024.04.01 17:00buy200.101.073960.000000.00000
792024.04.01 17:00modify200.101.073961.069961.08796
802024.04.03 14:59buy210.101.082580.000000.00000
812024.04.03 14:59modify210.101.082581.078861.08796
822024.04.03 14:59modify200.101.073961.078861.08796
832024.04.05 12:50buy220.101.081130.000000.00000
842024.04.05 12:50modify220.101.081131.076061.08796
852024.04.05 12:50buy230.101.081130.000000.00000
862024.04.05 12:50modify230.101.081131.078161.08796
872024.04.05 12:53modify230.101.081131.078861.08796
882024.04.05 12:53modify220.101.081131.078861.08796
892024.04.09 12:50t/p200.101.087961.078861.08796134.692346.65
902024.04.09 12:50t/p210.101.087961.078861.0879649.822396.46
912024.04.09 12:50t/p220.101.087961.078861.0879666.972463.44
922024.04.09 12:50t/p230.101.087961.078861.0879666.972530.41
932024.06.03 17:00sell240.101.088490.000000.00000
942024.06.03 17:00modify240.101.088491.092491.07449
952024.06.07 14:20sell250.101.081280.000000.00000
962024.06.07 14:20modify250.101.081281.086391.07449
972024.06.07 14:20sell260.101.081280.000000.00000
982024.06.07 14:20modify260.101.081281.084291.07449
992024.06.07 14:20modify240.101.088491.084291.07449
1002024.06.07 14:22modify250.101.081281.084291.07449
1012024.06.07 17:16sell270.101.080090.000000.00000
1022024.06.07 17:16modify270.101.080091.083591.07449
1032024.06.07 17:16modify260.101.081281.083591.07449
1042024.06.07 17:16modify250.101.081281.083591.07449
1052024.06.07 17:16modify240.101.088491.083591.07449
1062024.06.10 09:50t/p240.101.074491.083591.07449142.432672.84
1072024.06.10 09:50t/p250.101.074491.083591.0744968.252741.08
1082024.06.10 09:50t/p260.101.074491.083591.0744968.252809.33
1092024.06.10 09:50t/p270.101.074491.083591.0744956.352865.68
1102024.06.12 16:00sell280.101.084240.000000.00000
1112024.06.12 16:00modify280.101.084241.088241.07024
1122024.06.13 14:20sell290.101.077190.000000.00000
1132024.06.13 14:20modify290.101.077191.082141.07024
1142024.06.13 14:20sell300.101.077190.000000.00000
1152024.06.13 14:20modify300.101.077191.080041.07024
1162024.06.13 14:20modify280.101.084241.080041.07024
1172024.06.13 14:22modify290.101.077191.080041.07024
1182024.06.13 15:20sell310.101.075640.000000.00000
1192024.06.13 15:20modify310.101.075641.079341.07024
1202024.06.13 15:20modify300.101.077191.079341.07024
1212024.06.13 15:20modify290.101.077191.079341.07024
1222024.06.13 15:20modify280.101.084241.079341.07024
1232024.06.14 08:40t/p280.101.070241.079341.07024141.393007.07
1242024.06.14 08:40t/p290.101.070241.079341.0702469.853076.91
1252024.06.14 08:40t/p300.101.070241.079341.0702469.853146.76
1262024.06.14 08:40t/p310.101.070241.079341.0702454.353201.11
1272024.08.02 16:00sell320.101.091320.000000.00000
1282024.08.02 16:00modify320.101.091321.095321.07732
1292024.08.05 07:40s/l320.101.095321.095321.07732-39.653161.45
1302024.08.23 19:00sell330.101.118720.000000.00000
1312024.08.23 19:00modify330.101.118721.122721.10472
1322024.08.28 12:15sell340.101.111430.000000.00000
1332024.08.28 12:15modify340.101.111431.116621.10472
1342024.08.28 12:15sell350.101.111430.000000.00000
1352024.08.28 12:15modify350.101.111431.114521.10472
1362024.08.28 12:15modify330.101.118721.114521.10472
1372024.08.28 12:17modify340.101.111431.114521.10472
1382024.08.30 16:37t/p330.101.104721.114521.10472142.433303.88
1392024.08.30 16:37t/p340.101.104721.114521.1047268.493372.37
1402024.08.30 16:37t/p350.101.104721.114521.1047268.493440.86
1412024.09.25 18:00buy360.101.113980.000000.00000
1422024.09.25 18:00modify360.101.113981.109981.12798
1432024.09.30 08:46buy370.101.121190.000000.00000
1442024.09.30 08:46modify370.101.121191.116081.12798
1452024.09.30 08:46buy380.101.121190.000000.00000
1462024.09.30 08:46modify380.101.121191.118181.12798
1472024.09.30 08:46modify360.101.113981.118181.12798
1482024.09.30 08:50modify370.101.121191.118181.12798
1492024.09.30 13:15s/l360.101.118181.118181.1279838.683479.54
1502024.09.30 13:15s/l370.101.118181.118181.12798-30.103449.44
1512024.09.30 13:15s/l380.101.118181.118181.12798-30.103419.34