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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=45; 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=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 modelled154931Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit3020.59Gross profit3888.82Gross loss-868.23
Profit factor4.48Expected payoff41.38
Absolute drawdown158.51Maximal drawdown323.67 (14.14%)Relative drawdown19.90% (209.01)
Total trades73Short positions (won %)41 (68.29%)Long positions (won %)32 (62.50%)
Profit trades (% of total)48 (65.75%)Loss trades (% of total)25 (34.25%)
Largestprofit trade145.55loss trade-51.90
Averageprofit trade81.02loss trade-34.73
Maximumconsecutive wins (profit in money)13 (1007.71)consecutive losses (loss in money)4 (-126.65)
Maximalconsecutive profit (count of wins)1007.71 (13)consecutive loss (count of losses)-136.55 (3)
Averageconsecutive wins6consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.02 13:00sell10.101.066400.000000.00000
22023.11.02 13:00modify10.101.066401.070401.05240
32023.11.03 12:40s/l10.101.070401.070401.05240-39.65960.35
42023.11.03 13:00sell20.101.070950.000000.00000
52023.11.03 13:00modify20.101.070951.074951.05695
62023.11.03 17:07s/l20.101.074951.074951.05695-40.00920.35
72023.11.14 14:00sell30.101.078900.000000.00000
82023.11.14 14:00modify30.101.078901.082901.06490
92023.11.14 14:45s/l30.101.082901.082901.06490-40.00880.35
102023.11.28 16:00sell40.101.098090.000000.00000
112023.11.28 16:00modify40.101.098091.102091.08409
122023.11.30 10:15sell50.101.091710.000000.00000
132023.11.30 10:15modify50.101.091711.096691.08409
142023.11.30 10:15modify40.101.098091.096691.08409
152023.11.30 14:45sell60.101.090140.000000.00000
162023.11.30 14:45modify60.101.090141.093191.08409
172023.11.30 14:45modify50.101.091711.093191.08409
182023.11.30 14:45modify40.101.098091.093191.08409
192023.11.30 14:55sell70.101.089470.000000.00000
202023.11.30 14:55modify70.101.089471.093891.08409
212023.11.30 14:57modify70.101.089471.093191.08409
222023.12.01 15:46t/p40.101.084091.093191.08409141.741022.08
232023.12.01 15:46t/p50.101.084091.093191.0840976.551098.63
242023.12.01 15:46t/p60.101.084091.093191.0840960.851159.48
252023.12.01 15:46t/p70.101.084091.093191.0840954.151213.62
262023.12.08 14:00buy80.101.074990.000000.00000
272023.12.08 14:00modify80.101.074991.070991.08899
282023.12.12 13:20buy90.101.081430.000000.00000
292023.12.12 13:20modify90.101.081431.076391.08899
302023.12.12 13:20modify80.101.074991.076391.08899
312023.12.13 19:50t/p80.101.088991.076391.08899138.011351.63
322023.12.13 19:50t/p90.101.088991.076391.0889974.941426.57
332023.12.14 15:00sell100.101.099100.000000.00000
342023.12.14 15:00modify100.101.099101.103101.08510
352023.12.15 13:50sell110.101.090410.000000.00000
362023.12.15 13:50modify110.101.090411.094901.08510
372023.12.15 13:50modify100.101.099101.094901.08510
382023.12.15 14:07sell120.101.091310.000000.00000
392023.12.15 14:07modify120.101.091311.094201.08510
402023.12.15 14:07modify110.101.090411.094201.08510
412023.12.15 14:07modify100.101.099101.094201.08510
422023.12.15 14:22sell130.101.092550.000000.00000
432023.12.15 14:22modify130.101.092551.097701.08510
442023.12.15 14:25modify130.101.092551.094201.08510
452023.12.19 07:20s/l100.101.094201.094201.0851050.041476.61
462023.12.19 07:20s/l110.101.094201.094201.08510-37.211439.40
472023.12.19 07:20s/l120.101.094201.094201.08510-28.211411.20
482023.12.19 07:20s/l130.101.094201.094201.08510-15.811395.39
492023.12.21 14:00sell140.101.099100.000000.00000
502023.12.21 14:00modify140.101.099101.103101.08510
512023.12.22 11:45s/l140.101.103101.103101.08510-39.651355.74
522023.12.27 15:00sell150.101.110450.000000.00000
532023.12.27 15:00modify150.101.110451.114451.09645
542023.12.29 19:20sell160.101.104000.000000.00000
552023.12.29 19:20modify160.101.104001.109051.09645
562023.12.29 19:20modify150.101.110451.109051.09645
572024.01.02 02:26sell170.101.102620.000000.00000
582024.01.02 02:26modify170.101.102621.105551.09645
592024.01.02 02:26modify160.101.104001.105551.09645
602024.01.02 02:26modify150.101.110451.105551.09645
612024.01.02 02:50sell180.101.101820.000000.00000
622024.01.02 02:50modify180.101.101821.106251.09645
632024.01.02 02:52modify180.101.101821.105551.09645
642024.01.02 12:20t/p150.101.096451.105551.09645142.081497.82
652024.01.02 12:20t/p160.101.096451.105551.0964576.191574.01
662024.01.02 12:20t/p170.101.096451.105551.0964561.701635.71
672024.01.02 12:20t/p180.101.096451.105551.0964553.701689.41
682024.01.05 16:00sell190.101.097820.000000.00000
692024.01.05 16:00modify190.101.097821.101821.08382
702024.01.16 04:32sell200.101.091380.000000.00000
712024.01.16 04:32modify200.101.091381.096421.08382
722024.01.16 04:32modify190.101.097821.096421.08382
732024.01.16 09:03sell210.101.089940.000000.00000
742024.01.16 09:03modify210.101.089941.092921.08382
752024.01.16 09:03modify200.101.091381.092921.08382
762024.01.16 09:03modify190.101.097821.092921.08382
772024.01.16 09:40sell220.101.089240.000000.00000
782024.01.16 09:40modify220.101.089241.093621.08382
792024.01.16 09:42modify220.101.089241.092921.08382
802024.01.23 15:20t/p190.101.083821.092921.08382145.551834.96
812024.01.23 15:20t/p200.101.083821.092921.0838278.031912.99
822024.01.23 15:20t/p210.101.083821.092921.0838263.631976.62
832024.01.23 15:20t/p220.101.083821.092921.0838256.632033.25
842024.01.23 16:00buy230.101.083400.000000.00000
852024.01.23 16:00modify230.101.083401.079401.09740
862024.01.24 09:33buy240.101.090000.000000.00000
872024.01.24 09:33modify240.101.090001.084801.09740
882024.01.24 09:33modify230.101.083401.084801.09740
892024.01.24 13:15buy250.101.091100.000000.00000
902024.01.24 13:15modify250.101.091101.088301.09740
912024.01.24 13:15modify240.101.090001.088301.09740
922024.01.24 13:15modify230.101.083401.088301.09740
932024.01.24 13:40buy260.101.092000.000000.00000
942024.01.24 13:40modify260.101.092001.087601.09740
952024.01.24 13:42modify260.101.092001.088301.09740
962024.01.24 19:20s/l230.101.088301.088301.0974048.342081.59
972024.01.24 19:20s/l240.101.088301.088301.09740-17.002064.59
982024.01.24 19:20s/l250.101.088301.088301.09740-28.002036.59
992024.01.24 19:20s/l260.101.088301.088301.09740-37.001999.59
1002024.01.25 16:00buy270.101.083460.000000.00000
1012024.01.25 16:00modify270.101.083461.079461.09746
1022024.02.01 06:50s/l270.101.079461.079461.09746-44.651954.94
1032024.02.01 17:00sell280.101.086450.000000.00000
1042024.02.01 17:00modify280.101.086451.090451.07245
1052024.02.02 15:10sell290.101.080120.000000.00000
1062024.02.02 15:10modify290.101.080121.085051.07245
1072024.02.02 15:10modify280.101.086451.085051.07245
1082024.02.02 15:25sell300.101.078650.000000.00000
1092024.02.02 15:25modify300.101.078651.081551.07245
1102024.02.02 15:25modify290.101.080121.081551.07245
1112024.02.02 15:25modify280.101.086451.081551.07245
1122024.02.02 18:20sell310.101.078040.000000.00000
1132024.02.02 18:20modify310.101.078041.082251.07245
1142024.02.02 18:22modify310.101.078041.081551.07245
1152024.02.13 13:50t/p280.101.072451.081551.07245143.472098.41
1162024.02.13 13:50t/p290.101.072451.081551.0724579.822178.23
1172024.02.13 13:50t/p300.101.072451.081551.0724565.122243.36
1182024.02.13 13:50t/p310.101.072451.081551.0724559.022302.38
1192024.02.13 14:00buy320.101.071140.000000.00000
1202024.02.13 14:00modify320.101.071141.067141.08514
1212024.02.15 13:46buy330.101.077570.000000.00000
1222024.02.15 13:46modify330.101.077571.072541.08514
1232024.02.15 13:46modify320.101.071141.072541.08514
1242024.02.16 18:50buy340.101.078890.000000.00000
1252024.02.16 18:50modify340.101.078891.076041.08514
1262024.02.16 18:50modify330.101.077571.076041.08514
1272024.02.16 18:50modify320.101.071141.076041.08514
1282024.02.20 09:40buy350.101.079630.000000.00000
1292024.02.20 09:40modify350.101.079631.075341.08514
1302024.02.20 09:42modify350.101.079631.076041.08514
1312024.02.22 07:45t/p320.101.085141.076041.08514132.702435.07
1322024.02.22 07:45t/p330.101.085141.076041.0851471.052506.13
1332024.02.22 07:45t/p340.101.085141.076041.0851458.522564.64
1342024.02.22 07:45t/p350.101.085141.076041.0851452.442617.09
1352024.03.14 16:00buy360.101.089060.000000.00000
1362024.03.14 16:00modify360.101.089061.085061.10306
1372024.03.19 08:15s/l360.101.085061.085061.10306-41.992575.09
1382024.04.01 16:00buy370.101.073570.000000.00000
1392024.04.01 16:00modify370.101.073571.069571.08757
1402024.04.03 14:10buy380.101.081310.000000.00000
1412024.04.03 14:10modify380.101.081311.078471.08757
1422024.04.03 14:10modify370.101.073571.078471.08757
1432024.04.03 14:16buy390.101.082090.000000.00000
1442024.04.03 14:16modify390.101.082091.077771.08757
1452024.04.03 14:20modify390.101.082091.078471.08757
1462024.04.04 13:46t/p370.101.087571.078471.08757136.682711.77
1472024.04.04 13:46t/p380.101.087571.078471.0875760.612772.38
1482024.04.04 13:46t/p390.101.087571.078471.0875752.812825.19
1492024.04.10 13:00buy400.101.078380.000000.00000
1502024.04.10 13:00modify400.101.078381.074381.09238
1512024.04.10 15:20s/l400.101.074381.074381.09238-40.002785.19
1522024.04.26 15:00buy410.101.068280.000000.00000
1532024.04.26 15:00modify410.101.068281.064281.08228
1542024.05.03 08:20buy420.101.074710.000000.00000
1552024.05.03 08:20modify420.101.074711.069681.08228
1562024.05.03 08:20modify410.101.068281.069681.08228
1572024.05.03 14:30buy430.101.075980.000000.00000
1582024.05.03 14:30modify430.101.075981.073181.08228
1592024.05.03 14:30modify420.101.074711.073181.08228
1602024.05.03 14:30modify410.101.068281.073181.08228
1612024.05.03 14:45buy440.101.076880.000000.00000
1622024.05.03 14:45modify440.101.076881.072481.08228
1632024.05.03 14:47modify440.101.076881.073181.08228
1642024.05.09 07:46s/l410.101.073181.073181.0822840.372825.56
1652024.05.09 07:46s/l420.101.073181.073181.08228-19.282806.27
1662024.05.09 07:46s/l430.101.073181.073181.08228-31.982774.29
1672024.05.09 07:46s/l440.101.073181.073181.08228-40.982733.31
1682024.05.31 13:00sell450.101.088020.000000.00000
1692024.05.31 13:00modify450.101.088021.092021.07402
1702024.06.07 14:15sell460.101.081620.000000.00000
1712024.06.07 14:15modify460.101.081621.086621.07402
1722024.06.07 14:15modify450.101.088021.086621.07402
1732024.06.07 16:50sell470.101.080320.000000.00000
1742024.06.07 16:50modify470.101.080321.083121.07402
1752024.06.07 16:50modify460.101.081621.083121.07402
1762024.06.07 16:50modify450.101.088021.083121.07402
1772024.06.10 10:20t/p450.101.074021.083121.07402142.782876.08
1782024.06.10 10:20t/p460.101.074021.083121.0740276.352952.43
1792024.06.10 10:20t/p470.101.074021.083121.0740263.353015.78
1802024.06.12 13:00sell480.101.082640.000000.00000
1812024.06.12 13:00modify480.101.082641.086641.06864
1822024.06.13 14:50sell490.101.076300.000000.00000
1832024.06.13 14:50modify490.101.076301.081241.06864
1842024.06.13 14:50modify480.101.082641.081241.06864
1852024.06.13 16:20sell500.101.074090.000000.00000
1862024.06.13 16:20modify500.101.074091.078441.06864
1872024.06.13 16:20modify490.101.076301.078441.06864
1882024.06.13 16:20modify480.101.082641.078441.06864
1892024.06.14 09:20t/p480.101.068641.078441.06864141.393157.16
1902024.06.14 09:20t/p490.101.068641.078441.0686476.953234.11
1912024.06.14 09:20t/p500.101.068641.078441.0686454.853288.96
1922024.07.03 15:00sell510.101.080580.000000.00000
1932024.07.03 15:00modify510.101.080581.084581.06658
1942024.07.08 08:50s/l510.101.084581.084581.06658-38.273250.69
1952024.07.11 13:00sell520.101.088680.000000.00000
1962024.07.11 13:00modify520.101.088681.092681.07468
1972024.07.17 08:33s/l520.101.092681.092681.07468-38.613212.08
1982024.08.02 13:00sell530.101.089100.000000.00000
1992024.08.02 13:00modify530.101.089101.093101.07510
2002024.08.05 03:40s/l530.101.093101.093101.07510-39.653172.43
2012024.08.05 13:00sell540.101.099100.000000.00000
2022024.08.05 13:00modify540.101.099101.103101.08510
2032024.08.06 07:45sell550.101.092800.000000.00000
2042024.08.06 07:45modify550.101.092801.097701.08510
2052024.08.06 07:45modify540.101.099101.097701.08510
2062024.08.06 09:16sell560.101.091330.000000.00000
2072024.08.06 09:16modify560.101.091331.094201.08510
2082024.08.06 09:16modify550.101.092801.094201.08510
2092024.08.06 09:16modify540.101.099101.094201.08510
2102024.08.06 10:45sell570.101.090680.000000.00000
2112024.08.06 10:45modify570.101.090681.094901.08510
2122024.08.06 10:47modify570.101.090681.094201.08510
2132024.08.08 06:02s/l540.101.094201.094201.0851050.733223.16
2142024.08.08 06:02s/l550.101.094201.094201.08510-12.613210.55
2152024.08.08 06:02s/l560.101.094201.094201.08510-27.313183.24
2162024.08.08 06:02s/l570.101.094201.094201.08510-33.813149.43
2172024.08.08 14:00buy580.101.089610.000000.00000
2182024.08.08 14:00modify580.101.089611.085611.10361
2192024.08.13 13:40buy590.101.095970.000000.00000
2202024.08.13 13:40modify590.101.095971.091011.10361
2212024.08.13 13:40modify580.101.089611.091011.10361
2222024.08.13 16:45buy600.101.097310.000000.00000
2232024.08.13 16:45modify600.101.097311.094511.10361
2242024.08.13 16:45modify590.101.095971.094511.10361
2252024.08.13 16:45modify580.101.089611.094511.10361
2262024.08.13 17:20buy610.101.098140.000000.00000
2272024.08.13 17:20modify610.101.098141.093811.10361
2282024.08.13 17:22modify610.101.098141.094511.10361
2292024.08.14 13:20t/p580.101.103611.094511.10361137.343286.77
2302024.08.14 13:20t/p590.101.103611.094511.1036175.743362.51
2312024.08.14 13:20t/p600.101.103611.094511.1036162.343424.84
2322024.08.14 13:20t/p610.101.103611.094511.1036154.043478.88
2332024.08.15 13:00buy620.101.095940.000000.00000
2342024.08.15 13:00modify620.101.095941.091941.10994
2352024.08.16 18:46buy630.101.102440.000000.00000
2362024.08.16 18:46modify630.101.102441.097341.10994
2372024.08.16 18:46modify620.101.095941.097341.10994
2382024.08.18 22:20buy640.101.103700.000000.00000
2392024.08.18 22:20modify640.101.103701.100841.10994
2402024.08.18 22:20modify630.101.102441.100841.10994
2412024.08.18 22:20modify620.101.095941.100841.10994
2422024.08.19 04:45buy650.101.104370.000000.00000
2432024.08.19 04:45modify650.101.104371.100141.10994
2442024.08.19 04:47modify650.101.104371.100841.10994
2452024.08.20 13:02t/p620.101.109941.100841.10994138.013616.89
2462024.08.20 13:02t/p630.101.109941.100841.1099473.673690.56
2472024.08.20 13:02t/p640.101.109941.100841.1099461.073751.63
2482024.08.20 13:02t/p650.101.109941.100841.1099455.043806.67
2492024.08.23 15:00sell660.101.117470.000000.00000
2502024.08.23 15:00modify660.101.117471.121471.10347
2512024.08.28 12:20sell670.101.110940.000000.00000
2522024.08.28 12:20modify670.101.110941.116071.10347
2532024.08.28 12:20modify660.101.117471.116071.10347
2542024.08.29 09:17sell680.101.108980.000000.00000
2552024.08.29 09:17modify680.101.108981.113271.10347
2562024.08.29 09:17modify670.101.110941.113271.10347
2572024.08.29 09:17modify660.101.117471.113271.10347
2582024.08.29 09:52sell690.101.109740.000000.00000
2592024.08.29 09:52modify690.101.109741.112571.10347
2602024.08.29 09:52modify680.101.108981.112571.10347
2612024.08.29 09:52modify670.101.110941.112571.10347
2622024.08.29 09:52modify660.101.117471.112571.10347
2632024.09.03 17:40t/p660.101.103471.112571.10347143.123949.79
2642024.09.03 17:40t/p670.101.103471.112571.1034776.784026.57
2652024.09.03 17:40t/p680.101.103471.112571.1034756.144082.71
2662024.09.03 17:40t/p690.101.103471.112571.1034763.744146.45
2672024.09.25 16:00buy700.101.114600.000000.00000
2682024.09.25 16:00modify700.101.114601.110601.12860
2692024.09.30 08:46buy710.101.121190.000000.00000
2702024.09.30 08:46modify710.101.121191.116001.12860
2712024.09.30 08:46modify700.101.114601.116001.12860
2722024.09.30 14:10s/l700.101.116001.116001.1286010.684157.13
2732024.09.30 14:10s/l710.101.116001.116001.12860-51.904105.23
2742024.10.01 13:00buy720.101.107400.000000.00000
2752024.10.01 13:00modify720.101.107401.103401.12140
2762024.10.02 15:02s/l720.101.103401.103401.12140-40.664064.57
2772024.10.04 13:00buy730.101.096380.000000.00000
2782024.10.04 13:00modify730.101.096381.092381.11038
2792024.10.10 12:32s/l730.101.092381.092381.11038-43.984020.59