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=0; RSIHelp="------------------------------------"; RSI_Period=4; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=20; 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 modelled158318Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread40
Total net profit1290.66Gross profit2132.69Gross loss-842.04
Profit factor2.53Expected payoff18.98
Absolute drawdown43.78Maximal drawdown242.42 (14.25%)Relative drawdown17.41% (203.91)
Total trades68Short positions (won %)29 (65.52%)Long positions (won %)39 (66.67%)
Profit trades (% of total)45 (66.18%)Loss trades (% of total)23 (33.82%)
Largestprofit trade96.71loss trade-59.55
Averageprofit trade47.39loss trade-36.61
Maximumconsecutive wins (profit in money)12 (638.16)consecutive losses (loss in money)4 (-153.67)
Maximalconsecutive profit (count of wins)638.16 (12)consecutive loss (count of losses)-153.67 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.01 22:00buy10.101.651580.000000.00000
22023.11.01 22:00modify10.101.651581.642581.66658
32023.11.07 04:05buy20.101.657590.000000.00000
42023.11.07 04:05modify20.101.657591.652331.66658
52023.11.07 04:05modify10.101.651581.652331.66658
62023.11.07 04:45buy30.101.662890.000000.00000
72023.11.07 04:45modify30.101.662891.656831.66658
82023.11.07 04:45modify20.101.657591.656831.66658
92023.11.07 04:45modify10.101.651581.656831.66658
102023.11.08 02:17buy40.101.660660.000000.00000
112023.11.08 02:17modify40.101.660661.656081.66658
122023.11.08 02:20modify40.101.660661.656831.66658
132023.11.08 15:20t/p10.101.666581.656831.6665893.561093.56
142023.11.08 15:20t/p20.101.666581.656831.6665857.591151.15
152023.11.08 15:20t/p30.101.666581.656831.6665823.361174.50
162023.11.08 15:20t/p40.101.666581.656831.6665838.231212.73
172023.11.09 20:00sell50.101.674840.000000.00000
182023.11.09 20:00modify50.101.674841.683841.65984
192023.11.14 11:50s/l50.101.683841.683841.65984-58.451154.28
202023.11.26 22:00buy60.101.662980.000000.00000
212023.11.26 22:00modify60.101.662981.653981.67798
222023.11.28 02:20s/l60.101.653981.653981.67798-59.081095.21
232023.12.01 20:00buy70.101.630090.000000.00000
242023.12.01 20:00modify70.101.630091.621091.64509
252023.12.04 08:53buy80.101.636370.000000.00000
262023.12.04 08:53modify80.101.636371.630841.64509
272023.12.04 08:53modify70.101.630091.630841.64509
282023.12.04 23:50buy90.101.639360.000000.00000
292023.12.04 23:50modify90.101.639361.634591.64509
302023.12.04 23:50modify80.101.636371.634591.64509
312023.12.04 23:50modify70.101.630091.634591.64509
322023.12.05 03:27buy100.101.641540.000000.00000
332023.12.05 03:27modify100.101.641541.635341.64509
342023.12.05 03:27modify90.101.639361.635341.64509
352023.12.05 03:27modify80.101.636371.635341.64509
362023.12.05 03:27modify70.101.630091.635341.64509
372023.12.05 03:45t/p70.101.645091.635341.6450995.941191.15
382023.12.05 03:45t/p80.101.645091.635341.6450955.861247.00
392023.12.05 03:45t/p90.101.645091.635341.6450936.551283.55
402023.12.05 03:45t/p100.101.645091.635341.6450922.931306.48
412023.12.07 20:00buy110.101.635430.000000.00000
422023.12.07 20:00modify110.101.635431.626431.65043
432023.12.11 02:27buy120.101.641610.000000.00000
442023.12.11 02:27modify120.101.641611.636181.65043
452023.12.11 02:27modify110.101.635431.636181.65043
462023.12.11 16:07s/l110.101.636181.636181.650433.891310.37
472023.12.11 16:07s/l120.101.636181.636181.65043-35.081275.29
482023.12.13 20:00buy130.101.633780.000000.00000
492023.12.13 20:00modify130.101.633781.624781.64878
502023.12.14 01:20s/l130.101.624781.624781.64878-59.551215.74
512023.12.20 21:00sell140.101.625280.000000.00000
522023.12.20 21:00modify140.101.625281.634281.61028
532023.12.21 16:02sell150.101.619250.000000.00000
542023.12.21 16:02modify150.101.619251.624531.61028
552023.12.21 16:02modify140.101.625281.624531.61028
562023.12.25 00:46sell160.101.616130.000000.00000
572023.12.25 00:46modify160.101.616131.620781.61028
582023.12.25 00:46modify150.101.619251.620781.61028
592023.12.25 00:46modify140.101.625281.620781.61028
602023.12.25 01:03s/l140.101.620781.620781.6102828.571244.31
612023.12.25 01:03s/l150.101.620781.620781.61028-10.081234.23
622023.12.25 01:03s/l160.101.620781.620781.61028-30.041204.19
632023.12.25 22:00buy170.101.616020.000000.00000
642023.12.25 22:00modify170.101.616021.607021.63102
652023.12.27 15:52buy180.101.622030.000000.00000
662023.12.27 15:52modify180.101.622031.616771.63102
672023.12.27 15:52modify170.101.616021.616771.63102
682023.12.28 04:55buy190.101.625230.000000.00000
692023.12.28 04:55modify190.101.625231.620521.63102
702023.12.28 04:55modify180.101.622031.620521.63102
712023.12.28 04:55modify170.101.616021.620521.63102
722023.12.28 09:50t/p170.101.631021.620521.6310294.511298.70
732023.12.28 09:50t/p180.101.631021.620521.6310256.641355.34
742023.12.28 09:50t/p190.101.631021.620521.6310237.391392.73
752024.01.08 20:00buy200.101.630780.000000.00000
762024.01.08 20:00modify200.101.630781.621781.64578
772024.01.09 15:20buy210.101.636870.000000.00000
782024.01.09 15:20modify210.101.636871.631531.64578
792024.01.09 15:20modify200.101.630781.631531.64578
802024.01.10 01:50s/l200.101.631531.631531.645783.901396.63
812024.01.10 01:50s/l210.101.631531.631531.64578-34.961361.67
822024.02.11 22:00buy220.101.652960.000000.00000
832024.02.11 22:00modify220.101.652961.643961.66796
842024.02.13 15:17buy230.101.659080.000000.00000
852024.02.13 15:17modify230.101.659081.653711.66796
862024.02.13 15:17modify220.101.652961.653711.66796
872024.02.14 07:20s/l220.101.653711.653711.667963.421365.08
882024.02.14 07:20s/l230.101.653711.653711.66796-35.161329.92
892024.03.04 20:00sell240.101.667530.000000.00000
902024.03.04 20:00modify240.101.667531.676531.65253
912024.03.06 14:59sell250.101.661430.000000.00000
922024.03.06 14:59modify250.101.661431.666781.65253
932024.03.06 14:59modify240.101.667531.666781.65253
942024.03.06 16:32sell260.101.658230.000000.00000
952024.03.06 16:32modify260.101.658231.663031.65253
962024.03.06 16:32modify250.101.661431.663031.65253
972024.03.06 16:32modify240.101.667531.663031.65253
982024.03.07 03:59sell270.101.656060.000000.00000
992024.03.07 03:59modify270.101.656061.662281.65253
1002024.03.07 03:59modify260.101.658231.662281.65253
1012024.03.07 03:59modify250.101.661431.662281.65253
1022024.03.07 03:59modify240.101.667531.662281.65253
1032024.03.07 08:20t/p240.101.652531.662281.6525396.401426.32
1042024.03.07 08:20t/p250.101.652531.662281.6525357.191483.52
1052024.03.07 08:20t/p260.101.652531.662281.6525336.521520.04
1062024.03.07 08:20t/p270.101.652531.662281.6525322.801542.84
1072024.03.18 21:00buy280.101.657760.000000.00000
1082024.03.18 21:00modify280.101.657761.648761.67276
1092024.03.19 03:55buy290.101.663900.000000.00000
1102024.03.19 03:55modify290.101.663901.658511.67276
1112024.03.19 03:55modify280.101.657761.658511.67276
1122024.03.19 05:20buy300.101.666790.000000.00000
1132024.03.19 05:20modify300.101.666791.662261.67276
1142024.03.19 05:20modify290.101.663901.662261.67276
1152024.03.19 05:20modify280.101.657761.662261.67276
1162024.03.19 15:37s/l280.101.662261.662261.6727628.601571.43
1172024.03.19 15:37s/l290.101.662261.662261.67276-10.591560.84
1182024.03.19 15:37s/l300.101.662261.662261.67276-29.261531.58
1192024.04.09 20:00buy310.101.638540.000000.00000
1202024.04.09 20:00modify310.101.638541.629541.65354
1212024.04.10 12:45buy320.101.644670.000000.00000
1222024.04.10 12:45modify320.101.644671.639291.65354
1232024.04.10 12:45modify310.101.638541.639291.65354
1242024.04.10 13:20buy330.101.647630.000000.00000
1252024.04.10 13:20modify330.101.647631.643041.65354
1262024.04.10 13:20modify320.101.644671.643041.65354
1272024.04.10 13:20modify310.101.638541.643041.65354
1282024.04.10 15:45buy340.101.649900.000000.00000
1292024.04.10 15:45modify340.101.649901.643791.65354
1302024.04.10 15:45modify330.101.647631.643791.65354
1312024.04.10 15:45modify320.101.644671.643791.65354
1322024.04.10 15:45modify310.101.638541.643791.65354
1332024.04.11 12:02s/l310.101.643791.643791.6535432.011563.60
1342024.04.11 12:02s/l320.101.643791.643791.65354-7.101556.49
1352024.04.11 12:02s/l330.101.643791.643791.65354-26.221530.27
1362024.04.11 12:02s/l340.101.643791.643791.65354-40.881489.39
1372024.04.11 20:00buy350.101.640540.000000.00000
1382024.04.11 20:00modify350.101.640541.631541.65554
1392024.04.12 16:45buy360.101.646590.000000.00000
1402024.04.12 16:45modify360.101.646591.641291.65554
1412024.04.12 16:45modify350.101.640541.641291.65554
1422024.04.15 18:20buy370.101.649650.000000.00000
1432024.04.15 18:20modify370.101.649651.645041.65554
1442024.04.15 18:20modify360.101.646591.645041.65554
1452024.04.15 18:20modify350.101.640541.645041.65554
1462024.04.16 00:40buy380.101.651890.000000.00000
1472024.04.16 00:40modify380.101.651891.645791.65554
1482024.04.16 00:40modify370.101.649651.645791.65554
1492024.04.16 00:40modify360.101.646591.645791.65554
1502024.04.16 00:40modify350.101.640541.645791.65554
1512024.04.16 01:20t/p350.101.655541.645791.6555495.461584.85
1522024.04.16 01:20t/p360.101.655541.645791.6555456.861641.71
1532024.04.16 01:20t/p370.101.655541.645791.6555437.571679.27
1542024.04.16 01:20t/p380.101.655541.645791.6555423.571702.84
1552024.06.07 20:00sell390.101.641160.000000.00000
1562024.06.07 20:00modify390.101.641161.650161.62616
1572024.06.10 02:40sell400.101.635040.000000.00000
1582024.06.10 02:40modify400.101.635041.640411.62616
1592024.06.10 02:40modify390.101.641161.640411.62616
1602024.06.10 04:10sell410.101.631890.000000.00000
1612024.06.10 04:10modify410.101.631891.636661.62616
1622024.06.10 04:10modify400.101.635041.636661.62616
1632024.06.10 04:10modify390.101.641161.636661.62616
1642024.06.10 12:20sell420.101.629700.000000.00000
1652024.06.10 12:20modify420.101.629701.635911.62616
1662024.06.10 12:20modify410.101.631891.635911.62616
1672024.06.10 12:20modify400.101.635041.635911.62616
1682024.06.10 12:20modify390.101.641161.635911.62616
1692024.06.11 12:20t/p390.101.626161.635911.6261696.711799.56
1702024.06.11 12:20t/p400.101.626161.635911.6261657.271856.83
1712024.06.11 12:20t/p410.101.626161.635911.6261636.921893.75
1722024.06.11 12:20t/p420.101.626161.635911.6261622.771916.52
1732024.07.07 22:00buy430.101.604490.000000.00000
1742024.07.07 22:00modify430.101.604491.595491.61949
1752024.07.15 10:20buy440.101.610600.000000.00000
1762024.07.15 10:20modify440.101.610601.605241.61949
1772024.07.15 10:20modify430.101.604491.605241.61949
1782024.07.15 17:32buy450.101.613500.000000.00000
1792024.07.15 17:32modify450.101.613501.608991.61949
1802024.07.15 17:32modify440.101.610601.608991.61949
1812024.07.15 17:32modify430.101.604491.608991.61949
1822024.07.16 04:45buy460.101.615890.000000.00000
1832024.07.16 04:45modify460.101.615891.609741.61949
1842024.07.16 04:45modify450.101.613501.609741.61949
1852024.07.16 04:45modify440.101.610601.609741.61949
1862024.07.16 04:45modify430.101.604491.609741.61949
1872024.07.16 13:32t/p430.101.619491.609741.6194992.622009.14
1882024.07.16 13:32t/p440.101.619491.609741.6194956.952066.09
1892024.07.16 13:32t/p450.101.619491.609741.6194938.222104.30
1902024.07.16 13:32t/p460.101.619491.609741.6194923.252127.55
1912024.07.24 20:00sell470.101.647310.000000.00000
1922024.07.24 20:00modify470.101.647311.656311.63231
1932024.07.25 04:15s/l470.101.656311.656311.63231-58.452069.10
1942024.07.29 20:00buy480.101.652760.000000.00000
1952024.07.29 20:00modify480.101.652761.643761.66776
1962024.07.31 01:50t/p480.101.667761.643761.6677695.942165.04
1972024.08.07 23:00sell490.101.676660.000000.00000
1982024.08.07 23:00modify490.101.676661.685661.66166
1992024.08.08 03:40sell500.101.667500.000000.00000
2002024.08.08 03:40modify500.101.667501.672161.66166
2012024.08.08 03:40modify490.101.676661.672161.66166
2022024.08.08 03:50sell510.101.665170.000000.00000
2032024.08.08 03:50modify510.101.665171.671411.66166
2042024.08.08 03:50modify500.101.667501.671411.66166
2052024.08.08 03:50modify490.101.676661.671411.66166
2062024.08.08 07:46s/l490.101.671411.671411.6616633.622198.67
2072024.08.08 07:46s/l500.101.671411.671411.66166-25.262173.41
2082024.08.08 07:46s/l510.101.671411.671411.66166-40.312133.10
2092024.08.08 21:00buy520.101.655340.000000.00000
2102024.08.08 21:00modify520.101.655341.646341.67034
2112024.08.09 11:32buy530.101.661410.000000.00000
2122024.08.09 11:32modify530.101.661411.656091.67034
2132024.08.09 11:32modify520.101.655341.656091.67034
2142024.08.12 07:50s/l520.101.656091.656091.670343.902137.00
2152024.08.12 07:50s/l530.101.656091.656091.67034-34.832102.16
2162024.08.14 20:00sell540.101.669090.000000.00000
2172024.08.14 20:00modify540.101.669091.678091.65409
2182024.08.15 02:55sell550.101.662930.000000.00000
2192024.08.15 02:55modify550.101.662931.668341.65409
2202024.08.15 02:55modify540.101.669091.668341.65409
2212024.08.15 11:32sell560.101.660030.000000.00000
2222024.08.15 11:32modify560.101.660031.664591.65409
2232024.08.15 11:32modify550.101.662931.664591.65409
2242024.08.15 11:32modify540.101.669091.664591.65409
2252024.08.15 13:07sell570.101.657840.000000.00000
2262024.08.15 13:07modify570.101.657841.663841.65409
2272024.08.15 13:07modify560.101.660031.663841.65409
2282024.08.15 13:07modify550.101.662931.663841.65409
2292024.08.15 13:07modify540.101.669091.663841.65409
2302024.08.16 16:15t/p540.101.654091.663841.6540996.512198.68
2312024.08.16 16:15t/p550.101.654091.663841.6540957.022255.70
2322024.08.16 16:15t/p560.101.654091.663841.6540938.282293.98
2332024.08.16 16:15t/p570.101.654091.663841.6540924.132318.11
2342024.09.03 20:00sell580.101.644820.000000.00000
2352024.09.03 20:00modify580.101.644821.653821.62982
2362024.09.06 05:40s/l580.101.653821.653821.62982-58.652259.46
2372024.09.08 21:00sell590.101.660770.000000.00000
2382024.09.08 21:00modify590.101.660771.669771.64577
2392024.09.10 06:33sell600.101.654710.000000.00000
2402024.09.10 06:33modify600.101.654711.660021.64577
2412024.09.10 06:33modify590.101.660771.660021.64577
2422024.09.11 02:07s/l590.101.660021.660021.645774.542264.01
2432024.09.11 02:07s/l600.101.660021.660021.64577-34.412229.60
2442024.09.19 22:00sell610.101.637940.000000.00000
2452024.09.19 22:00modify610.101.637941.646941.62294
2462024.09.23 07:45sell620.101.631840.000000.00000
2472024.09.23 07:45modify620.101.631841.637191.62294
2482024.09.23 07:45modify610.101.637941.637191.62294
2492024.09.23 08:23sell630.101.628750.000000.00000
2502024.09.23 08:23modify630.101.628751.633441.62294
2512024.09.23 08:23modify620.101.631841.633441.62294
2522024.09.23 08:23modify610.101.637941.633441.62294
2532024.09.23 12:45sell640.101.626560.000000.00000
2542024.09.23 12:45modify640.101.626561.632691.62294
2552024.09.23 12:45modify630.101.628751.632691.62294
2562024.09.23 12:45modify620.101.631841.632691.62294
2572024.09.23 12:45modify610.101.637941.632691.62294
2582024.09.24 01:20t/p610.101.622941.632691.6229496.612326.21
2592024.09.24 01:20t/p620.101.622941.632691.6229457.402383.61
2602024.09.24 01:20t/p630.101.622941.632691.6229437.432421.04
2612024.09.24 01:20t/p640.101.622941.632691.6229423.282444.32
2622024.10.06 21:00sell650.101.613330.000000.00000
2632024.10.06 21:00modify650.101.613331.622331.59833
2642024.10.07 14:40s/l650.101.622331.622331.59833-58.252386.07
2652024.10.08 20:00buy660.101.626930.000000.00000
2662024.10.08 20:00modify660.101.626931.617931.64193
2672024.10.16 14:50buy670.101.633140.000000.00000
2682024.10.16 14:50modify670.101.633141.627681.64193
2692024.10.16 14:50modify660.101.626931.627681.64193
2702024.10.17 00:33s/l660.101.627681.627681.64193-0.382385.70
2712024.10.17 00:33s/l670.101.627681.627681.64193-36.692349.00
2722024.10.24 23:00sell680.101.631860.000000.00000
2732024.10.24 23:00modify680.101.631861.640861.61686
2742024.10.28 15:40s/l680.101.640861.640861.61686-58.352290.66