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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=2; 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 modelled154931Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit3554.00Gross profit5424.58Gross loss-1870.58
Profit factor2.90Expected payoff30.38
Absolute drawdown29.20Maximal drawdown369.63 (12.44%)Relative drawdown23.06% (330.94)
Total trades117Short positions (won %)57 (64.91%)Long positions (won %)60 (70.00%)
Profit trades (% of total)79 (67.52%)Loss trades (% of total)38 (32.48%)
Largestprofit trade155.90loss trade-111.29
Averageprofit trade68.67loss trade-49.23
Maximumconsecutive wins (profit in money)10 (810.40)consecutive losses (loss in money)4 (-173.42)
Maximalconsecutive profit (count of wins)810.40 (10)consecutive loss (count of losses)-217.93 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.01 12:00buy10.101.054590.000000.00000
22023.11.01 12:00modify10.101.054591.044591.06959
32023.11.02 00:20buy20.101.059940.000000.00000
42023.11.02 00:20modify20.101.059941.055341.06959
52023.11.02 00:20modify10.101.054591.055341.06959
62023.11.02 10:15buy30.101.062940.000000.00000
72023.11.02 10:15modify30.101.062941.060591.06959
82023.11.02 10:15modify20.101.059941.060591.06959
92023.11.02 10:15modify10.101.054591.060591.06959
102023.11.02 10:45buy40.101.063660.000000.00000
112023.11.02 10:45modify40.101.063661.059841.06959
122023.11.02 10:45modify30.101.062941.059841.06959
132023.11.02 10:45modify20.101.059941.059841.06959
142023.11.02 10:45modify10.101.054591.059841.06959
152023.11.03 12:40t/p10.101.069591.059841.06959147.341147.34
162023.11.03 12:40t/p20.101.069591.059841.0695995.841243.18
172023.11.03 12:40t/p30.101.069591.059841.0695965.841309.02
182023.11.03 12:40t/p40.101.069591.059841.0695958.641367.65
192023.11.03 13:00sell50.101.070950.000000.00000
202023.11.03 13:00modify50.101.070951.080951.05595
212023.11.10 07:37sell60.101.065600.000000.00000
222023.11.10 07:37modify60.101.065601.070201.05595
232023.11.10 07:37modify50.101.070951.070201.05595
242023.11.13 09:20s/l50.101.070201.070201.0559510.281377.93
252023.11.13 09:20s/l60.101.070201.070201.05595-45.651332.27
262023.11.14 14:00sell70.101.078900.000000.00000
272023.11.14 14:00modify70.101.078901.088901.06390
282023.11.14 20:20s/l70.101.088901.088901.06390-100.001232.27
292023.11.21 04:00sell80.101.096330.000000.00000
302023.11.21 04:00modify80.101.096331.106331.08133
312023.11.21 18:15sell90.101.091000.000000.00000
322023.11.21 18:15modify90.101.091001.095581.08133
332023.11.21 18:15modify80.101.096331.095581.08133
342023.11.22 14:20sell100.101.087130.000000.00000
352023.11.22 14:20modify100.101.087131.091081.08133
362023.11.22 14:20modify90.101.091001.091081.08133
372023.11.22 14:20modify80.101.096331.091081.08133
382023.11.22 14:45sell110.101.087860.000000.00000
392023.11.22 14:45modify110.101.087861.090331.08133
402023.11.22 14:47modify110.101.087861.091081.08133
412023.11.23 05:45s/l80.101.091081.091081.0813353.891286.16
422023.11.23 05:45s/l90.101.091081.091081.081330.591286.75
432023.11.23 05:45s/l100.101.091081.091081.08133-38.461248.29
442023.11.23 05:45s/l110.101.091081.091081.08133-31.161217.13
452023.11.23 10:00sell120.101.092310.000000.00000
462023.11.23 10:00modify120.101.092311.102311.07731
472023.12.01 15:40sell130.101.083870.000000.00000
482023.12.01 15:40modify130.101.083871.086311.07731
492023.12.01 15:40modify120.101.092311.086311.07731
502023.12.01 15:46sell140.101.083270.000000.00000
512023.12.01 15:46modify140.101.083271.087061.07731
522023.12.01 15:46modify130.101.083871.087061.07731
532023.12.01 15:46modify120.101.092311.087061.07731
542023.12.01 16:20s/l120.101.087061.087061.0773155.281272.41
552023.12.01 16:20s/l130.101.087061.087061.07731-31.901240.51
562023.12.01 16:20s/l140.101.087061.087061.07731-37.901202.61
572023.12.04 16:00buy150.101.081780.000000.00000
582023.12.04 16:00modify150.101.081781.071781.09678
592023.12.13 20:35buy160.101.087100.000000.00000
602023.12.13 20:35modify160.101.087101.082531.09678
612023.12.13 20:35modify150.101.081781.082531.09678
622023.12.14 01:50buy170.101.090130.000000.00000
632023.12.14 01:50modify170.101.090131.087781.09678
642023.12.14 01:50modify160.101.087101.087781.09678
652023.12.14 01:50modify150.101.081781.087781.09678
662023.12.14 02:50buy180.101.090800.000000.00000
672023.12.14 02:50modify180.101.090801.087031.09678
682023.12.14 02:50modify170.101.090131.087031.09678
692023.12.14 02:50modify160.101.087101.087031.09678
702023.12.14 02:50modify150.101.081781.087031.09678
712023.12.14 14:20t/p150.101.096781.087031.09678142.031344.64
722023.12.14 14:20t/p160.101.096781.087031.0967894.811439.45
732023.12.14 14:20t/p170.101.096781.087031.0967866.501505.95
742023.12.14 14:20t/p180.101.096781.087031.0967859.801565.75
752023.12.14 15:00sell190.101.099100.000000.00000
762023.12.14 15:00modify190.101.099101.109101.08410
772023.12.15 13:55sell200.101.090810.000000.00000
782023.12.15 13:55modify200.101.090811.093101.08410
792023.12.15 13:55modify190.101.099101.093101.08410
802023.12.15 14:20s/l190.101.093101.093101.0841060.351626.10
812023.12.15 14:20s/l200.101.093101.093101.08410-22.901603.20
822023.12.15 17:00buy210.101.090830.000000.00000
832023.12.15 17:00modify210.101.090831.080831.10583
842023.12.19 13:22buy220.101.096080.000000.00000
852023.12.19 13:22modify220.101.096081.091581.10583
862023.12.19 13:22modify210.101.090831.091581.10583
872023.12.21 14:10buy230.101.099190.000000.00000
882023.12.21 14:10modify230.101.099191.096831.10583
892023.12.21 14:10modify220.101.096081.096831.10583
902023.12.21 14:10modify210.101.090831.096831.10583
912023.12.21 14:20buy240.101.099990.000000.00000
922023.12.21 14:20modify240.101.099991.096081.10583
932023.12.21 14:20modify230.101.099191.096081.10583
942023.12.21 14:20modify220.101.096081.096081.10583
952023.12.21 14:20modify210.101.090831.096081.10583
962023.12.27 10:32t/p210.101.105831.096081.10583143.361746.56
972023.12.27 10:32t/p220.101.105831.096081.1058392.191838.74
982023.12.27 10:32t/p230.101.105831.096081.1058363.741902.49
992023.12.27 10:32t/p240.101.105831.096081.1058355.741958.23
1002023.12.27 12:00sell250.101.105890.000000.00000
1012023.12.27 12:00modify250.101.105891.115891.09089
1022024.01.02 10:15sell260.101.100430.000000.00000
1032024.01.02 10:15modify260.101.100431.105141.09089
1042024.01.02 10:15modify250.101.105891.105141.09089
1052024.01.02 11:33sell270.101.097530.000000.00000
1062024.01.02 11:33modify270.101.097531.099891.09089
1072024.01.02 11:33modify260.101.100431.099891.09089
1082024.01.02 11:33modify250.101.105891.099891.09089
1092024.01.02 11:46sell280.101.096650.000000.00000
1102024.01.02 11:46modify280.101.096651.100641.09089
1112024.01.02 11:46modify270.101.097531.100641.09089
1122024.01.02 11:46modify260.101.100431.100641.09089
1132024.01.02 11:46modify250.101.105891.100641.09089
1142024.01.03 15:45t/p250.101.090891.100641.09089152.432110.66
1152024.01.03 15:45t/p260.101.090891.100641.0908995.752206.41
1162024.01.03 15:45t/p270.101.090891.100641.0908966.752273.15
1172024.01.03 15:45t/p280.101.090891.100641.0908957.952331.10
1182024.01.03 16:00buy290.101.090750.000000.00000
1192024.01.03 16:00modify290.101.090751.080751.10575
1202024.01.04 09:20buy300.101.096080.000000.00000
1212024.01.04 09:20modify300.101.096081.091501.10575
1222024.01.04 09:20modify290.101.090751.091501.10575
1232024.01.05 08:35s/l290.101.091501.091501.105754.842335.95
1242024.01.05 08:35s/l300.101.091501.091501.10575-46.462289.48
1252024.01.05 16:00sell310.101.097820.000000.00000
1262024.01.05 16:00modify310.101.097821.107821.08282
1272024.01.08 09:20sell320.101.092490.000000.00000
1282024.01.08 09:20modify320.101.092491.097071.08282
1292024.01.08 09:20modify310.101.097821.097071.08282
1302024.01.08 15:20s/l310.101.097071.097071.082827.852297.33
1312024.01.08 15:20s/l320.101.097071.097071.08282-45.802251.53
1322024.01.16 09:00buy330.101.090750.000000.00000
1332024.01.16 09:00modify330.101.090751.080751.10575
1342024.01.29 14:45s/l330.101.080751.080751.10575-108.632142.90
1352024.01.29 15:00buy340.101.080980.000000.00000
1362024.01.29 15:00modify340.101.080981.070981.09598
1372024.01.31 14:10buy350.101.086320.000000.00000
1382024.01.31 14:10modify350.101.086321.081731.09598
1392024.01.31 14:10modify340.101.080981.081731.09598
1402024.01.31 19:20s/l340.101.081731.081731.095986.172149.07
1412024.01.31 19:20s/l350.101.081731.081731.09598-45.902103.17
1422024.02.01 17:00sell360.101.086450.000000.00000
1432024.02.01 17:00modify360.101.086451.096451.07145
1442024.02.02 13:53sell370.101.081090.000000.00000
1452024.02.02 13:53modify370.101.081091.085701.07145
1462024.02.02 13:53modify360.101.086451.085701.07145
1472024.02.02 17:50sell380.101.078080.000000.00000
1482024.02.02 17:50modify380.101.078081.080451.07145
1492024.02.02 17:50modify370.101.081091.080451.07145
1502024.02.02 17:50modify360.101.086451.080451.07145
1512024.02.04 23:27sell390.101.077400.000000.00000
1522024.02.04 23:27modify390.101.077401.081201.07145
1532024.02.04 23:27modify380.101.078081.081201.07145
1542024.02.04 23:27modify370.101.081091.081201.07145
1552024.02.04 23:27modify360.101.086451.081201.07145
1562024.02.13 13:50t/p360.101.071451.081201.07145153.472256.64
1572024.02.13 13:50t/p370.101.071451.081201.0714599.522356.16
1582024.02.13 13:50t/p380.101.071451.081201.0714569.422425.58
1592024.02.13 13:50t/p390.101.071451.081201.0714562.622488.21
1602024.02.13 14:00buy400.101.071140.000000.00000
1612024.02.13 14:00modify400.101.071141.061141.08614
1622024.02.15 14:05buy410.101.076410.000000.00000
1632024.02.15 14:05modify410.101.076411.071891.08614
1642024.02.15 14:05modify400.101.071141.071891.08614
1652024.02.20 09:20buy420.101.079470.000000.00000
1662024.02.20 09:20modify420.101.079471.077141.08614
1672024.02.20 09:20modify410.101.076411.077141.08614
1682024.02.20 09:20modify400.101.071141.077141.08614
1692024.02.20 09:50buy430.101.080180.000000.00000
1702024.02.20 09:50modify430.101.080181.076391.08614
1712024.02.20 09:50modify420.101.079471.076391.08614
1722024.02.20 09:50modify410.101.076411.076391.08614
1732024.02.20 09:50modify400.101.071141.076391.08614
1742024.02.22 08:10t/p400.101.086141.076391.08614142.702630.90
1752024.02.22 08:10t/p410.101.086141.076391.0861492.652723.56
1762024.02.22 08:10t/p420.101.086141.076391.0861464.042787.60
1772024.02.22 08:10t/p430.101.086141.076391.0861456.942844.54
1782024.02.26 10:00sell440.101.084000.000000.00000
1792024.02.26 10:00modify440.101.084001.094001.06900
1802024.03.07 16:20s/l440.101.094001.094001.06900-95.842748.71
1812024.03.13 18:00sell450.101.095700.000000.00000
1822024.03.13 18:00modify450.101.095701.105701.08070
1832024.03.14 14:30sell460.101.090450.000000.00000
1842024.03.14 14:30modify460.101.090451.094951.08070
1852024.03.14 14:30modify450.101.095701.094951.08070
1862024.03.15 02:45sell470.101.087400.000000.00000
1872024.03.15 02:45modify470.101.087401.089701.08070
1882024.03.15 02:45modify460.101.090451.089701.08070
1892024.03.15 02:45modify450.101.095701.089701.08070
1902024.03.15 09:45s/l450.101.089701.089701.0807061.392810.10
1912024.03.15 09:45s/l460.101.089701.089701.080707.852817.94
1922024.03.15 09:45s/l470.101.089701.089701.08070-23.002794.94
1932024.03.18 12:00sell480.101.090230.000000.00000
1942024.03.18 12:00modify480.101.090231.100231.07523
1952024.03.19 08:15sell490.101.084940.000000.00000
1962024.03.19 08:15modify490.101.084941.089481.07523
1972024.03.19 08:15modify480.101.090231.089481.07523
1982024.03.20 18:20s/l480.101.089481.089481.075238.192803.14
1992024.03.20 18:20s/l490.101.089481.089481.07523-45.052758.08
2002024.03.20 19:00sell500.101.091450.000000.00000
2012024.03.20 19:00modify500.101.091451.101451.07645
2022024.03.21 15:20sell510.101.086190.000000.00000
2032024.03.21 15:20modify510.101.086191.090701.07645
2042024.03.21 15:20modify500.101.091451.090701.07645
2052024.03.22 04:32sell520.101.083140.000000.00000
2062024.03.22 04:32modify520.101.083141.085451.07645
2072024.03.22 04:32modify510.101.086191.085451.07645
2082024.03.22 04:32modify500.101.091451.085451.07645
2092024.03.22 07:20sell530.101.082300.000000.00000
2102024.03.22 07:20modify530.101.082301.086201.07645
2112024.03.22 07:20modify520.101.083141.086201.07645
2122024.03.22 07:20modify510.101.086191.086201.07645
2132024.03.22 07:20modify500.101.091451.086201.07645
2142024.03.26 10:20s/l500.101.086201.086201.0764554.582812.67
2152024.03.26 10:20s/l510.101.086201.086201.076450.942813.61
2162024.03.26 10:20s/l520.101.086201.086201.07645-29.912783.70
2172024.03.26 10:20s/l530.101.086201.086201.07645-38.312745.39
2182024.03.28 09:00buy540.101.079480.000000.00000
2192024.03.28 09:00modify540.101.079481.069481.09448
2202024.04.04 02:46buy550.101.084740.000000.00000
2212024.04.04 02:46modify550.101.084741.080231.09448
2222024.04.04 02:46modify540.101.079481.080231.09448
2232024.04.04 13:46buy560.101.087950.000000.00000
2242024.04.04 13:46modify560.101.087951.085481.09448
2252024.04.04 13:46modify550.101.084741.085481.09448
2262024.04.04 13:46modify540.101.079481.085481.09448
2272024.04.04 18:16s/l540.101.085481.085481.0944855.352800.75
2282024.04.04 18:16s/l550.101.085481.085481.094487.402808.15
2292024.04.04 18:16s/l560.101.085481.085481.09448-24.702783.45
2302024.04.05 14:00buy570.101.080410.000000.00000
2312024.04.05 14:00modify570.101.080411.070411.09541
2322024.04.08 14:20buy580.101.085670.000000.00000
2332024.04.08 14:20modify580.101.085671.081161.09541
2342024.04.08 14:20modify570.101.080411.081161.09541
2352024.04.09 12:50buy590.101.088690.000000.00000
2362024.04.09 12:50modify590.101.088691.086411.09541
2372024.04.09 12:50modify580.101.085671.086411.09541
2382024.04.09 12:50modify570.101.080411.086411.09541
2392024.04.09 14:45s/l570.101.086411.086411.0954158.672842.12
2402024.04.09 14:45s/l580.101.086411.086411.095416.742848.85
2412024.04.09 14:45s/l590.101.086411.086411.09541-22.802826.05
2422024.04.10 13:00buy600.101.078380.000000.00000
2432024.04.10 13:00modify600.101.078381.068381.09338
2442024.04.12 06:50s/l600.101.068381.068381.09338-102.662723.40
2452024.04.12 07:00buy610.101.068610.000000.00000
2462024.04.12 07:00modify610.101.068611.058611.08361
2472024.04.25 17:20buy620.101.073910.000000.00000
2482024.04.25 17:20modify620.101.073911.069361.08361
2492024.04.25 17:20modify610.101.068611.069361.08361
2502024.04.26 14:33s/l610.101.069361.069361.08361-1.802721.60
2512024.04.26 14:33s/l620.101.069361.069361.08361-46.162675.44
2522024.04.26 15:00buy630.101.068280.000000.00000
2532024.04.26 15:00modify630.101.068281.058281.08328
2542024.04.29 04:50buy640.101.073650.000000.00000
2552024.04.29 04:50modify640.101.073651.069031.08328
2562024.04.29 04:50modify630.101.068281.069031.08328
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