Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURAUD (Euro vs Australian Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 modelled158286Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread40
Total net profit841.73Gross profit1461.65Gross loss-619.92
Profit factor2.36Expected payoff12.95
Absolute drawdown214.72Maximal drawdown498.32 (38.82%)Relative drawdown38.82% (498.32)
Total trades65Short positions (won %)35 (60.00%)Long positions (won %)30 (60.00%)
Profit trades (% of total)39 (60.00%)Loss trades (% of total)26 (40.00%)
Largestprofit trade82.39loss trade-87.74
Averageprofit trade37.48loss trade-23.84
Maximumconsecutive wins (profit in money)13 (538.71)consecutive losses (loss in money)4 (-147.86)
Maximalconsecutive profit (count of wins)538.71 (13)consecutive loss (count of losses)-147.86 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.02.28 06:00sell10.101.661510.000000.00000
22024.02.28 06:00modify10.101.661511.675511.64851
32024.03.07 03:50sell20.101.655620.000000.00000
42024.03.07 03:50modify20.101.655621.660861.64851
52024.03.07 03:50modify10.101.661511.660861.64851
62024.03.07 07:45sell30.101.654070.000000.00000
72024.03.07 07:45modify30.101.654071.656311.64851
82024.03.07 07:45modify20.101.655621.656311.64851
92024.03.07 07:45modify10.101.661511.656311.64851
102024.03.07 08:37sell40.101.651670.000000.00000
112024.03.07 08:37modify40.101.651671.656961.64851
122024.03.07 08:37modify30.101.654071.656961.64851
132024.03.07 08:37modify20.101.655621.656961.64851
142024.03.07 08:37modify10.101.661511.656961.64851
152024.03.07 13:15t/p10.101.648511.656961.6485182.391082.39
162024.03.07 13:15t/p20.101.648511.656961.6485144.001126.39
172024.03.07 13:15t/p30.101.648511.656961.6485134.411160.80
182024.03.07 13:15t/p40.101.648511.656961.6485119.561180.36
192024.03.11 04:00sell50.101.654750.000000.00000
202024.03.11 04:00modify50.101.654751.668751.64175
212024.03.12 12:55sell60.101.648710.000000.00000
222024.03.12 12:55modify60.101.648711.654101.64175
232024.03.12 12:55modify50.101.654751.654101.64175
242024.03.12 13:16s/l50.101.654101.654101.641754.211184.58
252024.03.12 13:16s/l60.101.654101.654101.64175-33.361151.22
262024.03.21 07:00buy70.101.650770.000000.00000
272024.03.21 07:00modify70.101.650771.636771.66377
282024.03.22 01:59buy80.101.656910.000000.00000
292024.03.22 01:59modify80.101.656911.651421.66377
302024.03.22 01:59modify70.101.650771.651421.66377
312024.03.22 02:10buy90.101.658110.000000.00000
322024.03.22 02:10modify90.101.658111.655971.66377
332024.03.22 02:10modify80.101.656911.655971.66377
342024.03.22 02:10modify70.101.650771.655971.66377
352024.03.22 03:55buy100.101.660720.000000.00000
362024.03.22 03:55modify100.101.660721.655321.66377
372024.03.22 03:55modify90.101.658111.655321.66377
382024.03.22 03:55modify80.101.656911.655321.66377
392024.03.22 03:55modify70.101.650771.655321.66377
402024.03.25 01:20s/l70.101.655321.655321.6637727.031178.25
412024.03.25 01:20s/l80.101.655321.655321.66377-10.401167.85
422024.03.25 01:20s/l90.101.655321.655321.66377-17.831150.02
432024.03.25 01:20s/l100.101.655321.655321.66377-33.971116.05
442024.04.16 03:00sell110.101.653680.000000.00000
452024.04.16 03:00modify110.101.653681.667681.64068
462024.04.19 01:50s/l110.101.667681.667681.64068-85.661030.39
472024.04.23 09:00sell120.101.655710.000000.00000
482024.04.23 09:00modify120.101.655711.669711.64271
492024.04.23 14:37sell130.101.649740.000000.00000
502024.04.23 14:37modify130.101.649741.655061.64271
512024.04.23 14:37modify120.101.655711.655061.64271
522024.04.23 21:07sell140.101.648480.000000.00000
532024.04.23 21:07modify140.101.648481.650511.64271
542024.04.23 21:07modify130.101.649741.650511.64271
552024.04.23 21:07modify120.101.655711.650511.64271
562024.04.23 21:37s/l120.101.650511.650511.6427132.181062.57
572024.04.23 21:37s/l130.101.650511.650511.64271-4.761057.81
582024.04.23 21:37s/l140.101.650511.650511.64271-12.561045.25
592024.04.24 03:00buy150.101.642910.000000.00000
602024.04.24 03:00modify150.101.642911.628911.65591
612024.04.25 14:02buy160.101.648780.000000.00000
622024.04.25 14:02modify160.101.648781.643561.65591
632024.04.25 14:02modify150.101.642911.643561.65591
642024.04.26 00:20s/l150.101.643561.643561.655911.791047.04
652024.04.26 00:20s/l160.101.643561.643561.65591-32.851014.19
662024.04.26 08:00buy170.101.640240.000000.00000
672024.04.26 08:00modify170.101.640241.626241.65324
682024.04.30 12:55buy180.101.646230.000000.00000
692024.04.30 12:55modify180.101.646231.640891.65324
702024.04.30 12:55modify170.101.640241.640891.65324
712024.04.30 13:40buy190.101.647440.000000.00000
722024.04.30 13:40modify190.101.647441.645441.65324
732024.04.30 13:40modify180.101.646231.645441.65324
742024.04.30 13:40modify170.101.640241.645441.65324
752024.04.30 14:50s/l170.101.645441.645441.6532431.061045.25
762024.04.30 14:50s/l180.101.645441.645441.65324-4.891040.36
772024.04.30 14:50s/l190.101.645441.645441.65324-12.371027.99
782024.05.21 06:00sell200.101.630880.000000.00000
792024.05.21 06:00modify200.101.630881.644881.61788
802024.05.22 02:20sell210.101.624770.000000.00000
812024.05.22 02:20modify210.101.624771.630231.61788
822024.05.22 02:20modify200.101.630881.630231.61788
832024.05.22 06:40s/l200.101.630231.630231.617884.211032.20
842024.05.22 06:40s/l210.101.630231.630231.61788-33.79998.41
852024.06.10 07:00buy220.101.631480.000000.00000
862024.06.10 07:00modify220.101.631481.617481.64448
872024.06.12 13:20s/l220.101.617481.617481.64448-87.74910.67
882024.06.25 08:00buy230.101.609280.000000.00000
892024.06.25 08:00modify230.101.609281.595281.62228
902024.07.02 01:10buy240.101.615310.000000.00000
912024.07.02 01:10modify240.101.615311.609931.62228
922024.07.02 01:10modify230.101.609281.609931.62228
932024.07.02 03:57buy250.101.616440.000000.00000
942024.07.02 03:57modify250.101.616441.614481.62228
952024.07.02 03:57modify240.101.615311.614481.62228
962024.07.02 03:57modify230.101.609281.614481.62228
972024.07.02 05:32s/l230.101.614481.614481.6222828.25938.93
982024.07.02 05:32s/l240.101.614481.614481.62228-5.13933.80
992024.07.02 05:32s/l250.101.614481.614481.62228-12.12921.68
1002024.07.16 06:00sell260.101.615580.000000.00000
1012024.07.16 06:00modify260.101.615581.629581.60258
1022024.07.22 01:40s/l260.101.629581.629581.60258-85.46836.21
1032024.07.25 06:00sell270.101.656450.000000.00000
1042024.07.25 06:00modify270.101.656451.670451.64345
1052024.07.29 22:45sell280.101.650500.000000.00000
1062024.07.29 22:45modify280.101.650501.655801.64345
1072024.07.29 22:45modify270.101.656451.655801.64345
1082024.07.30 07:07sell290.101.649200.000000.00000
1092024.07.30 07:07modify290.101.649201.651251.64345
1102024.07.30 07:07modify280.101.650501.651251.64345
1112024.07.30 07:07modify270.101.656451.651251.64345
1122024.07.30 07:20s/l270.101.651251.651251.6434532.76868.97
1132024.07.30 07:20s/l280.101.651251.651251.64345-4.45864.53
1142024.07.30 07:20s/l290.101.651251.651251.64345-12.69851.84
1152024.07.31 04:00sell300.101.665300.000000.00000
1162024.07.31 04:00modify300.101.665301.679301.65230
1172024.07.31 14:10sell310.101.659260.000000.00000
1182024.07.31 14:10modify310.101.659261.664651.65230
1192024.07.31 14:10modify300.101.665301.664651.65230
1202024.07.31 14:35sell320.101.658070.000000.00000
1212024.07.31 14:35modify320.101.658071.660101.65230
1222024.07.31 14:35modify310.101.659261.660101.65230
1232024.07.31 14:35modify300.101.665301.660101.65230
1242024.08.01 00:56sell330.101.655290.000000.00000
1252024.08.01 00:56modify330.101.655291.660751.65230
1262024.08.01 00:56modify320.101.658071.660751.65230
1272024.08.01 00:56modify310.101.659261.660751.65230
1282024.08.01 00:56modify300.101.665301.660751.65230
1292024.08.01 09:50t/p300.101.652301.660751.6523081.02932.86
1302024.08.01 09:50t/p310.101.652301.660751.6523043.65976.51
1312024.08.01 09:50t/p320.101.652301.660751.6523036.281012.80
1322024.08.01 09:50t/p330.101.652301.660751.6523018.501031.30
1332024.08.07 05:00buy340.101.664410.000000.00000
1342024.08.07 05:00modify340.101.664411.650411.67741
1352024.08.07 17:10buy350.101.670430.000000.00000
1362024.08.07 17:10modify350.101.670431.665061.67741
1372024.08.07 17:10modify340.101.664411.665061.67741
1382024.08.07 17:25buy360.101.671760.000000.00000
1392024.08.07 17:25modify360.101.671761.669611.67741
1402024.08.07 17:25modify350.101.670431.669611.67741
1412024.08.07 17:25modify340.101.664411.669611.67741
1422024.08.07 18:15buy370.101.674300.000000.00000
1432024.08.07 18:15modify370.101.674301.668961.67741
1442024.08.07 18:15modify360.101.671761.668961.67741
1452024.08.07 18:15modify350.101.670431.668961.67741
1462024.08.07 18:15modify340.101.664411.668961.67741
1472024.08.07 23:15t/p340.101.677411.668961.6774180.441111.74
1482024.08.07 23:15t/p350.101.677411.668961.6774143.191154.93
1492024.08.07 23:15t/p360.101.677411.668961.6774134.961189.89
1502024.08.07 23:15t/p370.101.677411.668961.6774119.251209.14
1512024.08.13 09:00buy380.101.654570.000000.00000
1522024.08.13 09:00modify380.101.654571.640571.66757
1532024.08.14 03:27buy390.101.660520.000000.00000
1542024.08.14 03:27modify390.101.660521.655221.66757
1552024.08.14 03:27modify380.101.654571.655221.66757
1562024.08.14 08:40buy400.101.661960.000000.00000
1572024.08.14 08:40modify400.101.661961.659771.66757
1582024.08.14 08:40modify390.101.660521.659771.66757
1592024.08.14 08:40modify380.101.654571.659771.66757
1602024.08.14 11:50buy410.101.664380.000000.00000
1612024.08.14 11:50modify410.101.664381.659121.66757
1622024.08.14 11:50modify400.101.661961.659121.66757
1632024.08.14 11:50modify390.101.660521.659121.66757
1642024.08.14 11:50modify380.101.654571.659121.66757
1652024.08.14 13:50t/p380.101.667571.659121.6675779.881289.02
1662024.08.14 13:50t/p390.101.667571.659121.6675743.621332.64
1672024.08.14 13:50t/p400.101.667571.659121.6675734.711367.35
1682024.08.14 13:50t/p410.101.667571.659121.6675719.741387.09
1692024.09.12 00:00buy420.101.649930.000000.00000
1702024.09.12 00:00modify420.101.649931.635931.66293
1712024.09.13 11:10buy430.101.655860.000000.00000
1722024.09.13 11:10modify430.101.655861.650581.66293
1732024.09.13 11:10modify420.101.649931.650581.66293
1742024.09.13 14:20s/l420.101.650581.650581.662933.461390.55
1752024.09.13 14:20s/l430.101.650581.650581.66293-32.671357.88
1762024.09.20 02:00sell440.101.639560.000000.00000
1772024.09.20 02:00modify440.101.639561.653561.62656
1782024.09.23 04:40sell450.101.633580.000000.00000
1792024.09.23 04:40modify450.101.633581.638911.62656
1802024.09.23 04:40modify440.101.639561.638911.62656
1812024.09.23 08:40sell460.101.629760.000000.00000
1822024.09.23 08:40modify460.101.629761.635011.62656
1832024.09.23 08:40modify450.101.633581.635011.62656
1842024.09.23 08:40modify440.101.639561.635011.62656
1852024.09.23 12:50t/p440.101.626561.635011.6265680.631438.51
1862024.09.23 12:50t/p450.101.626561.635011.6265643.441481.95
1872024.09.23 12:50t/p460.101.626561.635011.6265619.801501.75
1882024.10.16 01:00sell470.101.629490.000000.00000
1892024.10.16 01:00modify470.101.629491.643491.61649
1902024.10.17 00:46sell480.101.622160.000000.00000
1912024.10.17 00:46modify480.101.622161.624291.61649
1922024.10.17 00:46modify470.101.629491.624291.61649
1932024.10.17 00:56s/l470.101.624291.624291.6164932.761534.51
1942024.10.17 00:56s/l480.101.624291.624291.61649-13.181521.33
1952024.10.30 05:00sell490.101.653090.000000.00000
1962024.10.30 05:00modify490.101.653091.667091.64009
1972024.10.30 08:45sell500.101.647190.000000.00000
1982024.10.30 08:45modify500.101.647191.652441.64009
1992024.10.30 08:45modify490.101.653091.652441.64009
2002024.10.30 11:59sell510.101.645900.000000.00000
2012024.10.30 11:59modify510.101.645901.647891.64009
2022024.10.30 11:59modify500.101.647191.647891.64009
2032024.10.30 11:59modify490.101.653091.647891.64009
2042024.10.30 13:32s/l490.101.647891.647891.6400932.181553.51
2052024.10.30 13:32s/l500.101.647891.647891.64009-4.331549.18
2062024.10.30 13:32s/l510.101.647891.647891.64009-12.321536.86
2072024.11.12 04:00sell520.101.623570.000000.00000
2082024.11.12 04:00modify520.101.623571.637571.61057
2092024.11.21 03:50sell530.101.617660.000000.00000
2102024.11.21 03:50modify530.101.617661.622921.61057
2112024.11.21 03:50modify520.101.623571.622921.61057
2122024.11.21 07:37sell540.101.616320.000000.00000
2132024.11.21 07:37modify540.101.616321.618371.61057
2142024.11.21 07:37modify530.101.617661.618371.61057
2152024.11.21 07:37modify520.101.623571.618371.61057
2162024.11.21 07:50s/l520.101.618371.618371.6105734.311571.17
2172024.11.21 07:50s/l530.101.618371.618371.61057-4.401566.77
2182024.11.21 07:50s/l540.101.618371.618371.61057-12.691554.08
2192024.12.02 09:00buy550.101.616930.000000.00000
2202024.12.02 09:00modify550.101.616931.602931.62993
2212024.12.02 12:20buy560.101.622900.000000.00000
2222024.12.02 12:20modify560.101.622901.617581.62993
2232024.12.02 12:20modify550.101.616931.617581.62993
2242024.12.02 13:45buy570.101.624170.000000.00000
2252024.12.02 13:45modify570.101.624171.622131.62993
2262024.12.02 13:45modify560.101.622901.622131.62993
2272024.12.02 13:45modify550.101.616931.622131.62993
2282024.12.02 14:37s/l550.101.622131.622131.6299332.171586.25
2292024.12.02 14:37s/l560.101.622131.622131.62993-4.761581.49
2302024.12.02 14:37s/l570.101.622131.622131.62993-12.621568.87
2312024.12.11 01:00sell580.101.651650.000000.00000
2322024.12.11 01:00modify580.101.651651.665651.63865
2332024.12.11 22:07sell590.101.645700.000000.00000
2342024.12.11 22:07modify590.101.645701.651001.63865
2352024.12.11 22:07modify580.101.651651.651001.63865
2362024.12.12 00:30t/p580.101.638651.651001.6386581.031649.90
2372024.12.12 00:30t/p590.101.638651.651001.6386544.211694.11
2382024.12.12 03:00buy600.101.639790.000000.00000
2392024.12.12 03:00modify600.101.639791.625791.65279
2402024.12.12 15:15buy610.101.645680.000000.00000
2412024.12.12 15:15modify610.101.645681.640441.65279
2422024.12.12 15:15modify600.101.639791.640441.65279
2432024.12.13 09:45buy620.101.647160.000000.00000
2442024.12.13 09:45modify620.101.647161.644991.65279
2452024.12.13 09:45modify610.101.645681.644991.65279
2462024.12.13 09:45modify600.101.639791.644991.65279
2472024.12.13 13:20buy630.101.649550.000000.00000
2482024.12.13 13:20modify630.101.649551.644341.65279
2492024.12.13 13:20modify620.101.647161.644341.65279
2502024.12.13 13:20modify610.101.645681.644341.65279
2512024.12.13 13:20modify600.101.639791.644341.65279
2522024.12.16 15:37t/p600.101.652791.644341.6527979.311773.43
2532024.12.16 15:37t/p610.101.652791.644341.6527942.871816.30
2542024.12.16 15:37t/p620.101.652791.644341.6527934.271850.57
2552024.12.16 15:37t/p630.101.652791.644341.6527919.481870.05
2562024.12.18 06:00sell640.101.663440.000000.00000
2572024.12.18 06:00modify640.101.663441.677441.65044
2582024.12.19 17:12sell650.101.657470.000000.00000
2592024.12.19 17:12modify650.101.657471.662791.65044
2602024.12.19 17:12modify640.101.663441.662791.65044
2612024.12.19 23:33s/l640.101.662791.662791.650444.601874.65
2622024.12.19 23:33s/l650.101.662791.662791.65044-32.921841.73