Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
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=1; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=55; 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=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 test7242Ticks modelled154895Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit2953.61Gross profit3666.72Gross loss-713.10
Profit factor5.14Expected payoff44.08
Absolute drawdown23.10Maximal drawdown325.21 (20.09%)Relative drawdown21.47% (280.01)
Total trades67Short positions (won %)37 (72.97%)Long positions (won %)30 (60.00%)
Profit trades (% of total)45 (67.16%)Loss trades (% of total)22 (32.84%)
Largestprofit trade144.53loss trade-51.30
Averageprofit trade81.48loss trade-32.41
Maximumconsecutive wins (profit in money)13 (1030.14)consecutive losses (loss in money)4 (-117.23)
Maximalconsecutive profit (count of wins)1030.14 (13)consecutive loss (count of losses)-117.23 (4)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.05 16:00sell10.101.097820.000000.00000
22024.01.05 16:00modify10.101.097821.101821.08382
32024.01.16 04:32sell20.101.091380.000000.00000
42024.01.16 04:32modify20.101.091381.096421.08382
52024.01.16 04:32modify10.101.097821.096421.08382
62024.01.16 09:03sell30.101.089940.000000.00000
72024.01.16 09:03modify30.101.089941.093621.08382
82024.01.16 09:03sell40.101.089940.000000.00000
92024.01.16 09:03modify40.101.089941.092921.08382
102024.01.16 09:03modify20.101.091381.092921.08382
112024.01.16 09:03modify10.101.097821.092921.08382
122024.01.16 09:06modify30.101.089941.092921.08382
132024.01.23 15:20t/p10.101.083821.092921.08382144.531144.53
142024.01.23 15:20t/p20.101.083821.092921.0838277.581222.11
152024.01.23 15:20t/p30.101.083821.092921.0838263.181285.29
162024.01.23 15:20t/p40.101.083821.092921.0838263.181348.47
172024.01.23 16:00buy50.101.083400.000000.00000
182024.01.23 16:00modify50.101.083401.079401.09740
192024.01.24 09:33buy60.101.090000.000000.00000
202024.01.24 09:33modify60.101.090001.084801.09740
212024.01.24 09:33modify50.101.083401.084801.09740
222024.01.24 13:15buy70.101.091100.000000.00000
232024.01.24 13:15modify70.101.091101.087601.09740
242024.01.24 13:15buy80.101.091100.000000.00000
252024.01.24 13:15modify80.101.091101.088301.09740
262024.01.24 13:15modify60.101.090001.088301.09740
272024.01.24 13:15modify50.101.083401.088301.09740
282024.01.24 13:17modify70.101.091101.088301.09740
292024.01.24 19:20s/l50.101.088301.088301.0974048.401396.87
302024.01.24 19:20s/l60.101.088301.088301.09740-17.001379.87
312024.01.24 19:20s/l70.101.088301.088301.09740-28.001351.87
322024.01.24 19:20s/l80.101.088301.088301.09740-28.001323.87
332024.01.25 16:00buy90.101.083460.000000.00000
342024.01.25 16:00modify90.101.083461.079461.09746
352024.02.01 06:50s/l90.101.079461.079461.09746-44.231279.63
362024.02.01 17:00sell100.101.086450.000000.00000
372024.02.01 17:00modify100.101.086451.090451.07245
382024.02.02 15:10sell110.101.080120.000000.00000
392024.02.02 15:10modify110.101.080121.085051.07245
402024.02.02 15:10modify100.101.086451.085051.07245
412024.02.02 15:25sell120.101.078650.000000.00000
422024.02.02 15:25modify120.101.078651.082251.07245
432024.02.02 15:25sell130.101.078650.000000.00000
442024.02.02 15:25modify130.101.078651.081551.07245
452024.02.02 15:25modify110.101.080121.081551.07245
462024.02.02 15:25modify100.101.086451.081551.07245
472024.02.02 15:27modify120.101.078651.081551.07245
482024.02.13 13:50t/p100.101.072451.081551.07245142.831422.46
492024.02.13 13:50t/p110.101.072451.081551.0724579.251501.71
502024.02.13 13:50t/p120.101.072451.081551.0724564.551566.26
512024.02.13 13:50t/p130.101.072451.081551.0724564.551630.80
522024.02.13 14:00buy140.101.071140.000000.00000
532024.02.13 14:00modify140.101.071141.067141.08514
542024.02.15 13:46buy150.101.077570.000000.00000
552024.02.15 13:46modify150.101.077571.072541.08514
562024.02.15 13:46modify140.101.071141.072541.08514
572024.02.16 18:50buy160.101.078890.000000.00000
582024.02.16 18:50modify160.101.078891.075341.08514
592024.02.16 18:50buy170.101.078890.000000.00000
602024.02.16 18:50modify170.101.078891.076041.08514
612024.02.16 18:50modify150.101.077571.076041.08514
622024.02.16 18:50modify140.101.071141.076041.08514
632024.02.16 18:52modify160.101.078891.076041.08514
642024.02.22 07:45t/p140.101.085141.076041.08514133.341764.15
652024.02.22 07:45t/p150.101.085141.076041.0851471.471835.61
662024.02.22 07:45t/p160.101.085141.076041.0851458.871894.48
672024.02.22 07:45t/p170.101.085141.076041.0851458.871953.35
682024.04.01 16:00buy180.101.073570.000000.00000
692024.04.01 16:00modify180.101.073571.069571.08757
702024.04.03 14:10buy190.101.081310.000000.00000
712024.04.03 14:10modify190.101.081311.077771.08757
722024.04.03 14:10buy200.101.081310.000000.00000
732024.04.03 14:10modify200.101.081311.078471.08757
742024.04.03 14:10modify180.101.073571.078471.08757
752024.04.03 14:13modify190.101.081311.078471.08757
762024.04.04 13:46t/p180.101.087571.078471.08757136.972090.33
772024.04.04 13:46t/p190.101.087571.078471.0875760.792151.11
782024.04.04 13:46t/p200.101.087571.078471.0875760.792211.90
792024.04.10 13:00buy210.101.078380.000000.00000
802024.04.10 13:00modify210.101.078381.074381.09238
812024.04.10 15:20s/l210.101.074381.074381.09238-40.002171.90
822024.04.26 15:00buy220.101.068280.000000.00000
832024.04.26 15:00modify220.101.068281.064281.08228
842024.05.03 08:20buy230.101.074710.000000.00000
852024.05.03 08:20modify230.101.074711.069681.08228
862024.05.03 08:20modify220.101.068281.069681.08228
872024.05.03 14:30buy240.101.075980.000000.00000
882024.05.03 14:30modify240.101.075981.072481.08228
892024.05.03 14:30buy250.101.075980.000000.00000
902024.05.03 14:30modify250.101.075981.073181.08228
912024.05.03 14:30modify230.101.074711.073181.08228
922024.05.03 14:30modify220.101.068281.073181.08228
932024.05.03 14:32modify240.101.075981.073181.08228
942024.05.09 07:46s/l220.101.073181.073181.0822841.132213.03
952024.05.09 07:46s/l230.101.073181.073181.08228-18.932194.10
962024.05.09 07:46s/l240.101.073181.073181.08228-31.632162.47
972024.05.09 07:46s/l250.101.073181.073181.08228-31.632130.84
982024.05.31 13:00sell260.101.088020.000000.00000
992024.05.31 13:00modify260.101.088021.092021.07402
1002024.06.07 14:15sell270.101.081620.000000.00000
1012024.06.07 14:15modify270.101.081621.086621.07402
1022024.06.07 14:15modify260.101.088021.086621.07402
1032024.06.07 16:50sell280.101.080320.000000.00000
1042024.06.07 16:50modify280.101.080321.083821.07402
1052024.06.07 16:50sell290.101.080320.000000.00000
1062024.06.07 16:50modify290.101.080321.083121.07402
1072024.06.07 16:50modify270.101.081621.083121.07402
1082024.06.07 16:50modify260.101.088021.083121.07402
1092024.06.07 16:52modify280.101.080321.083121.07402
1102024.06.10 10:20t/p260.101.074021.083121.07402142.262273.11
1112024.06.10 10:20t/p270.101.074021.083121.0740276.282349.39
1122024.06.10 10:20t/p280.101.074021.083121.0740263.282412.67
1132024.06.10 10:20t/p290.101.074021.083121.0740263.282475.95
1142024.06.12 13:00sell300.101.082640.000000.00000
1152024.06.12 13:00modify300.101.082641.086641.06864
1162024.06.13 14:50sell310.101.076300.000000.00000
1172024.06.13 14:50modify310.101.076301.081241.06864
1182024.06.13 14:50modify300.101.082641.081241.06864
1192024.06.14 09:20t/p300.101.068641.081241.06864141.132617.09
1202024.06.14 09:20t/p310.101.068641.081241.0686476.882693.97
1212024.07.03 15:00sell320.101.080580.000000.00000
1222024.07.03 15:00modify320.101.080581.084581.06658
1232024.07.08 08:50s/l320.101.084581.084581.06658-38.592655.38
1242024.07.11 13:00sell330.101.088680.000000.00000
1252024.07.11 13:00modify330.101.088681.092681.07468
1262024.07.17 08:33s/l330.101.092681.092681.07468-38.872616.52
1272024.08.02 13:00sell340.101.089100.000000.00000
1282024.08.02 13:00modify340.101.089101.093101.07510
1292024.08.05 03:40s/l340.101.093101.093101.07510-39.722576.80
1302024.08.05 13:00sell350.101.099100.000000.00000
1312024.08.05 13:00modify350.101.099101.103101.08510
1322024.08.06 07:45sell360.101.092800.000000.00000
1332024.08.06 07:45modify360.101.092801.097701.08510
1342024.08.06 07:45modify350.101.099101.097701.08510
1352024.08.06 09:16sell370.101.091330.000000.00000
1362024.08.06 09:16modify370.101.091331.094901.08510
1372024.08.06 09:16sell380.101.091330.000000.00000
1382024.08.06 09:16modify380.101.091331.094201.08510
1392024.08.06 09:16modify360.101.092801.094201.08510
1402024.08.06 09:16modify350.101.099101.094201.08510
1412024.08.06 09:20modify370.101.091331.094201.08510
1422024.08.08 06:02s/l350.101.094201.094201.0851050.412627.21
1432024.08.08 06:02s/l360.101.094201.094201.08510-12.872614.35
1442024.08.08 06:02s/l370.101.094201.094201.08510-27.572586.78
1452024.08.08 06:02s/l380.101.094201.094201.08510-27.572559.21
1462024.08.08 14:00buy390.101.089610.000000.00000
1472024.08.08 14:00modify390.101.089611.085611.10361
1482024.08.13 13:40buy400.101.095970.000000.00000
1492024.08.13 13:40modify400.101.095971.091011.10361
1502024.08.13 13:40modify390.101.089611.091011.10361
1512024.08.13 16:45buy410.101.097310.000000.00000
1522024.08.13 16:45modify410.101.097311.093811.10361
1532024.08.13 16:45buy420.101.097310.000000.00000
1542024.08.13 16:45modify420.101.097311.094511.10361
1552024.08.13 16:45modify400.101.095971.094511.10361
1562024.08.13 16:45modify390.101.089611.094511.10361
1572024.08.13 16:47modify410.101.097311.094511.10361
1582024.08.14 13:20t/p390.101.103611.094511.10361137.582696.79
1592024.08.14 13:20t/p400.101.103611.094511.1036175.802772.59
1602024.08.14 13:20t/p410.101.103611.094511.1036162.402834.98
1612024.08.14 13:20t/p420.101.103611.094511.1036162.402897.38
1622024.08.15 13:00buy430.101.095940.000000.00000
1632024.08.15 13:00modify430.101.095941.091941.10994
1642024.08.16 18:46buy440.101.102440.000000.00000
1652024.08.16 18:46modify440.101.102441.097341.10994
1662024.08.16 18:46modify430.101.095941.097341.10994
1672024.08.18 22:20buy450.101.103700.000000.00000
1682024.08.18 22:20modify450.101.103701.100141.10994
1692024.08.18 22:20buy460.101.103700.000000.00000
1702024.08.18 22:20modify460.101.103701.100841.10994
1712024.08.18 22:20modify440.101.102441.100841.10994
1722024.08.18 22:20modify430.101.095941.100841.10994
1732024.08.18 22:22modify450.101.103701.100841.10994
1742024.08.20 13:02t/p430.101.109941.100841.10994138.193035.56
1752024.08.20 13:02t/p440.101.109941.100841.1099473.793109.35
1762024.08.20 13:02t/p450.101.109941.100841.1099461.193170.54
1772024.08.20 13:02t/p460.101.109941.100841.1099461.193231.73
1782024.08.23 15:00sell470.101.117470.000000.00000
1792024.08.23 15:00modify470.101.117471.121471.10347
1802024.08.28 12:20sell480.101.110940.000000.00000
1812024.08.28 12:20modify480.101.110941.116071.10347
1822024.08.28 12:20modify470.101.117471.116071.10347
1832024.08.29 09:52sell490.101.109740.000000.00000
1842024.08.29 09:52modify490.101.109741.113271.10347
1852024.08.29 09:52sell500.101.109740.000000.00000
1862024.08.29 09:52modify500.101.109741.112571.10347
1872024.08.29 09:52modify480.101.110941.112571.10347
1882024.08.29 09:52modify470.101.117471.112571.10347
1892024.08.29 09:55modify490.101.109741.112571.10347
1902024.09.03 17:40t/p470.101.103471.112571.10347142.553374.28
1912024.09.03 17:40t/p480.101.103471.112571.1034776.403450.68
1922024.09.03 17:40t/p490.101.103471.112571.1034763.553514.22
1932024.09.03 17:40t/p500.101.103471.112571.1034763.553577.77
1942024.09.25 17:00buy510.101.113740.000000.00000
1952024.09.25 17:00modify510.101.113741.109741.12774
1962024.09.27 12:59buy520.101.120270.000000.00000
1972024.09.27 12:59modify520.101.120271.115141.12774
1982024.09.27 12:59modify510.101.113741.115141.12774
1992024.09.27 16:20s/l510.101.115141.115141.1277411.583589.35
2002024.09.27 16:20s/l520.101.115141.115141.12774-51.303538.05
2012024.10.04 13:00buy530.101.096380.000000.00000
2022024.10.04 13:00modify530.101.096381.092381.11038
2032024.10.10 12:32s/l530.101.092381.092381.11038-43.633494.42
2042024.11.07 15:00sell540.101.080910.000000.00000
2052024.11.07 15:00modify540.101.080911.084911.06691
2062024.11.08 13:50sell550.101.074450.000000.00000
2072024.11.08 13:50modify550.101.074451.079511.06691
2082024.11.08 13:50modify540.101.080911.079511.06691
2092024.11.08 16:27sell560.101.072930.000000.00000
2102024.11.08 16:27modify560.101.072931.076711.06691
2112024.11.08 16:27sell570.101.072930.000000.00000
2122024.11.08 16:27modify570.101.072931.076011.06691
2132024.11.08 16:27modify550.101.074451.076011.06691
2142024.11.08 16:27modify540.101.080911.076011.06691
2152024.11.08 16:30modify560.101.072931.076011.06691
2162024.11.11 11:10t/p540.101.066911.076011.06691140.573634.99
2172024.11.11 11:10t/p550.101.066911.076011.0669175.683710.67
2182024.11.11 11:10t/p560.101.066911.076011.0669160.483771.16
2192024.11.11 11:10t/p570.101.066911.076011.0669160.483831.64
2202024.11.21 17:00buy580.101.047710.000000.00000
2212024.11.21 17:00modify580.101.047711.043711.06171
2222024.11.22 09:02s/l580.101.043711.043711.06171-40.603791.03
2232024.11.27 14:00sell590.101.057270.000000.00000
2242024.11.27 14:00modify590.101.057271.061271.04327
2252024.12.02 07:20sell600.101.050700.000000.00000
2262024.12.02 07:20modify600.101.050701.055871.04327
2272024.12.02 07:20modify590.101.057271.055871.04327
2282024.12.02 12:50sell610.101.049500.000000.00000
2292024.12.02 12:50modify610.101.049501.053071.04327
2302024.12.02 12:50sell620.101.049500.000000.00000
2312024.12.02 12:50modify620.101.049501.052371.04327
2322024.12.02 12:50modify600.101.050701.052371.04327
2332024.12.02 12:50modify590.101.057271.052371.04327
2342024.12.02 12:52modify610.101.049501.052371.04327
2352024.12.03 08:40s/l590.101.052371.052371.0432750.703841.73
2362024.12.03 08:40s/l600.101.052371.052371.04327-16.423825.31
2372024.12.03 08:40s/l610.101.052371.052371.04327-28.423796.90
2382024.12.03 08:40s/l620.101.052371.052371.04327-28.423768.48
2392024.12.05 15:00sell630.101.057530.000000.00000
2402024.12.05 15:00modify630.101.057531.061531.04353
2412024.12.06 13:45s/l630.101.061531.061531.04353-39.723728.76
2422024.12.13 13:00sell640.101.051610.000000.00000
2432024.12.13 13:00modify640.101.051611.055611.03761
2442024.12.18 19:10sell650.101.043810.000000.00000
2452024.12.18 19:10modify650.101.043811.047411.03761
2462024.12.18 19:10sell660.101.043810.000000.00000
2472024.12.18 19:10modify660.101.043811.046711.03761
2482024.12.18 19:10modify640.101.051611.046711.03761
2492024.12.18 19:13modify650.101.043811.046711.03761
2502024.12.18 20:10t/p640.101.037611.046711.03761140.853869.61
2512024.12.18 20:10t/p650.101.037611.046711.0376162.003931.61
2522024.12.18 20:10t/p660.101.037611.046711.0376162.003993.61
2532024.12.31 16:00buy670.101.035780.000000.00000
2542024.12.31 16:00modify670.101.035781.031781.04978
2552024.12.31 21:59s/l670.101.031781.031781.04978-40.003953.61