Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:00 (2024.03.01 - 2025.03.01)
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=150; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 test7215Ticks modelled154521Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit3227.26Gross profit4952.96Gross loss-1725.69
Profit factor2.87Expected payoff27.35
Absolute drawdown105.78Maximal drawdown637.42 (16.03%)Relative drawdown25.34% (342.04)
Total trades118Short positions (won %)55 (70.91%)Long positions (won %)63 (55.56%)
Profit trades (% of total)74 (62.71%)Loss trades (% of total)44 (37.29%)
Largestprofit trade154.77loss trade-153.80
Averageprofit trade66.93loss trade-39.22
Maximumconsecutive wins (profit in money)13 (1065.55)consecutive losses (loss in money)2 (-201.70)
Maximalconsecutive profit (count of wins)1065.55 (13)consecutive loss (count of losses)-201.70 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.03.06 11:00sell10.101.087730.000000.00000
22024.03.06 11:00modify10.101.087731.102731.07273
32024.03.22 07:20sell20.101.082300.000000.00000
42024.03.22 07:20modify20.101.082301.086981.07273
52024.03.22 07:20modify10.101.087731.086981.07273
62024.03.28 08:15sell30.101.079420.000000.00000
72024.03.28 08:15modify30.101.079421.083231.07273
82024.03.28 08:15modify20.101.082301.083231.07273
92024.03.28 08:15modify10.101.087731.083231.07273
102024.04.01 14:10sell40.101.075440.000000.00000
112024.04.01 14:10modify40.101.075441.080231.07273
122024.04.01 14:10modify30.101.079421.080231.07273
132024.04.01 14:10modify20.101.082301.080231.07273
142024.04.01 14:10modify10.101.087731.080231.07273
152024.04.03 14:03s/l10.101.080231.080231.0727382.861082.86
162024.04.03 14:03s/l20.101.080231.080231.0727323.511106.36
172024.04.03 14:03s/l30.101.080231.080231.07273-6.981099.39
182024.04.03 14:03s/l40.101.080231.080231.07273-47.341052.05
192024.04.04 03:00sell50.101.084280.000000.00000
202024.04.04 03:00modify50.101.084281.099281.06928
212024.04.10 13:45sell60.101.075840.000000.00000
222024.04.10 13:45modify60.101.075841.079781.06928
232024.04.10 13:45modify50.101.084281.079781.06928
242024.04.11 12:15sell70.101.072140.000000.00000
252024.04.11 12:15modify70.101.072141.076781.06928
262024.04.11 12:15modify60.101.075841.076781.06928
272024.04.11 12:15modify50.101.084281.076781.06928
282024.04.12 06:45t/p50.101.069281.076781.06928152.241204.29
292024.04.12 06:45t/p60.101.069281.076781.0692866.721271.01
302024.04.12 06:45t/p70.101.069281.076781.0692828.881299.89
312024.04.12 07:00buy80.101.068610.000000.00000
322024.04.12 07:00modify80.101.068611.053611.08361
332024.04.25 17:20buy90.101.073910.000000.00000
342024.04.25 17:20modify90.101.073911.069361.08361
352024.04.25 17:20modify80.101.068611.069361.08361
362024.04.26 14:33s/l80.101.069361.069361.08361-3.131296.76
372024.04.26 14:33s/l90.101.069361.069361.08361-46.261250.50
382024.05.01 03:00buy100.101.066170.000000.00000
392024.05.01 03:00modify100.101.066171.051171.08117
402024.05.01 20:25buy110.101.071660.000000.00000
412024.05.01 20:25modify110.101.071661.066921.08117
422024.05.01 20:25modify100.101.066171.066921.08117
432024.05.03 08:20buy120.101.074710.000000.00000
442024.05.03 08:20modify120.101.074711.070671.08117
452024.05.03 08:20modify110.101.071661.070671.08117
462024.05.03 08:20modify100.101.066171.070671.08117
472024.05.03 12:40buy130.101.078180.000000.00000
482024.05.03 12:40modify130.101.078181.073671.08117
492024.05.03 12:40modify120.101.074711.073671.08117
502024.05.03 12:40modify110.101.071661.073671.08117
512024.05.03 12:40modify100.101.066171.073671.08117
522024.05.03 12:50t/p100.101.081171.073671.08117146.961397.47
532024.05.03 12:50t/p110.101.081171.073671.0811792.061489.53
542024.05.03 12:50t/p120.101.081171.073671.0811764.601554.13
552024.05.03 12:50t/p130.101.081171.073671.0811729.901584.03
562024.05.03 13:00sell140.101.079370.000000.00000
572024.05.03 13:00modify140.101.079371.094371.06437
582024.05.08 01:50sell150.101.074020.000000.00000
592024.05.08 01:50modify150.101.074021.078621.06437
602024.05.08 01:50modify140.101.079371.078621.06437
612024.05.09 19:45s/l140.101.078621.078621.064379.181593.21
622024.05.09 19:45s/l150.101.078621.078621.06437-45.161548.06
632024.05.13 13:00sell160.101.079820.000000.00000
642024.05.13 13:00modify160.101.079821.094821.06482
652024.06.10 09:45sell170.101.074560.000000.00000
662024.06.10 09:45modify170.101.074561.079071.06482
672024.06.10 09:45modify160.101.079821.079071.06482
682024.06.12 12:40s/l160.101.079071.079071.0648215.921563.97
692024.06.12 12:40s/l170.101.079071.079071.06482-44.541519.43
702024.06.12 13:00sell180.101.082640.000000.00000
712024.06.12 13:00modify180.101.082641.097641.06764
722024.06.13 14:20sell190.101.077190.000000.00000
732024.06.13 14:20modify190.101.077191.081891.06764
742024.06.13 14:20modify180.101.082641.081891.06764
752024.06.13 16:20sell200.101.074090.000000.00000
762024.06.13 16:20modify200.101.074091.078141.06764
772024.06.13 16:20modify190.101.077191.078141.06764
782024.06.13 16:20modify180.101.082641.078141.06764
792024.06.14 07:50sell210.101.070600.000000.00000
802024.06.14 07:50modify210.101.070601.075141.06764
812024.06.14 07:50modify200.101.074091.075141.06764
822024.06.14 07:50modify190.101.077191.075141.06764
832024.06.14 07:50modify180.101.082641.075141.06764
842024.06.14 09:32t/p180.101.067641.075141.06764151.121670.56
852024.06.14 09:32t/p190.101.067641.075141.0676495.781766.34
862024.06.14 09:32t/p200.101.067641.075141.0676464.781831.12
872024.06.14 09:32t/p210.101.067641.075141.0676429.601860.72
882024.06.14 14:00buy220.101.067200.000000.00000
892024.06.14 14:00modify220.101.067201.052201.08220
902024.06.17 15:15buy230.101.072510.000000.00000
912024.06.17 15:15modify230.101.072511.067951.08220
922024.06.17 15:15modify220.101.067201.067951.08220
932024.06.18 14:42buy240.101.075620.000000.00000
942024.06.18 14:42modify240.101.075621.071701.08220
952024.06.18 14:42modify230.101.072511.071701.08220
962024.06.18 14:42modify220.101.067201.071701.08220
972024.06.20 08:10s/l220.101.071701.071701.0822040.441901.16
982024.06.20 08:10s/l230.101.071701.071701.08220-11.901889.27
992024.06.20 08:10s/l240.101.071701.071701.08220-42.241847.03
1002024.06.21 08:00buy250.101.068060.000000.00000
1012024.06.21 08:00modify250.101.068061.053061.08306
1022024.06.24 10:50buy260.101.073370.000000.00000
1032024.06.24 10:50modify260.101.073371.068811.08306
1042024.06.24 10:50modify250.101.068061.068811.08306
1052024.06.26 07:20s/l250.101.068811.068811.083065.221852.25
1062024.06.26 07:20s/l260.101.068811.068811.08306-47.121805.13
1072024.06.26 10:00buy270.101.069190.000000.00000
1082024.06.26 10:00modify270.101.069191.054191.08419
1092024.06.30 21:00buy280.101.074680.000000.00000
1102024.06.30 21:00modify280.101.074681.069941.08419
1112024.06.30 21:00modify270.101.069191.069941.08419
1122024.07.01 06:42buy290.101.077520.000000.00000
1132024.07.01 06:42modify290.101.077521.073691.08419
1142024.07.01 06:42modify280.101.074681.073691.08419
1152024.07.01 06:42modify270.101.069191.073691.08419
1162024.07.01 14:45s/l270.101.073691.073691.0841941.201846.34
1172024.07.01 14:45s/l280.101.073691.073691.08419-10.661835.68
1182024.07.01 14:45s/l290.101.073691.073691.08419-38.301797.38
1192024.07.02 10:00buy300.101.071390.000000.00000
1202024.07.02 10:00modify300.101.071391.056391.08639
1212024.07.03 08:37buy310.101.076650.000000.00000
1222024.07.03 08:37modify310.101.076651.072141.08639
1232024.07.03 08:37modify300.101.071391.072141.08639
1242024.07.03 14:05buy320.101.079660.000000.00000
1252024.07.03 14:05modify320.101.079661.075891.08639
1262024.07.03 14:05modify310.101.076651.075891.08639
1272024.07.03 14:05modify300.101.071391.075891.08639
1282024.07.05 10:02buy330.101.083420.000000.00000
1292024.07.05 10:02modify330.101.083421.078891.08639
1302024.07.05 10:02modify320.101.079661.078891.08639
1312024.07.05 10:02modify310.101.076651.078891.08639
1322024.07.05 10:02modify300.101.071391.078891.08639
1332024.07.11 12:40t/p300.101.086391.078891.08639141.651939.02
1342024.07.11 12:40t/p310.101.086391.078891.0863989.812028.83
1352024.07.11 12:40t/p320.101.086391.078891.0863959.712088.54
1362024.07.11 12:40t/p330.101.086391.078891.0863925.142113.68
1372024.07.17 09:00sell340.101.094160.000000.00000
1382024.07.17 09:00modify340.101.094161.109161.07916
1392024.07.19 01:45sell350.101.088810.000000.00000
1402024.07.19 01:45modify350.101.088811.093411.07916
1412024.07.19 01:45modify340.101.094161.093411.07916
1422024.07.23 10:20sell360.101.085680.000000.00000
1432024.07.23 10:20modify360.101.085681.089661.07916
1442024.07.23 10:20modify350.101.088811.089661.07916
1452024.07.23 10:20modify340.101.094161.089661.07916
1462024.07.29 15:13sell370.101.082080.000000.00000
1472024.07.29 15:13modify370.101.082081.086661.07916
1482024.07.29 15:13modify360.101.085681.086661.07916
1492024.07.29 15:13modify350.101.088811.086661.07916
1502024.07.29 15:13modify340.101.094161.086661.07916
1512024.08.01 08:20t/p340.101.079161.086661.07916154.772268.45
1522024.08.01 08:20t/p350.101.079161.086661.07916100.152368.60
1532024.08.01 08:20t/p360.101.079161.086661.0791668.292436.89
1542024.08.01 08:20t/p370.101.079161.086661.0791630.602467.49
1552024.08.01 09:00buy380.101.078720.000000.00000
1562024.08.01 09:00modify380.101.078721.063721.09372
1572024.08.02 11:37buy390.101.084020.000000.00000
1582024.08.02 11:37modify390.101.084021.079471.09372
1592024.08.02 11:37modify380.101.078721.079471.09372
1602024.08.02 13:50buy400.101.090940.000000.00000
1612024.08.02 13:50modify400.101.090941.086221.09372
1622024.08.02 13:50modify390.101.084021.086221.09372
1632024.08.02 13:50modify380.101.078721.086221.09372
1642024.08.05 04:20t/p380.101.093721.086221.09372148.482615.97
1652024.08.05 04:20t/p390.101.093721.086221.0937296.242712.21
1662024.08.05 04:20t/p400.101.093721.086221.0937227.042739.25
1672024.08.05 13:00sell410.101.099100.000000.00000
1682024.08.05 13:00modify410.101.099101.114101.08410
1692024.08.06 07:10sell420.101.093730.000000.00000
1702024.08.06 07:10modify420.101.093731.098351.08410
1712024.08.06 07:10modify410.101.099101.098351.08410
1722024.08.06 09:50sell430.101.090760.000000.00000
1732024.08.06 09:50modify430.101.090761.094601.08410
1742024.08.06 09:50modify420.101.093731.094601.08410
1752024.08.06 09:50modify410.101.099101.094601.08410
1762024.08.08 06:50s/l410.101.094601.094601.0841046.402785.66
1772024.08.08 06:50s/l420.101.094601.094601.08410-7.582778.08
1782024.08.08 06:50s/l430.101.094601.094601.08410-37.282740.80
1792024.08.08 14:00buy440.101.089610.000000.00000
1802024.08.08 14:00modify440.101.089611.074611.10461
1812024.08.13 12:46buy450.101.094950.000000.00000
1822024.08.13 12:46modify450.101.094951.090361.10461
1832024.08.13 12:46modify440.101.089611.090361.10461
1842024.08.13 17:15buy460.101.097900.000000.00000
1852024.08.13 17:15modify460.101.097901.094111.10461
1862024.08.13 17:15modify450.101.094951.094111.10461
1872024.08.13 17:15modify440.101.089611.094111.10461
1882024.08.14 08:40buy470.101.101610.000000.00000
1892024.08.14 08:40modify470.101.101611.097111.10461
1902024.08.14 08:40modify460.101.097901.097111.10461
1912024.08.14 08:40modify450.101.094951.097111.10461
1922024.08.14 08:40modify440.101.089611.097111.10461
1932024.08.14 14:32t/p440.101.104611.097111.10461146.962887.76
1942024.08.14 14:32t/p450.101.104611.097111.1046195.842983.60
1952024.08.14 14:32t/p460.101.104611.097111.1046166.343049.95
1962024.08.14 14:32t/p470.101.104611.097111.1046130.003079.95
1972024.08.15 13:00buy480.101.095940.000000.00000
1982024.08.15 13:00modify480.101.095941.080941.11094
1992024.08.16 17:15buy490.101.101250.000000.00000
2002024.08.16 17:15modify490.101.101251.096691.11094
2012024.08.16 17:15modify480.101.095941.096691.11094
2022024.08.19 03:20buy500.101.104250.000000.00000
2032024.08.19 03:20modify500.101.104251.100441.11094
2042024.08.19 03:20modify490.101.101251.100441.11094
2052024.08.19 03:20modify480.101.095941.100441.11094
2062024.08.19 17:59buy510.101.107990.000000.00000
2072024.08.19 17:59modify510.101.107991.103441.11094
2082024.08.19 17:59modify500.101.104251.103441.11094
2092024.08.19 17:59modify490.101.101251.103441.11094
2102024.08.19 17:59modify480.101.095941.103441.11094
2112024.08.20 14:45t/p480.101.110941.103441.11094147.723227.67
2122024.08.20 14:45t/p490.101.110941.103441.1109495.383323.05
2132024.08.20 14:45t/p500.101.110941.103441.1109466.143389.19
2142024.08.20 14:45t/p510.101.110941.103441.1109428.743417.93
2152024.08.26 01:00sell520.101.119360.000000.00000
2162024.08.26 01:00modify520.101.119361.134361.10436
2172024.08.28 05:50sell530.101.113950.000000.00000
2182024.08.28 05:50modify530.101.113951.118611.10436
2192024.08.28 05:50modify520.101.119361.118611.10436
2202024.08.28 12:20sell540.101.110940.000000.00000
2212024.08.28 12:20modify540.101.110941.114861.10436
2222024.08.28 12:20modify530.101.113951.114861.10436
2232024.08.28 12:20modify520.101.119361.114861.10436
2242024.08.29 08:16sell550.101.107190.000000.00000
2252024.08.29 08:16modify550.101.107191.111861.10436
2262024.08.29 08:16modify540.101.110941.111861.10436
2272024.08.29 08:16modify530.101.113951.111861.10436
2282024.08.29 08:16modify520.101.119361.111861.10436
2292024.09.03 09:15t/p520.101.104361.111861.10436152.243570.17
2302024.09.03 09:15t/p530.101.104361.111861.1043697.583667.76
2312024.09.03 09:15t/p540.101.104361.111861.1043667.483735.24
2322024.09.03 09:15t/p550.101.104361.111861.1043629.143764.38
2332024.09.03 11:00buy560.101.103850.000000.00000
2342024.09.03 11:00modify560.101.103851.088851.11885
2352024.09.04 14:45buy570.101.109350.000000.00000
2362024.09.04 14:45modify570.101.109351.104601.11885
2372024.09.04 14:45modify560.101.103851.104601.11885
2382024.09.05 12:20buy580.101.112270.000000.00000
2392024.09.05 12:20modify580.101.112271.108351.11885
2402024.09.05 12:20modify570.101.109351.108351.11885
2412024.09.05 12:20modify560.101.103851.108351.11885
2422024.09.05 14:20s/l560.101.108351.108351.1188541.963806.35
2432024.09.05 14:20s/l570.101.108351.108351.11885-12.283794.07
2442024.09.05 14:20s/l580.101.108351.108351.11885-39.203754.87
2452024.09.09 07:00buy590.101.106740.000000.00000
2462024.09.09 07:00modify590.101.106741.091741.12174
2472024.09.16 07:40buy600.101.112020.000000.00000
2482024.09.16 07:40modify600.101.112021.107491.12174
2492024.09.16 07:40modify590.101.106741.107491.12174
2502024.09.18 18:10buy610.101.115190.000000.00000
2512024.09.18 18:10modify610.101.115191.111241.12174
2522024.09.18 18:10modify600.101.112021.111241.12174
2532024.09.18 18:10modify590.101.106741.111241.12174
2542024.09.18 18:32buy620.101.118820.000000.00000
2552024.09.18 18:32modify620.101.118821.114241.12174
2562024.09.18 18:32modify610.101.115191.114241.12174
2572024.09.18 18:32modify600.101.112021.114241.12174
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