Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01)
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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 test7248Ticks modelled155422Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit2752.27Gross profit3577.00Gross loss-824.72
Profit factor4.34Expected payoff42.34
Absolute drawdown65.20Maximal drawdown275.04 (2.57%)Relative drawdown2.57% (275.04)
Total trades65Short positions (won %)47 (70.21%)Long positions (won %)18 (77.78%)
Profit trades (% of total)47 (72.31%)Loss trades (% of total)18 (27.69%)
Largestprofit trade152.41loss trade-107.06
Averageprofit trade76.11loss trade-45.82
Maximumconsecutive wins (profit in money)10 (742.72)consecutive losses (loss in money)3 (-60.98)
Maximalconsecutive profit (count of wins)742.72 (10)consecutive loss (count of losses)-107.06 (1)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.03 04:00sell10.101.102940.000000.00000
22023.05.03 04:00modify10.101.102941.112941.08794
32023.05.09 11:46sell20.101.095900.000000.00000
42023.05.09 11:46modify20.101.095901.101441.08794
52023.05.09 11:46modify10.101.102941.101441.08794
62023.05.11 07:07sell30.101.092410.000000.00000
72023.05.11 07:07modify30.101.092411.096191.08794
82023.05.11 07:07modify20.101.095901.096191.08794
92023.05.11 07:07modify10.101.102941.096191.08794
102023.05.12 14:40t/p10.101.087941.096191.08794152.4110152.41
112023.05.12 14:40t/p20.101.087941.096191.0879480.7010233.11
122023.05.12 14:40t/p30.101.087941.096191.0879444.9210278.03
132023.05.17 08:00buy40.101.083470.000000.00000
142023.05.17 08:00modify40.101.083471.073471.09847
152023.05.25 04:50s/l40.101.073471.073471.09847-106.4210171.61
162023.05.25 08:00buy50.101.072380.000000.00000
172023.05.25 08:00modify50.101.072381.062381.08738
182023.06.12 09:50buy60.101.079300.000000.00000
192023.06.12 09:50modify60.101.079301.073881.08738
202023.06.12 09:50modify50.101.072381.073881.08738
212023.06.13 12:45buy70.101.081520.000000.00000
222023.06.13 12:45modify70.101.081521.076881.08738
232023.06.13 12:45modify60.101.079301.076881.08738
242023.06.13 12:45modify50.101.072381.076881.08738
252023.06.14 12:45buy80.101.083120.000000.00000
262023.06.14 12:45modify80.101.083121.079131.08738
272023.06.14 12:45modify70.101.081521.079131.08738
282023.06.14 12:45modify60.101.079301.079131.08738
292023.06.14 12:45modify50.101.072381.079131.08738
302023.06.15 12:50t/p50.101.087381.079131.08738136.5210308.12
312023.06.15 12:50t/p60.101.087381.079131.0873877.5910385.71
322023.06.15 12:50t/p70.101.087381.079131.0873856.0310441.74
332023.06.15 12:50t/p80.101.087381.079131.0873840.6710482.42
342023.06.22 02:00sell90.101.099360.000000.00000
352023.06.22 02:00modify90.101.099361.109361.08436
362023.06.23 06:20sell100.101.092390.000000.00000
372023.06.23 06:20modify100.101.092391.097861.08436
382023.06.23 06:20modify90.101.099361.097861.08436
392023.06.23 12:17sell110.101.088860.000000.00000
402023.06.23 12:17modify110.101.088861.092611.08436
412023.06.23 12:17modify100.101.092391.092611.08436
422023.06.23 12:17modify90.101.099361.092611.08436
432023.06.25 21:05sell120.101.090350.000000.00000
442023.06.25 21:05modify120.101.090351.094861.08436
452023.06.25 21:07modify120.101.090351.092611.08436
462023.06.27 01:45s/l90.101.092611.092611.0843668.1610550.58
472023.06.27 01:45s/l100.101.092611.092611.08436-1.7610548.81
482023.06.27 01:45s/l110.101.092611.092611.08436-37.0610511.75
492023.06.27 01:45s/l120.101.092611.092611.08436-22.1610489.59
502023.06.29 05:00buy130.101.088830.000000.00000
512023.06.29 05:00modify130.101.088831.078831.10383
522023.07.07 14:50buy140.101.095690.000000.00000
532023.07.07 14:50modify140.101.095691.090331.10383
542023.07.07 14:50modify130.101.088831.090331.10383
552023.07.10 14:15buy150.101.097950.000000.00000
562023.07.10 14:15modify150.101.097951.093331.10383
572023.07.10 14:15modify140.101.095691.093331.10383
582023.07.10 14:15modify130.101.088831.093331.10383
592023.07.10 15:50buy160.101.099570.000000.00000
602023.07.10 15:50modify160.101.099571.095581.10383
612023.07.10 15:50modify150.101.097951.095581.10383
622023.07.10 15:50modify140.101.095691.095581.10383
632023.07.10 15:50modify130.101.088831.095581.10383
642023.07.12 12:40t/p130.101.103831.095581.10383142.9410632.53
652023.07.12 12:40t/p140.101.103831.095581.1038379.4710712.00
662023.07.12 12:40t/p150.101.103831.095581.1038357.5210769.52
672023.07.12 12:40t/p160.101.103831.095581.1038341.3210810.83
682023.07.13 02:00sell170.101.114490.000000.00000
692023.07.13 02:00modify170.101.114491.124491.09949
702023.07.14 03:46s/l170.101.124491.124491.09949-99.7810711.05
712023.08.10 07:00sell180.101.099420.000000.00000
722023.08.10 07:00modify180.101.099421.109421.08442
732023.08.14 06:20sell190.101.092610.000000.00000
742023.08.14 06:20modify190.101.092611.097921.08442
752023.08.14 06:20modify180.101.099421.097921.08442
762023.08.14 12:50sell200.101.090200.000000.00000
772023.08.14 12:50modify200.101.090201.094921.08442
782023.08.14 12:50modify190.101.092611.094921.08442
792023.08.14 12:50modify180.101.099421.094921.08442
802023.08.14 13:27sell210.101.088680.000000.00000
812023.08.14 13:27modify210.101.088681.092671.08442
822023.08.14 13:27modify200.101.090201.092671.08442
832023.08.14 13:27modify190.101.092611.092671.08442
842023.08.14 13:27modify180.101.099421.092671.08442
852023.08.14 15:50s/l180.101.092671.092671.0844267.9410778.99
862023.08.14 15:50s/l190.101.092671.092671.08442-0.6010778.39
872023.08.14 15:50s/l200.101.092671.092671.08442-24.7010753.69
882023.08.14 15:50s/l210.101.092671.092671.08442-39.9010713.79
892023.08.22 04:00sell220.101.091490.000000.00000
902023.08.22 04:00modify220.101.091491.101491.07649
912023.08.22 14:15sell230.101.084580.000000.00000
922023.08.22 14:15modify230.101.084581.089991.07649
932023.08.22 14:15modify220.101.091491.089991.07649
942023.08.23 08:33sell240.101.082300.000000.00000
952023.08.23 08:33modify240.101.082301.086991.07649
962023.08.23 08:33modify230.101.084581.086991.07649
972023.08.23 08:33modify220.101.091491.086991.07649
982023.08.23 09:50sell250.101.080830.000000.00000
992023.08.23 09:50modify250.101.080831.084741.07649
1002023.08.23 09:50modify240.101.082301.084741.07649
1012023.08.23 09:50modify230.101.084581.084741.07649
1022023.08.23 09:50modify220.101.091491.084741.07649
1032023.08.23 13:50s/l220.101.084741.084741.0764967.7210781.51
1042023.08.23 13:50s/l230.101.084741.084741.07649-1.3810780.13
1052023.08.23 13:50s/l240.101.084741.084741.07649-24.4010755.73
1062023.08.23 13:50s/l250.101.084741.084741.07649-39.1010716.63
1072023.08.25 02:00buy260.101.079200.000000.00000
1082023.08.25 02:00modify260.101.079201.069201.09420
1092023.08.29 15:50buy270.101.085990.000000.00000
1102023.08.29 15:50modify270.101.085991.080701.09420
1112023.08.29 15:50modify260.101.079201.080701.09420
1122023.08.29 19:10buy280.101.088260.000000.00000
1132023.08.29 19:10modify280.101.088261.083701.09420
1142023.08.29 19:10modify270.101.085991.083701.09420
1152023.08.29 19:10modify260.101.079201.083701.09420
1162023.08.30 12:15buy290.101.089740.000000.00000
1172023.08.30 12:15modify290.101.089741.085951.09420
1182023.08.30 12:15modify280.101.088261.085951.09420
1192023.08.30 12:15modify270.101.085991.085951.09420
1202023.08.30 12:15modify260.101.079201.085951.09420
1212023.08.30 13:50t/p260.101.094201.085951.09420148.0710864.70
1222023.08.30 13:50t/p270.101.094201.085951.0942081.4610946.16
1232023.08.30 13:50t/p280.101.094201.085951.0942058.7611004.92
1242023.08.30 13:50t/p290.101.094201.085951.0942044.6011049.52
1252023.09.05 07:00buy300.101.076960.000000.00000
1262023.09.05 07:00modify300.101.076961.066961.09196
1272023.09.14 12:50s/l300.101.066961.066961.09196-107.0610942.46
1282023.09.29 08:00sell310.101.060630.000000.00000
1292023.09.29 08:00modify310.101.060631.070631.04563
1302023.10.02 10:00sell320.101.053880.000000.00000
1312023.10.02 10:00modify320.101.053881.059131.04563
1322023.10.02 10:00modify310.101.060631.059131.04563
1332023.10.02 13:50sell330.101.051500.000000.00000
1342023.10.02 13:50modify330.101.051501.056131.04563
1352023.10.02 13:50modify320.101.053881.056131.04563
1362023.10.02 13:50modify310.101.060631.056131.04563
1372023.10.02 14:25sell340.101.050050.000000.00000
1382023.10.02 14:25modify340.101.050051.053881.04563
1392023.10.02 14:25modify330.101.051501.053881.04563
1402023.10.02 14:25modify320.101.053881.053881.04563
1412023.10.02 14:25modify310.101.060631.053881.04563
1422023.10.03 14:20t/p310.101.045631.053881.04563150.4411092.90
1432023.10.03 14:20t/p320.101.045631.053881.0456382.7211175.61
1442023.10.03 14:20t/p330.101.045631.053881.0456358.9211234.53
1452023.10.03 14:20t/p340.101.045631.053881.0456344.4211278.95
1462023.10.24 03:00sell350.101.068150.000000.00000
1472023.10.24 03:00modify350.101.068151.078151.05315
1482023.10.24 12:50sell360.101.061210.000000.00000
1492023.10.24 12:50modify360.101.061211.066651.05315
1502023.10.24 12:50modify350.101.068151.066651.05315
1512023.10.24 14:50sell370.101.059050.000000.00000
1522023.10.24 14:50modify370.101.059051.063651.05315
1532023.10.24 14:50modify360.101.061211.063651.05315
1542023.10.24 14:50modify350.101.068151.063651.05315
1552023.10.25 10:52sell380.101.057600.000000.00000
1562023.10.25 10:52modify380.101.057601.061401.05315
1572023.10.25 10:52modify370.101.059051.061401.05315
1582023.10.25 10:52modify360.101.061211.061401.05315
1592023.10.25 10:52modify350.101.068151.061401.05315
1602023.10.26 12:33t/p350.101.053151.061401.05315150.8811429.83
1612023.10.26 12:33t/p360.101.053151.061401.0531581.4811511.31
1622023.10.26 12:33t/p370.101.053151.061401.0531559.8811571.18
1632023.10.26 12:33t/p380.101.053151.061401.0531545.1611616.34
1642023.11.21 04:00sell390.101.096330.000000.00000
1652023.11.21 04:00modify390.101.096331.106331.08133
1662023.11.22 06:37sell400.101.089560.000000.00000
1672023.11.22 06:37modify400.101.089561.094831.08133
1682023.11.22 06:37modify390.101.096331.094831.08133
1692023.11.22 14:20sell410.101.087130.000000.00000
1702023.11.22 14:20modify410.101.087131.091831.08133
1712023.11.22 14:20modify400.101.089561.091831.08133
1722023.11.22 14:20modify390.101.096331.091831.08133
1732023.11.22 15:32sell420.101.085670.000000.00000
1742023.11.22 15:32modify420.101.085671.089581.08133
1752023.11.22 15:32modify410.101.087131.089581.08133
1762023.11.22 15:32modify400.101.089561.089581.08133
1772023.11.22 15:32modify390.101.096331.089581.08133
1782023.11.23 01:20s/l390.101.089581.089581.0813368.3811684.72
1792023.11.23 01:20s/l400.101.089581.089581.081330.4611685.18
1802023.11.23 01:20s/l410.101.089581.089581.08133-23.8411661.34
1812023.11.23 01:20s/l420.101.089581.089581.08133-38.4411622.89
1822023.12.28 02:00sell430.101.112180.000000.00000
1832023.12.28 02:00modify430.101.112181.122181.09718
1842023.12.29 09:15sell440.101.105420.000000.00000
1852023.12.29 09:15modify440.101.105421.110681.09718
1862023.12.29 09:15modify430.101.112181.110681.09718
1872024.01.02 02:20sell450.101.102970.000000.00000
1882024.01.02 02:20modify450.101.102971.107681.09718
1892024.01.02 02:20modify440.101.105421.107681.09718
1902024.01.02 02:20modify430.101.112181.107681.09718
1912024.01.02 04:37sell460.101.101650.000000.00000
1922024.01.02 04:37modify460.101.101651.105431.09718
1932024.01.02 04:37modify450.101.102971.105431.09718
1942024.01.02 04:37modify440.101.105421.105431.09718
1952024.01.02 04:37modify430.101.112181.105431.09718
1962024.01.02 11:46t/p430.101.097181.105431.09718150.6611773.55
1972024.01.02 11:46t/p440.101.097181.105431.0971882.8411856.39
1982024.01.02 11:46t/p450.101.097181.105431.0971857.9011914.29
1992024.01.02 11:46t/p460.101.097181.105431.0971844.7011958.99
2002024.01.05 08:00buy470.101.092610.000000.00000
2012024.01.05 08:00modify470.101.092611.082611.10761
2022024.01.05 15:32buy480.101.099510.000000.00000
2032024.01.05 15:32modify480.101.099511.094111.10761
2042024.01.05 15:32modify470.101.092611.094111.10761
2052024.01.05 18:10s/l470.101.094111.094111.1076115.0011973.99
2062024.01.05 18:10s/l480.101.094111.094111.10761-54.0011919.99
2072024.01.22 03:00sell490.101.090730.000000.00000
2082024.01.22 03:00modify490.101.090731.100731.07573
2092024.01.23 15:27sell500.101.083830.000000.00000
2102024.01.23 15:27modify500.101.083831.089231.07573
2112024.01.23 15:27modify490.101.090731.089231.07573
2122024.01.24 09:20s/l490.101.089231.089231.0757315.4411935.43
2132024.01.24 09:20s/l500.101.089231.089231.07573-53.7811881.65
2142024.02.02 03:00sell510.101.087860.000000.00000
2152024.02.02 03:00modify510.101.087861.097861.07286
2162024.02.02 13:53sell520.101.081090.000000.00000
2172024.02.02 13:53modify520.101.081091.086361.07286
2182024.02.02 13:53modify510.101.087861.086361.07286
2192024.02.02 15:25sell530.101.078650.000000.00000
2202024.02.02 15:25modify530.101.078651.083361.07286
2212024.02.02 15:25modify520.101.081091.083361.07286
2222024.02.02 15:25modify510.101.087861.083361.07286
2232024.02.05 00:27sell540.101.077300.000000.00000
2242024.02.05 00:27modify540.101.077301.081111.07286
2252024.02.05 00:27modify530.101.078651.081111.07286
2262024.02.05 00:27modify520.101.081091.081111.07286
2272024.02.05 00:27modify510.101.087861.081111.07286
2282024.02.05 15:16t/p510.101.072861.081111.07286150.2212031.87
2292024.02.05 15:16t/p520.101.072861.081111.0728682.5212114.39
2302024.02.05 15:16t/p530.101.072861.081111.0728658.1212172.51
2312024.02.05 15:16t/p540.101.072861.081111.0728644.4012216.91
2322024.02.22 07:00sell550.101.083850.000000.00000
2332024.02.22 07:00modify550.101.083851.093851.06885
2342024.03.07 16:20s/l550.101.093851.093851.06885-96.9312119.98
2352024.03.21 07:00sell560.101.093770.000000.00000
2362024.03.21 07:00modify560.101.093771.103771.07877
2372024.03.21 15:15sell570.101.086820.000000.00000
2382024.03.21 15:15modify570.101.086821.092271.07877
2392024.03.21 15:15modify560.101.093771.092271.07877
2402024.03.22 02:20sell580.101.084770.000000.00000
2412024.03.22 02:20modify580.101.084771.089271.07877
2422024.03.22 02:20modify570.101.086821.089271.07877
2432024.03.22 02:20modify560.101.093771.089271.07877
2442024.03.22 04:32sell590.101.083140.000000.00000
2452024.03.22 04:32modify590.101.083141.087021.07877
2462024.03.22 04:32modify580.101.084771.087021.07877
2472024.03.22 04:32modify570.101.086821.087021.07877
2482024.03.22 04:32modify560.101.093771.087021.07877
2492024.03.28 09:15t/p560.101.078771.087021.07877151.5412271.51
2502024.03.28 09:15t/p570.101.078771.087021.0787782.0412353.55
2512024.03.28 09:15t/p580.101.078771.087021.0787761.3212414.86
2522024.03.28 09:15t/p590.101.078771.087021.0787745.0212459.88
2532024.04.04 03:00sell600.101.084280.000000.00000
2542024.04.04 03:00modify600.101.084281.094281.06928
2552024.04.10 13:10sell610.101.077450.000000.00000
2562024.04.10 13:10modify610.101.077451.082781.06928
2572024.04.10 13:10modify600.101.084281.082781.06928
2582024.04.10 13:55sell620.101.075160.000000.00000
2592024.04.10 13:55modify620.101.075161.079781.06928
2602024.04.10 13:55modify610.101.077451.079781.06928
2612024.04.10 13:55modify600.101.084281.079781.06928
2622024.04.10 15:45sell630.101.073770.000000.00000
2632024.04.10 15:45modify630.101.073771.077531.06928
2642024.04.10 15:45modify620.101.075161.077531.06928
2652024.04.10 15:45modify610.101.077451.077531.06928
2662024.04.10 15:45modify600.101.084281.077531.06928
2672024.04.12 06:45t/p600.101.069281.077531.06928151.7512611.63
2682024.04.12 06:45t/p610.101.069281.077531.0692882.5812694.21
2692024.04.12 06:45t/p620.101.069281.077531.0692859.6812753.89
2702024.04.12 06:45t/p630.101.069281.077531.0692845.7812799.66
2712024.04.12 07:00buy640.101.068610.000000.00000
2722024.04.12 07:00modify640.101.068611.058611.08361
2732024.04.26 08:32buy650.101.075450.000000.00000
2742024.04.26 08:32modify650.101.075451.070111.08361
2752024.04.26 08:32modify640.101.068611.070111.08361
2762024.04.26 14:15s/l640.101.070111.070111.083616.0112805.67
2772024.04.26 14:15s/l650.101.070111.070111.08361-53.4012752.27