Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=18; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test7201Ticks modelled154070Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread30
Total net profit2429.20Gross profit2859.66Gross loss-430.47
Profit factor6.64Expected payoff55.21
Absolute drawdown172.07Maximal drawdown328.00 (2.97%)Relative drawdown2.97% (328.00)
Total trades44Short positions (won %)38 (78.95%)Long positions (won %)6 (83.33%)
Profit trades (% of total)35 (79.55%)Loss trades (% of total)9 (20.45%)
Largestprofit trade152.00loss trade-59.67
Averageprofit trade81.70loss trade-47.83
Maximumconsecutive wins (profit in money)24 (2073.62)consecutive losses (loss in money)3 (-164.50)
Maximalconsecutive profit (count of wins)2073.62 (24)consecutive loss (count of losses)-164.50 (3)
Averageconsecutive wins9consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.07 18:00sell10.101.096750.000000.00000
22023.07.07 18:00modify10.101.096751.102751.08175
32023.07.11 06:20s/l10.101.102751.102751.08175-59.679940.33
42023.07.12 18:00sell20.101.112990.000000.00000
52023.07.12 18:00modify20.101.112991.118991.09799
62023.07.13 12:50s/l20.101.118991.118991.09799-59.509880.83
72023.07.13 21:00sell30.101.122520.000000.00000
82023.07.13 21:00modify30.101.122521.128521.10752
92023.07.20 14:30sell40.101.114860.000000.00000
102023.07.20 14:30modify40.101.114861.119521.10752
112023.07.20 14:30modify30.101.122521.119521.10752
122023.07.20 15:59sell50.101.113480.000000.00000
132023.07.20 15:59modify50.101.113481.117271.10752
142023.07.20 15:59sell60.101.113480.000000.00000
152023.07.20 15:59modify60.101.113481.117271.10752
162023.07.20 15:59modify40.101.114861.117271.10752
172023.07.20 15:59modify30.101.122521.117271.10752
182023.07.24 08:45t/p30.101.107521.117271.10752151.5010032.33
192023.07.24 08:45t/p40.101.107521.117271.1075273.7310106.06
202023.07.24 08:45t/p50.101.107521.117271.1075259.9310166.00
212023.07.24 08:45t/p60.101.107521.117271.1075259.9310225.93
222023.08.04 18:00sell70.101.102830.000000.00000
232023.08.04 18:00modify70.101.102831.108831.08783
242023.08.08 10:50sell80.101.095200.000000.00000
252023.08.08 10:50modify80.101.095201.099831.08783
262023.08.08 10:50modify70.101.102831.099831.08783
272023.08.08 11:50sell90.101.093680.000000.00000
282023.08.08 11:50modify90.101.093681.097581.08783
292023.08.08 11:50sell100.101.093680.000000.00000
302023.08.08 11:50modify100.101.093681.097581.08783
312023.08.08 11:50modify80.101.095201.097581.08783
322023.08.08 11:50modify70.101.102831.097581.08783
332023.08.09 05:10s/l70.101.097581.097581.0878353.0010278.93
342023.08.09 05:10s/l80.101.097581.097581.08783-23.6310255.30
352023.08.09 05:10s/l90.101.097581.097581.08783-38.8310216.46
362023.08.09 05:10s/l100.101.097581.097581.08783-38.8310177.63
372023.09.14 20:00buy110.101.064550.000000.00000
382023.09.14 20:00modify110.101.064551.058551.07955
392023.09.19 12:20buy120.101.072100.000000.00000
402023.09.19 12:20modify120.101.072101.067551.07955
412023.09.19 12:20modify110.101.064551.067551.07955
422023.09.19 21:20s/l110.101.067551.067551.0795528.0110205.64
432023.09.19 21:20s/l120.101.067551.067551.07955-45.5010160.14
442023.10.12 20:00buy130.101.053380.000000.00000
452023.10.12 20:00modify130.101.053381.047381.06838
462023.10.19 17:07buy140.101.060940.000000.00000
472023.10.19 17:07modify140.101.060941.056381.06838
482023.10.19 17:07modify130.101.053381.056381.06838
492023.10.23 14:40buy150.101.062630.000000.00000
502023.10.23 14:40modify150.101.062631.058631.06838
512023.10.23 14:40buy160.101.062630.000000.00000
522023.10.23 14:40modify160.101.062631.058631.06838
532023.10.23 14:40modify140.101.060941.058631.06838
542023.10.23 14:40modify130.101.053381.058631.06838
552023.10.24 02:26t/p130.101.068381.058631.06838143.3610303.50
562023.10.24 02:26t/p140.101.068381.058631.0683872.4110375.91
572023.10.24 02:26t/p150.101.068381.058631.0683856.8410432.74
582023.10.24 02:26t/p160.101.068381.058631.0683856.8410489.58
592023.11.03 18:00sell170.101.073660.000000.00000
602023.11.03 18:00modify170.101.073661.079661.05866
612023.11.08 09:20sell180.101.066060.000000.00000
622023.11.08 09:20modify180.101.066061.070661.05866
632023.11.08 09:20modify170.101.073661.070661.05866
642023.11.08 15:50s/l170.101.070661.070661.0586630.5010520.08
652023.11.08 15:50s/l180.101.070661.070661.05866-46.0010474.08
662023.11.14 19:00sell190.101.086990.000000.00000
672023.11.14 19:00modify190.101.086991.092991.07199
682023.11.20 04:10s/l190.101.092991.092991.07199-59.0010415.08
692023.12.13 21:00sell200.101.088120.000000.00000
702023.12.13 21:00modify200.101.088121.094121.07312
712023.12.14 12:02s/l200.101.094121.094121.07312-59.5010355.58
722023.12.27 18:00sell210.101.110540.000000.00000
732023.12.27 18:00modify210.101.110541.116541.09554
742024.01.02 02:20sell220.101.102970.000000.00000
752024.01.02 02:20modify220.101.102971.107541.09554
762024.01.02 02:20modify210.101.110541.107541.09554
772024.01.02 07:50sell230.101.101510.000000.00000
782024.01.02 07:50modify230.101.101511.105291.09554
792024.01.02 07:50sell240.101.101510.000000.00000
802024.01.02 07:50modify240.101.101511.105291.09554
812024.01.02 07:50modify220.101.102971.105291.09554
822024.01.02 07:50modify210.101.110541.105291.09554
832024.01.02 13:07t/p210.101.095541.105291.09554151.0010506.58
842024.01.02 13:07t/p220.101.095541.105291.0955474.3010580.88
852024.01.02 13:07t/p230.101.095541.105291.0955459.7010640.58
862024.01.02 13:07t/p240.101.095541.105291.0955459.7010700.28
872024.02.01 21:00sell250.101.087150.000000.00000
882024.02.01 21:00modify250.101.087151.093151.07215
892024.02.02 14:32sell260.101.079610.000000.00000
902024.02.02 14:32modify260.101.079611.084151.07215
912024.02.02 14:32modify250.101.087151.084151.07215
922024.02.02 17:50sell270.101.078080.000000.00000
932024.02.02 17:50modify270.101.078081.081901.07215
942024.02.02 17:50sell280.101.078080.000000.00000
952024.02.02 17:50modify280.101.078081.081901.07215
962024.02.02 17:50modify260.101.079611.081901.07215
972024.02.02 17:50modify250.101.087151.081901.07215
982024.02.13 13:50t/p250.101.072151.081901.07215151.6710851.94
992024.02.13 13:50t/p260.101.072151.081901.0721576.1010928.04
1002024.02.13 13:50t/p270.101.072151.081901.0721560.8010988.84
1012024.02.13 13:50t/p280.101.072151.081901.0721560.8011049.64
1022024.03.20 22:00sell290.101.092060.000000.00000
1032024.03.20 22:00modify290.101.092061.098061.07706
1042024.03.22 02:33sell300.101.084480.000000.00000
1052024.03.22 02:33modify300.101.084481.089061.07706
1062024.03.22 02:33modify290.101.092061.089061.07706
1072024.03.22 06:45sell310.101.082910.000000.00000
1082024.03.22 06:45modify310.101.082911.086811.07706
1092024.03.22 06:45sell320.101.082910.000000.00000
1102024.03.22 06:45modify320.101.082911.086811.07706
1112024.03.22 06:45modify300.101.084481.086811.07706
1122024.03.22 06:45modify290.101.092061.086811.07706
1132024.04.01 14:03t/p290.101.077061.086811.07706152.0011201.64
1142024.04.01 14:03t/p300.101.077061.086811.0770675.5311277.17
1152024.04.01 14:03t/p310.101.077061.086811.0770659.8311337.00
1162024.04.01 14:03t/p320.101.077061.086811.0770659.8311396.83
1172024.04.03 20:00sell330.101.083340.000000.00000
1182024.04.03 20:00modify330.101.083341.089341.06834
1192024.04.10 13:45sell340.101.075840.000000.00000
1202024.04.10 13:45modify340.101.075841.080341.06834
1212024.04.10 13:45modify330.101.083341.080341.06834
1222024.04.10 15:20sell350.101.074180.000000.00000
1232024.04.10 15:20modify350.101.074181.078091.06834
1242024.04.10 15:20sell360.101.074180.000000.00000
1252024.04.10 15:20modify360.101.074181.078091.06834
1262024.04.10 15:20modify340.101.075841.078091.06834
1272024.04.10 15:20modify330.101.083341.078091.06834
1282024.04.12 07:15t/p330.101.068341.078091.06834151.8311548.67
1292024.04.12 07:15t/p340.101.068341.078091.0683475.6711624.33
1302024.04.12 07:15t/p350.101.068341.078091.0683459.0711683.40
1312024.04.12 07:15t/p360.101.068341.078091.0683459.0711742.46
1322024.06.03 22:00sell370.101.090280.000000.00000
1332024.06.03 22:00modify370.101.090281.096281.07528
1342024.06.07 13:15sell380.101.082650.000000.00000
1352024.06.07 13:15modify380.101.082651.087281.07528
1362024.06.07 13:15modify370.101.090281.087281.07528
1372024.06.07 14:20sell390.101.081280.000000.00000
1382024.06.07 14:20modify390.101.081281.085031.07528
1392024.06.07 14:20sell400.101.081280.000000.00000
1402024.06.07 14:20modify400.101.081281.085031.07528
1412024.06.07 14:20modify380.101.082651.085031.07528
1422024.06.07 14:20modify370.101.090281.085031.07528
1432024.06.10 04:20t/p370.101.075281.085031.07528151.1711893.63
1442024.06.10 04:20t/p380.101.075281.085031.0752873.8711967.50
1452024.06.10 04:20t/p390.101.075281.085031.0752860.1712027.66
1462024.06.10 04:20t/p400.101.075281.085031.0752860.1712087.83
1472024.06.12 18:00sell410.101.083840.000000.00000
1482024.06.12 18:00modify410.101.083841.089841.06884
1492024.06.13 14:50sell420.101.076300.000000.00000
1502024.06.13 14:50modify420.101.076301.080841.06884
1512024.06.13 14:50modify410.101.083841.080841.06884
1522024.06.13 16:15sell430.101.074620.000000.00000
1532024.06.13 16:15modify430.101.074621.078591.06884
1542024.06.13 16:15sell440.101.074620.000000.00000
1552024.06.13 16:15modify440.101.074621.078591.06884
1562024.06.13 16:15modify420.101.076301.078591.06884
1572024.06.13 16:15modify410.101.083841.078591.06884
1582024.06.14 09:15t/p410.101.068841.078591.06884150.6712238.50
1592024.06.14 09:15t/p420.101.068841.078591.0688474.7712313.26
1602024.06.14 09:15t/p430.101.068841.078591.0688457.9712371.23
1612024.06.14 09:15t/p440.101.068841.078591.0688457.9712429.20