Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURAUD (Euro vs Australian Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=25; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 modelled158318Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread40
Total net profit945.99Gross profit2120.56Gross loss-1174.57
Profit factor1.81Expected payoff10.28
Absolute drawdown28.92Maximal drawdown343.19 (18.83%)Relative drawdown18.83% (343.19)
Total trades92Short positions (won %)50 (42.00%)Long positions (won %)42 (57.14%)
Profit trades (% of total)45 (48.91%)Loss trades (% of total)47 (51.09%)
Largestprofit trade96.82loss trade-41.10
Averageprofit trade47.12loss trade-24.99
Maximumconsecutive wins (profit in money)9 (438.01)consecutive losses (loss in money)5 (-124.20)
Maximalconsecutive profit (count of wins)438.01 (9)consecutive loss (count of losses)-147.21 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.14 07:00sell10.101.679860.000000.00000
22023.11.14 07:00modify10.101.679861.685861.66486
32023.11.14 15:15sell20.101.672110.000000.00000
42023.11.14 15:15modify20.101.672111.676861.66486
52023.11.14 15:15modify10.101.679861.676861.66486
62023.11.15 06:32sell30.101.670700.000000.00000
72023.11.15 06:32modify30.101.670701.676111.66486
82023.11.15 06:32modify20.101.672111.676111.66486
92023.11.15 06:32modify10.101.679861.676111.66486
102023.11.15 08:25sell40.101.669210.000000.00000
112023.11.15 08:25modify40.101.669211.673111.66486
122023.11.15 08:25modify30.101.670701.673111.66486
132023.11.15 08:25modify20.101.672111.673111.66486
142023.11.15 08:25modify10.101.679861.673111.66486
152023.11.15 11:50t/p10.101.664861.673111.6648696.731096.73
162023.11.15 11:50t/p20.101.664861.673111.6648646.701143.43
172023.11.15 11:50t/p30.101.664861.673111.6648637.701181.13
182023.11.15 11:50t/p40.101.664861.673111.6648628.081209.21
192023.11.16 04:00sell50.101.674900.000000.00000
202023.11.16 04:00modify50.101.674901.680901.65990
212023.11.20 04:43sell60.101.667380.000000.00000
222023.11.20 04:43modify60.101.667381.671901.65990
232023.11.20 04:43modify50.101.674901.671901.65990
242023.11.20 08:12sell70.101.665740.000000.00000
252023.11.20 08:12modify70.101.665741.671151.65990
262023.11.20 08:12modify60.101.667381.671151.65990
272023.11.20 08:12modify50.101.674901.671151.65990
282023.11.20 14:20s/l50.101.671151.671151.6599024.011233.22
292023.11.20 14:20s/l60.101.671151.671151.65990-24.331208.89
302023.11.20 14:20s/l70.101.671151.671151.65990-34.921173.97
312023.11.27 05:00sell80.101.665110.000000.00000
322023.11.27 05:00modify80.101.665111.671111.65011
332023.11.27 11:20sell90.101.657450.000000.00000
342023.11.27 11:20modify90.101.657451.662111.65011
352023.11.27 11:20modify80.101.665111.662111.65011
362023.11.27 13:37sell100.101.656000.000000.00000
372023.11.27 13:37modify100.101.656001.661361.65011
382023.11.27 13:37modify90.101.657451.661361.65011
392023.11.27 13:37modify80.101.665111.661361.65011
402023.11.28 01:20sell110.101.654310.000000.00000
412023.11.28 01:20modify110.101.654311.658361.65011
422023.11.28 01:20modify100.101.656001.658361.65011
432023.11.28 01:20modify90.101.657451.658361.65011
442023.11.28 01:20modify80.101.665111.658361.65011
452023.11.28 08:32s/l80.101.658361.658361.6501143.481217.45
462023.11.28 08:32s/l90.101.658361.658361.65011-5.971211.48
472023.11.28 08:32s/l100.101.658361.658361.65011-15.331196.16
482023.11.28 08:32s/l110.101.658361.658361.65011-26.141170.02
492023.12.05 05:00sell120.101.647420.000000.00000
502023.12.05 05:00modify120.101.647421.653421.63242
512023.12.06 01:55sell130.101.638320.000000.00000
522023.12.06 01:55modify130.101.638321.643671.63242
532023.12.06 01:55modify120.101.647421.643671.63242
542023.12.06 04:02sell140.101.636640.000000.00000
552023.12.06 04:02modify140.101.636641.640671.63242
562023.12.06 04:02modify130.101.638321.640671.63242
572023.12.06 04:02modify120.101.647421.640671.63242
582023.12.06 05:02s/l120.101.640671.640671.6324243.481213.50
592023.12.06 05:02s/l130.101.640671.640671.63242-15.171198.33
602023.12.06 05:02s/l140.101.640671.640671.63242-26.011172.32
612023.12.14 04:00buy150.101.624470.000000.00000
622023.12.14 04:00modify150.101.624471.618471.63947
632023.12.14 13:15buy160.101.632180.000000.00000
642023.12.14 13:15modify160.101.632181.627471.63947
652023.12.14 13:15modify150.101.624471.627471.63947
662023.12.14 13:20buy170.101.633770.000000.00000
672023.12.14 13:20modify170.101.633771.628221.63947
682023.12.14 13:20modify160.101.632181.628221.63947
692023.12.14 13:20modify150.101.624471.628221.63947
702023.12.14 15:40t/p150.101.639471.628221.6394796.821269.14
712023.12.14 15:40t/p160.101.639471.628221.6394747.051316.19
722023.12.14 15:40t/p170.101.639471.628221.6394736.791352.98
732024.02.01 08:00sell180.101.651950.000000.00000
742024.02.01 08:00modify180.101.651951.657951.63695
752024.02.01 10:50s/l180.101.657951.657951.63695-38.741314.24
762024.02.14 11:00buy190.101.652640.000000.00000
772024.02.14 11:00modify190.101.652641.646641.66764
782024.02.19 01:16s/l190.101.646641.646641.66764-41.101273.14
792024.02.21 05:00buy200.101.646890.000000.00000
802024.02.21 05:00modify200.101.646891.640891.66189
812024.02.26 08:40buy210.101.654460.000000.00000
822024.02.26 08:40modify210.101.654461.649891.66189
832024.02.26 08:40modify200.101.646891.649891.66189
842024.02.26 09:52buy220.101.655960.000000.00000
852024.02.26 09:52modify220.101.655961.650641.66189
862024.02.26 09:52modify210.101.654461.650641.66189
872024.02.26 09:52modify200.101.646891.650641.66189
882024.02.26 13:20buy230.101.657400.000000.00000
892024.02.26 13:20modify230.101.657401.653641.66189
902024.02.26 13:20modify220.101.655961.653641.66189
912024.02.26 13:20modify210.101.654461.653641.66189
922024.02.26 13:20modify200.101.646891.653641.66189
932024.02.27 02:20t/p200.101.661891.653641.6618993.961367.10
942024.02.27 02:20t/p210.101.661891.653641.6618947.481414.58
952024.02.27 02:20t/p220.101.661891.653641.6618937.801452.37
962024.02.27 02:20t/p230.101.661891.653641.6618928.511480.88
972024.02.28 06:00sell240.101.661510.000000.00000
982024.02.28 06:00modify240.101.661511.667511.64651
992024.02.28 13:50s/l240.101.667511.667511.64651-38.731442.15
1002024.02.29 06:00buy250.101.663010.000000.00000
1012024.02.29 06:00modify250.101.663011.657011.67801
1022024.03.05 06:05buy260.101.672180.000000.00000
1032024.03.05 06:05modify260.101.672181.666761.67801
1042024.03.05 06:05modify250.101.663011.666761.67801
1052024.03.05 06:15buy270.101.673670.000000.00000
1062024.03.05 06:15modify270.101.673671.669761.67801
1072024.03.05 06:15modify260.101.672181.669761.67801
1082024.03.05 06:15modify250.101.663011.669761.67801
1092024.03.05 13:43buy280.101.670580.000000.00000
1102024.03.05 13:43modify280.101.670581.666011.67801
1112024.03.05 13:46s/l250.101.669761.669761.6780142.141484.28
1122024.03.05 13:46s/l260.101.669761.669761.67801-15.621468.66
1132024.03.05 13:46s/l270.101.669761.669761.67801-25.241443.42
1142024.03.05 13:46close280.101.669561.666011.67801-6.591436.83
1152024.03.07 12:00buy290.101.649880.000000.00000
1162024.03.07 12:00modify290.101.649881.643881.66488
1172024.03.15 01:50buy300.101.657440.000000.00000
1182024.03.15 01:50modify300.101.657441.652881.66488
1192024.03.15 01:50modify290.101.649881.652881.66488
1202024.03.15 07:55buy310.101.659120.000000.00000
1212024.03.15 07:55modify310.101.659121.653631.66488
1222024.03.15 07:55modify300.101.657441.653631.66488
1232024.03.15 07:55modify290.101.649881.653631.66488
1242024.03.15 08:20buy320.101.660610.000000.00000
1252024.03.15 08:20modify320.101.660611.656631.66488
1262024.03.15 08:20modify310.101.659121.656631.66488
1272024.03.15 08:20modify300.101.657441.656631.66488
1282024.03.15 08:20modify290.101.649881.656631.66488
1292024.03.19 04:50t/p290.101.664881.656631.6648892.071528.90
1302024.03.19 04:50t/p300.101.664881.656631.6648847.071575.97
1312024.03.19 04:50t/p310.101.664881.656631.6648836.231612.20
1322024.03.19 04:50t/p320.101.664881.656631.6648826.611638.82
1332024.03.21 07:00buy330.101.650770.000000.00000
1342024.03.21 07:00modify330.101.650771.644771.66577
1352024.03.22 02:20buy340.101.659810.000000.00000
1362024.03.22 02:20modify340.101.659811.654521.66577
1372024.03.22 02:20modify330.101.650771.654521.66577
1382024.03.22 04:20buy350.101.661360.000000.00000
1392024.03.22 04:20modify350.101.661361.657521.66577
1402024.03.22 04:20modify340.101.659811.657521.66577
1412024.03.22 04:20modify330.101.650771.657521.66577
1422024.03.22 14:22buy360.101.658480.000000.00000
1432024.03.22 14:22modify360.101.658481.653771.66577
1442024.03.22 14:25modify360.101.658481.657521.66577
1452024.03.22 14:50s/l330.101.657521.657521.6657743.101681.91
1462024.03.22 14:50s/l340.101.657521.657521.66577-14.781667.13
1472024.03.22 14:50s/l350.101.657521.657521.66577-24.781642.35
1482024.03.22 14:50s/l360.101.657521.657521.66577-6.191636.16
1492024.04.16 03:00sell370.101.653680.000000.00000
1502024.04.16 03:00modify370.101.653681.659681.63868
1512024.04.16 13:20s/l370.101.659681.659681.63868-38.731597.43
1522024.04.23 09:00sell380.101.655710.000000.00000
1532024.04.23 09:00modify380.101.655711.661711.64071
1542024.04.24 01:30sell390.101.648000.000000.00000
1552024.04.24 01:30modify390.101.648001.652711.64071
1562024.04.24 01:30modify380.101.655711.652711.64071
1572024.04.24 13:22sell400.101.645130.000000.00000
1582024.04.24 13:22modify400.101.645131.648961.64071
1592024.04.24 13:22modify390.101.648001.648961.64071
1602024.04.24 13:22modify380.101.655711.648961.64071
1612024.04.24 14:17sell410.101.646700.000000.00000
1622024.04.24 14:17modify410.101.646701.651961.64071
1632024.04.24 14:20modify410.101.646701.648961.64071
1642024.04.26 05:45t/p380.101.640711.648961.6407196.341693.78
1652024.04.26 05:45t/p390.101.640711.648961.6407146.661740.44
1662024.04.26 05:45t/p400.101.640711.648961.6407128.141768.58
1672024.04.26 05:45t/p410.101.640711.648961.6407138.271806.86
1682024.04.26 08:00buy420.101.640240.000000.00000
1692024.04.26 08:00modify420.101.640241.634241.65524
1702024.04.29 01:45s/l420.101.634241.634241.65524-39.201767.65
1712024.05.21 06:00sell430.101.630880.000000.00000
1722024.05.21 06:00modify430.101.630881.636881.61588
1732024.05.22 18:20s/l430.101.636881.636881.61588-38.831728.82
1742024.06.04 11:00sell440.101.637270.000000.00000
1752024.06.04 11:00modify440.101.637271.643271.62227
1762024.06.06 01:37sell450.101.629610.000000.00000
1772024.06.06 01:37modify450.101.629611.634271.62227
1782024.06.06 01:37modify440.101.637271.634271.62227
1792024.06.06 03:35s/l440.101.634271.634271.6222718.971747.80
1802024.06.06 03:35s/l450.101.634271.634271.62227-30.081717.72
1812024.06.10 07:00buy460.101.631480.000000.00000
1822024.06.10 07:00modify460.101.631481.625481.64648
1832024.06.11 12:40s/l460.101.625481.625481.64648-39.201678.51
1842024.06.18 07:00buy470.101.619020.000000.00000
1852024.06.18 07:00modify470.101.619021.613021.63402
1862024.06.18 21:00s/l470.101.613021.613021.63402-38.731639.78
1872024.06.25 08:00buy480.101.609280.000000.00000
1882024.06.25 08:00modify480.101.609281.603281.62428
1892024.06.26 04:50s/l480.101.603281.603281.62428-39.191600.59
1902024.06.26 08:00buy490.101.601100.000000.00000
1912024.06.26 08:00modify490.101.601101.595101.61610
1922024.06.27 11:42buy500.101.608710.000000.00000
1932024.06.27 11:42modify500.101.608711.604101.61610
1942024.06.27 11:42modify490.101.601101.604101.61610
1952024.06.27 13:45buy510.101.610210.000000.00000
1962024.06.27 13:45modify510.101.610211.604851.61610
1972024.06.27 13:45modify500.101.608711.604851.61610
1982024.06.27 13:45modify490.101.601101.604851.61610
1992024.06.27 18:32buy520.101.611650.000000.00000
2002024.06.27 18:32modify520.101.611651.607851.61610
2012024.06.27 18:32modify510.101.610211.607851.61610
2022024.06.27 18:32modify500.101.608711.607851.61610
2032024.06.27 18:32modify490.101.601101.607851.61610
2042024.06.28 10:50s/l490.101.607851.607851.6161041.671642.26
2052024.06.28 10:50s/l500.101.607851.607851.61610-6.021636.24
2062024.06.28 10:50s/l510.101.607851.607851.61610-15.701620.53
2072024.06.28 10:50s/l520.101.607851.607851.61610-24.991595.54
2082024.07.01 06:00sell530.101.613150.000000.00000
2092024.07.01 06:00modify530.101.613151.619151.59815
2102024.07.04 12:57sell540.101.605500.000000.00000
2112024.07.04 12:57modify540.101.605501.610151.59815
2122024.07.04 12:57modify530.101.613151.610151.59815
2132024.07.07 21:12sell550.101.602550.000000.00000
2142024.07.07 21:12modify550.101.602551.606401.59815
2152024.07.07 21:12modify540.101.605501.606401.59815
2162024.07.07 21:12modify530.101.613151.606401.59815
2172024.07.07 21:57sell560.101.603990.000000.00000
2182024.07.07 21:57modify560.101.603991.609401.59815
2192024.07.07 21:59modify560.101.603991.606401.59815
2202024.07.08 07:20s/l530.101.606401.606401.5981542.881638.41
2212024.07.08 07:20s/l540.101.606401.606401.59815-6.011632.40
2222024.07.08 07:20s/l550.101.606401.606401.59815-24.961607.45
2232024.07.08 07:20s/l560.101.606401.606401.59815-15.661591.79
2242024.07.16 06:00sell570.101.615580.000000.00000
2252024.07.16 06:00modify570.101.615581.621581.60058
2262024.07.17 08:45s/l570.101.621581.621581.60058-38.831552.96
2272024.07.25 06:00sell580.101.656450.000000.00000
2282024.07.25 06:00modify580.101.656451.662451.64145
2292024.07.25 09:20s/l580.101.662451.662451.64145-38.741514.22
2302024.07.25 12:00sell590.101.663370.000000.00000
2312024.07.25 12:00modify590.101.663371.669371.64837
2322024.07.25 14:25sell600.101.655700.000000.00000
2332024.07.25 14:25modify600.101.655701.660371.64837
2342024.07.25 14:25modify590.101.663371.660371.64837
2352024.07.26 08:35sell610.101.654360.000000.00000
2362024.07.26 08:35modify610.101.654361.659621.64837
2372024.07.26 08:35modify600.101.655701.659621.64837
2382024.07.26 08:35modify590.101.663371.659621.64837
2392024.07.26 08:55sell620.101.652710.000000.00000
2402024.07.26 08:55modify620.101.652711.656621.64837
2412024.07.26 08:55modify610.101.654361.656621.64837
2422024.07.26 08:55modify600.101.655701.656621.64837
2432024.07.26 08:55modify590.101.663371.656621.64837
2442024.07.26 12:15s/l590.101.656621.656621.6483743.481557.70
2452024.07.26 12:15s/l600.101.656621.656621.64837-6.041551.66
2462024.07.26 12:15s/l610.101.656621.656621.64837-14.591537.07
2472024.07.26 12:15s/l620.101.656621.656621.64837-25.241511.83
2482024.07.31 04:00sell630.101.665300.000000.00000
2492024.07.31 04:00modify630.101.665301.671301.65030
2502024.07.31 14:20sell640.101.657560.000000.00000
2512024.07.31 14:20modify640.101.657561.662301.65030
2522024.07.31 14:20modify630.101.665301.662301.65030
2532024.07.31 15:50sell650.101.656190.000000.00000
2542024.07.31 15:50modify650.101.656191.661551.65030
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2572024.07.31 16:57sell660.101.654690.000000.00000
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2592024.07.31 16:57modify650.101.656191.658551.65030
2602024.07.31 16:57modify640.101.657561.658551.65030
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2702024.08.07 17:20modify670.101.664411.667411.67941
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2742024.08.07 18:10modify670.101.664411.668161.67941
2752024.08.07 18:20buy700.101.675040.000000.00000
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2952024.08.14 12:50modify730.101.663761.661321.66957
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3592024.10.30 05:00sell900.101.653090.000000.00000
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3642024.10.30 12:50sell920.101.644000.000000.00000
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