Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
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=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=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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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 test7239Ticks modelled154935Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit2400.06Gross profit2806.34Gross loss-406.27
Profit factor6.91Expected payoff60.00
Absolute drawdown188.97Maximal drawdown323.67 (21.24%)Relative drawdown24.93% (269.35)
Total trades40Short positions (won %)40 (82.50%)Long positions (won %)0 (0.00%)
Profit trades (% of total)33 (82.50%)Loss trades (% of total)7 (17.50%)
Largestprofit trade154.16loss trade-59.65
Averageprofit trade85.04loss trade-58.04
Maximumconsecutive wins (profit in money)24 (2091.59)consecutive losses (loss in money)3 (-176.88)
Maximalconsecutive profit (count of wins)2091.59 (24)consecutive loss (count of losses)-176.88 (3)
Averageconsecutive wins8consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 18:00sell10.101.073660.000000.00000
22023.11.03 18:00modify10.101.073661.079661.05866
32023.11.07 14:20sell20.101.066700.000000.00000
42023.11.07 14:20modify20.101.066701.072161.05866
52023.11.07 14:20modify10.101.073661.072161.05866
62023.11.09 14:45s/l10.101.072161.072161.0586617.081017.08
72023.11.09 14:45s/l20.101.072161.072161.05866-53.21963.87
82023.11.14 19:00sell30.101.086990.000000.00000
92023.11.14 19:00modify30.101.086991.092991.07199
102023.11.20 04:10s/l30.101.092991.092991.07199-57.92905.95
112023.12.13 21:00sell40.101.088120.000000.00000
122023.12.13 21:00modify40.101.088121.094121.07312
132023.12.14 12:02s/l40.101.094121.094121.07312-58.96846.99
142023.12.27 18:00sell50.101.110540.000000.00000
152023.12.27 18:00modify50.101.110541.116541.09554
162023.12.29 21:10sell60.101.103650.000000.00000
172023.12.29 21:10modify60.101.103651.109041.09554
182023.12.29 21:10modify50.101.110541.109041.09554
192024.01.02 07:50sell70.101.101510.000000.00000
202024.01.02 07:50modify70.101.101511.104541.09554
212024.01.02 07:50modify60.101.103651.104541.09554
222024.01.02 07:50modify50.101.110541.104541.09554
232024.01.02 10:59sell80.101.100750.000000.00000
242024.01.02 10:59modify80.101.100751.105291.09554
252024.01.02 10:59modify70.101.101511.105291.09554
262024.01.02 10:59modify60.101.103651.105291.09554
272024.01.02 10:59modify50.101.110541.105291.09554
282024.01.02 13:07t/p50.101.095541.105291.09554152.08999.07
292024.01.02 13:07t/p60.101.095541.105291.0955481.791080.87
302024.01.02 13:07t/p70.101.095541.105291.0955459.701140.57
312024.01.02 13:07t/p80.101.095541.105291.0955452.101192.67
322024.02.01 21:00sell90.101.087150.000000.00000
332024.02.01 21:00modify90.101.087151.093151.07215
342024.02.02 13:46sell100.101.080360.000000.00000
352024.02.02 13:46modify100.101.080361.085651.07215
362024.02.02 13:46modify90.101.087151.085651.07215
372024.02.02 17:50sell110.101.078080.000000.00000
382024.02.02 17:50modify110.101.078081.081151.07215
392024.02.02 17:50modify100.101.080361.081151.07215
402024.02.02 17:50modify90.101.087151.081151.07215
412024.02.04 23:27sell120.101.077400.000000.00000
422024.02.04 23:27modify120.101.077401.081901.07215
432024.02.04 23:27modify110.101.078081.081901.07215
442024.02.04 23:27modify100.101.080361.081901.07215
452024.02.04 23:27modify90.101.087151.081901.07215
462024.02.13 13:50t/p90.101.072151.081901.07215153.471346.14
472024.02.13 13:50t/p100.101.072151.081901.0721585.221431.36
482024.02.13 13:50t/p110.101.072151.081901.0721562.421493.78
492024.02.13 13:50t/p120.101.072151.081901.0721555.621549.41
502024.03.20 22:00sell130.101.092060.000000.00000
512024.03.20 22:00modify130.101.092061.098061.07706
522024.03.22 01:59sell140.101.085040.000000.00000
532024.03.22 01:59modify140.101.085041.090561.07706
542024.03.22 01:59modify130.101.092061.090561.07706
552024.03.22 06:45sell150.101.082910.000000.00000
562024.03.22 06:45modify150.101.082911.086061.07706
572024.03.22 06:45modify140.101.085041.086061.07706
582024.03.22 06:45modify130.101.092061.086061.07706
592024.03.22 07:20sell160.101.082300.000000.00000
602024.03.22 07:20modify160.101.082301.086811.07706
612024.03.22 07:20modify150.101.082911.086811.07706
622024.03.22 07:20modify140.101.085041.086811.07706
632024.03.22 07:20modify130.101.092061.086811.07706
642024.04.01 14:03t/p130.101.077061.086811.07706154.161703.57
652024.04.01 14:03t/p140.101.077061.086811.0770682.581786.15
662024.04.01 14:03t/p150.101.077061.086811.0770661.281847.42
672024.04.01 14:03t/p160.101.077061.086811.0770655.181902.60
682024.04.03 20:00sell170.101.083340.000000.00000
692024.04.03 20:00modify170.101.083341.089341.06834
702024.04.10 13:20sell180.101.076290.000000.00000
712024.04.10 13:20modify180.101.076291.081841.06834
722024.04.10 13:20modify170.101.083341.081841.06834
732024.04.10 15:20sell190.101.074180.000000.00000
742024.04.10 15:20modify190.101.074181.077341.06834
752024.04.10 15:20modify180.101.076291.077341.06834
762024.04.10 15:20modify170.101.083341.077341.06834
772024.04.10 15:50sell200.101.073340.000000.00000
782024.04.10 15:50modify200.101.073341.078091.06834
792024.04.10 15:50modify190.101.074181.078091.06834
802024.04.10 15:50modify180.101.076291.078091.06834
812024.04.10 15:50modify170.101.083341.078091.06834
822024.04.12 07:15t/p170.101.068341.078091.06834153.822056.42
832024.04.12 07:15t/p180.101.068341.078091.0683480.892137.30
842024.04.12 07:15t/p190.101.068341.078091.0683459.792197.09
852024.04.12 07:15t/p200.101.068341.078091.0683451.392248.48
862024.06.03 22:00sell210.101.090280.000000.00000
872024.06.03 22:00modify210.101.090281.096281.07528
882024.06.07 12:59sell220.101.083310.000000.00000
892024.06.07 12:59modify220.101.083311.088781.07528
902024.06.07 12:59modify210.101.090281.088781.07528
912024.06.07 14:20sell230.101.081280.000000.00000
922024.06.07 14:20modify230.101.081281.084281.07528
932024.06.07 14:20modify220.101.083311.084281.07528
942024.06.07 14:20modify210.101.090281.084281.07528
952024.06.07 15:50sell240.101.080410.000000.00000
962024.06.07 15:50modify240.101.080411.085031.07528
972024.06.07 15:50modify230.101.081281.085031.07528
982024.06.07 15:50modify220.101.083311.085031.07528
992024.06.07 15:50modify210.101.090281.085031.07528
1002024.06.10 04:20t/p210.101.075281.085031.07528152.432400.91
1012024.06.10 04:20t/p220.101.075281.085031.0752880.652481.56
1022024.06.10 04:20t/p230.101.075281.085031.0752860.352541.90
1032024.06.10 04:20t/p240.101.075281.085031.0752851.652593.55
1042024.06.12 18:00sell250.101.083840.000000.00000
1052024.06.12 18:00modify250.101.083841.089841.06884
1062024.06.13 14:40sell260.101.077070.000000.00000
1072024.06.13 14:40modify260.101.077071.082341.06884
1082024.06.13 14:40modify250.101.083841.082341.06884
1092024.06.13 16:15sell270.101.074620.000000.00000
1102024.06.13 16:15modify270.101.074621.077841.06884
1112024.06.13 16:15modify260.101.077071.077841.06884
1122024.06.13 16:15modify250.101.083841.077841.06884
1132024.06.13 16:20sell280.101.074090.000000.00000
1142024.06.13 16:20modify280.101.074091.078591.06884
1152024.06.13 16:20modify270.101.074621.078591.06884
1162024.06.13 16:20modify260.101.077071.078591.06884
1172024.06.13 16:20modify250.101.083841.078591.06884
1182024.06.14 09:15t/p250.101.068841.078591.06884151.392744.94
1192024.06.14 09:15t/p260.101.068841.078591.0688482.652827.59
1202024.06.14 09:15t/p270.101.068841.078591.0688458.152885.73
1212024.06.14 09:15t/p280.101.068841.078591.0688452.852938.58
1222024.08.02 18:00sell290.101.091100.000000.00000
1232024.08.02 18:00modify290.101.091101.097101.07610
1242024.08.05 08:20s/l290.101.097101.097101.07610-59.652878.93
1252024.08.13 20:00sell300.101.099600.000000.00000
1262024.08.13 20:00modify300.101.099601.105601.08460
1272024.08.19 14:15s/l300.101.105601.105601.08460-57.922821.01
1282024.08.19 22:00sell310.101.108360.000000.00000
1292024.08.19 22:00modify310.101.108361.114361.09336
1302024.08.21 15:20s/l310.101.114361.114361.09336-59.312761.70
1312024.08.25 21:00sell320.101.118540.000000.00000
1322024.08.25 21:00modify320.101.118541.124541.10354
1332024.08.28 11:50sell330.101.111730.000000.00000
1342024.08.28 11:50modify330.101.111731.117041.10354
1352024.08.28 11:50modify320.101.118541.117041.10354
1362024.08.29 08:10sell340.101.109300.000000.00000
1372024.08.29 08:10modify340.101.109301.112541.10354
1382024.08.29 08:10modify330.101.111731.112541.10354
1392024.08.29 08:10modify320.101.118541.112541.10354
1402024.08.29 09:12sell350.101.108700.000000.00000
1412024.08.29 09:12modify350.101.108701.113291.10354
1422024.08.29 09:12modify340.101.109301.113291.10354
1432024.08.29 09:12modify330.101.111731.113291.10354
1442024.08.29 09:12modify320.101.118541.113291.10354
1452024.09.03 17:40t/p320.101.103541.113291.10354153.122914.83
1462024.09.03 17:40t/p330.101.103541.113291.1035483.982998.81
1472024.09.03 17:40t/p340.101.103541.113291.1035458.643057.45
1482024.09.03 17:40t/p350.101.103541.113291.1035452.643110.09
1492024.09.12 22:00sell360.101.107380.000000.00000
1502024.09.12 22:00modify360.101.107381.113381.09238
1512024.09.16 12:32s/l360.101.113381.113381.09238-59.313050.78
1522024.09.24 22:00sell370.101.117820.000000.00000
1532024.09.24 22:00modify370.101.117821.123821.10282
1542024.10.01 09:13sell380.101.111020.000000.00000
1552024.10.01 09:13modify380.101.111021.116321.10282
1562024.10.01 09:13modify370.101.117821.116321.10282
1572024.10.01 10:20sell390.101.108720.000000.00000
1582024.10.01 10:20modify390.101.108721.111821.10282
1592024.10.01 10:20modify380.101.111021.111821.10282
1602024.10.01 10:20modify370.101.117821.111821.10282
1612024.10.01 11:50sell400.101.107850.000000.00000
1622024.10.01 11:50modify400.101.107851.112571.10282
1632024.10.01 11:50modify390.101.108721.112571.10282
1642024.10.01 11:50modify380.101.111021.112571.10282
1652024.10.01 11:50modify370.101.117821.112571.10282
1662024.10.03 05:20t/p370.101.102821.112571.10282153.823204.60
1672024.10.03 05:20t/p380.101.102821.112571.1028283.393287.99
1682024.10.03 05:20t/p390.101.102821.112571.1028260.393348.38
1692024.10.03 05:20t/p400.101.102821.112571.1028251.693400.07