Strategy Tester Report
Envelope 2.11_v1
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 30 Minutes (M30) 2025.07.01 00:00 - 2025.09.18 23:30 (2025.07.01 - 2025.09.19) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | EnvelopePeriod=144; EnvTimeFrame=0; EnvMaMethod=1; EnvelopeDeviation=1; TimeOpen=0; TimeClose=23; FirstTP=89; SecondTP=144; ThirdTP=233; Lots=0.1; MaximumRisk=0.14; DecreaseFactor=3; MaElineTSL=0; | ||||
| Bars in test | 3785 | Ticks modelled | 5161521 | Modelling quality | n/a |
| Mismatched charts errors | 1990 | ||||
| Initial deposit | 10000.00 | Spread | Current (13) | ||
| Total net profit | 5579666.00 | Gross profit | 5583656.00 | Gross loss | -3990.00 |
| Profit factor | 1399.41 | Expected payoff | 464972.17 | ||
| Absolute drawdown | 3990.00 | Maximal drawdown | 283405450.00 (98.07%) | Relative drawdown | 98.07% (98708337.00) |
| Total trades | 12 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 9 (75.00%) | Loss trades (% of total) | 3 (25.00%) | ||
| Largest | profit trade | 3643325.00 | loss trade | -1330.00 | |
| Average | profit trade | 620406.22 | loss trade | -1330.00 | |
| Maximum | consecutive wins (profit in money) | 9 (5583656.00) | consecutive losses (loss in money) | 3 (-3990.00) | |
| Maximal | consecutive profit (count of wins) | 5583656.00 (9) | consecutive loss (count of losses) | -3990.00 (3) | |
| Average | consecutive wins | 9 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 01:00 | buy stop | 1 | 1.40 | 1.18260 | 1.15920 | 1.18349 | ||
| 2 | 2025.07.01 01:00 | buy stop | 2 | 1.40 | 1.18260 | 1.15920 | 1.18404 | ||
| 3 | 2025.07.01 01:00 | buy stop | 3 | 1.40 | 1.18260 | 1.15920 | 1.18493 | ||
| 4 | 2025.07.01 01:00 | sell stop | 4 | 1.40 | 1.15920 | 1.18260 | 1.15831 | ||
| 5 | 2025.07.01 01:00 | sell stop | 5 | 1.40 | 1.15920 | 1.18260 | 1.15776 | ||
| 6 | 2025.07.01 01:00 | sell stop | 6 | 1.40 | 1.15920 | 1.18260 | 1.15687 | ||
| 7 | 2025.07.01 12:34 | buy | 1 | 1.40 | 1.18260 | 1.15920 | 1.18349 | ||
| 8 | 2025.07.01 12:34 | buy | 2 | 1.40 | 1.18260 | 1.15920 | 1.18404 | ||
| 9 | 2025.07.01 12:34 | buy | 3 | 1.40 | 1.18260 | 1.15920 | 1.18493 | ||
| 10 | 2025.07.01 12:34 | modify | 1 | 1.40 | 1.18260 | 1.17310 | 1.18349 | ||
| 11 | 2025.07.01 12:34 | modify | 2 | 1.40 | 1.18260 | 1.17310 | 1.18404 | ||
| 12 | 2025.07.01 12:34 | modify | 3 | 1.40 | 1.18260 | 1.17310 | 1.18493 | ||
| 13 | 2025.07.01 23:00 | delete | 4 | 1.40 | 1.15920 | 1.18260 | 1.15831 | ||
| 14 | 2025.07.01 23:00 | delete | 6 | 1.40 | 1.15920 | 1.18260 | 1.15687 | ||
| 15 | 2025.07.01 23:00 | delete | 5 | 1.40 | 1.15920 | 1.18260 | 1.15776 | ||
| 16 | 2025.07.02 01:00 | sell stop | 7 | 1.10 | 1.16310 | 1.18660 | 1.16221 | ||
| 17 | 2025.07.02 01:00 | sell stop | 8 | 1.10 | 1.16310 | 1.18660 | 1.16166 | ||
| 18 | 2025.07.02 01:00 | sell stop | 9 | 1.10 | 1.16310 | 1.18660 | 1.16077 | ||
| 19 | 2025.07.02 23:00 | delete | 7 | 1.10 | 1.16310 | 1.18660 | 1.16221 | ||
| 20 | 2025.07.02 23:00 | delete | 9 | 1.10 | 1.16310 | 1.18660 | 1.16077 | ||
| 21 | 2025.07.02 23:00 | delete | 8 | 1.10 | 1.16310 | 1.18660 | 1.16166 | ||
| 22 | 2025.07.03 01:00 | sell stop | 10 | 1.00 | 1.16490 | 1.18850 | 1.16401 | ||
| 23 | 2025.07.03 01:00 | sell stop | 11 | 1.00 | 1.16490 | 1.18850 | 1.16346 | ||
| 24 | 2025.07.03 01:00 | sell stop | 12 | 1.00 | 1.16490 | 1.18850 | 1.16257 | ||
| 25 | 2025.07.03 15:30 | s/l | 1 | 1.40 | 1.17310 | 1.17310 | 1.18349 | -1330.00 | 8670.00 |
| 26 | 2025.07.03 15:30 | s/l | 2 | 1.40 | 1.17310 | 1.17310 | 1.18404 | -1330.00 | 7340.00 |
| 27 | 2025.07.03 15:30 | s/l | 3 | 1.40 | 1.17310 | 1.17310 | 1.18493 | -1330.00 | 6010.00 |
| 28 | 2025.07.03 15:30 | buy stop | 13 | 0.10 | 1.18930 | 1.16580 | 1.19019 | ||
| 29 | 2025.07.03 15:30 | buy stop | 14 | 0.10 | 1.18930 | 1.16580 | 1.19074 | ||
| 30 | 2025.07.03 15:30 | buy stop | 15 | 0.10 | 1.18930 | 1.16580 | 1.19163 | ||
| 31 | 2025.07.03 23:00 | delete | 10 | 1.00 | 1.16490 | 1.18850 | 1.16401 | ||
| 32 | 2025.07.03 23:00 | delete | 11 | 1.00 | 1.16490 | 1.18850 | 1.16346 | ||
| 33 | 2025.07.03 23:00 | delete | 12 | 1.00 | 1.16490 | 1.18850 | 1.16257 | ||
| 34 | 2025.07.03 23:00 | delete | 13 | 0.10 | 1.18930 | 1.16580 | 1.19019 | ||
| 35 | 2025.07.03 23:00 | delete | 14 | 0.10 | 1.18930 | 1.16580 | 1.19074 | ||
| 36 | 2025.07.03 23:00 | delete | 15 | 0.10 | 1.18930 | 1.16580 | 1.19163 | ||
| 37 | 2025.07.04 01:00 | buy stop | 16 | 0.10 | 1.18890 | 1.16530 | 1.18979 | ||
| 38 | 2025.07.04 01:00 | buy stop | 17 | 0.10 | 1.18890 | 1.16530 | 1.19034 | ||
| 39 | 2025.07.04 01:00 | buy stop | 18 | 0.10 | 1.18890 | 1.16530 | 1.19123 | ||
| 40 | 2025.07.04 01:00 | sell stop | 19 | 0.10 | 1.16530 | 1.18890 | 1.16441 | ||
| 41 | 2025.07.04 01:00 | sell stop | 20 | 0.10 | 1.16530 | 1.18890 | 1.16386 | ||
| 42 | 2025.07.04 01:00 | sell stop | 21 | 0.10 | 1.16530 | 1.18890 | 1.16297 | ||
| 43 | 2025.07.04 23:00 | delete | 16 | 0.10 | 1.18890 | 1.16530 | 1.18979 | ||
| 44 | 2025.07.04 23:00 | delete | 17 | 0.10 | 1.18890 | 1.16530 | 1.19034 | ||
| 45 | 2025.07.04 23:00 | delete | 18 | 0.10 | 1.18890 | 1.16530 | 1.19123 | ||
| 46 | 2025.07.04 23:00 | delete | 19 | 0.10 | 1.16530 | 1.18890 | 1.16441 | ||
| 47 | 2025.07.04 23:00 | delete | 20 | 0.10 | 1.16530 | 1.18890 | 1.16386 | ||
| 48 | 2025.07.04 23:00 | delete | 21 | 0.10 | 1.16530 | 1.18890 | 1.16297 | ||
| 49 | 2025.07.07 01:00 | buy stop | 22 | 0.10 | 1.18900 | 1.16550 | 1.18989 | ||
| 50 | 2025.07.07 01:00 | buy stop | 23 | 0.10 | 1.18900 | 1.16550 | 1.19044 | ||
| 51 | 2025.07.07 01:00 | buy stop | 24 | 0.10 | 1.18900 | 1.16550 | 1.19133 | ||
| 52 | 2025.07.07 01:00 | sell stop | 25 | 0.10 | 1.16550 | 1.18900 | 1.16461 | ||
| 53 | 2025.07.07 01:00 | sell stop | 26 | 0.10 | 1.16550 | 1.18900 | 1.16406 | ||
| 54 | 2025.07.07 01:00 | sell stop | 27 | 0.10 | 1.16550 | 1.18900 | 1.16317 | ||
| 55 | 2025.07.07 23:00 | delete | 22 | 0.10 | 1.18900 | 1.16550 | 1.18989 | ||
| 56 | 2025.07.07 23:00 | delete | 23 | 0.10 | 1.18900 | 1.16550 | 1.19044 | ||
| 57 | 2025.07.07 23:00 | delete | 24 | 0.10 | 1.18900 | 1.16550 | 1.19133 | ||
| 58 | 2025.07.07 23:00 | delete | 25 | 0.10 | 1.16550 | 1.18900 | 1.16461 | ||
| 59 | 2025.07.07 23:00 | delete | 26 | 0.10 | 1.16550 | 1.18900 | 1.16406 | ||
| 60 | 2025.07.07 23:00 | delete | 27 | 0.10 | 1.16550 | 1.18900 | 1.16317 | ||
| 61 | 2025.07.08 01:00 | buy stop | 28 | 0.10 | 1.18720 | 1.16370 | 1.18809 | ||
| 62 | 2025.07.08 01:00 | buy stop | 29 | 0.10 | 1.18720 | 1.16370 | 1.18864 | ||
| 63 | 2025.07.08 01:00 | buy stop | 30 | 0.10 | 1.18720 | 1.16370 | 1.18953 | ||
| 64 | 2025.07.08 01:00 | sell stop | 31 | 0.10 | 1.16370 | 1.18720 | 1.16281 | ||
| 65 | 2025.07.08 01:00 | sell stop | 32 | 0.10 | 1.16370 | 1.18720 | 1.16226 | ||
| 66 | 2025.07.08 01:00 | sell stop | 33 | 0.10 | 1.16370 | 1.18720 | 1.16137 | ||
| 67 | 2025.07.08 23:00 | delete | 28 | 0.10 | 1.18720 | 1.16370 | 1.18809 | ||
| 68 | 2025.07.08 23:00 | delete | 29 | 0.10 | 1.18720 | 1.16370 | 1.18864 | ||
| 69 | 2025.07.08 23:00 | delete | 30 | 0.10 | 1.18720 | 1.16370 | 1.18953 | ||
| 70 | 2025.07.08 23:00 | delete | 31 | 0.10 | 1.16370 | 1.18720 | 1.16281 | ||
| 71 | 2025.07.08 23:00 | delete | 32 | 0.10 | 1.16370 | 1.18720 | 1.16226 | ||
| 72 | 2025.07.08 23:00 | delete | 33 | 0.10 | 1.16370 | 1.18720 | 1.16137 | ||
| 73 | 2025.07.09 01:00 | buy stop | 34 | 0.10 | 1.18580 | 1.16240 | 1.18669 | ||
| 74 | 2025.07.09 01:00 | buy stop | 35 | 0.10 | 1.18580 | 1.16240 | 1.18724 | ||
| 75 | 2025.07.09 01:00 | buy stop | 36 | 0.10 | 1.18580 | 1.16240 | 1.18813 | ||
| 76 | 2025.07.09 01:00 | sell stop | 37 | 0.10 | 1.16240 | 1.18580 | 1.16151 | ||
| 77 | 2025.07.09 01:00 | sell stop | 38 | 0.10 | 1.16240 | 1.18580 | 1.16096 | ||
| 78 | 2025.07.09 01:00 | sell stop | 39 | 0.10 | 1.16240 | 1.18580 | 1.16007 | ||
| 79 | 2025.07.09 04:39 | buy | 34 | 0.10 | 1.18580 | 1.16240 | 1.18669 | ||
| 80 | 2025.07.09 04:39 | buy | 35 | 0.10 | 1.18580 | 1.16240 | 1.18724 | ||
| 81 | 2025.07.09 04:39 | buy | 36 | 0.10 | 1.18580 | 1.16240 | 1.18813 | ||
| 82 | 2025.07.09 04:39 | modify | 34 | 0.10 | 1.18580 | 1.31950 | 1.18669 | ||
| 83 | 2025.07.09 04:39 | modify | 35 | 0.10 | 1.18580 | 1.31950 | 1.18724 | ||
| 84 | 2025.07.09 04:39 | modify | 36 | 0.10 | 1.18580 | 1.31950 | 1.18813 | ||
| 85 | 2025.07.09 04:40 | s/l | 34 | 0.10 | 1.31950 | 1.31950 | 1.18669 | 1337.00 | 7347.00 |
| 86 | 2025.07.09 04:40 | s/l | 35 | 0.10 | 1.31950 | 1.31950 | 1.18724 | 1337.00 | 8684.00 |
| 87 | 2025.07.09 04:40 | s/l | 36 | 0.10 | 1.31950 | 1.31950 | 1.18813 | 1337.00 | 10021.00 |
| 88 | 2025.07.09 04:40 | buy stop | 40 | 1.40 | 1.18570 | 1.16220 | 1.18659 | ||
| 89 | 2025.07.09 04:40 | buy | 40 | 1.40 | 1.18570 | 1.16220 | 1.18659 | ||
| 90 | 2025.07.09 04:40 | modify | 40 | 1.40 | 1.18570 | 1.31950 | 1.18659 | ||
| 91 | 2025.07.09 04:41 | s/l | 40 | 1.40 | 1.31950 | 1.31950 | 1.18659 | 18732.00 | 28753.00 |
| 92 | 2025.07.09 04:41 | buy stop | 41 | 4.00 | 1.18570 | 1.16220 | 1.18659 | ||
| 93 | 2025.07.09 04:41 | buy | 41 | 4.00 | 1.18570 | 1.16220 | 1.18659 | ||
| 94 | 2025.07.09 04:41 | modify | 41 | 4.00 | 1.18570 | 1.31940 | 1.18659 | ||
| 95 | 2025.07.09 04:42 | s/l | 41 | 4.00 | 1.31940 | 1.31940 | 1.18659 | 53480.00 | 82233.00 |
| 96 | 2025.07.09 04:42 | buy stop | 42 | 11.50 | 1.18570 | 1.16220 | 1.18659 | ||
| 97 | 2025.07.09 04:42 | buy | 42 | 11.50 | 1.18570 | 1.16220 | 1.18659 | ||
| 98 | 2025.07.09 04:42 | modify | 42 | 11.50 | 1.18570 | 1.31940 | 1.18659 | ||
| 99 | 2025.07.09 04:43 | s/l | 42 | 11.50 | 1.31940 | 1.31940 | 1.18659 | 153755.00 | 235988.00 |
| 100 | 2025.07.09 04:43 | buy stop | 43 | 33.00 | 1.18570 | 1.16220 | 1.18659 | ||
| 101 | 2025.07.09 04:43 | buy | 43 | 33.00 | 1.18570 | 1.16220 | 1.18659 | ||
| 102 | 2025.07.09 04:43 | modify | 43 | 33.00 | 1.18570 | 1.31950 | 1.18659 | ||
| 103 | 2025.07.09 04:44 | s/l | 43 | 33.00 | 1.31950 | 1.31950 | 1.18659 | 441540.00 | 677528.00 |
| 104 | 2025.07.09 04:44 | buy stop | 44 | 94.90 | 1.18570 | 1.16220 | 1.18659 | ||
| 105 | 2025.07.09 04:44 | buy | 44 | 94.90 | 1.18570 | 1.16220 | 1.18659 | ||
| 106 | 2025.07.09 04:44 | modify | 44 | 94.90 | 1.18570 | 1.31940 | 1.18659 | ||
| 107 | 2025.07.09 04:45 | s/l | 44 | 94.90 | 1.31940 | 1.31940 | 1.18659 | 1268813.00 | 1946341.00 |
| 108 | 2025.07.09 04:45 | buy stop | 45 | 272.50 | 1.18570 | 1.16220 | 1.18659 | ||
| 109 | 2025.07.09 04:45 | buy | 45 | 272.50 | 1.18570 | 1.16220 | 1.18659 | ||
| 110 | 2025.07.09 04:45 | modify | 45 | 272.50 | 1.18570 | 1.31940 | 1.18659 | ||
| 111 | 2025.07.09 04:46 | s/l | 45 | 272.50 | 1.31940 | 1.31940 | 1.18659 | 3643325.00 | 5589666.00 |
| 112 | 2025.07.09 23:00 | delete | 37 | 0.10 | 1.16240 | 1.18580 | 1.16151 | ||
| 113 | 2025.07.09 23:00 | delete | 38 | 0.10 | 1.16240 | 1.18580 | 1.16096 | ||
| 114 | 2025.07.09 23:01 | delete | 39 | 0.10 | 1.16240 | 1.18580 | 1.16007 | ||