Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=12; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 test6556Ticks modelled39963006Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2217.56Gross profit3023.32Gross loss-805.76
Profit factor3.75Expected payoff43.48
Absolute drawdown390.40Maximal drawdown446.68 (4.34%)Relative drawdown4.34% (446.68)
Total trades51Short positions (won %)22 (95.45%)Long positions (won %)29 (65.52%)
Profit trades (% of total)40 (78.43%)Loss trades (% of total)11 (21.57%)
Largestprofit trade164.87loss trade-124.30
Averageprofit trade75.58loss trade-73.25
Maximumconsecutive wins (profit in money)13 (977.74)consecutive losses (loss in money)4 (-223.40)
Maximalconsecutive profit (count of wins)977.74 (13)consecutive loss (count of losses)-244.30 (2)
Averageconsecutive wins7consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.04 12:00buy10.101.099970.000000.00000
22022.04.04 12:00modify10.101.099971.087971.11497
32022.04.06 06:00s/l10.101.087971.087971.11497-122.159877.85
42022.04.25 07:00buy20.101.071730.000000.00000
52022.04.25 07:00modify20.101.071731.059731.08673
62022.04.27 07:22s/l20.101.059731.059731.08673-122.159755.70
72022.05.17 12:00sell30.101.053930.000000.00000
82022.05.17 12:00modify30.101.053931.065931.03893
92022.05.18 20:01sell40.101.046410.000000.00000
102022.05.18 20:01modify40.101.046411.052431.03893
112022.05.18 20:01modify30.101.053931.052431.03893
122022.05.19 10:45s/l30.101.052431.052431.0389317.979773.67
132022.05.19 10:45s/l40.101.052431.052431.03893-57.979715.70
142022.05.23 10:00sell50.101.067840.000000.00000
152022.05.23 10:00modify50.101.067841.079841.05284
162022.06.10 09:17sell60.101.060340.000000.00000
172022.06.10 09:17modify60.101.060341.066341.05284
182022.06.10 09:17modify50.101.067841.066341.05284
192022.06.10 10:52sell70.101.058840.000000.00000
202022.06.10 10:52modify70.101.058841.064091.05284
212022.06.10 10:52modify60.101.060341.064091.05284
222022.06.10 10:52modify50.101.067841.064091.05284
232022.06.10 12:30sell80.101.056490.000000.00000
242022.06.10 12:30modify80.101.056491.061841.05284
252022.06.10 12:30modify70.101.058841.061841.05284
262022.06.10 12:30modify60.101.060341.061841.05284
272022.06.10 12:30modify50.101.067841.061841.05284
282022.06.10 12:57t/p50.101.052841.061841.05284164.879880.57
292022.06.10 12:57t/p60.101.052841.061841.0528475.009955.57
302022.06.10 12:57t/p70.101.052841.061841.0528460.0010015.57
312022.06.10 12:57t/p80.101.052841.061841.0528436.5010052.07
322022.06.13 07:00buy90.101.047290.000000.00000
332022.06.13 07:00modify90.101.047291.035291.06229
342022.06.16 16:27buy100.101.054790.000000.00000
352022.06.16 16:27modify100.101.054791.048791.06229
362022.06.16 16:27modify90.101.047291.048791.06229
372022.06.16 16:29buy110.101.056290.000000.00000
382022.06.16 16:29modify110.101.056291.051041.06229
392022.06.16 16:29modify100.101.054791.051041.06229
402022.06.16 16:29modify90.101.047291.051041.06229
412022.06.16 17:38buy120.101.058700.000000.00000
422022.06.16 17:38modify120.101.058701.053291.06229
432022.06.16 17:38modify110.101.056291.053291.06229
442022.06.16 17:38modify100.101.054791.053291.06229
452022.06.16 17:38modify90.101.047291.053291.06229
462022.06.17 01:10s/l90.101.053291.053291.0622953.5510105.61
472022.06.17 01:10s/l100.101.053291.053291.06229-16.0810089.54
482022.06.17 01:10s/l110.101.053291.053291.06229-31.0810058.46
492022.06.17 01:10s/l120.101.053291.053291.06229-55.1810003.28
502022.07.05 09:00buy130.101.031020.000000.00000
512022.07.05 09:00modify130.101.031021.019021.04602
522022.07.06 10:54s/l130.101.019021.019021.04602-121.089882.21
532022.08.10 13:00sell140.101.032420.000000.00000
542022.08.10 13:00modify140.101.032421.044421.01742
552022.08.12 14:51sell150.101.024920.000000.00000
562022.08.12 14:51modify150.101.024921.030921.01742
572022.08.12 14:51modify140.101.032421.030921.01742
582022.08.15 06:31sell160.101.023410.000000.00000
592022.08.15 06:31modify160.101.023411.028671.01742
602022.08.15 06:31modify150.101.024921.028671.01742
612022.08.15 06:31modify140.101.032421.028671.01742
622022.08.15 08:48sell170.101.021170.000000.00000
632022.08.15 08:48modify170.101.021171.026421.01742
642022.08.15 08:48modify160.101.023411.026421.01742
652022.08.15 08:48modify150.101.024921.026421.01742
662022.08.15 08:48modify140.101.032421.026421.01742
672022.08.15 17:15t/p140.101.017421.026421.01742153.7210035.92
682022.08.15 17:15t/p150.101.017421.026421.0174275.7410111.67
692022.08.15 17:15t/p160.101.017421.026421.0174259.9010171.57
702022.08.15 17:15t/p170.101.017421.026421.0174237.5010209.07
712022.08.23 07:00buy180.100.990930.000000.00000
722022.08.23 07:00modify180.100.990930.978931.00593
732022.08.23 13:45buy190.100.998460.000000.00000
742022.08.23 13:45modify190.100.998460.992431.00593
752022.08.23 13:45modify180.100.990930.992431.00593
762022.08.23 13:49buy200.100.999940.000000.00000
772022.08.23 13:49modify200.100.999940.994681.00593
782022.08.23 13:49modify190.100.998460.994681.00593
792022.08.23 13:49modify180.100.990930.994681.00593
802022.08.24 01:02s/l180.100.994680.994681.0059336.4210245.49
812022.08.24 01:02s/l190.100.994680.994681.00593-38.8810206.62
822022.08.24 01:02s/l200.100.994680.994681.00593-53.6810152.94
832022.09.09 09:00sell210.101.010640.000000.00000
842022.09.09 09:00modify210.101.010641.022640.99564
852022.09.13 12:58sell220.101.003130.000000.00000
862022.09.13 12:58modify220.101.003131.009140.99564
872022.09.13 12:58modify210.101.010641.009140.99564
882022.09.13 13:06sell230.101.001620.000000.00000
892022.09.13 13:06modify230.101.001621.006890.99564
902022.09.13 13:06modify220.101.003131.006890.99564
912022.09.13 13:06modify210.101.010641.006890.99564
922022.09.13 16:01sell240.100.999390.000000.00000
932022.09.13 16:01modify240.100.999391.004640.99564
942022.09.13 16:01modify230.101.001621.004640.99564
952022.09.13 16:01modify220.101.003131.004640.99564
962022.09.13 16:01modify210.101.010641.004640.99564
972022.09.16 07:48t/p210.100.995641.004640.99564155.2010308.14
982022.09.16 07:48t/p220.100.995641.004640.9956478.6210386.76
992022.09.16 07:48t/p230.100.995641.004640.9956463.5210450.28
1002022.09.16 07:48t/p240.100.995641.004640.9956441.2210491.49
1012022.09.21 07:00buy250.100.990070.000000.00000
1022022.09.21 07:00modify250.100.990070.978071.00507
1032022.09.23 07:01s/l250.100.978070.978071.00507-124.3010367.19
1042022.10.26 08:00sell260.101.003300.000000.00000
1052022.10.26 08:00modify260.101.003301.015300.98830
1062022.10.27 18:30sell270.100.995800.000000.00000
1072022.10.27 18:30modify270.100.995801.001800.98830
1082022.10.27 18:30modify260.101.003301.001800.98830
1092022.10.28 07:17sell280.100.994280.000000.00000
1102022.10.28 07:17modify280.100.994280.999550.98830
1112022.10.28 07:17modify270.100.995800.999550.98830
1122022.10.28 07:17modify260.101.003300.999550.98830
1132022.10.31 08:16sell290.100.992050.000000.00000
1142022.10.31 08:16modify290.100.992050.997300.98830
1152022.10.31 08:16modify280.100.994280.997300.98830
1162022.10.31 08:16modify270.100.995800.997300.98830
1172022.10.31 08:16modify260.101.003300.997300.98830
1182022.10.31 15:13t/p260.100.988300.997300.98830153.7210520.91
1192022.10.31 15:13t/p270.100.988300.997300.9883076.4910597.39
1202022.10.31 15:13t/p280.100.988300.997300.9883060.5410657.94
1212022.10.31 15:13t/p290.100.988300.997300.9883037.5010695.44
1222022.11.03 10:00buy300.100.975620.000000.00000
1232022.11.03 10:00modify300.100.975620.963620.99062
1242022.11.04 12:50buy310.100.983180.000000.00000
1252022.11.04 12:50modify310.100.983180.977120.99062
1262022.11.04 12:50modify300.100.975620.977120.99062
1272022.11.04 12:58buy320.100.984740.000000.00000
1282022.11.04 12:58modify320.100.984740.979370.99062
1292022.11.04 12:58modify310.100.983180.979370.99062
1302022.11.04 12:58modify300.100.975620.979370.99062
1312022.11.04 13:04buy330.100.986880.000000.00000
1322022.11.04 13:04modify330.100.986880.981620.99062
1332022.11.04 13:04modify320.100.984740.981620.99062
1342022.11.04 13:04modify310.100.983180.981620.99062
1352022.11.04 13:04modify300.100.975620.981620.99062
1362022.11.04 14:15t/p300.100.990620.981620.99062148.9210844.36
1372022.11.04 14:15t/p310.100.990620.981620.9906274.4010918.76
1382022.11.04 14:15t/p320.100.990620.981620.9906258.8010977.56
1392022.11.04 14:15t/p330.100.990620.981620.9906237.4011014.96
1402022.11.21 10:00buy340.101.022970.000000.00000
1412022.11.21 10:00modify340.101.022971.010971.03797
1422022.11.22 18:56buy350.101.030470.000000.00000
1432022.11.22 18:56modify350.101.030471.024471.03797
1442022.11.22 18:56modify340.101.022971.024471.03797
1452022.11.23 00:05buy360.101.031970.000000.00000
1462022.11.23 00:05modify360.101.031971.026721.03797
1472022.11.23 00:05modify350.101.030471.026721.03797
1482022.11.23 00:05modify340.101.022971.026721.03797
1492022.11.23 07:09buy370.101.034220.000000.00000
1502022.11.23 07:09modify370.101.034221.028971.03797
1512022.11.23 07:09modify360.101.031971.028971.03797
1522022.11.23 07:09modify350.101.030471.028971.03797
1532022.11.23 07:09modify340.101.022971.028971.03797
1542022.11.23 15:46t/p340.101.037971.028971.03797147.8511162.81
1552022.11.23 15:46t/p350.101.037971.028971.0379773.9211236.73
1562022.11.23 15:46t/p360.101.037971.028971.0379760.0011296.73
1572022.11.23 15:46t/p370.101.037971.028971.0379737.5011334.23
1582023.01.03 09:00buy380.101.055480.000000.00000
1592023.01.03 09:00modify380.101.055481.043481.07048
1602023.01.04 08:14buy390.101.062980.000000.00000
1612023.01.04 08:14modify390.101.062981.056981.07048
1622023.01.04 08:14modify380.101.055481.056981.07048
1632023.01.05 13:34s/l380.101.056981.056981.0704810.7011344.93
1642023.01.05 13:34s/l390.101.056981.056981.07048-63.2311281.70
1652023.03.15 12:00buy400.101.059020.000000.00000
1662023.03.15 12:00modify400.101.059021.047021.07402
1672023.03.17 06:59buy410.101.066540.000000.00000
1682023.03.17 06:59modify410.101.066541.060521.07402
1692023.03.17 06:59modify400.101.059021.060521.07402
1702023.03.17 18:49buy420.101.068040.000000.00000
1712023.03.17 18:49modify420.101.068041.062771.07402
1722023.03.17 18:49modify410.101.066541.062771.07402
1732023.03.17 18:49modify400.101.059021.062771.07402
1742023.03.20 11:10buy430.101.070280.000000.00000
1752023.03.20 11:10modify430.101.070281.065021.07402
1762023.03.20 11:10modify420.101.068041.065021.07402
1772023.03.20 11:10modify410.101.066541.065021.07402
1782023.03.20 11:10modify400.101.059021.065021.07402
1792023.03.21 09:40t/p400.101.074021.065021.07402143.5511425.25
1802023.03.21 09:40t/p410.101.074021.065021.0740272.6511497.90
1812023.03.21 09:40t/p420.101.074021.065021.0740257.6511555.55
1822023.03.21 09:40t/p430.101.074021.065021.0740236.3211591.87
1832023.03.23 07:00sell440.101.091510.000000.00000
1842023.03.23 07:00modify440.101.091511.103511.07651
1852023.03.23 18:54sell450.101.084010.000000.00000
1862023.03.23 18:54modify450.101.084011.090011.07651
1872023.03.23 18:54modify440.101.091511.090011.07651
1882023.03.23 19:33sell460.101.082510.000000.00000
1892023.03.23 19:33modify460.101.082511.087761.07651
1902023.03.23 19:33modify450.101.084011.087761.07651
1912023.03.23 19:33modify440.101.091511.087761.07651
1922023.03.24 08:08sell470.101.080250.000000.00000
1932023.03.24 08:08modify470.101.080251.085511.07651
1942023.03.24 08:08modify460.101.082511.085511.07651
1952023.03.24 08:08modify450.101.084011.085511.07651
1962023.03.24 08:08modify440.101.091511.085511.07651
1972023.03.24 09:40t/p440.101.076511.085511.07651150.7411742.61
1982023.03.24 09:40t/p450.101.076511.085511.0765175.7411818.36
1992023.03.24 09:40t/p460.101.076511.085511.0765160.7411879.10
2002023.03.24 09:40t/p470.101.076511.085511.0765137.4011916.50
2012023.03.24 10:00buy480.101.072870.000000.00000
2022023.03.24 10:00modify480.101.072871.060871.08787
2032023.03.27 22:09buy490.101.080380.000000.00000
2042023.03.27 22:09modify490.101.080381.074371.08787
2052023.03.27 22:09modify480.101.072871.074371.08787
2062023.03.28 00:54buy500.101.081890.000000.00000
2072023.03.28 00:54modify500.101.081891.076621.08787
2082023.03.28 00:54modify490.101.080381.076621.08787
2092023.03.28 00:54modify480.101.072871.076621.08787
2102023.03.28 12:09buy510.101.084190.000000.00000
2112023.03.28 12:09modify510.101.084191.078871.08787
2122023.03.28 12:09modify500.101.081891.078871.08787
2132023.03.28 12:09modify490.101.080381.078871.08787
2142023.03.28 12:09modify480.101.072871.078871.08787
2152023.03.30 08:42t/p480.101.087871.078871.08787143.5512060.05
2162023.03.30 08:42t/p490.101.087871.078871.0878769.5212129.57
2172023.03.30 08:42t/p500.101.087871.078871.0878755.5012185.06
2182023.03.30 08:42t/p510.101.087871.078871.0878732.5012217.56