Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2022.05.01 21:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 modelled13477Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit627.70Gross profit1586.35Gross loss-958.65
Profit factor1.65Expected payoff16.96
Absolute drawdown357.82Maximal drawdown431.49 (4.28%)Relative drawdown4.28% (431.49)
Total trades37Short positions (won %)25 (56.00%)Long positions (won %)12 (58.33%)
Profit trades (% of total)21 (56.76%)Loss trades (% of total)16 (43.24%)
Largestprofit trade135.20loss trade-142.15
Averageprofit trade75.54loss trade-59.92
Maximumconsecutive wins (profit in money)5 (475.70)consecutive losses (loss in money)4 (-337.66)
Maximalconsecutive profit (count of wins)475.70 (5)consecutive loss (count of losses)-337.66 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.05 17:00buy10.101.051380.000000.00000
22022.05.05 17:00modify10.101.051381.037381.06438
32022.05.10 00:00buy20.101.056630.000000.00000
42022.05.10 00:00modify20.101.056631.052681.06438
52022.05.10 00:00modify10.101.051381.052681.06438
62022.05.10 16:00s/l10.101.052681.052681.064389.7710009.77
72022.05.10 16:00s/l20.101.052681.052681.06438-39.509970.27
82022.05.17 14:00sell30.101.054020.000000.00000
92022.05.17 14:00modify30.101.054021.068021.04102
102022.05.18 17:00sell40.101.048740.000000.00000
112022.05.18 17:00modify40.101.048741.052721.04102
122022.05.18 17:00modify30.101.054021.052721.04102
132022.05.18 20:00sell50.101.046580.000000.00000
142022.05.18 20:00modify50.101.046581.050771.04102
152022.05.18 20:00modify40.101.048741.050771.04102
162022.05.18 20:00modify30.101.054021.050771.04102
172022.05.19 04:00s/l30.101.050771.050771.0410235.4710005.75
182022.05.19 04:00s/l40.101.050771.050771.04102-18.079987.68
192022.05.19 04:00s/l50.101.050771.050771.04102-39.679948.01
202022.05.19 16:00sell60.101.058650.000000.00000
212022.05.19 16:00modify60.101.058651.072651.04565
222022.05.24 08:00s/l60.101.072651.072651.04565-137.779810.24
232022.06.09 21:00buy70.101.061760.000000.00000
242022.06.09 21:00modify70.101.061761.047761.07476
252022.06.13 02:00s/l70.101.047761.047761.07476-142.159668.08
262022.07.19 10:00sell80.101.024140.000000.00000
272022.07.19 10:00modify80.101.024141.038141.01114
282022.07.26 17:00t/p80.101.011141.038141.01114135.209803.29
292022.08.10 14:00sell90.101.032190.000000.00000
302022.08.10 14:00modify90.101.032191.046191.01919
312022.08.15 05:00sell100.101.025020.000000.00000
322022.08.15 05:00modify100.101.025021.028941.01919
332022.08.15 05:00modify90.101.032191.028941.01919
342022.08.15 07:00sell110.101.023620.000000.00000
352022.08.15 07:00modify110.101.023621.026341.01919
362022.08.15 07:00modify100.101.025021.026341.01919
372022.08.15 07:00modify90.101.032191.026341.01919
382022.08.15 10:00t/p90.101.019191.026341.01919133.729937.00
392022.08.15 10:00t/p100.101.019191.026341.0191958.309995.30
402022.08.15 10:00t/p110.101.019191.026341.0191944.3010039.60
412022.08.22 19:00buy120.100.993600.000000.00000
422022.08.22 19:00modify120.100.993600.979601.00660
432022.08.25 02:00buy130.100.998810.000000.00000
442022.08.25 02:00modify130.100.998810.994901.00660
452022.08.25 02:00modify120.100.993600.994901.00660
462022.08.25 09:00buy140.101.001010.000000.00000
472022.08.25 09:00modify140.101.001010.996851.00660
482022.08.25 09:00modify130.100.998810.996851.00660
492022.08.25 09:00modify120.100.993600.996851.00660
502022.08.25 13:00s/l120.100.996850.996851.0066027.1210066.72
512022.08.25 13:00s/l130.100.996850.996851.00660-19.6010047.12
522022.08.25 13:00s/l140.100.996850.996851.00660-41.6010005.52
532022.09.23 12:00buy150.100.975410.000000.00000
542022.09.23 12:00modify150.100.975410.961410.98841
552022.09.26 01:00s/l150.100.961410.961410.98841-141.089864.45
562022.10.04 20:00sell160.100.999010.000000.00000
572022.10.04 20:00modify160.100.999011.013010.98601
582022.10.05 12:00sell170.100.990530.000000.00000
592022.10.05 12:00modify170.100.990530.993160.98601
602022.10.05 12:00modify160.100.999010.993160.98601
612022.10.05 15:00t/p160.100.986010.993160.98601130.749995.19
622022.10.05 15:00t/p170.100.986010.993160.9860145.2010040.39
632022.10.17 17:00sell180.100.983910.000000.00000
642022.10.17 17:00modify180.100.983910.997910.97091
652022.10.19 17:00sell190.100.976580.000000.00000
662022.10.19 17:00modify190.100.976580.980660.97091
672022.10.19 17:00modify180.100.983910.980660.97091
682022.10.20 08:00sell200.100.978670.000000.00000
692022.10.20 08:00modify200.100.978670.982610.97091
702022.10.20 09:00modify200.100.978670.980660.97091
712022.10.20 11:00s/l180.100.980660.980660.9709136.2210076.61
722022.10.20 11:00s/l190.100.980660.980660.97091-38.5710038.04
732022.10.20 11:00s/l200.100.980660.980660.97091-19.9010018.14
742022.10.25 15:00sell210.100.995690.000000.00000
752022.10.25 15:00modify210.100.995691.009690.98269
762022.10.31 16:00sell220.100.988250.000000.00000
772022.10.31 16:00modify220.100.988250.992440.98269
782022.10.31 16:00modify210.100.995690.992440.98269
792022.11.01 04:00sell230.100.990340.000000.00000
802022.11.01 04:00modify230.100.990340.994390.98269
812022.11.01 05:00modify230.100.990340.992440.98269
822022.11.01 06:00s/l210.100.992440.992440.9826937.7010055.84
832022.11.01 06:00s/l220.100.992440.992440.98269-41.1610014.68
842022.11.01 06:00s/l230.100.992440.992440.98269-21.009993.68
852022.11.02 22:00buy240.100.981790.000000.00000
862022.11.02 22:00modify240.100.981790.967790.99479
872022.11.04 19:00t/p240.100.994790.967790.99479125.7010119.38
882022.11.10 13:00buy250.100.995180.000000.00000
892022.11.10 13:00modify250.100.995180.981181.00818
902022.11.10 14:00t/p250.101.008180.981181.00818130.0010249.38
912022.11.11 10:00sell260.101.026920.000000.00000
922022.11.11 10:00modify260.101.026921.040921.01392
932022.11.15 08:00s/l260.101.040921.040921.01392-138.5110110.87
942022.11.15 10:00sell270.101.040150.000000.00000
952022.11.15 10:00modify270.101.040151.054151.02715
962022.11.15 22:00sell280.101.034650.000000.00000
972022.11.15 22:00modify280.101.034651.038851.02715
982022.11.15 22:00modify270.101.040151.038851.02715
992022.11.16 03:00s/l270.101.038851.038851.0271513.7410124.61
1002022.11.16 03:00s/l280.101.038851.038851.02715-41.2610083.35
1012022.11.28 13:00sell290.101.047280.000000.00000
1022022.11.28 13:00modify290.101.047281.061281.03428
1032022.11.28 20:00t/p290.101.034281.061281.03428130.0010213.35
1042022.12.13 15:00sell300.101.064540.000000.00000
1052022.12.13 15:00modify300.101.064541.078541.05154
1062022.12.16 21:00sell310.101.059230.000000.00000
1072022.12.16 21:00modify310.101.059231.063241.05154
1082022.12.16 21:00modify300.101.064541.063241.05154
1092022.12.19 07:00s/l300.101.063241.063241.0515417.4610230.81
1102022.12.19 07:00s/l310.101.063241.063241.05154-39.3610191.46
1112023.01.05 17:00buy320.101.052380.000000.00000
1122023.01.05 17:00modify320.101.052381.038381.06538
1132023.01.09 00:00t/p320.101.065381.038381.06538127.8510319.31
1142023.02.02 02:00sell330.101.101290.000000.00000
1152023.02.02 02:00modify330.101.101291.115291.08829
1162023.02.03 14:00t/p330.101.088291.115291.08829130.7410450.05
1172023.03.24 11:00buy340.101.073070.000000.00000
1182023.03.24 11:00modify340.101.073071.059071.08607
1192023.03.27 23:00buy350.101.080220.000000.00000
1202023.03.27 23:00modify350.101.080221.076321.08607
1212023.03.27 23:00modify340.101.073071.076321.08607
1222023.03.29 10:00t/p340.101.086071.076321.08607126.7710576.82
1232023.03.29 10:00t/p350.101.086071.076321.0860756.3510633.17
1242023.03.30 15:00sell360.101.091250.000000.00000
1252023.03.30 15:00modify360.101.091251.105251.07825
1262023.04.02 21:00sell370.101.083980.000000.00000
1272023.04.02 21:00modify370.101.083981.088001.07825
1282023.04.02 21:00modify360.101.091251.088001.07825
1292023.04.03 12:00s/l360.101.088001.088001.0782533.9910667.16
1302023.04.03 12:00s/l370.101.088001.088001.07825-39.4610627.70