Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2022.07.01 00:00 - 2023.06.30 20:59 (2022.07.01 - 2023.07.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 test7256Ticks modelled13512Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit695.32Gross profit4117.24Gross loss-3421.92
Profit factor1.20Expected payoff6.75
Absolute drawdown119.45Maximal drawdown715.25 (6.49%)Relative drawdown6.49% (715.25)
Total trades103Short positions (won %)50 (52.00%)Long positions (won %)53 (54.72%)
Profit trades (% of total)55 (53.40%)Loss trades (% of total)48 (46.60%)
Largestprofit trade154.12loss trade-118.61
Averageprofit trade74.86loss trade-71.29
Maximumconsecutive wins (profit in money)6 (517.81)consecutive losses (loss in money)4 (-355.17)
Maximalconsecutive profit (count of wins)517.81 (6)consecutive loss (count of losses)-355.17 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 13:00buy10.101.040970.000000.00000
22022.07.01 13:00modify10.101.040971.029971.05497
32022.07.04 11:00buy20.101.045470.000000.00000
42022.07.04 11:00modify20.101.045471.043071.05497
52022.07.04 11:00modify10.101.040971.043071.05497
62022.07.04 15:00s/l10.101.043071.043071.0549719.9210019.92
72022.07.04 15:00s/l20.101.043071.043071.05497-24.009995.92
82022.07.05 15:00buy30.101.024530.000000.00000
92022.07.05 15:00modify30.101.024531.013531.03853
102022.07.08 08:00s/l30.101.013531.013531.03853-115.389880.55
112022.07.13 15:00sell40.101.010720.000000.00000
122022.07.13 15:00modify40.101.010721.021720.99672
132022.07.13 19:00sell50.101.006290.000000.00000
142022.07.13 19:00modify50.101.006291.008620.99672
152022.07.13 19:00modify40.101.010721.008620.99672
162022.07.14 13:00sell60.101.000200.000000.00000
172022.07.14 13:00modify60.101.000201.004420.99672
182022.07.14 13:00modify50.101.006291.004420.99672
192022.07.14 13:00modify40.101.010721.004420.99672
202022.07.14 14:00t/p40.100.996721.004420.99672142.2310022.78
212022.07.14 14:00t/p50.100.996721.004420.9967297.9310120.71
222022.07.14 14:00t/p60.100.996721.004420.9967234.8010155.51
232022.07.18 10:00sell70.101.015530.000000.00000
242022.07.18 10:00modify70.101.015531.026531.00153
252022.07.19 11:00s/l70.101.026531.026531.00153-109.2610046.25
262022.07.20 11:00buy80.101.020110.000000.00000
272022.07.20 11:00modify80.101.020111.009111.03411
282022.07.25 10:00buy90.101.024580.000000.00000
292022.07.25 10:00modify90.101.024581.022211.03411
302022.07.25 10:00modify80.101.020111.022211.03411
312022.07.25 11:00s/l80.101.022211.022211.0341115.6210061.87
322022.07.25 11:00s/l90.101.022211.022211.03411-23.7010038.17
332022.07.26 10:00buy100.101.017830.000000.00000
342022.07.26 10:00modify100.101.017831.006831.03183
352022.07.28 09:00buy110.101.022030.000000.00000
362022.07.28 09:00modify110.101.022031.019931.03183
372022.07.28 09:00modify100.101.017831.019931.03183
382022.07.28 10:00s/l100.101.019931.019931.0318316.7010054.87
392022.07.28 10:00s/l110.101.019931.019931.03183-21.0010033.87
402022.07.28 10:00buy120.101.015600.000000.00000
412022.07.28 10:00modify120.101.015601.004601.02960
422022.07.28 21:00buy130.101.019900.000000.00000
432022.07.28 21:00modify130.101.019901.017701.02960
442022.07.28 21:00modify120.101.015601.017701.02960
452022.07.29 13:00s/l120.101.017701.017701.0296019.9210053.79
462022.07.29 13:00s/l130.101.017701.017701.02960-23.0810030.72
472022.07.29 13:00buy140.101.018000.000000.00000
482022.07.29 13:00modify140.101.018001.007001.03200
492022.07.29 19:00buy150.101.022290.000000.00000
502022.07.29 19:00modify150.101.022291.020101.03200
512022.07.29 19:00modify140.101.018001.020101.03200
522022.08.02 15:00s/l140.101.020101.020101.0320018.8510049.56
532022.08.02 15:00s/l150.101.020101.020101.03200-24.0510025.51
542022.08.03 15:00buy160.101.013310.000000.00000
552022.08.03 15:00modify160.101.013311.002311.02731
562022.08.04 17:00buy170.101.023930.000000.00000
572022.08.04 17:00modify170.101.023931.019611.02731
582022.08.04 17:00modify160.101.013311.019611.02731
592022.08.05 13:00s/l160.101.019611.019611.0273158.7010084.21
602022.08.05 13:00s/l170.101.019611.019611.02731-44.2810039.93
612022.08.05 13:00buy180.101.016080.000000.00000
622022.08.05 13:00modify180.101.016081.005081.03008
632022.08.08 12:00buy190.101.020410.000000.00000
642022.08.08 12:00modify190.101.020411.018181.03008
652022.08.08 12:00modify180.101.016081.018181.03008
662022.08.10 13:00t/p180.101.030081.018181.03008136.7710176.71
672022.08.10 13:00t/p190.101.030081.018181.0300894.5510271.26
682022.08.10 13:00sell200.101.032420.000000.00000
692022.08.10 13:00modify200.101.032421.043421.01842
702022.08.11 06:00sell210.101.028170.000000.00000
712022.08.11 06:00modify210.101.028171.030321.01842
722022.08.11 06:00modify200.101.032421.030321.01842
732022.08.11 07:00s/l200.101.030321.030321.0184223.2310294.49
742022.08.11 07:00s/l210.101.030321.030321.01842-21.5010272.99
752022.08.11 09:00sell220.101.034090.000000.00000
762022.08.11 09:00modify220.101.034091.045091.02009
772022.08.12 08:00sell230.101.029700.000000.00000
782022.08.12 08:00modify230.101.029701.031991.02009
792022.08.12 08:00modify220.101.034091.031991.02009
802022.08.12 13:00sell240.101.027050.000000.00000
812022.08.12 13:00modify240.101.027051.029891.02009
822022.08.12 13:00modify230.101.029701.029891.02009
832022.08.12 13:00modify220.101.034091.029891.02009
842022.08.15 08:00sell250.101.023400.000000.00000
852022.08.15 08:00modify250.101.023401.027791.02009
862022.08.15 08:00modify240.101.027051.027791.02009
872022.08.15 08:00modify230.101.029701.027791.02009
882022.08.15 08:00modify220.101.034091.027791.02009
892022.08.15 10:00t/p220.101.020091.027791.02009141.4910414.47
902022.08.15 10:00t/p230.101.020091.027791.0200996.8410511.31
912022.08.15 10:00t/p240.101.020091.027791.0200970.3410581.66
922022.08.15 10:00t/p250.101.020091.027791.0200933.1010614.76
932022.08.16 14:00sell260.101.017620.000000.00000
942022.08.16 14:00modify260.101.017621.028621.00362
952022.08.19 17:00t/p260.101.003621.028621.00362143.7210758.47
962022.08.22 14:00buy270.100.997230.000000.00000
972022.08.22 14:00modify270.100.997230.986231.01123
982022.08.31 05:00buy280.101.004310.000000.00000
992022.08.31 05:00modify280.101.004311.001431.01123
1002022.08.31 05:00modify270.100.997231.001431.01123
1012022.08.31 07:00s/l270.101.001431.001431.0112332.3210790.79
1022022.08.31 07:00s/l280.101.001431.001431.01123-28.8010761.99
1032022.08.31 09:00buy290.100.998210.000000.00000
1042022.08.31 09:00modify290.100.998210.987211.01221
1052022.09.06 15:00s/l290.100.987210.987211.01221-116.4510645.54
1062022.09.07 15:00sell300.100.994880.000000.00000
1072022.09.07 15:00modify300.100.994881.005880.98088
1082022.09.09 03:00s/l300.101.005881.005880.98088-107.0310538.51
1092022.09.09 12:00buy310.101.004000.000000.00000
1102022.09.09 12:00modify310.101.004000.993001.01800
1112022.09.12 07:00buy320.101.014700.000000.00000
1122022.09.12 07:00modify320.101.014701.010301.01800
1132022.09.12 07:00modify310.101.004001.010301.01800
1142022.09.12 08:00t/p310.101.018001.010301.01800138.9210677.44
1152022.09.12 08:00t/p320.101.018001.010301.0180033.0010710.44
1162022.09.13 13:00buy330.101.004030.000000.00000
1172022.09.13 13:00modify330.101.004030.993031.01803
1182022.09.21 07:00s/l330.100.993030.993031.01803-118.6110591.83
1192022.09.21 19:00sell340.100.990530.000000.00000
1202022.09.21 19:00modify340.100.990531.001530.97653
1212022.09.22 21:00sell350.100.983270.000000.00000
1222022.09.22 21:00modify350.100.983270.986330.97653
1232022.09.22 21:00modify340.100.990530.986330.97653
1242022.09.23 09:00t/p340.100.976530.986330.97653142.9710734.80
1252022.09.23 09:00t/p350.100.976530.986330.9765368.1410802.95
1262022.09.23 15:00buy360.100.970760.000000.00000
1272022.09.23 15:00modify360.100.970760.959760.98476
1282022.09.26 01:00s/l360.100.959760.959760.98476-111.0810691.87
1292022.09.26 16:00buy370.100.962280.000000.00000
1302022.09.26 16:00modify370.100.962280.951280.97628
1312022.09.29 15:00t/p370.100.976280.951280.97628134.6210826.49
1322022.09.29 15:00sell380.100.976550.000000.00000
1332022.09.29 15:00modify380.100.976550.987550.96255
1342022.10.04 08:00s/l380.100.987550.987550.96255-107.7710718.72
1352022.10.04 13:00sell390.100.992420.000000.00000
1362022.10.04 13:00modify390.100.992421.003420.97842
1372022.10.05 21:00sell400.100.987950.000000.00000
1382022.10.05 21:00modify400.100.987950.990320.97842
1392022.10.05 21:00modify390.100.992420.990320.97842
1402022.10.06 00:00s/l390.100.990320.990320.9784223.9710742.69
1412022.10.06 00:00s/l400.100.990320.990320.97842-21.4710721.22
1422022.10.06 14:00buy410.100.983220.000000.00000
1432022.10.06 14:00modify410.100.983220.972220.99722
1442022.10.10 06:00s/l410.100.972220.972220.99722-112.1510609.07
1452022.10.11 16:00sell420.100.975590.000000.00000
1462022.10.11 16:00modify420.100.975590.986590.96159
1472022.10.12 17:00sell430.100.968340.000000.00000
1482022.10.12 17:00modify430.100.968340.971390.96159
1492022.10.12 17:00modify420.100.975590.971390.96159
1502022.10.12 19:00s/l420.100.971390.971390.9615942.7410651.82
1512022.10.12 19:00s/l430.100.971390.971390.96159-30.5010621.32
1522022.10.13 13:00buy440.100.967100.000000.00000
1532022.10.13 13:00modify440.100.967100.956100.98110
1542022.10.17 00:00buy450.100.974250.000000.00000
1552022.10.17 00:00modify450.100.974250.971300.98110
1562022.10.17 00:00modify440.100.967100.971300.98110
1572022.10.17 13:00buy460.100.977830.000000.00000
1582022.10.17 13:00modify460.100.977830.973400.98110
1592022.10.17 13:00modify450.100.974250.973400.98110
1602022.10.17 13:00modify440.100.967100.973400.98110
1612022.10.17 15:00t/p440.100.981100.973400.98110137.8510759.17
1622022.10.17 15:00t/p450.100.981100.973400.9811068.5010827.67
1632022.10.17 15:00t/p460.100.981100.973400.9811032.7010860.37
1642022.10.17 15:00sell470.100.981660.000000.00000
1652022.10.17 15:00modify470.100.981660.992660.96766
1662022.10.19 14:00sell480.100.977360.000000.00000
1672022.10.19 14:00modify480.100.977360.979560.96766
1682022.10.19 14:00modify470.100.981660.979560.96766
1692022.10.19 15:00s/l470.100.979560.979560.9676622.4910882.85
1702022.10.19 15:00s/l480.100.979560.979560.96766-22.0010860.85
1712022.10.20 15:00sell490.100.984470.000000.00000
1722022.10.20 15:00modify490.100.984470.995470.97047
1732022.10.20 17:00sell500.100.980240.000000.00000
1742022.10.20 17:00modify500.100.980240.982370.97047
1752022.10.20 17:00modify490.100.984470.982370.97047
1762022.10.21 16:00s/l490.100.982370.982370.9704721.7410882.59
1772022.10.21 16:00s/l500.100.982370.982370.97047-20.5610862.04
1782022.10.24 14:00sell510.100.987550.000000.00000
1792022.10.24 14:00modify510.100.987550.998550.97355
1802022.10.26 07:00s/l510.100.998550.998550.97355-108.5110753.52
1812022.10.26 16:00sell520.101.006770.000000.00000
1822022.10.26 16:00modify520.101.006771.017770.99277
1832022.10.27 19:00sell530.100.996260.000000.00000
1842022.10.27 19:00modify530.100.996261.000470.99277
1852022.10.27 19:00modify520.101.006771.000470.99277
1862022.10.31 09:00t/p520.100.992771.000470.99277143.7210897.24
1872022.10.31 09:00t/p530.100.992771.000470.9927736.3910933.63
1882022.10.31 14:00buy540.100.989280.000000.00000
1892022.10.31 14:00modify540.100.989280.978281.00328
1902022.11.01 07:00buy550.100.993610.000000.00000
1912022.11.01 07:00modify550.100.993610.991381.00328
1922022.11.01 07:00modify540.100.989280.991381.00328
1932022.11.01 08:00s/l540.100.991380.991381.0032819.9210953.55
1942022.11.01 08:00s/l550.100.991380.991381.00328-22.3010931.25
1952022.11.01 15:00buy560.100.987170.000000.00000
1962022.11.01 15:00modify560.100.987170.976171.00117
1972022.11.03 09:00s/l560.100.976170.976171.00117-114.3010816.95
1982022.11.03 15:00sell570.100.978530.000000.00000
1992022.11.03 15:00modify570.100.978530.989530.96453
2002022.11.04 15:00s/l570.100.989530.989530.96453-109.2610707.69
2012022.11.04 19:00sell580.100.994840.000000.00000
2022022.11.04 19:00modify580.100.994841.005840.98084
2032022.11.06 22:00sell590.100.990360.000000.00000
2042022.11.06 22:00modify590.100.990360.992740.98084
2052022.11.06 22:00modify580.100.994840.992740.98084
2062022.11.06 23:00s/l580.100.992740.992740.9808421.0010728.69
2072022.11.06 23:00s/l590.100.992740.992740.98084-23.8010704.89
2082022.11.07 09:00sell600.100.998620.000000.00000
2092022.11.07 09:00modify600.100.998621.009620.98462
2102022.11.08 17:00s/l600.101.009621.009620.98462-109.2610595.64
2112022.11.10 10:00buy610.100.996400.000000.00000
2122022.11.10 10:00modify610.100.996400.985401.01040
2132022.11.10 14:00t/p610.101.010400.985401.01040140.0010735.64
2142022.11.10 14:00sell620.101.012270.000000.00000
2152022.11.10 14:00modify620.101.012271.023270.99827
2162022.11.11 07:00s/l620.101.023271.023270.99827-109.2610626.38
2172022.11.11 13:00sell630.101.030920.000000.00000
2182022.11.11 13:00modify630.101.030921.041921.01692
2192022.11.15 08:00s/l630.101.041921.041921.01692-108.5110517.87
2202022.11.15 16:00buy640.101.037110.000000.00000
2212022.11.15 16:00modify640.101.037111.026111.05111
2222022.11.21 07:00s/l640.101.026111.026111.05111-116.4510401.41
2232022.11.21 10:00buy650.101.022970.000000.00000
2242022.11.21 10:00modify650.101.022971.011971.03697
2252022.11.22 09:00buy660.101.027420.000000.00000
2262022.11.22 09:00modify660.101.027421.025071.03697
2272022.11.22 09:00modify650.101.022971.025071.03697
2282022.11.23 15:00t/p650.101.036971.025071.03697137.8510539.26
2292022.11.23 15:00t/p660.101.036971.025071.0369794.4210633.68
2302022.11.23 15:00sell670.101.036800.000000.00000
2312022.11.23 15:00modify670.101.036801.047801.02280
2322022.11.28 11:00s/l670.101.047801.047801.02280-106.2810527.40
2332022.11.28 15:00buy680.101.043280.000000.00000
2342022.11.28 15:00modify680.101.043281.032281.05728
2352022.11.29 20:00s/l680.101.032281.032281.05728-111.0810416.32
2362022.11.30 16:00buy690.101.030120.000000.00000
2372022.11.30 16:00modify690.101.030121.019121.04412
2382022.12.01 02:00t/p690.101.044121.019121.04412136.7710553.10
2392022.12.01 14:00sell700.101.048950.000000.00000
2402022.12.01 14:00modify700.101.048951.059951.03495
2412022.12.13 14:00s/l700.101.059951.059951.03495-102.5710450.53
2422022.12.13 14:00sell710.101.064660.000000.00000
2432022.12.13 14:00modify710.101.064661.075661.05066
2442022.12.19 15:00sell720.101.060300.000000.00000
2452022.12.19 15:00modify720.101.060301.062561.05066
2462022.12.19 15:00modify710.101.064661.062561.05066
2472022.12.19 17:00s/l710.101.062561.062561.0506625.4610475.99
2482022.12.19 17:00s/l720.101.062561.062561.05066-22.6010453.39
2492023.01.05 14:00buy730.101.055510.000000.00000
2502023.01.05 14:00modify730.101.055511.044511.06951
2512023.01.09 09:00t/p730.101.069511.044511.06951137.8510591.24
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