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 20:00 (2022.07.01 - 2023.07.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 modelled38885858Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2263.98Gross profit3106.55Gross loss-842.57
Profit factor3.69Expected payoff36.52
Absolute drawdown151.41Maximal drawdown377.60 (3.27%)Relative drawdown3.27% (377.60)
Total trades62Short positions (won %)24 (70.83%)Long positions (won %)38 (71.05%)
Profit trades (% of total)44 (70.97%)Loss trades (% of total)18 (29.03%)
Largestprofit trade153.72loss trade-74.30
Averageprofit trade70.60loss trade-46.81
Maximumconsecutive wins (profit in money)10 (775.72)consecutive losses (loss in money)3 (-163.98)
Maximalconsecutive profit (count of wins)775.72 (10)consecutive loss (count of losses)-163.98 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 15:00buy10.101.039320.000000.00000
22022.07.01 15:00modify10.101.039321.032321.05432
32022.07.04 09:34buy20.101.045320.000000.00000
42022.07.04 09:34modify20.101.045321.041571.05432
52022.07.04 09:34modify10.101.039321.041571.05432
62022.07.05 07:09s/l10.101.041571.041571.0543220.3510020.35
72022.07.05 07:09s/l20.101.041571.041571.05432-38.589981.77
82022.07.06 11:00buy30.101.019830.000000.00000
92022.07.06 11:00modify30.101.019831.012831.03483
102022.07.08 07:20s/l30.101.012831.012831.03483-74.309907.47
112022.07.26 11:00buy40.101.015440.000000.00000
122022.07.26 11:00modify40.101.015441.008441.03044
132022.07.27 18:54buy50.101.021470.000000.00000
142022.07.27 18:54modify50.101.021471.017691.03044
152022.07.27 18:54modify40.101.015441.017691.03044
162022.07.28 09:49s/l40.101.017691.017691.0304418.209925.67
172022.07.28 09:49s/l50.101.017691.017691.03044-41.039884.64
182022.08.05 13:00buy60.101.016080.000000.00000
192022.08.05 13:00modify60.101.016081.009081.03108
202022.08.08 14:53buy70.101.022100.000000.00000
212022.08.08 14:53modify70.101.022101.018331.03108
222022.08.08 14:53modify60.101.016081.018331.03108
232022.08.10 11:28buy80.101.025080.000000.00000
242022.08.10 11:28modify80.101.025081.022831.03108
252022.08.10 11:28modify70.101.022101.022831.03108
262022.08.10 11:28modify60.101.016081.022831.03108
272022.08.10 12:30buy90.101.027490.000000.00000
282022.08.10 12:30modify90.101.027491.024331.03108
292022.08.10 12:30modify80.101.025081.024331.03108
302022.08.10 12:30modify70.101.022101.024331.03108
312022.08.10 12:30modify60.101.016081.024331.03108
322022.08.10 12:30t/p60.101.031081.024331.03108146.7710031.41
332022.08.10 12:30t/p70.101.031081.024331.0310887.6510119.06
342022.08.10 12:30t/p80.101.031081.024331.0310860.0010179.06
352022.08.10 12:30t/p90.101.031081.024331.0310835.9010214.96
362022.08.10 13:00sell100.101.032420.000000.00000
372022.08.10 13:00modify100.101.032421.039421.01742
382022.08.12 14:00sell110.101.026420.000000.00000
392022.08.12 14:00modify110.101.026421.030171.01742
402022.08.12 14:00modify100.101.032421.030171.01742
412022.08.15 06:31sell120.101.023410.000000.00000
422022.08.15 06:31modify120.101.023411.025671.01742
432022.08.15 06:31modify110.101.026421.025671.01742
442022.08.15 06:31modify100.101.032421.025671.01742
452022.08.15 08:48sell130.101.021170.000000.00000
462022.08.15 08:48modify130.101.021171.024171.01742
472022.08.15 08:48modify120.101.023411.024171.01742
482022.08.15 08:48modify110.101.026421.024171.01742
492022.08.15 08:48modify100.101.032421.024171.01742
502022.08.15 17:15t/p100.101.017421.024171.01742153.7210368.68
512022.08.15 17:15t/p110.101.017421.024171.0174290.7410459.42
522022.08.15 17:15t/p120.101.017421.024171.0174259.9010519.32
532022.08.15 17:15t/p130.101.017421.024171.0174237.5010556.82
542022.08.18 17:00buy140.101.009300.000000.00000
552022.08.18 17:00modify140.101.009301.002301.02430
562022.08.22 06:44s/l140.101.002301.002301.02430-72.1510484.67
572022.08.22 16:00buy150.100.993750.000000.00000
582022.08.22 16:00modify150.100.993750.986751.00875
592022.08.23 13:49buy160.100.999760.000000.00000
602022.08.23 13:49modify160.100.999760.996001.00875
612022.08.23 13:49modify150.100.993750.996001.00875
622022.08.23 18:46s/l150.100.996000.996001.0087521.4210506.09
632022.08.23 18:46s/l160.100.996000.996001.00875-37.6010468.49
642022.09.01 15:00buy170.100.993500.000000.00000
652022.09.01 15:00modify170.100.993500.986501.00850
662022.09.02 07:40buy180.100.999510.000000.00000
672022.09.02 07:40modify180.100.999510.995751.00850
682022.09.02 07:40modify170.100.993500.995751.00850
692022.09.02 12:30buy190.101.002540.000000.00000
702022.09.02 12:30modify190.101.002541.000251.00850
712022.09.02 12:30modify180.100.999511.000251.00850
722022.09.02 12:30modify170.100.993501.000251.00850
732022.09.02 12:43s/l170.101.000251.000251.0085066.4210534.92
742022.09.02 12:43s/l180.101.000251.000251.008507.4010542.32
752022.09.02 12:43s/l190.101.000251.000251.00850-22.9010519.42
762022.09.23 15:00buy200.100.970760.000000.00000
772022.09.23 15:00modify200.100.970760.963760.98576
782022.09.26 00:57s/l200.100.963760.963760.98576-71.0810448.34
792022.10.04 13:00sell210.100.992420.000000.00000
802022.10.04 13:00modify210.100.992420.999420.97742
812022.10.04 16:37s/l210.100.999420.999420.97742-70.0010378.34
822022.10.04 19:00sell220.100.999770.000000.00000
832022.10.04 19:00modify220.100.999771.006770.98477
842022.10.05 07:53sell230.100.993760.000000.00000
852022.10.05 07:53modify230.100.993760.997520.98477
862022.10.05 07:53modify220.100.999770.997520.98477
872022.10.05 11:37sell240.100.990760.000000.00000
882022.10.05 11:37modify240.100.990760.993020.98477
892022.10.05 11:37modify230.100.993760.993020.98477
902022.10.05 11:37modify220.100.999770.993020.98477
912022.10.05 13:18sell250.100.988520.000000.00000
922022.10.05 13:18modify250.100.988520.991520.98477
932022.10.05 13:18modify240.100.990760.991520.98477
942022.10.05 13:18modify230.100.993760.991520.98477
952022.10.05 13:18modify220.100.999770.991520.98477
962022.10.05 14:18t/p220.100.984770.991520.98477150.7410529.09
972022.10.05 14:18t/p230.100.984770.991520.9847789.9010618.99
982022.10.05 14:18t/p240.100.984770.991520.9847759.9010678.89
992022.10.05 14:18t/p250.100.984770.991520.9847737.5010716.39
1002022.10.06 14:00buy260.100.983220.000000.00000
1012022.10.06 14:00modify260.100.983220.976220.99822
1022022.10.07 12:30s/l260.100.976220.976220.99822-71.0810645.31
1032022.10.25 14:00sell270.100.996770.000000.00000
1042022.10.25 14:00modify270.100.996771.003770.98177
1052022.10.26 08:00s/l270.101.003771.003770.98177-69.2610576.05
1062022.11.03 10:00buy280.100.975620.000000.00000
1072022.11.03 10:00modify280.100.975620.968620.99062
1082022.11.04 12:36buy290.100.981660.000000.00000
1092022.11.04 12:36modify290.100.981660.977870.99062
1102022.11.04 12:36modify280.100.975620.977870.99062
1112022.11.04 12:58buy300.100.984740.000000.00000
1122022.11.04 12:58modify300.100.984740.982370.99062
1132022.11.04 12:58modify290.100.981660.982370.99062
1142022.11.04 12:58modify280.100.975620.982370.99062
1152022.11.04 13:04buy310.100.986880.000000.00000
1162022.11.04 13:04modify310.100.986880.983870.99062
1172022.11.04 13:04modify300.100.984740.983870.99062
1182022.11.04 13:04modify290.100.981660.983870.99062
1192022.11.04 13:04modify280.100.975620.983870.99062
1202022.11.04 14:15t/p280.100.990620.983870.99062148.9210724.98
1212022.11.04 14:15t/p290.100.990620.983870.9906289.6010814.58
1222022.11.04 14:15t/p300.100.990620.983870.9906258.8010873.38
1232022.11.04 14:15t/p310.100.990620.983870.9906237.4010910.78
1242022.11.10 11:00buy320.100.995800.000000.00000
1252022.11.10 11:00modify320.100.995800.988801.01080
1262022.11.10 13:30buy330.101.001840.000000.00000
1272022.11.10 13:30modify330.101.001840.998051.01080
1282022.11.10 13:30modify320.100.995800.998051.01080
1292022.11.10 13:30buy340.101.004880.000000.00000
1302022.11.10 13:30modify340.101.004881.002551.01080
1312022.11.10 13:30modify330.101.001841.002551.01080
1322022.11.10 13:30modify320.100.995801.002551.01080
1332022.11.10 13:31buy350.101.007080.000000.00000
1342022.11.10 13:31modify350.101.007081.004051.01080
1352022.11.10 13:31modify340.101.004881.004051.01080
1362022.11.10 13:31modify330.101.001841.004051.01080
1372022.11.10 13:31modify320.100.995801.004051.01080
1382022.11.10 13:42t/p320.101.010801.004051.01080150.0011060.78
1392022.11.10 13:42t/p330.101.010801.004051.0108089.6011150.38
1402022.11.10 13:42t/p340.101.010801.004051.0108059.2011209.58
1412022.11.10 13:42t/p350.101.010801.004051.0108037.2011246.78
1422022.11.15 11:00sell360.101.042780.000000.00000
1432022.11.15 11:00modify360.101.042781.049781.02778
1442022.11.15 15:48sell370.101.036780.000000.00000
1452022.11.15 15:48modify370.101.036781.040531.02778
1462022.11.15 15:48modify360.101.042781.040531.02778
1472022.11.15 18:27sell380.101.033770.000000.00000
1482022.11.15 18:27modify380.101.033771.036031.02778
1492022.11.15 18:27modify370.101.036781.036031.02778
1502022.11.15 18:27modify360.101.042781.036031.02778
1512022.11.15 18:28sell390.101.031530.000000.00000
1522022.11.15 18:28modify390.101.031531.034531.02778
1532022.11.15 18:28modify380.101.033771.034531.02778
1542022.11.15 18:28modify370.101.036781.034531.02778
1552022.11.15 18:28modify360.101.042781.034531.02778
1562022.11.15 19:24s/l360.101.034531.034531.0277882.5011329.28
1572022.11.15 19:24s/l370.101.034531.034531.0277822.5011351.78
1582022.11.15 19:24s/l380.101.034531.034531.02778-7.6011344.18
1592022.11.15 19:24s/l390.101.034531.034531.02778-30.0011314.18
1602022.12.13 14:00sell400.101.064660.000000.00000
1612022.12.13 14:00modify400.101.064661.071661.04966
1622022.12.15 14:13s/l400.101.071661.071661.04966-67.0311247.15
1632023.01.05 15:00buy410.101.054220.000000.00000
1642023.01.05 15:00modify410.101.054221.047221.06922
1652023.01.06 15:23buy420.101.060220.000000.00000
1662023.01.06 15:23modify420.101.060221.056471.06922
1672023.01.06 15:23modify410.101.054221.056471.06922
1682023.01.06 17:36buy430.101.063220.000000.00000
1692023.01.06 17:36modify430.101.063221.060971.06922
1702023.01.06 17:36modify420.101.060221.060971.06922
1712023.01.06 17:36modify410.101.054221.060971.06922
1722023.01.08 23:20buy440.101.065500.000000.00000
1732023.01.08 23:20modify440.101.065501.062471.06922
1742023.01.08 23:20modify430.101.063221.062471.06922
1752023.01.08 23:20modify420.101.060221.062471.06922
1762023.01.08 23:20modify410.101.054221.062471.06922
1772023.01.09 07:20t/p410.101.069221.062471.06922147.8511395.00
1782023.01.09 07:20t/p420.101.069221.062471.0692288.9211483.92
1792023.01.09 07:20t/p430.101.069221.062471.0692258.9211542.85
1802023.01.09 07:20t/p440.101.069221.062471.0692236.1211578.97
1812023.01.12 14:00sell450.101.082920.000000.00000
1822023.01.12 14:00modify450.101.082921.089921.06792
1832023.01.12 14:52sell460.101.076910.000000.00000
1842023.01.12 14:52modify460.101.076911.080671.06792
1852023.01.12 14:52modify450.101.082921.080671.06792
1862023.01.12 15:36s/l450.101.080671.080671.0679222.5011601.47
1872023.01.12 15:36s/l460.101.080671.080671.06792-37.6011563.87
1882023.02.01 20:00sell470.101.097780.000000.00000
1892023.02.01 20:00modify470.101.097781.104781.08278
1902023.02.02 14:37sell480.101.091770.000000.00000
1912023.02.02 14:37modify480.101.091771.095531.08278
1922023.02.02 14:37modify470.101.097781.095531.08278
1932023.02.02 15:09sell490.101.088680.000000.00000
1942023.02.02 15:09modify490.101.088681.091031.08278
1952023.02.02 15:09modify480.101.091771.091031.08278
1962023.02.02 15:09modify470.101.097781.091031.08278
1972023.02.02 15:18s/l470.101.091031.091031.0827869.7311633.60
1982023.02.02 15:18s/l480.101.091031.091031.082787.4011641.00
1992023.02.02 15:18s/l490.101.091031.091031.08278-23.5011617.50
2002023.03.07 16:00buy500.101.058830.000000.00000
2012023.03.07 16:00modify500.101.058831.051831.07383
2022023.03.10 14:29buy510.101.064900.000000.00000
2032023.03.10 14:29modify510.101.064901.061081.07383
2042023.03.10 14:29modify500.101.058831.061081.07383
2052023.03.10 15:01buy520.101.067850.000000.00000
2062023.03.10 15:01modify520.101.067851.065581.07383
2072023.03.10 15:01modify510.101.064901.065581.07383
2082023.03.10 15:01modify500.101.058831.065581.07383
2092023.03.10 15:33buy530.101.070090.000000.00000
2102023.03.10 15:33modify530.101.070091.067081.07383
2112023.03.10 15:33modify520.101.067851.067081.07383
2122023.03.10 15:33modify510.101.064901.067081.07383
2132023.03.10 15:33modify500.101.058831.067081.07383
2142023.03.10 16:11s/l500.101.067081.067081.0738377.1211694.62
2152023.03.10 16:11s/l510.101.067081.067081.0738321.8011716.42
2162023.03.10 16:11s/l520.101.067081.067081.07383-7.7011708.72
2172023.03.10 16:11s/l530.101.067081.067081.07383-30.1011678.62
2182023.03.22 19:00sell540.101.088050.000000.00000
2192023.03.22 19:00modify540.101.088051.095051.07305
2202023.03.24 01:32sell550.101.082050.000000.00000
2212023.03.24 01:32modify550.101.082051.085801.07305
2222023.03.24 01:32modify540.101.088051.085801.07305
2232023.03.24 08:09sell560.101.079050.000000.00000
2242023.03.24 08:09modify560.101.079051.081301.07305
2252023.03.24 08:09modify550.101.082051.081301.07305
2262023.03.24 08:09modify540.101.088051.081301.07305
2272023.03.24 08:43sell570.101.076790.000000.00000
2282023.03.24 08:43modify570.101.076791.079801.07305
2292023.03.24 08:43modify560.101.079051.079801.07305
2302023.03.24 08:43modify550.101.082051.079801.07305
2312023.03.24 08:43modify540.101.088051.079801.07305
2322023.03.24 09:46t/p540.101.073051.079801.07305152.9711831.60
2332023.03.24 09:46t/p550.101.073051.079801.0730590.0011921.60
2342023.03.24 09:46t/p560.101.073051.079801.0730560.0011981.60
2352023.03.24 09:46t/p570.101.073051.079801.0730537.4012019.00
2362023.03.24 10:00buy580.101.072870.000000.00000
2372023.03.24 10:00modify580.101.072871.065871.08787
2382023.03.27 13:24buy590.101.078880.000000.00000
2392023.03.27 13:24modify590.101.078881.075121.08787
2402023.03.27 13:24modify580.101.072871.075121.08787
2412023.03.28 00:54buy600.101.081890.000000.00000
2422023.03.28 00:54modify600.101.081891.079621.08787
2432023.03.28 00:54modify590.101.078881.079621.08787
2442023.03.28 00:54modify580.101.072871.079621.08787
2452023.03.28 12:09buy610.101.084190.000000.00000
2462023.03.28 12:09modify610.101.084191.081121.08787
2472023.03.28 12:09modify600.101.081891.081121.08787
2482023.03.28 12:09modify590.101.078881.081121.08787
2492023.03.28 12:09modify580.101.072871.081121.08787
2502023.03.30 08:42t/p580.101.087871.081121.08787143.5512162.54
2512023.03.30 08:42t/p590.101.087871.081121.0878784.5212247.06
2522023.03.30 08:42t/p600.101.087871.081121.0878755.5012302.56
2532023.03.30 08:42t/p610.101.087871.081121.0878732.5012335.06
2542023.04.14 16:00buy620.101.098190.000000.00000
2552023.04.14 16:00modify620.101.098191.091191.11319
2562023.04.17 14:38s/l620.101.091191.091191.11319-71.0812263.98