Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2022.08.01 00:00 - 2023.07.31 23:00 (2022.08.01 - 2023.08.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 test6559Ticks modelled38019738Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2158.15Gross profit2831.39Gross loss-673.25
Profit factor4.21Expected payoff35.97
Absolute drawdown49.60Maximal drawdown314.47 (3.02%)Relative drawdown3.02% (314.47)
Total trades60Short positions (won %)36 (61.11%)Long positions (won %)24 (83.33%)
Profit trades (% of total)42 (70.00%)Loss trades (% of total)18 (30.00%)
Largestprofit trade153.72loss trade-141.08
Averageprofit trade67.41loss trade-37.40
Maximumconsecutive wins (profit in money)7 (458.02)consecutive losses (loss in money)2 (-46.00)
Maximalconsecutive profit (count of wins)458.02 (7)consecutive loss (count of losses)-141.08 (1)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.10 14:00sell10.101.032190.000000.00000
22022.08.10 14:00modify10.101.032191.046191.01719
32022.08.12 14:04sell20.101.026180.000000.00000
42022.08.12 14:04modify20.101.026181.031441.01719
52022.08.12 14:04sell30.101.026180.000000.00000
62022.08.12 14:04modify30.101.026181.028441.01719
72022.08.12 14:04modify10.101.032191.028441.01719
82022.08.12 14:04modify20.101.026181.028441.01719
92022.08.15 08:40sell40.101.022430.000000.00000
102022.08.15 08:40modify40.101.022431.025441.01719
112022.08.15 08:40modify30.101.026181.025441.01719
122022.08.15 08:40modify20.101.026181.025441.01719
132022.08.15 08:40modify10.101.032191.025441.01719
142022.08.15 17:20t/p10.101.017191.025441.01719153.7210153.72
152022.08.15 17:20t/p20.101.017191.025441.0171990.6410244.36
162022.08.15 17:20t/p30.101.017191.025441.0171990.6410335.00
172022.08.15 17:20t/p40.101.017191.025441.0171952.4010387.40
182022.09.23 12:00buy50.100.975410.000000.00000
192022.09.23 12:00modify50.100.975410.961410.99041
202022.09.26 00:58s/l50.100.961410.961410.99041-141.0810246.33
212022.10.04 12:00sell60.100.989020.000000.00000
222022.10.04 12:00modify60.100.989021.003020.97402
232022.10.06 13:30sell70.100.982970.000000.00000
242022.10.06 13:30modify70.100.982970.988270.97402
252022.10.06 13:30sell80.100.982970.000000.00000
262022.10.06 13:30modify80.100.982970.985270.97402
272022.10.06 13:30modify60.100.989020.985270.97402
282022.10.06 13:30modify70.100.982970.985270.97402
292022.10.06 13:40s/l60.100.985270.985270.9740240.4710286.80
302022.10.06 13:40s/l70.100.985270.985270.97402-23.0010263.80
312022.10.06 13:40s/l80.100.985270.985270.97402-23.0010240.80
322022.10.17 17:00sell90.100.983910.000000.00000
332022.10.17 17:00modify90.100.983910.997910.96891
342022.10.19 11:01sell100.100.977780.000000.00000
352022.10.19 11:01modify100.100.977780.983160.96891
362022.10.19 11:01sell110.100.977780.000000.00000
372022.10.19 11:01modify110.100.977780.980160.96891
382022.10.19 11:01modify90.100.983910.980160.96891
392022.10.19 11:01modify100.100.977780.980160.96891
402022.10.19 14:28s/l90.100.980160.980160.9689138.9910279.79
412022.10.19 14:28s/l100.100.980160.980160.96891-23.8010255.99
422022.10.19 14:28s/l110.100.980160.980160.96891-23.8010232.19
432022.10.25 15:00sell120.100.995690.000000.00000
442022.10.25 15:00modify120.100.995691.009690.98069
452022.10.31 13:49sell130.100.989660.000000.00000
462022.10.31 13:49modify130.100.989660.994940.98069
472022.10.31 13:49sell140.100.989660.000000.00000
482022.10.31 13:49modify140.100.989660.991940.98069
492022.10.31 13:49modify120.100.995690.991940.98069
502022.10.31 13:49modify130.100.989660.991940.98069
512022.11.01 05:44s/l120.100.991940.991940.9806942.7010274.89
522022.11.01 05:44s/l130.100.991940.991940.98069-22.0610252.83
532022.11.01 05:44s/l140.100.991940.991940.98069-22.0610230.78
542022.11.03 13:00buy150.100.974370.000000.00000
552022.11.03 13:00modify150.100.974370.960370.98937
562022.11.04 11:09buy160.100.980440.000000.00000
572022.11.04 11:09modify160.100.980440.975120.98937
582022.11.04 11:09buy170.100.980440.000000.00000
592022.11.04 11:09modify170.100.980440.978120.98937
602022.11.04 11:09modify150.100.974370.978120.98937
612022.11.04 11:09modify160.100.980440.978120.98937
622022.11.04 12:28s/l150.100.978120.978120.9893736.4210267.20
632022.11.04 12:28s/l160.100.978120.978120.98937-23.2010244.00
642022.11.04 12:28s/l170.100.978120.978120.98937-23.2010220.80
652022.11.10 13:00buy180.100.995180.000000.00000
662022.11.10 13:00modify180.100.995180.981181.01018
672022.11.10 13:30buy190.101.001250.000000.00000
682022.11.10 13:30modify190.101.001250.995931.01018
692022.11.10 13:30buy200.101.001250.000000.00000
702022.11.10 13:30modify200.101.001250.998931.01018
712022.11.10 13:30modify180.100.995180.998931.01018
722022.11.10 13:30modify190.101.001250.998931.01018
732022.11.10 13:30buy210.101.005030.000000.00000
742022.11.10 13:30modify210.101.005031.001931.01018
752022.11.10 13:30modify200.101.001251.001931.01018
762022.11.10 13:30modify190.101.001251.001931.01018
772022.11.10 13:30modify180.100.995181.001931.01018
782022.11.10 13:35t/p180.101.010181.001931.01018150.0010370.80
792022.11.10 13:35t/p190.101.010181.001931.0101889.3010460.10
802022.11.10 13:35t/p200.101.010181.001931.0101889.3010549.40
812022.11.10 13:35t/p210.101.010181.001931.0101851.5010600.90
822022.11.11 10:00sell220.101.026920.000000.00000
832022.11.11 10:00modify220.101.026921.040921.01192
842022.11.15 07:47s/l220.101.040921.040921.01192-138.5110462.39
852022.11.15 10:00sell230.101.040150.000000.00000
862022.11.15 10:00modify230.101.040151.054151.02515
872022.11.15 18:27sell240.101.033940.000000.00000
882022.11.15 18:27modify240.101.033941.039401.02515
892022.11.15 18:27sell250.101.033940.000000.00000
902022.11.15 18:27modify250.101.033941.036401.02515
912022.11.15 18:27modify230.101.040151.036401.02515
922022.11.15 18:27modify240.101.033941.036401.02515
932022.11.15 18:31sell260.101.030380.000000.00000
942022.11.15 18:31modify260.101.030381.033401.02515
952022.11.15 18:31modify250.101.033941.033401.02515
962022.11.15 18:31modify240.101.033941.033401.02515
972022.11.15 18:31modify230.101.040151.033401.02515
982022.11.15 18:44s/l230.101.033401.033401.0251567.5010529.89
992022.11.15 18:44s/l240.101.033401.033401.025155.4010535.29
1002022.11.15 18:44s/l250.101.033401.033401.025155.4010540.69
1012022.11.15 18:44s/l260.101.033401.033401.02515-30.2010510.49
1022022.11.28 13:00sell270.101.047280.000000.00000
1032022.11.28 13:00modify270.101.047281.061281.03228
1042022.11.28 15:25sell280.101.041260.000000.00000
1052022.11.28 15:25modify280.101.041261.046531.03228
1062022.11.28 15:25sell290.101.041260.000000.00000
1072022.11.28 15:25modify290.101.041261.043531.03228
1082022.11.28 15:25modify270.101.047281.043531.03228
1092022.11.28 15:25modify280.101.041261.043531.03228
1102022.11.28 17:03sell300.101.037520.000000.00000
1112022.11.28 17:03modify300.101.037521.040531.03228
1122022.11.28 17:03modify290.101.041261.040531.03228
1132022.11.28 17:03modify280.101.041261.040531.03228
1142022.11.28 17:03modify270.101.047281.040531.03228
1152022.11.29 20:10t/p270.101.032281.040531.03228150.7410661.23
1162022.11.29 20:10t/p280.101.032281.040531.0322890.5410751.77
1172022.11.29 20:10t/p290.101.032281.040531.0322890.5410842.32
1182022.11.29 20:10t/p300.101.032281.040531.0322853.1410895.46
1192022.12.13 15:00sell310.101.064540.000000.00000
1202022.12.13 15:00modify310.101.064541.078541.04954
1212022.12.16 21:42sell320.101.058540.000000.00000
1222022.12.16 21:42modify320.101.058541.063791.04954
1232022.12.16 21:42sell330.101.058540.000000.00000
1242022.12.16 21:42modify330.101.058541.060791.04954
1252022.12.16 21:42modify310.101.064541.060791.04954
1262022.12.16 21:42modify320.101.058541.060791.04954
1272022.12.19 01:58s/l310.101.060791.060791.0495441.9610937.42
1282022.12.19 01:58s/l320.101.060791.060791.04954-21.7610915.66
1292022.12.19 01:58s/l330.101.060791.060791.04954-21.7610893.91
1302023.01.05 17:00buy340.101.052380.000000.00000
1312023.01.05 17:00modify340.101.052381.038381.06738
1322023.01.06 15:16buy350.101.058460.000000.00000
1332023.01.06 15:16modify350.101.058461.053131.06738
1342023.01.06 15:16buy360.101.058460.000000.00000
1352023.01.06 15:16modify360.101.058461.056131.06738
1362023.01.06 15:16modify340.101.052381.056131.06738
1372023.01.06 15:16modify350.101.058461.056131.06738
1382023.01.06 16:40buy370.101.062130.000000.00000
1392023.01.06 16:40modify370.101.062131.059131.06738
1402023.01.06 16:40modify360.101.058461.059131.06738
1412023.01.06 16:40modify350.101.058461.059131.06738
1422023.01.06 16:40modify340.101.052381.059131.06738
1432023.01.09 02:38t/p340.101.067381.059131.06738147.8511041.75
1442023.01.09 02:38t/p350.101.067381.059131.0673888.1211129.88
1452023.01.09 02:38t/p360.101.067381.059131.0673888.1211218.00
1462023.01.09 02:38t/p370.101.067381.059131.0673851.4211269.43
1472023.02.02 02:00sell380.101.101290.000000.00000
1482023.02.02 02:00modify380.101.101291.115291.08629
1492023.02.02 13:56sell390.101.095290.000000.00000
1502023.02.02 13:56modify390.101.095291.100541.08629
1512023.02.02 13:56sell400.101.095290.000000.00000
1522023.02.02 13:56modify400.101.095291.097541.08629
1532023.02.02 13:56modify380.101.101291.097541.08629
1542023.02.02 13:56modify390.101.095291.097541.08629
1552023.02.02 14:39sell410.101.091540.000000.00000
1562023.02.02 14:39modify410.101.091541.094541.08629
1572023.02.02 14:39modify400.101.095291.094541.08629
1582023.02.02 14:39modify390.101.095291.094541.08629
1592023.02.02 14:39modify380.101.101291.094541.08629
1602023.02.02 16:00s/l380.101.094541.094541.0862967.5011336.93
1612023.02.02 16:00s/l390.101.094541.094541.086297.5011344.43
1622023.02.02 16:00s/l400.101.094541.094541.086297.5011351.93
1632023.02.02 16:00s/l410.101.094541.094541.08629-30.0011321.93
1642023.03.24 11:00buy420.101.073070.000000.00000
1652023.03.24 11:00modify420.101.073071.059071.08807
1662023.03.27 13:25buy430.101.079070.000000.00000
1672023.03.27 13:25modify430.101.079071.073821.08807
1682023.03.27 13:25buy440.101.079070.000000.00000
1692023.03.27 13:25modify440.101.079071.076821.08807
1702023.03.27 13:25modify420.101.073071.076821.08807
1712023.03.27 13:25modify430.101.079071.076821.08807
1722023.03.28 07:27buy450.101.082820.000000.00000
1732023.03.28 07:27modify450.101.082821.079821.08807
1742023.03.28 07:27modify440.101.079071.079821.08807
1752023.03.28 07:27modify430.101.079071.079821.08807
1762023.03.28 07:27modify420.101.073071.079821.08807
1772023.03.30 10:43t/p420.101.088071.079821.08807143.5511465.47
1782023.03.30 10:43t/p430.101.088071.079821.0880784.6211550.09
1792023.03.30 10:43t/p440.101.088071.079821.0880784.6211634.72
1802023.03.30 10:43t/p450.101.088071.079821.0880748.2011682.91
1812023.03.30 15:00sell460.101.091250.000000.00000
1822023.03.30 15:00modify460.101.091251.105251.07625
1832023.03.31 17:42sell470.101.085250.000000.00000
1842023.03.31 17:42modify470.101.085251.090501.07625
1852023.03.31 17:42sell480.101.085250.000000.00000
1862023.03.31 17:42modify480.101.085251.087501.07625
1872023.03.31 17:42modify460.101.091251.087501.07625
1882023.03.31 17:42modify470.101.085251.087501.07625
1892023.04.02 22:34sell490.101.081500.000000.00000
1902023.04.02 22:34modify490.101.081501.084501.07625
1912023.04.02 22:34modify480.101.085251.084501.07625
1922023.04.02 22:34modify470.101.085251.084501.07625
1932023.04.02 22:34modify460.101.091251.084501.07625
1942023.04.03 08:51s/l460.101.084501.084501.0762568.9911751.90
1952023.04.03 08:51s/l470.101.084501.084501.076258.2411760.14
1962023.04.03 08:51s/l480.101.084501.084501.076258.2411768.39
1972023.04.03 08:51s/l490.101.084501.084501.07625-29.2611739.13
1982023.04.10 15:00buy500.101.084120.000000.00000
1992023.04.10 15:00modify500.101.084121.070121.09912
2002023.04.11 07:12buy510.101.090120.000000.00000
2012023.04.11 07:12modify510.101.090121.084871.09912
2022023.04.11 07:12buy520.101.090120.000000.00000
2032023.04.11 07:12modify520.101.090121.087871.09912
2042023.04.11 07:12modify500.101.084121.087871.09912
2052023.04.11 07:12modify510.101.090121.087871.09912
2062023.04.12 06:00buy530.101.093870.000000.00000
2072023.04.12 06:00modify530.101.093871.090871.09912
2082023.04.12 06:00modify520.101.090121.090871.09912
2092023.04.12 06:00modify510.101.090121.090871.09912
2102023.04.12 06:00modify500.101.084121.090871.09912
2112023.04.12 14:14t/p500.101.099121.090871.09912147.8511886.98
2122023.04.12 14:14t/p510.101.099121.090871.0991288.9211975.90
2132023.04.12 14:14t/p520.101.099121.090871.0991288.9212064.83
2142023.04.12 14:14t/p530.101.099121.090871.0991252.5012117.33
2152023.04.26 10:00sell540.101.104110.000000.00000
2162023.04.26 10:00modify540.101.104111.118111.08911
2172023.04.28 08:16sell550.101.098110.000000.00000
2182023.04.28 08:16modify550.101.098111.103361.08911
2192023.04.28 08:16sell560.101.098110.000000.00000
2202023.04.28 08:16modify560.101.098111.100361.08911
2212023.04.28 08:16modify540.101.104111.100361.08911
2222023.04.28 08:16modify550.101.098111.100361.08911
2232023.04.28 13:04s/l540.101.100361.100361.0891140.4712157.80
2242023.04.28 13:04s/l550.101.100361.100361.08911-22.5012135.30
2252023.04.28 13:04s/l560.101.100361.100361.08911-22.5012112.80
2262023.06.23 10:00buy570.101.086370.000000.00000
2272023.06.23 10:00modify570.101.086371.072371.10137
2282023.06.27 01:46buy580.101.092380.000000.00000
2292023.06.27 01:46modify580.101.092381.087121.10137
2302023.06.27 01:46buy590.101.092380.000000.00000
2312023.06.27 01:46modify590.101.092381.090121.10137
2322023.06.27 01:46modify570.101.086371.090121.10137
2332023.06.27 01:46modify580.101.092381.090121.10137
2342023.06.27 12:22buy600.101.096170.000000.00000
2352023.06.27 12:22modify600.101.096171.093121.10137
2362023.06.27 12:22modify590.101.092381.093121.10137
2372023.06.27 12:22modify580.101.092381.093121.10137
2382023.06.27 12:22modify570.101.086371.093121.10137
2392023.06.28 12:16s/l570.101.093121.093121.1013764.2712177.07
2402023.06.28 12:16s/l580.101.093121.093121.101376.3212183.40
2412023.06.28 12:16s/l590.101.093121.093121.101376.3212189.72
2422023.06.28 12:16s/l600.101.093121.093121.10137-31.5812158.15