Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:00 (2022.09.01 - 2023.09.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=4; 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 modelled36710649Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2621.15Gross profit3594.55Gross loss-973.40
Profit factor3.69Expected payoff31.58
Absolute drawdown259.27Maximal drawdown381.87 (3.77%)Relative drawdown3.77% (381.87)
Total trades83Short positions (won %)46 (58.70%)Long positions (won %)37 (78.38%)
Profit trades (% of total)56 (67.47%)Loss trades (% of total)27 (32.53%)
Largestprofit trade140.74loss trade-80.00
Averageprofit trade64.19loss trade-36.05
Maximumconsecutive wins (profit in money)9 (713.28)consecutive losses (loss in money)3 (-135.26)
Maximalconsecutive profit (count of wins)713.28 (9)consecutive loss (count of losses)-135.26 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.01 01:00buy10.101.002630.000000.00000
22022.09.01 01:00modify10.101.002630.994631.01663
32022.09.01 14:03s/l10.100.994630.994631.01663-80.009920.00
42022.09.06 01:00sell20.100.996820.000000.00000
52022.09.06 01:00modify20.100.996821.004820.98282
62022.09.06 11:50sell30.100.991920.000000.00000
72022.09.06 11:50modify30.100.991920.996120.98282
82022.09.06 11:50modify20.100.996820.996120.98282
92022.09.06 13:05sell40.100.989120.000000.00000
102022.09.06 13:05modify40.100.989120.991920.98282
112022.09.06 13:05sell50.100.989120.000000.00000
122022.09.06 13:05modify50.100.989120.991920.98282
132022.09.06 13:05modify30.100.991920.991920.98282
142022.09.06 13:05modify20.100.996820.991920.98282
152022.09.06 15:04s/l20.100.991920.991920.9828249.009969.00
162022.09.06 15:04s/l30.100.991920.991920.982820.009969.00
172022.09.06 15:04s/l40.100.991920.991920.98282-28.009941.00
182022.09.06 15:04s/l50.100.991920.991920.98282-28.009913.00
192022.09.09 01:00sell60.101.004390.000000.00000
202022.09.09 01:00modify60.101.004391.012390.99039
212022.09.12 06:49s/l60.101.012391.012390.99039-79.269833.74
222022.09.22 01:00buy70.100.981830.000000.00000
232022.09.22 01:00modify70.100.981830.973830.99583
242022.09.22 08:04buy80.100.986730.000000.00000
252022.09.22 08:04modify80.100.986730.982530.99583
262022.09.22 08:04modify70.100.981830.982530.99583
272022.09.22 08:40buy90.100.989540.000000.00000
282022.09.22 08:40modify90.100.989540.986730.99583
292022.09.22 08:40buy100.100.989540.000000.00000
302022.09.22 08:40modify100.100.989540.986730.99583
312022.09.22 08:40modify80.100.986730.986730.99583
322022.09.22 08:40modify70.100.981830.986730.99583
332022.09.22 09:21s/l70.100.986730.986730.9958349.009882.74
342022.09.22 09:21s/l80.100.986730.986730.995830.009882.74
352022.09.22 09:21s/l90.100.986730.986730.99583-28.109854.64
362022.09.22 09:21s/l100.100.986730.986730.99583-28.109826.54
372022.09.26 01:00buy110.100.957240.000000.00000
382022.09.26 01:00modify110.100.957240.949240.97124
392022.09.26 01:06buy120.100.962150.000000.00000
402022.09.26 01:06modify120.100.962150.957940.97124
412022.09.26 01:06modify110.100.957240.957940.97124
422022.09.26 01:11buy130.100.964940.000000.00000
432022.09.26 01:11modify130.100.964940.962140.97124
442022.09.26 01:11buy140.100.964940.000000.00000
452022.09.26 01:11modify140.100.964940.962140.97124
462022.09.26 01:11modify120.100.962150.962140.97124
472022.09.26 01:11modify110.100.957240.962140.97124
482022.09.26 01:26s/l110.100.962140.962140.9712449.009875.54
492022.09.26 01:26s/l120.100.962140.962140.97124-0.109875.44
502022.09.26 01:26s/l130.100.962140.962140.97124-28.009847.44
512022.09.26 01:26s/l140.100.962140.962140.97124-28.009819.44
522022.09.27 01:00sell150.100.963420.000000.00000
532022.09.27 01:00modify150.100.963420.971420.94942
542022.09.27 16:37sell160.100.958520.000000.00000
552022.09.27 16:37modify160.100.958520.962720.94942
562022.09.27 16:37modify150.100.963420.962720.94942
572022.09.28 01:49sell170.100.955720.000000.00000
582022.09.28 01:49modify170.100.955720.958520.94942
592022.09.28 01:49sell180.100.955720.000000.00000
602022.09.28 01:49modify180.100.955720.958520.94942
612022.09.28 01:49modify160.100.958520.958520.94942
622022.09.28 01:49modify150.100.963420.958520.94942
632022.09.28 07:56s/l150.100.958520.958520.9494249.749869.19
642022.09.28 07:56s/l160.100.958520.958520.949420.749869.93
652022.09.28 07:56s/l170.100.958520.958520.94942-28.009841.93
662022.09.28 07:56s/l180.100.958520.958520.94942-28.009813.93
672022.09.29 00:00buy190.100.970850.000000.00000
682022.09.29 00:00modify190.100.970850.962850.98485
692022.09.29 14:09buy200.100.975760.000000.00000
702022.09.29 14:09modify200.100.975760.971550.98485
712022.09.29 14:09modify190.100.970850.971550.98485
722022.09.29 15:10buy210.100.978560.000000.00000
732022.09.29 15:10modify210.100.978560.975750.98485
742022.09.29 15:10buy220.100.978560.000000.00000
752022.09.29 15:10modify220.100.978560.975750.98485
762022.09.29 15:10modify200.100.975760.975750.98485
772022.09.29 15:10modify190.100.970850.975750.98485
782022.09.30 08:01t/p190.100.984850.975750.98485138.929952.85
792022.09.30 08:01t/p200.100.984850.975750.9848589.8210042.68
802022.09.30 08:01t/p210.100.984850.975750.9848561.8210104.50
812022.09.30 08:01t/p220.100.984850.975750.9848561.8210166.33
822022.10.03 02:00sell230.100.982540.000000.00000
832022.10.03 02:00modify230.100.982540.990540.96854
842022.10.03 09:38sell240.100.977640.000000.00000
852022.10.03 09:38modify240.100.977640.981840.96854
862022.10.03 09:38modify230.100.982540.981840.96854
872022.10.03 14:24s/l230.100.981840.981840.968547.0010173.33
882022.10.03 14:24s/l240.100.981840.981840.96854-42.0010131.33
892022.10.06 00:00sell250.100.991150.000000.00000
902022.10.06 00:00modify250.100.991150.999150.97715
912022.10.06 11:45sell260.100.986240.000000.00000
922022.10.06 11:45modify260.100.986240.990450.97715
932022.10.06 11:45modify250.100.991150.990450.97715
942022.10.06 13:27sell270.100.983290.000000.00000
952022.10.06 13:27modify270.100.983290.986250.97715
962022.10.06 13:27sell280.100.983290.000000.00000
972022.10.06 13:27modify280.100.983290.986250.97715
982022.10.06 13:27modify260.100.986240.986250.97715
992022.10.06 13:27modify250.100.991150.986250.97715
1002022.10.07 06:39t/p250.100.977150.986250.97715140.7410272.07
1012022.10.07 06:39t/p260.100.977150.986250.9771591.6410363.71
1022022.10.07 06:39t/p270.100.977150.986250.9771562.1410425.86
1032022.10.07 06:39t/p280.100.977150.986250.9771562.1410488.00
1042022.10.14 02:00sell290.100.979970.000000.00000
1052022.10.14 02:00modify290.100.979970.987970.96597
1062022.10.14 08:19sell300.100.975060.000000.00000
1072022.10.14 08:19modify300.100.975060.979270.96597
1082022.10.14 08:19modify290.100.979970.979270.96597
1092022.10.14 09:37sell310.100.972270.000000.00000
1102022.10.14 09:37modify310.100.972270.975070.96597
1112022.10.14 09:37sell320.100.972270.000000.00000
1122022.10.14 09:37modify320.100.972270.975070.96597
1132022.10.14 09:37modify300.100.975060.975070.96597
1142022.10.14 09:37modify290.100.979970.975070.96597
1152022.10.14 10:28s/l290.100.975070.975070.9659749.0010537.00
1162022.10.14 10:28s/l300.100.975070.975070.96597-0.1010536.90
1172022.10.14 10:28s/l310.100.975070.975070.96597-28.0010508.90
1182022.10.14 10:28s/l320.100.975070.975070.96597-28.0010480.90
1192022.10.24 02:00buy330.100.983820.000000.00000
1202022.10.24 02:00modify330.100.983820.975820.99782
1212022.10.24 13:55buy340.100.988730.000000.00000
1222022.10.24 13:55modify340.100.988730.984520.99782
1232022.10.24 13:55modify330.100.983820.984520.99782
1242022.10.25 13:16buy350.100.991590.000000.00000
1252022.10.25 13:16modify350.100.991590.988720.99782
1262022.10.25 13:16buy360.100.991590.000000.00000
1272022.10.25 13:16modify360.100.991590.988720.99782
1282022.10.25 13:16modify340.100.988730.988720.99782
1292022.10.25 13:16modify330.100.983820.988720.99782
1302022.10.26 06:11t/p330.100.997820.988720.99782137.8510618.75
1312022.10.26 06:11t/p340.100.997820.988720.9978288.7510707.50
1322022.10.26 06:11t/p350.100.997820.988720.9978261.2210768.72
1332022.10.26 06:11t/p360.100.997820.988720.9978261.2210829.95
1342022.10.28 02:00sell370.100.999520.000000.00000
1352022.10.28 02:00modify370.100.999521.007520.98552
1362022.10.28 07:16sell380.100.994610.000000.00000
1372022.10.28 07:16modify380.100.994610.998820.98552
1382022.10.28 07:16modify370.100.999520.998820.98552
1392022.10.28 13:06s/l370.100.998820.998820.985527.0010836.95
1402022.10.28 13:06s/l380.100.998820.998820.98552-42.1010794.85
1412022.11.11 02:00buy390.101.016900.000000.00000
1422022.11.11 02:00modify390.101.016901.008901.03090
1432022.11.11 05:31buy400.101.021810.000000.00000
1442022.11.11 05:31modify400.101.021811.017601.03090
1452022.11.11 05:31modify390.101.016901.017601.03090
1462022.11.11 07:48buy410.101.024610.000000.00000
1472022.11.11 07:48modify410.101.024611.021801.03090
1482022.11.11 07:48buy420.101.024610.000000.00000
1492022.11.11 07:48modify420.101.024611.021801.03090
1502022.11.11 07:48modify400.101.021811.021801.03090
1512022.11.11 07:48modify390.101.016901.021801.03090
1522022.11.11 12:57t/p390.101.030901.021801.03090140.0010934.85
1532022.11.11 12:57t/p400.101.030901.021801.0309090.9011025.75
1542022.11.11 12:57t/p410.101.030901.021801.0309062.9011088.65
1552022.11.11 12:57t/p420.101.030901.021801.0309062.9011151.55
1562022.11.16 03:00sell430.101.037710.000000.00000
1572022.11.16 03:00modify430.101.037711.045711.02371
1582022.11.17 11:40sell440.101.032800.000000.00000
1592022.11.17 11:40modify440.101.032801.037011.02371
1602022.11.17 11:40modify430.101.037711.037011.02371
1612022.11.17 18:36s/l430.101.037011.037011.023719.2311160.78
1622022.11.17 18:36s/l440.101.037011.037011.02371-42.1011118.68
1632022.11.21 03:00buy450.101.029130.000000.00000
1642022.11.21 03:00modify450.101.029131.021131.04313
1652022.11.23 07:08buy460.101.034030.000000.00000
1662022.11.23 07:08modify460.101.034031.029831.04313
1672022.11.23 07:08modify450.101.029131.029831.04313
1682022.11.23 10:23s/l450.101.029831.029831.043134.8511123.52
1692022.11.23 10:23s/l460.101.029831.029831.04313-42.0011081.52
1702022.11.24 00:00sell470.101.041780.000000.00000
1712022.11.24 00:00modify470.101.041781.049781.02778
1722022.11.25 13:19sell480.101.036700.000000.00000
1732022.11.25 13:19modify480.101.036701.041081.02778
1742022.11.25 13:19modify470.101.041781.041081.02778
1752022.11.25 16:01s/l470.101.041081.041081.027787.7411089.27
1762022.11.25 16:01s/l480.101.041081.041081.02778-43.8011045.47
1772022.11.28 02:00buy490.101.035100.000000.00000
1782022.11.28 02:00modify490.101.035101.027101.04910
1792022.11.28 08:24buy500.101.040010.000000.00000
1802022.11.28 08:24modify500.101.040011.035801.04910
1812022.11.28 08:24modify490.101.035101.035801.04910
1822022.11.28 08:39buy510.101.042820.000000.00000
1832022.11.28 08:39modify510.101.042821.040001.04910
1842022.11.28 08:39buy520.101.042820.000000.00000
1852022.11.28 08:39modify520.101.042821.040001.04910
1862022.11.28 08:39modify500.101.040011.040001.04910
1872022.11.28 08:39modify490.101.035101.040001.04910
1882022.11.28 11:04t/p490.101.049101.040001.04910140.0011185.47
1892022.11.28 11:04t/p500.101.049101.040001.0491090.9011276.37
1902022.11.28 11:04t/p510.101.049101.040001.0491062.8011339.17
1912022.11.28 11:04t/p520.101.049101.040001.0491062.8011401.97
1922022.12.05 02:00sell530.101.056770.000000.00000
1932022.12.05 02:00modify530.101.056771.064771.04277
1942022.12.05 15:00sell540.101.051870.000000.00000
1952022.12.05 15:00modify540.101.051871.056071.04277
1962022.12.05 15:00modify530.101.056771.056071.04277
1972022.12.05 16:59sell550.101.049050.000000.00000
1982022.12.05 16:59modify550.101.049051.051871.04277
1992022.12.05 16:59sell560.101.049050.000000.00000
2002022.12.05 16:59modify560.101.049051.051871.04277
2012022.12.05 16:59modify540.101.051871.051871.04277
2022022.12.05 16:59modify530.101.056771.051871.04277
2032022.12.06 01:21s/l530.101.051871.051871.0427749.7411451.71
2042022.12.06 01:21s/l540.101.051871.051871.042770.7411452.45
2052022.12.06 01:21s/l550.101.051871.051871.04277-27.4611425.00
2062022.12.06 01:21s/l560.101.051871.051871.04277-27.4611397.54
2072023.01.05 01:00sell570.101.062910.000000.00000
2082023.01.05 01:00modify570.101.062911.070911.04891
2092023.01.05 13:19sell580.101.058010.000000.00000
2102023.01.05 13:19modify580.101.058011.062211.04891
2112023.01.05 13:19modify570.101.062911.062211.04891
2122023.01.05 13:59sell590.101.055210.000000.00000
2132023.01.05 13:59modify590.101.055211.058011.04891
2142023.01.05 13:59sell600.101.055210.000000.00000
2152023.01.05 13:59modify600.101.055211.058011.04891
2162023.01.05 13:59modify580.101.058011.058011.04891
2172023.01.05 13:59modify570.101.062911.058011.04891
2182023.01.06 12:05t/p570.101.048911.058011.04891140.7411538.28
2192023.01.06 12:05t/p580.101.048911.058011.0489191.7411630.03
2202023.01.06 12:05t/p590.101.048911.058011.0489163.7411693.77
2212023.01.06 12:05t/p600.101.048911.058011.0489163.7411757.51
2222023.01.09 03:00sell610.101.067680.000000.00000
2232023.01.09 03:00modify610.101.067681.075681.05368
2242023.01.09 16:48s/l610.101.075681.075681.05368-80.0011677.51
2252023.01.16 02:00sell620.101.086770.000000.00000
2262023.01.16 02:00modify620.101.086771.094771.07277
2272023.01.16 08:08sell630.101.081700.000000.00000
2282023.01.16 08:08modify630.101.081701.086071.07277
2292023.01.16 08:08modify620.101.086771.086071.07277
2302023.01.17 13:35s/l620.101.086071.086071.072777.7411685.26
2312023.01.17 13:35s/l630.101.086071.086071.07277-42.9611642.30
2322023.01.23 01:00sell640.101.088460.000000.00000
2332023.01.23 01:00modify640.101.088461.096461.07446
2342023.01.24 15:08sell650.101.083560.000000.00000
2352023.01.24 15:08modify650.101.083561.087761.07446
2362023.01.24 15:08modify640.101.088461.087761.07446
2372023.01.24 15:53s/l640.101.087761.087761.074467.7411650.04
2382023.01.24 15:53s/l650.101.087761.087761.07446-42.0011608.04
2392023.03.13 03:00sell660.101.072980.000000.00000
2402023.03.13 03:00modify660.101.072981.080981.05898
2412023.03.13 09:14sell670.101.068080.000000.00000
2422023.03.13 09:14modify670.101.068081.072281.05898
2432023.03.13 09:14modify660.101.072981.072281.05898
2442023.03.13 12:19sell680.101.065140.000000.00000
2452023.03.13 12:19modify680.101.065141.068081.05898
2462023.03.13 12:19sell690.101.065140.000000.00000
2472023.03.13 12:19modify690.101.065141.068081.05898
2482023.03.13 12:19modify670.101.068081.068081.05898
2492023.03.13 12:19modify660.101.072981.068081.05898
2502023.03.13 12:33s/l660.101.068081.068081.0589849.0011657.04
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2532023.03.13 12:33s/l690.101.068081.068081.05898-29.4011598.24
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2562023.03.23 18:52sell710.101.084610.000000.00000
2572023.03.23 18:52modify710.101.084611.088851.07555
2582023.03.23 18:52modify700.101.089551.088851.07555
2592023.03.24 03:02sell720.101.081840.000000.00000
2602023.03.24 03:02modify720.101.081841.084651.07555
2612023.03.24 03:02sell730.101.081840.000000.00000
2622023.03.24 03:02modify730.101.081841.084651.07555
2632023.03.24 03:02modify710.101.084611.084651.07555
2642023.03.24 03:02modify700.101.089551.084651.07555
2652023.03.24 09:45t/p700.101.075551.084651.07555140.7411738.99
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2672023.03.24 09:45t/p720.101.075551.084651.0755562.9011893.23
2682023.03.24 09:45t/p730.101.075551.084651.0755562.9011956.13
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2782023.04.03 10:26modify750.101.084611.084611.09371
2792023.04.03 10:26modify740.101.079711.084611.09371
2802023.04.04 07:52t/p740.101.093711.084611.09371138.9212095.05
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2992023.06.15 13:19modify830.101.089081.086281.09538
3002023.06.15 13:19modify810.101.086281.086281.09538
3012023.06.15 13:19modify800.101.081381.086281.09538
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3052023.06.16 06:21t/p830.101.095381.086281.0953861.9212621.15