Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:59 (2022.10.01 - 2023.10.01)
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=11; 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=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=30; 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=16; 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 test7236Ticks modelled13471Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1705.65Gross profit3140.11Gross loss-1434.46
Profit factor2.19Expected payoff23.37
Absolute drawdown270.47Maximal drawdown628.75 (6.07%)Relative drawdown6.07% (628.75)
Total trades73Short positions (won %)31 (48.39%)Long positions (won %)42 (66.67%)
Profit trades (% of total)43 (58.90%)Loss trades (% of total)30 (41.10%)
Largestprofit trade113.95loss trade-113.21
Averageprofit trade73.03loss trade-47.82
Maximumconsecutive wins (profit in money)10 (865.02)consecutive losses (loss in money)3 (-153.98)
Maximalconsecutive profit (count of wins)865.02 (10)consecutive loss (count of losses)-222.11 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.03 20:00sell10.100.982860.000000.00000
22022.10.03 20:00modify10.100.982860.993860.97186
32022.10.04 15:00s/l10.100.993860.993860.97186-109.789890.22
42022.10.07 19:00buy20.100.973820.000000.00000
52022.10.07 19:00modify20.100.973820.962820.98482
62022.10.13 18:00buy30.100.979940.000000.00000
72022.10.13 18:00modify30.100.979940.977120.98482
82022.10.13 18:00buy40.100.979940.000000.00000
92022.10.13 18:00modify40.100.979940.977670.98482
102022.10.13 18:00modify20.100.973820.977670.98482
112022.10.13 19:00modify30.100.979940.977670.98482
122022.10.13 20:00s/l20.100.977670.977670.9848234.659924.87
132022.10.13 20:00s/l30.100.977670.977670.98482-22.709902.17
142022.10.13 20:00s/l40.100.977670.977670.98482-22.709879.47
152022.10.14 17:00buy50.100.972040.000000.00000
162022.10.14 17:00modify50.100.972040.961040.98304
172022.10.17 13:00buy60.100.977830.000000.00000
182022.10.17 13:00modify60.100.977830.973140.98304
192022.10.17 13:00modify50.100.972040.973140.98304
202022.10.17 16:00t/p50.100.983040.973140.98304109.369988.82
212022.10.17 16:00t/p60.100.983040.973140.9830452.1010040.92
222022.10.19 17:00buy70.100.976880.000000.00000
232022.10.19 17:00modify70.100.976880.965880.98788
242022.10.23 22:00t/p70.100.987880.965880.98788107.4310148.36
252022.11.02 20:00buy80.100.983150.000000.00000
262022.11.02 20:00modify80.100.983150.972150.99415
272022.11.04 19:00t/p80.100.994150.972150.99415107.4310255.79
282022.11.07 18:00sell90.101.002160.000000.00000
292022.11.07 18:00modify90.101.002161.013160.99116
302022.11.10 10:00sell100.100.996100.000000.00000
312022.11.10 10:00modify100.100.996100.998860.99116
322022.11.10 10:00sell110.100.996100.000000.00000
332022.11.10 10:00modify110.100.996100.998310.99116
342022.11.10 10:00modify90.101.002160.998310.99116
352022.11.10 11:00modify100.100.996100.998310.99116
362022.11.10 14:00s/l90.100.998310.998310.9911639.6010295.38
372022.11.10 14:00s/l100.100.998310.998310.99116-22.1010273.28
382022.11.10 14:00s/l110.100.998310.998310.99116-22.1010251.18
392022.11.14 19:00sell120.101.035300.000000.00000
402022.11.14 19:00modify120.101.035301.046301.02430
412022.11.15 14:00s/l120.101.046301.046301.02430-109.7810141.40
422022.11.15 19:00buy130.101.031210.000000.00000
432022.11.15 19:00modify130.101.031211.020211.04221
442022.11.16 10:00t/p130.101.042211.020211.04221109.3610250.76
452022.11.16 19:00buy140.101.036960.000000.00000
462022.11.16 19:00modify140.101.036961.025961.04796
472022.11.21 07:00s/l140.101.025961.025961.04796-113.2110137.55
482022.11.23 19:00sell150.101.037440.000000.00000
492022.11.23 19:00modify150.101.037441.048441.02644
502022.11.28 11:00s/l150.101.048441.048441.02644-108.9010028.65
512022.11.28 17:00buy160.101.038790.000000.00000
522022.11.28 17:00modify160.101.038791.027791.04979
532022.12.01 06:00buy170.101.044860.000000.00000
542022.12.01 06:00modify170.101.044861.042091.04979
552022.12.01 06:00buy180.101.044860.000000.00000
562022.12.01 06:00modify180.101.044861.042641.04979
572022.12.01 06:00modify160.101.038791.042641.04979
582022.12.01 07:00modify170.101.044861.042641.04979
592022.12.01 08:00s/l160.101.042641.042641.0497935.2910063.94
602022.12.01 08:00s/l170.101.042641.042641.04979-22.2010041.74
612022.12.01 08:00s/l180.101.042641.042641.04979-22.2010019.54
622022.12.05 16:00buy190.101.052790.000000.00000
632022.12.05 16:00modify190.101.052791.041791.06379
642022.12.09 04:00buy200.101.058390.000000.00000
652022.12.09 04:00modify200.101.058391.053891.06379
662022.12.09 04:00modify190.101.052791.053891.06379
672022.12.09 14:00s/l190.101.053891.053891.063797.1510026.68
682022.12.09 14:00s/l200.101.053891.053891.06379-45.009981.68
692022.12.13 20:00sell210.101.063570.000000.00000
702022.12.13 20:00modify210.101.063571.074571.05257
712022.12.19 16:00sell220.101.057960.000000.00000
722022.12.19 16:00modify220.101.057961.062471.05257
732022.12.19 16:00modify210.101.063571.062471.05257
742022.12.19 17:00s/l210.101.062471.062471.0525712.329994.00
752022.12.19 17:00s/l220.101.062471.062471.05257-45.109948.90
762022.12.22 17:00buy230.101.059000.000000.00000
772022.12.22 17:00modify230.101.059001.048001.07000
782022.12.27 01:00buy240.101.064550.000000.00000
792022.12.27 01:00modify240.101.064551.060101.07000
802022.12.27 01:00modify230.101.059001.060101.07000
812022.12.27 16:00buy250.101.065260.000000.00000
822022.12.27 16:00modify250.101.065261.062301.07000
832022.12.27 16:00buy260.101.065260.000000.00000
842022.12.27 16:00modify260.101.065261.062851.07000
852022.12.27 16:00modify240.101.064551.062851.07000
862022.12.27 16:00modify230.101.059001.062851.07000
872022.12.27 17:00modify250.101.065261.062851.07000
882022.12.28 01:00s/l230.101.062851.062851.0700035.939984.83
892022.12.28 01:00s/l240.101.062851.062851.07000-17.649967.19
902022.12.28 01:00s/l250.101.062851.062851.07000-24.749942.45
912022.12.28 01:00s/l260.101.062851.062851.07000-24.749917.71
922022.12.29 18:00sell270.101.068200.000000.00000
932022.12.29 18:00modify270.101.068201.079201.05720
942023.01.03 09:00t/p270.101.057201.079201.05720110.6610028.36
952023.01.06 16:00sell280.101.060180.000000.00000
962023.01.06 16:00modify280.101.060181.071181.04918
972023.01.09 14:00s/l280.101.071181.071181.04918-109.789918.58
982023.01.12 16:00sell290.101.080660.000000.00000
992023.01.12 16:00modify290.101.080661.091661.06966
1002023.01.23 08:00s/l290.101.091661.091661.06966-108.039810.56
1012023.01.26 16:00buy300.101.085810.000000.00000
1022023.01.26 16:00modify300.101.085811.074811.09681
1032023.01.30 11:00buy310.101.091370.000000.00000
1042023.01.30 11:00modify310.101.091371.086911.09681
1052023.01.30 11:00modify300.101.085811.086911.09681
1062023.01.30 16:00s/l300.101.086911.086911.096819.729820.27
1072023.01.30 16:00s/l310.101.086911.086911.09681-44.609775.67
1082023.01.30 20:00buy320.101.084890.000000.00000
1092023.01.30 20:00modify320.101.084891.073891.09589
1102023.02.01 14:00buy330.101.090690.000000.00000
1112023.02.01 14:00modify330.101.090691.085991.09589
1122023.02.01 14:00modify320.101.084891.085991.09589
1132023.02.01 20:00t/p320.101.095891.085991.09589108.729884.39
1142023.02.01 20:00t/p330.101.095891.085991.0958952.009936.39
1152023.02.01 20:00sell340.101.097780.000000.00000
1162023.02.01 20:00modify340.101.097781.108781.08678
1172023.02.02 17:00sell350.101.091680.000000.00000
1182023.02.02 17:00modify350.101.091681.094481.08678
1192023.02.02 17:00sell360.101.091680.000000.00000
1202023.02.02 17:00modify360.101.091681.093931.08678
1212023.02.02 17:00modify340.101.097781.093931.08678
1222023.02.02 18:00modify350.101.091681.093931.08678
1232023.02.03 11:00s/l340.101.093931.093931.0867839.389975.77
1242023.02.03 11:00s/l350.101.093931.093931.08678-22.289953.48
1252023.02.03 11:00s/l360.101.093931.093931.08678-22.289931.20
1262023.02.07 19:00sell370.101.070190.000000.00000
1272023.02.07 19:00modify370.101.070191.081191.05919
1282023.02.21 21:00sell380.101.064550.000000.00000
1292023.02.21 21:00modify380.101.064551.069091.05919
1302023.02.21 21:00modify370.101.070191.069091.05919
1312023.02.23 10:00t/p370.101.059191.069091.05919113.9510045.15
1322023.02.23 10:00t/p380.101.059191.069091.0591954.4810099.63
1332023.02.28 22:00buy390.101.057570.000000.00000
1342023.02.28 22:00modify390.101.057571.046571.06857
1352023.03.01 13:00t/p390.101.068571.046571.06857109.3610208.99
1362023.03.02 18:00buy400.101.058290.000000.00000
1372023.03.02 18:00modify400.101.058291.047291.06929
1382023.03.03 21:00buy410.101.063800.000000.00000
1392023.03.03 21:00modify410.101.063801.059391.06929
1402023.03.03 21:00modify400.101.058291.059391.06929
1412023.03.06 13:00buy420.101.064460.000000.00000
1422023.03.06 13:00modify420.101.064461.061591.06929
1432023.03.06 13:00buy430.101.064460.000000.00000
1442023.03.06 13:00modify430.101.064461.062141.06929
1452023.03.06 13:00modify410.101.063801.062141.06929
1462023.03.06 13:00modify400.101.058291.062141.06929
1472023.03.06 14:00modify420.101.064461.062141.06929
1482023.03.06 17:00t/p400.101.069291.062141.06929108.7210317.70
1492023.03.06 17:00t/p410.101.069291.062141.0692954.2610371.96
1502023.03.06 17:00t/p420.101.069291.062141.0692948.3010420.26
1512023.03.06 17:00t/p430.101.069291.062141.0692948.3010468.56
1522023.03.06 17:00sell440.101.069330.000000.00000
1532023.03.06 17:00modify440.101.069331.080331.05833
1542023.03.07 16:00t/p440.101.058331.080331.05833110.2210578.78
1552023.03.07 16:00buy450.101.058830.000000.00000
1562023.03.07 16:00modify450.101.058831.047831.06983
1572023.03.10 16:00t/p450.101.069831.047831.06983106.7910685.57
1582023.03.12 22:00sell460.101.069400.000000.00000
1592023.03.12 22:00modify460.101.069401.080401.05840
1602023.03.15 12:00t/p460.101.058401.080401.05840110.6610796.23
1612023.03.17 19:00sell470.101.068070.000000.00000
1622023.03.17 19:00modify470.101.068071.079071.05707
1632023.03.21 14:00s/l470.101.079071.079071.05707-109.5610686.67
1642023.03.22 19:00sell480.101.088050.000000.00000
1652023.03.22 19:00modify480.101.088051.099051.07705
1662023.03.24 02:00sell490.101.082500.000000.00000
1672023.03.24 02:00modify490.101.082501.086951.07705
1682023.03.24 02:00modify480.101.088051.086951.07705
1692023.03.24 10:00t/p480.101.077051.086951.07705110.8810797.54
1702023.03.24 10:00t/p490.101.077051.086951.0770554.5010852.04
1712023.04.02 23:00buy500.101.082220.000000.00000
1722023.04.02 23:00modify500.101.082221.071221.09322
1732023.04.03 12:00buy510.101.087940.000000.00000
1742023.04.03 12:00modify510.101.087941.083321.09322
1752023.04.03 12:00modify500.101.082221.083321.09322
1762023.04.04 08:00t/p500.101.093221.083321.09322108.7210960.76
1772023.04.04 08:00t/p510.101.093221.083321.0932252.1611012.92
1782023.04.05 17:00buy520.101.089960.000000.00000
1792023.04.05 17:00modify520.101.089961.078961.10096
1802023.04.13 09:00t/p520.101.100961.078961.10096103.5811116.50
1812023.05.01 16:00buy530.101.097220.000000.00000
1822023.05.01 16:00modify530.101.097221.086221.10822
1832023.05.03 03:00buy540.101.102820.000000.00000
1842023.05.03 03:00modify540.101.102821.098321.10822
1852023.05.03 03:00modify530.101.097221.098321.10822
1862023.05.03 07:00buy550.101.103330.000000.00000
1872023.05.03 07:00modify550.101.103331.100521.10822
1882023.05.03 07:00buy560.101.103330.000000.00000
1892023.05.03 07:00modify560.101.103331.101071.10822
1902023.05.03 07:00modify540.101.102821.101071.10822
1912023.05.03 07:00modify530.101.097221.101071.10822
1922023.05.03 08:00modify550.101.103331.101071.10822
1932023.05.03 19:00t/p530.101.108221.101071.10822108.7211225.21
1942023.05.03 19:00t/p540.101.108221.101071.1082254.0011279.21
1952023.05.03 19:00t/p550.101.108221.101071.1082248.9011328.11
1962023.05.03 19:00t/p560.101.108221.101071.1082248.9011377.01
1972023.05.18 17:00buy570.101.076600.000000.00000
1982023.05.18 17:00modify570.101.076601.065601.08760
1992023.05.19 16:00buy580.101.082190.000000.00000
2002023.05.19 16:00modify580.101.082191.077701.08760
2012023.05.19 16:00modify570.101.076601.077701.08760
2022023.05.22 01:00buy590.101.082650.000000.00000
2032023.05.22 01:00modify590.101.082651.079901.08760
2042023.05.22 01:00buy600.101.082650.000000.00000
2052023.05.22 01:00modify600.101.082651.080451.08760
2062023.05.22 01:00modify580.101.082191.080451.08760
2072023.05.22 01:00modify570.101.076601.080451.08760
2082023.05.22 02:00modify590.101.082651.080451.08760
2092023.05.22 08:00s/l570.101.080451.080451.0876037.2211414.23
2102023.05.22 08:00s/l580.101.080451.080451.08760-18.0411396.18
2112023.05.22 08:00s/l590.101.080451.080451.08760-22.0011374.18
2122023.05.22 08:00s/l600.101.080451.080451.08760-22.0011352.18
2132023.05.31 17:00buy610.101.064120.000000.00000
2142023.05.31 17:00modify610.101.064121.053121.07512
2152023.06.01 00:00buy620.101.069640.000000.00000
2162023.06.01 00:00modify620.101.069641.065221.07512
2172023.06.01 00:00modify610.101.064121.065221.07512
2182023.06.01 16:00t/p610.101.075121.065221.07512108.0711460.26
2192023.06.01 16:00t/p620.101.075121.065221.0751254.8011515.06
2202023.06.21 17:00sell630.101.097060.000000.00000
2212023.06.21 17:00modify630.101.097061.108061.08606
2222023.06.23 08:00t/p630.101.086061.108061.08606110.8811625.94
2232023.07.13 17:00sell640.101.120560.000000.00000
2242023.07.13 17:00modify640.101.120561.131561.10956
2252023.07.24 08:00t/p640.101.109561.131561.10956111.9711737.91
2262023.08.01 22:00sell650.101.101800.000000.00000
2272023.08.01 22:00modify650.101.101801.112801.09080
2282023.08.08 20:00sell660.101.095710.000000.00000
2292023.08.08 20:00modify660.101.095711.098501.09080
2302023.08.08 20:00sell670.101.095710.000000.00000
2312023.08.08 20:00modify670.101.095711.097951.09080
2322023.08.08 20:00modify650.101.101801.097951.09080
2332023.08.08 21:00modify660.101.095711.097951.09080
2342023.08.09 06:00s/l650.101.097951.097951.0908040.2511778.16
2352023.08.09 06:00s/l660.101.097951.097951.09080-22.1811755.98
2362023.08.09 06:00s/l670.101.097951.097951.09080-22.1811733.80
2372023.08.10 18:00buy680.101.098290.000000.00000
2382023.08.10 18:00modify680.101.098291.087291.10929
2392023.08.16 20:00s/l680.101.087291.087291.10929-112.5711621.23
2402023.08.29 16:00sell690.101.084990.000000.00000
2412023.08.29 16:00modify690.101.084991.095991.07399
2422023.09.01 16:00sell700.101.078650.000000.00000
2432023.09.01 16:00modify700.101.078651.081691.07399
2442023.09.01 16:00sell710.101.078650.000000.00000
2452023.09.01 16:00modify710.101.078651.081141.07399
2462023.09.01 16:00modify690.101.084991.081141.07399
2472023.09.01 17:00modify700.101.078651.081141.07399
2482023.09.04 10:00sell720.101.079470.000000.00000
2492023.09.04 10:00modify720.101.079471.083891.07399
2502023.09.04 11:00modify720.101.079471.081141.07399
2512023.09.04 12:00s/l690.101.081141.081141.0739939.8211661.05
2522023.09.04 12:00s/l700.101.081141.081141.07399-24.6811636.37
2532023.09.04 12:00s/l710.101.081141.081141.07399-24.6811611.69
2542023.09.04 12:00s/l720.101.081141.081141.07399-16.7011594.99
2552023.09.20 17:00sell730.101.073520.000000.00000
2562023.09.20 17:00modify730.101.073521.084521.06252
2572023.09.21 03:00t/p730.101.062521.084521.06252110.6611705.65