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 20:00 (2022.10.01 - 2023.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 test6535Ticks modelled33926191Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1808.82Gross profit2170.62Gross loss-361.80
Profit factor6.00Expected payoff34.13
Absolute drawdown73.45Maximal drawdown322.46 (2.79%)Relative drawdown2.79% (322.46)
Total trades53Short positions (won %)30 (63.33%)Long positions (won %)23 (78.26%)
Profit trades (% of total)37 (69.81%)Loss trades (% of total)16 (30.19%)
Largestprofit trade150.22loss trade-45.10
Averageprofit trade58.67loss trade-22.61
Maximumconsecutive wins (profit in money)10 (839.56)consecutive losses (loss in money)2 (-37.70)
Maximalconsecutive profit (count of wins)839.56 (10)consecutive loss (count of losses)-45.10 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 17:00sell10.100.996990.000000.00000
22022.10.04 17:00modify10.100.996991.011990.98199
32022.10.05 10:05sell20.100.991740.000000.00000
42022.10.05 10:05modify20.100.991740.996240.98199
52022.10.05 10:05modify10.100.996990.996240.98199
62022.10.05 12:45sell30.100.989490.000000.00000
72022.10.05 12:45modify30.100.989490.990990.98199
82022.10.05 12:45modify20.100.991740.990990.98199
92022.10.05 12:45modify10.100.996990.990990.98199
102022.10.05 12:58s/l10.100.990990.990990.9819960.2210060.22
112022.10.05 12:58s/l20.100.990990.990990.981997.5010067.72
122022.10.05 12:58s/l30.100.990990.990990.98199-15.0010052.72
132022.10.17 17:00sell40.100.983910.000000.00000
142022.10.17 17:00modify40.100.983910.998910.96891
152022.10.19 10:58sell50.100.978640.000000.00000
162022.10.19 10:58modify50.100.978640.983160.96891
172022.10.19 10:58modify40.100.983910.983160.96891
182022.10.19 11:14sell60.100.976390.000000.00000
192022.10.19 11:14modify60.100.976390.977910.96891
202022.10.19 11:14modify50.100.978640.977910.96891
212022.10.19 11:14modify40.100.983910.977910.96891
222022.10.19 11:56s/l40.100.977910.977910.9689160.4410113.16
232022.10.19 11:56s/l50.100.977910.977910.968917.3010120.46
242022.10.19 11:56s/l60.100.977910.977910.96891-15.2010105.26
252022.10.19 12:00buy70.100.978600.000000.00000
262022.10.19 12:00modify70.100.978600.963600.99360
272022.10.20 12:31buy80.100.983850.000000.00000
282022.10.20 12:31modify80.100.983850.979350.99360
292022.10.20 12:31modify70.100.978600.979350.99360
302022.10.20 13:29s/l70.100.979350.979350.993605.5710110.83
312022.10.20 13:29s/l80.100.979350.979350.99360-45.0010065.83
322022.10.25 15:00sell90.100.995690.000000.00000
332022.10.25 15:00modify90.100.995691.010690.98069
342022.10.31 13:29sell100.100.990420.000000.00000
352022.10.31 13:29modify100.100.990420.994940.98069
362022.10.31 13:29modify90.100.995690.994940.98069
372022.10.31 14:38sell110.100.988190.000000.00000
382022.10.31 14:38modify110.100.988190.989690.98069
392022.10.31 14:38modify100.100.990420.989690.98069
402022.10.31 14:38modify90.100.995690.989690.98069
412022.10.31 14:46s/l90.100.989690.989690.9806961.3210127.15
422022.10.31 14:46s/l100.100.989690.989690.980697.3010134.45
432022.10.31 14:46s/l110.100.989690.989690.98069-15.0010119.45
442022.11.02 22:00buy120.100.981790.000000.00000
452022.11.02 22:00modify120.100.981790.966790.99679
462022.11.04 13:05buy130.100.987060.000000.00000
472022.11.04 13:05modify130.100.987060.982540.99679
482022.11.04 13:05modify120.100.981790.982540.99679
492022.11.04 14:09buy140.100.989330.000000.00000
502022.11.04 14:09modify140.100.989330.987790.99679
512022.11.04 14:09modify130.100.987060.987790.99679
522022.11.04 14:09modify120.100.981790.987790.99679
532022.11.04 14:12buy150.100.990050.000000.00000
542022.11.04 14:12modify150.100.990050.985540.99679
552022.11.04 14:12modify150.100.990050.987790.99679
562022.11.07 08:30t/p120.100.996790.987790.99679146.7910266.24
572022.11.07 08:30t/p130.100.996790.987790.9967996.6610362.89
582022.11.07 08:30t/p140.100.996790.987790.9967973.9610436.85
592022.11.07 08:30t/p150.100.996790.987790.9967966.7610503.61
602022.11.10 13:00buy160.100.995180.000000.00000
612022.11.10 13:00modify160.100.995180.980181.01018
622022.11.10 13:30buy170.101.000440.000000.00000
632022.11.10 13:30modify170.101.000440.995931.01018
642022.11.10 13:30modify160.100.995180.995931.01018
652022.11.10 13:30buy180.101.002710.000000.00000
662022.11.10 13:30modify180.101.002711.001181.01018
672022.11.10 13:30modify170.101.000441.001181.01018
682022.11.10 13:30modify160.100.995181.001181.01018
692022.11.10 13:30buy190.101.003580.000000.00000
702022.11.10 13:30modify190.101.003580.998931.01018
712022.11.10 13:30modify190.101.003581.001181.01018
722022.11.10 13:35t/p160.101.010181.001181.01018150.0010653.61
732022.11.10 13:35t/p170.101.010181.001181.0101897.4010751.01
742022.11.10 13:35t/p180.101.010181.001181.0101874.7010825.71
752022.11.10 13:35t/p190.101.010181.001181.0101866.0010891.71
762022.11.15 10:00sell200.101.040150.000000.00000
772022.11.15 10:00modify200.101.040151.055151.02515
782022.11.15 17:03sell210.101.034880.000000.00000
792022.11.15 17:03modify210.101.034881.039401.02515
802022.11.15 17:03modify200.101.040151.039401.02515
812022.11.15 18:28sell220.101.032630.000000.00000
822022.11.15 18:28modify220.101.032631.034151.02515
832022.11.15 18:28modify210.101.034881.034151.02515
842022.11.15 18:28modify200.101.040151.034151.02515
852022.11.15 18:28sell230.101.031900.000000.00000
862022.11.15 18:28modify230.101.031901.036401.02515
872022.11.15 18:28modify230.101.031901.034151.02515
882022.11.15 19:24s/l200.101.034151.034151.0251560.0010951.71
892022.11.15 19:24s/l210.101.034151.034151.025157.3010959.01
902022.11.15 19:24s/l220.101.034151.034151.02515-15.2010943.81
912022.11.15 19:24s/l230.101.034151.034151.02515-22.5010921.31
922022.11.28 13:00sell240.101.047280.000000.00000
932022.11.28 13:00modify240.101.047281.062281.03228
942022.11.28 15:22sell250.101.042020.000000.00000
952022.11.28 15:22modify250.101.042021.046531.03228
962022.11.28 15:22modify240.101.047281.046531.03228
972022.11.28 15:53sell260.101.039780.000000.00000
982022.11.28 15:53modify260.101.039781.041281.03228
992022.11.28 15:53modify250.101.042021.041281.03228
1002022.11.28 15:53modify240.101.047281.041281.03228
1012022.11.28 16:04sell270.101.039020.000000.00000
1022022.11.28 16:04modify270.101.039021.043531.03228
1032022.11.28 16:04modify270.101.039021.041281.03228
1042022.11.29 20:10t/p240.101.032281.041281.03228150.2211071.53
1052022.11.29 20:10t/p250.101.032281.041281.0322897.6211169.15
1062022.11.29 20:10t/p260.101.032281.041281.0322875.2211244.37
1072022.11.29 20:10t/p270.101.032281.041281.0322867.6211311.99
1082022.12.02 15:00buy280.101.047320.000000.00000
1092022.12.02 15:00modify280.101.047321.032321.06232
1102022.12.02 16:46buy290.101.052570.000000.00000
1112022.12.02 16:46modify290.101.052571.048071.06232
1122022.12.02 16:46modify280.101.047321.048071.06232
1132022.12.05 00:00buy300.101.054840.000000.00000
1142022.12.05 00:00modify300.101.054841.053321.06232
1152022.12.05 00:00modify290.101.052571.053321.06232
1162022.12.05 00:00modify280.101.047321.053321.06232
1172022.12.05 01:25buy310.101.055600.000000.00000
1182022.12.05 01:25modify310.101.055601.051071.06232
1192022.12.05 01:25modify310.101.055601.053321.06232
1202022.12.05 07:55s/l280.101.053321.053321.0623259.3611371.35
1212022.12.05 07:55s/l290.101.053321.053321.062326.8611378.20
1222022.12.05 07:55s/l300.101.053321.053321.06232-15.2011363.00
1232022.12.05 07:55s/l310.101.053321.053321.06232-22.8011340.20
1242022.12.13 15:00sell320.101.064540.000000.00000
1252022.12.13 15:00modify320.101.064541.079541.04954
1262022.12.15 17:16sell330.101.059280.000000.00000
1272022.12.15 17:16modify330.101.059281.063791.04954
1282022.12.15 17:16modify320.101.064541.063791.04954
1292022.12.15 19:53s/l320.101.063791.063791.049548.3811348.58
1302022.12.15 19:53s/l330.101.063791.063791.04954-45.1011303.48
1312023.01.03 13:00buy340.101.053840.000000.00000
1322023.01.03 13:00modify340.101.053841.038841.06884
1332023.01.03 14:40buy350.101.059100.000000.00000
1342023.01.03 14:40modify350.101.059101.054591.06884
1352023.01.03 14:40modify340.101.053841.054591.06884
1362023.01.03 16:09s/l340.101.054591.054591.068847.5011310.98
1372023.01.03 16:09s/l350.101.054591.054591.06884-45.1011265.88
1382023.01.05 17:00buy360.101.052380.000000.00000
1392023.01.05 17:00modify360.101.052381.037381.06738
1402023.01.06 15:12buy370.101.057670.000000.00000
1412023.01.06 15:12modify370.101.057671.053131.06738
1422023.01.06 15:12modify360.101.052381.053131.06738
1432023.01.06 15:19buy380.101.059920.000000.00000
1442023.01.06 15:19modify380.101.059921.058381.06738
1452023.01.06 15:19modify370.101.057671.058381.06738
1462023.01.06 15:19modify360.101.052381.058381.06738
1472023.01.06 15:29s/l360.101.058381.058381.0673859.3611325.24
1482023.01.06 15:29s/l370.101.058381.058381.067387.1011332.34
1492023.01.06 15:29s/l380.101.058381.058381.06738-15.4011316.94
1502023.02.02 02:00sell390.101.101290.000000.00000
1512023.02.02 02:00modify390.101.101291.116291.08629
1522023.02.02 13:53sell400.101.096000.000000.00000
1532023.02.02 13:53modify400.101.096001.100541.08629
1542023.02.02 13:53modify390.101.101291.100541.08629
1552023.02.02 14:01sell410.101.093790.000000.00000
1562023.02.02 14:01modify410.101.093791.095291.08629
1572023.02.02 14:01modify400.101.096001.095291.08629
1582023.02.02 14:01modify390.101.101291.095291.08629
1592023.02.02 14:03sell420.101.093040.000000.00000
1602023.02.02 14:03modify420.101.093041.097541.08629
1612023.02.02 14:03modify420.101.093041.095291.08629
1622023.02.02 14:06s/l390.101.095291.095291.0862960.0011376.94
1632023.02.02 14:06s/l400.101.095291.095291.086297.1011384.04
1642023.02.02 14:06s/l410.101.095291.095291.08629-15.0011369.04
1652023.02.02 14:06s/l420.101.095291.095291.08629-22.5011346.54
1662023.03.24 11:00buy430.101.073070.000000.00000
1672023.03.24 11:00modify430.101.073071.058071.08807
1682023.03.27 07:09buy440.101.078400.000000.00000
1692023.03.27 07:09modify440.101.078401.073821.08807
1702023.03.27 07:09modify430.101.073071.073821.08807
1712023.03.27 23:11buy450.101.080590.000000.00000
1722023.03.27 23:11modify450.101.080591.079071.08807
1732023.03.27 23:11modify440.101.078401.079071.08807
1742023.03.27 23:11modify430.101.073071.079071.08807
1752023.03.28 00:12buy460.101.081390.000000.00000
1762023.03.28 00:12modify460.101.081391.076821.08807
1772023.03.28 00:12modify460.101.081391.079071.08807
1782023.03.30 10:43t/p430.101.088071.079071.08807146.1511492.69
1792023.03.30 10:43t/p440.101.088071.079071.0880793.4911586.18
1802023.03.30 10:43t/p450.101.088071.079071.0880771.5911657.77
1812023.03.30 10:43t/p460.101.088071.079071.0880764.2311722.00
1822023.06.15 18:00sell470.101.094300.000000.00000
1832023.06.15 18:00modify470.101.094301.109301.07930
1842023.06.23 07:16sell480.101.089050.000000.00000
1852023.06.23 07:16modify480.101.089051.093551.07930
1862023.06.23 07:16modify470.101.094301.093551.07930
1872023.06.23 07:30sell490.101.086790.000000.00000
1882023.06.23 07:30modify490.101.086791.088301.07930
1892023.06.23 07:30modify480.101.089051.088301.07930
1902023.06.23 07:30modify470.101.094301.088301.07930
1912023.06.23 07:30sell500.101.086030.000000.00000
1922023.06.23 07:30modify500.101.086031.090551.07930
1932023.06.23 07:30modify500.101.086031.088301.07930
1942023.06.23 12:03s/l470.101.088301.088301.0793061.7511783.75
1952023.06.23 12:03s/l480.101.088301.088301.079307.5011791.25
1962023.06.23 12:03s/l490.101.088301.088301.07930-15.1011776.15
1972023.06.23 12:03s/l500.101.088301.088301.07930-22.7011753.45
1982023.07.12 18:00sell510.101.112990.000000.00000
1992023.07.12 18:00modify510.101.112991.127991.09799
2002023.07.24 07:36sell520.101.107720.000000.00000
2012023.07.24 07:36modify520.101.107721.112241.09799
2022023.07.24 07:36modify510.101.112991.112241.09799
2032023.07.25 08:02sell530.101.105490.000000.00000
2042023.07.25 08:02modify530.101.105491.106991.09799
2052023.07.25 08:02modify520.101.107721.106991.09799
2062023.07.25 08:02modify510.101.112991.106991.09799
2072023.07.25 08:03s/l510.101.106991.106991.0979962.8511816.30
2082023.07.25 08:03s/l520.101.106991.106991.097997.5211823.82
2092023.07.25 08:03s/l530.101.106991.106991.09799-15.0011808.82