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=1; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 profit1022.12Gross profit2569.99Gross loss-1547.87
Profit factor1.66Expected payoff17.32
Absolute drawdown109.30Maximal drawdown597.66 (5.23%)Relative drawdown5.23% (597.66)
Total trades59Short positions (won %)28 (57.14%)Long positions (won %)31 (58.06%)
Profit trades (% of total)34 (57.63%)Loss trades (% of total)25 (42.37%)
Largestprofit trade151.10loss trade-134.49
Averageprofit trade75.59loss trade-61.91
Maximumconsecutive wins (profit in money)6 (514.21)consecutive losses (loss in money)4 (-408.82)
Maximalconsecutive profit (count of wins)514.21 (6)consecutive loss (count of losses)-408.82 (4)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 11:00sell10.100.989140.000000.00000
22022.10.04 11:00modify10.100.989141.002140.97414
32022.10.06 19:00sell20.100.979220.000000.00000
42022.10.06 19:00modify20.100.979220.983890.97414
52022.10.06 19:00modify10.100.989140.983890.97414
62022.10.07 13:00t/p10.100.974140.983890.97414151.1010151.10
72022.10.07 13:00t/p20.100.974140.983890.9741451.0210202.12
82022.10.10 09:00buy30.100.969130.000000.00000
92022.10.10 09:00modify30.100.969130.956130.98413
102022.10.11 17:00buy40.100.976840.000000.00000
112022.10.11 17:00modify40.100.976840.972880.98413
122022.10.11 17:00modify30.100.969130.972880.98413
132022.10.11 19:00s/l30.100.972880.972880.9841336.8610238.97
142022.10.11 19:00s/l40.100.972880.972880.98413-39.6010199.37
152022.10.19 11:00buy50.100.978370.000000.00000
162022.10.19 11:00modify50.100.978370.965370.99337
172022.10.25 14:00t/p50.100.993370.965370.99337146.1510345.52
182022.10.25 14:00sell60.100.996770.000000.00000
192022.10.25 14:00modify60.100.996771.009770.98177
202022.10.31 08:00sell70.100.992910.000000.00000
212022.10.31 08:00modify70.100.992910.994520.98177
222022.10.31 08:00modify60.100.996770.994520.98177
232022.10.31 10:00s/l60.100.994520.994520.9817723.8210369.34
242022.10.31 10:00s/l70.100.994520.994520.98177-16.1010353.24
252022.11.03 09:00buy80.100.977060.000000.00000
262022.11.03 09:00modify80.100.977060.964060.99206
272022.11.04 14:00buy90.100.986940.000000.00000
282022.11.04 14:00modify90.100.986940.982310.99206
292022.11.04 14:00modify80.100.977060.982310.99206
302022.11.04 15:00t/p80.100.992060.982310.99206149.3610502.59
312022.11.04 15:00t/p90.100.992060.982310.9920651.2010553.79
322022.11.08 16:00sell100.101.006620.000000.00000
332022.11.08 16:00modify100.101.006621.019620.99162
342022.11.09 18:00sell110.101.002700.000000.00000
352022.11.09 18:00modify110.101.002701.004370.99162
362022.11.09 18:00modify100.101.006621.004370.99162
372022.11.10 07:00s/l100.101.004371.004370.9916223.3810577.17
382022.11.10 07:00s/l110.101.004371.004370.99162-16.0410561.13
392022.11.10 10:00buy120.100.996400.000000.00000
402022.11.10 10:00modify120.100.996400.983401.01140
412022.11.10 14:00t/p120.101.011400.983401.01140150.0010711.13
422022.11.15 08:00sell130.101.040690.000000.00000
432022.11.15 08:00modify130.101.040691.053691.02569
442022.11.15 16:00sell140.101.036810.000000.00000
452022.11.15 16:00modify140.101.036811.038441.02569
462022.11.15 16:00modify130.101.040691.038441.02569
472022.11.15 17:00s/l130.101.038441.038441.0256922.5010733.63
482022.11.15 17:00s/l140.101.038441.038441.02569-16.3010717.33
492022.11.17 14:00buy150.101.031510.000000.00000
502022.11.17 14:00modify150.101.031511.018511.04651
512022.11.17 18:00buy160.101.035300.000000.00000
522022.11.17 18:00modify160.101.035301.033761.04651
532022.11.17 18:00modify150.101.031511.033761.04651
542022.11.18 15:00s/l150.101.033761.033761.0465121.8610739.19
552022.11.18 15:00s/l160.101.033761.033761.04651-16.0410723.15
562022.11.21 08:00buy170.101.025800.000000.00000
572022.11.21 08:00modify170.101.025801.012801.04080
582022.11.23 07:00buy180.101.033410.000000.00000
592022.11.23 07:00modify180.101.033411.029551.04080
602022.11.23 07:00modify170.101.025801.029551.04080
612022.11.24 00:00t/p170.101.040801.029551.04080146.7910869.94
622022.11.24 00:00t/p180.101.040801.029551.0408071.9710941.91
632022.12.02 14:00buy190.101.046500.000000.00000
642022.12.02 14:00modify190.101.046501.033501.06150
652022.12.04 23:00buy200.101.054120.000000.00000
662022.12.04 23:00modify200.101.054121.050251.06150
672022.12.04 23:00modify190.101.046501.050251.06150
682022.12.05 17:00s/l190.101.050251.050251.0615036.8610978.77
692022.12.05 17:00s/l200.101.050251.050251.06150-39.3410939.42
702022.12.13 14:00sell210.101.064660.000000.00000
712022.12.13 14:00modify210.101.064661.077661.04966
722022.12.16 17:00sell220.101.060900.000000.00000
732022.12.16 17:00modify220.101.060901.062411.04966
742022.12.16 17:00modify210.101.064661.062411.04966
752022.12.19 07:00s/l210.101.062411.062411.0496623.8210963.24
762022.12.19 07:00s/l220.101.062411.062411.04966-14.8810948.36
772023.01.03 09:00buy230.101.055480.000000.00000
782023.01.03 09:00modify230.101.055481.042481.07048
792023.01.05 01:00buy240.101.063210.000000.00000
802023.01.05 01:00modify240.101.063211.059231.07048
812023.01.05 01:00modify230.101.055481.059231.07048
822023.01.05 08:00s/l230.101.059231.059231.0704834.9310983.29
832023.01.05 08:00s/l240.101.059231.059231.07048-39.8010943.49
842023.01.05 14:00buy250.101.055510.000000.00000
852023.01.05 14:00modify250.101.055511.042511.07051
862023.01.09 14:00t/p250.101.070511.042511.07051148.7211092.21
872023.01.09 15:00sell260.101.072790.000000.00000
882023.01.09 15:00modify260.101.072791.085791.05779
892023.01.12 19:00s/l260.101.085791.085791.05779-128.9010963.30
902023.02.01 20:00sell270.101.097780.000000.00000
912023.02.01 20:00modify270.101.097781.110781.08278
922023.02.03 16:00t/p270.101.082781.110781.08278150.8811114.18
932023.02.27 16:00sell280.101.060080.000000.00000
942023.02.27 16:00modify280.101.060081.073081.04508
952023.03.13 03:00s/l280.101.073081.073081.04508-126.9310987.25
962023.03.15 10:00buy290.101.068090.000000.00000
972023.03.15 10:00modify290.101.068091.055091.08309
982023.03.15 14:00s/l290.101.055091.055091.08309-130.0010857.25
992023.03.21 12:00sell300.101.077870.000000.00000
1002023.03.21 12:00modify300.101.077871.090871.06287
1012023.03.22 19:00s/l300.101.090871.090871.06287-129.7810727.47
1022023.03.22 19:00sell310.101.088050.000000.00000
1032023.03.22 19:00modify310.101.088051.101051.07305
1042023.03.23 19:00sell320.101.084190.000000.00000
1052023.03.23 19:00modify320.101.084191.085801.07305
1062023.03.23 19:00modify310.101.088051.085801.07305
1072023.03.24 10:00t/p310.101.073051.085801.07305150.8810878.35
1082023.03.24 10:00t/p320.101.073051.085801.07305111.6210989.97
1092023.03.30 13:00sell330.101.091010.000000.00000
1102023.03.30 13:00modify330.101.091011.104011.07601
1112023.04.13 13:00s/l330.101.104011.104011.07601-126.9310863.04
1122023.04.13 14:00sell340.101.106460.000000.00000
1132023.04.13 14:00modify340.101.106461.119461.09146
1142023.04.16 21:00sell350.101.098880.000000.00000
1152023.04.16 21:00modify350.101.098881.102711.09146
1162023.04.16 21:00modify340.101.106461.102711.09146
1172023.04.17 09:00sell360.101.096440.000000.00000
1182023.04.17 09:00modify360.101.096441.101211.09146
1192023.04.17 09:00modify350.101.098881.101211.09146
1202023.04.17 09:00modify340.101.106461.101211.09146
1212023.04.17 15:00t/p340.101.091461.101211.09146150.4411013.48
1222023.04.17 15:00t/p350.101.091461.101211.0914674.4211087.90
1232023.04.17 15:00t/p360.101.091461.101211.0914649.8011137.70
1242023.04.17 15:00buy370.101.091720.000000.00000
1252023.04.17 15:00modify370.101.091721.078721.10672
1262023.04.21 20:00buy380.101.099310.000000.00000
1272023.04.21 20:00modify380.101.099311.095471.10672
1282023.04.21 20:00modify370.101.091721.095471.10672
1292023.04.26 14:00t/p370.101.106721.095471.10672144.2211281.92
1302023.04.26 14:00t/p380.101.106721.095471.1067272.1711354.09
1312023.04.26 14:00sell390.101.108500.000000.00000
1322023.04.26 14:00modify390.101.108501.121501.09350
1332023.04.27 04:00sell400.101.104560.000000.00000
1342023.04.27 04:00modify400.101.104561.106251.09350
1352023.04.27 04:00modify390.101.108501.106251.09350
1362023.04.27 06:00s/l390.101.106251.106251.0935023.1611377.25
1372023.04.27 06:00s/l400.101.106251.106251.09350-16.9011360.35
1382023.05.05 13:00buy410.101.097920.000000.00000
1392023.05.05 13:00modify410.101.097921.084921.11292
1402023.05.12 17:00s/l410.101.084921.084921.11292-134.4911225.85
1412023.06.01 16:00sell420.101.075070.000000.00000
1422023.06.01 16:00modify420.101.075071.088071.06007
1432023.06.05 17:00sell430.101.071140.000000.00000
1442023.06.05 17:00modify430.101.071141.072821.06007
1452023.06.05 17:00modify420.101.075071.072821.06007
1462023.06.06 06:00s/l420.101.072821.072821.0600723.1611249.01
1472023.06.06 06:00s/l430.101.072821.072821.06007-16.5811232.43
1482023.06.23 08:00buy440.101.087180.000000.00000
1492023.06.23 08:00modify440.101.087181.074181.10218
1502023.06.25 23:00buy450.101.090930.000000.00000
1512023.06.25 23:00modify450.101.090931.089431.10218
1522023.06.25 23:00modify440.101.087181.089431.10218
1532023.06.26 09:00s/l440.101.089431.089431.1021821.8611254.29
1542023.06.26 09:00s/l450.101.089431.089431.10218-15.6411238.65
1552023.07.07 15:00sell460.101.094890.000000.00000
1562023.07.07 15:00modify460.101.094891.107891.07989
1572023.07.12 14:00s/l460.101.107891.107891.07989-129.3411109.30
1582023.07.12 14:00sell470.101.109780.000000.00000
1592023.07.12 14:00modify470.101.109781.122781.09478
1602023.07.13 20:00s/l470.101.122781.122781.09478-129.3410979.96
1612023.07.20 15:00buy480.101.114990.000000.00000
1622023.07.20 15:00modify480.101.114991.101991.12999
1632023.07.27 14:00s/l480.101.101991.101991.12999-134.4910845.47
1642023.08.02 15:00buy490.101.093000.000000.00000
1652023.08.02 15:00modify490.101.093001.080001.10800
1662023.08.07 22:00buy500.101.100610.000000.00000
1672023.08.07 22:00modify500.101.100611.096751.10800
1682023.08.07 22:00modify490.101.093001.096751.10800
1692023.08.08 10:00s/l490.101.096751.096751.1080033.6510879.11
1702023.08.08 10:00s/l500.101.096751.096751.10800-39.2410839.87
1712023.08.10 13:00sell510.101.104200.000000.00000
1722023.08.10 13:00modify510.101.104201.117201.08920
1732023.08.13 23:00sell520.101.094190.000000.00000
1742023.08.13 23:00modify520.101.094191.098951.08920
1752023.08.13 23:00modify510.101.104201.098951.08920
1762023.08.14 14:00t/p510.101.089201.098951.08920150.4410990.31
1772023.08.14 14:00t/p520.101.089201.098951.0892050.1211040.43
1782023.08.14 14:00buy530.101.088440.000000.00000
1792023.08.14 14:00modify530.101.088441.075441.10344
1802023.08.14 16:00buy540.101.092350.000000.00000
1812023.08.14 16:00modify540.101.092351.090691.10344
1822023.08.14 16:00modify530.101.088441.090691.10344
1832023.08.14 19:00s/l530.101.090691.090691.1034422.5011062.93
1842023.08.14 19:00s/l540.101.090691.090691.10344-16.6011046.33
1852023.08.22 14:00buy550.101.084670.000000.00000
1862023.08.22 14:00modify550.101.084671.071671.09967
1872023.08.30 13:00buy560.101.092410.000000.00000
1882023.08.30 13:00modify560.101.092411.088421.09967
1892023.08.30 13:00modify550.101.084671.088421.09967
1902023.08.31 09:00s/l550.101.088421.088421.0996730.4411076.77
1912023.08.31 09:00s/l560.101.088421.088421.09967-41.8311034.94
1922023.09.14 13:00buy570.101.067970.000000.00000
1932023.09.14 13:00modify570.101.067971.054971.08297
1942023.09.20 14:00buy580.101.072000.000000.00000
1952023.09.20 14:00modify580.101.072001.070221.08297
1962023.09.20 14:00modify570.101.067971.070221.08297
1972023.09.20 19:00s/l570.101.070221.070221.0829719.9311054.87
1982023.09.20 19:00s/l580.101.070221.070221.08297-17.8011037.07
1992023.09.25 15:00buy590.101.058050.000000.00000
2002023.09.25 15:00modify590.101.058051.045051.07305
2012023.09.29 20:59close at stop590.101.056941.045051.07305-14.9511022.12