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=0; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 profit2817.84Gross profit3673.89Gross loss-856.05
Profit factor4.29Expected payoff55.25
Absolute drawdown76.50Maximal drawdown462.37 (3.48%)Relative drawdown3.48% (462.37)
Total trades51Short positions (won %)25 (80.00%)Long positions (won %)26 (73.08%)
Profit trades (% of total)39 (76.47%)Loss trades (% of total)12 (23.53%)
Largestprofit trade153.95loss trade-127.06
Averageprofit trade94.20loss trade-71.34
Maximumconsecutive wins (profit in money)15 (1564.37)consecutive losses (loss in money)4 (-250.78)
Maximalconsecutive profit (count of wins)1564.37 (15)consecutive loss (count of losses)-250.78 (4)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 13:00sell10.100.992420.000000.00000
22022.10.04 13:00modify10.100.992421.004420.97742
32022.10.07 07:00t/p10.100.977421.004420.97742151.1010151.10
42022.10.26 08:00sell20.101.003300.000000.00000
52022.10.26 08:00modify20.101.003301.015300.98830
62022.10.31 02:00sell30.100.994790.000000.00000
72022.10.31 02:00modify30.100.994790.999550.98830
82022.10.31 02:00modify20.101.003300.999550.98830
92022.10.31 16:00t/p20.100.988300.999550.98830151.1010302.19
102022.10.31 16:00t/p30.100.988300.999550.9883064.9010367.09
112022.11.03 09:00buy40.100.977060.000000.00000
122022.11.03 09:00modify40.100.977060.965060.99206
132022.11.04 15:00t/p40.100.992060.965060.99206149.3610516.45
142022.11.10 12:00buy50.100.994740.000000.00000
152022.11.10 12:00modify50.100.994740.982741.00974
162022.11.10 14:00t/p50.101.009740.982741.00974150.0010666.45
172022.11.15 08:00sell60.101.040690.000000.00000
182022.11.15 08:00modify60.101.040691.052691.02569
192022.11.18 19:00sell70.101.033080.000000.00000
202022.11.18 19:00modify70.101.033081.037691.02569
212022.11.18 19:00modify60.101.040691.037691.02569
222022.11.20 22:00sell80.101.032270.000000.00000
232022.11.20 22:00modify80.101.032271.036941.02569
242022.11.20 22:00modify70.101.033081.036941.02569
252022.11.20 22:00modify60.101.040691.036941.02569
262022.11.21 08:00t/p60.101.025691.036941.02569151.3210817.77
272022.11.21 08:00t/p70.101.025691.036941.0256974.1210891.89
282022.11.21 08:00t/p80.101.025691.036941.0256966.0210957.91
292022.11.21 10:00buy90.101.022970.000000.00000
302022.11.21 10:00modify90.101.022971.010971.03797
312022.11.22 22:00buy100.101.030560.000000.00000
322022.11.22 22:00modify100.101.030561.025971.03797
332022.11.22 22:00modify90.101.022971.025971.03797
342022.11.23 00:00buy110.101.031350.000000.00000
352022.11.23 00:00modify110.101.031351.026721.03797
362022.11.23 00:00modify100.101.030561.026721.03797
372022.11.23 00:00modify90.101.022971.026721.03797
382022.11.23 16:00t/p90.101.037971.026721.03797148.7211106.62
392022.11.23 16:00t/p100.101.037971.026721.0379773.4611180.08
402022.11.23 16:00t/p110.101.037971.026721.0379766.2011246.28
412022.11.24 04:00sell120.101.044580.000000.00000
422022.11.24 04:00modify120.101.044581.056581.02958
432022.11.28 18:00sell130.101.036940.000000.00000
442022.11.28 18:00modify130.101.036941.041581.02958
452022.11.28 18:00modify120.101.044581.041581.02958
462022.11.28 19:00sell140.101.036110.000000.00000
472022.11.28 19:00modify140.101.036111.040831.02958
482022.11.28 19:00modify130.101.036941.040831.02958
492022.11.28 19:00modify120.101.044581.040831.02958
502022.11.30 17:00t/p120.101.029581.040831.02958150.8811397.16
512022.11.30 17:00t/p130.101.029581.040831.0295874.0411471.19
522022.11.30 17:00t/p140.101.029581.040831.0295865.7411536.93
532023.01.03 09:00buy150.101.055480.000000.00000
542023.01.03 09:00modify150.101.055481.043481.07048
552023.01.05 01:00buy160.101.063210.000000.00000
562023.01.05 01:00modify160.101.063211.058481.07048
572023.01.05 01:00modify150.101.055481.058481.07048
582023.01.05 14:00s/l150.101.058481.058481.0704827.4311564.37
592023.01.05 14:00s/l160.101.058481.058481.07048-47.3011517.07
602023.01.23 08:00sell170.101.091410.000000.00000
612023.01.23 08:00modify170.101.091411.103411.07641
622023.01.27 16:00sell180.101.083850.000000.00000
632023.01.27 16:00modify180.101.083851.088411.07641
642023.01.27 16:00modify170.101.091411.088411.07641
652023.01.30 09:00s/l170.101.088411.088411.0764131.5411548.60
662023.01.30 09:00s/l180.101.088411.088411.07641-45.3811503.22
672023.03.01 13:00sell190.101.068650.000000.00000
682023.03.01 13:00modify190.101.068651.080651.05365
692023.03.03 03:00sell200.101.060240.000000.00000
702023.03.03 03:00modify200.101.060241.064901.05365
712023.03.03 03:00modify190.101.068651.064901.05365
722023.03.03 08:00sell210.101.060980.000000.00000
732023.03.03 08:00modify210.101.060981.065651.05365
742023.03.03 09:00modify210.101.060981.064901.05365
752023.03.06 03:00s/l190.101.064901.064901.0536538.6011541.82
762023.03.06 03:00s/l200.101.064901.064901.05365-46.3811495.44
772023.03.06 03:00s/l210.101.064901.064901.05365-38.9811456.45
782023.03.08 06:00buy220.101.053390.000000.00000
792023.03.08 06:00modify220.101.053391.041391.06839
802023.03.10 16:00t/p220.101.068391.041391.06839147.4311603.89
812023.03.15 11:00buy230.101.062980.000000.00000
822023.03.15 11:00modify230.101.062981.050981.07798
832023.03.21 12:00t/p230.101.077981.050981.07798146.1511750.03
842023.03.21 12:00sell240.101.077870.000000.00000
852023.03.21 12:00modify240.101.077871.089871.06287
862023.03.22 19:00s/l240.101.089871.089871.06287-119.7811630.25
872023.03.23 04:00sell250.101.090070.000000.00000
882023.03.23 04:00modify250.101.090071.102071.07507
892023.03.24 02:00sell260.101.082500.000000.00000
902023.03.24 02:00modify260.101.082501.087071.07507
912023.03.24 02:00modify250.101.090071.087071.07507
922023.03.24 10:00t/p250.101.075071.087071.07507150.2211780.47
932023.03.24 10:00t/p260.101.075071.087071.0750774.3011854.77
942023.03.24 10:00buy270.101.072870.000000.00000
952023.03.24 10:00modify270.101.072871.060871.08787
962023.03.28 13:00buy280.101.084220.000000.00000
972023.03.28 13:00modify280.101.084221.078121.08787
982023.03.28 13:00modify270.101.072871.078121.08787
992023.03.30 09:00t/p270.101.087871.078121.08787146.1512000.92
1002023.03.30 09:00t/p280.101.087871.078121.0878733.9312034.85
1012023.04.10 13:00buy290.101.085180.000000.00000
1022023.04.10 13:00modify290.101.085181.073181.10018
1032023.04.12 01:00buy300.101.092820.000000.00000
1042023.04.12 01:00modify300.101.092821.088181.10018
1052023.04.12 01:00modify290.101.085181.088181.10018
1062023.04.12 13:00buy310.101.096690.000000.00000
1072023.04.12 13:00modify310.101.096691.090431.10018
1082023.04.12 13:00modify300.101.092821.090431.10018
1092023.04.12 13:00modify290.101.085181.090431.10018
1102023.04.13 01:00t/p290.101.100181.090431.10018146.7912181.64
1112023.04.13 01:00t/p300.101.100181.090431.1001871.6712253.31
1122023.04.13 01:00t/p310.101.100181.090431.1001832.9712286.29
1132023.04.26 09:00sell320.101.104180.000000.00000
1142023.04.26 09:00modify320.101.104181.116181.08918
1152023.05.10 06:00sell330.101.096660.000000.00000
1162023.05.10 06:00modify330.101.096661.101181.08918
1172023.05.10 06:00modify320.101.104181.101181.08918
1182023.05.11 09:00sell340.101.092840.000000.00000
1192023.05.11 09:00modify340.101.092841.098931.08918
1202023.05.11 09:00modify330.101.096661.098931.08918
1212023.05.11 09:00modify320.101.104181.098931.08918
1222023.05.12 13:00t/p320.101.089181.098931.08918153.9512440.24
1232023.05.12 13:00t/p330.101.089181.098931.0891875.6812515.91
1242023.05.12 13:00t/p340.101.089181.098931.0891836.8212552.73
1252023.05.17 08:00buy350.101.083470.000000.00000
1262023.05.17 08:00modify350.101.083471.071471.09847
1272023.05.25 08:00s/l350.101.071471.071471.09847-126.4212426.31
1282023.05.31 09:00buy360.101.066260.000000.00000
1292023.05.31 09:00modify360.101.066261.054261.08126
1302023.06.02 09:00buy370.101.077700.000000.00000
1312023.06.02 09:00modify370.101.077701.071511.08126
1322023.06.02 09:00modify360.101.066261.071511.08126
1332023.06.02 17:00s/l360.101.071511.071511.0812649.9312476.24
1342023.06.02 17:00s/l370.101.071511.071511.08126-61.9012414.34
1352023.06.08 13:00sell380.101.074670.000000.00000
1362023.06.08 13:00modify380.101.074671.086671.05967
1372023.06.14 17:00s/l380.101.086671.086671.05967-119.1212295.22
1382023.06.23 07:00buy390.101.092610.000000.00000
1392023.06.23 07:00modify390.101.092611.080611.10761
1402023.07.10 19:00buy400.101.100190.000000.00000
1412023.07.10 19:00modify400.101.100191.095611.10761
1422023.07.10 19:00modify390.101.092611.095611.10761
1432023.07.11 01:00buy410.101.100970.000000.00000
1442023.07.11 01:00modify410.101.100971.096361.10761
1452023.07.11 01:00modify400.101.100191.096361.10761
1462023.07.11 01:00modify390.101.092611.096361.10761
1472023.07.12 05:00buy420.101.103900.000000.00000
1482023.07.12 05:00modify420.101.103901.097861.10761
1492023.07.12 05:00modify410.101.100971.097861.10761
1502023.07.12 05:00modify400.101.100191.097861.10761
1512023.07.12 05:00modify390.101.092611.097861.10761
1522023.07.12 14:00t/p390.101.107611.097861.10761139.0812434.30
1532023.07.12 14:00t/p400.101.107611.097861.1076172.9212507.22
1542023.07.12 14:00t/p410.101.107611.097861.1076165.7612572.98
1552023.07.12 14:00t/p420.101.107611.097861.1076137.1012610.08
1562023.07.13 13:00sell430.101.117970.000000.00000
1572023.07.13 13:00modify430.101.117971.129971.10297
1582023.07.25 09:00sell440.101.106470.000000.00000
1592023.07.25 09:00modify440.101.106471.112721.10297
1602023.07.25 09:00modify430.101.117971.112721.10297
1612023.07.25 14:00t/p430.101.102971.112721.10297152.1912762.27
1622023.07.25 14:00t/p440.101.102971.112721.1029735.0012797.27
1632023.08.10 08:00sell450.101.100830.000000.00000
1642023.08.10 08:00modify450.101.100831.112831.08583
1652023.08.14 03:00sell460.101.093050.000000.00000
1662023.08.14 03:00modify460.101.093051.097831.08583
1672023.08.14 03:00modify450.101.100831.097831.08583
1682023.08.18 13:00t/p450.101.085831.097831.08583151.7512949.03
1692023.08.18 13:00t/p460.101.085831.097831.0858373.5213022.54
1702023.08.23 11:00buy470.101.081030.000000.00000
1712023.08.23 11:00modify470.101.081031.069031.09603
1722023.08.29 20:00buy480.101.088820.000000.00000
1732023.08.29 20:00modify480.101.088821.084031.09603
1742023.08.29 20:00modify470.101.081031.084031.09603
1752023.08.30 11:00buy490.101.089340.000000.00000
1762023.08.30 11:00modify490.101.089341.084781.09603
1772023.08.30 11:00modify480.101.088821.084781.09603
1782023.08.30 11:00modify470.101.081031.084781.09603
1792023.08.30 13:00buy500.101.092410.000000.00000
1802023.08.30 13:00modify500.101.092411.086281.09603
1812023.08.30 13:00modify490.101.089341.086281.09603
1822023.08.30 13:00modify480.101.088821.086281.09603
1832023.08.30 13:00modify470.101.081031.086281.09603
1842023.08.31 11:00s/l470.101.086281.086281.0960346.0813068.62
1852023.08.31 11:00s/l480.101.086281.086281.09603-27.9713040.65
1862023.08.31 11:00s/l490.101.086281.086281.09603-32.5313008.13
1872023.08.31 11:00s/l500.101.086281.086281.09603-63.2312944.90
1882023.09.05 08:00buy510.101.075930.000000.00000
1892023.09.05 08:00modify510.101.075931.063931.09093
1902023.09.14 18:00s/l510.101.063931.063931.09093-127.0612817.84