Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01)
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=12; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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 test7263Ticks modelled13524Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1499.67Gross profit2645.89Gross loss-1146.22
Profit factor2.31Expected payoff23.07
Absolute drawdown80.38Maximal drawdown342.45 (2.99%)Relative drawdown3.04% (310.83)
Total trades65Short positions (won %)36 (50.00%)Long positions (won %)29 (55.17%)
Profit trades (% of total)34 (52.31%)Loss trades (% of total)31 (47.69%)
Largestprofit trade152.41loss trade-112.57
Averageprofit trade77.82loss trade-36.97
Maximumconsecutive wins (profit in money)5 (573.92)consecutive losses (loss in money)3 (-248.81)
Maximalconsecutive profit (count of wins)573.92 (5)consecutive loss (count of losses)-248.81 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.05 16:00buy10.101.052790.000000.00000
22022.12.05 16:00modify10.101.052791.041791.06779
32022.12.12 14:00buy20.101.057440.000000.00000
42022.12.12 14:00modify20.101.057441.055791.06779
52022.12.12 14:00modify10.101.052791.055791.06779
62022.12.12 15:00s/l10.101.055791.055791.0677925.5110025.51
72022.12.12 15:00s/l20.101.055791.055791.06779-16.5010009.01
82022.12.15 18:00buy30.101.060200.000000.00000
92022.12.15 18:00modify30.101.060201.049201.07520
102022.12.22 05:00buy40.101.064740.000000.00000
112022.12.22 05:00modify40.101.064741.063201.07520
122022.12.22 05:00modify30.101.060201.063201.07520
132022.12.22 09:00s/l30.101.063201.063201.0752025.5110034.51
142022.12.22 09:00s/l40.101.063201.063201.07520-15.4010019.11
152022.12.22 17:00buy50.101.059000.000000.00000
162022.12.22 17:00modify50.101.059001.048001.07400
172022.12.26 21:00buy60.101.063500.000000.00000
182022.12.26 21:00modify60.101.063501.062001.07400
192022.12.26 21:00modify50.101.059001.062001.07400
202022.12.27 06:00buy70.101.065830.000000.00000
212022.12.27 06:00modify70.101.065831.062751.07400
222022.12.27 06:00modify60.101.063501.062751.07400
232022.12.27 06:00modify50.101.059001.062751.07400
242022.12.27 14:00s/l50.101.062751.062751.0740035.5710054.68
252022.12.27 14:00s/l60.101.062751.062751.07400-8.1410046.54
262022.12.27 14:00s/l70.101.062751.062751.07400-30.8010015.74
272022.12.29 18:00sell80.101.068200.000000.00000
282022.12.29 18:00modify80.101.068201.079201.05320
292023.01.03 11:00t/p80.101.053201.079201.05320150.6610166.40
302023.01.03 16:00buy90.101.055840.000000.00000
312023.01.03 16:00modify90.101.055841.044841.07084
322023.01.04 15:00buy100.101.062690.000000.00000
332023.01.04 15:00modify100.101.062691.059591.07084
342023.01.04 15:00modify90.101.055841.059591.07084
352023.01.04 16:00s/l90.101.059591.059591.0708436.8610203.26
362023.01.04 16:00s/l100.101.059591.059591.07084-31.0010172.26
372023.01.06 16:00sell110.101.060180.000000.00000
382023.01.06 16:00modify110.101.060181.071181.04518
392023.01.09 14:00s/l110.101.071181.071181.04518-109.7810062.48
402023.01.12 16:00sell120.101.080660.000000.00000
412023.01.12 16:00modify120.101.080661.091661.06566
422023.01.23 08:00s/l120.101.091661.091661.06566-108.039954.45
432023.01.26 16:00buy130.101.085810.000000.00000
442023.01.26 16:00modify130.101.085811.074811.10081
452023.01.30 10:00buy140.101.090470.000000.00000
462023.01.30 10:00modify140.101.090471.088811.10081
472023.01.30 10:00modify130.101.085811.088811.10081
482023.01.30 14:00s/l130.101.088811.088811.1008128.729983.17
492023.01.30 14:00s/l140.101.088811.088811.10081-16.609966.57
502023.01.30 20:00buy150.101.084890.000000.00000
512023.01.30 20:00modify150.101.084891.073891.09989
522023.02.01 11:00buy160.101.089500.000000.00000
532023.02.01 11:00modify160.101.089501.087891.09989
542023.02.01 11:00modify150.101.084891.087891.09989
552023.02.01 19:00buy170.101.091900.000000.00000
562023.02.01 19:00modify170.101.091901.088641.09989
572023.02.01 19:00modify160.101.089501.088641.09989
582023.02.01 19:00modify150.101.084891.088641.09989
592023.02.01 21:00t/p150.101.099891.088641.09989148.7210115.28
602023.02.01 21:00t/p160.101.099891.088641.09989103.9010219.18
612023.02.01 21:00t/p170.101.099891.088641.0998979.9010299.08
622023.02.07 19:00sell180.101.070190.000000.00000
632023.02.07 19:00modify180.101.070191.081191.05519
642023.02.17 07:00sell190.101.063440.000000.00000
652023.02.17 07:00modify190.101.063441.066441.05519
662023.02.17 07:00modify180.101.070191.066441.05519
672023.02.17 16:00s/l180.101.066441.066441.0551940.1310339.21
682023.02.17 16:00s/l190.101.066441.066441.05519-30.0010309.21
692023.02.17 17:00sell200.101.067680.000000.00000
702023.02.17 17:00modify200.101.067681.078681.05268
712023.02.23 14:00sell210.101.060750.000000.00000
722023.02.23 14:00modify210.101.060751.063931.05268
732023.02.23 14:00modify200.101.067681.063931.05268
742023.02.24 10:00sell220.101.058550.000000.00000
752023.02.24 10:00modify220.101.058551.062431.05268
762023.02.24 10:00modify210.101.060751.062431.05268
772023.02.24 10:00modify200.101.067681.062431.05268
782023.02.28 10:00s/l200.101.062431.062431.0526854.4710363.69
792023.02.28 10:00s/l210.101.062431.062431.05268-16.1410347.55
802023.02.28 10:00s/l220.101.062431.062431.05268-38.3610309.18
812023.02.28 21:00buy230.101.057930.000000.00000
822023.02.28 21:00modify230.101.057931.046931.07293
832023.03.01 11:00buy240.101.067100.000000.00000
842023.03.01 11:00modify240.101.067101.063181.07293
852023.03.01 11:00modify230.101.057931.063181.07293
862023.03.02 09:00s/l230.101.063181.063181.0729349.9310359.12
872023.03.02 09:00s/l240.101.063181.063181.07293-41.1310317.99
882023.03.02 18:00buy250.101.058290.000000.00000
892023.03.02 18:00modify250.101.058291.047291.07329
902023.03.05 23:00buy260.101.062960.000000.00000
912023.03.05 23:00modify260.101.062961.061291.07329
922023.03.05 23:00modify250.101.058291.061291.07329
932023.03.06 06:00buy270.101.065130.000000.00000
942023.03.06 06:00modify270.101.065131.062041.07329
952023.03.06 06:00modify260.101.062961.062041.07329
962023.03.06 06:00modify250.101.058291.062041.07329
972023.03.07 16:00s/l250.101.062041.062041.0732935.5710353.56
982023.03.07 16:00s/l260.101.062041.062041.07329-10.4810343.08
992023.03.07 16:00s/l270.101.062041.062041.07329-31.5410311.54
1002023.03.07 16:00buy280.101.058830.000000.00000
1012023.03.07 16:00modify280.101.058831.047831.07383
1022023.03.13 17:00t/p280.101.073831.047831.07383146.1510457.68
1032023.03.13 17:00sell290.101.073930.000000.00000
1042023.03.13 17:00modify290.101.073931.084931.05893
1052023.03.15 12:00t/p290.101.058931.084931.05893150.4410608.12
1062023.03.17 19:00sell300.101.068070.000000.00000
1072023.03.17 19:00modify300.101.068071.079071.05307
1082023.03.21 14:00s/l300.101.079071.079071.05307-109.5610498.56
1092023.03.22 19:00sell310.101.088050.000000.00000
1102023.03.22 19:00modify310.101.088051.099051.07305
1112023.03.24 10:00t/p310.101.073051.099051.07305150.8810649.44
1122023.04.02 23:00buy320.101.082220.000000.00000
1132023.04.02 23:00modify320.101.082221.071221.09722
1142023.04.03 15:00buy330.101.089010.000000.00000
1152023.04.03 15:00modify330.101.089011.085971.09722
1162023.04.03 15:00modify320.101.082221.085971.09722
1172023.04.04 15:00t/p320.101.097221.085971.09722148.7210798.15
1182023.04.04 15:00t/p330.101.097221.085971.0972281.4610879.61
1192023.04.05 17:00buy340.101.089960.000000.00000
1202023.04.05 17:00modify340.101.089961.078961.10496
1212023.04.13 13:00t/p340.101.104961.078961.10496143.5811023.19
1222023.05.01 16:00buy350.101.097220.000000.00000
1232023.05.01 16:00modify350.101.097221.086221.11222
1242023.05.03 09:00buy360.101.104250.000000.00000
1252023.05.03 09:00modify360.101.104251.100971.11222
1262023.05.03 09:00modify350.101.097221.100971.11222
1272023.05.03 19:00buy370.101.106300.000000.00000
1282023.05.03 19:00modify370.101.106301.102471.11222
1292023.05.03 19:00modify360.101.104251.102471.11222
1302023.05.03 19:00modify350.101.097221.102471.11222
1312023.05.04 13:00s/l350.101.102471.102471.1122249.2911072.48
1322023.05.04 13:00s/l360.101.102471.102471.11222-19.7311052.75
1332023.05.04 13:00s/l370.101.102471.102471.11222-40.2311012.53
1342023.05.31 17:00buy380.101.064120.000000.00000
1352023.05.31 17:00modify380.101.064121.053121.07912
1362023.06.01 07:00buy390.101.068720.000000.00000
1372023.06.01 07:00modify390.101.068721.067121.07912
1382023.06.01 07:00modify380.101.064121.067121.07912
1392023.06.01 08:00s/l380.101.067121.067121.0791228.0711040.60
1402023.06.01 08:00s/l390.101.067121.067121.07912-16.0011024.60
1412023.06.21 17:00sell400.101.097060.000000.00000
1422023.06.21 17:00modify400.101.097061.108061.08206
1432023.06.23 07:00sell410.101.092310.000000.00000
1442023.06.23 07:00modify410.101.092311.094061.08206
1452023.06.23 07:00modify400.101.097061.094061.08206
1462023.06.25 22:00sell420.101.090070.000000.00000
1472023.06.25 22:00modify420.101.090071.093311.08206
1482023.06.25 22:00modify410.101.092311.093311.08206
1492023.06.25 22:00modify400.101.097061.093311.08206
1502023.06.27 02:00s/l400.101.093311.093311.0820638.8211063.42
1512023.06.27 02:00s/l410.101.093311.093311.08206-9.5611053.86
1522023.06.27 02:00s/l420.101.093311.093311.08206-31.9611021.90
1532023.07.13 17:00sell430.101.120560.000000.00000
1542023.07.13 17:00modify430.101.120561.131561.10556
1552023.07.21 04:00sell440.101.113610.000000.00000
1562023.07.21 04:00modify440.101.113611.116811.10556
1572023.07.21 04:00modify430.101.120561.116811.10556
1582023.07.21 15:00sell450.101.111340.000000.00000
1592023.07.21 15:00modify450.101.111341.115311.10556
1602023.07.21 15:00modify440.101.113611.115311.10556
1612023.07.21 15:00modify430.101.120561.115311.10556
1622023.07.25 10:00t/p430.101.105561.115311.10556152.1911174.09
1632023.07.25 10:00t/p440.101.105561.115311.1055680.9411255.03
1642023.07.25 10:00t/p450.101.105561.115311.1055658.2411313.27
1652023.08.01 22:00sell460.101.101800.000000.00000
1662023.08.01 22:00modify460.101.101801.112801.08680
1672023.08.02 14:00sell470.101.095010.000000.00000
1682023.08.02 14:00modify470.101.095011.098051.08680
1692023.08.02 14:00modify460.101.101801.098051.08680
1702023.08.02 15:00sell480.101.092700.000000.00000
1712023.08.02 15:00modify480.101.092701.096551.08680
1722023.08.02 15:00modify470.101.095011.096551.08680
1732023.08.02 15:00modify460.101.101801.096551.08680
1742023.08.03 17:00s/l460.101.096551.096551.0868053.3811366.64
1752023.08.03 17:00s/l470.101.096551.096551.08680-14.7411351.90
1762023.08.03 17:00s/l480.101.096551.096551.08680-37.8411314.06
1772023.08.10 18:00buy490.101.098290.000000.00000
1782023.08.10 18:00modify490.101.098291.087291.11329
1792023.08.16 20:00s/l490.101.087291.087291.11329-112.5711201.49
1802023.08.29 16:00sell500.101.084990.000000.00000
1812023.08.29 16:00modify500.101.084991.095991.06999
1822023.09.07 13:00t/p500.101.069991.095991.06999152.4111353.90
1832023.09.12 22:00sell510.101.075900.000000.00000
1842023.09.12 22:00modify510.101.075901.086901.06090
1852023.09.18 06:00sell520.101.066900.000000.00000
1862023.09.18 06:00modify520.101.066901.070651.06090
1872023.09.18 06:00modify510.101.075901.070651.06090
1882023.09.18 23:00sell530.101.069130.000000.00000
1892023.09.18 23:00modify530.101.069131.072151.06090
1902023.09.19 00:00modify530.101.069131.070651.06090
1912023.09.19 11:00s/l510.101.070651.070651.0609054.0411407.94
1922023.09.19 11:00s/l520.101.070651.070651.06090-37.2811370.66
1932023.09.19 11:00s/l530.101.070651.070651.06090-14.9811355.68
1942023.09.20 17:00sell540.101.073520.000000.00000
1952023.09.20 17:00modify540.101.073521.084521.05852
1962023.09.22 02:00sell550.101.064320.000000.00000
1972023.09.22 02:00modify550.101.064321.068271.05852
1982023.09.22 02:00modify540.101.073521.068271.05852
1992023.09.25 15:00t/p540.101.058521.068271.05852151.1011506.77
2002023.09.25 15:00t/p550.101.058521.068271.0585258.2211564.99
2012023.10.06 16:00sell560.101.059450.000000.00000
2022023.10.06 16:00modify560.101.059451.070451.04445
2032023.10.12 14:00sell570.101.054940.000000.00000
2042023.10.12 14:00modify570.101.054941.056451.04445
2052023.10.12 14:00modify560.101.059451.056451.04445
2062023.10.12 15:00s/l560.101.056451.056451.0444531.3211596.31
2072023.10.12 15:00s/l570.101.056451.056451.04445-15.1011581.21
2082023.10.17 16:00sell580.101.059210.000000.00000
2092023.10.17 16:00modify580.101.059211.070211.04421
2102023.10.26 03:00sell590.101.054520.000000.00000
2112023.10.26 03:00modify590.101.054521.056211.04421
2122023.10.26 03:00modify580.101.059211.056211.04421
2132023.10.26 14:00s/l580.101.056211.056211.0442132.4111613.62
2142023.10.26 14:00s/l590.101.056211.056211.04421-16.9011596.72
2152023.10.30 16:00sell600.101.061890.000000.00000
2162023.10.30 16:00modify600.101.061891.072891.04689
2172023.10.31 21:00sell610.101.057210.000000.00000
2182023.10.31 21:00modify610.101.057211.058891.04689
2192023.10.31 21:00modify600.101.061891.058891.04689
2202023.11.01 10:00sell620.101.054930.000000.00000
2212023.11.01 10:00modify620.101.054931.058141.04689
2222023.11.01 10:00modify610.101.057211.058141.04689
2232023.11.01 10:00modify600.101.061891.058141.04689
2242023.11.01 23:00s/l600.101.058141.058141.0468937.9411634.66
2252023.11.01 23:00s/l610.101.058141.058141.04689-9.0811625.58
2262023.11.01 23:00s/l620.101.058141.058141.04689-32.1011593.48
2272023.11.08 17:00sell630.101.071440.000000.00000
2282023.11.08 17:00modify630.101.071441.082441.05644
2292023.11.09 20:00sell640.101.066730.000000.00000
2302023.11.09 20:00modify640.101.066731.068441.05644
2312023.11.09 20:00modify630.101.071441.068441.05644
2322023.11.10 11:00s/l630.101.068441.068441.0564430.8811624.36
2332023.11.10 11:00s/l640.101.068441.068441.05644-16.8811607.47
2342023.11.17 19:00sell650.101.090320.000000.00000
2352023.11.17 19:00modify650.101.090321.101321.07532
2362023.11.29 02:00s/l650.101.101321.101321.07532-107.8111499.67