Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2023.01.01 22:00 - 2023.12.29 21:59 (2023.01.01 - 2024.01.01)
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=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; 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 test7224Ticks modelled13447Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1301.36Gross profit2497.07Gross loss-1195.71
Profit factor2.09Expected payoff22.06
Absolute drawdown298.83Maximal drawdown434.52 (3.75%)Relative drawdown3.75% (434.52)
Total trades59Short positions (won %)28 (57.14%)Long positions (won %)31 (67.74%)
Profit trades (% of total)37 (62.71%)Loss trades (% of total)22 (37.29%)
Largestprofit trade131.97loss trade-112.57
Averageprofit trade67.49loss trade-54.35
Maximumconsecutive wins (profit in money)9 (619.77)consecutive losses (loss in money)2 (-217.81)
Maximalconsecutive profit (count of wins)619.77 (9)consecutive loss (count of losses)-217.81 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.06 16:00sell10.101.060180.000000.00000
22023.01.06 16:00modify10.101.060181.071181.04718
32023.01.09 14:00s/l10.101.071181.071181.04718-109.789890.22
42023.01.12 16:00sell20.101.080660.000000.00000
52023.01.12 16:00modify20.101.080661.091661.06766
62023.01.23 08:00s/l20.101.091661.091661.06766-108.039782.19
72023.01.26 16:00buy30.101.085810.000000.00000
82023.01.26 16:00modify30.101.085811.074811.09881
92023.01.30 10:00buy40.101.090470.000000.00000
102023.01.30 10:00modify40.101.090471.086461.09881
112023.01.30 10:00modify30.101.085811.086461.09881
122023.01.30 17:00s/l30.101.086461.086461.098815.229787.41
132023.01.30 17:00s/l40.101.086461.086461.09881-40.109747.31
142023.01.30 20:00buy50.101.084890.000000.00000
152023.01.30 20:00modify50.101.084891.073891.09789
162023.02.01 11:00buy60.101.089500.000000.00000
172023.02.01 11:00modify60.101.089501.085541.09789
182023.02.01 11:00modify50.101.084891.085541.09789
192023.02.01 20:00t/p50.101.097891.085541.09789128.729876.02
202023.02.01 20:00t/p60.101.097891.085541.0978983.909959.92
212023.02.01 20:00sell70.101.097780.000000.00000
222023.02.01 20:00modify70.101.097781.108781.08478
232023.02.03 14:00t/p70.101.084781.108781.08478130.8810090.80
242023.02.07 19:00sell80.101.070190.000000.00000
252023.02.07 19:00modify80.101.070191.081191.05719
262023.02.17 07:00sell90.101.063440.000000.00000
272023.02.17 07:00modify90.101.063441.066941.05719
282023.02.17 07:00modify80.101.070191.066941.05719
292023.02.17 16:00s/l80.101.066941.066941.0571935.1310125.93
302023.02.17 16:00s/l90.101.066941.066941.05719-35.0010090.93
312023.02.17 17:00sell100.101.067680.000000.00000
322023.02.17 17:00modify100.101.067681.078681.05468
332023.02.24 15:00t/p100.101.054681.078681.05468131.5410222.47
342023.02.28 22:00buy110.101.057570.000000.00000
352023.02.28 22:00modify110.101.057571.046571.07057
362023.03.02 09:00buy120.101.064120.000000.00000
372023.03.02 09:00modify120.101.064121.060821.07057
382023.03.02 09:00modify110.101.057571.060821.07057
392023.03.02 13:00s/l110.101.060821.060821.0705729.9310252.40
402023.03.02 13:00s/l120.101.060821.060821.07057-33.0010219.40
412023.03.02 18:00buy130.101.058290.000000.00000
422023.03.02 18:00modify130.101.058291.047291.07129
432023.03.05 23:00buy140.101.062960.000000.00000
442023.03.05 23:00modify140.101.062961.058941.07129
452023.03.05 23:00modify130.101.058291.058941.07129
462023.03.06 03:00buy150.101.064840.000000.00000
472023.03.06 03:00modify150.101.064841.061541.07129
482023.03.06 03:00modify140.101.062961.061541.07129
492023.03.06 03:00modify130.101.058291.061541.07129
502023.03.07 00:00buy160.101.068830.000000.00000
512023.03.07 00:00modify160.101.068831.064141.07129
522023.03.07 00:00modify150.101.064841.064141.07129
532023.03.07 00:00modify140.101.062961.064141.07129
542023.03.07 00:00modify130.101.058291.064141.07129
552023.03.07 15:00s/l130.101.064141.064141.0712956.5710275.97
562023.03.07 15:00s/l140.101.064141.064141.0712910.5210286.49
572023.03.07 15:00s/l150.101.064141.064141.07129-7.6410278.85
582023.03.07 15:00s/l160.101.064141.064141.07129-46.9010231.95
592023.03.07 16:00buy170.101.058830.000000.00000
602023.03.07 16:00modify170.101.058831.047831.07183
612023.03.13 03:00t/p170.101.071831.047831.07183126.1510358.09
622023.03.13 17:00sell180.101.073930.000000.00000
632023.03.13 17:00modify180.101.073931.084931.06093
642023.03.15 12:00t/p180.101.060931.084931.06093130.4410488.53
652023.03.17 19:00sell190.101.068070.000000.00000
662023.03.17 19:00modify190.101.068071.079071.05507
672023.03.21 14:00s/l190.101.079071.079071.05507-109.5610378.97
682023.03.22 19:00sell200.101.088050.000000.00000
692023.03.22 19:00modify200.101.088051.099051.07505
702023.03.24 10:00t/p200.101.075051.099051.07505130.8810509.85
712023.04.02 23:00buy210.101.082220.000000.00000
722023.04.02 23:00modify210.101.082221.071221.09522
732023.04.03 14:00buy220.101.088820.000000.00000
742023.04.03 14:00modify220.101.088821.085471.09522
752023.04.03 14:00modify210.101.082221.085471.09522
762023.04.04 08:00buy230.101.092800.000000.00000
772023.04.04 08:00modify230.101.092801.088071.09522
782023.04.04 08:00modify220.101.088821.088071.09522
792023.04.04 08:00modify210.101.082221.088071.09522
802023.04.04 15:00t/p210.101.095221.088071.09522128.7210638.57
812023.04.04 15:00t/p220.101.095221.088071.0952263.3610701.92
822023.04.04 15:00t/p230.101.095221.088071.0952224.2010726.12
832023.04.05 17:00buy240.101.089960.000000.00000
842023.04.05 17:00modify240.101.089961.078961.10296
852023.04.12 13:00buy250.101.096690.000000.00000
862023.04.12 13:00modify250.101.096691.093211.10296
872023.04.12 13:00modify240.101.089961.093211.10296
882023.04.13 01:00buy260.101.100510.000000.00000
892023.04.13 01:00modify260.101.100511.095811.10296
902023.04.13 01:00modify250.101.096691.095811.10296
912023.04.13 01:00modify240.101.089961.095811.10296
922023.04.13 10:00t/p240.101.102961.095811.10296123.5810849.70
932023.04.13 10:00t/p250.101.102961.095811.1029660.7710910.48
942023.04.13 10:00t/p260.101.102961.095811.1029624.5010934.98
952023.05.01 16:00buy270.101.097220.000000.00000
962023.05.01 16:00modify270.101.097221.086221.11022
972023.05.03 01:00buy280.101.102030.000000.00000
982023.05.03 01:00modify280.101.102031.097871.11022
992023.05.03 01:00modify270.101.097221.097871.11022
1002023.05.03 08:00buy290.101.103740.000000.00000
1012023.05.03 08:00modify290.101.103741.100471.11022
1022023.05.03 08:00modify280.101.102031.100471.11022
1032023.05.03 08:00modify270.101.097221.100471.11022
1042023.05.04 01:00buy300.101.107880.000000.00000
1052023.05.04 01:00modify300.101.107881.103071.11022
1062023.05.04 01:00modify290.101.103741.103071.11022
1072023.05.04 01:00modify280.101.102031.103071.11022
1082023.05.04 01:00modify270.101.097221.103071.11022
1092023.05.04 13:00s/l270.101.103071.103071.1102255.2910990.27
1102023.05.04 13:00s/l280.101.103071.103071.110228.4710998.74
1112023.05.04 13:00s/l290.101.103071.103071.11022-8.6310990.11
1122023.05.04 13:00s/l300.101.103071.103071.11022-48.1010942.01
1132023.05.18 17:00buy310.101.076600.000000.00000
1142023.05.18 17:00modify310.101.076601.065601.08960
1152023.05.19 12:00buy320.101.081160.000000.00000
1162023.05.19 12:00modify320.101.081161.077251.08960
1172023.05.19 12:00modify310.101.076601.077251.08960
1182023.05.23 11:00s/l310.101.077251.077251.089604.5710946.59
1192023.05.23 11:00s/l320.101.077251.077251.08960-40.3810906.20
1202023.05.31 17:00buy330.101.064120.000000.00000
1212023.05.31 17:00modify330.101.064121.053121.07712
1222023.05.31 20:00buy340.101.068930.000000.00000
1232023.05.31 20:00modify340.101.068931.064771.07712
1242023.05.31 20:00modify330.101.064121.064771.07712
1252023.06.02 06:00t/p330.101.077121.064771.07712127.4311033.63
1262023.06.02 06:00t/p340.101.077121.064771.0771279.3311112.97
1272023.06.21 17:00sell350.101.097060.000000.00000
1282023.06.21 17:00modify350.101.097061.108061.08406
1292023.06.23 07:00sell360.101.092310.000000.00000
1302023.06.23 07:00modify360.101.092311.096411.08406
1312023.06.23 07:00modify350.101.097061.096411.08406
1322023.06.26 01:00sell370.101.090520.000000.00000
1332023.06.26 01:00modify370.101.090521.093811.08406
1342023.06.26 01:00modify360.101.092311.093811.08406
1352023.06.26 01:00modify350.101.097061.093811.08406
1362023.06.27 08:00s/l350.101.093811.093811.0840633.8211146.78
1372023.06.27 08:00s/l360.101.093811.093811.08406-14.5611132.22
1382023.06.27 08:00s/l370.101.093811.093811.08406-32.6811099.54
1392023.07.13 17:00sell380.101.120560.000000.00000
1402023.07.13 17:00modify380.101.120561.131561.10756
1412023.07.24 09:00t/p380.101.107561.131561.10756131.9711231.51
1422023.08.01 22:00sell390.101.101800.000000.00000
1432023.08.01 22:00modify390.101.101801.112801.08880
1442023.08.02 14:00sell400.101.095010.000000.00000
1452023.08.02 14:00modify400.101.095011.098551.08880
1462023.08.02 14:00modify390.101.101801.098551.08880
1472023.08.04 13:00s/l390.101.098551.098551.0888033.6011265.11
1482023.08.04 13:00s/l400.101.098551.098551.08880-34.5211230.59
1492023.08.10 18:00buy410.101.098290.000000.00000
1502023.08.10 18:00modify410.101.098291.087291.11129
1512023.08.16 20:00s/l410.101.087291.087291.11129-112.5711118.02
1522023.08.29 16:00sell420.101.084990.000000.00000
1532023.08.29 16:00modify420.101.084991.095991.07199
1542023.09.01 17:00sell430.101.078380.000000.00000
1552023.09.01 17:00modify430.101.078381.081741.07199
1562023.09.01 17:00modify420.101.084991.081741.07199
1572023.09.05 13:00t/p420.101.071991.081741.07199131.5411249.55
1582023.09.05 13:00t/p430.101.071991.081741.0719964.3411313.89
1592023.09.20 17:00sell440.101.073520.000000.00000
1602023.09.20 17:00modify440.101.073521.084521.06052
1612023.09.21 01:00sell450.101.063120.000000.00000
1622023.09.21 01:00modify450.101.063121.067671.06052
1632023.09.21 01:00modify440.101.073521.067671.06052
1642023.09.25 14:00t/p440.101.060521.067671.06052131.1011444.99
1652023.09.25 14:00t/p450.101.060521.067671.0605226.4411471.43
1662023.10.02 20:00buy460.101.048360.000000.00000
1672023.10.02 20:00modify460.101.048361.037361.06136
1682023.10.05 02:00buy470.101.053160.000000.00000
1692023.10.05 02:00modify470.101.053161.049011.06136
1702023.10.05 02:00modify460.101.048361.049011.06136
1712023.10.06 13:00s/l460.101.049011.049011.061362.6511474.07
1722023.10.06 13:00s/l470.101.049011.049011.06136-42.1411431.93
1732023.10.06 16:00sell480.101.059450.000000.00000
1742023.10.06 16:00modify480.101.059451.070451.04645
1752023.10.09 11:00sell490.101.052810.000000.00000
1762023.10.09 11:00modify490.101.052811.056201.04645
1772023.10.09 11:00modify480.101.059451.056201.04645
1782023.10.09 18:00s/l480.101.056201.056201.0464532.7211464.65
1792023.10.09 18:00s/l490.101.056201.056201.04645-33.9011430.75
1802023.10.17 16:00sell500.101.059210.000000.00000
1812023.10.17 16:00modify500.101.059211.070211.04621
1822023.10.26 03:00sell510.101.054520.000000.00000
1832023.10.26 03:00modify510.101.054521.058561.04621
1842023.10.26 03:00modify500.101.059211.058561.04621
1852023.10.27 14:00s/l500.101.058561.058561.046219.1311439.88
1862023.10.27 14:00s/l510.101.058561.058561.04621-40.1811399.70
1872023.10.30 16:00sell520.101.061890.000000.00000
1882023.10.30 16:00modify520.101.061891.072891.04889
1892023.10.31 21:00sell530.101.057210.000000.00000
1902023.10.31 21:00modify530.101.057211.061241.04889
1912023.10.31 21:00modify520.101.061891.061241.04889
1922023.11.02 08:00s/l520.101.061241.061241.048897.6011407.30
1932023.11.02 08:00s/l530.101.061241.061241.04889-39.4211367.88
1942023.11.08 17:00sell540.101.071440.000000.00000
1952023.11.08 17:00modify540.101.071441.082441.05844
1962023.11.09 20:00sell550.101.066730.000000.00000
1972023.11.09 20:00modify550.101.066731.070791.05844
1982023.11.09 20:00modify540.101.071441.070791.05844
1992023.11.13 18:00s/l540.101.070791.070791.058447.6011375.47
2002023.11.13 18:00s/l550.101.070791.070791.05844-40.1611335.31
2012023.11.17 19:00sell560.101.090320.000000.00000
2022023.11.17 19:00modify560.101.090321.101321.07732
2032023.11.29 02:00s/l560.101.101321.101321.07732-107.8111227.50
2042023.12.04 16:00buy570.101.081780.000000.00000
2052023.12.04 16:00modify570.101.081781.070781.09478
2062023.12.14 00:00buy580.101.088560.000000.00000
2072023.12.14 00:00modify580.101.088561.085031.09478
2082023.12.14 00:00modify570.101.081781.085031.09478
2092023.12.14 14:00t/p570.101.094781.085031.09478122.2911349.80
2102023.12.14 14:00t/p580.101.094781.085031.0947862.2011412.00
2112023.12.28 17:00buy590.101.107480.000000.00000
2122023.12.28 17:00modify590.101.107481.096481.12048
2132023.12.29 21:59s/l590.101.096481.096481.12048-110.6411301.36