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=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=70; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 profit1392.89Gross profit1655.35Gross loss-262.45
Profit factor6.31Expected payoff39.80
Absolute drawdown20.94Maximal drawdown140.74 (1.38%)Relative drawdown1.38% (140.74)
Total trades35Short positions (won %)12 (91.67%)Long positions (won %)23 (69.57%)
Profit trades (% of total)27 (77.14%)Loss trades (% of total)8 (22.86%)
Largestprofit trade101.10loss trade-70.64
Averageprofit trade61.31loss trade-32.81
Maximumconsecutive wins (profit in money)8 (531.46)consecutive losses (loss in money)2 (-37.38)
Maximalconsecutive profit (count of wins)531.46 (8)consecutive loss (count of losses)-70.64 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.04 10:00sell10.101.061050.000000.00000
22023.01.04 10:00modify10.101.061051.068051.05105
32023.01.06 08:00t/p10.101.051051.068051.05105100.8810100.88
42023.03.15 15:00buy20.101.055050.000000.00000
52023.03.15 15:00modify20.101.055051.048051.06505
62023.03.16 01:00buy30.101.059250.000000.00000
72023.03.16 01:00modify30.101.059251.055551.06505
82023.03.16 01:00modify20.101.055051.055551.06505
92023.03.16 14:00s/l20.101.055551.055551.065053.0710103.95
102023.03.16 14:00s/l30.101.055551.055551.06505-37.0010066.95
112023.03.24 11:00buy40.101.073070.000000.00000
122023.03.24 11:00modify40.101.073071.066071.08307
132023.03.27 03:00buy50.101.077260.000000.00000
142023.03.27 03:00modify50.101.077261.073571.08307
152023.03.27 03:00modify40.101.073071.073571.08307
162023.03.27 14:00buy60.101.078730.000000.00000
172023.03.27 14:00modify60.101.078731.076071.08307
182023.03.27 14:00modify50.101.077261.076071.08307
192023.03.27 14:00modify40.101.073071.076071.08307
202023.03.28 08:00t/p40.101.083071.076071.0830798.7210165.67
212023.03.28 08:00t/p50.101.083071.076071.0830757.4610223.12
222023.03.28 08:00t/p60.101.083071.076071.0830742.7610265.88
232023.03.30 15:00sell70.101.091250.000000.00000
242023.03.30 15:00modify70.101.091251.098251.08125
252023.04.02 23:00t/p70.101.081251.098251.08125100.2210366.10
262023.04.10 15:00buy80.101.084120.000000.00000
272023.04.10 15:00modify80.101.084121.077121.09412
282023.04.11 02:00buy90.101.088120.000000.00000
292023.04.11 02:00modify90.101.088121.084621.09412
302023.04.11 02:00modify80.101.084121.084621.09412
312023.04.11 06:00buy100.101.089720.000000.00000
322023.04.11 06:00modify100.101.089721.087121.09412
332023.04.11 06:00modify90.101.088121.087121.09412
342023.04.11 06:00modify80.101.084121.087121.09412
352023.04.12 13:00t/p80.101.094121.087121.0941298.7210464.82
362023.04.12 13:00t/p90.101.094121.087121.0941259.3610524.18
372023.04.12 13:00t/p100.101.094121.087121.0941243.3610567.53
382023.04.26 10:00sell110.101.104110.000000.00000
392023.04.26 10:00modify110.101.104111.111111.09411
402023.04.28 11:00sell120.101.098400.000000.00000
412023.04.28 11:00modify120.101.098401.101111.09411
422023.04.28 11:00modify110.101.104111.101111.09411
432023.04.28 14:00s/l110.101.101111.101111.0941130.8810598.41
442023.04.28 14:00s/l120.101.101111.101111.09411-27.1010571.31
452023.06.21 16:00sell130.101.095040.000000.00000
462023.06.21 16:00modify130.101.095041.102041.08504
472023.06.23 10:00t/p130.101.085041.102041.08504100.8810672.19
482023.06.23 10:00buy140.101.086370.000000.00000
492023.06.23 10:00modify140.101.086371.079371.09637
502023.06.26 12:00buy150.101.092060.000000.00000
512023.06.26 12:00modify150.101.092061.089371.09637
522023.06.26 12:00modify140.101.086371.089371.09637
532023.06.27 13:00t/p140.101.096371.089371.0963798.7210770.90
542023.06.27 13:00t/p150.101.096371.089371.0963742.4610813.36
552023.08.04 17:00sell160.101.103390.000000.00000
562023.08.04 17:00modify160.101.103391.110391.09339
572023.08.07 14:00sell170.101.099240.000000.00000
582023.08.07 14:00modify170.101.099241.102891.09339
592023.08.07 14:00modify160.101.103391.102891.09339
602023.08.08 08:00sell180.101.097890.000000.00000
612023.08.08 08:00modify180.101.097891.100391.09339
622023.08.08 08:00modify170.101.099241.100391.09339
632023.08.08 08:00modify160.101.103391.100391.09339
642023.08.08 15:00t/p160.101.093391.100391.09339100.4410913.80
652023.08.08 15:00t/p170.101.093391.100391.0933958.7210972.52
662023.08.08 15:00t/p180.101.093391.100391.0933945.0011017.52
672023.08.23 09:00buy190.101.082200.000000.00000
682023.08.23 09:00modify190.101.082201.075201.09220
692023.08.23 16:00buy200.101.086420.000000.00000
702023.08.23 16:00modify200.101.086421.082701.09220
712023.08.23 16:00modify190.101.082201.082701.09220
722023.08.24 13:00s/l190.101.082701.082701.092203.0711020.59
732023.08.24 13:00s/l200.101.082701.082701.09220-39.1310981.47
742023.09.14 15:00buy210.101.066690.000000.00000
752023.09.14 15:00modify210.101.066691.059691.07669
762023.09.20 15:00buy220.101.072250.000000.00000
772023.09.20 15:00modify220.101.072251.069691.07669
782023.09.20 15:00modify210.101.066691.069691.07669
792023.09.20 19:00s/l210.101.069691.069691.0766927.4311008.90
802023.09.20 19:00s/l220.101.069691.069691.07669-25.6010983.30
812023.10.02 16:00buy230.101.050190.000000.00000
822023.10.02 16:00modify230.101.050191.043191.06019
832023.10.06 11:00buy240.101.055750.000000.00000
842023.10.06 11:00modify240.101.055751.053191.06019
852023.10.06 11:00modify230.101.050191.053191.06019
862023.10.06 13:00s/l230.101.053191.053191.0601926.1511009.45
872023.10.06 13:00s/l240.101.053191.053191.06019-25.6010983.85
882023.10.10 10:00sell250.101.060190.000000.00000
892023.10.10 10:00modify250.101.060191.067191.05019
902023.10.13 16:00t/p250.101.050191.067191.05019101.1011084.94
912023.10.31 11:00sell260.101.066400.000000.00000
922023.10.31 11:00modify260.101.066401.073401.05640
932023.10.31 13:00sell270.101.062400.000000.00000
942023.10.31 13:00modify270.101.062401.065901.05640
952023.10.31 13:00modify260.101.066401.065901.05640
962023.10.31 14:00sell280.101.060360.000000.00000
972023.10.31 14:00modify280.101.060361.062401.05640
982023.10.31 14:00modify270.101.062401.062401.05640
992023.10.31 14:00modify260.101.066401.062401.05640
1002023.10.31 17:00t/p260.101.056401.062401.05640100.0011184.94
1012023.10.31 17:00t/p270.101.056401.062401.0564060.0011244.94
1022023.10.31 17:00t/p280.101.056401.062401.0564039.6011284.54
1032023.10.31 17:00buy290.101.057040.000000.00000
1042023.10.31 17:00modify290.101.057041.050041.06704
1052023.11.02 10:00buy300.101.062680.000000.00000
1062023.11.02 10:00modify300.101.062681.060041.06704
1072023.11.02 10:00modify290.101.057041.060041.06704
1082023.11.02 18:00buy310.101.063120.000000.00000
1092023.11.02 18:00modify310.101.063121.061041.06704
1102023.11.02 18:00modify300.101.062681.061041.06704
1112023.11.02 18:00modify290.101.057041.061041.06704
1122023.11.03 13:00t/p290.101.067041.061041.0670496.7911381.33
1132023.11.03 13:00t/p300.101.067041.061041.0670442.9611424.29
1142023.11.03 13:00t/p310.101.067041.061041.0670438.5611462.85
1152023.11.30 10:00buy320.101.092780.000000.00000
1162023.11.30 10:00modify320.101.092781.085781.10278
1172023.12.01 15:00s/l320.101.085781.085781.10278-70.6411392.21
1182023.12.15 15:00buy330.101.092280.000000.00000
1192023.12.15 15:00modify330.101.092281.085281.10228
1202023.12.19 19:00buy340.101.097790.000000.00000
1212023.12.19 19:00modify340.101.097791.095281.10228
1222023.12.19 19:00modify330.101.092281.095281.10228
1232023.12.19 22:00buy350.101.098380.000000.00000
1242023.12.19 22:00modify350.101.098381.096281.10228
1252023.12.19 22:00modify340.101.097791.096281.10228
1262023.12.19 22:00modify330.101.092281.096281.10228
1272023.12.20 07:00s/l330.101.096281.096281.1022838.0711430.28
1282023.12.20 07:00s/l340.101.096281.096281.10228-15.7411414.54
1292023.12.20 07:00s/l350.101.096281.096281.10228-21.6411392.90