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 21:00 (2023.01.01 - 2024.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6523Ticks modelled27393485Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2328.55Gross profit2652.96Gross loss-324.41
Profit factor8.18Expected payoff35.28
Absolute drawdown23.24Maximal drawdown228.00 (1.84%)Relative drawdown1.89% (196.80)
Total trades66Short positions (won %)26 (88.46%)Long positions (won %)40 (62.50%)
Profit trades (% of total)48 (72.73%)Loss trades (% of total)18 (27.27%)
Largestprofit trade101.10loss trade-70.64
Averageprofit trade55.27loss trade-18.02
Maximumconsecutive wins (profit in money)13 (732.91)consecutive losses (loss in money)3 (-37.23)
Maximalconsecutive profit (count of wins)732.91 (13)consecutive loss (count of losses)-70.64 (1)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.04 10:00sell10.101.061050.000000.00000
22023.01.04 10:00modify10.101.061051.068051.05105
32023.01.05 13:33sell20.101.057020.000000.00000
42023.01.05 13:33modify20.101.057021.060551.05105
52023.01.05 13:33modify10.101.061051.060551.05105
62023.01.05 13:55sell30.101.055540.000000.00000
72023.01.05 13:55modify30.101.055541.058051.05105
82023.01.05 13:55modify20.101.057021.058051.05105
92023.01.05 13:55modify10.101.061051.058051.05105
102023.01.05 14:00sell40.101.055040.000000.00000
112023.01.05 14:00modify40.101.055041.057051.05105
122023.01.05 14:00modify30.101.055541.057051.05105
132023.01.05 14:00modify20.101.057021.057051.05105
142023.01.05 14:00modify10.101.061051.057051.05105
152023.01.06 07:41t/p10.101.051051.057051.05105100.8810100.88
162023.01.06 07:41t/p20.101.051051.057051.0510559.9210160.80
172023.01.06 07:41t/p30.101.051051.057051.0510545.1210205.92
182023.01.06 07:41t/p40.101.051051.057051.0510540.1210246.04
192023.03.15 15:00buy50.101.055050.000000.00000
202023.03.15 15:00modify50.101.055051.048051.06505
212023.03.15 18:28buy60.101.059050.000000.00000
222023.03.15 18:28modify60.101.059051.055551.06505
232023.03.15 18:28modify50.101.055051.055551.06505
242023.03.16 04:51buy70.101.060570.000000.00000
252023.03.16 04:51modify70.101.060571.058051.06505
262023.03.16 04:51modify60.101.059051.058051.06505
272023.03.16 04:51modify50.101.055051.058051.06505
282023.03.16 05:22buy80.101.061060.000000.00000
292023.03.16 05:22modify80.101.061061.059051.06505
302023.03.16 05:22modify70.101.060571.059051.06505
312023.03.16 05:22modify60.101.059051.059051.06505
322023.03.16 05:22modify50.101.055051.059051.06505
332023.03.16 12:43s/l50.101.059051.059051.0650538.0710284.11
342023.03.16 12:43s/l60.101.059051.059051.06505-1.9310282.18
352023.03.16 12:43s/l70.101.059051.059051.06505-15.2010266.98
362023.03.16 12:43s/l80.101.059051.059051.06505-20.1010246.88
372023.03.24 11:00buy90.101.073070.000000.00000
382023.03.24 11:00modify90.101.073071.066071.08307
392023.03.26 21:32buy100.101.077130.000000.00000
402023.03.26 21:32modify100.101.077131.073571.08307
412023.03.26 21:32modify90.101.073071.073571.08307
422023.03.27 13:24buy110.101.078570.000000.00000
432023.03.27 13:24modify110.101.078571.076071.08307
442023.03.27 13:24modify100.101.077131.076071.08307
452023.03.27 13:24modify90.101.073071.076071.08307
462023.03.27 13:25buy120.101.079070.000000.00000
472023.03.27 13:25modify120.101.079071.077071.08307
482023.03.27 13:25modify110.101.078571.077071.08307
492023.03.27 13:25modify100.101.077131.077071.08307
502023.03.27 13:25modify90.101.073071.077071.08307
512023.03.28 07:42t/p90.101.083071.077071.0830798.7210345.60
522023.03.28 07:42t/p100.101.083071.077071.0830758.1210403.71
532023.03.28 07:42t/p110.101.083071.077071.0830744.3610448.07
542023.03.28 07:42t/p120.101.083071.077071.0830739.3610487.43
552023.03.30 15:00sell130.101.091250.000000.00000
562023.03.30 15:00modify130.101.091251.098251.08125
572023.03.31 10:52sell140.101.087240.000000.00000
582023.03.31 10:52modify140.101.087241.090751.08125
592023.03.31 10:52modify130.101.091251.090751.08125
602023.03.31 14:57sell150.101.085740.000000.00000
612023.03.31 14:57modify150.101.085741.088251.08125
622023.03.31 14:57modify140.101.087241.088251.08125
632023.03.31 14:57modify130.101.091251.088251.08125
642023.03.31 17:42sell160.101.085250.000000.00000
652023.03.31 17:42modify160.101.085251.087251.08125
662023.03.31 17:42modify150.101.085741.087251.08125
672023.03.31 17:42modify140.101.087241.087251.08125
682023.03.31 17:42modify130.101.091251.087251.08125
692023.04.02 22:34t/p130.101.081251.087251.08125100.2210587.65
702023.04.02 22:34t/p140.101.081251.087251.0812559.9010647.55
712023.04.02 22:34t/p150.101.081251.087251.0812544.9010692.45
722023.04.02 22:34t/p160.101.081251.087251.0812540.0010732.45
732023.04.10 15:00buy170.101.084120.000000.00000
742023.04.10 15:00modify170.101.084121.077121.09412
752023.04.11 00:55buy180.101.088120.000000.00000
762023.04.11 00:55modify180.101.088121.084621.09412
772023.04.11 00:55modify170.101.084121.084621.09412
782023.04.11 05:58buy190.101.089630.000000.00000
792023.04.11 05:58modify190.101.089631.087121.09412
802023.04.11 05:58modify180.101.088121.087121.09412
812023.04.11 05:58modify170.101.084121.087121.09412
822023.04.11 07:12buy200.101.090120.000000.00000
832023.04.11 07:12modify200.101.090121.088121.09412
842023.04.11 07:12modify190.101.089631.088121.09412
852023.04.11 07:12modify180.101.088121.088121.09412
862023.04.11 07:12modify170.101.084121.088121.09412
872023.04.12 12:30t/p170.101.094121.088121.0941298.7210831.17
882023.04.12 12:30t/p180.101.094121.088121.0941259.3610890.52
892023.04.12 12:30t/p190.101.094121.088121.0941244.2610934.78
902023.04.12 12:30t/p200.101.094121.088121.0941239.3610974.14
912023.04.26 10:00sell210.101.104110.000000.00000
922023.04.26 10:00modify210.101.104111.111111.09411
932023.04.27 12:55sell220.101.100110.000000.00000
942023.04.27 12:55modify220.101.100111.103611.09411
952023.04.27 12:55modify210.101.104111.103611.09411
962023.04.27 23:51s/l210.101.103611.103611.094115.6610979.80
972023.04.27 23:51s/l220.101.103611.103611.09411-35.0010944.80
982023.06.21 16:00sell230.101.095040.000000.00000
992023.06.21 16:00modify230.101.095041.102041.08504
1002023.06.23 07:15sell240.101.091000.000000.00000
1012023.06.23 07:15modify240.101.091001.094541.08504
1022023.06.23 07:15modify230.101.095041.094541.08504
1032023.06.23 07:16sell250.101.089430.000000.00000
1042023.06.23 07:16modify250.101.089431.092041.08504
1052023.06.23 07:16modify240.101.091001.092041.08504
1062023.06.23 07:16modify230.101.095041.092041.08504
1072023.06.23 07:16sell260.101.089010.000000.00000
1082023.06.23 07:16modify260.101.089011.091041.08504
1092023.06.23 07:16modify250.101.089431.091041.08504
1102023.06.23 07:16modify240.101.091001.091041.08504
1112023.06.23 07:16modify230.101.095041.091041.08504
1122023.06.23 09:05t/p230.101.085041.091041.08504100.8811045.67
1132023.06.23 09:05t/p240.101.085041.091041.0850459.6011105.27
1142023.06.23 09:05t/p250.101.085041.091041.0850443.9011149.17
1152023.06.23 09:05t/p260.101.085041.091041.0850439.7011188.87
1162023.06.23 10:00buy270.101.086370.000000.00000
1172023.06.23 10:00modify270.101.086371.079371.09637
1182023.06.23 13:45buy280.101.090430.000000.00000
1192023.06.23 13:45modify280.101.090431.086871.09637
1202023.06.23 13:45modify270.101.086371.086871.09637
1212023.06.26 11:50buy290.101.091870.000000.00000
1222023.06.26 11:50modify290.101.091871.089371.09637
1232023.06.26 11:50modify280.101.090431.089371.09637
1242023.06.26 11:50modify270.101.086371.089371.09637
1252023.06.27 01:46buy300.101.092380.000000.00000
1262023.06.27 01:46modify300.101.092381.090371.09637
1272023.06.27 01:46modify290.101.091871.090371.09637
1282023.06.27 01:46modify280.101.090431.090371.09637
1292023.06.27 01:46modify270.101.086371.090371.09637
1302023.06.27 12:38t/p270.101.096371.090371.0963798.7211287.59
1312023.06.27 12:38t/p280.101.096371.090371.0963758.1211345.71
1322023.06.27 12:38t/p290.101.096371.090371.0963744.3611390.06
1332023.06.27 12:38t/p300.101.096371.090371.0963739.9011429.96
1342023.08.04 17:00sell310.101.103390.000000.00000
1352023.08.04 17:00modify310.101.103391.110391.09339
1362023.08.07 04:03sell320.101.099390.000000.00000
1372023.08.07 04:03modify320.101.099391.102891.09339
1382023.08.07 04:03modify310.101.103391.102891.09339
1392023.08.07 06:17sell330.101.097890.000000.00000
1402023.08.07 06:17modify330.101.097891.100391.09339
1412023.08.07 06:17modify320.101.099391.100391.09339
1422023.08.07 06:17modify310.101.103391.100391.09339
1432023.08.07 06:30sell340.101.097390.000000.00000
1442023.08.07 06:30modify340.101.097391.099391.09339
1452023.08.07 06:30modify330.101.097891.099391.09339
1462023.08.07 06:30modify320.101.099391.099391.09339
1472023.08.07 06:30modify310.101.103391.099391.09339
1482023.08.07 07:40s/l310.101.099391.099391.0933940.2211470.18
1492023.08.07 07:40s/l320.101.099391.099391.093390.0011470.18
1502023.08.07 07:40s/l330.101.099391.099391.09339-15.0011455.18
1512023.08.07 07:40s/l340.101.099391.099391.09339-20.0011435.18
1522023.08.08 13:00buy350.101.094610.000000.00000
1532023.08.08 13:00modify350.101.094611.087611.10461
1542023.08.09 07:54buy360.101.098640.000000.00000
1552023.08.09 07:54modify360.101.098641.095111.10461
1562023.08.09 07:54modify350.101.094611.095111.10461
1572023.08.10 06:47buy370.101.100130.000000.00000
1582023.08.10 06:47modify370.101.100131.097611.10461
1592023.08.10 06:47modify360.101.098641.097611.10461
1602023.08.10 06:47modify350.101.094611.097611.10461
1612023.08.10 07:03buy380.101.100620.000000.00000
1622023.08.10 07:03modify380.101.100621.098611.10461
1632023.08.10 07:03modify370.101.100131.098611.10461
1642023.08.10 07:03modify360.101.098641.098611.10461
1652023.08.10 07:03modify350.101.094611.098611.10461
1662023.08.10 12:30t/p350.101.104611.098611.1046197.4311532.61
1672023.08.10 12:30t/p360.101.104611.098611.1046157.7711590.39
1682023.08.10 12:30t/p370.101.104611.098611.1046144.8011635.19
1692023.08.10 12:30t/p380.101.104611.098611.1046139.9011675.09
1702023.08.23 09:00buy390.101.082200.000000.00000
1712023.08.23 09:00modify390.101.082201.075201.09220
1722023.08.23 15:39buy400.101.086210.000000.00000
1732023.08.23 15:39modify400.101.086211.082701.09220
1742023.08.23 15:39modify390.101.082201.082701.09220
1752023.08.24 00:21buy410.101.087700.000000.00000
1762023.08.24 00:21modify410.101.087701.085201.09220
1772023.08.24 00:21modify400.101.086211.085201.09220
1782023.08.24 00:21modify390.101.082201.085201.09220
1792023.08.24 07:43s/l390.101.085201.085201.0922028.0711703.16
1802023.08.24 07:43s/l400.101.085201.085201.09220-12.0311691.14
1812023.08.24 07:43s/l410.101.085201.085201.09220-25.0011666.14
1822023.09.14 15:00buy420.101.066690.000000.00000
1832023.09.14 15:00modify420.101.066691.059691.07669
1842023.09.19 10:37buy430.101.070690.000000.00000
1852023.09.19 10:37modify430.101.070691.067191.07669
1862023.09.19 10:37modify420.101.066691.067191.07669
1872023.09.20 14:01buy440.101.072190.000000.00000
1882023.09.20 14:01modify440.101.072191.069691.07669
1892023.09.20 14:01modify430.101.070691.069691.07669
1902023.09.20 14:01modify420.101.066691.069691.07669
1912023.09.20 14:02buy450.101.072700.000000.00000
1922023.09.20 14:02modify450.101.072701.070691.07669
1932023.09.20 14:02modify440.101.072191.070691.07669
1942023.09.20 14:02modify430.101.070691.070691.07669
1952023.09.20 14:02modify420.101.066691.070691.07669
1962023.09.20 18:00s/l420.101.070691.070691.0766937.4311703.57
1972023.09.20 18:00s/l430.101.070691.070691.07669-0.6411702.92
1982023.09.20 18:00s/l440.101.070691.070691.07669-15.0011687.92
1992023.09.20 18:00s/l450.101.070691.070691.07669-20.1011667.82
2002023.10.02 16:00buy460.101.050190.000000.00000
2012023.10.02 16:00modify460.101.050191.043191.06019
2022023.10.05 16:30buy470.101.054210.000000.00000
2032023.10.05 16:30modify470.101.054211.050691.06019
2042023.10.05 16:30modify460.101.050191.050691.06019
2052023.10.06 09:40buy480.101.055710.000000.00000
2062023.10.06 09:40modify480.101.055711.053191.06019
2072023.10.06 09:40modify470.101.054211.053191.06019
2082023.10.06 09:40modify460.101.050191.053191.06019
2092023.10.06 10:06buy490.101.056200.000000.00000
2102023.10.06 10:06modify490.101.056201.054191.06019
2112023.10.06 10:06modify480.101.055711.054191.06019
2122023.10.06 10:06modify470.101.054211.054191.06019
2132023.10.06 10:06modify460.101.050191.054191.06019
2142023.10.06 12:30s/l460.101.054191.054191.0601936.1511703.97
2152023.10.06 12:30s/l470.101.054191.054191.06019-0.8411703.13
2162023.10.06 12:30s/l480.101.054191.054191.06019-15.2011687.93
2172023.10.06 12:30s/l490.101.054191.054191.06019-20.1011667.83
2182023.10.10 10:00sell500.101.060190.000000.00000
2192023.10.10 10:00modify500.101.060191.067191.05019
2202023.10.12 13:33sell510.101.056190.000000.00000
2212023.10.12 13:33modify510.101.056191.059691.05019
2222023.10.12 13:33modify500.101.060191.059691.05019
2232023.10.12 14:32sell520.101.054690.000000.00000
2242023.10.12 14:32modify520.101.054691.057191.05019
2252023.10.12 14:32modify510.101.056191.057191.05019
2262023.10.12 14:32modify500.101.060191.057191.05019
2272023.10.12 17:08sell530.101.054170.000000.00000
2282023.10.12 17:08modify530.101.054171.056191.05019
2292023.10.12 17:08modify520.101.054691.056191.05019
2302023.10.12 17:08modify510.101.056191.056191.05019
2312023.10.12 17:08modify500.101.060191.056191.05019
2322023.10.13 15:02t/p500.101.050191.056191.05019101.1011768.93
2332023.10.13 15:02t/p510.101.050191.056191.0501960.2211829.15
2342023.10.13 15:02t/p520.101.050191.056191.0501945.2211874.37
2352023.10.13 15:02t/p530.101.050191.056191.0501940.0211914.38
2362023.10.31 11:00sell540.101.066400.000000.00000
2372023.10.31 11:00modify540.101.066401.073401.05640
2382023.10.31 12:55sell550.101.062400.000000.00000
2392023.10.31 12:55modify550.101.062401.065901.05640
2402023.10.31 12:55modify540.101.066401.065901.05640
2412023.10.31 13:24sell560.101.060900.000000.00000
2422023.10.31 13:24modify560.101.060901.063401.05640
2432023.10.31 13:24modify550.101.062401.063401.05640
2442023.10.31 13:24modify540.101.066401.063401.05640
2452023.10.31 13:28sell570.101.060390.000000.00000
2462023.10.31 13:28modify570.101.060391.062401.05640
2472023.10.31 13:28modify560.101.060901.062401.05640
2482023.10.31 13:28modify550.101.062401.062401.05640
2492023.10.31 13:28modify540.101.066401.062401.05640
2502023.10.31 16:28t/p540.101.056401.062401.05640100.0012014.38
2512023.10.31 16:28t/p550.101.056401.062401.0564060.0012074.38
2522023.10.31 16:28t/p560.101.056401.062401.0564045.0012119.38
2532023.10.31 16:28t/p570.101.056401.062401.0564039.9012159.28
2542023.10.31 17:00buy580.101.057040.000000.00000
2552023.10.31 17:00modify580.101.057041.050041.06704
2562023.11.02 07:35buy590.101.061040.000000.00000
2572023.11.02 07:35modify590.101.061041.057541.06704
2582023.11.02 07:35modify580.101.057041.057541.06704
2592023.11.02 09:42buy600.101.062570.000000.00000
2602023.11.02 09:42modify600.101.062571.060041.06704
2612023.11.02 09:42modify590.101.061041.060041.06704
2622023.11.02 09:42modify580.101.057041.060041.06704
2632023.11.02 10:05buy610.101.063050.000000.00000
2642023.11.02 10:05modify610.101.063051.061041.06704
2652023.11.02 10:05modify600.101.062571.061041.06704
2662023.11.02 10:05modify590.101.061041.061041.06704
2672023.11.02 10:05modify580.101.057041.061041.06704
2682023.11.03 12:30t/p580.101.067041.061041.0670496.7912256.07
2692023.11.03 12:30t/p590.101.067041.061041.0670459.3612315.43
2702023.11.03 12:30t/p600.101.067041.061041.0670444.0612359.49
2712023.11.03 12:30t/p610.101.067041.061041.0670439.2612398.75
2722023.11.30 10:00buy620.101.092780.000000.00000
2732023.11.30 10:00modify620.101.092781.085781.10278
2742023.12.01 14:41s/l620.101.085781.085781.10278-70.6412328.11
2752023.12.15 15:00buy630.101.092280.000000.00000
2762023.12.15 15:00modify630.101.092281.085281.10228
2772023.12.19 12:57buy640.101.096280.000000.00000
2782023.12.19 12:57modify640.101.096281.092781.10228
2792023.12.19 12:57modify630.101.092281.092781.10228
2802023.12.19 14:47buy650.101.097830.000000.00000
2812023.12.19 14:47modify650.101.097831.095281.10228
2822023.12.19 14:47modify640.101.096281.095281.10228
2832023.12.19 14:47modify630.101.092281.095281.10228
2842023.12.19 14:53buy660.101.098300.000000.00000
2852023.12.19 14:53modify660.101.098301.096281.10228
2862023.12.19 14:53modify650.101.097831.096281.10228
2872023.12.19 14:53modify640.101.096281.096281.10228
2882023.12.19 14:53modify630.101.092281.096281.10228
2892023.12.20 06:06s/l630.101.096281.096281.1022838.0712366.18
2902023.12.20 06:06s/l640.101.096281.096281.10228-0.6412365.54
2912023.12.20 06:06s/l650.101.096281.096281.10228-16.1412349.40
2922023.12.20 06:06s/l660.101.096281.096281.10228-20.8412328.55