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=1; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 profit1338.24Gross profit2012.30Gross loss-674.06
Profit factor2.99Expected payoff29.09
Absolute drawdown59.74Maximal drawdown252.34 (2.23%)Relative drawdown2.23% (252.34)
Total trades46Short positions (won %)30 (73.33%)Long positions (won %)16 (68.75%)
Profit trades (% of total)33 (71.74%)Loss trades (% of total)13 (28.26%)
Largestprofit trade111.10loss trade-75.78
Averageprofit trade60.98loss trade-51.85
Maximumconsecutive wins (profit in money)15 (1013.86)consecutive losses (loss in money)3 (-210.19)
Maximalconsecutive profit (count of wins)1013.86 (15)consecutive loss (count of losses)-210.19 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.07 16:00buy10.101.058830.000000.00000
22023.03.07 16:00modify10.101.058831.051831.06983
32023.03.10 16:00t/p10.101.069831.051831.06983106.7910106.79
42023.03.21 12:00sell20.101.077870.000000.00000
52023.03.21 12:00modify20.101.077871.084871.06687
62023.03.22 19:00s/l20.101.084871.084871.06687-69.7810037.01
72023.03.22 19:00sell30.101.088050.000000.00000
82023.03.22 19:00modify30.101.088051.095051.07705
92023.03.24 10:00t/p30.101.077051.095051.07705110.8810147.89
102023.04.10 14:00buy40.101.084070.000000.00000
112023.04.10 14:00modify40.101.084071.077071.09507
122023.04.11 03:00buy50.101.088540.000000.00000
132023.04.11 03:00modify50.101.088541.085721.09507
142023.04.11 03:00modify40.101.084071.085721.09507
152023.04.11 09:00buy60.101.090960.000000.00000
162023.04.11 09:00modify60.101.090961.087921.09507
172023.04.11 09:00buy70.101.090960.000000.00000
182023.04.11 09:00modify70.101.090961.087921.09507
192023.04.11 09:00modify50.101.088541.087921.09507
202023.04.11 09:00modify40.101.084071.087921.09507
212023.04.12 13:00t/p40.101.095071.087921.09507108.7210256.60
222023.04.12 13:00t/p50.101.095071.087921.0950764.6610321.26
232023.04.12 13:00t/p60.101.095071.087921.0950740.4610361.72
242023.04.12 13:00t/p70.101.095071.087921.0950740.4610402.18
252023.04.13 14:00sell80.101.106460.000000.00000
262023.04.13 14:00modify80.101.106461.113461.09546
272023.04.14 20:00sell90.101.099640.000000.00000
282023.04.14 20:00modify90.101.099641.102611.09546
292023.04.14 20:00sell100.101.099640.000000.00000
302023.04.14 20:00modify100.101.099641.102611.09546
312023.04.14 20:00modify80.101.106461.102611.09546
322023.04.17 13:00t/p80.101.095461.102611.09546110.4410512.61
332023.04.17 13:00t/p90.101.095461.102611.0954642.0210554.63
342023.04.17 13:00t/p100.101.095461.102611.0954642.0210596.65
352023.04.25 15:00buy110.101.097970.000000.00000
362023.04.25 15:00modify110.101.097971.090971.10897
372023.04.26 11:00buy120.101.104810.000000.00000
382023.04.26 11:00modify120.101.104811.101821.10897
392023.04.26 11:00buy130.101.104810.000000.00000
402023.04.26 11:00modify130.101.104811.101821.10897
412023.04.26 11:00modify110.101.097971.101821.10897
422023.04.26 14:00t/p110.101.108971.101821.10897109.3610706.01
432023.04.26 14:00t/p120.101.108971.101821.1089741.6010747.61
442023.04.26 14:00t/p130.101.108971.101821.1089741.6010789.21
452023.04.26 14:00sell140.101.108500.000000.00000
462023.04.26 14:00modify140.101.108501.115501.09750
472023.04.26 17:00sell150.101.104090.000000.00000
482023.04.26 17:00modify150.101.104091.106851.09750
492023.04.26 17:00modify140.101.108501.106851.09750
502023.04.28 03:00sell160.101.101700.000000.00000
512023.04.28 03:00modify160.101.101701.104651.09750
522023.04.28 03:00sell170.101.101700.000000.00000
532023.04.28 03:00modify170.101.101701.104651.09750
542023.04.28 03:00modify150.101.104091.104651.09750
552023.04.28 03:00modify140.101.108501.104651.09750
562023.04.28 13:00t/p140.101.097501.104651.09750110.8810900.09
572023.04.28 13:00t/p150.101.097501.104651.0975066.7810966.87
582023.04.28 13:00t/p160.101.097501.104651.0975042.0011008.87
592023.04.28 13:00t/p170.101.097501.104651.0975042.0011050.87
602023.07.07 15:00sell180.101.094890.000000.00000
612023.07.07 15:00modify180.101.094891.101891.08389
622023.07.11 03:00s/l180.101.101891.101891.08389-69.5610981.30
632023.07.12 14:00sell190.101.109780.000000.00000
642023.07.12 14:00modify190.101.109781.116781.09878
652023.07.13 09:00s/l190.101.116781.116781.09878-69.3410911.96
662023.07.20 15:00buy200.101.114990.000000.00000
672023.07.20 15:00modify200.101.114991.107991.12599
682023.07.24 08:00s/l200.101.107991.107991.12599-71.2810840.68
692023.08.02 15:00buy210.101.093000.000000.00000
702023.08.02 15:00modify210.101.093001.086001.10400
712023.08.04 16:00t/p210.101.104001.086001.10400107.4310948.11
722023.08.10 13:00sell220.101.104200.000000.00000
732023.08.10 13:00modify220.101.104201.111201.09320
742023.08.14 07:00t/p220.101.093201.111201.09320110.4411058.55
752023.08.30 14:00sell230.101.094470.000000.00000
762023.08.30 14:00modify230.101.094471.101471.08347
772023.08.31 09:00sell240.101.087770.000000.00000
782023.08.31 09:00modify240.101.087771.090621.08347
792023.08.31 09:00sell250.101.087770.000000.00000
802023.08.31 09:00modify250.101.087771.090621.08347
812023.08.31 09:00modify230.101.094471.090621.08347
822023.09.01 07:00t/p230.101.083471.090621.08347110.8811169.42
832023.09.01 07:00t/p240.101.083471.090621.0834743.2211212.64
842023.09.01 07:00t/p250.101.083471.090621.0834743.2211255.86
852023.09.14 13:00buy260.101.067970.000000.00000
862023.09.14 13:00modify260.101.067971.060971.07897
872023.09.25 14:00s/l260.101.060971.060971.07897-75.7811180.08
882023.09.25 15:00buy270.101.058050.000000.00000
892023.09.25 15:00modify270.101.058051.051051.06905
902023.09.27 15:00s/l270.101.051051.051051.06905-71.2811108.80
912023.10.12 14:00buy280.101.055240.000000.00000
922023.10.12 14:00modify280.101.055241.048241.06624
932023.10.19 17:00buy290.101.059930.000000.00000
942023.10.19 17:00modify290.101.059931.056891.06624
952023.10.19 17:00modify280.101.055241.056891.06624
962023.10.20 02:00s/l280.101.056891.056891.0662411.3611120.16
972023.10.20 02:00s/l290.101.056891.056891.06624-31.0411089.12
982023.10.23 17:00sell300.101.066450.000000.00000
992023.10.23 17:00modify300.101.066451.073451.05545
1002023.10.26 03:00t/p300.101.055451.073451.05545111.1011200.22
1012023.10.31 10:00sell310.101.066810.000000.00000
1022023.10.31 10:00modify310.101.066811.073811.05581
1032023.10.31 13:00sell320.101.062400.000000.00000
1042023.10.31 13:00modify320.101.062401.065161.05581
1052023.10.31 13:00modify310.101.066811.065161.05581
1062023.11.01 10:00t/p310.101.055811.065161.05581110.2211310.44
1072023.11.01 10:00t/p320.101.055811.065161.0558166.1211376.56
1082023.11.02 13:00sell330.101.066400.000000.00000
1092023.11.02 13:00modify330.101.066401.073401.05540
1102023.11.02 16:00sell340.101.061720.000000.00000
1112023.11.02 16:00modify340.101.061721.064751.05540
1122023.11.02 16:00modify330.101.066401.064751.05540
1132023.11.03 10:00s/l330.101.064751.064751.0554016.7211393.28
1142023.11.03 10:00s/l340.101.064751.064751.05540-30.0811363.20
1152023.11.03 13:00sell350.101.070950.000000.00000
1162023.11.03 13:00modify350.101.070951.077951.05995
1172023.11.08 10:00sell360.101.066510.000000.00000
1182023.11.08 10:00modify360.101.066511.069301.05995
1192023.11.08 10:00modify350.101.070951.069301.05995
1202023.11.08 15:00s/l350.101.069301.069301.0599517.1611380.35
1212023.11.08 15:00s/l360.101.069301.069301.05995-27.9011352.45
1222023.11.14 14:00sell370.101.078900.000000.00000
1232023.11.14 14:00modify370.101.078901.085901.06790
1242023.11.14 17:00s/l370.101.085901.085901.06790-70.0011282.45
1252023.12.01 16:00buy380.101.084070.000000.00000
1262023.12.01 16:00modify380.101.084071.077071.09507
1272023.12.03 23:00buy390.101.088640.000000.00000
1282023.12.03 23:00modify390.101.088641.085721.09507
1292023.12.03 23:00modify380.101.084071.085721.09507
1302023.12.04 08:00s/l380.101.085721.085721.0950715.8611298.31
1312023.12.04 08:00s/l390.101.085721.085721.09507-29.8411268.47
1322023.12.14 15:00sell400.101.099100.000000.00000
1332023.12.14 15:00modify400.101.099101.106101.08810
1342023.12.18 19:00sell410.101.092320.000000.00000
1352023.12.18 19:00modify410.101.092321.095251.08810
1362023.12.18 19:00sell420.101.092320.000000.00000
1372023.12.18 19:00modify420.101.092321.095251.08810
1382023.12.18 19:00modify400.101.099101.095251.08810
1392023.12.19 13:00s/l400.101.095251.095251.0881039.1611307.63
1402023.12.19 13:00s/l410.101.095251.095251.08810-29.0811278.55
1412023.12.19 13:00s/l420.101.095251.095251.08810-29.0811249.47
1422023.12.27 16:00sell430.101.110710.000000.00000
1432023.12.27 16:00modify430.101.110711.117711.09971
1442023.12.29 09:00sell440.101.106060.000000.00000
1452023.12.29 09:00modify440.101.106061.109061.09971
1462023.12.29 09:00modify430.101.110711.109061.09971
1472023.12.29 20:00sell450.101.104090.000000.00000
1482023.12.29 20:00modify450.101.104091.106861.09971
1492023.12.29 20:00sell460.101.104090.000000.00000
1502023.12.29 20:00modify460.101.104091.106861.09971
1512023.12.29 20:00modify440.101.106061.106861.09971
1522023.12.29 20:00modify430.101.110711.106861.09971
1532023.12.29 21:59close at stop460.101.104041.106861.099710.5011249.97
1542023.12.29 21:59close at stop450.101.104041.106861.099710.5011250.47
1552023.12.29 21:59close at stop440.101.104041.106861.0997120.2011270.67
1562023.12.29 21:59close at stop430.101.104041.106861.0997167.5811338.24