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=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 test6523Ticks modelled27393485Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2419.97Gross profit3108.79Gross loss-688.82
Profit factor4.51Expected payoff35.07
Absolute drawdown64.84Maximal drawdown276.89 (2.20%)Relative drawdown2.20% (267.75)
Total trades69Short positions (won %)45 (77.78%)Long positions (won %)24 (79.17%)
Profit trades (% of total)54 (78.26%)Loss trades (% of total)15 (21.74%)
Largestprofit trade111.10loss trade-71.28
Averageprofit trade57.57loss trade-45.92
Maximumconsecutive wins (profit in money)20 (1316.83)consecutive losses (loss in money)3 (-210.19)
Maximalconsecutive profit (count of wins)1316.83 (20)consecutive loss (count of losses)-210.19 (3)
Averageconsecutive wins6consecutive 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 13:34buy20.101.063260.000000.00000
42023.03.10 13:34modify20.101.063261.060481.06983
52023.03.10 13:34modify10.101.058831.060481.06983
62023.03.10 14:32buy30.101.065450.000000.00000
72023.03.10 14:32modify30.101.065451.062681.06983
82023.03.10 14:32buy40.101.065450.000000.00000
92023.03.10 14:32modify40.101.065451.062681.06983
102023.03.10 14:32modify20.101.063261.062681.06983
112023.03.10 14:32modify10.101.058831.062681.06983
122023.03.10 15:40t/p10.101.069831.062681.06983106.7910106.79
132023.03.10 15:40t/p20.101.069831.062681.0698365.7010172.49
142023.03.10 15:40t/p30.101.069831.062681.0698343.8010216.29
152023.03.10 15:40t/p40.101.069831.062681.0698343.8010260.09
162023.03.21 12:00sell50.101.077870.000000.00000
172023.03.21 12:00modify50.101.077871.084871.06687
182023.03.22 18:04s/l50.101.084871.084871.06687-69.7810190.31
192023.03.22 19:00sell60.101.088050.000000.00000
202023.03.22 19:00modify60.101.088051.095051.07705
212023.03.23 18:55sell70.101.083530.000000.00000
222023.03.23 18:55modify70.101.083531.086401.07705
232023.03.23 18:55modify60.101.088051.086401.07705
242023.03.24 08:06sell80.101.081430.000000.00000
252023.03.24 08:06modify80.101.081431.084201.07705
262023.03.24 08:06sell90.101.081430.000000.00000
272023.03.24 08:06modify90.101.081431.084201.07705
282023.03.24 08:06modify70.101.083531.084201.07705
292023.03.24 08:06modify60.101.088051.084201.07705
302023.03.24 09:39t/p60.101.077051.084201.07705110.8810301.19
312023.03.24 09:39t/p70.101.077051.084201.0770565.0210366.21
322023.03.24 09:39t/p80.101.077051.084201.0770543.8010410.01
332023.03.24 09:39t/p90.101.077051.084201.0770543.8010453.81
342023.04.10 14:00buy100.101.084070.000000.00000
352023.04.10 14:00modify100.101.084071.077071.09507
362023.04.11 02:08buy110.101.088490.000000.00000
372023.04.11 02:08modify110.101.088491.085721.09507
382023.04.11 02:08modify100.101.084071.085721.09507
392023.04.11 07:26buy120.101.090670.000000.00000
402023.04.11 07:26modify120.101.090671.087921.09507
412023.04.11 07:26buy130.101.090670.000000.00000
422023.04.11 07:26modify130.101.090671.087921.09507
432023.04.11 07:26modify110.101.088491.087921.09507
442023.04.11 07:26modify100.101.084071.087921.09507
452023.04.12 12:30t/p100.101.095071.087921.09507108.7210562.52
462023.04.12 12:30t/p110.101.095071.087921.0950765.1610627.68
472023.04.12 12:30t/p120.101.095071.087921.0950743.3610671.04
482023.04.12 12:30t/p130.101.095071.087921.0950743.3610714.39
492023.04.13 14:00sell140.101.106460.000000.00000
502023.04.13 14:00modify140.101.106461.113461.09546
512023.04.14 12:45sell150.101.101970.000000.00000
522023.04.14 12:45modify150.101.101971.104811.09546
532023.04.14 12:45modify140.101.106461.104811.09546
542023.04.14 14:32sell160.101.099840.000000.00000
552023.04.14 14:32modify160.101.099841.102611.09546
562023.04.14 14:32sell170.101.099840.000000.00000
572023.04.14 14:32modify170.101.099841.102611.09546
582023.04.14 14:32modify150.101.101971.102611.09546
592023.04.14 14:32modify140.101.106461.102611.09546
602023.04.17 12:51t/p140.101.095461.102611.09546110.4410824.83
612023.04.17 12:51t/p150.101.095461.102611.0954665.3210890.15
622023.04.17 12:51t/p160.101.095461.102611.0954644.0210934.17
632023.04.17 12:51t/p170.101.095461.102611.0954644.0210978.19
642023.04.25 15:00buy180.101.097970.000000.00000
652023.04.25 15:00modify180.101.097971.090971.10897
662023.04.26 07:20buy190.101.102370.000000.00000
672023.04.26 07:20modify190.101.102371.099621.10897
682023.04.26 07:20modify180.101.097971.099621.10897
692023.04.26 08:58buy200.101.104590.000000.00000
702023.04.26 08:58modify200.101.104591.101821.10897
712023.04.26 08:58buy210.101.104590.000000.00000
722023.04.26 08:58modify210.101.104591.101821.10897
732023.04.26 08:58modify190.101.102371.101821.10897
742023.04.26 08:58modify180.101.097971.101821.10897
752023.04.26 13:24t/p180.101.108971.101821.10897109.3611087.55
762023.04.26 13:24t/p190.101.108971.101821.1089766.0011153.55
772023.04.26 13:24t/p200.101.108971.101821.1089743.8011197.35
782023.04.26 13:24t/p210.101.108971.101821.1089743.8011241.15
792023.04.26 14:00sell220.101.108500.000000.00000
802023.04.26 14:00modify220.101.108501.115501.09750
812023.04.26 15:00sell230.101.104100.000000.00000
822023.04.26 15:00modify230.101.104101.106851.09750
832023.04.26 15:00modify220.101.108501.106851.09750
842023.04.27 12:34sell240.101.101890.000000.00000
852023.04.27 12:34modify240.101.101891.104651.09750
862023.04.27 12:34sell250.101.101890.000000.00000
872023.04.27 12:34modify250.101.101891.104651.09750
882023.04.27 12:34modify230.101.104101.104651.09750
892023.04.27 12:34modify220.101.108501.104651.09750
902023.04.28 12:17t/p220.101.097501.104651.09750110.8811352.03
912023.04.28 12:17t/p230.101.097501.104651.0975066.8811418.90
922023.04.28 12:17t/p240.101.097501.104651.0975044.1211463.02
932023.04.28 12:17t/p250.101.097501.104651.0975044.1211507.14
942023.07.07 15:00sell260.101.094890.000000.00000
952023.07.07 15:00modify260.101.094891.101891.08389
962023.07.11 02:45s/l260.101.101891.101891.08389-69.5611437.58
972023.07.12 14:00sell270.101.109780.000000.00000
982023.07.12 14:00modify270.101.109781.116781.09878
992023.07.13 08:28s/l270.101.116781.116781.09878-69.3411368.24
1002023.07.20 15:00buy280.101.114990.000000.00000
1012023.07.20 15:00modify280.101.114991.107991.12599
1022023.07.24 07:35s/l280.101.107991.107991.12599-71.2811296.95
1032023.08.02 15:00buy290.101.093000.000000.00000
1042023.08.02 15:00modify290.101.093001.086001.10400
1052023.08.04 12:30buy300.101.097510.000000.00000
1062023.08.04 12:30modify300.101.097511.094651.10400
1072023.08.04 12:30modify290.101.093001.094651.10400
1082023.08.04 12:51buy310.101.099610.000000.00000
1092023.08.04 12:51modify310.101.099611.096851.10400
1102023.08.04 12:51buy320.101.099610.000000.00000
1112023.08.04 12:51modify320.101.099611.096851.10400
1122023.08.04 12:51modify300.101.097511.096851.10400
1132023.08.04 12:51modify290.101.093001.096851.10400
1142023.08.04 15:22t/p290.101.104001.096851.10400107.4311404.39
1152023.08.04 15:22t/p300.101.104001.096851.1040064.9011469.29
1162023.08.04 15:22t/p310.101.104001.096851.1040043.9011513.19
1172023.08.04 15:22t/p320.101.104001.096851.1040043.9011557.09
1182023.08.10 13:00sell330.101.104200.000000.00000
1192023.08.10 13:00modify330.101.104201.111201.09320
1202023.08.10 17:29sell340.101.099800.000000.00000
1212023.08.10 17:29modify340.101.099801.102551.09320
1222023.08.10 17:29modify330.101.104201.102551.09320
1232023.08.11 12:39sell350.101.097600.000000.00000
1242023.08.11 12:39modify350.101.097601.100351.09320
1252023.08.11 12:39sell360.101.097600.000000.00000
1262023.08.11 12:39modify360.101.097601.100351.09320
1272023.08.11 12:39modify340.101.099801.100351.09320
1282023.08.11 12:39modify330.101.104201.100351.09320
1292023.08.14 06:01t/p330.101.093201.100351.09320110.4411667.52
1302023.08.14 06:01t/p340.101.093201.100351.0932066.4411733.96
1312023.08.14 06:01t/p350.101.093201.100351.0932044.2211778.18
1322023.08.14 06:01t/p360.101.093201.100351.0932044.2211822.40
1332023.08.30 14:00sell370.101.094470.000000.00000
1342023.08.30 14:00modify370.101.094471.101471.08347
1352023.08.31 07:08sell380.101.090070.000000.00000
1362023.08.31 07:08modify380.101.090071.092821.08347
1372023.08.31 07:08modify370.101.094471.092821.08347
1382023.08.31 08:57sell390.101.087870.000000.00000
1392023.08.31 08:57modify390.101.087871.090621.08347
1402023.08.31 08:57sell400.101.087870.000000.00000
1412023.08.31 08:57modify400.101.087871.090621.08347
1422023.08.31 08:57modify380.101.090071.090621.08347
1432023.08.31 08:57modify370.101.094471.090621.08347
1442023.09.01 06:22t/p370.101.083471.090621.08347110.8811933.28
1452023.09.01 06:22t/p380.101.083471.090621.0834766.2211999.50
1462023.09.01 06:22t/p390.101.083471.090621.0834744.2212043.72
1472023.09.01 06:22t/p400.101.083471.090621.0834744.2212087.94
1482023.09.14 13:00buy410.101.067970.000000.00000
1492023.09.14 13:00modify410.101.067971.060971.07897
1502023.09.20 14:01buy420.101.072370.000000.00000
1512023.09.20 14:01modify420.101.072371.069621.07897
1522023.09.20 14:01modify410.101.067971.069621.07897
1532023.09.20 18:01s/l410.101.069621.069621.0789713.9312101.87
1542023.09.20 18:01s/l420.101.069621.069621.07897-27.5012074.37
1552023.09.25 15:00buy430.101.058050.000000.00000
1562023.09.25 15:00modify430.101.058051.051051.06905
1572023.09.27 14:12s/l430.101.051051.051051.06905-71.2812003.08
1582023.10.12 14:00buy440.101.055240.000000.00000
1592023.10.12 14:00modify440.101.055241.048241.06624
1602023.10.17 16:00buy450.101.059670.000000.00000
1612023.10.17 16:00modify450.101.059671.056891.06624
1622023.10.17 16:00modify440.101.055241.056891.06624
1632023.10.17 17:50s/l440.101.056891.056891.0662414.5712017.66
1642023.10.17 17:50s/l450.101.056891.056891.06624-27.8011989.86
1652023.10.19 17:00sell460.101.059630.000000.00000
1662023.10.19 17:00modify460.101.059631.066631.04863
1672023.10.23 16:57s/l460.101.066631.066631.04863-69.5611920.30
1682023.10.23 17:00sell470.101.066450.000000.00000
1692023.10.23 17:00modify470.101.066451.073451.05545
1702023.10.24 12:47sell480.101.062020.000000.00000
1712023.10.24 12:47modify480.101.062021.064801.05545
1722023.10.24 12:47modify470.101.066451.064801.05545
1732023.10.24 13:45sell490.101.059850.000000.00000
1742023.10.24 13:45modify490.101.059851.062601.05545
1752023.10.24 13:45sell500.101.059850.000000.00000
1762023.10.24 13:45modify500.101.059851.062601.05545
1772023.10.24 13:45modify480.101.062021.062601.05545
1782023.10.24 13:45modify470.101.066451.062601.05545
1792023.10.26 02:16t/p470.101.055451.062601.05545111.1012031.39
1802023.10.26 02:16t/p480.101.055451.062601.0554566.5812097.97
1812023.10.26 02:16t/p490.101.055451.062601.0554544.8812142.85
1822023.10.26 02:16t/p500.101.055451.062601.0554544.8812187.72
1832023.10.31 10:00sell510.101.066810.000000.00000
1842023.10.31 10:00modify510.101.066811.073811.05581
1852023.10.31 12:55sell520.101.062410.000000.00000
1862023.10.31 12:55modify520.101.062411.065161.05581
1872023.10.31 12:55modify510.101.066811.065161.05581
1882023.10.31 13:52sell530.101.060210.000000.00000
1892023.10.31 13:52modify530.101.060211.062961.05581
1902023.10.31 13:52sell540.101.060210.000000.00000
1912023.10.31 13:52modify540.101.060211.062961.05581
1922023.10.31 13:52modify520.101.062411.062961.05581
1932023.10.31 13:52modify510.101.066811.062961.05581
1942023.11.01 09:26t/p510.101.055811.062961.05581110.2212297.94
1952023.11.01 09:26t/p520.101.055811.062961.0558166.2212364.16
1962023.11.01 09:26t/p530.101.055811.062961.0558144.2212408.38
1972023.11.01 09:26t/p540.101.055811.062961.0558144.2212452.60
1982023.11.02 13:00sell550.101.066400.000000.00000
1992023.11.02 13:00modify550.101.066401.073401.05540
2002023.11.02 15:52sell560.101.062000.000000.00000
2012023.11.02 15:52modify560.101.062001.064751.05540
2022023.11.02 15:52modify550.101.066401.064751.05540
2032023.11.03 09:49s/l550.101.064751.064751.0554016.7212469.32
2042023.11.03 09:49s/l560.101.064751.064751.05540-27.2812442.04
2052023.11.03 13:00sell570.101.070950.000000.00000
2062023.11.03 13:00modify570.101.070951.077951.05995
2072023.11.07 11:44sell580.101.066550.000000.00000
2082023.11.07 11:44modify580.101.066551.069301.05995
2092023.11.07 11:44modify570.101.070951.069301.05995
2102023.11.07 16:10s/l570.101.069301.069301.0599516.9412458.98
2112023.11.07 16:10s/l580.101.069301.069301.05995-27.5012431.48
2122023.11.14 14:00sell590.101.078900.000000.00000
2132023.11.14 14:00modify590.101.078901.085901.06790
2142023.11.14 16:12s/l590.101.085901.085901.06790-70.0012361.48
2152023.12.01 16:00buy600.101.084070.000000.00000
2162023.12.01 16:00modify600.101.084071.077071.09507
2172023.12.01 16:46buy610.101.088480.000000.00000
2182023.12.01 16:46modify610.101.088481.085721.09507
2192023.12.01 16:46modify600.101.084071.085721.09507
2202023.12.04 07:41s/l600.101.085721.085721.0950715.8612377.34
2212023.12.04 07:41s/l610.101.085721.085721.09507-28.2412349.10
2222023.12.14 15:00sell620.101.099100.000000.00000
2232023.12.14 15:00modify620.101.099101.106101.08810
2242023.12.15 08:30sell630.101.094690.000000.00000
2252023.12.15 08:30modify630.101.094691.097451.08810
2262023.12.15 08:30modify620.101.099101.097451.08810
2272023.12.15 13:34sell640.101.092480.000000.00000
2282023.12.15 13:34modify640.101.092481.095251.08810
2292023.12.15 13:34sell650.101.092480.000000.00000
2302023.12.15 13:34modify650.101.092481.095251.08810
2312023.12.15 13:34modify630.101.094691.095251.08810
2322023.12.15 13:34modify620.101.099101.095251.08810
2332023.12.19 12:40s/l620.101.095251.095251.0881039.1612388.25
2342023.12.19 12:40s/l630.101.095251.095251.08810-5.1612383.09
2352023.12.19 12:40s/l640.101.095251.095251.08810-27.2612355.83
2362023.12.19 12:40s/l650.101.095251.095251.08810-27.2612328.57
2372023.12.27 16:00sell660.101.110710.000000.00000
2382023.12.27 16:00modify660.101.110711.117711.09971
2392023.12.28 18:02sell670.101.106300.000000.00000
2402023.12.28 18:02modify670.101.106301.109061.09971
2412023.12.28 18:02modify660.101.110711.109061.09971
2422023.12.29 19:27sell680.101.104090.000000.00000
2432023.12.29 19:27modify680.101.104091.106861.09971
2442023.12.29 19:27sell690.101.104090.000000.00000
2452023.12.29 19:27modify690.101.104091.106861.09971
2462023.12.29 19:27modify670.101.106301.106861.09971
2472023.12.29 19:27modify660.101.110711.106861.09971
2482023.12.29 21:59close at stop690.101.104041.106861.099710.5012329.07
2492023.12.29 21:59close at stop680.101.104041.106861.099710.5012329.57
2502023.12.29 21:59close at stop670.101.104041.106861.0997122.8212352.39
2512023.12.29 21:59close at stop660.101.104041.106861.0997167.5812419.97