Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01)
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=6; 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=110; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test7248Ticks modelled13496Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1682.44Gross profit2850.01Gross loss-1167.57
Profit factor2.44Expected payoff23.70
Absolute drawdown0.28Maximal drawdown276.38 (2.47%)Relative drawdown2.47% (276.38)
Total trades71Short positions (won %)38 (68.42%)Long positions (won %)33 (60.61%)
Profit trades (% of total)46 (64.79%)Loss trades (% of total)25 (35.21%)
Largestprofit trade111.54loss trade-116.42
Averageprofit trade61.96loss trade-46.70
Maximumconsecutive wins (profit in money)6 (448.34)consecutive losses (loss in money)3 (-73.62)
Maximalconsecutive profit (count of wins)457.35 (5)consecutive loss (count of losses)-155.52 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.06 17:00sell10.101.069330.000000.00000
22023.03.06 17:00modify10.101.069331.080331.05833
32023.03.07 15:00sell20.101.064770.000000.00000
42023.03.07 15:00modify20.101.064771.068781.05833
52023.03.07 15:00modify10.101.069331.068781.05833
62023.03.07 16:00t/p10.101.058331.068781.05833110.2210110.22
72023.03.07 16:00t/p20.101.058331.068781.0583364.4010174.62
82023.03.07 16:00buy30.101.058830.000000.00000
92023.03.07 16:00modify30.101.058831.047831.06983
102023.03.10 16:00t/p30.101.069831.047831.06983106.7910281.41
112023.03.13 15:00sell40.101.072240.000000.00000
122023.03.13 15:00modify40.101.072241.083241.06124
132023.03.15 10:00sell50.101.067790.000000.00000
142023.03.15 10:00modify50.101.067791.071691.06124
152023.03.15 10:00modify40.101.072241.071691.06124
162023.03.15 12:00t/p40.101.061241.071691.06124110.4410391.85
172023.03.15 12:00t/p50.101.061241.071691.0612465.5010457.35
182023.03.15 19:00sell60.101.058540.000000.00000
192023.03.15 19:00modify60.101.058541.069541.04754
202023.03.20 11:00s/l60.101.069541.069541.04754-108.9010348.44
212023.03.22 19:00sell70.101.088050.000000.00000
222023.03.22 19:00modify70.101.088051.099051.07705
232023.03.24 10:00t/p70.101.077051.099051.07705110.8810459.32
242023.04.04 15:00sell80.101.096930.000000.00000
252023.04.04 15:00modify80.101.096931.107931.08593
262023.04.06 03:00sell90.101.088650.000000.00000
272023.04.06 03:00modify90.101.088651.091981.08593
282023.04.06 03:00modify80.101.096931.091981.08593
292023.04.06 08:00s/l80.101.091981.091981.0859350.3810509.70
302023.04.06 08:00s/l90.101.091981.091981.08593-33.3010476.40
312023.04.14 15:00buy100.101.100920.000000.00000
322023.04.14 15:00modify100.101.100921.089921.11192
332023.04.24 23:00buy110.101.105410.000000.00000
342023.04.24 23:00modify110.101.105411.101471.11192
352023.04.24 23:00modify100.101.100921.101471.11192
362023.04.25 12:00s/l100.101.101471.101471.11192-0.2810476.12
372023.04.25 12:00s/l110.101.101471.101471.11192-40.0410436.08
382023.04.25 15:00buy120.101.097970.000000.00000
392023.04.25 15:00modify120.101.097971.086971.10897
402023.04.26 14:00t/p120.101.108971.086971.10897109.3610545.44
412023.04.28 15:00sell130.101.103670.000000.00000
422023.04.28 15:00modify130.101.103671.114671.09267
432023.05.01 09:00sell140.101.099210.000000.00000
442023.05.01 09:00modify140.101.099211.103121.09267
452023.05.01 09:00modify130.101.103671.103121.09267
462023.05.01 13:00s/l130.101.103121.103121.092675.7210551.15
472023.05.01 13:00s/l140.101.103121.103121.09267-39.1010512.05
482023.05.01 16:00buy150.101.097220.000000.00000
492023.05.01 16:00modify150.101.097221.086221.10822
502023.05.03 07:00buy160.101.103330.000000.00000
512023.05.03 07:00modify160.101.103331.099971.10822
522023.05.03 07:00modify150.101.097221.099971.10822
532023.05.03 15:00buy170.101.105560.000000.00000
542023.05.03 15:00modify170.101.105561.102171.10822
552023.05.03 15:00modify160.101.103331.102171.10822
562023.05.03 15:00modify150.101.097221.102171.10822
572023.05.03 19:00t/p150.101.108221.102171.10822108.7210620.77
582023.05.03 19:00t/p160.101.108221.102171.1082248.9010669.67
592023.05.03 19:00t/p170.101.108221.102171.1082226.6010696.27
602023.05.04 15:00buy180.101.100370.000000.00000
612023.05.04 15:00modify180.101.100371.089371.11137
622023.05.05 07:00buy190.101.104830.000000.00000
632023.05.05 07:00modify190.101.104831.100921.11137
642023.05.05 07:00modify180.101.100371.100921.11137
652023.05.05 12:00s/l180.101.100921.100921.111374.8610701.13
662023.05.05 12:00s/l190.101.100921.100921.11137-39.1010662.03
672023.05.12 15:00buy200.101.086550.000000.00000
682023.05.12 15:00modify200.101.086551.075551.09755
692023.05.24 11:00s/l200.101.075551.075551.09755-116.4210545.61
702023.05.31 17:00buy210.101.064120.000000.00000
712023.05.31 17:00modify210.101.064121.053121.07512
722023.06.01 07:00buy220.101.068720.000000.00000
732023.06.01 07:00modify220.101.068721.064671.07512
742023.06.01 07:00modify210.101.064121.064671.07512
752023.06.01 16:00t/p210.101.075121.064671.07512108.0710653.68
762023.06.01 16:00t/p220.101.075121.064671.0751264.0010717.68
772023.06.01 16:00sell230.101.075070.000000.00000
782023.06.01 16:00modify230.101.075071.086071.06407
792023.06.04 22:00sell240.101.070640.000000.00000
802023.06.04 22:00modify240.101.070641.074521.06407
812023.06.04 22:00modify230.101.075071.074521.06407
822023.06.05 08:00sell250.101.068970.000000.00000
832023.06.05 08:00modify250.101.068971.072321.06407
842023.06.05 08:00modify240.101.070641.072321.06407
852023.06.05 08:00modify230.101.075071.072321.06407
862023.06.05 15:00s/l230.101.072321.072321.0640727.9410745.62
872023.06.05 15:00s/l240.101.072321.072321.06407-16.5810729.04
882023.06.05 15:00s/l250.101.072321.072321.06407-33.5010695.54
892023.06.21 17:00sell260.101.097060.000000.00000
902023.06.21 17:00modify260.101.097061.108061.08606
912023.06.23 08:00t/p260.101.086061.108061.08606110.8810806.42
922023.06.28 15:00buy270.101.090140.000000.00000
932023.06.28 15:00modify270.101.090141.079141.10114
942023.07.11 02:00t/p270.101.101141.079141.10114101.6510908.07
952023.07.20 15:00buy280.101.114990.000000.00000
962023.07.20 15:00modify280.101.114991.103991.12599
972023.07.25 12:00s/l280.101.103991.103991.12599-111.9310796.14
982023.07.26 19:00sell290.101.110380.000000.00000
992023.07.26 19:00modify290.101.110381.121381.09938
1002023.07.27 13:00sell300.101.105910.000000.00000
1012023.07.27 13:00modify300.101.105911.109831.09938
1022023.07.27 13:00modify290.101.110381.109831.09938
1032023.07.27 15:00t/p290.101.099381.109831.09938110.6610906.80
1042023.07.27 15:00t/p300.101.099381.109831.0993865.3010972.10
1052023.07.28 15:00sell310.101.103560.000000.00000
1062023.07.28 15:00modify310.101.103561.114561.09256
1072023.08.01 01:00sell320.101.098870.000000.00000
1082023.08.01 01:00modify320.101.098871.103011.09256
1092023.08.01 01:00modify310.101.103561.103011.09256
1102023.08.01 09:00sell330.101.097450.000000.00000
1112023.08.01 09:00modify330.101.097451.100811.09256
1122023.08.01 09:00modify320.101.098871.100811.09256
1132023.08.01 09:00modify310.101.103561.100811.09256
1142023.08.01 22:00s/l310.101.100811.100811.0925627.9411000.04
1152023.08.01 22:00s/l320.101.100811.100811.09256-19.4010980.64
1162023.08.01 22:00s/l330.101.100811.100811.09256-33.6010947.04
1172023.08.02 15:00buy340.101.093000.000000.00000
1182023.08.02 15:00modify340.101.093001.082001.10400
1192023.08.04 13:00buy350.101.099160.000000.00000
1202023.08.04 13:00modify350.101.099161.095751.10400
1212023.08.04 13:00modify340.101.093001.095751.10400
1222023.08.04 14:00buy360.101.101510.000000.00000
1232023.08.04 14:00modify360.101.101511.097951.10400
1242023.08.04 14:00modify350.101.099161.097951.10400
1252023.08.04 14:00modify340.101.093001.097951.10400
1262023.08.04 16:00t/p340.101.104001.097951.10400107.4311054.47
1272023.08.04 16:00t/p350.101.104001.097951.1040048.4011102.87
1282023.08.04 16:00t/p360.101.104001.097951.1040024.9011127.77
1292023.08.10 18:00buy370.101.098290.000000.00000
1302023.08.10 18:00modify370.101.098291.087291.10929
1312023.08.16 20:00s/l370.101.087291.087291.10929-112.5711015.20
1322023.08.23 16:00sell380.101.086120.000000.00000
1332023.08.23 16:00modify380.101.086121.097121.07512
1342023.08.24 18:00sell390.101.081600.000000.00000
1352023.08.24 18:00modify390.101.081601.085571.07512
1362023.08.24 18:00modify380.101.086121.085571.07512
1372023.08.25 00:00sell400.101.079890.000000.00000
1382023.08.25 00:00modify400.101.079891.083371.07512
1392023.08.25 00:00modify390.101.081601.083371.07512
1402023.08.25 00:00modify380.101.086121.083371.07512
1412023.08.25 15:00s/l380.101.083371.083371.0751228.3811043.58
1422023.08.25 15:00s/l390.101.083371.083371.07512-17.4811026.10
1432023.08.25 15:00s/l400.101.083371.083371.07512-34.8010991.30
1442023.08.29 16:00sell410.101.084990.000000.00000
1452023.08.29 16:00modify410.101.084991.095991.07399
1462023.09.01 16:00sell420.101.078650.000000.00000
1472023.09.01 16:00modify420.101.078651.082241.07399
1482023.09.01 16:00modify410.101.084991.082241.07399
1492023.09.05 07:00sell430.101.076660.000000.00000
1502023.09.05 07:00modify430.101.076661.080041.07399
1512023.09.05 07:00modify420.101.078651.080041.07399
1522023.09.05 07:00modify410.101.084991.080041.07399
1532023.09.05 12:00t/p410.101.073991.080041.07399111.5411102.83
1542023.09.05 12:00t/p420.101.073991.080041.0739947.0411149.87
1552023.09.05 12:00t/p430.101.073991.080041.0739926.7011176.57
1562023.09.20 20:00buy440.101.066170.000000.00000
1572023.09.20 20:00modify440.101.066171.055171.07717
1582023.09.27 12:00s/l440.101.055171.055171.07717-114.4911062.08
1592023.09.27 15:00buy450.101.051170.000000.00000
1602023.09.27 15:00modify450.101.051171.040171.06217
1612023.09.28 19:00buy460.101.055810.000000.00000
1622023.09.28 19:00modify460.101.055811.051721.06217
1632023.09.28 19:00modify450.101.051171.051721.06217
1642023.10.02 04:00buy470.101.057270.000000.00000
1652023.10.02 04:00modify470.101.057271.053921.06217
1662023.10.02 04:00modify460.101.055811.053921.06217
1672023.10.02 04:00modify450.101.051171.053921.06217
1682023.10.02 10:00s/l450.101.053921.053921.0621724.2911086.37
1692023.10.02 10:00s/l460.101.053921.053921.06217-20.1811066.18
1702023.10.02 10:00s/l470.101.053921.053921.06217-33.5011032.68
1712023.10.02 15:00buy480.101.049850.000000.00000
1722023.10.02 15:00modify480.101.049851.038851.06085
1732023.10.08 23:00buy490.101.056110.000000.00000
1742023.10.08 23:00modify490.101.056111.052601.06085
1752023.10.08 23:00modify480.101.049851.052601.06085
1762023.10.09 08:00s/l480.101.052601.052601.0608523.0111055.69
1772023.10.09 08:00s/l490.101.052601.052601.06085-35.7411019.95
1782023.10.23 16:00sell500.101.064530.000000.00000
1792023.10.23 16:00modify500.101.064531.075531.05353
1802023.10.24 15:00sell510.101.059960.000000.00000
1812023.10.24 15:00modify510.101.059961.063981.05353
1822023.10.24 15:00modify500.101.064531.063981.05353
1832023.10.25 16:00sell520.101.058290.000000.00000
1842023.10.25 16:00modify520.101.058291.061781.05353
1852023.10.25 16:00modify510.101.059961.061781.05353
1862023.10.25 16:00modify500.101.064531.061781.05353
1872023.10.26 12:00t/p500.101.053531.061781.05353111.1011131.04
1882023.10.26 12:00t/p510.101.053531.061781.0535365.1811196.22
1892023.10.26 12:00t/p520.101.053531.061781.0535348.2611244.48
1902023.11.09 20:00buy530.101.067030.000000.00000
1912023.11.09 20:00modify530.101.067031.056031.07803
1922023.11.14 14:00t/p530.101.078031.056031.07803108.0711352.55
1932023.11.28 17:00sell540.101.100550.000000.00000
1942023.11.28 17:00modify540.101.100551.111551.08955
1952023.11.30 15:00t/p540.101.089551.111551.08955110.8811463.43
1962023.12.01 15:00buy550.101.084700.000000.00000
1972023.12.01 15:00modify550.101.084701.073701.09570
1982023.12.01 19:00buy560.101.089210.000000.00000
1992023.12.01 19:00modify560.101.089211.085251.09570
2002023.12.01 19:00modify550.101.084701.085251.09570
2012023.12.04 08:00s/l550.101.085251.085251.095704.8611468.29
2022023.12.04 08:00s/l560.101.085251.085251.09570-40.2411428.04
2032023.12.04 16:00buy570.101.081780.000000.00000
2042023.12.04 16:00modify570.101.081781.070781.09278
2052023.12.13 23:00buy580.101.087900.000000.00000
2062023.12.13 23:00modify580.101.087901.084531.09278
2072023.12.13 23:00modify570.101.081781.084531.09278
2082023.12.14 12:00t/p570.101.092781.084531.09278102.2911530.34
2092023.12.14 12:00t/p580.101.092781.084531.0927846.8711577.21
2102023.12.14 15:00sell590.101.099100.000000.00000
2112023.12.14 15:00modify590.101.099101.110101.08810
2122023.12.20 20:00sell600.101.094640.000000.00000
2132023.12.20 20:00modify600.101.094641.098551.08810
2142023.12.20 20:00modify590.101.099101.098551.08810
2152023.12.21 12:00s/l590.101.098551.098551.088107.0411584.25
2162023.12.21 12:00s/l600.101.098551.098551.08810-38.4411545.81
2172023.12.27 15:00sell610.101.110450.000000.00000
2182023.12.27 15:00modify610.101.110451.121451.09945
2192023.12.28 22:00sell620.101.105950.000000.00000
2202023.12.28 22:00modify620.101.105951.109901.09945
2212023.12.28 22:00modify610.101.110451.109901.09945
2222024.01.02 05:00sell630.101.102080.000000.00000
2232024.01.02 05:00modify630.101.102081.105501.09945
2242024.01.02 05:00modify620.101.105951.105501.09945
2252024.01.02 05:00modify610.101.110451.105501.09945
2262024.01.02 12:00t/p610.101.099451.105501.09945111.3211657.12
2272024.01.02 12:00t/p620.101.099451.105501.0994565.6611722.78
2282024.01.02 12:00t/p630.101.099451.105501.0994526.3011749.08
2292024.01.05 15:00sell640.101.094920.000000.00000
2302024.01.05 15:00modify640.101.094921.105921.08392
2312024.01.16 09:00sell650.101.090450.000000.00000
2322024.01.16 09:00modify650.101.090451.094371.08392
2332024.01.16 09:00modify640.101.094921.094371.08392
2342024.01.16 10:00sell660.101.088640.000000.00000
2352024.01.16 10:00modify660.101.088641.092171.08392
2362024.01.16 10:00modify650.101.090451.092171.08392
2372024.01.16 10:00modify640.101.094921.092171.08392
2382024.01.17 04:00sell670.101.086620.000000.00000
2392024.01.17 04:00modify670.101.086621.089971.08392
2402024.01.17 04:00modify660.101.088641.089971.08392
2412024.01.17 04:00modify650.101.090451.089971.08392
2422024.01.17 04:00modify640.101.094921.089971.08392
2432024.01.18 02:00s/l640.101.089971.089971.0839252.3511801.43
2442024.01.18 02:00s/l650.101.089971.089971.083925.6811807.11
2452024.01.18 02:00s/l660.101.089971.089971.08392-12.4211794.68
2462024.01.18 02:00s/l670.101.089971.089971.08392-32.8411761.84
2472024.01.23 16:00buy680.101.083400.000000.00000
2482024.01.23 16:00modify680.101.083401.072401.09440
2492024.01.25 02:00buy690.101.088070.000000.00000
2502024.01.25 02:00modify690.101.088071.083951.09440
2512024.01.25 02:00modify680.101.083401.083951.09440
2522024.01.25 16:00s/l680.101.083951.083951.094402.9311764.77
2532024.01.25 16:00s/l690.101.083951.083951.09440-41.2011723.57
2542024.01.25 16:00buy700.101.083460.000000.00000
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