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 23:00 (2023.03.01 - 2024.03.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test6548Ticks modelled25628493Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1832.06Gross profit2737.69Gross loss-905.63
Profit factor3.02Expected payoff23.79
Absolute drawdown30.14Maximal drawdown587.99 (5.08%)Relative drawdown5.08% (587.99)
Total trades77Short positions (won %)43 (58.14%)Long positions (won %)34 (67.65%)
Profit trades (% of total)48 (62.34%)Loss trades (% of total)29 (37.66%)
Largestprofit trade121.32loss trade-41.93
Averageprofit trade57.04loss trade-31.23
Maximumconsecutive wins (profit in money)8 (615.01)consecutive losses (loss in money)6 (-204.27)
Maximalconsecutive profit (count of wins)615.01 (8)consecutive loss (count of losses)-204.27 (6)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.07 23:00buy10.101.055360.000000.00000
22023.03.07 23:00modify10.101.055361.051361.06736
32023.03.09 18:55buy20.101.059000.000000.00000
42023.03.09 18:55modify20.101.059001.055961.06736
52023.03.09 18:55modify10.101.055361.055961.06736
62023.03.10 13:30buy30.101.061990.000000.00000
72023.03.10 13:30modify30.101.061991.058361.06736
82023.03.10 13:30modify20.101.059001.058361.06736
92023.03.10 13:30modify10.101.055361.058361.06736
102023.03.10 13:30buy40.101.062570.000000.00000
112023.03.10 13:30modify40.101.062571.060161.06736
122023.03.10 13:30modify30.101.061991.060161.06736
132023.03.10 13:30modify20.101.059001.060161.06736
142023.03.10 13:30modify10.101.055361.060161.06736
152023.03.10 14:42t/p10.101.067361.060161.06736116.7910116.79
162023.03.10 14:42t/p20.101.067361.060161.0673682.9610199.75
172023.03.10 14:42t/p30.101.067361.060161.0673653.7010253.45
182023.03.10 14:42t/p40.101.067361.060161.0673647.9010301.35
192023.03.15 15:00buy50.101.055050.000000.00000
202023.03.15 15:00modify50.101.055051.051051.06705
212023.03.15 18:28buy60.101.058660.000000.00000
222023.03.15 18:28modify60.101.058661.055651.06705
232023.03.15 18:28modify50.101.055051.055651.06705
242023.03.16 05:27buy70.101.061730.000000.00000
252023.03.16 05:27modify70.101.061731.058051.06705
262023.03.16 05:27modify60.101.058661.058051.06705
272023.03.16 05:27modify50.101.055051.058051.06705
282023.03.16 07:47buy80.101.062250.000000.00000
292023.03.16 07:47modify80.101.062251.059851.06705
302023.03.16 07:47modify70.101.061731.059851.06705
312023.03.16 07:47modify60.101.058661.059851.06705
322023.03.16 07:47modify50.101.055051.059851.06705
332023.03.16 12:43s/l50.101.059851.059851.0670546.0710347.42
342023.03.16 12:43s/l60.101.059851.059851.067059.9710357.39
352023.03.16 12:43s/l70.101.059851.059851.06705-18.8010338.59
362023.03.16 12:43s/l80.101.059851.059851.06705-24.0010314.59
372023.03.17 08:00sell90.101.066250.000000.00000
382023.03.17 08:00modify90.101.066251.070251.05425
392023.03.17 10:42sell100.101.062650.000000.00000
402023.03.17 10:42modify100.101.062651.065651.05425
412023.03.17 10:42modify90.101.066251.065651.05425
422023.03.17 16:13s/l90.101.065651.065651.054256.0010320.59
432023.03.17 16:13s/l100.101.065651.065651.05425-30.0010290.59
442023.03.24 11:00buy110.101.073070.000000.00000
452023.03.24 11:00modify110.101.073071.069071.08507
462023.03.24 13:30buy120.101.076750.000000.00000
472023.03.24 13:30modify120.101.076751.073671.08507
482023.03.24 13:30modify110.101.073071.073671.08507
492023.03.27 13:27buy130.101.079680.000000.00000
502023.03.27 13:27modify130.101.079681.076071.08507
512023.03.27 13:27modify120.101.076751.076071.08507
522023.03.27 13:27modify110.101.073071.076071.08507
532023.03.27 20:22buy140.101.080270.000000.00000
542023.03.27 20:22modify140.101.080271.077871.08507
552023.03.27 20:22modify130.101.079681.077871.08507
562023.03.27 20:22modify120.101.076751.077871.08507
572023.03.27 20:22modify110.101.073071.077871.08507
582023.03.29 09:33t/p110.101.085071.077871.08507118.0710408.67
592023.03.29 09:33t/p120.101.085071.077871.0850781.2710489.94
602023.03.29 09:33t/p130.101.085071.077871.0850752.6210542.56
612023.03.29 09:33t/p140.101.085071.077871.0850746.7210589.27
622023.04.10 15:00buy150.101.084120.000000.00000
632023.04.10 15:00modify150.101.084121.080121.09612
642023.04.11 00:10buy160.101.087720.000000.00000
652023.04.11 00:10modify160.101.087721.084721.09612
662023.04.11 00:10modify150.101.084121.084721.09612
672023.04.11 07:26buy170.101.090720.000000.00000
682023.04.11 07:26modify170.101.090721.087121.09612
692023.04.11 07:26modify160.101.087721.087121.09612
702023.04.11 07:26modify150.101.084121.087121.09612
712023.04.11 08:53buy180.101.091320.000000.00000
722023.04.11 08:53modify180.101.091321.088921.09612
732023.04.11 08:53modify170.101.090721.088921.09612
742023.04.11 08:53modify160.101.087721.088921.09612
752023.04.11 08:53modify150.101.084121.088921.09612
762023.04.12 12:30t/p150.101.096121.088921.09612118.7210707.99
772023.04.12 12:30t/p160.101.096121.088921.0961283.3610791.35
782023.04.12 12:30t/p170.101.096121.088921.0961253.3610844.71
792023.04.12 12:30t/p180.101.096121.088921.0961247.3610892.06
802023.04.12 18:00sell190.101.099330.000000.00000
812023.04.12 18:00modify190.101.099331.103331.08733
822023.04.13 09:33s/l190.101.103331.103331.08733-39.3410852.72
832023.04.25 18:00buy200.101.097160.000000.00000
842023.04.25 18:00modify200.101.097161.093161.10916
852023.04.26 06:47buy210.101.100800.000000.00000
862023.04.26 06:47modify210.101.100801.097761.10916
872023.04.26 06:47modify200.101.097161.097761.10916
882023.04.26 08:28buy220.101.103760.000000.00000
892023.04.26 08:28modify220.101.103761.100161.10916
902023.04.26 08:28modify210.101.100801.100161.10916
912023.04.26 08:28modify200.101.097161.100161.10916
922023.04.26 08:52buy230.101.104360.000000.00000
932023.04.26 08:52modify230.101.104361.101961.10916
942023.04.26 08:52modify220.101.103761.101961.10916
952023.04.26 08:52modify210.101.100801.101961.10916
962023.04.26 08:52modify200.101.097161.101961.10916
972023.04.26 13:24t/p200.101.109161.101961.10916119.3610972.08
982023.04.26 13:24t/p210.101.109161.101961.1091683.6011055.68
992023.04.26 13:24t/p220.101.109161.101961.1091654.0011109.68
1002023.04.26 13:24t/p230.101.109161.101961.1091648.0011157.68
1012023.05.12 18:00buy240.101.085740.000000.00000
1022023.05.12 18:00modify240.101.085741.081741.09774
1032023.05.15 12:30buy250.101.089350.000000.00000
1042023.05.15 12:30modify250.101.089351.086341.09774
1052023.05.15 12:30modify240.101.085741.086341.09774
1062023.05.16 06:26s/l240.101.086341.086341.097744.7211162.39
1072023.05.16 06:26s/l250.101.086341.086341.09774-30.7411131.65
1082023.05.17 10:00buy260.101.083390.000000.00000
1092023.05.17 10:00modify260.101.083391.079391.09539
1102023.05.18 12:33s/l260.101.079391.079391.09539-41.9311089.73
1112023.05.18 16:00buy270.101.077820.000000.00000
1122023.05.18 16:00modify270.101.077821.073821.08982
1132023.05.19 12:02buy280.101.081420.000000.00000
1142023.05.19 12:02modify280.101.081421.078421.08982
1152023.05.19 12:02modify270.101.077821.078421.08982
1162023.05.19 14:47s/l270.101.078421.078421.089825.3611095.08
1172023.05.19 14:47s/l280.101.078421.078421.08982-30.0011065.08
1182023.06.01 19:00sell290.101.076180.000000.00000
1192023.06.01 19:00modify290.101.076181.080181.06418
1202023.06.02 14:23sell300.101.072580.000000.00000
1212023.06.02 14:23modify300.101.072581.075581.06418
1222023.06.02 14:23modify290.101.076181.075581.06418
1232023.06.04 23:32sell310.101.069570.000000.00000
1242023.06.04 23:32modify310.101.069571.073181.06418
1252023.06.04 23:32modify300.101.072581.073181.06418
1262023.06.04 23:32modify290.101.076181.073181.06418
1272023.06.05 06:51sell320.101.068980.000000.00000
1282023.06.05 06:51modify320.101.068981.071381.06418
1292023.06.05 06:51modify310.101.069571.071381.06418
1302023.06.05 06:51modify300.101.072581.071381.06418
1312023.06.05 06:51modify290.101.076181.071381.06418
1322023.06.05 14:02s/l290.101.071381.071381.0641848.4411113.52
1332023.06.05 14:02s/l300.101.071381.071381.0641812.2211125.74
1342023.06.05 14:02s/l310.101.071381.071381.06418-17.8811107.86
1352023.06.05 14:02s/l320.101.071381.071381.06418-24.0011083.86
1362023.06.08 18:00sell330.101.077810.000000.00000
1372023.06.08 18:00modify330.101.077811.081811.06581
1382023.06.12 01:30sell340.101.074210.000000.00000
1392023.06.12 01:30modify340.101.074211.077211.06581
1402023.06.12 01:30modify330.101.077811.077211.06581
1412023.06.12 07:52s/l330.101.077211.077211.065816.4411090.30
1422023.06.12 07:52s/l340.101.077211.077211.06581-30.0011060.30
1432023.06.13 10:00sell350.101.080560.000000.00000
1442023.06.13 10:00modify350.101.080561.084561.06856
1452023.06.14 13:39s/l350.101.084561.084561.06856-39.7811020.52
1462023.06.15 18:00sell360.101.094300.000000.00000
1472023.06.15 18:00modify360.101.094301.098301.08230
1482023.06.19 10:05sell370.101.090700.000000.00000
1492023.06.19 10:05modify370.101.090701.093701.08230
1502023.06.19 10:05modify360.101.094301.093701.08230
1512023.06.20 07:24s/l360.101.093701.093701.082306.6611027.18
1522023.06.20 07:24s/l370.101.093701.093701.08230-29.7810997.40
1532023.06.21 21:00sell380.101.098590.000000.00000
1542023.06.21 21:00modify380.101.098591.102591.08659
1552023.06.22 16:01sell390.101.094990.000000.00000
1562023.06.22 16:01modify390.101.094991.097991.08659
1572023.06.22 16:01modify380.101.098591.097991.08659
1582023.06.23 07:00sell400.101.091990.000000.00000
1592023.06.23 07:00modify400.101.091991.095591.08659
1602023.06.23 07:00modify390.101.094991.095591.08659
1612023.06.23 07:00modify380.101.098591.095591.08659
1622023.06.23 07:15sell410.101.091260.000000.00000
1632023.06.23 07:15modify410.101.091261.093791.08659
1642023.06.23 07:15modify400.101.091991.093791.08659
1652023.06.23 07:15modify390.101.094991.093791.08659
1662023.06.23 07:15modify380.101.098591.093791.08659
1672023.06.23 07:30t/p380.101.086591.093791.08659120.8811118.27
1682023.06.23 07:30t/p390.101.086591.093791.0865984.2211202.49
1692023.06.23 07:30t/p400.101.086591.093791.0865954.0011256.49
1702023.06.23 07:30t/p410.101.086591.093791.0865946.7011303.19
1712023.06.23 10:00buy420.101.086370.000000.00000
1722023.06.23 10:00modify420.101.086371.082371.09837
1732023.06.23 13:19buy430.101.089980.000000.00000
1742023.06.23 13:19modify430.101.089981.086971.09837
1752023.06.23 13:19modify420.101.086371.086971.09837
1762023.06.27 01:48buy440.101.092970.000000.00000
1772023.06.27 01:48modify440.101.092971.089371.09837
1782023.06.27 01:48modify430.101.089981.089371.09837
1792023.06.27 01:48modify420.101.086371.089371.09837
1802023.06.27 01:49buy450.101.093650.000000.00000
1812023.06.27 01:49modify450.101.093651.091171.09837
1822023.06.27 01:49modify440.101.092971.091171.09837
1832023.06.27 01:49modify430.101.089981.091171.09837
1842023.06.27 01:49modify420.101.086371.091171.09837
1852023.06.28 14:47s/l420.101.091171.091171.0983746.0711349.27
1862023.06.28 14:47s/l430.101.091171.091171.098379.9711359.24
1872023.06.28 14:47s/l440.101.091171.091171.09837-18.6411340.60
1882023.06.28 14:47s/l450.101.091171.091171.09837-25.4411315.16
1892023.07.07 18:00sell460.101.096750.000000.00000
1902023.07.07 18:00modify460.101.096751.100751.08475
1912023.07.10 23:54s/l460.101.100751.100751.08475-39.7811275.38
1922023.07.12 18:00sell470.101.112990.000000.00000
1932023.07.12 18:00modify470.101.112991.116991.10099
1942023.07.13 08:41s/l470.101.116991.116991.10099-39.3411236.03
1952023.07.13 16:00sell480.101.119280.000000.00000
1962023.07.13 16:00modify480.101.119281.123281.10728
1972023.07.14 01:28s/l480.101.123281.123281.10728-39.7811196.25
1982023.07.20 18:00buy490.101.113330.000000.00000
1992023.07.20 18:00modify490.101.113331.109331.12533
2002023.07.24 07:31s/l490.101.109331.109331.12533-41.2811154.97
2012023.08.04 17:00sell500.101.103390.000000.00000
2022023.08.04 17:00modify500.101.103391.107391.09139
2032023.08.07 01:27sell510.101.099790.000000.00000
2042023.08.07 01:27modify510.101.099791.102791.09139
2052023.08.07 01:27modify500.101.103391.102791.09139
2062023.08.07 09:55sell520.101.096790.000000.00000
2072023.08.07 09:55modify520.101.096791.100391.09139
2082023.08.07 09:55modify510.101.099791.100391.09139
2092023.08.07 09:55modify500.101.103391.100391.09139
2102023.08.07 13:24s/l500.101.100391.100391.0913930.2211185.19
2112023.08.07 13:24s/l510.101.100391.100391.09139-6.0011179.19
2122023.08.07 13:24s/l520.101.100391.100391.09139-36.0011143.19
2132023.09.05 10:00buy530.101.075100.000000.00000
2142023.09.05 10:00modify530.101.075101.071101.08710
2152023.09.05 14:48s/l530.101.071101.071101.08710-40.0011103.19
2162023.09.14 15:00buy540.101.066690.000000.00000
2172023.09.14 15:00modify540.101.066691.062691.07869
2182023.09.19 10:36buy550.101.070310.000000.00000
2192023.09.19 10:36modify550.101.070311.067291.07869
2202023.09.19 10:36modify540.101.066691.067291.07869
2212023.09.20 06:00s/l540.101.067291.067291.078693.4311106.62
2222023.09.20 06:00s/l550.101.067291.067291.07869-30.8411075.78
2232023.10.12 15:00buy560.101.055860.000000.00000
2242023.10.12 15:00modify560.101.055861.051861.06786
2252023.10.13 10:33s/l560.101.051861.051861.06786-40.6411035.14
2262023.10.19 14:00sell570.101.057500.000000.00000
2272023.10.19 14:00modify570.101.057501.061501.04550
2282023.10.19 16:03s/l570.101.061501.061501.04550-40.0010995.14
2292023.10.31 11:00sell580.101.066400.000000.00000
2302023.10.31 11:00modify580.101.066401.070401.05440
2312023.10.31 12:35sell590.101.062800.000000.00000
2322023.10.31 12:35modify590.101.062801.065801.05440
2332023.10.31 12:35modify580.101.066401.065801.05440
2342023.10.31 14:00sell600.101.059800.000000.00000
2352023.10.31 14:00modify600.101.059801.063401.05440
2362023.10.31 14:00modify590.101.062801.063401.05440
2372023.10.31 14:00modify580.101.066401.063401.05440
2382023.10.31 15:05sell610.101.059200.000000.00000
2392023.10.31 15:05modify610.101.059201.061601.05440
2402023.10.31 15:05modify600.101.059801.061601.05440
2412023.10.31 15:05modify590.101.062801.061601.05440
2422023.10.31 15:05modify580.101.066401.061601.05440
2432023.11.01 11:18t/p580.101.054401.061601.05440120.2211115.35
2442023.11.01 11:18t/p590.101.054401.061601.0544084.2211199.57
2452023.11.01 11:18t/p600.101.054401.061601.0544054.2211253.79
2462023.11.01 11:18t/p610.101.054401.061601.0544048.2211302.01
2472023.11.02 12:00sell620.101.063380.000000.00000
2482023.11.02 12:00modify620.101.063381.067381.05138
2492023.11.03 12:30s/l620.101.067381.067381.05138-39.7811262.23
2502023.11.03 18:00sell630.101.073660.000000.00000
2512023.11.03 18:00modify630.101.073661.077661.06166
2522023.11.07 06:57sell640.101.070060.000000.00000
2532023.11.07 06:57modify640.101.070061.073061.06166
2542023.11.07 06:57modify630.101.073661.073061.06166
2552023.11.07 11:38sell650.101.067060.000000.00000
2562023.11.07 11:38modify650.101.067061.070661.06166
2572023.11.07 11:38modify640.101.070061.070661.06166
2582023.11.07 11:38modify630.101.073661.070661.06166
2592023.11.07 14:38sell660.101.066420.000000.00000
2602023.11.07 14:38modify660.101.066421.068861.06166
2612023.11.07 14:38modify650.101.067061.068861.06166
2622023.11.07 14:38modify640.101.070061.068861.06166
2632023.11.07 14:38modify630.101.073661.068861.06166
2642023.11.07 15:31s/l630.101.068861.068861.0616648.4411310.67
2652023.11.07 15:31s/l640.101.068861.068861.0616612.0011322.67
2662023.11.07 15:31s/l650.101.068861.068861.06166-18.0011304.67
2672023.11.07 15:31s/l660.101.068861.068861.06166-24.4011280.27
2682023.11.14 19:00sell670.101.086990.000000.00000
2692023.11.14 19:00modify670.101.086991.090991.07499
2702023.11.15 14:57sell680.101.083380.000000.00000
2712023.11.15 14:57modify680.101.083381.086391.07499
2722023.11.15 14:57modify670.101.086991.086391.07499
2732023.11.15 15:55s/l670.101.086391.086391.074996.2211286.49
2742023.11.15 15:55s/l680.101.086391.086391.07499-30.1011256.39
2752023.12.13 21:00sell690.101.088120.000000.00000
2762023.12.13 21:00modify690.101.088121.092121.07612
2772023.12.14 11:11s/l690.101.092121.092121.07612-39.3411217.05
2782023.12.27 18:00sell700.101.110540.000000.00000
2792023.12.27 18:00modify700.101.110541.114541.09854
2802023.12.28 16:58sell710.101.106930.000000.00000
2812023.12.28 16:58modify710.101.106931.109941.09854
2822023.12.28 16:58modify700.101.110541.109941.09854
2832023.12.29 19:31sell720.101.103920.000000.00000
2842023.12.29 19:31modify720.101.103921.107541.09854
2852023.12.29 19:31modify710.101.106931.107541.09854
2862023.12.29 19:31modify700.101.110541.107541.09854
2872024.01.02 02:07sell730.101.103330.000000.00000
2882024.01.02 02:07modify730.101.103331.105741.09854
2892024.01.02 02:07modify720.101.103921.105741.09854
2902024.01.02 02:07modify710.101.106931.105741.09854
2912024.01.02 02:07modify700.101.110541.105741.09854
2922024.01.02 11:18t/p700.101.098541.105741.09854121.3211338.36
2932024.01.02 11:18t/p710.101.098541.105741.0985484.5611422.92
2942024.01.02 11:18t/p720.101.098541.105741.0985454.2411477.16
2952024.01.02 11:18t/p730.101.098541.105741.0985447.9011525.06
2962024.02.01 21:00sell740.101.087150.000000.00000
2972024.02.01 21:00modify740.101.087151.091151.07515
2982024.02.02 13:30sell750.101.083540.000000.00000
2992024.02.02 13:30modify750.101.083541.086551.07515
3002024.02.02 13:30modify740.101.087151.086551.07515
3012024.02.02 13:56sell760.101.080550.000000.00000
3022024.02.02 13:56modify760.101.080551.084151.07515
3032024.02.02 13:56modify750.101.083541.084151.07515
3042024.02.02 13:56modify740.101.087151.084151.07515
3052024.02.02 14:02sell770.101.079950.000000.00000
3062024.02.02 14:02modify770.101.079951.082351.07515
3072024.02.02 14:02modify760.101.080551.082351.07515
3082024.02.02 14:02modify750.101.083541.082351.07515
3092024.02.02 14:02modify740.101.087151.082351.07515
3102024.02.05 10:39t/p740.101.075151.082351.07515120.4411645.50
3112024.02.05 10:39t/p750.101.075151.082351.0751584.1211729.62
3122024.02.05 10:39t/p760.101.075151.082351.0751554.2211783.84
3132024.02.05 10:39t/p770.101.075151.082351.0751548.2211832.06