Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURAUD (Euro vs Australian Dollar - 1 lot = 100,000)
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=0; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=8; 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 modelled13495Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit270.56Gross profit1929.58Gross loss-1659.02
Profit factor1.16Expected payoff4.29
Absolute drawdown448.38Maximal drawdown653.57 (6.40%)Relative drawdown6.40% (653.57)
Total trades63Short positions (won %)39 (56.41%)Long positions (won %)24 (58.33%)
Profit trades (% of total)36 (57.14%)Loss trades (% of total)27 (42.86%)
Largestprofit trade98.38loss trade-100.41
Averageprofit trade53.60loss trade-61.45
Maximumconsecutive wins (profit in money)5 (303.92)consecutive losses (loss in money)3 (-296.79)
Maximalconsecutive profit (count of wins)303.92 (5)consecutive loss (count of losses)-296.79 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.10 01:00sell10.101.609290.000000.00000
22023.03.10 01:00modify10.101.609291.624291.59429
32023.03.15 00:00sell20.101.603910.000000.00000
42023.03.15 00:00modify20.101.603911.608541.59429
52023.03.15 00:00modify10.101.609291.608541.59429
62023.03.15 08:00s/l10.101.608541.608541.594294.5310004.53
72023.03.15 08:00s/l20.101.608541.608541.59429-30.409974.13
82023.04.21 07:00sell30.101.636030.000000.00000
92023.04.21 07:00modify30.101.636031.651031.62103
102023.04.24 14:00s/l30.101.651031.651031.62103-98.639875.50
112023.04.26 07:00sell40.101.663970.000000.00000
122023.04.26 07:00modify40.101.663971.678971.64897
132023.05.01 05:00sell50.101.658680.000000.00000
142023.05.01 05:00modify50.101.658681.663221.64897
152023.05.01 05:00modify40.101.663971.663221.64897
162023.05.02 05:00t/p40.101.648971.663221.6489797.709973.20
172023.05.02 05:00t/p50.101.648971.663221.6489763.6310036.82
182023.05.02 05:00buy60.101.641260.000000.00000
192023.05.02 05:00modify60.101.641261.626261.65626
202023.05.02 23:00buy70.101.651930.000000.00000
212023.05.02 23:00modify70.101.651931.646511.65626
222023.05.02 23:00modify60.101.641261.646511.65626
232023.05.03 08:00t/p60.101.656261.646511.6562698.1110134.93
242023.05.03 08:00t/p70.101.656261.646511.6562628.1810163.11
252023.05.05 04:00buy80.101.639930.000000.00000
262023.05.05 04:00modify80.101.639931.624931.65493
272023.05.08 10:00s/l80.101.624931.624931.65493-98.4910064.62
282023.05.24 07:00sell90.101.637120.000000.00000
292023.05.24 07:00modify90.101.637121.652121.62212
302023.06.02 08:00sell100.101.627850.000000.00000
312023.06.02 08:00modify100.101.627851.630371.62212
322023.06.02 08:00modify90.101.637121.630371.62212
332023.06.02 13:00t/p90.101.622121.630371.6221297.0410161.66
342023.06.02 13:00t/p100.101.622121.630371.6221237.6310199.29
352023.06.06 05:00buy110.101.609240.000000.00000
362023.06.06 05:00modify110.101.609241.594241.62424
372023.06.09 16:00s/l110.101.594241.594241.62424-99.2610100.03
382023.06.20 02:00sell120.101.601970.000000.00000
392023.06.20 02:00modify120.101.601971.616971.58697
402023.06.21 13:00s/l120.101.616971.616971.58697-98.6310001.40
412023.06.22 05:00sell130.101.624350.000000.00000
422023.06.22 05:00modify130.101.624351.639351.60935
432023.06.27 16:00s/l130.101.639351.639351.60935-98.909902.50
442023.06.28 01:00sell140.101.642540.000000.00000
452023.06.28 01:00modify140.101.642541.657541.62754
462023.06.30 17:00sell150.101.637110.000000.00000
472023.06.30 17:00modify150.101.637111.641791.62754
482023.06.30 17:00modify140.101.642541.641791.62754
492023.07.03 03:00s/l140.101.641791.641791.627544.269906.77
502023.07.03 03:00s/l150.101.641791.641791.62754-30.869875.90
512023.07.12 02:00buy160.101.640540.000000.00000
522023.07.12 02:00modify160.101.640541.625541.65554
532023.07.13 14:00s/l160.101.625541.625541.65554-98.889777.03
542023.07.17 04:00sell170.101.648770.000000.00000
552023.07.17 04:00modify170.101.648771.663771.63377
562023.07.21 05:00sell180.101.643230.000000.00000
572023.07.21 05:00modify180.101.643231.648021.63377
582023.07.21 05:00modify170.101.648771.648021.63377
592023.07.21 09:00s/l170.101.648021.648021.633774.129781.15
602023.07.21 09:00s/l180.101.648021.648021.63377-31.469749.69
612023.07.28 04:00sell190.101.646590.000000.00000
622023.07.28 04:00modify190.101.646591.661591.63159
632023.08.01 18:00s/l190.101.661591.661591.63159-98.779650.92
642023.08.02 05:00sell200.101.668530.000000.00000
652023.08.02 05:00modify200.101.668531.683531.65353
662023.08.08 06:00s/l200.101.683531.683531.65353-99.309551.62
672023.08.08 07:00sell210.101.685850.000000.00000
682023.08.08 07:00modify210.101.685851.700851.67085
692023.08.08 18:00sell220.101.676840.000000.00000
702023.08.08 18:00modify220.101.676841.679101.67085
712023.08.08 18:00modify210.101.685851.679101.67085
722023.08.09 07:00t/p210.101.670851.679101.6708598.389650.00
732023.08.09 07:00t/p220.101.670851.679101.6708539.219689.21
742023.08.15 04:00buy230.101.677520.000000.00000
752023.08.15 04:00modify230.101.677521.662521.69252
762023.08.15 07:00buy240.101.682810.000000.00000
772023.08.15 07:00modify240.101.682811.678271.69252
782023.08.15 07:00modify230.101.677521.678271.69252
792023.08.16 02:00t/p230.101.692521.678271.6925298.119787.31
802023.08.16 02:00t/p240.101.692521.678271.6925263.449850.75
812023.08.17 02:00sell250.101.702440.000000.00000
822023.08.17 02:00modify250.101.702441.717441.68744
832023.08.17 21:00sell260.101.697190.000000.00000
842023.08.17 21:00modify260.101.697191.701691.68744
852023.08.17 21:00modify250.101.702441.701691.68744
862023.08.18 06:00s/l250.101.701691.701691.687444.799855.54
872023.08.18 06:00s/l260.101.701691.701691.68744-29.689825.86
882023.08.23 02:00buy270.101.683890.000000.00000
892023.08.23 02:00modify270.101.683891.668891.69889
902023.09.01 13:00s/l270.101.668891.668891.69889-100.419725.44
912023.09.05 02:00sell280.101.676170.000000.00000
922023.09.05 02:00modify280.101.676171.691171.66117
932023.09.11 04:00sell290.101.670770.000000.00000
942023.09.11 04:00modify290.101.670771.675421.66117
952023.09.11 04:00modify280.101.676171.675421.66117
962023.09.12 22:00s/l280.101.675421.675421.661174.009729.44
972023.09.12 22:00s/l290.101.675421.675421.66117-30.669698.78
982023.09.13 03:00sell300.101.678090.000000.00000
992023.09.13 03:00modify300.101.678091.693091.66309
1002023.09.14 04:00sell310.101.668990.000000.00000
1012023.09.14 04:00modify310.101.668991.671341.66309
1022023.09.14 04:00modify300.101.678091.671341.66309
1032023.09.14 13:00t/p300.101.663091.671341.6630998.119796.89
1042023.09.14 13:00t/p310.101.663091.671341.6630938.759835.64
1052023.09.15 03:00buy320.101.647630.000000.00000
1062023.09.15 03:00modify320.101.647631.632631.66263
1072023.09.15 15:00buy330.101.656730.000000.00000
1082023.09.15 15:00modify330.101.656731.654381.66263
1092023.09.15 15:00modify320.101.647631.654381.66263
1102023.09.15 17:00buy340.101.658180.000000.00000
1112023.09.15 17:00modify340.101.658181.652881.66263
1122023.09.15 17:00modify330.101.656731.652881.66263
1132023.09.15 17:00modify320.101.647631.652881.66263
1142023.09.19 14:00s/l320.101.652881.652881.6626334.029869.66
1152023.09.19 14:00s/l330.101.652881.652881.66263-25.619844.04
1162023.09.19 14:00s/l340.101.652881.652881.66263-35.129808.92
1172023.09.21 05:00sell350.101.660340.000000.00000
1182023.09.21 05:00modify350.101.660341.675341.64534
1192023.09.25 10:00sell360.101.655060.000000.00000
1202023.09.25 10:00modify360.101.655061.659591.64534
1212023.09.25 10:00modify350.101.660341.659591.64534
1222023.09.25 16:00sell370.101.649680.000000.00000
1232023.09.25 16:00modify370.101.649681.655091.64534
1242023.09.25 16:00modify360.101.655061.655091.64534
1252023.09.25 16:00modify350.101.660341.655091.64534
1262023.09.26 08:00s/l350.101.655091.655091.6453434.079842.99
1272023.09.26 08:00s/l360.101.655091.655091.64534-0.339842.65
1282023.09.26 08:00s/l370.101.655091.655091.64534-35.669806.99
1292023.09.29 03:00buy380.101.637850.000000.00000
1302023.09.29 03:00modify380.101.637851.622851.65285
1312023.10.02 01:00buy390.101.643320.000000.00000
1322023.10.02 01:00modify390.101.643321.638601.65285
1332023.10.02 01:00modify380.101.637851.638601.65285
1342023.10.03 05:00t/p380.101.652851.638601.6528597.929904.91
1352023.10.03 05:00t/p390.101.652851.638601.6528562.279967.18
1362023.10.03 05:00sell400.101.656150.000000.00000
1372023.10.03 05:00modify400.101.656151.671151.64115
1382023.10.05 05:00sell410.101.650880.000000.00000
1392023.10.05 05:00modify410.101.650881.655401.64115
1402023.10.05 05:00modify400.101.656151.655401.64115
1412023.10.05 08:00s/l400.101.655401.655401.641154.409971.57
1422023.10.05 08:00s/l410.101.655401.655401.64115-29.689941.89
1432023.10.10 02:00buy420.101.646050.000000.00000
1442023.10.10 02:00modify420.101.646051.631051.66105
1452023.10.11 04:00buy430.101.651450.000000.00000
1462023.10.11 04:00modify430.101.651451.646801.66105
1472023.10.11 04:00modify420.101.646051.646801.66105
1482023.10.11 16:00buy440.101.656800.000000.00000
1492023.10.11 16:00modify440.101.656801.651301.66105
1502023.10.11 16:00modify430.101.651451.651301.66105
1512023.10.11 16:00modify420.101.646051.651301.66105
1522023.10.12 15:00t/p420.101.661051.651301.6610597.5410039.44
1532023.10.12 15:00t/p430.101.661051.651301.6610562.3410101.78
1542023.10.12 15:00t/p440.101.661051.651301.6610527.2810129.06
1552023.10.19 01:00sell450.101.668090.000000.00000
1562023.10.19 01:00modify450.101.668091.683091.65309
1572023.10.23 10:00s/l450.101.683091.683091.65309-98.7710030.30
1582023.10.25 01:00buy460.101.657510.000000.00000
1592023.10.25 01:00modify460.101.657511.642511.67251
1602023.10.25 06:00buy470.101.662990.000000.00000
1612023.10.25 06:00modify470.101.662991.658261.67251
1622023.10.25 06:00modify460.101.657511.658261.67251
1632023.10.25 15:00t/p460.101.672511.658261.6725198.3010128.60
1642023.10.25 15:00t/p470.101.672511.658261.6725162.3910190.99
1652023.10.26 01:00sell480.101.681400.000000.00000
1662023.10.26 01:00modify480.101.681401.696401.66640
1672023.10.26 08:00sell490.101.672400.000000.00000
1682023.10.26 08:00modify490.101.672401.674651.66640
1692023.10.26 08:00modify480.101.681401.674651.66640
1702023.10.27 01:00t/p480.101.666401.674651.6664098.3710289.35
1712023.10.27 01:00t/p490.101.666401.674651.6664039.2710328.62
1722023.11.07 05:00sell500.101.662940.000000.00000
1732023.11.07 05:00modify500.101.662941.677941.64794
1742023.11.10 01:00s/l500.101.677941.677941.64794-99.1710229.45
1752023.11.10 04:00sell510.101.678860.000000.00000
1762023.11.10 04:00modify510.101.678861.693861.66386
1772023.11.15 14:00t/p510.101.663861.693861.6638698.1010327.56
1782023.11.20 04:00buy520.101.668310.000000.00000
1792023.11.20 04:00modify520.101.668311.653311.68331
1802023.11.28 03:00s/l520.101.653311.653311.68331-99.8410227.72
1812023.11.30 05:00buy530.101.650450.000000.00000
1822023.11.30 05:00modify530.101.650451.635451.66545
1832023.12.01 16:00s/l530.101.635451.635451.66545-98.4910129.23
1842023.12.05 03:00sell540.101.642480.000000.00000
1852023.12.05 03:00modify540.101.642481.657481.62748
1862023.12.06 04:00sell550.101.637150.000000.00000
1872023.12.06 04:00modify550.101.637151.641731.62748
1882023.12.06 04:00modify540.101.642481.641731.62748
1892023.12.06 10:00s/l540.101.641731.641731.627484.8010134.02
1902023.12.06 10:00s/l550.101.641731.641731.62748-30.0810103.94
1912023.12.07 04:00sell560.101.648050.000000.00000
1922023.12.07 04:00modify560.101.648051.663051.63305
1932023.12.07 14:00sell570.101.638860.000000.00000
1942023.12.07 14:00modify570.101.638861.641301.63305
1952023.12.07 14:00modify560.101.648051.641301.63305
1962023.12.08 03:00t/p560.101.633051.641301.6330598.3710202.31
1972023.12.08 03:00t/p570.101.633051.641301.6330538.0210240.33
1982023.12.08 05:00buy580.101.629640.000000.00000
1992023.12.08 05:00modify580.101.629641.614641.64464
2002023.12.11 18:00buy590.101.638810.000000.00000
2012023.12.11 18:00modify590.101.638811.636391.64464
2022023.12.11 18:00modify580.101.629641.636391.64464
2032023.12.12 02:00s/l580.101.636391.636391.6446443.8610284.18
2042023.12.12 02:00s/l590.101.636391.636391.64464-16.0510268.13
2052023.12.14 01:00buy600.101.627330.000000.00000
2062023.12.14 01:00modify600.101.627331.612331.64233
2072023.12.15 14:00buy610.101.636520.000000.00000
2082023.12.15 14:00modify610.101.636521.634081.64233
2092023.12.15 14:00modify600.101.627331.634081.64233
2102023.12.15 15:00s/l600.101.634081.634081.6423344.0510312.18
2112023.12.15 15:00s/l610.101.634081.634081.64233-15.9910296.19
2122024.01.17 07:00sell620.101.656480.000000.00000
2132024.01.17 07:00modify620.101.656481.671481.64148
2142024.01.19 20:00sell630.101.651200.000000.00000
2152024.01.19 20:00modify630.101.651201.655731.64148
2162024.01.19 20:00modify620.101.656481.655731.64148
2172024.01.22 07:00s/l620.101.655731.655731.641484.2510300.44
2182024.01.22 07:00s/l630.101.655731.655731.64148-29.8810270.56