Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 modelled23382976Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1375.50Gross profit1896.08Gross loss-520.57
Profit factor3.64Expected payoff28.07
Absolute drawdown144.23Maximal drawdown333.48 (3.27%)Relative drawdown3.27% (333.48)
Total trades49Short positions (won %)29 (55.17%)Long positions (won %)20 (55.00%)
Profit trades (% of total)27 (55.10%)Loss trades (% of total)22 (44.90%)
Largestprofit trade132.19loss trade-147.59
Averageprofit trade70.23loss trade-23.66
Maximumconsecutive wins (profit in money)9 (666.87)consecutive losses (loss in money)4 (-199.59)
Maximalconsecutive profit (count of wins)666.87 (9)consecutive loss (count of losses)-199.59 (4)
Averageconsecutive wins4consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.06.15 20:00sell10.101.094760.000000.00000
22023.06.15 20:00modify10.101.094761.109761.08176
32023.06.23 07:22sell20.101.088210.000000.00000
42023.06.23 07:22modify20.101.088211.094111.08176
52023.06.23 07:22modify10.101.094761.094111.08176
62023.06.23 07:30sell30.101.087350.000000.00000
72023.06.23 07:30modify30.101.087351.090861.08176
82023.06.23 07:30sell40.101.087350.000000.00000
92023.06.23 07:30modify40.101.087351.089561.08176
102023.06.23 07:30modify20.101.088211.089561.08176
112023.06.23 07:30modify10.101.094761.089561.08176
122023.06.23 07:30modify30.101.087351.089561.08176
132023.06.23 12:22s/l10.101.089561.089561.0817653.7510053.75
142023.06.23 12:22s/l20.101.089561.089561.08176-13.5010040.25
152023.06.23 12:22s/l30.101.089561.089561.08176-22.1010018.15
162023.06.23 12:22s/l40.101.089561.089561.08176-22.109996.05
172023.07.12 20:00sell50.101.113700.000000.00000
182023.07.12 20:00modify50.101.113701.128701.10070
192023.07.24 08:37sell60.101.107190.000000.00000
202023.07.24 08:37modify60.101.107191.113051.10070
212023.07.24 08:37modify50.101.113701.113051.10070
222023.07.24 19:14sell70.101.106550.000000.00000
232023.07.24 19:14modify70.101.106551.109801.10070
242023.07.24 19:14sell80.101.106550.000000.00000
252023.07.24 19:14modify80.101.106551.108501.10070
262023.07.24 19:14modify60.101.107191.108501.10070
272023.07.24 19:14modify50.101.113701.108501.10070
282023.07.24 19:14modify70.101.106551.108501.10070
292023.07.25 06:19s/l50.101.108501.108501.1007054.8510050.91
302023.07.25 06:19s/l60.101.108501.108501.10070-12.8810038.02
312023.07.25 06:19s/l70.101.108501.108501.10070-19.2810018.74
322023.07.25 06:19s/l80.101.108501.108501.10070-19.289999.46
332023.08.04 18:00sell90.101.102830.000000.00000
342023.08.04 18:00modify90.101.102831.117831.08983
352023.08.08 10:09sell100.101.096260.000000.00000
362023.08.08 10:09modify100.101.096261.102181.08983
372023.08.08 10:09modify90.101.102831.102181.08983
382023.08.08 10:34sell110.101.095670.000000.00000
392023.08.08 10:34modify110.101.095671.098931.08983
402023.08.08 10:34sell120.101.095670.000000.00000
412023.08.08 10:34modify120.101.095671.097631.08983
422023.08.08 10:34modify100.101.096261.097631.08983
432023.08.08 10:34modify90.101.102831.097631.08983
442023.08.08 10:34modify110.101.095671.097631.08983
452023.08.09 05:05s/l90.101.097631.097631.0898352.6610052.12
462023.08.09 05:05s/l100.101.097631.097631.08983-13.4810038.64
472023.08.09 05:05s/l110.101.097631.097631.08983-19.3810019.26
482023.08.09 05:05s/l120.101.097631.097631.08983-19.389999.88
492023.09.14 15:00buy130.101.066690.000000.00000
502023.09.14 15:00modify130.101.066691.051691.07969
512023.09.20 16:21buy140.101.073210.000000.00000
522023.09.20 16:21modify140.101.073211.067341.07969
532023.09.20 16:21modify130.101.066691.067341.07969
542023.09.20 16:29buy150.101.073850.000000.00000
552023.09.20 16:29modify150.101.073851.070591.07969
562023.09.20 16:29buy160.101.073850.000000.00000
572023.09.20 16:29modify160.101.073851.071891.07969
582023.09.20 16:29modify140.101.073211.071891.07969
592023.09.20 16:29modify130.101.066691.071891.07969
602023.09.20 16:29modify150.101.073851.071891.07969
612023.09.20 18:00s/l130.101.071891.071891.0796949.4310049.31
622023.09.20 18:00s/l140.101.071891.071891.07969-13.2010036.11
632023.09.20 18:00s/l150.101.071891.071891.07969-19.6010016.51
642023.09.20 18:00s/l160.101.071891.071891.07969-19.609996.91
652023.10.12 15:00buy170.101.055860.000000.00000
662023.10.12 15:00modify170.101.055861.040861.06886
672023.10.23 14:18buy180.101.062460.000000.00000
682023.10.23 14:18modify180.101.062461.056511.06886
692023.10.23 14:18modify170.101.055861.056511.06886
702023.10.23 14:20buy190.101.063020.000000.00000
712023.10.23 14:20modify190.101.063021.059761.06886
722023.10.23 14:20buy200.101.063020.000000.00000
732023.10.23 14:20modify200.101.063021.061061.06886
742023.10.23 14:20modify180.101.062461.061061.06886
752023.10.23 14:20modify170.101.055861.061061.06886
762023.10.23 14:20modify190.101.063021.061061.06886
772023.10.24 07:03t/p170.101.068861.061061.06886123.5810120.49
782023.10.24 07:03t/p180.101.068861.061061.0688663.3610183.85
792023.10.24 07:03t/p190.101.068861.061061.0688657.7610241.61
802023.10.24 07:03t/p200.101.068861.061061.0688657.7610299.36
812023.10.31 11:00sell210.101.066400.000000.00000
822023.10.31 11:00modify210.101.066401.081401.05340
832023.10.31 14:00sell220.101.059890.000000.00000
842023.10.31 14:00modify220.101.059891.065751.05340
852023.10.31 14:00modify210.101.066401.065751.05340
862023.10.31 15:05sell230.101.059210.000000.00000
872023.10.31 15:05modify230.101.059211.062501.05340
882023.10.31 15:05sell240.101.059210.000000.00000
892023.10.31 15:05modify240.101.059211.061201.05340
902023.10.31 15:05modify220.101.059891.061201.05340
912023.10.31 15:05modify210.101.066401.061201.05340
922023.10.31 15:05modify230.101.059211.061201.05340
932023.11.01 13:12t/p210.101.053401.061201.05340130.2210429.58
942023.11.01 13:12t/p220.101.053401.061201.0534065.1210494.70
952023.11.01 13:12t/p230.101.053401.061201.0534058.3210553.02
962023.11.01 13:12t/p240.101.053401.061201.0534058.3210611.34
972023.11.03 18:00sell250.101.073660.000000.00000
982023.11.03 18:00modify250.101.073661.088661.06066
992023.11.07 11:36sell260.101.067160.000000.00000
1002023.11.07 11:36modify260.101.067161.073011.06066
1012023.11.07 11:36modify250.101.073661.073011.06066
1022023.11.07 14:33sell270.101.066510.000000.00000
1032023.11.07 14:33modify270.101.066511.069761.06066
1042023.11.07 14:33sell280.101.066510.000000.00000
1052023.11.07 14:33modify280.101.066511.068461.06066
1062023.11.07 14:33modify260.101.067161.068461.06066
1072023.11.07 14:33modify250.101.073661.068461.06066
1082023.11.07 14:33modify270.101.066511.068461.06066
1092023.11.07 15:12s/l250.101.068461.068461.0606652.4410663.78
1102023.11.07 15:12s/l260.101.068461.068461.06066-13.0010650.78
1112023.11.07 15:12s/l270.101.068461.068461.06066-19.5010631.28
1122023.11.07 15:12s/l280.101.068461.068461.06066-19.5010611.78
1132023.12.13 21:00sell290.101.088120.000000.00000
1142023.12.13 21:00modify290.101.088121.103121.07512
1152023.12.22 11:30s/l290.101.103121.103121.07512-147.5910464.19
1162023.12.27 18:00sell300.101.110540.000000.00000
1172023.12.27 18:00modify300.101.110541.125541.09754
1182023.12.29 19:28sell310.101.104040.000000.00000
1192023.12.29 19:28modify310.101.104041.109891.09754
1202023.12.29 19:28modify300.101.110541.109891.09754
1212023.12.29 21:25sell320.101.103390.000000.00000
1222023.12.29 21:25modify320.101.103391.106641.09754
1232023.12.29 21:25sell330.101.103390.000000.00000
1242023.12.29 21:25modify330.101.103391.105341.09754
1252023.12.29 21:25modify310.101.104041.105341.09754
1262023.12.29 21:25modify300.101.110541.105341.09754
1272023.12.29 21:25modify320.101.103391.105341.09754
1282024.01.02 11:36t/p300.101.097541.105341.09754131.3210595.51
1292024.01.02 11:36t/p310.101.097541.105341.0975465.4410660.95
1302024.01.02 11:36t/p320.101.097541.105341.0975458.9410719.88
1312024.01.02 11:36t/p330.101.097541.105341.0975458.9410778.82
1322024.02.02 15:00buy340.101.081160.000000.00000
1332024.02.02 15:00modify340.101.081161.066161.09416
1342024.02.22 08:15buy350.101.087870.000000.00000
1352024.02.22 08:15modify350.101.087871.081811.09416
1362024.02.22 08:15modify340.101.081161.081811.09416
1372024.02.22 08:15buy360.101.088360.000000.00000
1382024.02.22 08:15modify360.101.088361.085061.09416
1392024.02.22 08:15buy370.101.088360.000000.00000
1402024.02.22 08:15modify370.101.088361.086361.09416
1412024.02.22 08:15modify350.101.087871.086361.09416
1422024.02.22 08:15modify340.101.081161.086361.09416
1432024.02.22 08:15modify360.101.088361.086361.09416
1442024.02.22 08:30s/l340.101.086361.086361.0941639.1610817.98
1452024.02.22 08:30s/l350.101.086361.086361.09416-15.1010802.88
1462024.02.22 08:30s/l360.101.086361.086361.09416-20.0010782.88
1472024.02.22 08:30s/l370.101.086361.086361.09416-20.0010762.88
1482024.03.20 22:00sell380.101.092060.000000.00000
1492024.03.20 22:00modify380.101.092061.107061.07906
1502024.03.21 15:55sell390.101.085560.000000.00000
1512024.03.21 15:55modify390.101.085561.091411.07906
1522024.03.21 15:55modify380.101.092061.091411.07906
1532024.03.22 02:14sell400.101.084910.000000.00000
1542024.03.22 02:14modify400.101.084911.088161.07906
1552024.03.22 02:14sell410.101.084910.000000.00000
1562024.03.22 02:14modify410.101.084911.086861.07906
1572024.03.22 02:14modify390.101.085561.086861.07906
1582024.03.22 02:14modify380.101.092061.086861.07906
1592024.03.22 02:14modify400.101.084911.086861.07906
1602024.03.28 09:03t/p380.101.079061.086861.07906132.1910895.07
1612024.03.28 09:03t/p390.101.079061.086861.0790666.5410961.61
1622024.03.28 09:03t/p400.101.079061.086861.0790659.8211021.42
1632024.03.28 09:03t/p410.101.079061.086861.0790659.8211081.24
1642024.04.01 17:00buy420.101.073960.000000.00000
1652024.04.01 17:00modify420.101.073961.058961.08696
1662024.04.03 14:00buy430.101.080470.000000.00000
1672024.04.03 14:00modify430.101.080471.074611.08696
1682024.04.03 14:00modify420.101.073961.074611.08696
1692024.04.03 14:00buy440.101.081120.000000.00000
1702024.04.03 14:00modify440.101.081121.077861.08696
1712024.04.03 14:00buy450.101.081120.000000.00000
1722024.04.03 14:00modify450.101.081121.079161.08696
1732024.04.03 14:00modify430.101.080471.079161.08696
1742024.04.03 14:00modify420.101.073961.079161.08696
1752024.04.03 14:00modify440.101.081121.079161.08696
1762024.04.04 12:58t/p420.101.086961.079161.08696126.7911208.03
1772024.04.04 12:58t/p430.101.086961.079161.0869662.9711271.00
1782024.04.04 12:58t/p440.101.086961.079161.0869656.4711327.48
1792024.04.04 12:58t/p450.101.086961.079161.0869656.4711383.95
1802024.04.12 12:00buy460.101.065400.000000.00000
1812024.04.12 12:00modify460.101.065401.050401.07840
1822024.04.25 06:13buy470.101.071910.000000.00000
1832024.04.25 06:13modify470.101.071911.066051.07840
1842024.04.25 06:13modify460.101.065401.066051.07840
1852024.04.25 06:30buy480.101.072550.000000.00000
1862024.04.25 06:30modify480.101.072551.069301.07840
1872024.04.25 06:30buy490.101.072550.000000.00000
1882024.04.25 06:30modify490.101.072551.070601.07840
1892024.04.25 06:30modify470.101.071911.070601.07840
1902024.04.25 06:30modify460.101.065401.070601.07840
1912024.04.25 06:30modify480.101.072551.070601.07840
1922024.04.25 12:31s/l460.101.070601.070601.0784043.6511427.60
1932024.04.25 12:31s/l470.101.070601.070601.07840-13.1011414.50
1942024.04.25 12:31s/l480.101.070601.070601.07840-19.5011395.00
1952024.04.25 12:31s/l490.101.070601.070601.07840-19.5011375.50