Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01)
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=11; 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; 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=25; 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=15; 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 test7201Ticks modelled13401Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit922.51Gross profit2171.20Gross loss-1248.69
Profit factor1.74Expected payoff15.64
Absolute drawdown153.60Maximal drawdown475.76 (4.28%)Relative drawdown4.42% (469.54)
Total trades59Short positions (won %)38 (55.26%)Long positions (won %)21 (57.14%)
Profit trades (% of total)33 (55.93%)Loss trades (% of total)26 (44.07%)
Largestprofit trade151.83loss trade-101.33
Averageprofit trade65.79loss trade-48.03
Maximumconsecutive wins (profit in money)5 (472.16)consecutive losses (loss in money)4 (-274.90)
Maximalconsecutive profit (count of wins)472.16 (5)consecutive loss (count of losses)-274.90 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.07 15:00sell10.101.094890.000000.00000
22023.07.07 15:00modify10.101.094891.104891.07989
32023.07.12 13:00s/l10.101.104891.104891.07989-99.509900.50
42023.07.13 17:00sell20.101.120560.000000.00000
52023.07.13 17:00modify20.101.120561.130561.10556
62023.07.21 15:00sell30.101.111340.000000.00000
72023.07.21 15:00modify30.101.111341.116811.10556
82023.07.21 15:00sell40.101.111340.000000.00000
92023.07.21 15:00modify40.101.111341.115311.10556
102023.07.21 15:00modify20.101.120561.115311.10556
112023.07.21 16:00modify30.101.111341.115311.10556
122023.07.25 10:00t/p20.101.105561.115311.10556151.6710052.17
132023.07.25 10:00t/p30.101.105561.115311.1055658.1310110.30
142023.07.25 10:00t/p40.101.105561.115311.1055658.1310168.43
152023.08.01 22:00sell50.101.101800.000000.00000
162023.08.01 22:00modify50.101.101801.111801.08680
172023.08.02 10:00sell60.101.098040.000000.00000
182023.08.02 10:00modify60.101.098041.101051.08680
192023.08.02 10:00modify50.101.101801.101051.08680
202023.08.02 15:00sell70.101.092700.000000.00000
212023.08.02 15:00modify70.101.092701.098051.08680
222023.08.02 15:00sell80.101.092700.000000.00000
232023.08.02 15:00modify80.101.092701.096551.08680
242023.08.02 15:00modify60.101.098041.096551.08680
252023.08.02 15:00modify50.101.101801.096551.08680
262023.08.02 16:00modify70.101.092701.096551.08680
272023.08.03 17:00s/l50.101.096551.096551.0868053.1710221.60
282023.08.03 17:00s/l60.101.096551.096551.0868015.4010237.00
292023.08.03 17:00s/l70.101.096551.096551.08680-38.0010199.00
302023.08.03 17:00s/l80.101.096551.096551.08680-38.0010161.00
312023.08.10 18:00buy90.101.098290.000000.00000
322023.08.10 18:00modify90.101.098291.088291.11329
332023.08.14 14:00s/l90.101.088291.088291.11329-101.3310059.67
342023.08.29 16:00sell100.101.084990.000000.00000
352023.08.29 16:00modify100.101.084991.094991.06999
362023.09.07 13:00t/p100.101.069991.094991.06999151.8310211.50
372023.09.20 17:00sell110.101.073520.000000.00000
382023.09.20 17:00modify110.101.073521.083521.05852
392023.09.22 02:00sell120.101.064320.000000.00000
402023.09.22 02:00modify120.101.064321.069771.05852
412023.09.22 02:00sell130.101.064320.000000.00000
422023.09.22 02:00modify130.101.064321.068271.05852
432023.09.22 02:00modify110.101.073521.068271.05852
442023.09.22 03:00modify120.101.064321.068271.05852
452023.09.25 15:00t/p110.101.058521.068271.05852150.8310362.33
462023.09.25 15:00t/p120.101.058521.068271.0585258.1710420.50
472023.09.25 15:00t/p130.101.058521.068271.0585258.1710478.67
482023.09.28 15:00sell140.101.056280.000000.00000
492023.09.28 15:00modify140.101.056281.066281.04128
502023.10.03 01:00sell150.101.047240.000000.00000
512023.10.03 01:00modify150.101.047241.052531.04128
522023.10.03 01:00sell160.101.047240.000000.00000
532023.10.03 01:00modify160.101.047241.051031.04128
542023.10.03 01:00modify140.101.056281.051031.04128
552023.10.03 02:00modify150.101.047241.051031.04128
562023.10.04 11:00s/l140.101.051031.051031.0412853.1710531.83
572023.10.04 11:00s/l150.101.051031.051031.04128-37.7310494.10
582023.10.04 11:00s/l160.101.051031.051031.04128-37.7310456.37
592023.10.06 16:00sell170.101.059450.000000.00000
602023.10.06 16:00modify170.101.059451.069451.04445
612023.10.13 15:00sell180.101.050330.000000.00000
622023.10.13 15:00modify180.101.050331.055701.04445
632023.10.13 15:00sell190.101.050330.000000.00000
642023.10.13 15:00modify190.101.050331.054201.04445
652023.10.13 15:00modify170.101.059451.054201.04445
662023.10.13 16:00modify180.101.050331.054201.04445
672023.10.16 09:00s/l170.101.054201.054201.0444553.8310510.20
682023.10.16 09:00s/l180.101.054201.054201.04445-38.5310471.66
692023.10.16 09:00s/l190.101.054201.054201.04445-38.5310433.13
702023.10.17 16:00sell200.101.059210.000000.00000
712023.10.17 16:00modify200.101.059211.069211.04421
722023.10.24 08:00s/l200.101.069211.069211.04421-98.8310334.30
732023.10.30 16:00sell210.101.061890.000000.00000
742023.10.30 16:00modify210.101.061891.071891.04689
752023.11.03 13:00s/l210.101.071891.071891.04689-99.0010235.30
762023.11.08 17:00sell220.101.071440.000000.00000
772023.11.08 17:00modify220.101.071441.081441.05644
782023.11.10 12:00sell230.101.067690.000000.00000
792023.11.10 12:00modify230.101.067691.070691.05644
802023.11.10 12:00modify220.101.071441.070691.05644
812023.11.13 18:00s/l220.101.070691.070691.056448.3310243.63
822023.11.13 18:00s/l230.101.070691.070691.05644-29.8310213.80
832023.11.17 19:00sell240.101.090320.000000.00000
842023.11.17 19:00modify240.101.090321.100321.07532
852023.11.22 16:00sell250.101.086570.000000.00000
862023.11.22 16:00modify250.101.086571.089571.07532
872023.11.22 16:00modify240.101.090321.089571.07532
882023.11.23 02:00s/l240.101.089571.089571.075328.5010222.29
892023.11.23 02:00s/l250.101.089571.089571.07532-29.5010192.79
902023.11.28 17:00sell260.101.100550.000000.00000
912023.11.28 17:00modify260.101.100551.110551.08555
922023.12.01 15:00t/p260.101.085551.110551.08555150.8310343.63
932023.12.01 15:00buy270.101.084700.000000.00000
942023.12.01 15:00modify270.101.084701.074701.09970
952023.12.01 18:00buy280.101.088450.000000.00000
962023.12.01 18:00modify280.101.088451.085451.09970
972023.12.01 18:00modify270.101.084701.085451.09970
982023.12.04 08:00s/l270.101.085451.085451.099706.8410350.46
992023.12.04 08:00s/l280.101.085451.085451.09970-30.6610319.80
1002023.12.04 16:00buy290.101.081780.000000.00000
1012023.12.04 16:00modify290.101.081781.071781.09678
1022023.12.14 04:00buy300.101.090880.000000.00000
1032023.12.14 04:00modify300.101.090881.085531.09678
1042023.12.14 04:00buy310.101.090880.000000.00000
1052023.12.14 04:00modify310.101.090881.087031.09678
1062023.12.14 04:00modify290.101.081781.087031.09678
1072023.12.14 05:00modify300.101.090881.087031.09678
1082023.12.14 15:00t/p290.101.096781.087031.09678142.0310461.83
1092023.12.14 15:00t/p300.101.096781.087031.0967859.0010520.83
1102023.12.14 15:00t/p310.101.096781.087031.0967859.0010579.83
1112023.12.19 15:00sell320.101.097910.000000.00000
1122023.12.19 15:00modify320.101.097911.107911.08291
1132023.12.21 09:00sell330.101.093970.000000.00000
1142023.12.21 09:00modify330.101.093971.097161.08291
1152023.12.21 09:00modify320.101.097911.097161.08291
1162023.12.21 12:00s/l320.101.097161.097161.082918.1710588.00
1172023.12.21 12:00s/l330.101.097161.097161.08291-31.9010556.10
1182023.12.27 15:00sell340.101.110450.000000.00000
1192023.12.27 15:00modify340.101.110451.120451.09545
1202023.12.28 19:00sell350.101.106400.000000.00000
1212023.12.28 19:00modify350.101.106401.109701.09545
1222023.12.28 19:00modify340.101.110451.109701.09545
1232024.01.02 14:00t/p340.101.095451.109701.09545151.0010707.10
1242024.01.02 14:00t/p350.101.095451.109701.09545110.0010817.10
1252024.01.05 16:00sell360.101.097820.000000.00000
1262024.01.05 16:00modify360.101.097821.107821.08282
1272024.01.05 21:00sell370.101.093930.000000.00000
1282024.01.05 21:00modify370.101.093931.097071.08282
1292024.01.05 21:00modify360.101.097821.097071.08282
1302024.01.08 16:00s/l360.101.097071.097071.082827.6710824.76
1312024.01.08 16:00s/l370.101.097071.097071.08282-31.2310793.53
1322024.01.23 15:00buy380.101.085580.000000.00000
1332024.01.23 15:00modify380.101.085581.075581.10058
1342024.02.02 10:00buy390.101.089370.000000.00000
1352024.02.02 10:00modify390.101.089371.086331.10058
1362024.02.02 10:00modify380.101.085581.086331.10058
1372024.02.02 14:00s/l380.101.086331.086331.10058-0.4710793.06
1382024.02.02 14:00s/l390.101.086331.086331.10058-30.4010762.66
1392024.02.05 16:00buy400.101.072820.000000.00000
1402024.02.05 16:00modify400.101.072821.062821.08782
1412024.02.07 02:00buy410.101.076630.000000.00000
1422024.02.07 02:00modify410.101.076631.073571.08782
1432024.02.07 02:00modify400.101.072821.073571.08782
1442024.02.13 14:00s/l400.101.073571.073571.087822.1910764.85
1452024.02.13 14:00s/l410.101.073571.073571.08782-34.5810730.27
1462024.02.15 15:00sell420.101.077610.000000.00000
1472024.02.15 15:00modify420.101.077611.087611.06261
1482024.02.22 09:00s/l420.101.087611.087611.06261-98.8310631.43
1492024.02.29 18:00buy430.101.080290.000000.00000
1502024.02.29 18:00modify430.101.080291.070291.09529
1512024.03.01 18:00buy440.101.084060.000000.00000
1522024.03.01 18:00modify440.101.084061.081041.09529
1532024.03.01 18:00modify430.101.080291.081041.09529
1542024.03.08 01:00t/p430.101.095291.081041.09529144.6910776.12
1552024.03.08 01:00t/p440.101.095291.081041.09529107.6510883.77
1562024.03.14 15:00buy450.101.090070.000000.00000
1572024.03.14 15:00modify450.101.090071.080071.10507
1582024.03.21 00:00buy460.101.094030.000000.00000
1592024.03.21 00:00modify460.101.094031.090821.10507
1602024.03.21 00:00modify450.101.090071.090821.10507
1612024.03.21 09:00s/l450.101.090821.090821.105072.8510886.62
1622024.03.21 09:00s/l460.101.090821.090821.10507-32.1010854.52
1632024.04.01 15:00buy470.101.074730.000000.00000
1642024.04.01 15:00modify470.101.074731.064731.08973
1652024.04.03 12:00buy480.101.078700.000000.00000
1662024.04.03 12:00modify480.101.078701.075481.08973
1672024.04.03 12:00modify470.101.074731.075481.08973
1682024.04.03 19:00buy490.101.083770.000000.00000
1692024.04.03 19:00modify490.101.083771.078481.08973
1702024.04.03 19:00buy500.101.083770.000000.00000
1712024.04.03 19:00modify500.101.083771.079981.08973
1722024.04.03 19:00modify480.101.078701.079981.08973
1732024.04.03 19:00modify470.101.074731.079981.08973
1742024.04.03 20:00modify490.101.083771.079981.08973
1752024.04.05 14:00s/l470.101.079981.079981.0897348.5210903.04
1762024.04.05 14:00s/l480.101.079981.079981.0897310.1410913.18
1772024.04.05 14:00s/l490.101.079981.079981.08973-40.5610872.63
1782024.04.05 14:00s/l500.101.079981.079981.08973-40.5610832.07
1792024.04.26 15:00buy510.101.068280.000000.00000
1802024.04.26 15:00modify510.101.068281.058281.08328
1812024.04.29 03:00buy520.101.072050.000000.00000
1822024.04.29 03:00modify520.101.072051.069031.08328
1832024.04.29 03:00modify510.101.068281.069031.08328
1842024.04.29 14:00s/l510.101.069031.069031.083286.8410838.91
1852024.04.29 14:00s/l520.101.069031.069031.08328-30.2010808.71
1862024.05.01 19:00sell530.101.072820.000000.00000
1872024.05.01 19:00modify530.101.072821.082821.05782
1882024.05.01 20:00sell540.101.068920.000000.00000
1892024.05.01 20:00modify540.101.068921.072071.05782
1902024.05.01 20:00modify530.101.072821.072071.05782
1912024.05.01 21:00s/l530.101.072071.072071.057827.5010816.21
1922024.05.01 21:00s/l540.101.072071.072071.05782-31.5010784.71
1932024.05.09 15:00sell550.101.077570.000000.00000
1942024.05.09 15:00modify550.101.077571.087571.06257
1952024.05.15 16:00s/l550.101.087571.087571.06257-99.3310685.37
1962024.05.15 18:00sell560.101.087990.000000.00000
1972024.05.15 18:00modify560.101.087991.097991.07299
1982024.05.31 19:00sell570.101.084240.000000.00000
1992024.05.31 19:00modify570.101.084241.087241.07299
2002024.05.31 19:00modify560.101.087991.087241.07299
2012024.06.03 15:00s/l560.101.087241.087241.0729910.6610696.04
2022024.06.03 15:00s/l570.101.087241.087241.07299-29.8310666.20
2032024.06.03 16:00sell580.101.088950.000000.00000
2042024.06.03 16:00modify580.101.088951.098951.07395
2052024.06.10 11:00t/p580.101.073951.098951.07395151.1710817.37
2062024.06.13 16:00buy590.101.075830.000000.00000
2072024.06.13 16:00modify590.101.075831.065831.09083
2082024.06.28 20:59close at stop590.101.087341.065831.09083105.1410922.51