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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=50; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 profit1803.26Gross profit2664.63Gross loss-861.37
Profit factor3.09Expected payoff36.80
Absolute drawdown134.94Maximal drawdown305.25 (2.98%)Relative drawdown2.98% (305.25)
Total trades49Short positions (won %)23 (73.91%)Long positions (won %)26 (50.00%)
Profit trades (% of total)30 (61.22%)Loss trades (% of total)19 (38.78%)
Largestprofit trade142.66loss trade-58.76
Averageprofit trade88.82loss trade-45.34
Maximumconsecutive wins (profit in money)9 (722.00)consecutive losses (loss in money)4 (-211.95)
Maximalconsecutive profit (count of wins)725.65 (8)consecutive loss (count of losses)-211.95 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.07 15:00sell10.101.094890.000000.00000
22023.07.07 15:00modify10.101.094891.099891.08089
32023.07.10 18:00s/l10.101.099891.099891.08089-49.839950.17
42023.07.20 15:00buy20.101.114990.000000.00000
52023.07.20 15:00modify20.101.114991.109991.12899
62023.07.24 08:00s/l20.101.109991.109991.12899-51.339898.84
72023.08.02 15:00buy30.101.093000.000000.00000
82023.08.02 15:00modify30.101.093001.088001.10700
92023.08.07 08:00buy40.101.099560.000000.00000
102023.08.07 08:00modify40.101.099561.093701.10700
112023.08.07 08:00modify30.101.093001.093701.10700
122023.08.07 18:00buy50.101.100880.000000.00000
132023.08.07 18:00modify50.101.100881.097201.10700
142023.08.07 18:00buy60.101.100880.000000.00000
152023.08.07 18:00modify60.101.100881.097901.10700
162023.08.07 18:00modify40.101.099561.097901.10700
172023.08.07 18:00modify30.101.093001.097901.10700
182023.08.07 19:00modify50.101.100881.097901.10700
192023.08.08 02:00s/l30.101.097901.097901.1070045.029943.85
202023.08.08 02:00s/l40.101.097901.097901.10700-17.269926.59
212023.08.08 02:00s/l50.101.097901.097901.10700-30.469896.13
222023.08.08 02:00s/l60.101.097901.097901.10700-30.469865.66
232023.08.10 13:00sell70.101.104200.000000.00000
242023.08.10 13:00modify70.101.104201.109201.09020
252023.08.11 10:00sell80.101.097730.000000.00000
262023.08.11 10:00modify80.101.097731.103501.09020
272023.08.11 10:00modify70.101.104201.103501.09020
282023.08.11 14:00sell90.101.096270.000000.00000
292023.08.11 14:00modify90.101.096271.100001.09020
302023.08.11 14:00sell100.101.096270.000000.00000
312023.08.11 14:00modify100.101.096271.099301.09020
322023.08.11 14:00modify80.101.097731.099301.09020
332023.08.11 14:00modify70.101.104201.099301.09020
342023.08.11 15:00modify90.101.096271.099301.09020
352023.08.14 14:00t/p70.101.090201.099301.09020140.3310006.00
362023.08.14 14:00t/p80.101.090201.099301.0902075.4710081.46
372023.08.14 14:00t/p90.101.090201.099301.0902060.8710142.33
382023.08.14 14:00t/p100.101.090201.099301.0902060.8710203.20
392023.08.14 14:00buy110.101.088440.000000.00000
402023.08.14 14:00modify110.101.088441.083441.10244
412023.08.22 15:00s/l110.101.083441.083441.10244-55.3110147.88
422023.09.14 13:00buy120.101.067970.000000.00000
432023.09.14 13:00modify120.101.067971.062971.08197
442023.09.21 02:00s/l120.101.062971.062971.08197-54.6510093.24
452023.09.25 15:00buy130.101.058050.000000.00000
462023.09.25 15:00modify130.101.058051.053051.07205
472023.09.27 14:00s/l130.101.053051.053051.07205-51.3310041.91
482023.10.02 15:00buy140.101.049850.000000.00000
492023.10.02 15:00modify140.101.049851.044851.06385
502023.10.03 16:00s/l140.101.044851.044851.06385-50.669991.24
512023.10.12 18:00buy150.101.053740.000000.00000
522023.10.12 18:00modify150.101.053741.048741.06774
532023.10.19 18:00buy160.101.060140.000000.00000
542023.10.19 18:00modify160.101.060141.054441.06774
552023.10.19 18:00modify150.101.053741.054441.06774
562023.10.23 19:00t/p150.101.067741.054441.06774134.0210125.27
572023.10.23 19:00t/p160.101.067741.054441.0677474.6710199.94
582023.10.31 10:00sell170.101.066810.000000.00000
592023.10.31 10:00modify170.101.066811.071811.05281
602023.10.31 14:00sell180.101.060360.000000.00000
612023.10.31 14:00modify180.101.060361.066111.05281
622023.10.31 14:00modify170.101.066811.066111.05281
632023.11.01 14:00t/p170.101.052811.066111.05281140.1710340.11
642023.11.01 14:00t/p180.101.052811.066111.0528175.6710415.77
652023.11.02 13:00sell190.101.066400.000000.00000
662023.11.02 13:00modify190.101.066401.071401.05240
672023.11.03 13:00s/l190.101.071401.071401.05240-49.8310365.94
682023.11.03 13:00sell200.101.070950.000000.00000
692023.11.03 13:00modify200.101.070951.075951.05695
702023.11.14 14:00s/l200.101.075951.075951.05695-48.5010317.44
712023.11.14 14:00sell210.101.078900.000000.00000
722023.11.14 14:00modify210.101.078901.083901.06490
732023.11.14 16:00s/l210.101.083901.083901.06490-50.0010267.44
742023.12.01 15:00buy220.101.084700.000000.00000
752023.12.01 15:00modify220.101.084701.079701.09870
762023.12.05 17:00s/l220.101.079701.079701.09870-51.3310216.11
772023.12.14 15:00sell230.101.099100.000000.00000
782023.12.14 15:00modify230.101.099101.104101.08510
792023.12.18 16:00sell240.101.091400.000000.00000
802023.12.18 16:00modify240.101.091401.094901.08510
812023.12.18 16:00sell250.101.091400.000000.00000
822023.12.18 16:00modify250.101.091401.094201.08510
832023.12.18 16:00modify230.101.099101.094201.08510
842023.12.18 17:00modify240.101.091401.094201.08510
852023.12.19 08:00s/l230.101.094201.094201.0851049.5010265.61
862023.12.19 08:00s/l240.101.094201.094201.08510-27.8310237.78
872023.12.19 08:00s/l250.101.094201.094201.08510-27.8310209.94
882023.12.27 15:00sell260.101.110450.000000.00000
892023.12.27 15:00modify260.101.110451.115451.09645
902023.12.29 20:00sell270.101.104090.000000.00000
912023.12.29 20:00modify270.101.104091.109751.09645
922023.12.29 20:00modify260.101.110451.109751.09645
932024.01.02 13:00t/p260.101.096451.109751.09645141.0010350.94
942024.01.02 13:00t/p270.101.096451.109751.0964576.7310427.67
952024.01.05 16:00sell280.101.097820.000000.00000
962024.01.05 16:00modify280.101.097821.102821.08382
972024.01.23 16:00t/p280.101.083821.102821.08382142.6610570.34
982024.01.25 16:00buy290.101.083460.000000.00000
992024.01.25 16:00modify290.101.083461.078461.09746
1002024.02.01 08:00s/l290.101.078461.078461.09746-54.6510515.69
1012024.02.01 17:00sell300.101.086450.000000.00000
1022024.02.01 17:00modify300.101.086451.091451.07245
1032024.02.02 17:00sell310.101.078610.000000.00000
1042024.02.02 17:00modify310.101.078611.082251.07245
1052024.02.02 17:00sell320.101.078610.000000.00000
1062024.02.02 17:00modify320.101.078611.081551.07245
1072024.02.02 17:00modify300.101.086451.081551.07245
1082024.02.02 18:00modify310.101.078611.081551.07245
1092024.02.13 14:00t/p300.101.072451.081551.07245141.6710657.36
1102024.02.13 14:00t/p310.101.072451.081551.0724563.1010720.46
1112024.02.13 14:00t/p320.101.072451.081551.0724563.1010783.55
1122024.02.13 14:00buy330.101.071140.000000.00000
1132024.02.13 14:00modify330.101.071141.066141.08514
1142024.02.15 21:00buy340.101.077450.000000.00000
1152024.02.15 21:00modify340.101.077451.071841.08514
1162024.02.15 21:00modify330.101.071141.071841.08514
1172024.02.19 01:00buy350.101.079000.000000.00000
1182024.02.19 01:00modify350.101.079001.075341.08514
1192024.02.19 01:00buy360.101.079000.000000.00000
1202024.02.19 01:00modify360.101.079001.076041.08514
1212024.02.19 01:00modify340.101.077451.076041.08514
1222024.02.19 01:00modify330.101.071141.076041.08514
1232024.02.19 02:00modify350.101.079001.076041.08514
1242024.02.22 08:00t/p330.101.085141.076041.08514132.7010916.25
1252024.02.22 08:00t/p340.101.085141.076041.0851472.2510988.50
1262024.02.22 08:00t/p350.101.085141.076041.0851458.0811046.58
1272024.02.22 08:00t/p360.101.085141.076041.0851458.0811104.66
1282024.04.01 16:00buy370.101.073570.000000.00000
1292024.04.01 16:00modify370.101.073571.068571.08757
1302024.04.04 14:00t/p370.101.087571.068571.08757136.6811241.34
1312024.04.10 13:00buy380.101.078380.000000.00000
1322024.04.10 13:00modify380.101.078381.073381.09238
1332024.04.10 16:00s/l380.101.073381.073381.09238-50.0011191.34
1342024.04.12 10:00buy390.101.066360.000000.00000
1352024.04.12 10:00modify390.101.066361.061361.08036
1362024.04.16 02:00s/l390.101.061361.061361.08036-51.3311140.01
1372024.04.26 15:00buy400.101.068280.000000.00000
1382024.04.26 15:00modify400.101.068281.063281.08228
1392024.05.03 10:00buy410.101.074610.000000.00000
1402024.05.03 10:00modify410.101.074611.068981.08228
1412024.05.03 10:00modify400.101.068281.068981.08228
1422024.05.09 13:00buy420.101.076230.000000.00000
1432024.05.09 13:00modify420.101.076231.072481.08228
1442024.05.09 13:00buy430.101.076230.000000.00000
1452024.05.09 13:00modify430.101.076231.073181.08228
1462024.05.09 13:00modify410.101.074611.073181.08228
1472024.05.09 13:00modify400.101.068281.073181.08228
1482024.05.09 14:00modify420.101.076231.073181.08228
1492024.05.14 15:00t/p400.101.082281.073181.08228129.3811269.39
1502024.05.14 15:00t/p410.101.082281.073181.0822870.7211340.11
1512024.05.14 15:00t/p420.101.082281.073181.0822858.5111398.62
1522024.05.14 15:00t/p430.101.082281.073181.0822858.5111457.13
1532024.05.31 13:00sell440.101.088020.000000.00000
1542024.05.31 13:00modify440.101.088021.093021.07402
1552024.06.07 20:00sell450.101.080030.000000.00000
1562024.06.07 20:00modify450.101.080031.083821.07402
1572024.06.07 20:00sell460.101.080030.000000.00000
1582024.06.07 20:00modify460.101.080031.083121.07402
1592024.06.07 20:00modify440.101.088021.083121.07402
1602024.06.09 21:00modify450.101.080031.083121.07402
1612024.06.10 11:00t/p440.101.074021.083121.07402141.3311598.46
1622024.06.10 11:00t/p450.101.074021.083121.0740260.2711658.73
1632024.06.10 11:00t/p460.101.074021.083121.0740260.2711719.00
1642024.06.12 13:00sell470.101.082640.000000.00000
1652024.06.12 13:00modify470.101.082641.087641.06864
1662024.06.14 10:00t/p470.101.068641.087641.06864140.6711859.66
1672024.06.14 10:00buy480.101.069010.000000.00000
1682024.06.14 10:00modify480.101.069011.064011.08301
1692024.06.19 11:00buy490.101.075320.000000.00000
1702024.06.19 11:00modify490.101.075321.069711.08301
1712024.06.19 11:00modify480.101.069011.069711.08301
1722024.06.21 08:00s/l480.101.069711.069711.083012.3511862.01
1732024.06.21 08:00s/l490.101.069711.069711.08301-58.7611803.26