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 20:00 (2023.07.01 - 2024.07.01)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6500Ticks modelled21621015Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1720.20Gross profit2970.03Gross loss-1249.83
Profit factor2.38Expected payoff23.89
Absolute drawdown153.01Maximal drawdown441.47 (4.29%)Relative drawdown4.29% (441.47)
Total trades72Short positions (won %)39 (69.23%)Long positions (won %)33 (39.39%)
Profit trades (% of total)40 (55.56%)Loss trades (% of total)32 (44.44%)
Largestprofit trade141.67loss trade-59.52
Averageprofit trade74.25loss trade-39.06
Maximumconsecutive wins (profit in money)12 (1004.05)consecutive losses (loss in money)5 (-265.96)
Maximalconsecutive profit (count of wins)1004.05 (12)consecutive loss (count of losses)-265.96 (5)
Averageconsecutive wins4consecutive losses3
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 17:42s/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 07:30s/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
92023.08.04 12:51buy40.101.099300.000000.00000
102023.08.04 12:51modify40.101.099301.093701.10700
112023.08.04 12:51modify30.101.093001.093701.10700
122023.08.04 13:06buy50.101.100700.000000.00000
132023.08.04 13:06modify50.101.100701.097201.10700
142023.08.04 13:06buy60.101.100700.000000.00000
152023.08.04 13:06modify60.101.100701.097901.10700
162023.08.04 13:06modify40.101.099301.097901.10700
172023.08.04 13:06modify30.101.093001.097901.10700
182023.08.04 13:06modify50.101.100701.097901.10700
192023.08.07 06:17s/l30.101.097901.097901.1070045.689944.52
202023.08.07 06:17s/l40.101.097901.097901.10700-14.669929.85
212023.08.07 06:17s/l50.101.097901.097901.10700-28.669901.19
222023.08.07 06:17s/l60.101.097901.097901.10700-28.669872.53
232023.08.10 13:00sell70.101.104200.000000.00000
242023.08.10 13:00modify70.101.104201.109201.09020
252023.08.10 17:37sell80.101.097860.000000.00000
262023.08.10 17:37modify80.101.097861.103501.09020
272023.08.10 17:37modify70.101.104201.103501.09020
282023.08.11 13:17sell90.101.096500.000000.00000
292023.08.11 13:17modify90.101.096501.100001.09020
302023.08.11 13:17sell100.101.096500.000000.00000
312023.08.11 13:17modify100.101.096501.099301.09020
322023.08.11 13:17modify80.101.097861.099301.09020
332023.08.11 13:17modify70.101.104201.099301.09020
342023.08.11 13:17modify90.101.096501.099301.09020
352023.08.14 13:07t/p70.101.090201.099301.09020140.3310012.86
362023.08.14 13:07t/p80.101.090201.099301.0902076.9310089.79
372023.08.14 13:07t/p90.101.090201.099301.0902063.1710152.96
382023.08.14 13:07t/p100.101.090201.099301.0902063.1710216.13
392023.08.14 14:00buy110.101.088440.000000.00000
402023.08.14 14:00modify110.101.088441.083441.10244
412023.08.15 09:51buy120.101.094740.000000.00000
422023.08.15 09:51modify120.101.094741.089141.10244
432023.08.15 09:51modify110.101.088441.089141.10244
442023.08.16 16:18s/l110.101.089141.089141.102445.6710221.80
452023.08.16 16:18s/l120.101.089141.089141.10244-56.6610165.13
462023.08.22 14:00buy130.101.084670.000000.00000
472023.08.22 14:00modify130.101.084671.079671.09867
482023.08.24 23:08s/l130.101.079671.079671.09867-52.6610112.48
492023.09.14 13:00buy140.101.067970.000000.00000
502023.09.14 13:00modify140.101.067971.062971.08197
512023.09.21 01:03s/l140.101.062971.062971.08197-54.6510057.83
522023.09.25 15:00buy150.101.058050.000000.00000
532023.09.25 15:00modify150.101.058051.053051.07205
542023.09.27 13:29s/l150.101.053051.053051.07205-51.3310006.50
552023.10.02 15:00buy160.101.049850.000000.00000
562023.10.02 15:00modify160.101.049851.044851.06385
572023.10.03 15:48s/l160.101.044851.044851.06385-50.669955.84
582023.10.12 18:00buy170.101.053740.000000.00000
592023.10.12 18:00modify170.101.053741.048741.06774
602023.10.19 16:02buy180.101.060100.000000.00000
612023.10.19 16:02modify180.101.060101.054441.06774
622023.10.19 16:02modify170.101.053741.054441.06774
632023.10.19 16:03buy190.101.061460.000000.00000
642023.10.19 16:03modify190.101.061461.057941.06774
652023.10.19 16:03buy200.101.061460.000000.00000
662023.10.19 16:03modify200.101.061461.058641.06774
672023.10.19 16:03modify180.101.060101.058641.06774
682023.10.19 16:03modify170.101.053741.058641.06774
692023.10.19 16:03modify190.101.061461.058641.06774
702023.10.19 16:27s/l170.101.058641.058641.0677444.3510000.19
712023.10.19 16:27s/l180.101.058641.058641.06774-14.609985.59
722023.10.19 16:27s/l190.101.058641.058641.06774-28.209957.39
732023.10.19 16:27s/l200.101.058641.058641.06774-28.209929.19
742023.10.19 17:00sell210.101.059630.000000.00000
752023.10.19 17:00modify210.101.059631.064631.04563
762023.10.23 15:35s/l210.101.064631.064631.04563-49.679879.52
772023.10.23 17:00sell220.101.066450.000000.00000
782023.10.23 17:00modify220.101.066451.071451.05245
792023.10.24 13:45sell230.101.060080.000000.00000
802023.10.24 13:45modify230.101.060081.065751.05245
812023.10.24 13:45modify220.101.066451.065751.05245
822023.10.24 15:21sell240.101.058750.000000.00000
832023.10.24 15:21modify240.101.058751.062251.05245
842023.10.24 15:21sell250.101.058750.000000.00000
852023.10.24 15:21modify250.101.058751.061551.05245
862023.10.24 15:21modify230.101.060081.061551.05245
872023.10.24 15:21modify220.101.066451.061551.05245
882023.10.24 15:21modify240.101.058751.061551.05245
892023.10.30 13:01s/l220.101.061551.061551.0524550.179929.69
902023.10.30 13:01s/l230.101.061551.061551.05245-13.709915.99
912023.10.30 13:01s/l240.101.061551.061551.05245-27.009888.99
922023.10.30 13:01s/l250.101.061551.061551.05245-27.009861.99
932023.10.31 10:00sell260.101.066810.000000.00000
942023.10.31 10:00modify260.101.066811.071811.05281
952023.10.31 13:27sell270.101.060510.000000.00000
962023.10.31 13:27modify270.101.060511.066111.05281
972023.10.31 13:27modify260.101.066811.066111.05281
982023.10.31 15:06sell280.101.059110.000000.00000
992023.10.31 15:06modify280.101.059111.062611.05281
1002023.10.31 15:06sell290.101.059110.000000.00000
1012023.10.31 15:06modify290.101.059111.061911.05281
1022023.10.31 15:06modify270.101.060511.061911.05281
1032023.10.31 15:06modify260.101.066811.061911.05281
1042023.10.31 15:06modify280.101.059111.061911.05281
1052023.11.01 13:28t/p260.101.052811.061911.05281140.1710002.15
1062023.11.01 13:28t/p270.101.052811.061911.0528177.1710079.32
1072023.11.01 13:28t/p280.101.052811.061911.0528163.1710142.49
1082023.11.01 13:28t/p290.101.052811.061911.0528163.1710205.65
1092023.11.02 13:00sell300.101.066400.000000.00000
1102023.11.02 13:00modify300.101.066401.071401.05240
1112023.11.03 12:44s/l300.101.071401.071401.05240-49.8310155.82
1122023.11.03 13:00sell310.101.070950.000000.00000
1132023.11.03 13:00modify310.101.070951.075951.05695
1142023.11.14 13:30s/l310.101.075951.075951.05695-48.5010107.32
1152023.11.14 14:00sell320.101.078900.000000.00000
1162023.11.14 14:00modify320.101.078901.083901.06490
1172023.11.14 15:12s/l320.101.083901.083901.06490-50.0010057.32
1182023.12.01 15:00buy330.101.084700.000000.00000
1192023.12.01 15:00modify330.101.084701.079701.09870
1202023.12.05 16:19s/l330.101.079701.079701.09870-51.3310005.99
1212023.12.14 15:00sell340.101.099100.000000.00000
1222023.12.14 15:00modify340.101.099101.104101.08510
1232023.12.15 13:34sell350.101.092780.000000.00000
1242023.12.15 13:34modify350.101.092781.098401.08510
1252023.12.15 13:34modify340.101.099101.098401.08510
1262023.12.15 13:39sell360.101.091400.000000.00000
1272023.12.15 13:39modify360.101.091401.094901.08510
1282023.12.15 13:39sell370.101.091400.000000.00000
1292023.12.15 13:39modify370.101.091401.094201.08510
1302023.12.15 13:39modify350.101.092781.094201.08510
1312023.12.15 13:39modify340.101.099101.094201.08510
1322023.12.15 13:39modify360.101.091401.094201.08510
1332023.12.19 07:19s/l340.101.094201.094201.0851049.5010055.49
1342023.12.19 07:19s/l350.101.094201.094201.08510-13.8710041.62
1352023.12.19 07:19s/l360.101.094201.094201.08510-27.6710013.96
1362023.12.19 07:19s/l370.101.094201.094201.08510-27.679986.29
1372023.12.27 15:00sell380.101.110450.000000.00000
1382023.12.27 15:00modify380.101.110451.115451.09645
1392023.12.29 19:27sell390.101.104150.000000.00000
1402023.12.29 19:27modify390.101.104151.109751.09645
1412023.12.29 19:27modify380.101.110451.109751.09645
1422024.01.02 02:23sell400.101.102750.000000.00000
1432024.01.02 02:23modify400.101.102751.106251.09645
1442024.01.02 02:23sell410.101.102750.000000.00000
1452024.01.02 02:23modify410.101.102751.105551.09645
1462024.01.02 02:23modify390.101.104151.105551.09645
1472024.01.02 02:23modify380.101.110451.105551.09645
1482024.01.02 02:23modify400.101.102751.105551.09645
1492024.01.02 12:21t/p380.101.096451.105551.09645141.0010127.29
1502024.01.02 12:21t/p390.101.096451.105551.0964577.3310204.62
1512024.01.02 12:21t/p400.101.096451.105551.0964563.0010267.62
1522024.01.02 12:21t/p410.101.096451.105551.0964563.0010330.62
1532024.01.05 16:00sell420.101.097820.000000.00000
1542024.01.05 16:00modify420.101.097821.102821.08382
1552024.01.09 16:03sell430.101.091520.000000.00000
1562024.01.09 16:03modify430.101.091521.097121.08382
1572024.01.09 16:03modify420.101.097821.097121.08382
1582024.01.10 15:51s/l420.101.097121.097121.083827.5010338.12
1592024.01.10 15:51s/l430.101.097121.097121.08382-55.8310282.29
1602024.01.25 16:00buy440.101.083460.000000.00000
1612024.01.25 16:00modify440.101.083461.078461.09746
1622024.02.01 07:23s/l440.101.078461.078461.09746-54.6510227.64
1632024.02.01 17:00sell450.101.086450.000000.00000
1642024.02.01 17:00modify450.101.086451.091451.07245
1652024.02.02 14:02sell460.101.080130.000000.00000
1662024.02.02 14:02modify460.101.080131.085751.07245
1672024.02.02 14:02modify450.101.086451.085751.07245
1682024.02.02 15:24sell470.101.078750.000000.00000
1692024.02.02 15:24modify470.101.078751.082251.07245
1702024.02.02 15:24sell480.101.078750.000000.00000
1712024.02.02 15:24modify480.101.078751.081551.07245
1722024.02.02 15:24modify460.101.080131.081551.07245
1732024.02.02 15:24modify450.101.086451.081551.07245
1742024.02.02 15:24modify470.101.078751.081551.07245
1752024.02.13 13:40t/p450.101.072451.081551.07245141.6710369.31
1762024.02.13 13:40t/p460.101.072451.081551.0724578.3010447.60
1772024.02.13 13:40t/p470.101.072451.081551.0724564.5010512.10
1782024.02.13 13:40t/p480.101.072451.081551.0724564.5010576.60
1792024.02.13 14:00buy490.101.071140.000000.00000
1802024.02.13 14:00modify490.101.071141.066141.08514
1812024.02.15 13:30buy500.101.077480.000000.00000
1822024.02.15 13:30modify500.101.077481.071841.08514
1832024.02.15 13:30modify490.101.071141.071841.08514
1842024.02.16 18:50buy510.101.078850.000000.00000
1852024.02.16 18:50modify510.101.078851.075341.08514
1862024.02.16 18:50buy520.101.078850.000000.00000
1872024.02.16 18:50modify520.101.078851.076041.08514
1882024.02.16 18:50modify500.101.077481.076041.08514
1892024.02.16 18:50modify490.101.071141.076041.08514
1902024.02.16 18:50modify510.101.078851.076041.08514
1912024.02.22 07:40t/p490.101.085141.076041.08514132.7010709.30
1922024.02.22 07:40t/p500.101.085141.076041.0851471.9510781.25
1932024.02.22 07:40t/p510.101.085141.076041.0851458.9210840.17
1942024.02.22 07:40t/p520.101.085141.076041.0851458.9210899.08
1952024.04.01 16:00buy530.101.073570.000000.00000
1962024.04.01 16:00modify530.101.073571.068571.08757
1972024.04.03 14:00buy540.101.079960.000000.00000
1982024.04.03 14:00modify540.101.079961.074271.08757
1992024.04.03 14:00modify530.101.073571.074271.08757
2002024.04.03 14:00buy550.101.081280.000000.00000
2012024.04.03 14:00modify550.101.081281.077771.08757
2022024.04.03 14:00buy560.101.081280.000000.00000
2032024.04.03 14:00modify560.101.081281.078471.08757
2042024.04.03 14:00modify540.101.079961.078471.08757
2052024.04.03 14:00modify530.101.073571.078471.08757
2062024.04.03 14:00modify550.101.081281.078471.08757
2072024.04.04 13:43t/p530.101.087571.078471.08757136.6811035.76
2082024.04.04 13:43t/p540.101.087571.078471.0875774.1111109.87
2092024.04.04 13:43t/p550.101.087571.078471.0875760.9111170.78
2102024.04.04 13:43t/p560.101.087571.078471.0875760.9111231.69
2112024.04.10 13:00buy570.101.078380.000000.00000
2122024.04.10 13:00modify570.101.078381.073381.09238
2132024.04.10 15:55s/l570.101.073381.073381.09238-50.0011181.69
2142024.04.12 10:00buy580.101.066360.000000.00000
2152024.04.12 10:00modify580.101.066361.061361.08036
2162024.04.16 01:09s/l580.101.061361.061361.08036-51.3311130.36
2172024.04.26 15:00buy590.101.068280.000000.00000
2182024.04.26 15:00modify590.101.068281.063281.08228
2192024.05.03 08:08buy600.101.074600.000000.00000
2202024.05.03 08:08modify600.101.074601.068981.08228
2212024.05.03 08:08modify590.101.068281.068981.08228
2222024.05.03 14:20buy610.101.075980.000000.00000
2232024.05.03 14:20modify610.101.075981.072481.08228
2242024.05.03 14:20buy620.101.075980.000000.00000
2252024.05.03 14:20modify620.101.075981.073181.08228
2262024.05.03 14:20modify600.101.074601.073181.08228
2272024.05.03 14:20modify590.101.068281.073181.08228
2282024.05.03 14:20modify610.101.075981.073181.08228
2292024.05.09 07:44s/l590.101.073181.073181.0822840.3711170.73
2302024.05.09 07:44s/l600.101.073181.073181.08228-18.1811152.54
2312024.05.09 07:44s/l610.101.073181.073181.08228-31.9811120.56
2322024.05.09 07:44s/l620.101.073181.073181.08228-31.9811088.57
2332024.05.31 13:00sell630.101.088020.000000.00000
2342024.05.31 13:00modify630.101.088021.093021.07402
2352024.06.07 14:04sell640.101.081720.000000.00000
2362024.06.07 14:04modify640.101.081721.087321.07402
2372024.06.07 14:04modify630.101.088021.087321.07402
2382024.06.07 16:58sell650.101.080320.000000.00000
2392024.06.07 16:58modify650.101.080321.083821.07402
2402024.06.07 16:58sell660.101.080320.000000.00000
2412024.06.07 16:58modify660.101.080321.083121.07402
2422024.06.07 16:58modify640.101.081721.083121.07402
2432024.06.07 16:58modify630.101.088021.083121.07402
2442024.06.07 16:58modify650.101.080321.083121.07402
2452024.06.10 10:26t/p630.101.074021.083121.07402141.3311229.91
2462024.06.10 10:26t/p640.101.074021.083121.0740277.1711307.07
2472024.06.10 10:26t/p650.101.074021.083121.0740263.1711370.24
2482024.06.10 10:26t/p660.101.074021.083121.0740263.1711433.41
2492024.06.12 13:00sell670.101.082640.000000.00000
2502024.06.12 13:00modify670.101.082641.087641.06864
2512024.06.13 14:52sell680.101.076340.000000.00000
2522024.06.13 14:52modify680.101.076341.081941.06864
2532024.06.13 14:52modify670.101.082641.081941.06864
2542024.06.13 16:07sell690.101.074930.000000.00000
2552024.06.13 16:07modify690.101.074931.078441.06864
2562024.06.13 16:07sell700.101.074930.000000.00000
2572024.06.13 16:07modify700.101.074931.077741.06864
2582024.06.13 16:07modify680.101.076341.077741.06864
2592024.06.13 16:07modify670.101.082641.077741.06864
2602024.06.13 16:07modify690.101.074931.077741.06864
2612024.06.14 09:10t/p670.101.068641.077741.06864140.6711574.07
2622024.06.14 09:10t/p680.101.068641.077741.0686477.1711651.24
2632024.06.14 09:10t/p690.101.068641.077741.0686463.0711714.30
2642024.06.14 09:10t/p700.101.068641.077741.0686463.0711777.37
2652024.06.14 10:00buy710.101.069010.000000.00000
2662024.06.14 10:00modify710.101.069011.064011.08301
2672024.06.18 14:18buy720.101.075330.000000.00000
2682024.06.18 14:18modify720.101.075331.069711.08301
2692024.06.18 14:18modify710.101.069011.069711.08301
2702024.06.21 07:15s/l710.101.069711.069711.083012.3511779.72
2712024.06.21 07:15s/l720.101.069711.069711.08301-59.5211720.20