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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 profit2725.13Gross profit3641.61Gross loss-916.48
Profit factor3.97Expected payoff38.38
Absolute drawdown9.40Maximal drawdown266.82 (2.05%)Relative drawdown2.15% (223.80)
Total trades71Short positions (won %)48 (62.50%)Long positions (won %)23 (60.87%)
Profit trades (% of total)44 (61.97%)Loss trades (% of total)27 (38.03%)
Largestprofit trade151.33loss trade-52.66
Averageprofit trade82.76loss trade-33.94
Maximumconsecutive wins (profit in money)12 (1096.45)consecutive losses (loss in money)4 (-159.66)
Maximalconsecutive profit (count of wins)1096.45 (12)consecutive loss (count of losses)-159.66 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.06 04:00buy10.101.084310.000000.00000
22023.07.06 04:00modify10.101.084311.079311.09931
32023.07.07 12:30buy20.101.091140.000000.00000
42023.07.07 12:30modify20.101.091141.088061.09931
52023.07.07 12:30buy30.101.091140.000000.00000
62023.07.07 12:30modify30.101.091141.088061.09931
72023.07.07 12:30modify10.101.084311.088061.09931
82023.07.07 14:34buy40.101.094070.000000.00000
92023.07.07 14:34modify40.101.094071.090311.09931
102023.07.07 14:34modify30.101.091141.090311.09931
112023.07.07 14:34modify20.101.091141.090311.09931
122023.07.07 14:34modify10.101.084311.090311.09931
132023.07.10 17:30t/p10.101.099311.090311.09931148.6710148.67
142023.07.10 17:30t/p20.101.099311.090311.0993181.0410229.71
152023.07.10 17:30t/p30.101.099311.090311.0993181.0410310.74
162023.07.10 17:30t/p40.101.099311.090311.0993151.7410362.48
172023.07.12 03:00sell50.101.103120.000000.00000
182023.07.12 03:00modify50.101.103121.108121.08812
192023.07.12 13:17s/l50.101.108121.108121.08812-50.0010312.48
202023.07.13 02:00sell60.101.114490.000000.00000
212023.07.13 02:00modify60.101.114491.119491.09949
222023.07.13 13:43s/l60.101.119491.119491.09949-50.0010262.48
232023.08.10 07:00sell70.101.099420.000000.00000
242023.08.10 07:00modify70.101.099421.104421.08442
252023.08.10 12:30s/l70.101.104421.104421.08442-50.0010212.48
262023.08.22 04:00sell80.101.091490.000000.00000
272023.08.22 04:00modify80.101.091491.096491.07649
282023.08.22 13:53sell90.101.084740.000000.00000
292023.08.22 13:53modify90.101.084741.087741.07649
302023.08.22 13:53sell100.101.084740.000000.00000
312023.08.22 13:53modify100.101.084741.087741.07649
322023.08.22 13:53modify80.101.091491.087741.07649
332023.08.23 07:32sell110.101.081740.000000.00000
342023.08.23 07:32modify110.101.081741.085491.07649
352023.08.23 07:32modify100.101.084741.085491.07649
362023.08.23 07:32modify90.101.084741.085491.07649
372023.08.23 07:32modify80.101.091491.085491.07649
382023.08.23 14:25s/l80.101.085491.085491.0764960.1710272.65
392023.08.23 14:25s/l90.101.085491.085491.07649-7.3310265.31
402023.08.23 14:25s/l100.101.085491.085491.07649-7.3310257.98
412023.08.23 14:25s/l110.101.085491.085491.07649-37.5010220.48
422023.08.25 02:00buy120.101.079200.000000.00000
432023.08.25 02:00modify120.101.079201.074201.09420
442023.08.29 15:39buy130.101.085950.000000.00000
452023.08.29 15:39modify130.101.085951.082951.09420
462023.08.29 15:39buy140.101.085950.000000.00000
472023.08.29 15:39modify140.101.085951.082951.09420
482023.08.29 15:39modify120.101.079201.082951.09420
492023.08.29 19:21buy150.101.088970.000000.00000
502023.08.29 19:21modify150.101.088971.085201.09420
512023.08.29 19:21modify140.101.085951.085201.09420
522023.08.29 19:21modify130.101.085951.085201.09420
532023.08.29 19:21modify120.101.079201.085201.09420
542023.08.30 13:59t/p120.101.094201.085201.09420148.0110368.49
552023.08.30 13:59t/p130.101.094201.085201.0942081.8410450.32
562023.08.30 13:59t/p140.101.094201.085201.0942081.8410532.16
572023.08.30 13:59t/p150.101.094201.085201.0942051.6410583.80
582023.09.05 07:00buy160.101.076960.000000.00000
592023.09.05 07:00modify160.101.076961.071961.09196
602023.09.05 12:35s/l160.101.071961.071961.09196-50.0010533.80
612023.09.12 08:00buy170.101.071650.000000.00000
622023.09.12 08:00modify170.101.071651.066651.08665
632023.09.14 12:31s/l170.101.066651.066651.08665-52.6610481.14
642023.09.29 08:00sell180.101.060630.000000.00000
652023.09.29 08:00modify180.101.060631.065631.04563
662023.10.02 09:52sell190.101.053870.000000.00000
672023.10.02 09:52modify190.101.053871.056881.04563
682023.10.02 09:52sell200.101.053870.000000.00000
692023.10.02 09:52modify200.101.053871.056881.04563
702023.10.02 09:52modify180.101.060631.056881.04563
712023.10.02 14:00sell210.101.050770.000000.00000
722023.10.02 14:00modify210.101.050771.054631.04563
732023.10.02 14:00modify200.101.053871.054631.04563
742023.10.02 14:00modify190.101.053871.054631.04563
752023.10.02 14:00modify180.101.060631.054631.04563
762023.10.03 14:02t/p180.101.045631.054631.04563150.3310631.47
772023.10.03 14:02t/p190.101.045631.054631.0456382.5710714.04
782023.10.03 14:02t/p200.101.045631.054631.0456382.5710796.61
792023.10.03 14:02t/p210.101.045631.054631.0456351.5710848.17
802023.10.24 03:00sell220.101.068150.000000.00000
812023.10.24 03:00modify220.101.068151.073151.05315
822023.10.24 12:53sell230.101.061370.000000.00000
832023.10.24 12:53modify230.101.061371.064401.05315
842023.10.24 12:53sell240.101.061370.000000.00000
852023.10.24 12:53modify240.101.061371.064401.05315
862023.10.24 12:53modify220.101.068151.064401.05315
872023.10.24 15:21sell250.101.058380.000000.00000
882023.10.24 15:21modify250.101.058381.062151.05315
892023.10.24 15:21modify240.101.061371.062151.05315
902023.10.24 15:21modify230.101.061371.062151.05315
912023.10.24 15:21modify220.101.068151.062151.05315
922023.10.26 12:30t/p220.101.053151.062151.05315150.6710998.84
932023.10.26 12:30t/p230.101.053151.062151.0531582.8711081.70
942023.10.26 12:30t/p240.101.053151.062151.0531582.8711164.57
952023.10.26 12:30t/p250.101.053151.062151.0531552.9711217.54
962023.11.21 04:00sell260.101.096330.000000.00000
972023.11.21 04:00modify260.101.096331.101331.08133
982023.11.22 06:38sell270.101.089580.000000.00000
992023.11.22 06:38modify270.101.089581.092581.08133
1002023.11.22 06:38sell280.101.089580.000000.00000
1012023.11.22 06:38modify280.101.089581.092581.08133
1022023.11.22 06:38modify260.101.096331.092581.08133
1032023.11.22 15:00sell290.101.086580.000000.00000
1042023.11.22 15:00modify290.101.086581.090331.08133
1052023.11.22 15:00modify280.101.089581.090331.08133
1062023.11.22 15:00modify270.101.089581.090331.08133
1072023.11.22 15:00modify260.101.096331.090331.08133
1082023.11.23 02:22s/l260.101.090331.090331.0813360.6711278.20
1092023.11.23 02:22s/l270.101.090331.090331.08133-7.0011271.20
1102023.11.23 02:22s/l280.101.090331.090331.08133-7.0011264.20
1112023.11.23 02:22s/l290.101.090331.090331.08133-37.0011227.20
1122023.12.28 02:00sell300.101.112180.000000.00000
1132023.12.28 02:00modify300.101.112181.117181.09718
1142023.12.29 09:13sell310.101.105430.000000.00000
1152023.12.29 09:13modify310.101.105431.108431.09718
1162023.12.29 09:13sell320.101.105430.000000.00000
1172023.12.29 09:13modify320.101.105431.108431.09718
1182023.12.29 09:13modify300.101.112181.108431.09718
1192024.01.02 02:41sell330.101.102430.000000.00000
1202024.01.02 02:41modify330.101.102431.106181.09718
1212024.01.02 02:41modify320.101.105431.106181.09718
1222024.01.02 02:41modify310.101.105431.106181.09718
1232024.01.02 02:41modify300.101.112181.106181.09718
1242024.01.02 11:46t/p300.101.097181.106181.09718150.5011377.70
1252024.01.02 11:46t/p310.101.097181.106181.0971882.8311460.53
1262024.01.02 11:46t/p320.101.097181.106181.0971882.8311543.37
1272024.01.02 11:46t/p330.101.097181.106181.0971852.5011595.87
1282024.01.05 08:00buy340.101.092610.000000.00000
1292024.01.05 08:00modify340.101.092611.087611.10761
1302024.01.05 15:06buy350.101.099360.000000.00000
1312024.01.05 15:06modify350.101.099361.096361.10761
1322024.01.05 15:06buy360.101.099360.000000.00000
1332024.01.05 15:06modify360.101.099361.096361.10761
1342024.01.05 15:06modify340.101.092611.096361.10761
1352024.01.05 16:27s/l340.101.096361.096361.1076137.5011633.37
1362024.01.05 16:27s/l350.101.096361.096361.10761-30.0011603.37
1372024.01.05 16:27s/l360.101.096361.096361.10761-30.0011573.37
1382024.01.22 03:00sell370.101.090730.000000.00000
1392024.01.22 03:00modify370.101.090731.095731.07573
1402024.01.23 15:24sell380.101.083980.000000.00000
1412024.01.23 15:24modify380.101.083981.086981.07573
1422024.01.23 15:24sell390.101.083980.000000.00000
1432024.01.23 15:24modify390.101.083981.086981.07573
1442024.01.23 15:24modify370.101.090731.086981.07573
1452024.01.24 07:06s/l370.101.086981.086981.0757337.8311611.20
1462024.01.24 07:06s/l380.101.086981.086981.07573-29.8311581.37
1472024.01.24 07:06s/l390.101.086981.086981.07573-29.8311551.53
1482024.02.02 03:00sell400.101.087860.000000.00000
1492024.02.02 03:00modify400.101.087861.092861.07286
1502024.02.02 13:36sell410.101.081100.000000.00000
1512024.02.02 13:36modify410.101.081101.084111.07286
1522024.02.02 13:36sell420.101.081100.000000.00000
1532024.02.02 13:36modify420.101.081101.084111.07286
1542024.02.02 13:36modify400.101.087861.084111.07286
1552024.02.02 17:50sell430.101.078110.000000.00000
1562024.02.02 17:50modify430.101.078111.081861.07286
1572024.02.02 17:50modify420.101.081101.081861.07286
1582024.02.02 17:50modify410.101.081101.081861.07286
1592024.02.02 17:50modify400.101.087861.081861.07286
1602024.02.05 15:04t/p400.101.072861.081861.07286150.1711701.70
1612024.02.05 15:04t/p410.101.072861.081861.0728682.5711784.27
1622024.02.05 15:04t/p420.101.072861.081861.0728682.5711866.83
1632024.02.05 15:04t/p430.101.072861.081861.0728652.6711919.50
1642024.02.22 07:00sell440.101.083850.000000.00000
1652024.02.22 07:00modify440.101.083851.088851.06885
1662024.02.22 08:15s/l440.101.088851.088851.06885-50.0011869.50
1672024.02.28 06:00buy450.101.082950.000000.00000
1682024.02.28 06:00modify450.101.082951.077951.09795
1692024.03.06 15:34buy460.101.089720.000000.00000
1702024.03.06 15:34modify460.101.089721.086701.09795
1712024.03.06 15:34buy470.101.089720.000000.00000
1722024.03.06 15:34modify470.101.089721.086701.09795
1732024.03.06 15:34modify450.101.082951.086701.09795
1742024.03.07 15:38buy480.101.092710.000000.00000
1752024.03.07 15:38modify480.101.092711.088951.09795
1762024.03.07 15:38modify470.101.089721.088951.09795
1772024.03.07 15:38modify460.101.089721.088951.09795
1782024.03.07 15:38modify450.101.082951.088951.09795
1792024.03.08 13:43t/p450.101.097951.088951.09795142.7012012.20
1802024.03.08 13:43t/p460.101.097951.088951.0979579.6412091.84
1812024.03.08 13:43t/p470.101.097951.088951.0979579.6412171.48
1822024.03.08 13:43t/p480.101.097951.088951.0979551.7412223.22
1832024.03.21 07:00sell490.101.093770.000000.00000
1842024.03.21 07:00modify490.101.093771.098771.07877
1852024.03.21 15:07sell500.101.087020.000000.00000
1862024.03.21 15:07modify500.101.087021.090021.07877
1872024.03.21 15:07sell510.101.087020.000000.00000
1882024.03.21 15:07modify510.101.087021.090021.07877
1892024.03.21 15:07modify490.101.093771.090021.07877
1902024.03.22 02:53sell520.101.084010.000000.00000
1912024.03.22 02:53modify520.101.084011.087771.07877
1922024.03.22 02:53modify510.101.087021.087771.07877
1932024.03.22 02:53modify500.101.087021.087771.07877
1942024.03.22 02:53modify490.101.093771.087771.07877
1952024.03.28 09:08t/p490.101.078771.087771.07877151.1712374.39
1962024.03.28 09:08t/p500.101.078771.087771.0787783.6712458.05
1972024.03.28 09:08t/p510.101.078771.087771.0787783.6712541.72
1982024.03.28 09:08t/p520.101.078771.087771.0787753.4012595.12
1992024.04.04 03:00sell530.101.084280.000000.00000
2002024.04.04 03:00modify530.101.084281.089281.06928
2012024.04.10 13:01sell540.101.077530.000000.00000
2022024.04.10 13:01modify540.101.077531.080531.06928
2032024.04.10 13:01sell550.101.077530.000000.00000
2042024.04.10 13:01modify550.101.077531.080531.06928
2052024.04.10 13:01modify530.101.084281.080531.06928
2062024.04.10 15:12sell560.101.074530.000000.00000
2072024.04.10 15:12modify560.101.074531.078281.06928
2082024.04.10 15:12modify550.101.077531.078281.06928
2092024.04.10 15:12modify540.101.077531.078281.06928
2102024.04.10 15:12modify530.101.084281.078281.06928
2112024.04.12 06:43t/p530.101.069281.078281.06928151.3312746.45
2122024.04.12 06:43t/p540.101.069281.078281.0692883.1712829.62
2132024.04.12 06:43t/p550.101.069281.078281.0692883.1712912.78
2142024.04.12 06:43t/p560.101.069281.078281.0692853.1712965.95
2152024.04.12 07:00buy570.101.068610.000000.00000
2162024.04.12 07:00modify570.101.068611.063611.08361
2172024.04.12 12:44s/l570.101.063611.063611.08361-50.0012915.95
2182024.04.18 04:00sell580.101.067990.000000.00000
2192024.04.18 04:00modify580.101.067991.072991.05299
2202024.04.19 02:10sell590.101.061240.000000.00000
2212024.04.19 02:10modify590.101.061241.064241.05299
2222024.04.19 02:10sell600.101.061240.000000.00000
2232024.04.19 02:10modify600.101.061241.064241.05299
2242024.04.19 02:10modify580.101.067991.064241.05299
2252024.04.19 03:30s/l580.101.064241.064241.0529937.6712953.61
2262024.04.19 03:30s/l590.101.064241.064241.05299-30.0012923.61
2272024.04.19 03:30s/l600.101.064241.064241.05299-30.0012893.61
2282024.04.25 07:00sell610.101.072040.000000.00000
2292024.04.25 07:00modify610.101.072041.077041.05704
2302024.05.01 06:46sell620.101.065290.000000.00000
2312024.05.01 06:46modify620.101.065291.068291.05704
2322024.05.01 06:46sell630.101.065290.000000.00000
2332024.05.01 06:46modify630.101.065291.068291.05704
2342024.05.01 06:46modify610.101.072041.068291.05704
2352024.05.01 12:25s/l610.101.068291.068291.0570438.1712931.78
2362024.05.01 12:25s/l620.101.068291.068291.05704-30.0012901.78
2372024.05.01 12:25s/l630.101.068291.068291.05704-30.0012871.78
2382024.05.28 03:00sell640.101.087580.000000.00000
2392024.05.28 03:00modify640.101.087581.092581.07258
2402024.05.29 16:13sell650.101.080830.000000.00000
2412024.05.29 16:13modify650.101.080831.083831.07258
2422024.05.29 16:13sell660.101.080830.000000.00000
2432024.05.29 16:13modify660.101.080831.083831.07258
2442024.05.29 16:13modify640.101.087581.083831.07258
2452024.05.30 14:06s/l640.101.083831.083831.0725838.1712909.95
2462024.05.30 14:06s/l650.101.083831.083831.07258-29.5012880.45
2472024.05.30 14:06s/l660.101.083831.083831.07258-29.5012850.95
2482024.06.14 07:00buy670.101.072780.000000.00000
2492024.06.14 07:00modify670.101.072781.067781.08778
2502024.06.14 09:31s/l670.101.067781.067781.08778-50.0012800.95
2512024.06.20 08:00buy680.101.072760.000000.00000
2522024.06.20 08:00modify680.101.072761.067761.08776
2532024.06.21 07:30s/l680.101.067761.067761.08776-50.6612750.28
2542024.06.21 08:00buy690.101.068060.000000.00000
2552024.06.21 08:00modify690.101.068061.063061.08306
2562024.06.24 14:04buy700.101.074810.000000.00000
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