Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:59 (2023.09.01 - 2024.09.01)
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=10; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 test7218Ticks modelled13436Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1422.98Gross profit2593.97Gross loss-1170.99
Profit factor2.22Expected payoff31.62
Absolute drawdown426.41Maximal drawdown440.95 (4.40%)Relative drawdown4.40% (440.95)
Total trades45Short positions (won %)25 (72.00%)Long positions (won %)20 (55.00%)
Profit trades (% of total)29 (64.44%)Loss trades (% of total)16 (35.56%)
Largestprofit trade153.47loss trade-157.93
Averageprofit trade89.45loss trade-73.19
Maximumconsecutive wins (profit in money)12 (1206.12)consecutive losses (loss in money)5 (-250.26)
Maximalconsecutive profit (count of wins)1206.12 (12)consecutive loss (count of losses)-271.67 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.01 16:00buy10.101.078950.000000.00000
22023.09.01 16:00modify10.101.078951.064951.09395
32023.09.14 17:00s/l10.101.064951.064951.09395-148.639851.37
42023.09.25 15:00buy20.101.058050.000000.00000
52023.09.25 15:00modify20.101.058051.044051.07305
62023.10.12 05:00buy30.101.063380.000000.00000
72023.10.12 05:00modify30.101.063381.058801.07305
82023.10.12 05:00modify20.101.058051.058801.07305
92023.10.12 13:00s/l20.101.058801.058801.07305-5.129846.25
102023.10.12 13:00s/l30.101.058801.058801.07305-45.809800.45
112023.10.12 14:00buy40.101.055240.000000.00000
122023.10.12 14:00modify40.101.055241.041241.07024
132023.10.23 09:00buy50.101.060550.000000.00000
142023.10.23 09:00modify50.101.060551.055991.07024
152023.10.23 09:00modify40.101.055241.055991.07024
162023.10.26 01:00s/l40.101.055991.055991.07024-1.809798.66
172023.10.26 01:00s/l50.101.055991.055991.07024-48.929749.74
182023.10.31 10:00sell60.101.066810.000000.00000
192023.10.31 10:00modify60.101.066811.080811.05181
202023.11.02 17:00sell70.101.061540.000000.00000
212023.11.02 17:00modify70.101.061541.066061.05181
222023.11.02 17:00modify60.101.066811.066061.05181
232023.11.03 13:00s/l60.101.066061.066061.051819.239758.97
242023.11.03 13:00s/l70.101.066061.066061.05181-44.859714.12
252023.11.03 13:00sell80.101.070950.000000.00000
262023.11.03 13:00modify80.101.070951.084951.05595
272023.11.14 17:00s/l80.101.084951.084951.05595-136.889577.24
282023.11.28 17:00sell90.101.100550.000000.00000
292023.11.28 17:00modify90.101.100551.114551.08555
302023.11.30 08:00sell100.101.095150.000000.00000
312023.11.30 08:00modify100.101.095151.099801.08555
322023.11.30 08:00modify90.101.100551.099801.08555
332023.12.01 04:00sell110.101.090050.000000.00000
342023.12.01 04:00modify110.101.090051.095301.08555
352023.12.01 04:00modify100.101.095151.095301.08555
362023.12.01 04:00modify90.101.100551.095301.08555
372023.12.01 15:00t/p90.101.085551.095301.08555151.749728.98
382023.12.01 15:00t/p100.101.085551.095301.0855596.359825.32
392023.12.01 15:00t/p110.101.085551.095301.0855545.009870.32
402023.12.01 15:00buy120.101.084700.000000.00000
412023.12.01 15:00modify120.101.084701.070701.09970
422023.12.14 02:00buy130.101.089950.000000.00000
432023.12.14 02:00modify130.101.089951.085451.09970
442023.12.14 02:00modify120.101.084701.085451.09970
452023.12.14 16:00t/p120.101.099701.085451.09970141.3710011.69
462023.12.14 16:00t/p130.101.099701.085451.0997097.5010109.19
472023.12.15 14:00buy140.101.091940.000000.00000
482023.12.15 14:00modify140.101.091941.077941.10694
492023.12.20 15:00buy150.101.097320.000000.00000
502023.12.20 15:00modify150.101.097321.092691.10694
512023.12.20 15:00modify140.101.091941.092691.10694
522023.12.21 15:00buy160.101.099520.000000.00000
532023.12.21 15:00modify160.101.099521.095691.10694
542023.12.21 15:00modify150.101.097321.095691.10694
552023.12.21 15:00modify140.101.091941.095691.10694
562023.12.26 02:00buy170.101.102490.000000.00000
572023.12.26 02:00modify170.101.102491.097191.10694
582023.12.26 02:00modify160.101.099521.097191.10694
592023.12.26 02:00modify150.101.097321.097191.10694
602023.12.26 02:00modify140.101.091941.097191.10694
612023.12.27 13:00t/p140.101.106941.097191.10694143.3610252.55
622023.12.27 13:00t/p150.101.106941.097191.1069491.5510344.10
632023.12.27 13:00t/p160.101.106941.097191.1069471.5410415.65
642023.12.27 13:00t/p170.101.106941.097191.1069443.8410459.48
652023.12.27 15:00sell180.101.110450.000000.00000
662023.12.27 15:00modify180.101.110451.124451.09545
672023.12.29 13:00sell190.101.105150.000000.00000
682023.12.29 13:00modify190.101.105151.109701.09545
692023.12.29 13:00modify180.101.110451.109701.09545
702024.01.02 07:00sell200.101.102860.000000.00000
712024.01.02 07:00modify200.101.102861.106701.09545
722024.01.02 07:00modify190.101.105151.106701.09545
732024.01.02 07:00modify180.101.110451.106701.09545
742024.01.02 14:00t/p180.101.095451.106701.09545152.0810611.56
752024.01.02 14:00t/p190.101.095451.106701.0954597.6910709.26
762024.01.02 14:00t/p200.101.095451.106701.0954574.1010783.36
772024.01.02 16:00buy210.101.094660.000000.00000
782024.01.02 16:00modify210.101.094661.080661.10966
792024.01.29 15:00s/l210.101.080661.080661.10966-157.9310625.43
802024.01.31 15:00sell220.101.088000.000000.00000
812024.01.31 15:00modify220.101.088001.102001.07300
822024.02.01 00:00sell230.101.080390.000000.00000
832024.02.01 00:00modify230.101.080391.084251.07300
842024.02.01 00:00modify220.101.088001.084251.07300
852024.02.01 17:00s/l220.101.084251.084251.0730038.5410663.97
862024.02.01 17:00s/l230.101.084251.084251.07300-38.6010625.37
872024.02.01 17:00sell240.101.086450.000000.00000
882024.02.01 17:00modify240.101.086451.100451.07145
892024.02.07 04:00sell250.101.075870.000000.00000
902024.02.07 04:00modify250.101.075871.081201.07145
912024.02.07 04:00modify240.101.086451.081201.07145
922024.02.13 14:00t/p240.101.071451.081201.07145153.4710778.84
932024.02.13 14:00t/p250.101.071451.081201.0714546.2810825.12
942024.02.13 14:00buy260.101.071140.000000.00000
952024.02.13 14:00modify260.101.071141.057141.08614
962024.02.15 18:00buy270.101.076530.000000.00000
972024.02.15 18:00modify270.101.076531.071891.08614
982024.02.15 18:00modify260.101.071141.071891.08614
992024.02.16 19:00buy280.101.078810.000000.00000
1002024.02.16 19:00modify280.101.078811.074891.08614
1012024.02.16 19:00modify270.101.076531.074891.08614
1022024.02.16 19:00modify260.101.071141.074891.08614
1032024.02.21 03:00buy290.101.081800.000000.00000
1042024.02.21 03:00modify290.101.081801.076391.08614
1052024.02.21 03:00modify280.101.078811.076391.08614
1062024.02.21 03:00modify270.101.076531.076391.08614
1072024.02.21 03:00modify260.101.071141.076391.08614
1082024.02.22 09:00t/p260.101.086141.076391.08614142.7010967.82
1092024.02.22 09:00t/p270.101.086141.076391.0861491.4511059.27
1102024.02.22 09:00t/p280.101.086141.076391.0861469.3211128.59
1112024.02.22 09:00t/p290.101.086141.076391.0861441.4111170.00
1122024.03.21 16:00buy300.101.086330.000000.00000
1132024.03.21 16:00modify300.101.086331.072331.10133
1142024.04.11 13:00s/l300.101.072331.072331.10133-153.9411016.05
1152024.04.12 10:00buy310.101.066360.000000.00000
1162024.04.12 10:00modify310.101.066361.052361.08136
1172024.04.29 02:00buy320.101.071740.000000.00000
1182024.04.29 02:00modify320.101.071741.067111.08136
1192024.04.29 02:00modify310.101.066361.067111.08136
1202024.04.30 21:00s/l310.101.067111.067111.08136-3.1211012.93
1212024.04.30 21:00s/l320.101.067111.067111.08136-46.9610965.96
1222024.05.03 13:00sell330.101.079370.000000.00000
1232024.05.03 13:00modify330.101.079371.093371.06437
1242024.05.08 02:00sell340.101.074020.000000.00000
1252024.05.08 02:00modify340.101.074021.078621.06437
1262024.05.08 02:00modify330.101.079371.078621.06437
1272024.05.09 20:00s/l330.101.078621.078621.064379.5810975.54
1282024.05.09 20:00s/l340.101.078621.078621.06437-44.9610930.59
1292024.05.31 13:00sell350.101.088020.000000.00000
1302024.05.31 13:00modify350.101.088021.102021.07302
1312024.06.07 17:00sell360.101.080510.000000.00000
1322024.06.07 17:00modify360.101.080511.084271.07302
1332024.06.07 17:00modify350.101.088021.084271.07302
1342024.06.09 22:00sell370.101.077240.000000.00000
1352024.06.09 22:00modify370.101.077241.082771.07302
1362024.06.09 22:00modify360.101.080511.082771.07302
1372024.06.09 22:00modify350.101.088021.082771.07302
1382024.06.11 12:00t/p350.101.073021.082771.07302153.1211083.71
1392024.06.11 12:00t/p360.101.073021.082771.0730275.5911159.30
1402024.06.11 12:00t/p370.101.073021.082771.0730242.8911202.20
1412024.06.12 13:00sell380.101.082640.000000.00000
1422024.06.12 13:00modify380.101.082641.096641.06764
1432024.06.13 15:00sell390.101.077140.000000.00000
1442024.06.13 15:00modify390.101.077141.081891.06764
1452024.06.13 15:00modify380.101.082641.081891.06764
1462024.06.14 10:00t/p380.101.067641.081891.06764151.3911353.58
1472024.06.14 10:00t/p390.101.067641.081891.0676495.3511448.93
1482024.07.03 15:00sell400.101.080580.000000.00000
1492024.07.03 15:00modify400.101.080581.094581.06558
1502024.07.17 09:00s/l400.101.094581.094581.06558-135.1411313.79
1512024.08.02 13:00sell410.101.089100.000000.00000
1522024.08.02 13:00modify410.101.089101.103101.07410
1532024.08.14 10:00s/l410.101.103101.103101.07410-136.5311177.26
1542024.08.15 13:00buy420.101.095940.000000.00000
1552024.08.15 13:00modify420.101.095941.081941.11094
1562024.08.20 15:00t/p420.101.110941.081941.11094148.0111325.27
1572024.08.23 15:00sell430.101.117470.000000.00000
1582024.08.23 15:00modify430.101.117471.131471.10247
1592024.08.28 12:00sell440.101.112060.000000.00000
1602024.08.28 12:00modify440.101.112061.116721.10247
1612024.08.28 12:00modify430.101.117471.116721.10247
1622024.08.30 13:00sell450.101.106800.000000.00000
1632024.08.30 13:00modify450.101.106801.112221.10247
1642024.08.30 13:00modify440.101.112061.112221.10247
1652024.08.30 13:00modify430.101.117471.112221.10247
1662024.08.30 20:59close at stop450.101.108981.112221.10247-21.8011303.47
1672024.08.30 20:59close at stop440.101.108981.112221.1024732.1911335.66
1682024.08.30 20:59close at stop430.101.108981.112221.1024787.3311422.98