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 20:00 (2023.09.01 - 2024.09.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test6518Ticks modelled20538078Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2595.45Gross profit2915.70Gross loss-320.25
Profit factor9.10Expected payoff57.68
Absolute drawdown103.88Maximal drawdown343.46 (2.94%)Relative drawdown2.94% (343.46)
Total trades45Short positions (won %)32 (87.50%)Long positions (won %)13 (69.23%)
Profit trades (% of total)37 (82.22%)Loss trades (% of total)8 (17.78%)
Largestprofit trade143.47loss trade-42.10
Averageprofit trade78.80loss trade-40.03
Maximumconsecutive wins (profit in money)20 (1608.69)consecutive losses (loss in money)3 (-123.43)
Maximalconsecutive profit (count of wins)1608.69 (20)consecutive loss (count of losses)-123.43 (3)
Averageconsecutive wins7consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.14 15:00buy10.101.066690.000000.00000
22023.09.14 15:00modify10.101.066691.062691.08069
32023.09.20 16:29buy20.101.073700.000000.00000
42023.09.20 16:29modify20.101.073701.069491.08069
52023.09.20 16:29modify10.101.066691.069491.08069
62023.09.20 18:01s/l10.101.069491.069491.0806925.3410025.34
72023.09.20 18:01s/l20.101.069491.069491.08069-42.109983.24
82023.10.02 16:00buy30.101.050190.000000.00000
92023.10.02 16:00modify30.101.050191.046191.06419
102023.10.03 04:19s/l30.101.046191.046191.06419-40.669942.58
112023.10.12 15:00buy40.101.055860.000000.00000
122023.10.12 15:00modify40.101.055861.051861.06986
132023.10.13 10:33s/l40.101.051861.051861.06986-40.669901.92
142023.10.31 11:00sell50.101.066400.000000.00000
152023.10.31 11:00modify50.101.066401.070401.05240
162023.10.31 15:05sell60.101.059400.000000.00000
172023.10.31 15:05modify60.101.059401.063601.05240
182023.10.31 15:05modify50.101.066401.063601.05240
192023.10.31 15:43sell70.101.058000.000000.00000
202023.10.31 15:43modify70.101.058001.062201.05240
212023.10.31 15:43sell80.101.058000.000000.00000
222023.10.31 15:43modify80.101.058001.061501.05240
232023.10.31 15:43modify60.101.059401.061501.05240
242023.10.31 15:43modify50.101.066401.061501.05240
252023.10.31 15:43modify70.101.058001.061501.05240
262023.11.01 18:42t/p50.101.052401.061501.05240140.3510042.26
272023.11.01 18:42t/p60.101.052401.061501.0524070.3510112.61
282023.11.01 18:42t/p70.101.052401.061501.0524056.3510168.96
292023.11.01 18:42t/p80.101.052401.061501.0524056.3510225.30
302023.11.14 19:00sell90.101.086990.000000.00000
312023.11.14 19:00modify90.101.086991.090991.07299
322023.11.17 20:53s/l90.101.090991.090991.07299-38.2710187.04
332023.12.13 21:00sell100.101.088120.000000.00000
342023.12.13 21:00modify100.101.088121.092121.07412
352023.12.14 11:11s/l100.101.092121.092121.07412-38.9610148.08
362023.12.15 15:00buy110.101.092280.000000.00000
372023.12.15 15:00modify110.101.092281.088281.10628
382023.12.21 13:34buy120.101.099290.000000.00000
392023.12.21 13:34modify120.101.099291.095081.10628
402023.12.21 13:34modify110.101.092281.095081.10628
412023.12.21 21:03buy130.101.100690.000000.00000
422023.12.21 21:03modify130.101.100691.096481.10628
432023.12.21 21:03buy140.101.100690.000000.00000
442023.12.21 21:03modify140.101.100691.097181.10628
452023.12.21 21:03modify120.101.099291.097181.10628
462023.12.21 21:03modify110.101.092281.097181.10628
472023.12.21 21:03modify130.101.100691.097181.10628
482023.12.27 12:28t/p110.101.106281.097181.10628133.3610281.44
492023.12.27 12:28t/p120.101.106281.097181.1062867.2410348.68
502023.12.27 12:28t/p130.101.106281.097181.1062853.2410401.93
512023.12.27 12:28t/p140.101.106281.097181.1062853.2410455.17
522023.12.27 18:00sell150.101.110540.000000.00000
532023.12.27 18:00modify150.101.110541.114541.09654
542023.12.29 21:10sell160.101.103530.000000.00000
552023.12.29 21:10modify160.101.103531.107741.09654
562023.12.29 21:10modify150.101.110541.107741.09654
572024.01.02 02:49sell170.101.102140.000000.00000
582024.01.02 02:49modify170.101.102141.106341.09654
592024.01.02 02:49sell180.101.102140.000000.00000
602024.01.02 02:49modify180.101.102141.105641.09654
612024.01.02 02:49modify160.101.103531.105641.09654
622024.01.02 02:49modify150.101.110541.105641.09654
632024.01.02 02:49modify170.101.102141.105641.09654
642024.01.02 12:21t/p150.101.096541.105641.09654142.0810597.25
652024.01.02 12:21t/p160.101.096541.105641.0965470.5910667.85
662024.01.02 12:21t/p170.101.096541.105641.0965456.0010723.85
672024.01.02 12:21t/p180.101.096541.105641.0965456.0010779.85
682024.01.25 17:00buy190.101.083930.000000.00000
692024.01.25 17:00modify190.101.083931.079931.09793
702024.01.29 15:22s/l190.101.079931.079931.09793-41.3310738.52
712024.02.01 19:00sell200.101.086980.000000.00000
722024.02.01 19:00modify200.101.086981.090981.07298
732024.02.02 14:02sell210.101.079980.000000.00000
742024.02.02 14:02modify210.101.079981.084181.07298
752024.02.02 14:02modify200.101.086981.084181.07298
762024.02.02 15:25sell220.101.078580.000000.00000
772024.02.02 15:25modify220.101.078581.082781.07298
782024.02.02 15:25sell230.101.078580.000000.00000
792024.02.02 15:25modify230.101.078581.082081.07298
802024.02.02 15:25modify210.101.079981.082081.07298
812024.02.02 15:25modify200.101.086981.082081.07298
822024.02.02 15:25modify220.101.078581.082081.07298
832024.02.05 15:01t/p200.101.072981.082081.07298140.6910879.21
842024.02.05 15:01t/p210.101.072981.082081.0729870.3510949.56
852024.02.05 15:01t/p220.101.072981.082081.0729856.3511005.91
862024.02.05 15:01t/p230.101.072981.082081.0729856.3511062.25
872024.03.20 22:00sell240.101.092060.000000.00000
882024.03.20 22:00modify240.101.092061.096061.07806
892024.03.22 01:52sell250.101.085060.000000.00000
902024.03.22 01:52modify250.101.085061.089261.07806
912024.03.22 01:52modify240.101.092061.089261.07806
922024.03.22 03:11sell260.101.083660.000000.00000
932024.03.22 03:11modify260.101.083661.087861.07806
942024.03.22 03:11sell270.101.083660.000000.00000
952024.03.22 03:11modify270.101.083661.087161.07806
962024.03.22 03:11modify250.101.085061.087161.07806
972024.03.22 03:11modify240.101.092061.087161.07806
982024.03.22 03:11modify260.101.083661.087161.07806
992024.03.28 09:17t/p240.101.078061.087161.07806143.4711205.72
1002024.03.28 09:17t/p250.101.078061.087161.0780672.0811277.81
1012024.03.28 09:17t/p260.101.078061.087161.0780658.0811335.89
1022024.03.28 09:17t/p270.101.078061.087161.0780658.0811393.97
1032024.04.01 17:00buy280.101.073960.000000.00000
1042024.04.01 17:00modify280.101.073961.069961.08796
1052024.04.03 14:00buy290.101.080980.000000.00000
1062024.04.03 14:00modify290.101.080981.076761.08796
1072024.04.03 14:00modify280.101.073961.076761.08796
1082024.04.03 14:45buy300.101.082410.000000.00000
1092024.04.03 14:45modify300.101.082411.078161.08796
1102024.04.03 14:45buy310.101.082410.000000.00000
1112024.04.03 14:45modify310.101.082411.078861.08796
1122024.04.03 14:45modify290.101.080981.078861.08796
1132024.04.03 14:45modify280.101.073961.078861.08796
1142024.04.03 14:45modify300.101.082411.078861.08796
1152024.04.09 12:48t/p280.101.087961.078861.08796134.6911528.66
1162024.04.09 12:48t/p290.101.087961.078861.0879665.8211594.47
1172024.04.09 12:48t/p300.101.087961.078861.0879651.5211645.99
1182024.04.09 12:48t/p310.101.087961.078861.0879651.5211697.51
1192024.06.03 17:00sell320.101.088490.000000.00000
1202024.06.03 17:00modify320.101.088491.092491.07449
1212024.06.07 14:13sell330.101.081490.000000.00000
1222024.06.07 14:13modify330.101.081491.085691.07449
1232024.06.07 14:13modify320.101.088491.085691.07449
1242024.06.07 17:17sell340.101.080090.000000.00000
1252024.06.07 17:17modify340.101.080091.084291.07449
1262024.06.07 17:17sell350.101.080090.000000.00000
1272024.06.07 17:17modify350.101.080091.083591.07449
1282024.06.07 17:17modify330.101.081491.083591.07449
1292024.06.07 17:17modify320.101.088491.083591.07449
1302024.06.07 17:17modify340.101.080091.083591.07449
1312024.06.10 09:55t/p320.101.074491.083591.07449142.4311839.94
1322024.06.10 09:55t/p330.101.074491.083591.0744970.3511910.28
1332024.06.10 09:55t/p340.101.074491.083591.0744956.3511966.63
1342024.06.10 09:55t/p350.101.074491.083591.0744956.3512022.98
1352024.06.12 16:00sell360.101.084240.000000.00000
1362024.06.12 16:00modify360.101.084241.088241.07024
1372024.06.13 14:28sell370.101.077220.000000.00000
1382024.06.13 14:28modify370.101.077221.081441.07024
1392024.06.13 14:28modify360.101.084241.081441.07024
1402024.06.13 15:27sell380.101.075840.000000.00000
1412024.06.13 15:27modify380.101.075841.080041.07024
1422024.06.13 15:27sell390.101.075840.000000.00000
1432024.06.13 15:27modify390.101.075841.079341.07024
1442024.06.13 15:27modify370.101.077221.079341.07024
1452024.06.13 15:27modify360.101.084241.079341.07024
1462024.06.13 15:27modify380.101.075841.079341.07024
1472024.06.14 08:40t/p360.101.070241.079341.07024141.3912164.36
1482024.06.14 08:40t/p370.101.070241.079341.0702470.1512234.51
1492024.06.14 08:40t/p380.101.070241.079341.0702456.3512290.86
1502024.06.14 08:40t/p390.101.070241.079341.0702456.3512347.21
1512024.07.11 14:00sell400.101.088660.000000.00000
1522024.07.11 14:00modify400.101.088661.092661.07466
1532024.07.17 08:38s/l400.101.092661.092661.07466-38.6112308.59
1542024.08.02 16:00sell410.101.091320.000000.00000
1552024.08.02 16:00modify410.101.091321.095321.07732
1562024.08.05 07:31s/l410.101.095321.095321.07732-39.6512268.94
1572024.08.23 19:00sell420.101.118720.000000.00000
1582024.08.23 19:00modify420.101.118721.122721.10472
1592024.08.28 12:05sell430.101.111720.000000.00000
1602024.08.28 12:05modify430.101.111721.115921.10472
1612024.08.28 12:05modify420.101.118721.115921.10472
1622024.08.29 08:02sell440.101.110320.000000.00000
1632024.08.29 08:02modify440.101.110321.114521.10472
1642024.08.29 08:02sell450.101.110320.000000.00000
1652024.08.29 08:02modify450.101.110321.113821.10472
1662024.08.29 08:02modify430.101.111721.113821.10472
1672024.08.29 08:02modify420.101.118721.113821.10472
1682024.08.29 08:02modify440.101.110321.113821.10472
1692024.08.30 16:37t/p420.101.104721.113821.10472142.4312411.37
1702024.08.30 16:37t/p430.101.104721.113821.1047271.3912482.76
1712024.08.30 16:37t/p440.101.104721.113821.1047256.3512539.10
1722024.08.30 16:37t/p450.101.104721.113821.1047256.3512595.45