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=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=17; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit2022.00Gross profit2459.54Gross loss-437.54
Profit factor5.62Expected payoff47.02
Absolute drawdown19.88Maximal drawdown356.11 (3.08%)Relative drawdown3.08% (356.11)
Total trades43Short positions (won %)32 (78.12%)Long positions (won %)11 (54.55%)
Profit trades (% of total)31 (72.09%)Loss trades (% of total)12 (27.91%)
Largestprofit trade154.16loss trade-57.57
Averageprofit trade79.34loss trade-36.46
Maximumconsecutive wins (profit in money)13 (1111.42)consecutive losses (loss in money)4 (-158.61)
Maximalconsecutive profit (count of wins)1111.42 (13)consecutive loss (count of losses)-158.61 (4)
Averageconsecutive wins6consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.14 20:00buy10.101.064550.000000.00000
22023.09.14 20:00modify10.101.064551.060551.07955
32023.09.19 12:00buy20.101.071300.000000.00000
42023.09.19 12:00modify20.101.071301.065301.07955
52023.09.19 12:00modify10.101.064551.065301.07955
62023.09.20 16:23buy30.101.073550.000000.00000
72023.09.20 16:23modify30.101.073551.070551.07955
82023.09.20 16:23modify20.101.071301.070551.07955
92023.09.20 16:23modify10.101.064551.070551.07955
102023.09.20 18:00s/l10.101.070551.070551.0795557.3410057.34
112023.09.20 18:00s/l20.101.070551.070551.07955-8.1610049.18
122023.09.20 18:00s/l30.101.070551.070551.07955-30.0010019.18
132023.10.12 20:00buy40.101.053380.000000.00000
142023.10.12 20:00modify40.101.053381.049381.06838
152023.10.19 16:02buy50.101.060160.000000.00000
162023.10.19 16:02modify50.101.060161.054131.06838
172023.10.19 16:02modify40.101.053381.054131.06838
182023.10.23 14:18buy60.101.062460.000000.00000
192023.10.23 14:18modify60.101.062461.059381.06838
202023.10.23 14:18modify50.101.060161.059381.06838
212023.10.23 14:18modify40.101.053381.059381.06838
222023.10.23 14:21buy70.101.063140.000000.00000
232023.10.23 14:21modify70.101.063141.058631.06838
242023.10.23 14:21modify60.101.062461.058631.06838
252023.10.23 14:21modify50.101.060161.058631.06838
262023.10.23 14:21modify40.101.053381.058631.06838
272023.10.24 02:25t/p40.101.068381.058631.06838143.3610162.54
282023.10.24 02:25t/p50.101.068381.058631.0683880.2110242.75
292023.10.24 02:25t/p60.101.068381.058631.0683858.5410301.28
302023.10.24 02:25t/p70.101.068381.058631.0683851.7410353.02
312023.11.03 18:00sell80.101.073660.000000.00000
322023.11.03 18:00modify80.101.073661.077661.05866
332023.11.07 11:38sell90.101.066910.000000.00000
342023.11.07 11:38modify90.101.066911.072911.05866
352023.11.07 11:38modify80.101.073661.072911.05866
362023.11.14 10:13s/l80.101.072911.072911.0586610.6210363.64
372023.11.14 10:13s/l90.101.072911.072911.05866-57.5710306.07
382023.11.14 19:00sell100.101.086990.000000.00000
392023.11.14 19:00modify100.101.086991.090991.07199
402023.11.17 20:53s/l100.101.090991.090991.07199-38.2710267.81
412023.12.13 21:00sell110.101.088120.000000.00000
422023.12.13 21:00modify110.101.088121.092121.07312
432023.12.14 11:11s/l110.101.092121.092121.07312-38.9610228.85
442023.12.27 18:00sell120.101.110540.000000.00000
452023.12.27 18:00modify120.101.110541.114541.09554
462023.12.29 21:01sell130.101.103790.000000.00000
472023.12.29 21:01modify130.101.103791.109791.09554
482023.12.29 21:01modify120.101.110541.109791.09554
492024.01.02 07:59sell140.101.101540.000000.00000
502024.01.02 07:59modify140.101.101541.104541.09554
512024.01.02 07:59modify130.101.103791.104541.09554
522024.01.02 07:59modify120.101.110541.104541.09554
532024.01.02 10:08sell150.101.100790.000000.00000
542024.01.02 10:08modify150.101.100791.105291.09554
552024.01.02 10:08modify140.101.101541.105291.09554
562024.01.02 10:08modify130.101.103791.105291.09554
572024.01.02 10:08modify120.101.110541.105291.09554
582024.01.02 13:22t/p120.101.095541.105291.09554152.0810380.93
592024.01.02 13:22t/p130.101.095541.105291.0955483.1910464.12
602024.01.02 13:22t/p140.101.095541.105291.0955460.0010524.12
612024.01.02 13:22t/p150.101.095541.105291.0955452.5010576.62
622024.02.01 21:00sell160.101.087150.000000.00000
632024.02.01 21:00modify160.101.087151.091151.07215
642024.02.02 13:58sell170.101.080400.000000.00000
652024.02.02 13:58modify170.101.080401.086401.07215
662024.02.02 13:58modify160.101.087151.086401.07215
672024.02.02 17:50sell180.101.078150.000000.00000
682024.02.02 17:50modify180.101.078151.081151.07215
692024.02.02 17:50modify170.101.080401.081151.07215
702024.02.02 17:50modify160.101.087151.081151.07215
712024.02.04 23:09sell190.101.077400.000000.00000
722024.02.04 23:09modify190.101.077401.081901.07215
732024.02.04 23:09modify180.101.078151.081901.07215
742024.02.04 23:09modify170.101.080401.081901.07215
752024.02.04 23:09modify160.101.087151.081901.07215
762024.02.13 13:42t/p160.101.072151.081901.07215153.4710730.09
772024.02.13 13:42t/p170.101.072151.081901.0721585.6210815.72
782024.02.13 13:42t/p180.101.072151.081901.0721563.1210878.84
792024.02.13 13:42t/p190.101.072151.081901.0721555.6210934.46
802024.03.20 22:00sell200.101.092060.000000.00000
812024.03.20 22:00modify200.101.092061.096061.07706
822024.03.22 01:48sell210.101.085310.000000.00000
832024.03.22 01:48modify210.101.085311.091311.07706
842024.03.22 01:48modify200.101.092061.091311.07706
852024.03.22 06:40sell220.101.083050.000000.00000
862024.03.22 06:40modify220.101.083051.086061.07706
872024.03.22 06:40modify210.101.085311.086061.07706
882024.03.22 06:40modify200.101.092061.086061.07706
892024.03.22 07:28sell230.101.082300.000000.00000
902024.03.22 07:28modify230.101.082301.086811.07706
912024.03.22 07:28modify220.101.083051.086811.07706
922024.03.22 07:28modify210.101.085311.086811.07706
932024.03.22 07:28modify200.101.092061.086811.07706
942024.04.01 14:00t/p200.101.077061.086811.07706154.1611088.63
952024.04.01 14:00t/p210.101.077061.086811.0770685.2811173.90
962024.04.01 14:00t/p220.101.077061.086811.0770662.6811236.58
972024.04.01 14:00t/p230.101.077061.086811.0770655.1811291.75
982024.04.01 17:00buy240.101.073960.000000.00000
992024.04.01 17:00modify240.101.073961.069961.08896
1002024.04.03 14:00buy250.101.080750.000000.00000
1012024.04.03 14:00modify250.101.080751.074711.08896
1022024.04.03 14:00modify240.101.073961.074711.08896
1032024.04.03 15:21buy260.101.082970.000000.00000
1042024.04.03 15:21modify260.101.082971.079961.08896
1052024.04.03 15:21modify250.101.080751.079961.08896
1062024.04.03 15:21modify240.101.073961.079961.08896
1072024.04.03 16:31buy270.101.083710.000000.00000
1082024.04.03 16:31modify270.101.083711.079211.08896
1092024.04.03 16:31modify260.101.082971.079211.08896
1102024.04.03 16:31modify250.101.080751.079211.08896
1112024.04.03 16:31modify240.101.073961.079211.08896
1122024.04.05 13:14s/l240.101.079211.079211.0889648.5211340.27
1132024.04.05 13:14s/l250.101.079211.079211.08896-18.0611322.21
1142024.04.05 13:14s/l260.101.079211.079211.08896-40.2611281.96
1152024.04.05 13:14s/l270.101.079211.079211.08896-47.6611234.30
1162024.06.03 22:00sell280.101.090280.000000.00000
1172024.06.03 22:00modify280.101.090281.094281.07528
1182024.06.07 12:32sell290.101.083530.000000.00000
1192024.06.07 12:32modify290.101.083531.089531.07528
1202024.06.07 12:32modify280.101.090281.089531.07528
1212024.06.07 14:16sell300.101.081280.000000.00000
1222024.06.07 14:16modify300.101.081281.084281.07528
1232024.06.07 14:16modify290.101.083531.084281.07528
1242024.06.07 14:16modify280.101.090281.084281.07528
1252024.06.07 15:37sell310.101.080530.000000.00000
1262024.06.07 15:37modify310.101.080531.085031.07528
1272024.06.07 15:37modify300.101.081281.085031.07528
1282024.06.07 15:37modify290.101.083531.085031.07528
1292024.06.07 15:37modify280.101.090281.085031.07528
1302024.06.10 04:06t/p280.101.075281.085031.07528152.4311386.73
1312024.06.10 04:06t/p290.101.075281.085031.0752882.8511469.58
1322024.06.10 04:06t/p300.101.075281.085031.0752860.3511529.93
1332024.06.10 04:06t/p310.101.075281.085031.0752852.8511582.77
1342024.06.12 18:00sell320.101.083840.000000.00000
1352024.06.12 18:00modify320.101.083841.087841.06884
1362024.06.13 14:31sell330.101.077080.000000.00000
1372024.06.13 14:31modify330.101.077081.083091.06884
1382024.06.13 14:31modify320.101.083841.083091.06884
1392024.06.13 16:08sell340.101.074840.000000.00000
1402024.06.13 16:08modify340.101.074841.077841.06884
1412024.06.13 16:08modify330.101.077081.077841.06884
1422024.06.13 16:08modify320.101.083841.077841.06884
1432024.06.13 16:24sell350.101.074090.000000.00000
1442024.06.13 16:24modify350.101.074091.078591.06884
1452024.06.13 16:24modify340.101.074841.078591.06884
1462024.06.13 16:24modify330.101.077081.078591.06884
1472024.06.13 16:24modify320.101.083841.078591.06884
1482024.06.14 09:03t/p320.101.068841.078591.06884151.3911734.16
1492024.06.14 09:03t/p330.101.068841.078591.0688482.7511816.91
1502024.06.14 09:03t/p340.101.068841.078591.0688460.3511877.25
1512024.06.14 09:03t/p350.101.068841.078591.0688452.8511930.10
1522024.08.02 17:00sell360.101.091200.000000.00000
1532024.08.02 17:00modify360.101.091201.095201.07620
1542024.08.05 07:30s/l360.101.095201.095201.07620-39.6511890.45
1552024.08.13 20:00sell370.101.099600.000000.00000
1562024.08.13 20:00modify370.101.099601.103601.08460
1572024.08.14 12:30s/l370.101.103601.103601.08460-39.6511850.80
1582024.08.19 22:00sell380.101.108360.000000.00000
1592024.08.19 22:00modify380.101.108361.112361.09336
1602024.08.20 18:16s/l380.101.112361.112361.09336-39.6511811.14
1612024.08.20 22:00sell390.101.112900.000000.00000
1622024.08.20 22:00modify390.101.112901.116901.09790
1632024.08.21 18:04s/l390.101.116901.116901.09790-39.6511771.49
1642024.08.23 17:00sell400.101.117390.000000.00000
1652024.08.23 17:00modify400.101.117391.121391.10239
1662024.08.28 12:31sell410.101.110640.000000.00000
1672024.08.28 12:31modify410.101.110641.116641.10239
1682024.08.28 12:31modify400.101.117391.116641.10239
1692024.08.29 08:21sell420.101.108380.000000.00000
1702024.08.29 08:21modify420.101.108381.111391.10239
1712024.08.29 08:21modify410.101.110641.111391.10239
1722024.08.29 08:21modify400.101.117391.111391.10239
1732024.08.29 08:23sell430.101.107630.000000.00000
1742024.08.29 08:23modify430.101.107631.112141.10239
1752024.08.29 08:23modify420.101.108381.112141.10239
1762024.08.29 08:23modify410.101.110641.112141.10239
1772024.08.29 08:23modify400.101.117391.112141.10239
1782024.08.30 20:59close at stop430.101.104861.112141.1023928.0511799.54
1792024.08.30 20:59close at stop420.101.104861.112141.1023935.5511835.08
1802024.08.30 20:59close at stop410.101.104861.112141.1023959.1911894.27
1812024.08.30 20:59close at stop400.101.104861.112141.10239127.7312022.00