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=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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 profit1438.76Gross profit1983.91Gross loss-545.15
Profit factor3.64Expected payoff35.97
Absolute drawdown0.00Maximal drawdown445.67 (3.95%)Relative drawdown3.95% (445.67)
Total trades40Short positions (won %)8 (75.00%)Long positions (won %)32 (68.75%)
Profit trades (% of total)28 (70.00%)Loss trades (% of total)12 (30.00%)
Largestprofit trade151.74loss trade-137.57
Averageprofit trade70.85loss trade-45.43
Maximumconsecutive wins (profit in money)11 (985.74)consecutive losses (loss in money)3 (-205.22)
Maximalconsecutive profit (count of wins)985.74 (11)consecutive loss (count of losses)-205.22 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.20 17:00sell10.101.073520.000000.00000
22023.09.20 17:00modify10.101.073521.087521.05852
32023.09.22 02:00sell20.101.064320.000000.00000
42023.09.22 02:00modify20.101.064321.069021.05852
52023.09.22 02:00modify10.101.073521.069021.05852
62023.09.25 15:00t/p10.101.058521.069021.05852151.7410151.74
72023.09.25 15:00t/p20.101.058521.069021.0585258.3510210.08
82023.10.02 20:00buy30.101.048360.000000.00000
92023.10.02 20:00modify30.101.048361.034361.06336
102023.10.05 17:00buy40.101.053890.000000.00000
112023.10.05 17:00modify40.101.053891.049861.06336
122023.10.05 17:00modify30.101.048361.049861.06336
132023.10.06 13:00s/l30.101.049861.049861.0633611.0210221.10
142023.10.06 13:00s/l40.101.049861.049861.06336-40.9610180.13
152023.10.18 16:00buy50.101.053420.000000.00000
162023.10.18 16:00modify50.101.053421.039421.06842
172023.10.20 00:00buy60.101.058920.000000.00000
182023.10.20 00:00modify60.101.058921.054921.06842
192023.10.20 00:00modify50.101.053421.054921.06842
202023.10.24 03:00t/p50.101.068421.054921.06842146.0210326.15
212023.10.24 03:00t/p60.101.068421.054921.0684293.6710419.82
222023.11.28 17:00sell70.101.100550.000000.00000
232023.11.28 17:00modify70.101.100551.114551.08555
242023.11.30 08:00sell80.101.095150.000000.00000
252023.11.30 08:00modify80.101.095151.099051.08555
262023.11.30 08:00modify70.101.100551.099051.08555
272023.11.30 21:00sell90.101.088490.000000.00000
282023.11.30 21:00modify90.101.088491.095301.08555
292023.11.30 21:00modify80.101.095151.095301.08555
302023.11.30 21:00modify70.101.100551.095301.08555
312023.12.01 15:00t/p70.101.085551.095301.08555151.7410571.56
322023.12.01 15:00t/p80.101.085551.095301.0855596.3510667.90
332023.12.01 15:00t/p90.101.085551.095301.0855529.7510697.65
342023.12.04 16:00buy100.101.081780.000000.00000
352023.12.04 16:00modify100.101.081781.067781.09678
362023.12.14 04:00buy110.101.090880.000000.00000
372023.12.14 04:00modify110.101.090881.086281.09678
382023.12.14 04:00modify100.101.081781.086281.09678
392023.12.14 15:00t/p100.101.096781.086281.09678142.0310839.68
402023.12.14 15:00t/p110.101.096781.086281.0967859.0010898.68
412023.12.15 17:00buy120.101.090830.000000.00000
422023.12.15 17:00modify120.101.090831.076831.10583
432023.12.20 14:00buy130.101.096370.000000.00000
442023.12.20 14:00modify130.101.096371.092331.10583
452023.12.20 14:00modify120.101.090831.092331.10583
462023.12.22 12:00buy140.101.102880.000000.00000
472023.12.22 12:00modify140.101.102881.096081.10583
482023.12.22 12:00modify130.101.096371.096081.10583
492023.12.22 12:00modify120.101.090831.096081.10583
502023.12.27 11:00t/p120.101.105831.096081.10583143.3611042.04
512023.12.27 11:00t/p130.101.105831.096081.1058389.9511131.99
522023.12.27 11:00t/p140.101.105831.096081.1058327.5111159.50
532024.01.03 16:00buy150.101.090750.000000.00000
542024.01.03 16:00modify150.101.090751.076751.10575
552024.01.12 19:00buy160.101.096230.000000.00000
562024.01.12 19:00modify160.101.096231.092251.10575
572024.01.12 19:00modify150.101.090751.092251.10575
582024.01.16 01:00s/l150.101.092251.092251.105756.3711165.87
592024.01.16 01:00s/l160.101.092251.092251.10575-41.1311124.74
602024.01.23 16:00buy170.101.083400.000000.00000
612024.01.23 16:00modify170.101.083401.069401.09840
622024.01.24 22:00buy180.101.088730.000000.00000
632024.01.24 22:00modify180.101.088731.084901.09840
642024.01.24 22:00modify170.101.083401.084901.09840
652024.01.25 16:00s/l170.101.084901.084901.0984012.3411137.09
662024.01.25 16:00s/l180.101.084901.084901.09840-40.2911096.79
672024.01.25 16:00buy190.101.083460.000000.00000
682024.01.25 16:00modify190.101.083461.069461.09846
692024.03.06 14:00buy200.101.088760.000000.00000
702024.03.06 14:00modify200.101.088761.084961.09846
712024.03.06 14:00modify190.101.083461.084961.09846
722024.03.11 15:00buy210.101.092720.000000.00000
732024.03.11 15:00modify210.101.092721.087961.09846
742024.03.11 15:00modify200.101.088761.087961.09846
752024.03.11 15:00modify190.101.083461.087961.09846
762024.03.14 00:00buy220.101.095590.000000.00000
772024.03.14 00:00modify220.101.095591.088711.09846
782024.03.14 00:00modify210.101.092721.088711.09846
792024.03.14 00:00modify200.101.088761.088711.09846
802024.03.14 00:00modify190.101.083461.088711.09846
812024.03.14 16:00s/l190.101.088711.088711.0984619.9611116.76
822024.03.14 16:00s/l200.101.088711.088711.09846-7.1411109.62
832024.03.14 16:00s/l210.101.088711.088711.09846-43.4211066.20
842024.03.14 16:00s/l220.101.088711.088711.09846-68.8010997.40
852024.03.18 18:00buy230.101.087190.000000.00000
862024.03.18 18:00modify230.101.087191.073191.10219
872024.03.20 21:00buy240.101.092440.000000.00000
882024.03.20 21:00modify240.101.092441.088691.10219
892024.03.20 21:00modify230.101.087191.088691.10219
902024.03.21 14:00s/l230.101.088691.088691.1021911.6811009.08
912024.03.21 14:00s/l240.101.088691.088691.10219-39.4910969.59
922024.04.10 19:00buy250.101.073920.000000.00000
932024.04.10 19:00modify250.101.073921.059921.08892
942024.05.13 12:00buy260.101.079220.000000.00000
952024.05.13 12:00modify260.101.079221.075421.08892
962024.05.13 12:00modify250.101.073921.075421.08892
972024.05.15 06:00buy270.101.083000.000000.00000
982024.05.15 06:00modify270.101.083001.078421.08892
992024.05.15 06:00modify260.101.079221.078421.08892
1002024.05.15 06:00modify250.101.073921.078421.08892
1012024.05.15 15:00buy280.101.086050.000000.00000
1022024.05.15 15:00modify280.101.086051.079171.08892
1032024.05.15 15:00modify270.101.083001.079171.08892
1042024.05.15 15:00modify260.101.079221.079171.08892
1052024.05.15 15:00modify250.101.073921.079171.08892
1062024.05.15 23:00t/p250.101.088921.079171.08892126.7611096.35
1072024.05.15 23:00t/p260.101.088921.079171.0889295.6711192.02
1082024.05.15 23:00t/p270.101.088921.079171.0889259.2011251.22
1092024.05.15 23:00t/p280.101.088921.079171.0889228.7011279.92
1102024.05.29 16:00buy290.101.081390.000000.00000
1112024.05.29 16:00modify290.101.081391.067391.09639
1122024.06.03 21:00buy300.101.090690.000000.00000
1132024.06.03 21:00modify300.101.090691.085891.09639
1142024.06.03 21:00modify290.101.081391.085891.09639
1152024.06.04 13:00buy310.101.086760.000000.00000
1162024.06.04 13:00modify310.101.086761.082891.09639
1172024.06.04 14:00modify310.101.086761.085891.09639
1182024.06.05 17:00s/l290.101.085891.085891.0963940.3511320.27
1192024.06.05 17:00s/l300.101.085891.085891.09639-49.3311270.94
1202024.06.05 17:00s/l310.101.085891.085891.09639-9.3611261.58
1212024.06.13 16:00buy320.101.075830.000000.00000
1222024.06.13 16:00modify320.101.075831.061831.09083
1232024.07.04 15:00buy330.101.081130.000000.00000
1242024.07.04 15:00modify330.101.081131.077331.09083
1252024.07.04 15:00modify320.101.075831.077331.09083
1262024.07.11 09:00buy340.101.085020.000000.00000
1272024.07.11 09:00modify340.101.085021.080331.09083
1282024.07.11 09:00modify330.101.081131.080331.09083
1292024.07.11 09:00modify320.101.075831.080331.09083
1302024.07.12 08:00buy350.101.087840.000000.00000
1312024.07.12 08:00modify350.101.087841.081081.09083
1322024.07.12 08:00modify340.101.085021.081081.09083
1332024.07.12 08:00modify330.101.081131.081081.09083
1342024.07.12 08:00modify320.101.075831.081081.09083
1352024.07.12 15:00t/p320.101.090831.081081.09083130.7411392.32
1362024.07.12 15:00t/p330.101.090831.081081.0908391.6911484.01
1372024.07.12 15:00t/p340.101.090831.081081.0908357.4411541.45
1382024.07.12 15:00t/p350.101.090831.081081.0908329.9011571.35
1392024.07.18 19:00buy360.101.090180.000000.00000
1402024.07.18 19:00modify360.101.090181.076181.10518
1412024.08.05 13:00buy370.101.099400.000000.00000
1422024.08.05 13:00modify370.101.099401.094681.10518
1432024.08.05 13:00modify360.101.090181.094681.10518
1442024.08.05 22:00s/l360.101.094681.094681.1051834.3811605.72
1452024.08.05 22:00s/l370.101.094681.094681.10518-47.2011558.52
1462024.08.13 17:00sell380.101.097250.000000.00000
1472024.08.13 17:00modify380.101.097251.111251.08225
1482024.08.20 15:00s/l380.101.111251.111251.08225-137.5711420.95
1492024.08.20 20:00sell390.101.112480.000000.00000
1502024.08.20 20:00modify390.101.112481.126481.09748
1512024.08.29 15:00sell400.101.106990.000000.00000
1522024.08.29 15:00modify400.101.106991.110981.09748
1532024.08.29 15:00modify390.101.112481.110981.09748
1542024.08.30 20:59close at stop400.101.109071.110981.09748-20.4511400.50
1552024.08.30 20:59close at stop390.101.109071.110981.0974838.2611438.76