Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=30; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test6539Ticks modelled20105525Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit3527.09Gross profit5193.54Gross loss-1666.46
Profit factor3.12Expected payoff26.72
Absolute drawdown186.68Maximal drawdown622.39 (24.69%)Relative drawdown24.69% (622.39)
Total trades132Short positions (won %)81 (64.20%)Long positions (won %)51 (64.71%)
Profit trades (% of total)85 (64.39%)Loss trades (% of total)47 (35.61%)
Largestprofit trade144.51loss trade-43.98
Averageprofit trade61.10loss trade-35.46
Maximumconsecutive wins (profit in money)12 (1067.13)consecutive losses (loss in money)5 (-187.12)
Maximalconsecutive profit (count of wins)1067.13 (12)consecutive loss (count of losses)-187.12 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.02 13:00sell10.101.066400.000000.00000
22023.11.02 13:00modify10.101.066401.070401.05240
32023.11.02 15:31sell20.101.062200.000000.00000
42023.11.02 15:31modify20.101.062201.065701.05240
52023.11.02 15:31modify10.101.066401.065701.05240
62023.11.03 12:18s/l10.101.065701.065701.052407.351007.35
72023.11.03 12:18s/l20.101.065701.065701.05240-34.65972.69
82023.11.03 13:00sell30.101.070950.000000.00000
92023.11.03 13:00modify30.101.070951.074951.05695
102023.11.03 17:05s/l30.101.074951.074951.05695-40.00932.69
112023.11.08 17:00sell40.101.071440.000000.00000
122023.11.08 17:00modify40.101.071441.075441.05744
132023.11.09 19:15sell50.101.067230.000000.00000
142023.11.09 19:15modify50.101.067231.070741.05744
152023.11.09 19:15modify40.101.071441.070741.05744
162023.11.13 17:26s/l40.101.070741.070741.057448.73941.43
172023.11.13 17:26s/l50.101.070741.070741.05744-34.41907.02
182023.11.14 14:00sell60.101.078900.000000.00000
192023.11.14 14:00modify60.101.078901.082901.06490
202023.11.14 14:38s/l60.101.082901.082901.06490-40.00867.02
212023.11.16 14:00sell70.101.088100.000000.00000
222023.11.16 14:00modify70.101.088101.092101.07410
232023.11.17 07:23sell80.101.083900.000000.00000
242023.11.17 07:23modify80.101.083901.087401.07410
252023.11.17 07:23modify70.101.088101.087401.07410
262023.11.17 10:58s/l70.101.087401.087401.074107.35874.37
272023.11.17 10:58s/l80.101.087401.087401.07410-35.00839.37
282023.11.28 17:00sell90.101.100550.000000.00000
292023.11.28 17:00modify90.101.100551.104551.08655
302023.11.29 15:19sell100.101.096350.000000.00000
312023.11.29 15:19modify100.101.096351.099851.08655
322023.11.29 15:19modify90.101.100551.099851.08655
332023.11.30 08:39sell110.101.092840.000000.00000
342023.11.30 08:39modify110.101.092841.095651.08655
352023.11.30 08:39modify100.101.096351.095651.08655
362023.11.30 08:39modify90.101.100551.095651.08655
372023.11.30 08:50sell120.101.092150.000000.00000
382023.11.30 08:50modify120.101.092151.094251.08655
392023.11.30 08:50modify120.101.092151.095651.08655
402023.12.01 14:17t/p90.101.086551.095651.08655141.74981.11
412023.12.01 14:17t/p100.101.086551.095651.0865599.391080.49
422023.12.01 14:17t/p110.101.086551.095651.0865563.251143.74
432023.12.01 14:17t/p120.101.086551.095651.0865556.351200.09
442023.12.01 15:00buy130.101.084700.000000.00000
452023.12.01 15:00modify130.101.084701.080701.09870
462023.12.01 18:15buy140.101.088900.000000.00000
472023.12.01 18:15modify140.101.088901.085401.09870
482023.12.01 18:15modify130.101.084701.085401.09870
492023.12.04 07:43s/l130.101.085401.085401.098706.341206.42
502023.12.04 07:43s/l140.101.085401.085401.09870-35.661170.76
512023.12.04 16:00buy150.101.081780.000000.00000
522023.12.04 16:00modify150.101.081781.077781.09578
532023.12.06 08:31s/l150.101.077781.077781.09578-41.331129.43
542023.12.07 18:00sell160.101.081360.000000.00000
552023.12.07 18:00modify160.101.081361.085361.06736
562023.12.08 13:18sell170.101.077140.000000.00000
572023.12.08 13:18modify170.101.077141.080661.06736
582023.12.08 13:18modify160.101.081361.080661.06736
592023.12.08 13:30sell180.101.073640.000000.00000
602023.12.08 13:30modify180.101.073641.076461.06736
612023.12.08 13:30modify170.101.077141.076461.06736
622023.12.08 13:30modify160.101.081361.076461.06736
632023.12.08 13:30sell190.101.072960.000000.00000
642023.12.08 13:30modify190.101.072961.075061.06736
652023.12.08 13:30modify190.101.072961.076461.06736
662023.12.08 13:43s/l160.101.076461.076461.0673649.351178.78
672023.12.08 13:43s/l170.101.076461.076461.067366.801185.58
682023.12.08 13:43s/l180.101.076461.076461.06736-28.201157.38
692023.12.08 13:43s/l190.101.076461.076461.06736-35.001122.38
702023.12.14 14:00sell200.101.094380.000000.00000
712023.12.14 14:00modify200.101.094381.098381.08038
722023.12.14 14:46s/l200.101.098381.098381.08038-40.001082.38
732023.12.15 14:00buy210.101.091940.000000.00000
742023.12.15 14:00modify210.101.091941.087941.10594
752023.12.19 12:57buy220.101.096140.000000.00000
762023.12.19 12:57modify220.101.096141.092641.10594
772023.12.19 12:57modify210.101.091941.092641.10594
782023.12.21 13:34buy230.101.099640.000000.00000
792023.12.21 13:34modify230.101.099641.096841.10594
802023.12.21 13:34modify220.101.096141.096841.10594
812023.12.21 13:34modify210.101.091941.096841.10594
822023.12.21 13:42buy240.101.100350.000000.00000
832023.12.21 13:42modify240.101.100351.098241.10594
842023.12.21 13:42modify240.101.100351.096841.10594
852023.12.27 11:57t/p210.101.105941.096841.10594133.361215.74
862023.12.27 11:57t/p220.101.105941.096841.1059492.691308.43
872023.12.27 11:57t/p230.101.105941.096841.1059460.341368.77
882023.12.27 11:57t/p240.101.105941.096841.1059453.241422.01
892023.12.27 15:00sell250.101.110450.000000.00000
902023.12.27 15:00modify250.101.110451.114451.09645
912023.12.28 18:02sell260.101.106240.000000.00000
922023.12.28 18:02modify260.101.106241.109751.09645
932023.12.28 18:02modify250.101.110451.109751.09645
942024.01.02 02:23sell270.101.102750.000000.00000
952024.01.02 02:23modify270.101.102751.105551.09645
962024.01.02 02:23modify260.101.106241.105551.09645
972024.01.02 02:23modify250.101.110451.105551.09645
982024.01.02 02:53sell280.101.102050.000000.00000
992024.01.02 02:53modify280.101.102051.104151.09645
1002024.01.02 02:53modify280.101.102051.105551.09645
1012024.01.02 12:21t/p250.101.096451.105551.09645142.081564.10
1022024.01.02 12:21t/p260.101.096451.105551.0964598.941663.04
1032024.01.02 12:21t/p270.101.096451.105551.0964563.001726.04
1042024.01.02 12:21t/p280.101.096451.105551.0964556.001782.04
1052024.01.04 10:00sell290.101.096750.000000.00000
1062024.01.04 10:00modify290.101.096751.100751.08275
1072024.01.05 06:36sell300.101.092530.000000.00000
1082024.01.05 06:36modify300.101.092531.096051.08275
1092024.01.05 06:36modify290.101.096751.096051.08275
1102024.01.05 13:30sell310.101.089040.000000.00000
1112024.01.05 13:30modify310.101.089041.091851.08275
1122024.01.05 13:30modify300.101.092531.091851.08275
1132024.01.05 13:30modify290.101.096751.091851.08275
1142024.01.05 13:30sell320.101.088340.000000.00000
1152024.01.05 13:30modify320.101.088341.090451.08275
1162024.01.05 13:30modify320.101.088341.091851.08275
1172024.01.05 13:43s/l290.101.091851.091851.0827549.351831.38
1182024.01.05 13:43s/l300.101.091851.091851.082756.801838.18
1192024.01.05 13:43s/l310.101.091851.091851.08275-28.101810.08
1202024.01.05 13:43s/l320.101.091851.091851.08275-35.101774.98
1212024.01.05 16:00sell330.101.097820.000000.00000
1222024.01.05 16:00modify330.101.097821.101821.08382
1232024.01.05 18:16sell340.101.093610.000000.00000
1242024.01.05 18:16modify340.101.093611.097121.08382
1252024.01.05 18:16modify330.101.097821.097121.08382
1262024.01.08 15:17s/l330.101.097121.097121.083827.351782.33
1272024.01.08 15:17s/l340.101.097121.097121.08382-34.751747.58
1282024.01.11 14:00buy350.101.094270.000000.00000
1292024.01.11 14:00modify350.101.094271.090271.10827
1302024.01.11 19:41buy360.101.098470.000000.00000
1312024.01.11 19:41modify360.101.098471.094971.10827
1322024.01.11 19:41modify350.101.094271.094971.10827
1332024.01.12 11:44s/l350.101.094971.094971.108276.341753.91
1342024.01.12 11:44s/l360.101.094971.094971.10827-35.661718.25
1352024.01.18 14:00buy370.101.085530.000000.00000
1362024.01.18 14:00modify370.101.085531.081531.09953
1372024.01.19 18:21buy380.101.089740.000000.00000
1382024.01.19 18:21modify380.101.089741.086231.09953
1392024.01.19 18:21modify370.101.085531.086231.09953
1402024.01.23 11:27s/l370.101.086231.086231.099535.011723.26
1412024.01.23 11:27s/l380.101.086231.086231.09953-36.431686.83
1422024.01.23 16:00buy390.101.083400.000000.00000
1432024.01.23 16:00modify390.101.083401.079401.09740
1442024.01.24 07:34buy400.101.087600.000000.00000
1452024.01.24 07:34modify400.101.087601.084101.09740
1462024.01.24 07:34modify390.101.083401.084101.09740
1472024.01.24 13:24buy410.101.091100.000000.00000
1482024.01.24 13:24modify410.101.091101.088301.09740
1492024.01.24 13:24modify400.101.087601.088301.09740
1502024.01.24 13:24modify390.101.083401.088301.09740
1512024.01.24 13:32buy420.101.091810.000000.00000
1522024.01.24 13:32modify420.101.091811.089701.09740
1532024.01.24 13:32modify420.101.091811.088301.09740
1542024.01.24 19:20s/l390.101.088301.088301.0974048.341735.17
1552024.01.24 19:20s/l400.101.088301.088301.097407.001742.17
1562024.01.24 19:20s/l410.101.088301.088301.09740-28.001714.17
1572024.01.24 19:20s/l420.101.088301.088301.09740-35.101679.07
1582024.01.25 16:00buy430.101.083460.000000.00000
1592024.01.25 16:00modify430.101.083461.079461.09746
1602024.01.26 11:23buy440.101.087670.000000.00000
1612024.01.26 11:23modify440.101.087671.084161.09746
1622024.01.26 11:23modify430.101.083461.084161.09746
1632024.01.28 22:01s/l430.101.084161.084161.097466.341685.40
1642024.01.28 22:01s/l440.101.084161.084161.09746-35.101650.30
1652024.01.31 15:00sell450.101.088000.000000.00000
1662024.01.31 15:00modify450.101.088001.092001.07400
1672024.01.31 19:01sell460.101.083780.000000.00000
1682024.01.31 19:01modify460.101.083781.087301.07400
1692024.01.31 19:01modify450.101.088001.087301.07400
1702024.01.31 20:03sell470.101.080290.000000.00000
1712024.01.31 20:03modify470.101.080291.083101.07400
1722024.01.31 20:03modify460.101.083781.083101.07400
1732024.01.31 20:03modify450.101.088001.083101.07400
1742024.01.31 20:32sell480.101.079600.000000.00000
1752024.01.31 20:32modify480.101.079601.081701.07400
1762024.01.31 20:32modify480.101.079601.083101.07400
1772024.02.01 14:54s/l450.101.083101.083101.0740050.041700.34
1782024.02.01 14:54s/l460.101.083101.083101.074007.841708.18
1792024.02.01 14:54s/l470.101.083101.083101.07400-27.061681.12
1802024.02.01 14:54s/l480.101.083101.083101.07400-33.961647.17
1812024.02.01 17:00sell490.101.086450.000000.00000
1822024.02.01 17:00modify490.101.086451.090451.07245
1832024.02.02 13:33sell500.101.082230.000000.00000
1842024.02.02 13:33modify500.101.082231.085751.07245
1852024.02.02 13:33modify490.101.086451.085751.07245
1862024.02.02 15:24sell510.101.078750.000000.00000
1872024.02.02 15:24modify510.101.078751.081551.07245
1882024.02.02 15:24modify500.101.082231.081551.07245
1892024.02.02 15:24modify490.101.086451.081551.07245
1902024.02.02 18:09sell520.101.078050.000000.00000
1912024.02.02 18:09modify520.101.078051.080151.07245
1922024.02.02 18:09modify520.101.078051.081551.07245
1932024.02.13 13:40t/p490.101.072451.081551.07245143.471790.64
1942024.02.13 13:40t/p500.101.072451.081551.07245100.921891.56
1952024.02.13 13:40t/p510.101.072451.081551.0724566.121957.68
1962024.02.13 13:40t/p520.101.072451.081551.0724559.122016.80
1972024.02.13 14:00buy530.101.071140.000000.00000
1982024.02.13 14:00modify530.101.071141.067141.08514
1992024.02.15 13:22buy540.101.075340.000000.00000
2002024.02.15 13:22modify540.101.075341.071841.08514
2012024.02.15 13:22modify530.101.071141.071841.08514
2022024.02.16 18:50buy550.101.078850.000000.00000
2032024.02.16 18:50modify550.101.078851.076041.08514
2042024.02.16 18:50modify540.101.075341.076041.08514
2052024.02.16 18:50modify530.101.071141.076041.08514
2062024.02.20 09:34buy560.101.079540.000000.00000
2072024.02.20 09:34modify560.101.079541.077441.08514
2082024.02.20 09:35modify560.101.079541.076041.08514
2092024.02.22 07:40t/p530.101.085141.076041.08514132.702149.50
2102024.02.22 07:40t/p540.101.085141.076041.0851493.352242.85
2112024.02.22 07:40t/p550.101.085141.076041.0851458.922301.77
2122024.02.22 07:40t/p560.101.085141.076041.0851453.342355.11
2132024.02.22 09:00sell570.101.087150.000000.00000
2142024.02.22 09:00modify570.101.087151.091151.07315
2152024.02.22 13:30sell580.101.082890.000000.00000
2162024.02.22 13:30modify580.101.082891.086451.07315
2172024.02.22 13:30modify570.101.087151.086451.07315
2182024.02.27 07:26s/l570.101.086451.086451.073158.042363.15
2192024.02.27 07:26s/l580.101.086451.086451.07315-34.562328.59
2202024.03.07 16:00sell590.101.092990.000000.00000
2212024.03.07 16:00modify590.101.092991.096991.07899
2222024.03.08 13:31s/l590.101.096991.096991.07899-39.652288.94
2232024.03.14 15:00buy600.101.090070.000000.00000
2242024.03.14 15:00modify600.101.090071.086071.10407
2252024.03.19 07:42s/l600.101.086071.086071.10407-41.992246.95
2262024.03.20 19:00sell610.101.091450.000000.00000
2272024.03.20 19:00modify610.101.091451.095451.07745
2282024.03.21 14:38sell620.101.087250.000000.00000
2292024.03.21 14:38modify620.101.087251.090751.07745
2302024.03.21 14:38modify610.101.091451.090751.07745
2312024.03.22 03:11sell630.101.083750.000000.00000
2322024.03.22 03:11modify630.101.083751.086551.07745
2332024.03.22 03:11modify620.101.087251.086551.07745
2342024.03.22 03:11modify610.101.091451.086551.07745
2352024.03.22 06:40sell640.101.083050.000000.00000
2362024.03.22 06:40modify640.101.083051.085151.07745
2372024.03.22 06:41modify640.101.083051.086551.07745
2382024.03.26 10:30s/l610.101.086551.086551.0774551.082298.03
2392024.03.26 10:30s/l620.101.086551.086551.077458.042306.07
2402024.03.26 10:30s/l630.101.086551.086551.07745-27.312278.77
2412024.03.26 10:30s/l640.101.086551.086551.07745-34.312244.46
2422024.03.28 10:00buy650.101.077840.000000.00000
2432024.03.28 10:00modify650.101.077841.073841.09184
2442024.03.28 13:01buy660.101.082040.000000.00000
2452024.03.28 13:01modify660.101.082041.078541.09184
2462024.03.28 13:01modify650.101.077841.078541.09184
2472024.03.28 19:15s/l650.101.078541.078541.091847.002251.46
2482024.03.28 19:15s/l660.101.078541.078541.09184-35.002216.46
2492024.04.01 15:00buy670.101.074730.000000.00000
2502024.04.01 15:00modify670.101.074731.070731.08873
2512024.04.03 12:14buy680.101.078940.000000.00000
2522024.04.03 12:14modify680.101.078941.075431.08873
2532024.04.03 12:14modify670.101.074731.075431.08873
2542024.04.03 14:45buy690.101.082450.000000.00000
2552024.04.03 14:45modify690.101.082451.079631.08873
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