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=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=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=15; 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 test6539Ticks modelled20105525Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit2504.97Gross profit2719.38Gross loss-214.41
Profit factor12.68Expected payoff64.23
Absolute drawdown111.52Maximal drawdown343.46 (13.53%)Relative drawdown16.35% (189.86)
Total trades39Short positions (won %)27 (88.89%)Long positions (won %)12 (75.00%)
Profit trades (% of total)33 (84.62%)Loss trades (% of total)6 (15.38%)
Largestprofit trade143.47loss trade-41.33
Averageprofit trade82.41loss trade-35.73
Maximumconsecutive wins (profit in money)20 (1678.79)consecutive losses (loss in money)2 (-77.22)
Maximalconsecutive profit (count of wins)1678.79 (20)consecutive loss (count of losses)-77.22 (2)
Averageconsecutive wins11consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.14 19:00sell10.101.086990.000000.00000
22023.11.14 19:00modify10.101.086991.090991.07299
32023.11.17 20:53s/l10.101.090991.090991.07299-38.27961.74
42023.12.13 21:00sell20.101.088120.000000.00000
52023.12.13 21:00modify20.101.088121.092121.07412
62023.12.14 11:11s/l20.101.092121.092121.07412-38.96922.78
72023.12.15 15:00buy30.101.092280.000000.00000
82023.12.15 15:00modify30.101.092281.088281.10628
92023.12.21 13:34buy40.101.099290.000000.00000
102023.12.21 13:34modify40.101.099291.094381.10628
112023.12.21 13:34buy50.101.099290.000000.00000
122023.12.21 13:34modify50.101.099291.096481.10628
132023.12.21 13:34modify30.101.092281.096481.10628
142023.12.21 13:34modify40.101.099291.096481.10628
152023.12.21 21:03buy60.101.100690.000000.00000
162023.12.21 21:03modify60.101.100691.097181.10628
172023.12.21 21:03modify50.101.099291.097181.10628
182023.12.21 21:03modify40.101.099291.097181.10628
192023.12.21 21:03modify30.101.092281.097181.10628
202023.12.27 12:28t/p30.101.106281.097181.10628133.361056.14
212023.12.27 12:28t/p40.101.106281.097181.1062867.241123.38
222023.12.27 12:28t/p50.101.106281.097181.1062867.241190.62
232023.12.27 12:28t/p60.101.106281.097181.1062853.241243.87
242023.12.27 18:00sell70.101.110540.000000.00000
252023.12.27 18:00modify70.101.110541.114541.09654
262023.12.29 21:10sell80.101.103530.000000.00000
272023.12.29 21:10modify80.101.103531.108441.09654
282023.12.29 21:10sell90.101.103530.000000.00000
292023.12.29 21:10modify90.101.103531.106341.09654
302023.12.29 21:10modify70.101.110541.106341.09654
312023.12.29 21:10modify80.101.103531.106341.09654
322024.01.02 02:49sell100.101.102140.000000.00000
332024.01.02 02:49modify100.101.102141.105641.09654
342024.01.02 02:49modify90.101.103531.105641.09654
352024.01.02 02:49modify80.101.103531.105641.09654
362024.01.02 02:49modify70.101.110541.105641.09654
372024.01.02 12:21t/p70.101.096541.105641.09654142.081385.95
382024.01.02 12:21t/p80.101.096541.105641.0965470.591456.54
392024.01.02 12:21t/p90.101.096541.105641.0965470.591527.14
402024.01.02 12:21t/p100.101.096541.105641.0965456.001583.14
412024.01.25 17:00buy110.101.083930.000000.00000
422024.01.25 17:00modify110.101.083931.079931.09793
432024.01.29 15:22s/l110.101.079931.079931.09793-41.331541.81
442024.02.01 19:00sell120.101.086980.000000.00000
452024.02.01 19:00modify120.101.086981.090981.07298
462024.02.02 14:02sell130.101.079980.000000.00000
472024.02.02 14:02modify130.101.079981.084881.07298
482024.02.02 14:02sell140.101.079980.000000.00000
492024.02.02 14:02modify140.101.079981.082781.07298
502024.02.02 14:02modify120.101.086981.082781.07298
512024.02.02 14:02modify130.101.079981.082781.07298
522024.02.02 15:25sell150.101.078580.000000.00000
532024.02.02 15:25modify150.101.078581.082081.07298
542024.02.02 15:25modify140.101.079981.082081.07298
552024.02.02 15:25modify130.101.079981.082081.07298
562024.02.02 15:25modify120.101.086981.082081.07298
572024.02.05 15:01t/p120.101.072981.082081.07298140.691682.50
582024.02.05 15:01t/p130.101.072981.082081.0729870.351752.85
592024.02.05 15:01t/p140.101.072981.082081.0729870.351823.20
602024.02.05 15:01t/p150.101.072981.082081.0729856.351879.54
612024.03.20 22:00sell160.101.092060.000000.00000
622024.03.20 22:00modify160.101.092061.096061.07806
632024.03.22 01:52sell170.101.085060.000000.00000
642024.03.22 01:52modify170.101.085061.089961.07806
652024.03.22 01:52sell180.101.085060.000000.00000
662024.03.22 01:52modify180.101.085061.087861.07806
672024.03.22 01:52modify160.101.092061.087861.07806
682024.03.22 01:52modify170.101.085061.087861.07806
692024.03.22 03:11sell190.101.083660.000000.00000
702024.03.22 03:11modify190.101.083661.087161.07806
712024.03.22 03:11modify180.101.085061.087161.07806
722024.03.22 03:11modify170.101.085061.087161.07806
732024.03.22 03:11modify160.101.092061.087161.07806
742024.03.28 09:17t/p160.101.078061.087161.07806143.472023.01
752024.03.28 09:17t/p170.101.078061.087161.0780672.082095.10
762024.03.28 09:17t/p180.101.078061.087161.0780672.082167.18
772024.03.28 09:17t/p190.101.078061.087161.0780658.082225.26
782024.04.01 17:00buy200.101.073960.000000.00000
792024.04.01 17:00modify200.101.073961.069961.08796
802024.04.03 14:00buy210.101.080980.000000.00000
812024.04.03 14:00modify210.101.080981.076061.08796
822024.04.03 14:00buy220.101.080980.000000.00000
832024.04.03 14:00modify220.101.080981.078161.08796
842024.04.03 14:00modify200.101.073961.078161.08796
852024.04.03 14:00modify210.101.080981.078161.08796
862024.04.03 14:45buy230.101.082410.000000.00000
872024.04.03 14:45modify230.101.082411.078861.08796
882024.04.03 14:45modify220.101.080981.078861.08796
892024.04.03 14:45modify210.101.080981.078861.08796
902024.04.03 14:45modify200.101.073961.078861.08796
912024.04.09 12:48t/p200.101.087961.078861.08796134.692359.95
922024.04.09 12:48t/p210.101.087961.078861.0879665.822425.76
932024.04.09 12:48t/p220.101.087961.078861.0879665.822491.58
942024.04.09 12:48t/p230.101.087961.078861.0879651.522543.10
952024.06.03 17:00sell240.101.088490.000000.00000
962024.06.03 17:00modify240.101.088491.092491.07449
972024.06.07 14:13sell250.101.081490.000000.00000
982024.06.07 14:13modify250.101.081491.086391.07449
992024.06.07 14:13sell260.101.081490.000000.00000
1002024.06.07 14:13modify260.101.081491.084291.07449
1012024.06.07 14:13modify240.101.088491.084291.07449
1022024.06.07 14:13modify250.101.081491.084291.07449
1032024.06.07 17:17sell270.101.080090.000000.00000
1042024.06.07 17:17modify270.101.080091.083591.07449
1052024.06.07 17:17modify260.101.081491.083591.07449
1062024.06.07 17:17modify250.101.081491.083591.07449
1072024.06.07 17:17modify240.101.088491.083591.07449
1082024.06.10 09:55t/p240.101.074491.083591.07449142.432685.53
1092024.06.10 09:55t/p250.101.074491.083591.0744970.352755.87
1102024.06.10 09:55t/p260.101.074491.083591.0744970.352826.22
1112024.06.10 09:55t/p270.101.074491.083591.0744956.352882.57
1122024.06.12 16:00sell280.101.084240.000000.00000
1132024.06.12 16:00modify280.101.084241.088241.07024
1142024.06.13 14:28sell290.101.077220.000000.00000
1152024.06.13 14:28modify290.101.077221.082141.07024
1162024.06.13 14:28sell300.101.077220.000000.00000
1172024.06.13 14:28modify300.101.077221.080041.07024
1182024.06.13 14:28modify280.101.084241.080041.07024
1192024.06.13 14:28modify290.101.077221.080041.07024
1202024.06.13 15:27sell310.101.075840.000000.00000
1212024.06.13 15:27modify310.101.075841.079341.07024
1222024.06.13 15:27modify300.101.077221.079341.07024
1232024.06.13 15:27modify290.101.077221.079341.07024
1242024.06.13 15:27modify280.101.084241.079341.07024
1252024.06.14 08:40t/p280.101.070241.079341.07024141.393023.95
1262024.06.14 08:40t/p290.101.070241.079341.0702470.153094.10
1272024.06.14 08:40t/p300.101.070241.079341.0702470.153164.25
1282024.06.14 08:40t/p310.101.070241.079341.0702456.353220.60
1292024.08.02 16:00sell320.101.091320.000000.00000
1302024.08.02 16:00modify320.101.091321.095321.07732
1312024.08.05 07:31s/l320.101.095321.095321.07732-39.653180.94
1322024.08.23 19:00sell330.101.118720.000000.00000
1332024.08.23 19:00modify330.101.118721.122721.10472
1342024.08.28 12:05sell340.101.111720.000000.00000
1352024.08.28 12:05modify340.101.111721.116621.10472
1362024.08.28 12:05sell350.101.111720.000000.00000
1372024.08.28 12:05modify350.101.111721.114521.10472
1382024.08.28 12:05modify330.101.118721.114521.10472
1392024.08.28 12:05modify340.101.111721.114521.10472
1402024.08.29 08:02sell360.101.110320.000000.00000
1412024.08.29 08:02modify360.101.110321.113821.10472
1422024.08.29 08:02modify350.101.111721.113821.10472
1432024.08.29 08:02modify340.101.111721.113821.10472
1442024.08.29 08:02modify330.101.118721.113821.10472
1452024.08.30 16:37t/p330.101.104721.113821.10472142.433323.37
1462024.08.30 16:37t/p340.101.104721.113821.1047271.393394.76
1472024.08.30 16:37t/p350.101.104721.113821.1047271.393466.15
1482024.08.30 16:37t/p360.101.104721.113821.1047256.353522.49
1492024.09.25 18:00buy370.101.113980.000000.00000
1502024.09.25 18:00modify370.101.113981.109981.12798
1512024.09.30 08:57buy380.101.120990.000000.00000
1522024.09.30 08:57modify380.101.120991.116081.12798
1532024.09.30 08:57buy390.101.120990.000000.00000
1542024.09.30 08:57modify390.101.120991.118181.12798
1552024.09.30 08:57modify370.101.113981.118181.12798
1562024.09.30 08:57modify380.101.120991.118181.12798
1572024.09.30 13:03s/l370.101.118181.118181.1279838.683561.17
1582024.09.30 13:03s/l380.101.118181.118181.12798-28.103533.07
1592024.09.30 13:03s/l390.101.118181.118181.12798-28.103504.97