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 23:59 (2023.11.01 - 2024.11.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=45; 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=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test7239Ticks modelled13478Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit2055.16Gross profit2852.62Gross loss-797.46
Profit factor3.58Expected payoff38.78
Absolute drawdown147.91Maximal drawdown232.87 (9.83%)Relative drawdown18.51% (193.51)
Total trades53Short positions (won %)31 (61.29%)Long positions (won %)22 (59.09%)
Profit trades (% of total)32 (60.38%)Loss trades (% of total)21 (39.62%)
Largestprofit trade145.55loss trade-51.79
Averageprofit trade89.14loss trade-37.97
Maximumconsecutive wins (profit in money)8 (758.54)consecutive losses (loss in money)3 (-128.63)
Maximalconsecutive profit (count of wins)758.54 (8)consecutive loss (count of losses)-128.63 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.02 13:00sell10.101.066400.000000.00000
22023.11.02 13:00modify10.101.066401.070401.05240
32023.11.03 13:00s/l10.101.070401.070401.05240-39.65960.35
42023.11.03 13:00sell20.101.070950.000000.00000
52023.11.03 13:00modify20.101.070951.074951.05695
62023.11.03 18:00s/l20.101.074951.074951.05695-40.00920.35
72023.11.14 14:00sell30.101.078900.000000.00000
82023.11.14 14:00modify30.101.078901.082901.06490
92023.11.14 15:00s/l30.101.082901.082901.06490-40.00880.35
102023.11.28 16:00sell40.101.098090.000000.00000
112023.11.28 16:00modify40.101.098091.102091.08409
122023.11.30 12:00sell50.101.091570.000000.00000
132023.11.30 12:00modify50.101.091571.096691.08409
142023.11.30 12:00modify40.101.098091.096691.08409
152023.12.01 08:00sell60.101.089490.000000.00000
162023.12.01 08:00modify60.101.089491.093891.08409
172023.12.01 08:00modify50.101.091571.093891.08409
182023.12.01 08:00modify40.101.098091.093891.08409
192023.12.01 16:00t/p40.101.084091.093891.08409141.741022.08
202023.12.01 16:00t/p50.101.084091.093891.0840975.151097.23
212023.12.01 16:00t/p60.101.084091.093891.0840954.001151.23
222023.12.08 14:00buy70.101.074990.000000.00000
232023.12.08 14:00modify70.101.074991.070991.08899
242023.12.13 20:00t/p70.101.088991.070991.08899138.011289.24
252023.12.14 15:00sell80.101.099100.000000.00000
262023.12.14 15:00modify80.101.099101.103101.08510
272023.12.15 17:00sell90.101.090530.000000.00000
282023.12.15 17:00modify90.101.090531.094901.08510
292023.12.15 17:00modify80.101.099101.094901.08510
302023.12.18 16:00sell100.101.091400.000000.00000
312023.12.18 16:00modify100.101.091401.094201.08510
322023.12.18 16:00modify90.101.090531.094201.08510
332023.12.18 16:00modify80.101.099101.094201.08510
342023.12.19 08:00s/l80.101.094201.094201.0851050.041339.28
352023.12.19 08:00s/l90.101.094201.094201.08510-36.011303.27
362023.12.19 08:00s/l100.101.094201.094201.08510-27.651275.62
372023.12.21 14:00sell110.101.099100.000000.00000
382023.12.21 14:00modify110.101.099101.103101.08510
392023.12.22 12:00s/l110.101.103101.103101.08510-39.651235.97
402023.12.27 15:00sell120.101.110450.000000.00000
412023.12.27 15:00modify120.101.110451.114451.09645
422023.12.29 20:00sell130.101.104090.000000.00000
432023.12.29 20:00modify130.101.104091.109051.09645
442023.12.29 20:00modify120.101.110451.109051.09645
452024.01.02 03:00sell140.101.101870.000000.00000
462024.01.02 03:00modify140.101.101871.106251.09645
472024.01.02 03:00modify130.101.104091.106251.09645
482024.01.02 03:00modify120.101.110451.106251.09645
492024.01.02 13:00t/p120.101.096451.106251.09645142.081378.05
502024.01.02 13:00t/p130.101.096451.106251.0964577.091455.14
512024.01.02 13:00t/p140.101.096451.106251.0964554.201509.34
522024.01.05 16:00sell150.101.097820.000000.00000
532024.01.05 16:00modify150.101.097821.101821.08382
542024.01.18 03:00sell160.101.089320.000000.00000
552024.01.18 03:00modify160.101.089321.093621.08382
562024.01.18 03:00modify150.101.097821.093621.08382
572024.01.23 16:00t/p150.101.083821.093621.08382145.551654.89
582024.01.23 16:00t/p160.101.083821.093621.0838256.041710.93
592024.01.23 16:00buy170.101.083400.000000.00000
602024.01.23 16:00modify170.101.083401.079401.09740
612024.01.24 13:00buy180.101.089780.000000.00000
622024.01.24 13:00modify180.101.089781.084801.09740
632024.01.24 13:00modify170.101.083401.084801.09740
642024.01.25 16:00s/l170.101.084801.084801.0974011.341722.28
652024.01.25 16:00s/l180.101.084801.084801.09740-51.791670.49
662024.01.25 16:00buy190.101.083460.000000.00000
672024.01.25 16:00modify190.101.083461.079461.09746
682024.02.01 07:00s/l190.101.079461.079461.09746-44.651625.84
692024.02.01 17:00sell200.101.086450.000000.00000
702024.02.01 17:00modify200.101.086451.090451.07245
712024.02.02 17:00sell210.101.078610.000000.00000
722024.02.02 17:00modify210.101.078611.081551.07245
732024.02.02 17:00modify200.101.086451.081551.07245
742024.02.04 23:00sell220.101.077990.000000.00000
752024.02.04 23:00modify220.101.077991.082251.07245
762024.02.05 00:00modify220.101.077991.081551.07245
772024.02.13 14:00t/p200.101.072451.081551.07245143.471769.31
782024.02.13 14:00t/p210.101.072451.081551.0724564.721834.03
792024.02.13 14:00t/p220.101.072451.081551.0724558.521892.55
802024.02.13 14:00buy230.101.071140.000000.00000
812024.02.13 14:00modify230.101.071141.067141.08514
822024.02.15 21:00buy240.101.077450.000000.00000
832024.02.15 21:00modify240.101.077451.072541.08514
842024.02.15 21:00modify230.101.071141.072541.08514
852024.02.19 01:00buy250.101.079000.000000.00000
862024.02.19 01:00modify250.101.079001.076041.08514
872024.02.19 01:00modify240.101.077451.076041.08514
882024.02.19 01:00modify230.101.071141.076041.08514
892024.02.22 08:00t/p230.101.085141.076041.08514132.702025.25
902024.02.22 08:00t/p240.101.085141.076041.0851472.252097.50
912024.02.22 08:00t/p250.101.085141.076041.0851458.082155.58
922024.03.14 16:00buy260.101.089060.000000.00000
932024.03.14 16:00modify260.101.089061.085061.10306
942024.03.19 09:00s/l260.101.085061.085061.10306-41.992113.59
952024.04.01 16:00buy270.101.073570.000000.00000
962024.04.01 16:00modify270.101.073571.069571.08757
972024.04.04 14:00t/p270.101.087571.069571.08757136.682250.27
982024.04.10 13:00buy280.101.078380.000000.00000
992024.04.10 13:00modify280.101.078381.074381.09238
1002024.04.10 16:00s/l280.101.074381.074381.09238-40.002210.27
1012024.04.26 15:00buy290.101.068280.000000.00000
1022024.04.26 15:00modify290.101.068281.064281.08228
1032024.05.03 10:00buy300.101.074610.000000.00000
1042024.05.03 10:00modify300.101.074611.069681.08228
1052024.05.03 10:00modify290.101.068281.069681.08228
1062024.05.03 18:00buy310.101.076780.000000.00000
1072024.05.03 18:00modify310.101.076781.072481.08228
1082024.05.03 18:00modify300.101.074611.072481.08228
1092024.05.03 18:00modify290.101.068281.072481.08228
1102024.05.09 12:00s/l290.101.072481.072481.0822833.372243.64
1112024.05.09 12:00s/l300.101.072481.072481.08228-25.282218.35
1122024.05.09 12:00s/l310.101.072481.072481.08228-46.982171.37
1132024.05.31 13:00sell320.101.088020.000000.00000
1142024.05.31 13:00modify320.101.088021.092021.07402
1152024.06.07 20:00sell330.101.080030.000000.00000
1162024.06.07 20:00modify330.101.080031.083121.07402
1172024.06.07 20:00modify320.101.088021.083121.07402
1182024.06.10 11:00t/p320.101.074021.083121.07402142.782314.15
1192024.06.10 11:00t/p330.101.074021.083121.0740260.452374.59
1202024.06.12 13:00sell340.101.082640.000000.00000
1212024.06.12 13:00modify340.101.082641.086641.06864
1222024.06.14 04:00sell350.101.074010.000000.00000
1232024.06.14 04:00modify350.101.074011.078441.06864
1242024.06.14 04:00modify340.101.082641.078441.06864
1252024.06.14 10:00t/p340.101.068641.078441.06864141.392515.98
1262024.06.14 10:00t/p350.101.068641.078441.0686453.702569.68
1272024.07.03 15:00sell360.101.080580.000000.00000
1282024.07.03 15:00modify360.101.080581.084581.06658
1292024.07.08 09:00s/l360.101.084581.084581.06658-38.272531.42
1302024.07.11 13:00sell370.101.088680.000000.00000
1312024.07.11 13:00modify370.101.088681.092681.07468
1322024.07.17 09:00s/l370.101.092681.092681.07468-38.612492.80
1332024.08.02 13:00sell380.101.089100.000000.00000
1342024.08.02 13:00modify380.101.089101.093101.07510
1352024.08.05 04:00s/l380.101.093101.093101.07510-39.652453.15
1362024.08.05 13:00sell390.101.099100.000000.00000
1372024.08.05 13:00modify390.101.099101.103101.08510
1382024.08.06 08:00sell400.101.092670.000000.00000
1392024.08.06 08:00modify400.101.092671.097701.08510
1402024.08.06 08:00modify390.101.099101.097701.08510
1412024.08.06 10:00sell410.101.091150.000000.00000
1422024.08.06 10:00modify410.101.091151.094201.08510
1432024.08.06 10:00modify400.101.092671.094201.08510
1442024.08.06 10:00modify390.101.099101.094201.08510
1452024.08.06 13:00sell420.101.090500.000000.00000
1462024.08.06 13:00modify420.101.090501.094901.08510
1472024.08.06 14:00modify420.101.090501.094201.08510
1482024.08.08 07:00s/l390.101.094201.094201.0851050.732503.89
1492024.08.08 07:00s/l400.101.094201.094201.08510-13.912489.97
1502024.08.08 07:00s/l410.101.094201.094201.08510-29.112460.86
1512024.08.08 07:00s/l420.101.094201.094201.08510-35.612425.25
1522024.08.08 14:00buy430.101.089610.000000.00000
1532024.08.08 14:00modify430.101.089611.085611.10361
1542024.08.13 14:00buy440.101.096170.000000.00000
1552024.08.13 14:00modify440.101.096171.091011.10361
1562024.08.13 14:00modify430.101.089611.091011.10361
1572024.08.13 17:00buy450.101.097550.000000.00000
1582024.08.13 17:00modify450.101.097551.094511.10361
1592024.08.13 17:00modify440.101.096171.094511.10361
1602024.08.13 17:00modify430.101.089611.094511.10361
1612024.08.14 14:00t/p430.101.103611.094511.10361137.342562.59
1622024.08.14 14:00t/p440.101.103611.094511.1036173.742636.33
1632024.08.14 14:00t/p450.101.103611.094511.1036159.942696.27
1642024.08.15 13:00buy460.101.095940.000000.00000
1652024.08.15 13:00modify460.101.095941.091941.10994
1662024.08.16 19:00buy470.101.102360.000000.00000
1672024.08.16 19:00modify470.101.102361.097341.10994
1682024.08.16 19:00modify460.101.095941.097341.10994
1692024.08.19 12:00buy480.101.104540.000000.00000
1702024.08.19 12:00modify480.101.104541.100141.10994
1712024.08.19 12:00modify470.101.102361.100141.10994
1722024.08.19 12:00modify460.101.095941.100141.10994
1732024.08.20 14:00t/p460.101.109941.100141.10994138.012834.27
1742024.08.20 14:00t/p470.101.109941.100141.1099474.472908.75
1752024.08.20 14:00t/p480.101.109941.100141.1099453.342962.08
1762024.08.23 15:00sell490.101.117470.000000.00000
1772024.08.23 15:00modify490.101.117471.121471.10347
1782024.08.28 14:00sell500.101.111120.000000.00000
1792024.08.28 14:00modify500.101.111121.116071.10347
1802024.08.28 14:00modify490.101.117471.116071.10347
1812024.09.03 18:00t/p490.101.103471.116071.10347143.123105.21
1822024.09.03 18:00t/p500.101.103471.116071.1034778.583183.79
1832024.09.25 16:00buy510.101.114600.000000.00000
1842024.09.25 16:00modify510.101.114601.110601.12860
1852024.10.01 09:00s/l510.101.110601.110601.12860-43.983139.80
1862024.10.01 13:00buy520.101.107400.000000.00000
1872024.10.01 13:00modify520.101.107401.103401.12140
1882024.10.02 16:00s/l520.101.103401.103401.12140-40.663099.14
1892024.10.04 13:00buy530.101.096380.000000.00000
1902024.10.04 13:00modify530.101.096381.092381.11038
1912024.10.10 13:00s/l530.101.092381.092381.11038-43.983055.16