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=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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=2; 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 test7239Ticks modelled13478Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit677.56Gross profit2674.30Gross loss-1996.74
Profit factor1.34Expected payoff9.28
Absolute drawdown14.90Maximal drawdown514.51 (23.47%)Relative drawdown30.58% (436.36)
Total trades73Short positions (won %)36 (52.78%)Long positions (won %)37 (56.76%)
Profit trades (% of total)40 (54.79%)Loss trades (% of total)33 (45.21%)
Largestprofit trade151.74loss trade-111.29
Averageprofit trade66.86loss trade-60.51
Maximumconsecutive wins (profit in money)7 (557.81)consecutive losses (loss in money)4 (-368.35)
Maximalconsecutive profit (count of wins)557.81 (7)consecutive loss (count of losses)-368.35 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.01 12:00buy10.101.054590.000000.00000
22023.11.01 12:00modify10.101.054591.044591.06959
32023.11.02 11:00buy20.101.063740.000000.00000
42023.11.02 11:00modify20.101.063741.059841.06959
52023.11.02 11:00modify10.101.054591.059841.06959
62023.11.02 18:00buy30.101.063120.000000.00000
72023.11.02 18:00modify30.101.063121.060591.06959
82023.11.02 19:00modify30.101.063121.059841.06959
92023.11.03 13:00t/p10.101.069591.059841.06959147.341147.34
102023.11.03 13:00t/p20.101.069591.059841.0695957.841205.18
112023.11.03 13:00t/p30.101.069591.059841.0695964.041269.22
122023.11.03 13:00sell40.101.070950.000000.00000
132023.11.03 13:00modify40.101.070951.080951.05595
142023.11.14 15:00s/l40.101.080951.080951.05595-96.881172.34
152023.11.21 04:00sell50.101.096330.000000.00000
162023.11.21 04:00modify50.101.096331.106331.08133
172023.11.21 19:00sell60.101.090850.000000.00000
182023.11.21 19:00modify60.101.090851.095581.08133
192023.11.21 19:00modify50.101.096331.095581.08133
202023.11.27 07:00s/l50.101.095581.095581.081339.581181.92
212023.11.27 07:00s/l60.101.095581.095581.08133-45.221136.70
222023.11.28 17:00sell70.101.100550.000000.00000
232023.11.28 17:00modify70.101.100551.110551.08555
242023.11.30 08:00sell80.101.095150.000000.00000
252023.11.30 08:00modify80.101.095151.099801.08555
262023.11.30 08:00modify70.101.100551.099801.08555
272023.12.01 15:00t/p70.101.085551.099801.08555151.741288.44
282023.12.01 15:00t/p80.101.085551.099801.0855596.351384.78
292023.12.01 15:00buy90.101.084700.000000.00000
302023.12.01 15:00modify90.101.084701.074701.09970
312023.12.08 14:00s/l90.101.074701.074701.09970-104.651280.14
322023.12.12 10:00sell100.101.079310.000000.00000
332023.12.12 10:00modify100.101.079311.089311.06431
342023.12.13 20:00s/l100.101.089311.089311.06431-99.651180.48
352023.12.14 15:00sell110.101.099100.000000.00000
362023.12.14 15:00modify110.101.099101.109101.08410
372023.12.19 11:00sell120.101.093810.000000.00000
382023.12.19 11:00modify120.101.093811.098351.08410
392023.12.19 11:00modify110.101.099101.098351.08410
402023.12.19 15:00s/l110.101.098351.098351.084108.541189.02
412023.12.19 15:00s/l120.101.098351.098351.08410-45.401143.62
422023.12.19 15:00sell130.101.097910.000000.00000
432023.12.19 15:00modify130.101.097911.107911.08291
442023.12.27 15:00s/l130.101.107911.107911.08291-97.221046.40
452023.12.28 02:00sell140.101.112180.000000.00000
462023.12.28 02:00modify140.101.112181.122181.09718
472024.01.02 00:00sell150.101.103660.000000.00000
482024.01.02 00:00modify150.101.103661.106181.09718
492024.01.02 00:00modify140.101.112181.106181.09718
502024.01.02 12:00t/p140.101.097181.106181.09718151.041197.44
512024.01.02 12:00t/p150.101.097181.106181.0971864.801262.24
522024.01.02 13:00buy160.101.095680.000000.00000
532024.01.02 13:00modify160.101.095681.085681.11068
542024.01.17 07:00s/l160.101.085681.085681.11068-109.961152.28
552024.01.22 03:00sell170.101.090730.000000.00000
562024.01.22 03:00modify170.101.090731.100731.07573
572024.01.23 15:00sell180.101.085280.000000.00000
582024.01.23 15:00modify180.101.085281.089981.07573
592024.01.23 15:00modify170.101.090731.089981.07573
602024.01.24 10:00s/l170.101.089981.089981.075738.191160.48
612024.01.24 10:00s/l180.101.089981.089981.07573-46.651113.82
622024.01.24 10:00sell190.101.090270.000000.00000
632024.01.24 10:00modify190.101.090271.100271.07527
642024.01.26 08:00sell200.101.081930.000000.00000
652024.01.26 08:00modify200.101.081931.084271.07527
662024.01.26 08:00modify190.101.090271.084271.07527
672024.01.26 09:00s/l190.101.084271.084271.0752761.391175.21
682024.01.26 09:00s/l200.101.084271.084271.07527-23.401151.81
692024.01.29 11:00buy210.101.082200.000000.00000
702024.01.29 11:00modify210.101.082201.072201.09720
712024.02.01 18:00buy220.101.087570.000000.00000
722024.02.01 18:00modify220.101.087571.082951.09720
732024.02.01 18:00modify210.101.082201.082951.09720
742024.02.02 14:00s/l210.101.082951.082951.097203.521155.33
752024.02.02 14:00s/l220.101.082951.082951.09720-46.861108.46
762024.02.02 14:00buy230.101.081010.000000.00000
772024.02.02 14:00modify230.101.081011.071011.09601
782024.02.13 14:00s/l230.101.071011.071011.09601-105.981002.49
792024.02.13 14:00buy240.101.071140.000000.00000
802024.02.13 14:00modify240.101.071141.061141.08614
812024.02.15 18:00buy250.101.076530.000000.00000
822024.02.15 18:00modify250.101.076531.071891.08614
832024.02.15 18:00modify240.101.071141.071891.08614
842024.02.22 09:00t/p240.101.086141.071891.08614142.701145.18
852024.02.22 09:00t/p250.101.086141.071891.0861491.451236.63
862024.02.26 10:00sell260.101.084000.000000.00000
872024.02.26 10:00modify260.101.084001.094001.06900
882024.03.07 17:00s/l260.101.094001.094001.06900-95.841140.80
892024.03.13 18:00sell270.101.095700.000000.00000
902024.03.13 18:00modify270.101.095701.105701.08070
912024.03.15 03:00sell280.101.087310.000000.00000
922024.03.15 03:00modify280.101.087311.089701.08070
932024.03.15 03:00modify270.101.095701.089701.08070
942024.03.15 10:00s/l270.101.089701.089701.0807061.391202.19
952024.03.15 10:00s/l280.101.089701.089701.08070-23.901178.29
962024.03.18 12:00sell290.101.090230.000000.00000
972024.03.18 12:00modify290.101.090231.100231.07523
982024.03.19 09:00sell300.101.084760.000000.00000
992024.03.19 09:00modify300.101.084761.089481.07523
1002024.03.19 09:00modify290.101.090231.089481.07523
1012024.03.20 19:00s/l290.101.089481.089481.075238.191186.48
1022024.03.20 19:00s/l300.101.089481.089481.07523-46.851139.63
1032024.03.20 19:00sell310.101.091450.000000.00000
1042024.03.20 19:00modify310.101.091451.101451.07645
1052024.03.21 16:00sell320.101.086030.000000.00000
1062024.03.21 16:00modify320.101.086031.090701.07645
1072024.03.21 16:00modify310.101.091451.090701.07645
1082024.03.22 07:00sell330.101.083020.000000.00000
1092024.03.22 07:00modify330.101.083021.085451.07645
1102024.03.22 07:00modify320.101.086031.085451.07645
1112024.03.22 07:00modify310.101.091451.085451.07645
1122024.03.26 07:00s/l310.101.085451.085451.0764562.081201.71
1132024.03.26 07:00s/l320.101.085451.085451.076456.841208.55
1142024.03.26 07:00s/l330.101.085451.085451.07645-23.611184.94
1152024.03.28 09:00buy340.101.079480.000000.00000
1162024.03.28 09:00modify340.101.079481.069481.09448
1172024.04.12 07:00s/l340.101.069481.069481.09448-109.961074.98
1182024.04.12 07:00buy350.101.068610.000000.00000
1192024.04.12 07:00modify350.101.068611.058611.08361
1202024.05.03 02:00buy360.101.074000.000000.00000
1212024.05.03 02:00modify360.101.074001.069361.08361
1222024.05.03 02:00modify350.101.068611.069361.08361
1232024.05.03 19:00buy370.101.077030.000000.00000
1242024.05.03 19:00modify370.101.077031.074611.08361
1252024.05.03 19:00modify360.101.074001.074611.08361
1262024.05.03 19:00modify350.101.068611.074611.08361
1272024.05.07 01:00buy380.101.077800.000000.00000
1282024.05.07 01:00modify380.101.077801.073861.08361
1292024.05.07 01:00modify370.101.077031.073861.08361
1302024.05.07 01:00modify360.101.074001.073861.08361
1312024.05.07 01:00modify350.101.068611.073861.08361
1322024.05.08 03:00s/l350.101.073861.073861.0836136.561111.55
1332024.05.08 03:00s/l360.101.073861.073861.08361-3.391108.16
1342024.05.08 03:00s/l370.101.073861.073861.08361-33.691074.46
1352024.05.08 03:00s/l380.101.073861.073861.08361-40.061034.40
1362024.05.09 09:00buy390.101.073110.000000.00000
1372024.05.09 09:00modify390.101.073111.063111.08811
1382024.05.09 19:00buy400.101.078460.000000.00000
1392024.05.09 19:00modify400.101.078461.073861.08811
1402024.05.09 19:00modify390.101.073111.073861.08811
1412024.05.14 14:00buy410.101.082180.000000.00000
1422024.05.14 14:00modify410.101.082181.078361.08811
1432024.05.14 14:00modify400.101.078461.078361.08811
1442024.05.14 14:00modify390.101.073111.078361.08811
1452024.05.15 20:00t/p390.101.088111.078361.08811147.341181.74
1462024.05.15 20:00t/p400.101.088111.078361.0881193.841275.59
1472024.05.15 20:00t/p410.101.088111.078361.0881158.641334.22
1482024.05.17 11:00buy420.101.084120.000000.00000
1492024.05.17 11:00modify420.101.084121.074121.09912
1502024.06.06 18:00buy430.101.089500.000000.00000
1512024.06.06 18:00modify430.101.089501.084871.09912
1522024.06.06 18:00modify420.101.084121.084871.09912
1532024.06.07 13:00s/l420.101.084871.084871.09912-6.441327.78
1542024.06.07 13:00s/l430.101.084871.084871.09912-46.961280.82
1552024.06.07 13:00buy440.101.083610.000000.00000
1562024.06.07 13:00modify440.101.083611.073611.09861
1572024.06.10 11:00s/l440.101.073611.073611.09861-100.661180.15
1582024.06.10 11:00buy450.101.073980.000000.00000
1592024.06.10 11:00modify450.101.073981.063981.08898
1602024.07.03 14:00buy460.101.079250.000000.00000
1612024.07.03 14:00modify460.101.079251.074731.08898
1622024.07.03 14:00modify450.101.073981.074731.08898
1632024.07.05 04:00buy470.101.082460.000000.00000
1642024.07.05 04:00modify470.101.082461.079981.08898
1652024.07.05 04:00modify460.101.079251.079981.08898
1662024.07.05 04:00modify450.101.073981.079981.08898
1672024.07.05 08:00buy480.101.083190.000000.00000
1682024.07.05 08:00modify480.101.083191.079231.08898
1692024.07.05 08:00modify470.101.082461.079231.08898
1702024.07.05 08:00modify460.101.079251.079231.08898
1712024.07.05 08:00modify450.101.073981.079231.08898
1722024.07.11 13:00t/p450.101.088981.079231.08898128.091308.24
1732024.07.11 13:00t/p460.101.088981.079231.0889890.661398.90
1742024.07.11 13:00t/p470.101.088981.079231.0889861.221460.12
1752024.07.11 13:00t/p480.101.088981.079231.0889853.921514.03
1762024.07.12 15:00sell490.101.090920.000000.00000
1772024.07.12 15:00modify490.101.090921.100921.07592
1782024.07.23 13:00sell500.101.085590.000000.00000
1792024.07.23 13:00modify500.101.085591.090171.07592
1802024.07.23 13:00modify490.101.090921.090171.07592
1812024.07.29 12:00sell510.101.081780.000000.00000
1822024.07.29 12:00modify510.101.081781.085671.07592
1832024.07.29 12:00modify500.101.085591.085671.07592
1842024.07.29 12:00modify490.101.090921.085671.07592
1852024.07.30 12:00sell520.101.082400.000000.00000
1862024.07.30 12:00modify520.101.082401.084921.07592
1872024.07.30 13:00modify520.101.082401.085671.07592
1882024.08.02 13:00s/l490.101.085671.085671.0759259.791573.82
1892024.08.02 13:00s/l500.101.085671.085671.075923.361577.18
1902024.08.02 13:00s/l510.101.085671.085671.07592-36.821540.36
1912024.08.02 13:00s/l520.101.085671.085671.07592-30.971509.40
1922024.08.05 13:00sell530.101.099100.000000.00000
1932024.08.05 13:00modify530.101.099101.109101.08410
1942024.08.06 11:00sell540.101.090840.000000.00000
1952024.08.06 11:00modify540.101.090841.093101.08410
1962024.08.06 11:00modify530.101.099101.093101.08410
1972024.08.06 15:00s/l530.101.093101.093101.0841060.351569.75
1982024.08.06 15:00s/l540.101.093101.093101.08410-22.601547.15
1992024.08.08 14:00buy550.101.089610.000000.00000
2002024.08.08 14:00modify550.101.089611.079611.10461
2012024.08.13 18:00buy560.101.097980.000000.00000
2022024.08.13 18:00modify560.101.097981.095611.10461
2032024.08.13 18:00modify550.101.089611.095611.10461
2042024.08.14 15:00t/p550.101.104611.095611.10461147.341694.49
2052024.08.14 15:00t/p560.101.104611.095611.1046165.641760.13
2062024.08.15 13:00buy570.101.095940.000000.00000
2072024.08.15 13:00modify570.101.095941.085941.11094
2082024.08.19 04:00buy580.101.104200.000000.00000
2092024.08.19 04:00modify580.101.104201.101941.11094
2102024.08.19 04:00modify570.101.095941.101941.11094
2112024.08.19 06:00buy590.101.105050.000000.00000
2122024.08.19 06:00modify590.101.105051.101191.11094
2132024.08.19 06:00modify580.101.104201.101191.11094
2142024.08.19 06:00modify570.101.095941.101191.11094
2152024.08.20 15:00t/p570.101.110941.101191.11094148.011908.13
2162024.08.20 15:00t/p580.101.110941.101191.1109466.741974.87
2172024.08.20 15:00t/p590.101.110941.101191.1109458.242033.11
2182024.08.20 15:00sell600.101.111160.000000.00000
2192024.08.20 15:00modify600.101.111161.121161.09616
2202024.09.03 04:00sell610.101.105790.000000.00000
2212024.09.03 04:00modify610.101.105791.110411.09616
2222024.09.03 04:00modify600.101.111161.110411.09616
2232024.09.03 18:00sell620.101.102780.000000.00000
2242024.09.03 18:00modify620.101.102781.105161.09616
2252024.09.03 18:00modify610.101.105791.105161.09616
2262024.09.03 18:00modify600.101.111161.105161.09616
2272024.09.04 00:00s/l600.101.105161.105161.0961665.202098.31
2282024.09.04 00:00s/l610.101.105161.105161.096166.652104.96
2292024.09.04 00:00s/l620.101.105161.105161.09616-23.452081.51
2302024.09.04 15:00sell630.101.108970.000000.00000
2312024.09.04 15:00modify630.101.108971.118971.09397
2322024.09.10 00:00sell640.101.103520.000000.00000
2332024.09.10 00:00modify640.101.103521.108221.09397
2342024.09.10 00:00modify630.101.108971.108221.09397
2352024.09.12 01:00sell650.101.100660.000000.00000
2362024.09.12 01:00modify650.101.100661.102971.09397
2372024.09.12 01:00modify640.101.103521.102971.09397
2382024.09.12 01:00modify630.101.108971.102971.09397
2392024.09.12 13:00s/l630.101.102971.102971.0939763.472144.98
2402024.09.12 13:00s/l640.101.102971.102971.093976.892151.86
2412024.09.12 13:00s/l650.101.102971.102971.09397-23.102128.76
2422024.09.12 18:00sell660.101.105630.000000.00000
2432024.09.12 18:00modify660.101.105631.115631.09063
2442024.09.18 19:00s/l660.101.115631.115631.09063-98.612030.15
2452024.09.23 08:00buy670.101.110420.000000.00000
2462024.09.23 08:00modify670.101.110421.100421.12542
2472024.09.25 01:00buy680.101.119630.000000.00000
2482024.09.25 01:00modify680.101.119631.115671.12542
2492024.09.25 01:00modify670.101.110421.115671.12542
2502024.09.25 16:00s/l670.101.115671.115671.1254251.172081.32
2512024.09.25 16:00s/l680.101.115671.115671.12542-39.602041.72
2522024.09.25 16:00buy690.101.114600.000000.00000
2532024.09.25 16:00modify690.101.114601.104601.12960
2542024.09.30 12:00buy700.101.120060.000000.00000
2552024.09.30 12:00modify700.101.120061.115351.12960
2562024.09.30 12:00modify690.101.114601.115351.12960
2572024.09.30 15:00s/l690.101.115351.115351.129604.182045.90
2582024.09.30 15:00s/l700.101.115351.115351.12960-47.101998.80
2592024.10.01 09:00buy710.101.110560.000000.00000
2602024.10.01 09:00modify710.101.110561.100561.12556
2612024.10.04 13:00s/l710.101.100561.100561.12556-103.321895.48
2622024.10.04 13:00buy720.101.096380.000000.00000
2632024.10.04 13:00modify720.101.096381.086381.11138
2642024.10.16 18:00s/l720.101.086381.086381.11138-106.641788.84
2652024.10.16 19:00buy730.101.085870.000000.00000
2662024.10.16 19:00modify730.101.085871.075871.10087
2672024.10.31 23:59s/l730.101.075871.075871.10087-111.291677.56