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=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 test6539Ticks modelled20105525Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit3649.11Gross profit5405.97Gross loss-1756.86
Profit factor3.08Expected payoff29.91
Absolute drawdown29.20Maximal drawdown363.70 (12.10%)Relative drawdown22.78% (328.74)
Total trades122Short positions (won %)60 (66.67%)Long positions (won %)62 (69.35%)
Profit trades (% of total)83 (68.03%)Loss trades (% of total)39 (31.97%)
Largestprofit trade155.90loss trade-108.63
Averageprofit trade65.13loss trade-45.05
Maximumconsecutive wins (profit in money)10 (813.70)consecutive losses (loss in money)4 (-172.39)
Maximalconsecutive profit (count of wins)813.70 (10)consecutive loss (count of losses)-172.39 (4)
Averageconsecutive wins3consecutive 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 00:28buy20.101.059850.000000.00000
42023.11.02 00:28modify20.101.059851.055341.06959
52023.11.02 00:28modify10.101.054591.055341.06959
62023.11.02 10:05buy30.101.062840.000000.00000
72023.11.02 10:05modify30.101.062841.060591.06959
82023.11.02 10:05modify20.101.059851.060591.06959
92023.11.02 10:05modify10.101.054591.060591.06959
102023.11.02 10:41buy40.101.063590.000000.00000
112023.11.02 10:41modify40.101.063591.059841.06959
122023.11.02 10:41modify30.101.062841.059841.06959
132023.11.02 10:41modify20.101.059851.059841.06959
142023.11.02 10:41modify10.101.054591.059841.06959
152023.11.03 12:31t/p10.101.069591.059841.06959147.341147.34
162023.11.03 12:31t/p20.101.069591.059841.0695996.741244.08
172023.11.03 12:31t/p30.101.069591.059841.0695966.841310.92
182023.11.03 12:31t/p40.101.069591.059841.0695959.341370.25
192023.11.03 13:00sell50.101.070950.000000.00000
202023.11.03 13:00modify50.101.070951.080951.05595
212023.11.10 07:33sell60.101.065670.000000.00000
222023.11.10 07:33modify60.101.065671.070201.05595
232023.11.10 07:33modify50.101.070951.070201.05595
242023.11.13 09:25s/l50.101.070201.070201.0559510.281380.53
252023.11.13 09:25s/l60.101.070201.070201.05595-44.951335.57
262023.11.14 14:00sell70.101.078900.000000.00000
272023.11.14 14:00modify70.101.078901.088901.06390
282023.11.14 20:21s/l70.101.088901.088901.06390-100.001235.57
292023.11.21 04:00sell80.101.096330.000000.00000
302023.11.21 04:00modify80.101.096331.106331.08133
312023.11.21 18:13sell90.101.091070.000000.00000
322023.11.21 18:13modify90.101.091071.095581.08133
332023.11.21 18:13modify80.101.096331.095581.08133
342023.11.22 14:05sell100.101.088050.000000.00000
352023.11.22 14:05modify100.101.088051.090331.08133
362023.11.22 14:05modify90.101.091071.090331.08133
372023.11.22 14:05modify80.101.096331.090331.08133
382023.11.22 14:14sell110.101.087320.000000.00000
392023.11.22 14:14modify110.101.087321.091081.08133
402023.11.22 14:14modify100.101.088051.091081.08133
412023.11.22 14:14modify90.101.091071.091081.08133
422023.11.22 14:14modify80.101.096331.091081.08133
432023.11.23 05:57s/l80.101.091081.091081.0813353.891289.46
442023.11.23 05:57s/l90.101.091081.091081.081331.291290.75
452023.11.23 05:57s/l100.101.091081.091081.08133-29.261261.49
462023.11.23 05:57s/l110.101.091081.091081.08133-36.561224.93
472023.11.23 10:00sell120.101.092310.000000.00000
482023.11.23 10:00modify120.101.092311.102311.07731
492023.12.01 13:41sell130.101.087060.000000.00000
502023.12.01 13:41modify130.101.087061.091561.07731
512023.12.01 13:41modify120.101.092311.091561.07731
522023.12.01 15:35sell140.101.084050.000000.00000
532023.12.01 15:35modify140.101.084051.086311.07731
542023.12.01 15:35modify130.101.087061.086311.07731
552023.12.01 15:35modify120.101.092311.086311.07731
562023.12.01 15:42sell150.101.083310.000000.00000
572023.12.01 15:42modify150.101.083311.087061.07731
582023.12.01 15:42modify140.101.084051.087061.07731
592023.12.01 15:42modify130.101.087061.087061.07731
602023.12.01 15:42modify120.101.092311.087061.07731
612023.12.01 16:28s/l120.101.087061.087061.0773155.281280.21
622023.12.01 16:28s/l130.101.087061.087061.077310.001280.21
632023.12.01 16:28s/l140.101.087061.087061.07731-30.101250.11
642023.12.01 16:28s/l150.101.087061.087061.07731-37.501212.61
652023.12.04 16:00buy160.101.081780.000000.00000
662023.12.04 16:00modify160.101.081781.071781.09678
672023.12.13 19:22buy170.101.087030.000000.00000
682023.12.13 19:22modify170.101.087031.082531.09678
692023.12.13 19:22modify160.101.081781.082531.09678
702023.12.14 01:56buy180.101.090030.000000.00000
712023.12.14 01:56modify180.101.090031.087781.09678
722023.12.14 01:56modify170.101.087031.087781.09678
732023.12.14 01:56modify160.101.081781.087781.09678
742023.12.14 02:54buy190.101.090790.000000.00000
752023.12.14 02:54modify190.101.090791.087031.09678
762023.12.14 02:54modify180.101.090031.087031.09678
772023.12.14 02:54modify170.101.087031.087031.09678
782023.12.14 02:54modify160.101.081781.087031.09678
792023.12.14 14:12t/p160.101.096781.087031.09678142.031354.64
802023.12.14 14:12t/p170.101.096781.087031.0967895.511450.15
812023.12.14 14:12t/p180.101.096781.087031.0967867.501517.65
822023.12.14 14:12t/p190.101.096781.087031.0967859.901577.55
832023.12.14 15:00sell200.101.099100.000000.00000
842023.12.14 15:00modify200.101.099101.109101.08410
852023.12.15 13:32sell210.101.093770.000000.00000
862023.12.15 13:32modify210.101.093771.098351.08410
872023.12.15 13:32modify200.101.099101.098351.08410
882023.12.15 13:40sell220.101.090840.000000.00000
892023.12.15 13:40modify220.101.090841.093101.08410
902023.12.15 13:40modify210.101.093771.093101.08410
912023.12.15 13:40modify200.101.099101.093101.08410
922023.12.15 14:18s/l200.101.093101.093101.0841060.351637.90
932023.12.15 14:18s/l210.101.093101.093101.084106.701644.60
942023.12.15 14:18s/l220.101.093101.093101.08410-22.601622.00
952023.12.15 17:00buy230.101.090830.000000.00000
962023.12.15 17:00modify230.101.090831.080831.10583
972023.12.19 12:56buy240.101.096080.000000.00000
982023.12.19 12:56modify240.101.096081.091581.10583
992023.12.19 12:56modify230.101.090831.091581.10583
1002023.12.21 13:30buy250.101.099120.000000.00000
1012023.12.21 13:30modify250.101.099121.096831.10583
1022023.12.21 13:30modify240.101.096081.096831.10583
1032023.12.21 13:30modify230.101.090831.096831.10583
1042023.12.21 13:39buy260.101.099850.000000.00000
1052023.12.21 13:39modify260.101.099851.096081.10583
1062023.12.21 13:39modify250.101.099121.096081.10583
1072023.12.21 13:39modify240.101.096081.096081.10583
1082023.12.21 13:39modify230.101.090831.096081.10583
1092023.12.27 10:32t/p230.101.105831.096081.10583143.361765.36
1102023.12.27 10:32t/p240.101.105831.096081.1058392.191857.54
1112023.12.27 10:32t/p250.101.105831.096081.1058364.441921.99
1122023.12.27 10:32t/p260.101.105831.096081.1058357.141979.13
1132023.12.27 12:00sell270.101.105890.000000.00000
1142023.12.27 12:00modify270.101.105891.115891.09089
1152024.01.02 10:08sell280.101.100640.000000.00000
1162024.01.02 10:08modify280.101.100641.105141.09089
1172024.01.02 10:08modify270.101.105891.105141.09089
1182024.01.02 11:34sell290.101.097640.000000.00000
1192024.01.02 11:34modify290.101.097641.099891.09089
1202024.01.02 11:34modify280.101.100641.099891.09089
1212024.01.02 11:34modify270.101.105891.099891.09089
1222024.01.02 11:46sell300.101.096870.000000.00000
1232024.01.02 11:46modify300.101.096871.100641.09089
1242024.01.02 11:46modify290.101.097641.100641.09089
1252024.01.02 11:46modify280.101.100641.100641.09089
1262024.01.02 11:46modify270.101.105891.100641.09089
1272024.01.03 15:38t/p270.101.090891.100641.09089152.432131.56
1282024.01.03 15:38t/p280.101.090891.100641.0908997.852229.41
1292024.01.03 15:38t/p290.101.090891.100641.0908967.852297.25
1302024.01.03 15:38t/p300.101.090891.100641.0908960.152357.40
1312024.01.03 16:00buy310.101.090750.000000.00000
1322024.01.03 16:00modify310.101.090751.080751.10575
1332024.01.04 09:00buy320.101.096010.000000.00000
1342024.01.04 09:00modify320.101.096011.091501.10575
1352024.01.04 09:00modify310.101.090751.091501.10575
1362024.01.05 08:31s/l310.101.091501.091501.105754.842362.25
1372024.01.05 08:31s/l320.101.091501.091501.10575-45.762316.48
1382024.01.05 16:00sell330.101.097820.000000.00000
1392024.01.05 16:00modify330.101.097821.107821.08282
1402024.01.08 09:24sell340.101.092550.000000.00000
1412024.01.08 09:24modify340.101.092551.097071.08282
1422024.01.08 09:24modify330.101.097821.097071.08282
1432024.01.08 15:17s/l330.101.097071.097071.082827.852324.33
1442024.01.08 15:17s/l340.101.097071.097071.08282-45.202279.13
1452024.01.16 09:00buy350.101.090750.000000.00000
1462024.01.16 09:00modify350.101.090751.080751.10575
1472024.01.29 14:31s/l350.101.080751.080751.10575-108.632170.50
1482024.01.29 15:00buy360.101.080980.000000.00000
1492024.01.29 15:00modify360.101.080981.070981.09598
1502024.01.31 13:46buy370.101.086250.000000.00000
1512024.01.31 13:46modify370.101.086251.081731.09598
1522024.01.31 13:46modify360.101.080981.081731.09598
1532024.01.31 19:02s/l360.101.081731.081731.095986.172176.67
1542024.01.31 19:02s/l370.101.081731.081731.09598-45.202131.47
1552024.02.01 17:00sell380.101.086450.000000.00000
1562024.02.01 17:00modify380.101.086451.096451.07145
1572024.02.02 13:36sell390.101.081190.000000.00000
1582024.02.02 13:36modify390.101.081191.085701.07145
1592024.02.02 13:36modify380.101.086451.085701.07145
1602024.02.02 17:45sell400.101.078200.000000.00000
1612024.02.02 17:45modify400.101.078201.080451.07145
1622024.02.02 17:45modify390.101.081191.080451.07145
1632024.02.02 17:45modify380.101.086451.080451.07145
1642024.02.04 23:09sell410.101.077450.000000.00000
1652024.02.04 23:09modify410.101.077451.081201.07145
1662024.02.04 23:09modify400.101.078201.081201.07145
1672024.02.04 23:09modify390.101.081191.081201.07145
1682024.02.04 23:09modify380.101.086451.081201.07145
1692024.02.13 13:46t/p380.101.071451.081201.07145153.472284.94
1702024.02.13 13:46t/p390.101.071451.081201.07145100.522385.46
1712024.02.13 13:46t/p400.101.071451.081201.0714570.622456.08
1722024.02.13 13:46t/p410.101.071451.081201.0714563.122519.21
1732024.02.13 14:00buy420.101.071140.000000.00000
1742024.02.13 14:00modify420.101.071141.061141.08614
1752024.02.15 13:30buy430.101.076420.000000.00000
1762024.02.15 13:30modify430.101.076421.071891.08614
1772024.02.15 13:30modify420.101.071141.071891.08614
1782024.02.20 09:27buy440.101.079410.000000.00000
1792024.02.20 09:27modify440.101.079411.077141.08614
1802024.02.20 09:27modify430.101.076421.077141.08614
1812024.02.20 09:27modify420.101.071141.077141.08614
1822024.02.20 09:58buy450.101.080150.000000.00000
1832024.02.20 09:58modify450.101.080151.076391.08614
1842024.02.20 09:58modify440.101.079411.076391.08614
1852024.02.20 09:58modify430.101.076421.076391.08614
1862024.02.20 09:58modify420.101.071141.076391.08614
1872024.02.22 08:14t/p420.101.086141.076391.08614142.702661.90
1882024.02.22 08:14t/p430.101.086141.076391.0861492.552754.46
1892024.02.22 08:14t/p440.101.086141.076391.0861464.642819.10
1902024.02.22 08:14t/p450.101.086141.076391.0861457.242876.34
1912024.02.26 10:00sell460.101.084000.000000.00000
1922024.02.26 10:00modify460.101.084001.094001.06900
1932024.03.07 16:28s/l460.101.094001.094001.06900-95.842780.51
1942024.03.13 18:00sell470.101.095700.000000.00000
1952024.03.13 18:00modify470.101.095701.105701.08070
1962024.03.14 14:18sell480.101.090450.000000.00000
1972024.03.14 14:18modify480.101.090451.094951.08070
1982024.03.14 14:18modify470.101.095701.094951.08070
1992024.03.15 02:32sell490.101.087450.000000.00000
2002024.03.15 02:32modify490.101.087451.089701.08070
2012024.03.15 02:32modify480.101.090451.089701.08070
2022024.03.15 02:32modify470.101.095701.089701.08070
2032024.03.15 09:49s/l470.101.089701.089701.0807061.392841.90
2042024.03.15 09:49s/l480.101.089701.089701.080707.852849.74
2052024.03.15 09:49s/l490.101.089701.089701.08070-22.502827.24
2062024.03.18 12:00sell500.101.090230.000000.00000
2072024.03.18 12:00modify500.101.090231.100231.07523
2082024.03.19 08:15sell510.101.084980.000000.00000
2092024.03.19 08:15modify510.101.084981.089481.07523
2102024.03.19 08:15modify500.101.090231.089481.07523
2112024.03.20 18:05s/l500.101.089481.089481.075238.192835.44
2122024.03.20 18:05s/l510.101.089481.089481.07523-44.652790.78
2132024.03.20 19:00sell520.101.091450.000000.00000
2142024.03.20 19:00modify520.101.091451.101451.07645
2152024.03.21 15:26sell530.101.086200.000000.00000
2162024.03.21 15:26modify530.101.086201.090701.07645
2172024.03.21 15:26modify520.101.091451.090701.07645
2182024.03.22 04:48sell540.101.083200.000000.00000
2192024.03.22 04:48modify540.101.083201.085451.07645
2202024.03.22 04:48modify530.101.086201.085451.07645
2212024.03.22 04:48modify520.101.091451.085451.07645
2222024.03.22 07:25sell550.101.082410.000000.00000
2232024.03.22 07:25modify550.101.082411.086201.07645
2242024.03.22 07:25modify540.101.083201.086201.07645
2252024.03.22 07:25modify530.101.086201.086201.07645
2262024.03.22 07:25modify520.101.091451.086201.07645
2272024.03.26 10:14s/l520.101.086201.086201.0764554.582845.37
2282024.03.26 10:14s/l530.101.086201.086201.076451.042846.41
2292024.03.26 10:14s/l540.101.086201.086201.07645-29.312817.10
2302024.03.26 10:14s/l550.101.086201.086201.07645-37.212779.89
2312024.03.28 09:00buy560.101.079480.000000.00000
2322024.03.28 09:00modify560.101.079481.069481.09448
2332024.04.04 02:47buy570.101.084730.000000.00000
2342024.04.04 02:47modify570.101.084731.080231.09448
2352024.04.04 02:47modify560.101.079481.080231.09448
2362024.04.04 13:43buy580.101.087740.000000.00000
2372024.04.04 13:43modify580.101.087741.085481.09448
2382024.04.04 13:43modify570.101.084731.085481.09448
2392024.04.04 13:43modify560.101.079481.085481.09448
2402024.04.04 18:07s/l560.101.085481.085481.0944855.352835.25
2412024.04.04 18:07s/l570.101.085481.085481.094487.502842.75
2422024.04.04 18:07s/l580.101.085481.085481.09448-22.602820.15
2432024.04.05 14:00buy590.101.080410.000000.00000
2442024.04.05 14:00modify590.101.080411.070411.09541
2452024.04.08 14:28buy600.101.085660.000000.00000
2462024.04.08 14:28modify600.101.085661.081161.09541
2472024.04.08 14:28modify590.101.080411.081161.09541
2482024.04.09 12:52buy610.101.088670.000000.00000
2492024.04.09 12:52modify610.101.088671.086411.09541
2502024.04.09 12:52modify600.101.085661.086411.09541
2512024.04.09 12:52modify590.101.080411.086411.09541
2522024.04.09 14:36s/l590.101.086411.086411.0954158.672878.82
2532024.04.09 14:36s/l600.101.086411.086411.095416.842885.65
2542024.04.09 14:36s/l610.101.086411.086411.09541-22.602863.05
2552024.04.10 13:00buy620.101.078380.000000.00000
2562024.04.10 13:00modify620.101.078381.068381.09338
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