Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01)
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=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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 test7248Ticks modelled13496Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2051.73Gross profit2788.70Gross loss-736.96
Profit factor3.78Expected payoff46.63
Absolute drawdown57.04Maximal drawdown204.16 (1.98%)Relative drawdown1.98% (204.16)
Total trades44Short positions (won %)32 (78.12%)Long positions (won %)12 (66.67%)
Profit trades (% of total)33 (75.00%)Loss trades (% of total)11 (25.00%)
Largestprofit trade152.41loss trade-110.27
Averageprofit trade84.51loss trade-67.00
Maximumconsecutive wins (profit in money)8 (643.16)consecutive losses (loss in money)2 (-39.38)
Maximalconsecutive profit (count of wins)643.16 (8)consecutive loss (count of losses)-110.27 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.03 04:00sell10.101.102940.000000.00000
22023.05.03 04:00modify10.101.102941.112941.08794
32023.05.09 21:00sell20.101.096050.000000.00000
42023.05.09 21:00modify20.101.096051.101441.08794
52023.05.09 21:00modify10.101.102941.101441.08794
62023.05.11 11:00sell30.101.092230.000000.00000
72023.05.11 11:00modify30.101.092231.096191.08794
82023.05.11 11:00modify20.101.096051.096191.08794
92023.05.11 11:00modify10.101.102941.096191.08794
102023.05.12 15:00t/p10.101.087941.096191.08794152.4110152.41
112023.05.12 15:00t/p20.101.087941.096191.0879482.2010234.61
122023.05.12 15:00t/p30.101.087941.096191.0879443.1210277.73
132023.05.17 08:00buy40.101.083470.000000.00000
142023.05.17 08:00modify40.101.083471.073471.09847
152023.05.25 05:00s/l40.101.073471.073471.09847-106.4210171.31
162023.05.25 08:00buy50.101.072380.000000.00000
172023.05.25 08:00modify50.101.072381.062381.08738
182023.06.14 08:00buy60.101.079250.000000.00000
192023.06.14 08:00modify60.101.079251.073881.08738
202023.06.14 08:00modify50.101.072381.073881.08738
212023.06.15 03:00buy70.101.081620.000000.00000
222023.06.15 03:00modify70.101.081621.076881.08738
232023.06.15 03:00modify60.101.079251.076881.08738
242023.06.15 03:00modify50.101.072381.076881.08738
252023.06.15 08:00buy80.101.082970.000000.00000
262023.06.15 08:00modify80.101.082971.079131.08738
272023.06.15 08:00modify70.101.081621.079131.08738
282023.06.15 08:00modify60.101.079251.079131.08738
292023.06.15 08:00modify50.101.072381.079131.08738
302023.06.15 13:00t/p50.101.087381.079131.08738136.5210307.82
312023.06.15 13:00t/p60.101.087381.079131.0873879.3710387.20
322023.06.15 13:00t/p70.101.087381.079131.0873857.6010444.80
332023.06.15 13:00t/p80.101.087381.079131.0873844.1010488.90
342023.06.22 02:00sell90.101.099360.000000.00000
352023.06.22 02:00modify90.101.099361.109361.08436
362023.06.25 22:00sell100.101.090070.000000.00000
372023.06.25 22:00modify100.101.090071.094861.08436
382023.06.25 22:00modify90.101.099361.094861.08436
392023.06.27 11:00s/l90.101.094861.094861.0843645.6610534.55
402023.06.27 11:00s/l100.101.094861.094861.08436-47.4610487.09
412023.06.29 05:00buy110.101.088830.000000.00000
422023.06.29 05:00modify110.101.088831.078831.10383
432023.07.10 08:00buy120.101.095740.000000.00000
442023.07.10 08:00modify120.101.095741.090331.10383
452023.07.10 08:00modify110.101.088831.090331.10383
462023.07.11 16:00buy130.101.099460.000000.00000
472023.07.11 16:00modify130.101.099461.095581.10383
482023.07.11 16:00modify120.101.095741.095581.10383
492023.07.11 16:00modify110.101.088831.095581.10383
502023.07.12 13:00t/p110.101.103831.095581.10383142.9410630.03
512023.07.12 13:00t/p120.101.103831.095581.1038379.6210709.65
522023.07.12 13:00t/p130.101.103831.095581.1038343.0610752.70
532023.07.13 02:00sell140.101.114490.000000.00000
542023.07.13 02:00modify140.101.114491.124491.09949
552023.07.14 04:00s/l140.101.124491.124491.09949-99.7810652.92
562023.08.10 07:00sell150.101.099420.000000.00000
572023.08.10 07:00modify150.101.099421.109421.08442
582023.08.14 20:00sell160.101.090280.000000.00000
592023.08.14 20:00modify160.101.090281.094921.08442
602023.08.14 20:00modify150.101.099421.094921.08442
612023.08.15 14:00s/l150.101.094921.094921.0844245.6610698.58
622023.08.15 14:00s/l160.101.094921.094921.08442-46.1810652.40
632023.08.22 04:00sell170.101.091490.000000.00000
642023.08.22 04:00modify170.101.091491.101491.07649
652023.08.22 16:00sell180.101.084550.000000.00000
662023.08.22 16:00modify180.101.084551.089991.07649
672023.08.22 16:00modify170.101.091491.089991.07649
682023.08.23 10:00sell190.101.080970.000000.00000
692023.08.23 10:00modify190.101.080971.084741.07649
702023.08.23 10:00modify180.101.084551.084741.07649
712023.08.23 10:00modify170.101.091491.084741.07649
722023.08.23 14:00s/l170.101.084741.084741.0764967.7210720.12
732023.08.23 14:00s/l180.101.084741.084741.07649-1.6810718.44
742023.08.23 14:00s/l190.101.084741.084741.07649-37.7010680.74
752023.08.25 02:00buy200.101.079200.000000.00000
762023.08.25 02:00modify200.101.079201.069201.09420
772023.08.30 14:00t/p200.101.094201.069201.09420148.0710828.81
782023.09.05 07:00buy210.101.076960.000000.00000
792023.09.05 07:00modify210.101.076961.066961.09196
802023.09.14 13:00s/l210.101.066961.066961.09196-107.0610721.75
812023.09.29 08:00sell220.101.060630.000000.00000
822023.09.29 08:00modify220.101.060631.070631.04563
832023.10.02 10:00sell230.101.053880.000000.00000
842023.10.02 10:00modify230.101.053881.059131.04563
852023.10.02 10:00modify220.101.060631.059131.04563
862023.10.02 14:00sell240.101.051600.000000.00000
872023.10.02 14:00modify240.101.051601.056131.04563
882023.10.02 14:00modify230.101.053881.056131.04563
892023.10.02 14:00modify220.101.060631.056131.04563
902023.10.03 15:00t/p220.101.045631.056131.04563150.4410872.19
912023.10.03 15:00t/p230.101.045631.056131.0456382.7210954.91
922023.10.03 15:00t/p240.101.045631.056131.0456359.9211014.83
932023.10.24 03:00sell250.101.068150.000000.00000
942023.10.24 03:00modify250.101.068151.078151.05315
952023.10.24 14:00sell260.101.061140.000000.00000
962023.10.24 14:00modify260.101.061141.066651.05315
972023.10.24 14:00modify250.101.068151.066651.05315
982023.10.24 21:00sell270.101.058930.000000.00000
992023.10.24 21:00modify270.101.058931.063651.05315
1002023.10.24 21:00modify260.101.061141.063651.05315
1012023.10.24 21:00modify250.101.068151.063651.05315
1022023.10.25 17:00sell280.101.057450.000000.00000
1032023.10.25 17:00modify280.101.057451.061401.05315
1042023.10.25 17:00modify270.101.058931.061401.05315
1052023.10.25 17:00modify260.101.061141.061401.05315
1062023.10.25 17:00modify250.101.068151.061401.05315
1072023.10.26 13:00t/p250.101.053151.061401.05315150.8811165.70
1082023.10.26 13:00t/p260.101.053151.061401.0531580.7811246.48
1092023.10.26 13:00t/p270.101.053151.061401.0531558.6811305.16
1102023.10.26 13:00t/p280.101.053151.061401.0531543.6611348.82
1112023.11.21 04:00sell290.101.096330.000000.00000
1122023.11.21 04:00modify290.101.096331.106331.08133
1132023.11.24 03:00sell300.101.089530.000000.00000
1142023.11.24 03:00modify300.101.089531.094831.08133
1152023.11.24 03:00modify290.101.096331.094831.08133
1162023.11.24 19:00s/l290.101.094831.094831.0813316.1011364.91
1172023.11.24 19:00s/l300.101.094831.094831.08133-53.0011311.91
1182023.12.28 02:00sell310.101.112180.000000.00000
1192023.12.28 02:00modify310.101.112181.122181.09718
1202023.12.29 13:00sell320.101.105150.000000.00000
1212023.12.29 13:00modify320.101.105151.110681.09718
1222023.12.29 13:00modify310.101.112181.110681.09718
1232024.01.02 08:00sell330.101.101560.000000.00000
1242024.01.02 08:00modify330.101.101561.105431.09718
1252024.01.02 08:00modify320.101.105151.105431.09718
1262024.01.02 08:00modify310.101.112181.105431.09718
1272024.01.02 12:00t/p310.101.097181.105431.09718150.6611462.57
1282024.01.02 12:00t/p320.101.097181.105431.0971880.1411542.71
1292024.01.02 12:00t/p330.101.097181.105431.0971843.8011586.51
1302024.01.05 08:00buy340.101.092610.000000.00000
1312024.01.05 08:00modify340.101.092611.082611.10761
1322024.01.23 16:00s/l340.101.082611.082611.10761-110.2711476.24
1332024.02.02 03:00sell350.101.087860.000000.00000
1342024.02.02 03:00modify350.101.087861.097861.07286
1352024.02.02 17:00sell360.101.078610.000000.00000
1362024.02.02 17:00modify360.101.078611.083361.07286
1372024.02.02 17:00modify350.101.087861.083361.07286
1382024.02.05 01:00sell370.101.077260.000000.00000
1392024.02.05 01:00modify370.101.077261.081111.07286
1402024.02.05 01:00modify360.101.078611.081111.07286
1412024.02.05 01:00modify350.101.087861.081111.07286
1422024.02.05 16:00t/p350.101.072861.081111.07286150.2211626.45
1432024.02.05 16:00t/p360.101.072861.081111.0728657.7211684.17
1442024.02.05 16:00t/p370.101.072861.081111.0728644.0011728.17
1452024.02.22 07:00sell380.101.083850.000000.00000
1462024.02.22 07:00modify380.101.083851.093851.06885
1472024.03.07 17:00s/l380.101.093851.093851.06885-96.9311631.24
1482024.03.21 07:00sell390.101.093770.000000.00000
1492024.03.21 07:00modify390.101.093771.103771.07877
1502024.03.22 07:00sell400.101.083020.000000.00000
1512024.03.22 07:00modify400.101.083021.087021.07877
1522024.03.22 07:00modify390.101.093771.087021.07877
1532024.03.28 10:00t/p390.101.078771.087021.07877151.5411782.78
1542024.03.28 10:00t/p400.101.078771.087021.0787743.8211826.60
1552024.04.04 03:00sell410.101.084280.000000.00000
1562024.04.04 03:00modify410.101.084281.094281.06928
1572024.04.10 14:00sell420.101.075100.000000.00000
1582024.04.10 14:00modify420.101.075101.079781.06928
1592024.04.10 14:00modify410.101.084281.079781.06928
1602024.04.10 16:00sell430.101.073670.000000.00000
1612024.04.10 16:00modify430.101.073671.077531.06928
1622024.04.10 16:00modify420.101.075101.077531.06928
1632024.04.10 16:00modify410.101.084281.077531.06928
1642024.04.12 07:00t/p410.101.069281.077531.06928151.7511978.35
1652024.04.12 07:00t/p420.101.069281.077531.0692859.0812037.43
1662024.04.12 07:00t/p430.101.069281.077531.0692844.7812082.20
1672024.04.12 07:00buy440.101.068610.000000.00000
1682024.04.12 07:00modify440.101.068611.058611.08361
1692024.04.30 23:59close at stop440.101.066591.058611.08361-30.4712051.73