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 23:00 (2023.05.01 - 2024.05.01)
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=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 test6548Ticks modelled23382976Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2857.31Gross profit3665.90Gross loss-808.58
Profit factor4.53Expected payoff43.29
Absolute drawdown65.20Maximal drawdown372.54 (3.43%)Relative drawdown3.43% (372.54)
Total trades66Short positions (won %)48 (77.08%)Long positions (won %)18 (77.78%)
Profit trades (% of total)51 (77.27%)Loss trades (% of total)15 (22.73%)
Largestprofit trade152.41loss trade-107.06
Averageprofit trade71.88loss trade-53.91
Maximumconsecutive wins (profit in money)10 (747.92)consecutive losses (loss in money)2 (-61.12)
Maximalconsecutive profit (count of wins)747.92 (10)consecutive loss (count of losses)-107.06 (1)
Averageconsecutive wins5consecutive 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 11:52sell20.101.096190.000000.00000
42023.05.09 11:52modify20.101.096191.101441.08794
52023.05.09 11:52modify10.101.102941.101441.08794
62023.05.11 06:57sell30.101.093920.000000.00000
72023.05.11 06:57modify30.101.093921.098441.08794
82023.05.11 06:57modify20.101.096191.098441.08794
92023.05.11 06:57modify10.101.102941.098441.08794
102023.05.11 07:09sell40.101.092420.000000.00000
112023.05.11 07:09modify40.101.092421.096191.08794
122023.05.11 07:09modify30.101.093921.096191.08794
132023.05.11 07:09modify20.101.096191.096191.08794
142023.05.11 07:09modify10.101.102941.096191.08794
152023.05.12 14:33t/p10.101.087941.096191.08794152.4110152.41
162023.05.12 14:33t/p20.101.087941.096191.0879483.6010236.01
172023.05.12 14:33t/p30.101.087941.096191.0879460.0210296.03
182023.05.12 14:33t/p40.101.087941.096191.0879445.0210341.05
192023.05.17 08:00buy50.101.083470.000000.00000
202023.05.17 08:00modify50.101.083471.073471.09847
212023.05.25 04:46s/l50.101.073471.073471.09847-106.4210234.63
222023.05.25 08:00buy60.101.072380.000000.00000
232023.05.25 08:00modify60.101.072381.062381.08738
242023.06.12 09:39buy70.101.079170.000000.00000
252023.06.12 09:39modify70.101.079171.073881.08738
262023.06.12 09:39modify60.101.072381.073881.08738
272023.06.13 12:30buy80.101.081420.000000.00000
282023.06.13 12:30modify80.101.081421.076881.08738
292023.06.13 12:30modify70.101.079171.076881.08738
302023.06.13 12:30modify60.101.072381.076881.08738
312023.06.14 12:32buy90.101.082890.000000.00000
322023.06.14 12:32modify90.101.082891.079131.08738
332023.06.14 12:32modify80.101.081421.079131.08738
342023.06.14 12:32modify70.101.079171.079131.08738
352023.06.14 12:32modify60.101.072381.079131.08738
362023.06.15 12:33t/p60.101.087381.079131.08738136.5210371.14
372023.06.15 12:33t/p70.101.087381.079131.0873878.8910450.03
382023.06.15 12:33t/p80.101.087381.079131.0873857.0310507.06
392023.06.15 12:33t/p90.101.087381.079131.0873842.9710550.04
402023.06.22 02:00sell100.101.099360.000000.00000
412023.06.22 02:00modify100.101.099361.109361.08436
422023.06.23 06:28sell110.101.092600.000000.00000
432023.06.23 06:28modify110.101.092601.097861.08436
442023.06.23 06:28modify100.101.099361.097861.08436
452023.06.23 07:15sell120.101.090290.000000.00000
462023.06.23 07:15modify120.101.090291.094861.08436
472023.06.23 07:15modify110.101.092601.094861.08436
482023.06.23 07:15modify100.101.099361.094861.08436
492023.06.23 07:18sell130.101.088730.000000.00000
502023.06.23 07:18modify130.101.088731.092611.08436
512023.06.23 07:18modify120.101.090291.092611.08436
522023.06.23 07:18modify110.101.092601.092611.08436
532023.06.23 07:18modify100.101.099361.092611.08436
542023.06.27 01:47s/l100.101.092611.092611.0843668.1610618.19
552023.06.27 01:47s/l110.101.092611.092611.084360.3410618.53
562023.06.27 01:47s/l120.101.092611.092611.08436-22.7610595.77
572023.06.27 01:47s/l130.101.092611.092611.08436-38.3610557.41
582023.06.29 05:00buy140.101.088830.000000.00000
592023.06.29 05:00modify140.101.088831.078831.10383
602023.07.07 14:55buy150.101.095580.000000.00000
612023.07.07 14:55modify150.101.095581.090331.10383
622023.07.07 14:55modify140.101.088831.090331.10383
632023.07.10 14:04buy160.101.097880.000000.00000
642023.07.10 14:04modify160.101.097881.093331.10383
652023.07.10 14:04modify150.101.095581.093331.10383
662023.07.10 14:04modify140.101.088831.093331.10383
672023.07.10 15:51buy170.101.099340.000000.00000
682023.07.10 15:51modify170.101.099341.095581.10383
692023.07.10 15:51modify160.101.097881.095581.10383
702023.07.10 15:51modify150.101.095581.095581.10383
712023.07.10 15:51modify140.101.088831.095581.10383
722023.07.12 12:30t/p140.101.103831.095581.10383142.9410700.35
732023.07.12 12:30t/p150.101.103831.095581.1038380.5710780.92
742023.07.12 12:30t/p160.101.103831.095581.1038358.2210839.14
752023.07.12 12:30t/p170.101.103831.095581.1038343.6210882.75
762023.07.13 02:00sell180.101.114490.000000.00000
772023.07.13 02:00modify180.101.114491.124491.09949
782023.07.14 03:36s/l180.101.124491.124491.09949-99.7810782.97
792023.08.10 07:00sell190.101.099420.000000.00000
802023.08.10 07:00modify190.101.099421.109421.08442
812023.08.14 06:12sell200.101.092670.000000.00000
822023.08.14 06:12modify200.101.092671.097921.08442
832023.08.14 06:12modify190.101.099421.097921.08442
842023.08.14 12:44sell210.101.090420.000000.00000
852023.08.14 12:44modify210.101.090421.094921.08442
862023.08.14 12:44modify200.101.092671.094921.08442
872023.08.14 12:44modify190.101.099421.094921.08442
882023.08.14 13:25sell220.101.088900.000000.00000
892023.08.14 13:25modify220.101.088901.092671.08442
902023.08.14 13:25modify210.101.090421.092671.08442
912023.08.14 13:25modify200.101.092671.092671.08442
922023.08.14 13:25modify190.101.099421.092671.08442
932023.08.14 15:45s/l190.101.092671.092671.0844267.9410850.91
942023.08.14 15:45s/l200.101.092671.092671.084420.0010850.91
952023.08.14 15:45s/l210.101.092671.092671.08442-22.5010828.41
962023.08.14 15:45s/l220.101.092671.092671.08442-37.7010790.71
972023.08.22 04:00sell230.101.091490.000000.00000
982023.08.22 04:00modify230.101.091491.101491.07649
992023.08.22 13:53sell240.101.084740.000000.00000
1002023.08.22 13:53modify240.101.084741.089991.07649
1012023.08.22 13:53modify230.101.091491.089991.07649
1022023.08.23 07:32sell250.101.082400.000000.00000
1032023.08.23 07:32modify250.101.082401.086991.07649
1042023.08.23 07:32modify240.101.084741.086991.07649
1052023.08.23 07:32modify230.101.091491.086991.07649
1062023.08.23 09:57sell260.101.080990.000000.00000
1072023.08.23 09:57modify260.101.080991.084741.07649
1082023.08.23 09:57modify250.101.082401.084741.07649
1092023.08.23 09:57modify240.101.084741.084741.07649
1102023.08.23 09:57modify230.101.091491.084741.07649
1112023.08.23 13:48s/l230.101.084741.084741.0764967.7210858.43
1122023.08.23 13:48s/l240.101.084741.084741.076490.2210858.65
1132023.08.23 13:48s/l250.101.084741.084741.07649-23.4010835.25
1142023.08.23 13:48s/l260.101.084741.084741.07649-37.5010797.75
1152023.08.25 02:00buy270.101.079200.000000.00000
1162023.08.25 02:00modify270.101.079201.069201.09420
1172023.08.29 15:39buy280.101.085950.000000.00000
1182023.08.29 15:39modify280.101.085951.080701.09420
1192023.08.29 15:39modify270.101.079201.080701.09420
1202023.08.29 19:13buy290.101.088200.000000.00000
1212023.08.29 19:13modify290.101.088201.083701.09420
1222023.08.29 19:13modify280.101.085951.083701.09420
1232023.08.29 19:13modify270.101.079201.083701.09420
1242023.08.30 12:15buy300.101.089710.000000.00000
1252023.08.30 12:15modify300.101.089711.085951.09420
1262023.08.30 12:15modify290.101.088201.085951.09420
1272023.08.30 12:15modify280.101.085951.085951.09420
1282023.08.30 12:15modify270.101.079201.085951.09420
1292023.08.30 13:59t/p270.101.094201.085951.09420148.0710945.82
1302023.08.30 13:59t/p280.101.094201.085951.0942081.8611027.68
1312023.08.30 13:59t/p290.101.094201.085951.0942059.3611087.04
1322023.08.30 13:59t/p300.101.094201.085951.0942044.9011131.94
1332023.09.05 07:00buy310.101.076960.000000.00000
1342023.09.05 07:00modify310.101.076961.066961.09196
1352023.09.14 12:30s/l310.101.066961.066961.09196-107.0611024.88
1362023.09.29 08:00sell320.101.060630.000000.00000
1372023.09.29 08:00modify320.101.060631.070631.04563
1382023.10.02 09:52sell330.101.053870.000000.00000
1392023.10.02 09:52modify330.101.053871.059131.04563
1402023.10.02 09:52modify320.101.060631.059131.04563
1412023.10.02 13:52sell340.101.051620.000000.00000
1422023.10.02 13:52modify340.101.051621.056131.04563
1432023.10.02 13:52modify330.101.053871.056131.04563
1442023.10.02 13:52modify320.101.060631.056131.04563
1452023.10.02 14:12sell350.101.050130.000000.00000
1462023.10.02 14:12modify350.101.050131.053881.04563
1472023.10.02 14:12modify340.101.051621.053881.04563
1482023.10.02 14:12modify330.101.053871.053881.04563
1492023.10.02 14:12modify320.101.060631.053881.04563
1502023.10.03 14:02t/p320.101.045631.053881.04563150.4411175.31
1512023.10.03 14:02t/p330.101.045631.053881.0456382.6211257.93
1522023.10.03 14:02t/p340.101.045631.053881.0456360.1211318.05
1532023.10.03 14:02t/p350.101.045631.053881.0456345.2211363.27
1542023.10.24 03:00sell360.101.068150.000000.00000
1552023.10.24 03:00modify360.101.068151.078151.05315
1562023.10.24 12:53sell370.101.061370.000000.00000
1572023.10.24 12:53modify370.101.061371.066651.05315
1582023.10.24 12:53modify360.101.068151.066651.05315
1592023.10.24 14:42sell380.101.059150.000000.00000
1602023.10.24 14:42modify380.101.059151.063651.05315
1612023.10.24 14:42modify370.101.061371.063651.05315
1622023.10.24 14:42modify360.101.068151.063651.05315
1632023.10.25 09:20sell390.101.057650.000000.00000
1642023.10.25 09:20modify390.101.057651.061401.05315
1652023.10.25 09:20modify380.101.059151.061401.05315
1662023.10.25 09:20modify370.101.061371.061401.05315
1672023.10.25 09:20modify360.101.068151.061401.05315
1682023.10.26 12:30t/p360.101.053151.061401.05315150.8811514.15
1692023.10.26 12:30t/p370.101.053151.061401.0531583.0811597.23
1702023.10.26 12:30t/p380.101.053151.061401.0531560.8811658.10
1712023.10.26 12:30t/p390.101.053151.061401.0531545.6611703.76
1722023.11.21 04:00sell400.101.096330.000000.00000
1732023.11.21 04:00modify400.101.096331.106331.08133
1742023.11.22 06:38sell410.101.089580.000000.00000
1752023.11.22 06:38modify410.101.089581.094831.08133
1762023.11.22 06:38modify400.101.096331.094831.08133
1772023.11.22 14:14sell420.101.087320.000000.00000
1782023.11.22 14:14modify420.101.087321.091831.08133
1792023.11.22 14:14modify410.101.089581.091831.08133
1802023.11.22 14:14modify400.101.096331.091831.08133
1812023.11.22 15:02sell430.101.085830.000000.00000
1822023.11.22 15:02modify430.101.085831.089581.08133
1832023.11.22 15:02modify420.101.087321.089581.08133
1842023.11.22 15:02modify410.101.089581.089581.08133
1852023.11.22 15:02modify400.101.096331.089581.08133
1862023.11.23 01:00s/l400.101.089581.089581.0813368.3811772.14
1872023.11.23 01:00s/l410.101.089581.089581.081330.6611772.80
1882023.11.23 01:00s/l420.101.089581.089581.08133-21.9411750.85
1892023.11.23 01:00s/l430.101.089581.089581.08133-36.8411714.01
1902023.12.28 02:00sell440.101.112180.000000.00000
1912023.12.28 02:00modify440.101.112181.122181.09718
1922023.12.29 09:13sell450.101.105430.000000.00000
1932023.12.29 09:13modify450.101.105431.110681.09718
1942023.12.29 09:13modify440.101.112181.110681.09718
1952024.01.02 02:08sell460.101.103170.000000.00000
1962024.01.02 02:08modify460.101.103171.107681.09718
1972024.01.02 02:08modify450.101.105431.107681.09718
1982024.01.02 02:08modify440.101.112181.107681.09718
1992024.01.02 04:54sell470.101.101670.000000.00000
2002024.01.02 04:54modify470.101.101671.105431.09718
2012024.01.02 04:54modify460.101.103171.105431.09718
2022024.01.02 04:54modify450.101.105431.105431.09718
2032024.01.02 04:54modify440.101.112181.105431.09718
2042024.01.02 11:46t/p440.101.097181.105431.09718150.6611864.67
2052024.01.02 11:46t/p450.101.097181.105431.0971882.9411947.61
2062024.01.02 11:46t/p460.101.097181.105431.0971859.9012007.51
2072024.01.02 11:46t/p470.101.097181.105431.0971844.9012052.41
2082024.01.05 08:00buy480.101.092610.000000.00000
2092024.01.05 08:00modify480.101.092611.082611.10761
2102024.01.05 15:06buy490.101.099360.000000.00000
2112024.01.05 15:06modify490.101.099361.094111.10761
2122024.01.05 15:06modify480.101.092611.094111.10761
2132024.01.05 18:03s/l480.101.094111.094111.1076115.0012067.41
2142024.01.05 18:03s/l490.101.094111.094111.10761-52.5012014.91
2152024.01.22 03:00sell500.101.090730.000000.00000
2162024.01.22 03:00modify500.101.090731.100731.07573
2172024.01.23 15:24sell510.101.083980.000000.00000
2182024.01.23 15:24modify510.101.083981.089231.07573
2192024.01.23 15:24modify500.101.090731.089231.07573
2202024.01.24 09:17s/l500.101.089231.089231.0757315.4412030.35
2212024.01.24 09:17s/l510.101.089231.089231.07573-52.2811978.07
2222024.02.02 03:00sell520.101.087860.000000.00000
2232024.02.02 03:00modify520.101.087861.097861.07286
2242024.02.02 13:36sell530.101.081100.000000.00000
2252024.02.02 13:36modify530.101.081101.086361.07286
2262024.02.02 13:36modify520.101.087861.086361.07286
2272024.02.02 15:19sell540.101.078860.000000.00000
2282024.02.02 15:19modify540.101.078861.083361.07286
2292024.02.02 15:19modify530.101.081101.083361.07286
2302024.02.02 15:19modify520.101.087861.083361.07286
2312024.02.04 23:09sell550.101.077340.000000.00000
2322024.02.04 23:09modify550.101.077341.081111.07286
2332024.02.04 23:09modify540.101.078861.081111.07286
2342024.02.04 23:09modify530.101.081101.081111.07286
2352024.02.04 23:09modify520.101.087861.081111.07286
2362024.02.05 15:04t/p520.101.072861.081111.07286150.2212128.29
2372024.02.05 15:04t/p530.101.072861.081111.0728682.6212210.91
2382024.02.05 15:04t/p540.101.072861.081111.0728660.2212271.13
2392024.02.05 15:04t/p550.101.072861.081111.0728645.0212316.14
2402024.02.22 07:00sell560.101.083850.000000.00000
2412024.02.22 07:00modify560.101.083851.093851.06885
2422024.03.07 16:28s/l560.101.093851.093851.06885-96.9312219.21
2432024.03.21 07:00sell570.101.093770.000000.00000
2442024.03.21 07:00modify570.101.093771.103771.07877
2452024.03.21 15:07sell580.101.087020.000000.00000
2462024.03.21 15:07modify580.101.087021.092271.07877
2472024.03.21 15:07modify570.101.093771.092271.07877
2482024.03.22 02:20sell590.101.084770.000000.00000
2492024.03.22 02:20modify590.101.084771.089271.07877
2502024.03.22 02:20modify580.101.087021.089271.07877
2512024.03.22 02:20modify570.101.093771.089271.07877
2522024.03.22 04:42sell600.101.083270.000000.00000
2532024.03.22 04:42modify600.101.083271.087021.07877
2542024.03.22 04:42modify590.101.084771.087021.07877
2552024.03.22 04:42modify580.101.087021.087021.07877
2562024.03.22 04:42modify570.101.093771.087021.07877
2572024.03.28 09:08t/p570.101.078771.087021.07877151.5412370.75
2582024.03.28 09:08t/p580.101.078771.087021.0787784.0412454.78
2592024.03.28 09:08t/p590.101.078771.087021.0787761.3212516.10
2602024.03.28 09:08t/p600.101.078771.087021.0787746.3212562.42
2612024.04.04 03:00sell610.101.084280.000000.00000
2622024.04.04 03:00modify610.101.084281.094281.06928
2632024.04.10 13:01sell620.101.077530.000000.00000
2642024.04.10 13:01modify620.101.077531.082781.06928
2652024.04.10 13:01modify610.101.084281.082781.06928
2662024.04.10 13:47sell630.101.075250.000000.00000
2672024.04.10 13:47modify630.101.075251.079781.06928
2682024.04.10 13:47modify620.101.077531.079781.06928
2692024.04.10 13:47modify610.101.084281.079781.06928
2702024.04.10 15:42sell640.101.073770.000000.00000
2712024.04.10 15:42modify640.101.073771.077531.06928
2722024.04.10 15:42modify630.101.075251.077531.06928
2732024.04.10 15:42modify620.101.077531.077531.06928
2742024.04.10 15:42modify610.101.084281.077531.06928
2752024.04.12 06:43t/p610.101.069281.077531.06928151.7512714.17
2762024.04.12 06:43t/p620.101.069281.077531.0692883.3812797.55
2772024.04.12 06:43t/p630.101.069281.077531.0692860.5812858.13
2782024.04.12 06:43t/p640.101.069281.077531.0692845.7812903.90
2792024.04.12 07:00buy650.101.068610.000000.00000
2802024.04.12 07:00modify650.101.068611.058611.08361
2812024.04.26 08:42buy660.101.075370.000000.00000
2822024.04.26 08:42modify660.101.075371.070111.08361
2832024.04.26 08:42modify650.101.068611.070111.08361
2842024.04.26 14:15s/l650.101.070111.070111.083616.0112909.91
2852024.04.26 14:15s/l660.101.070111.070111.08361-52.6012857.31