Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=18; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test6500Ticks modelled21621015Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2103.71Gross profit2573.88Gross loss-470.17
Profit factor5.47Expected payoff50.09
Absolute drawdown172.07Maximal drawdown380.98 (3.68%)Relative drawdown3.68% (380.98)
Total trades42Short positions (won %)38 (78.95%)Long positions (won %)4 (50.00%)
Profit trades (% of total)32 (76.19%)Loss trades (% of total)10 (23.81%)
Largestprofit trade152.00loss trade-59.67
Averageprofit trade80.43loss trade-47.02
Maximumconsecutive wins (profit in money)24 (2089.52)consecutive losses (loss in money)3 (-163.50)
Maximalconsecutive profit (count of wins)2089.52 (24)consecutive loss (count of losses)-163.50 (3)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.07 18:00sell10.101.096750.000000.00000
22023.07.07 18:00modify10.101.096751.102751.08175
32023.07.11 06:23s/l10.101.102751.102751.08175-59.679940.33
42023.07.12 18:00sell20.101.112990.000000.00000
52023.07.12 18:00modify20.101.112991.118991.09799
62023.07.13 12:30s/l20.101.118991.118991.09799-59.509880.83
72023.07.13 21:00sell30.101.122520.000000.00000
82023.07.13 21:00modify30.101.122521.128521.10752
92023.07.20 14:28sell40.101.115020.000000.00000
102023.07.20 14:28modify40.101.115021.119521.10752
112023.07.20 14:28modify30.101.122521.119521.10752
122023.07.20 15:44sell50.101.113520.000000.00000
132023.07.20 15:44modify50.101.113521.117271.10752
142023.07.20 15:44sell60.101.113520.000000.00000
152023.07.20 15:44modify60.101.113521.117271.10752
162023.07.20 15:44modify40.101.115021.117271.10752
172023.07.20 15:44modify30.101.122521.117271.10752
182023.07.24 08:37t/p30.101.107521.117271.10752151.5010032.33
192023.07.24 08:37t/p40.101.107521.117271.1075275.3310107.66
202023.07.24 08:37t/p50.101.107521.117271.1075260.3310168.00
212023.07.24 08:37t/p60.101.107521.117271.1075260.3310228.33
222023.08.04 18:00sell70.101.102830.000000.00000
232023.08.04 18:00modify70.101.102831.108831.08783
242023.08.08 10:56sell80.101.095330.000000.00000
252023.08.08 10:56modify80.101.095331.099831.08783
262023.08.08 10:56modify70.101.102831.099831.08783
272023.08.08 11:37sell90.101.093820.000000.00000
282023.08.08 11:37modify90.101.093821.097581.08783
292023.08.08 11:37sell100.101.093820.000000.00000
302023.08.08 11:37modify100.101.093821.097581.08783
312023.08.08 11:37modify80.101.095331.097581.08783
322023.08.08 11:37modify70.101.102831.097581.08783
332023.08.09 05:05s/l70.101.097581.097581.0878353.0010281.33
342023.08.09 05:05s/l80.101.097581.097581.08783-22.3310259.00
352023.08.09 05:05s/l90.101.097581.097581.08783-37.4310221.56
362023.08.09 05:05s/l100.101.097581.097581.08783-37.4310184.13
372023.09.14 20:00buy110.101.064550.000000.00000
382023.09.14 20:00modify110.101.064551.058551.07955
392023.09.19 12:21buy120.101.072050.000000.00000
402023.09.19 12:21modify120.101.072051.067551.07955
412023.09.19 12:21modify110.101.064551.067551.07955
422023.09.19 21:09s/l110.101.067551.067551.0795528.0110212.14
432023.09.19 21:09s/l120.101.067551.067551.07955-45.0010167.14
442023.10.12 20:00buy130.101.053380.000000.00000
452023.10.12 20:00modify130.101.053381.047381.06838
462023.10.19 16:02buy140.101.060910.000000.00000
472023.10.19 16:02modify140.101.060911.056381.06838
482023.10.19 16:02modify130.101.053381.056381.06838
492023.10.19 16:35s/l130.101.056381.056381.0683825.3510192.49
502023.10.19 16:35s/l140.101.056381.056381.06838-45.3010147.19
512023.11.03 18:00sell150.101.073660.000000.00000
522023.11.03 18:00modify150.101.073661.079661.05866
532023.11.08 09:14sell160.101.066160.000000.00000
542023.11.08 09:14modify160.101.066161.070661.05866
552023.11.08 09:14modify150.101.073661.070661.05866
562023.11.08 15:51s/l150.101.070661.070661.0586630.5010177.69
572023.11.08 15:51s/l160.101.070661.070661.05866-45.0010132.69
582023.11.14 19:00sell170.101.086990.000000.00000
592023.11.14 19:00modify170.101.086991.092991.07199
602023.11.20 04:15s/l170.101.092991.092991.07199-59.0010073.69
612023.12.13 21:00sell180.101.088120.000000.00000
622023.12.13 21:00modify180.101.088121.094121.07312
632023.12.14 12:00s/l180.101.094121.094121.07312-59.5010014.19
642023.12.27 18:00sell190.101.110540.000000.00000
652023.12.27 18:00modify190.101.110541.116541.09554
662024.01.02 02:15sell200.101.103040.000000.00000
672024.01.02 02:15modify200.101.103041.107541.09554
682024.01.02 02:15modify190.101.110541.107541.09554
692024.01.02 07:59sell210.101.101540.000000.00000
702024.01.02 07:59modify210.101.101541.105291.09554
712024.01.02 07:59sell220.101.101540.000000.00000
722024.01.02 07:59modify220.101.101541.105291.09554
732024.01.02 07:59modify200.101.103041.105291.09554
742024.01.02 07:59modify190.101.110541.105291.09554
752024.01.02 13:22t/p190.101.095541.105291.09554151.0010165.19
762024.01.02 13:22t/p200.101.095541.105291.0955475.0010240.19
772024.01.02 13:22t/p210.101.095541.105291.0955460.0010300.19
782024.01.02 13:22t/p220.101.095541.105291.0955460.0010360.19
792024.02.01 21:00sell230.101.087150.000000.00000
802024.02.01 21:00modify230.101.087151.093151.07215
812024.02.02 14:03sell240.101.079650.000000.00000
822024.02.02 14:03modify240.101.079651.084151.07215
832024.02.02 14:03modify230.101.087151.084151.07215
842024.02.02 17:50sell250.101.078150.000000.00000
852024.02.02 17:50modify250.101.078151.081901.07215
862024.02.02 17:50sell260.101.078150.000000.00000
872024.02.02 17:50modify260.101.078151.081901.07215
882024.02.02 17:50modify240.101.079651.081901.07215
892024.02.02 17:50modify230.101.087151.081901.07215
902024.02.13 13:42t/p230.101.072151.081901.07215151.6710511.85
912024.02.13 13:42t/p240.101.072151.081901.0721576.5010588.35
922024.02.13 13:42t/p250.101.072151.081901.0721561.5010649.85
932024.02.13 13:42t/p260.101.072151.081901.0721561.5010711.35
942024.03.20 22:00sell270.101.092060.000000.00000
952024.03.20 22:00modify270.101.092061.098061.07706
962024.03.22 02:36sell280.101.084560.000000.00000
972024.03.22 02:36modify280.101.084561.089061.07706
982024.03.22 02:36modify270.101.092061.089061.07706
992024.03.22 06:40sell290.101.083050.000000.00000
1002024.03.22 06:40modify290.101.083051.086811.07706
1012024.03.22 06:40sell300.101.083050.000000.00000
1022024.03.22 06:40modify300.101.083051.086811.07706
1032024.03.22 06:40modify280.101.084561.086811.07706
1042024.03.22 06:40modify270.101.092061.086811.07706
1052024.04.01 14:00t/p270.101.077061.086811.07706152.0010863.35
1062024.04.01 14:00t/p280.101.077061.086811.0770676.3310939.68
1072024.04.01 14:00t/p290.101.077061.086811.0770661.2311000.91
1082024.04.01 14:00t/p300.101.077061.086811.0770661.2311062.15
1092024.04.03 20:00sell310.101.083340.000000.00000
1102024.04.03 20:00modify310.101.083341.089341.06834
1112024.04.10 13:45sell320.101.075830.000000.00000
1122024.04.10 13:45modify320.101.075831.080341.06834
1132024.04.10 13:45modify310.101.083341.080341.06834
1142024.04.10 15:25sell330.101.074340.000000.00000
1152024.04.10 15:25modify330.101.074341.078091.06834
1162024.04.10 15:25sell340.101.074340.000000.00000
1172024.04.10 15:25modify340.101.074341.078091.06834
1182024.04.10 15:25modify320.101.075831.078091.06834
1192024.04.10 15:25modify310.101.083341.078091.06834
1202024.04.12 07:10t/p310.101.068341.078091.06834151.8311213.98
1212024.04.12 07:10t/p320.101.068341.078091.0683475.5711289.54
1222024.04.12 07:10t/p330.101.068341.078091.0683460.6711350.21
1232024.04.12 07:10t/p340.101.068341.078091.0683460.6711410.88
1242024.06.03 22:00sell350.101.090280.000000.00000
1252024.06.03 22:00modify350.101.090281.096281.07528
1262024.06.07 12:45sell360.101.082780.000000.00000
1272024.06.07 12:45modify360.101.082781.087281.07528
1282024.06.07 12:45modify350.101.090281.087281.07528
1292024.06.07 14:16sell370.101.081280.000000.00000
1302024.06.07 14:16modify370.101.081281.085031.07528
1312024.06.07 14:16sell380.101.081280.000000.00000
1322024.06.07 14:16modify380.101.081281.085031.07528
1332024.06.07 14:16modify360.101.082781.085031.07528
1342024.06.07 14:16modify350.101.090281.085031.07528
1352024.06.10 04:06t/p350.101.075281.085031.07528151.1711562.04
1362024.06.10 04:06t/p360.101.075281.085031.0752875.1711637.21
1372024.06.10 04:06t/p370.101.075281.085031.0752860.1711697.38
1382024.06.10 04:06t/p380.101.075281.085031.0752860.1711757.54
1392024.06.12 18:00sell390.101.083840.000000.00000
1402024.06.12 18:00modify390.101.083841.089841.06884
1412024.06.13 14:52sell400.101.076340.000000.00000
1422024.06.13 14:52modify400.101.076341.080841.06884
1432024.06.13 14:52modify390.101.083841.080841.06884
1442024.06.13 16:08sell410.101.074840.000000.00000
1452024.06.13 16:08modify410.101.074841.078591.06884
1462024.06.13 16:08sell420.101.074840.000000.00000
1472024.06.13 16:08modify420.101.074841.078591.06884
1482024.06.13 16:08modify400.101.076341.078591.06884
1492024.06.13 16:08modify390.101.083841.078591.06884
1502024.06.14 09:03t/p390.101.068841.078591.06884150.6711908.21
1512024.06.14 09:03t/p400.101.068841.078591.0688475.1711983.37
1522024.06.14 09:03t/p410.101.068841.078591.0688460.1712043.54
1532024.06.14 09:03t/p420.101.068841.078591.0688460.1712103.71