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=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=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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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 test6539Ticks modelled20105525Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit2429.36Gross profit2833.54Gross loss-404.17
Profit factor7.01Expected payoff60.73
Absolute drawdown186.87Maximal drawdown323.67 (21.17%)Relative drawdown24.88% (269.35)
Total trades40Short positions (won %)40 (82.50%)Long positions (won %)0 (0.00%)
Profit trades (% of total)33 (82.50%)Loss trades (% of total)7 (17.50%)
Largestprofit trade154.16loss trade-59.65
Averageprofit trade85.86loss trade-57.74
Maximumconsecutive wins (profit in money)24 (2111.69)consecutive losses (loss in money)3 (-176.88)
Maximalconsecutive profit (count of wins)2111.69 (24)consecutive loss (count of losses)-176.88 (3)
Averageconsecutive wins8consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 18:00sell10.101.073660.000000.00000
22023.11.03 18:00modify10.101.073661.079661.05866
32023.11.07 11:38sell20.101.066910.000000.00000
42023.11.07 11:38modify20.101.066911.072161.05866
52023.11.07 11:38modify10.101.073661.072161.05866
62023.11.09 14:53s/l10.101.072161.072161.0586617.081017.08
72023.11.09 14:53s/l20.101.072161.072161.05866-51.11965.97
82023.11.14 19:00sell30.101.086990.000000.00000
92023.11.14 19:00modify30.101.086991.092991.07199
102023.11.20 04:15s/l30.101.092991.092991.07199-57.92908.05
112023.12.13 21:00sell40.101.088120.000000.00000
122023.12.13 21:00modify40.101.088121.094121.07312
132023.12.14 12:00s/l40.101.094121.094121.07312-58.96849.09
142023.12.27 18:00sell50.101.110540.000000.00000
152023.12.27 18:00modify50.101.110541.116541.09554
162023.12.29 21:01sell60.101.103790.000000.00000
172023.12.29 21:01modify60.101.103791.109041.09554
182023.12.29 21:01modify50.101.110541.109041.09554
192024.01.02 07:59sell70.101.101540.000000.00000
202024.01.02 07:59modify70.101.101541.104541.09554
212024.01.02 07:59modify60.101.103791.104541.09554
222024.01.02 07:59modify50.101.110541.104541.09554
232024.01.02 10:08sell80.101.100790.000000.00000
242024.01.02 10:08modify80.101.100791.105291.09554
252024.01.02 10:08modify70.101.101541.105291.09554
262024.01.02 10:08modify60.101.103791.105291.09554
272024.01.02 10:08modify50.101.110541.105291.09554
282024.01.02 13:22t/p50.101.095541.105291.09554152.081001.18
292024.01.02 13:22t/p60.101.095541.105291.0955483.191084.37
302024.01.02 13:22t/p70.101.095541.105291.0955460.001144.37
312024.01.02 13:22t/p80.101.095541.105291.0955452.501196.87
322024.02.01 21:00sell90.101.087150.000000.00000
332024.02.01 21:00modify90.101.087151.093151.07215
342024.02.02 13:58sell100.101.080400.000000.00000
352024.02.02 13:58modify100.101.080401.085651.07215
362024.02.02 13:58modify90.101.087151.085651.07215
372024.02.02 17:50sell110.101.078150.000000.00000
382024.02.02 17:50modify110.101.078151.081151.07215
392024.02.02 17:50modify100.101.080401.081151.07215
402024.02.02 17:50modify90.101.087151.081151.07215
412024.02.04 23:09sell120.101.077400.000000.00000
422024.02.04 23:09modify120.101.077401.081901.07215
432024.02.04 23:09modify110.101.078151.081901.07215
442024.02.04 23:09modify100.101.080401.081901.07215
452024.02.04 23:09modify90.101.087151.081901.07215
462024.02.13 13:42t/p90.101.072151.081901.07215153.471350.34
472024.02.13 13:42t/p100.101.072151.081901.0721585.621435.96
482024.02.13 13:42t/p110.101.072151.081901.0721563.121499.09
492024.02.13 13:42t/p120.101.072151.081901.0721555.621554.71
502024.03.20 22:00sell130.101.092060.000000.00000
512024.03.20 22:00modify130.101.092061.098061.07706
522024.03.22 01:48sell140.101.085310.000000.00000
532024.03.22 01:48modify140.101.085311.090561.07706
542024.03.22 01:48modify130.101.092061.090561.07706
552024.03.22 06:40sell150.101.083050.000000.00000
562024.03.22 06:40modify150.101.083051.086061.07706
572024.03.22 06:40modify140.101.085311.086061.07706
582024.03.22 06:40modify130.101.092061.086061.07706
592024.03.22 07:28sell160.101.082300.000000.00000
602024.03.22 07:28modify160.101.082301.086811.07706
612024.03.22 07:28modify150.101.083051.086811.07706
622024.03.22 07:28modify140.101.085311.086811.07706
632024.03.22 07:28modify130.101.092061.086811.07706
642024.04.01 14:00t/p130.101.077061.086811.07706154.161708.87
652024.04.01 14:00t/p140.101.077061.086811.0770685.281794.15
662024.04.01 14:00t/p150.101.077061.086811.0770662.681856.82
672024.04.01 14:00t/p160.101.077061.086811.0770655.181912.00
682024.04.03 20:00sell170.101.083340.000000.00000
692024.04.03 20:00modify170.101.083341.089341.06834
702024.04.10 13:12sell180.101.076590.000000.00000
712024.04.10 13:12modify180.101.076591.081841.06834
722024.04.10 13:12modify170.101.083341.081841.06834
732024.04.10 15:25sell190.101.074340.000000.00000
742024.04.10 15:25modify190.101.074341.077341.06834
752024.04.10 15:25modify180.101.076591.077341.06834
762024.04.10 15:25modify170.101.083341.077341.06834
772024.04.10 15:55sell200.101.073590.000000.00000
782024.04.10 15:55modify200.101.073591.078091.06834
792024.04.10 15:55modify190.101.074341.078091.06834
802024.04.10 15:55modify180.101.076591.078091.06834
812024.04.10 15:55modify170.101.083341.078091.06834
822024.04.12 07:10t/p170.101.068341.078091.06834153.822065.82
832024.04.12 07:10t/p180.101.068341.078091.0683483.892149.70
842024.04.12 07:10t/p190.101.068341.078091.0683461.392211.09
852024.04.12 07:10t/p200.101.068341.078091.0683453.892264.98
862024.06.03 22:00sell210.101.090280.000000.00000
872024.06.03 22:00modify210.101.090281.096281.07528
882024.06.07 12:32sell220.101.083530.000000.00000
892024.06.07 12:32modify220.101.083531.088781.07528
902024.06.07 12:32modify210.101.090281.088781.07528
912024.06.07 14:16sell230.101.081280.000000.00000
922024.06.07 14:16modify230.101.081281.084281.07528
932024.06.07 14:16modify220.101.083531.084281.07528
942024.06.07 14:16modify210.101.090281.084281.07528
952024.06.07 15:37sell240.101.080530.000000.00000
962024.06.07 15:37modify240.101.080531.085031.07528
972024.06.07 15:37modify230.101.081281.085031.07528
982024.06.07 15:37modify220.101.083531.085031.07528
992024.06.07 15:37modify210.101.090281.085031.07528
1002024.06.10 04:06t/p210.101.075281.085031.07528152.432417.41
1012024.06.10 04:06t/p220.101.075281.085031.0752882.852500.26
1022024.06.10 04:06t/p230.101.075281.085031.0752860.352560.60
1032024.06.10 04:06t/p240.101.075281.085031.0752852.852613.45
1042024.06.12 18:00sell250.101.083840.000000.00000
1052024.06.12 18:00modify250.101.083841.089841.06884
1062024.06.13 14:31sell260.101.077080.000000.00000
1072024.06.13 14:31modify260.101.077081.082341.06884
1082024.06.13 14:31modify250.101.083841.082341.06884
1092024.06.13 16:08sell270.101.074840.000000.00000
1102024.06.13 16:08modify270.101.074841.077841.06884
1112024.06.13 16:08modify260.101.077081.077841.06884
1122024.06.13 16:08modify250.101.083841.077841.06884
1132024.06.13 16:24sell280.101.074090.000000.00000
1142024.06.13 16:24modify280.101.074091.078591.06884
1152024.06.13 16:24modify270.101.074841.078591.06884
1162024.06.13 16:24modify260.101.077081.078591.06884
1172024.06.13 16:24modify250.101.083841.078591.06884
1182024.06.14 09:03t/p250.101.068841.078591.06884151.392764.84
1192024.06.14 09:03t/p260.101.068841.078591.0688482.752847.59
1202024.06.14 09:03t/p270.101.068841.078591.0688460.352907.93
1212024.06.14 09:03t/p280.101.068841.078591.0688452.852960.78
1222024.08.02 18:00sell290.101.091100.000000.00000
1232024.08.02 18:00modify290.101.091101.097101.07610
1242024.08.05 08:09s/l290.101.097101.097101.07610-59.652901.13
1252024.08.13 20:00sell300.101.099600.000000.00000
1262024.08.13 20:00modify300.101.099601.105601.08460
1272024.08.19 14:09s/l300.101.105601.105601.08460-57.922843.21
1282024.08.19 22:00sell310.101.108360.000000.00000
1292024.08.19 22:00modify310.101.108361.114361.09336
1302024.08.21 15:26s/l310.101.114361.114361.09336-59.312783.90
1312024.08.25 21:00sell320.101.118540.000000.00000
1322024.08.25 21:00modify320.101.118541.124541.10354
1332024.08.28 11:57sell330.101.111790.000000.00000
1342024.08.28 11:57modify330.101.111791.117041.10354
1352024.08.28 11:57modify320.101.118541.117041.10354
1362024.08.29 08:04sell340.101.109540.000000.00000
1372024.08.29 08:04modify340.101.109541.112541.10354
1382024.08.29 08:04modify330.101.111791.112541.10354
1392024.08.29 08:04modify320.101.118541.112541.10354
1402024.08.29 08:12sell350.101.108790.000000.00000
1412024.08.29 08:12modify350.101.108791.113291.10354
1422024.08.29 08:12modify340.101.109541.113291.10354
1432024.08.29 08:12modify330.101.111791.113291.10354
1442024.08.29 08:12modify320.101.118541.113291.10354
1452024.09.03 17:51t/p320.101.103541.113291.10354153.122937.03
1462024.09.03 17:51t/p330.101.103541.113291.1035484.583021.61
1472024.09.03 17:51t/p340.101.103541.113291.1035461.043082.65
1482024.09.03 17:51t/p350.101.103541.113291.1035453.543136.19
1492024.09.12 22:00sell360.101.107380.000000.00000
1502024.09.12 22:00modify360.101.107381.113381.09238
1512024.09.16 12:30s/l360.101.113381.113381.09238-59.313076.88
1522024.09.24 22:00sell370.101.117820.000000.00000
1532024.09.24 22:00modify370.101.117821.123821.10282
1542024.10.01 08:02sell380.101.111030.000000.00000
1552024.10.01 08:02modify380.101.111031.116321.10282
1562024.10.01 08:02modify370.101.117821.116321.10282
1572024.10.01 10:24sell390.101.108810.000000.00000
1582024.10.01 10:24modify390.101.108811.111821.10282
1592024.10.01 10:24modify380.101.111031.111821.10282
1602024.10.01 10:24modify370.101.117821.111821.10282
1612024.10.01 11:51sell400.101.108070.000000.00000
1622024.10.01 11:51modify400.101.108071.112571.10282
1632024.10.01 11:51modify390.101.108811.112571.10282
1642024.10.01 11:51modify380.101.111031.112571.10282
1652024.10.01 11:51modify370.101.117821.112571.10282
1662024.10.03 05:21t/p370.101.102821.112571.10282153.823230.70
1672024.10.03 05:21t/p380.101.102821.112571.1028283.493314.19
1682024.10.03 05:21t/p390.101.102821.112571.1028261.293375.48
1692024.10.03 05:21t/p400.101.102821.112571.1028253.893429.37