Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURUSD (Euro vs US Dollar - 1 lot = 100000)
Period1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 test6541Ticks modelled20338424Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1483.65Gross profit1704.12Gross loss-220.47
Profit factor7.73Expected payoff54.95
Absolute drawdown28.62Maximal drawdown248.14 (14.84%)Relative drawdown14.84% (248.14)
Total trades27Short positions (won %)20 (85.00%)Long positions (won %)7 (57.14%)
Profit trades (% of total)21 (77.78%)Loss trades (% of total)6 (22.22%)
Largestprofit trade132.55loss trade-41.21
Averageprofit trade81.15loss trade-36.74
Maximumconsecutive wins (profit in money)12 (1013.06)consecutive losses (loss in money)3 (-98.65)
Maximalconsecutive profit (count of wins)1013.06 (12)consecutive loss (count of losses)-98.65 (3)
Averageconsecutive wins7consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.02.01 21:00sell10.101.087150.000000.00000
22024.02.01 21:00modify10.101.087151.091151.07415
32024.02.02 13:30sell20.101.084550.000000.00000
42024.02.02 13:30modify20.101.084551.086501.07415
52024.02.02 13:30modify10.101.087151.086501.07415
62024.02.02 14:04sell30.101.079330.000000.00000
72024.02.02 14:04modify30.101.079331.082601.07415
82024.02.02 14:04sell40.101.079330.000000.00000
92024.02.02 14:04modify40.101.079331.082601.07415
102024.02.02 14:04modify20.101.084551.082601.07415
112024.02.02 14:04modify10.101.087151.082601.07415
122024.02.05 13:54t/p10.101.074151.082601.07415130.571130.57
132024.02.05 13:54t/p20.101.074151.082601.07415104.281234.85
142024.02.05 13:54t/p30.101.074151.082601.0741552.081286.93
152024.02.05 13:54t/p40.101.074151.082601.0741552.081339.02
162024.03.21 01:00sell50.101.093340.000000.00000
172024.03.21 01:00modify50.101.093341.097341.08034
182024.03.21 08:15sell60.101.090680.000000.00000
192024.03.21 08:15modify60.101.090681.092691.08034
202024.03.21 08:15modify50.101.093341.092691.08034
212024.03.21 19:57sell70.101.085540.000000.00000
222024.03.21 19:57modify70.101.085541.088791.08034
232024.03.21 19:57sell80.101.085540.000000.00000
242024.03.21 19:57modify80.101.085541.088791.08034
252024.03.21 19:57modify60.101.090681.088791.08034
262024.03.21 19:57modify50.101.093341.088791.08034
272024.03.28 07:59t/p50.101.080341.088791.08034131.981471.00
282024.03.28 07:59t/p60.101.080341.088791.08034105.381576.38
292024.03.28 07:59t/p70.101.080341.088791.0803453.981630.36
302024.03.28 07:59t/p80.101.080341.088791.0803453.981684.34
312024.04.01 17:00buy90.101.073960.000000.00000
322024.04.01 17:00modify90.101.073961.069961.08696
332024.04.02 13:37buy100.101.076580.000000.00000
342024.04.02 13:37modify100.101.076581.074611.08696
352024.04.02 13:37modify90.101.073961.074611.08696
362024.04.03 14:01buy110.101.081760.000000.00000
372024.04.03 14:01modify110.101.081761.078511.08696
382024.04.03 14:01buy120.101.081760.000000.00000
392024.04.03 14:01modify120.101.081761.078511.08696
402024.04.03 14:01modify100.101.076581.078511.08696
412024.04.03 14:01modify90.101.073961.078511.08696
422024.04.04 12:58t/p90.101.086961.078511.08696126.971811.31
432024.04.04 12:58t/p100.101.086961.078511.08696101.381912.69
442024.04.04 12:58t/p110.101.086961.078511.0869650.191962.88
452024.04.04 12:58t/p120.101.086961.078511.0869650.192013.06
462024.04.12 12:00buy130.101.065400.000000.00000
472024.04.12 12:00modify130.101.065401.061401.07840
482024.04.16 01:09s/l130.101.061401.061401.07840-41.211971.85
492024.06.07 19:00buy140.101.080830.000000.00000
502024.06.07 19:00modify140.101.080831.076831.09383
512024.06.09 21:04s/l140.101.076831.076831.09383-40.001931.85
522024.06.12 18:00sell150.101.083840.000000.00000
532024.06.12 18:00modify150.101.083841.087841.07084
542024.06.12 18:52sell160.101.081230.000000.00000
552024.06.12 18:52modify160.101.081231.083191.07084
562024.06.12 18:52modify150.101.083841.083191.07084
572024.06.13 15:26sell170.101.076040.000000.00000
582024.06.13 15:26modify170.101.076041.079291.07084
592024.06.13 15:26sell180.101.076040.000000.00000
602024.06.13 15:26modify180.101.076041.079291.07084
612024.06.13 15:26modify160.101.081231.079291.07084
622024.06.13 15:26modify150.101.083841.079291.07084
632024.06.14 08:03t/p150.101.070841.079291.07084131.132062.99
642024.06.14 08:03t/p160.101.070841.079291.07084105.032168.02
652024.06.14 08:03t/p170.101.070841.079291.0708452.282220.30
662024.06.14 08:03t/p180.101.070841.079291.0708452.282272.58
672024.07.11 14:00sell190.101.088660.000000.00000
682024.07.11 14:00modify190.101.088661.092661.07566
692024.07.11 17:45sell200.101.086060.000000.00000
702024.07.11 17:45modify200.101.086061.088011.07566
712024.07.11 17:45modify190.101.088661.088011.07566
722024.07.12 08:02s/l190.101.088011.088011.075666.782279.37
732024.07.12 08:02s/l200.101.088011.088011.07566-19.222260.15
742024.08.02 20:00sell210.101.091270.000000.00000
752024.08.02 20:00modify210.101.091271.095271.07827
762024.08.05 07:30s/l210.101.095271.095271.07827-39.722220.43
772024.08.13 20:00sell220.101.099600.000000.00000
782024.08.13 20:00modify220.101.099601.103601.08660
792024.08.14 12:30s/l220.101.103601.103601.08660-39.722180.72
802024.08.23 17:00sell230.101.117390.000000.00000
812024.08.23 17:00modify230.101.117391.121391.10439
822024.08.28 05:18sell240.101.114790.000000.00000
832024.08.28 05:18modify240.101.114791.116741.10439
842024.08.28 05:18modify230.101.117391.116741.10439
852024.08.29 08:04sell250.101.109570.000000.00000
862024.08.29 08:04modify250.101.109571.112841.10439
872024.08.29 08:04sell260.101.109570.000000.00000
882024.08.29 08:04modify260.101.109571.112841.10439
892024.08.29 08:04modify240.101.114791.112841.10439
902024.08.29 08:04modify230.101.117391.112841.10439
912024.09.03 09:07t/p230.101.104391.112841.10439132.552313.26
922024.09.03 09:07t/p240.101.104391.112841.10439105.702418.96
932024.09.03 09:07t/p250.101.104391.112841.1043952.652471.61
942024.09.03 09:07t/p260.101.104391.112841.1043952.652524.26
952024.11.11 16:00buy270.101.065030.000000.00000
962024.11.11 16:00modify270.101.065031.061031.07803
972024.11.12 12:20s/l270.101.061031.061031.07803-40.602483.65