This is a decorative variation of the blanket stitch. Here, a row of blanket stitch is made, the fabric is reversed and another row of blanket stitch is made, the teeth falling between the gaps of the previous blanket stitches. The tutorial shall make it clearer. This stitch can be used along with other embellishing stitches like the french knots to make nice decorative borders.

You need to know the blanket stitch to be able to do this variation of the stitch.

 double_blanket_stitch_1        double_blanket_stitch_2
Fig 1: First, make a row of blanket stitch. The illustration shows the row in green thread.
Next, turn the fabric around and do another row of blanket stitch, placing each stitch between teh previous stitches, as shown.
  Fig 2: A finished portion would look like this. This stitch can be done in a single color too.