Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test1917Ticks modelled59231683Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit741.59Gross profit1524.66Gross loss-783.07
Profit factor1.95Expected payoff12.57
Absolute drawdown13.70Maximal drawdown318.18 (3.00%)Relative drawdown3.00% (318.18)
Total trades59Short positions (won %)31 (64.52%)Long positions (won %)28 (53.57%)
Profit trades (% of total)35 (59.32%)Loss trades (% of total)24 (40.68%)
Largestprofit trade105.99loss trade-76.82
Averageprofit trade43.56loss trade-32.63
Maximumconsecutive wins (profit in money)4 (254.38)consecutive losses (loss in money)3 (-103.46)
Maximalconsecutive profit (count of wins)254.38 (4)consecutive loss (count of losses)-103.46 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.12 20:00buy10.10133.2690.0000.000
22022.05.12 20:00modify10.10133.269132.269134.669
32022.05.13 00:52buy20.10133.7590.0000.000
42022.05.13 00:52modify20.10133.759133.409134.669
52022.05.13 00:52modify10.10133.269133.409134.669
62022.05.13 01:16buy30.10133.9700.0000.000
72022.05.13 01:16modify30.10133.970133.689134.669
82022.05.13 01:16modify20.10133.759133.689134.669
92022.05.13 01:16modify10.10133.269133.689134.669
102022.05.13 01:26buy40.10134.3220.0000.000
112022.05.13 01:26modify40.10134.322134.039134.669
122022.05.13 01:26modify30.10133.970134.039134.669
132022.05.13 01:26modify20.10133.759134.039134.669
142022.05.13 01:26modify10.10133.269134.039134.669
152022.05.13 01:38s/l10.10134.039134.039134.66958.6110058.61
162022.05.13 01:38s/l20.10134.039134.039134.66921.1910079.80
172022.05.13 01:38s/l30.10134.039134.039134.6695.2210085.02
182022.05.13 01:38s/l40.10134.039134.039134.669-21.4310063.59
192022.05.17 16:00sell50.10136.2040.0000.000
202022.05.17 16:00modify50.10136.204137.204134.804
212022.05.18 08:33sell60.10135.7140.0000.000
222022.05.18 08:33modify60.10135.714136.064134.804
232022.05.18 08:33modify50.10136.204136.064134.804
242022.05.18 13:12sell70.10135.5040.0000.000
252022.05.18 13:12modify70.10135.504135.784134.804
262022.05.18 13:12modify60.10135.714135.784134.804
272022.05.18 13:12modify50.10136.204135.784134.804
282022.05.18 14:09sell80.10135.1540.0000.000
292022.05.18 14:09modify80.10135.154135.434134.804
302022.05.18 14:09modify70.10135.504135.434134.804
312022.05.18 14:09modify60.10135.714135.434134.804
322022.05.18 14:09modify50.10136.204135.434134.804
332022.05.18 15:10t/p50.10134.804135.434134.804105.2710168.86
342022.05.18 15:10t/p60.10134.804135.434134.80468.8210237.68
352022.05.18 15:10t/p70.10134.804135.434134.80452.9410290.62
362022.05.18 15:10t/p80.10134.804135.434134.80426.4710317.09
372022.06.03 04:00sell90.10139.6180.0000.000
382022.06.03 04:00modify90.10139.618140.618138.218
392022.06.06 08:11s/l90.10140.618140.618138.218-76.2310240.85
402022.06.08 20:00sell100.10143.8440.0000.000
412022.06.08 20:00modify100.10143.844144.844142.444
422022.06.09 05:46sell110.10143.3540.0000.000
432022.06.09 05:46modify110.10143.354143.704142.444
442022.06.09 05:46modify100.10143.844143.704142.444
452022.06.09 07:19sell120.10143.1440.0000.000
462022.06.09 07:19modify120.10143.144143.424142.444
472022.06.09 07:19modify110.10143.354143.424142.444
482022.06.09 07:19modify100.10143.844143.424142.444
492022.06.09 08:00sell130.10142.7940.0000.000
502022.06.09 08:00modify130.10142.794143.074142.444
512022.06.09 08:00modify120.10143.144143.074142.444
522022.06.09 08:00modify110.10143.354143.074142.444
532022.06.09 08:00modify100.10143.844143.074142.444
542022.06.09 08:35s/l100.10143.074143.074142.44456.4310297.28
552022.06.09 08:35s/l110.10143.074143.074142.44421.1810318.46
562022.06.09 08:35s/l120.10143.074143.074142.4445.3010323.76
572022.06.09 08:35s/l130.10143.074143.074142.444-21.1710302.59
582022.07.06 16:00buy140.10138.0040.0000.000
592022.07.06 16:00modify140.10138.004137.004139.404
602022.07.06 18:33buy150.10138.4940.0000.000
612022.07.06 18:33modify150.10138.494138.144139.404
622022.07.06 18:33modify140.10138.004138.144139.404
632022.07.07 01:08s/l140.10138.144138.144139.40411.5510314.14
642022.07.07 01:08s/l150.10138.144138.144139.404-25.5410288.60
652022.08.02 12:00buy160.10133.9510.0000.000
662022.08.02 12:00modify160.10133.951132.951135.351
672022.08.02 14:50buy170.10134.4410.0000.000
682022.08.02 14:50modify170.10134.441134.091135.351
692022.08.02 14:50modify160.10133.951134.091135.351
702022.08.02 15:37buy180.10134.6510.0000.000
712022.08.02 15:37modify180.10134.651134.371135.351
722022.08.02 15:37modify170.10134.441134.371135.351
732022.08.02 15:37modify160.10133.951134.371135.351
742022.08.02 17:25buy190.10135.0010.0000.000
752022.08.02 17:25modify190.10135.001134.721135.351
762022.08.02 17:25modify180.10134.651134.721135.351
772022.08.02 17:25modify170.10134.441134.721135.351
782022.08.02 17:25modify160.10133.951134.721135.351
792022.08.02 18:22t/p160.10135.351134.721135.351105.9910394.59
802022.08.02 18:22t/p170.10135.351134.721135.35168.8910463.48
812022.08.02 18:22t/p180.10135.351134.721135.35153.0010516.48
822022.08.02 18:22t/p190.10135.351134.721135.35126.5010542.98
832022.08.29 20:00sell200.10138.6340.0000.000
842022.08.29 20:00modify200.10138.634139.634137.234
852022.08.31 15:24s/l200.10139.634139.634137.234-76.8210466.16
862022.09.22 00:00buy210.10141.8470.0000.000
872022.09.22 00:00modify210.10141.847140.847143.247
882022.09.22 02:51buy220.10142.3370.0000.000
892022.09.22 02:51modify220.10142.337141.987143.247
902022.09.22 02:51modify210.10141.847141.987143.247
912022.09.22 02:53buy230.10142.5610.0000.000
922022.09.22 02:53modify230.10142.561142.267143.247
932022.09.22 02:53modify220.10142.337142.267143.247
942022.09.22 02:53modify210.10141.847142.267143.247
952022.09.22 02:56s/l210.10142.267142.267143.24731.7910497.95
962022.09.22 02:56s/l220.10142.267142.267143.247-5.3010492.65
972022.09.22 02:56s/l230.10142.267142.267143.247-22.2610470.39
982022.09.30 04:00sell240.10141.8350.0000.000
992022.09.30 04:00modify240.10141.835142.835140.435
1002022.09.30 10:17sell250.10141.3440.0000.000
1012022.09.30 10:17modify250.10141.344141.695140.435
1022022.09.30 10:17modify240.10141.835141.695140.435
1032022.09.30 10:28sell260.10141.1350.0000.000
1042022.09.30 10:28modify260.10141.135141.415140.435
1052022.09.30 10:28modify250.10141.344141.415140.435
1062022.09.30 10:28modify240.10141.835141.415140.435
1072022.09.30 12:26s/l240.10141.415141.415140.43531.7610502.15
1082022.09.30 12:26s/l250.10141.415141.415140.435-5.3710496.78
1092022.09.30 12:26s/l260.10141.415141.415140.435-21.1810475.60
1102022.10.04 20:00sell270.10143.9090.0000.000
1112022.10.04 20:00modify270.10143.909144.909142.509
1122022.10.05 00:11sell280.10143.4180.0000.000
1132022.10.05 00:11modify280.10143.418143.769142.509
1142022.10.05 00:11modify270.10143.909143.769142.509
1152022.10.05 01:52s/l270.10143.769143.769142.5099.9910485.59
1162022.10.05 01:52s/l280.10143.769143.769142.509-26.5410459.05
1172022.10.14 00:00sell290.10143.8760.0000.000
1182022.10.14 00:00modify290.10143.876144.876142.476
1192022.10.17 01:56s/l290.10144.876144.876142.476-76.2210382.83
1202022.10.18 04:00sell300.10146.5260.0000.000
1212022.10.18 04:00modify300.10146.526147.526145.126
1222022.10.18 09:04sell310.10146.0300.0000.000
1232022.10.18 09:04modify310.10146.030146.386145.126
1242022.10.18 09:04modify300.10146.526146.386145.126
1252022.10.18 09:04sell320.10145.8150.0000.000
1262022.10.18 09:04modify320.10145.815146.106145.126
1272022.10.18 09:04modify310.10146.030146.106145.126
1282022.10.18 09:04modify300.10146.526146.106145.126
1292022.10.18 09:04s/l300.10146.106146.106145.12631.7610414.59
1302022.10.18 09:04s/l310.10146.106146.106145.126-5.7510408.84
1312022.10.18 09:04s/l320.10146.106146.106145.126-22.0110386.83
1322022.11.10 20:00buy330.10144.4090.0000.000
1332022.11.10 20:00modify330.10144.409143.409145.809
1342022.11.10 21:08s/l330.10143.409143.409145.809-75.7010311.13
1352022.11.11 00:00buy340.10144.4830.0000.000
1362022.11.11 00:00modify340.10144.483143.483145.883
1372022.11.11 02:07buy350.10144.9820.0000.000
1382022.11.11 02:07modify350.10144.982144.623145.883
1392022.11.11 02:07modify340.10144.483144.623145.883
1402022.11.11 02:58s/l340.10144.623144.623145.88310.6010321.73
1412022.11.11 02:58s/l350.10144.623144.623145.883-27.1810294.55
1422022.11.11 16:00buy360.10143.6200.0000.000
1432022.11.11 16:00modify360.10143.620142.620145.020
1442022.11.13 22:11buy370.10144.1140.0000.000
1452022.11.13 22:11modify370.10144.114143.760145.020
1462022.11.13 22:11modify360.10143.620143.760145.020
1472022.11.13 22:14buy380.10144.3300.0000.000
1482022.11.13 22:14modify380.10144.330144.040145.020
1492022.11.13 22:14modify370.10144.114144.040145.020
1502022.11.13 22:14modify360.10143.620144.040145.020
1512022.11.13 22:17s/l360.10144.040144.040145.02031.8010326.35
1522022.11.13 22:17s/l370.10144.040144.040145.020-5.6010320.75
1532022.11.13 22:17s/l380.10144.040144.040145.020-21.9510298.80
1542022.11.24 16:00buy390.10144.0490.0000.000
1552022.11.24 16:00modify390.10144.049143.049145.449
1562022.11.25 00:51buy400.10144.5400.0000.000
1572022.11.25 00:51modify400.10144.540144.189145.449
1582022.11.25 00:51modify390.10144.049144.189145.449
1592022.11.25 08:54buy410.10144.7500.0000.000
1602022.11.25 08:54modify410.10144.750144.469145.449
1612022.11.25 08:54modify400.10144.540144.469145.449
1622022.11.25 08:54modify390.10144.049144.469145.449
1632022.11.25 10:18buy420.10145.0990.0000.000
1642022.11.25 10:18modify420.10145.099144.819145.449
1652022.11.25 10:18modify410.10144.750144.819145.449
1662022.11.25 10:18modify400.10144.540144.819145.449
1672022.11.25 10:18modify390.10144.049144.819145.449
1682022.11.25 12:30s/l390.10144.819144.819145.44958.6110357.41
1692022.11.25 12:30s/l400.10144.819144.819145.44921.1210378.53
1702022.11.25 12:30s/l410.10144.819144.819145.4495.2210383.75
1712022.11.25 12:30s/l420.10144.819144.819145.449-21.2010362.55
1722022.12.13 00:00sell430.10144.9510.0000.000
1732022.12.13 00:00modify430.10144.951145.951143.551
1742022.12.13 13:30sell440.10143.9000.0000.000
1752022.12.13 13:30modify440.10143.900144.181143.551
1762022.12.13 13:30modify430.10144.951144.181143.551
1772022.12.13 13:31s/l430.10144.181144.181143.55158.2310420.78
1782022.12.13 13:31s/l440.10144.181144.181143.551-21.2510399.53
1792022.12.15 20:00sell450.10146.4500.0000.000
1802022.12.15 20:00modify450.10146.450147.450145.050
1812022.12.16 07:53sell460.10145.9600.0000.000
1822022.12.16 07:53modify460.10145.960146.310145.050
1832022.12.16 07:53modify450.10146.450146.310145.050
1842022.12.16 08:18sell470.10145.7450.0000.000
1852022.12.16 08:18modify470.10145.745146.030145.050
1862022.12.16 08:18modify460.10145.960146.030145.050
1872022.12.16 08:18modify450.10146.450146.030145.050
1882022.12.16 15:11sell480.10145.4000.0000.000
1892022.12.16 15:11modify480.10145.400145.680145.050
1902022.12.16 15:11modify470.10145.745145.680145.050
1912022.12.16 15:11modify460.10145.960145.680145.050
1922022.12.16 15:11modify450.10146.450145.680145.050
1932022.12.16 15:44t/p450.10145.050145.680145.050105.2710504.79
1942022.12.16 15:44t/p460.10145.050145.680145.05068.8110573.60
1952022.12.16 15:44t/p470.10145.050145.680145.05052.5610626.16
1962022.12.16 15:44t/p480.10145.050145.680145.05026.4710652.63
1972022.12.20 12:00buy490.10140.9970.0000.000
1982022.12.20 12:00modify490.10140.997139.997142.397
1992022.12.20 15:55s/l490.10139.997139.997142.397-75.7010576.93
2002022.12.28 00:00sell500.10141.9870.0000.000
2012022.12.28 00:00modify500.10141.987142.987140.587
2022022.12.30 00:23sell510.10141.4970.0000.000
2032022.12.30 00:23modify510.10141.497141.847140.587
2042022.12.30 00:23modify500.10141.987141.847140.587
2052022.12.30 00:57sell520.10141.2850.0000.000
2062022.12.30 00:57modify520.10141.285141.567140.587
2072022.12.30 00:57modify510.10141.497141.567140.587
2082022.12.30 00:57modify500.10141.987141.567140.587
2092022.12.30 07:44sell530.10140.9370.0000.000
2102022.12.30 07:44modify530.10140.937141.217140.587
2112022.12.30 07:44modify520.10141.285141.217140.587
2122022.12.30 07:44modify510.10141.497141.217140.587
2132022.12.30 07:44modify500.10141.987141.217140.587
2142022.12.30 08:20t/p500.10140.587141.217140.587103.4710680.40
2152022.12.30 08:20t/p510.10140.587141.217140.58768.8210749.22
2162022.12.30 08:20t/p520.10140.587141.217140.58752.7910802.01
2172022.12.30 08:20t/p530.10140.587141.217140.58726.4710828.48
2182023.01.13 00:00buy540.10140.2990.0000.000
2192023.01.13 00:00modify540.10140.299139.299141.699
2202023.01.13 07:47s/l540.10139.299139.299141.699-75.7110752.77
2212023.01.23 12:00sell550.10141.8020.0000.000
2222023.01.23 12:00modify550.10141.802142.802140.402
2232023.01.24 08:39sell560.10141.3120.0000.000
2242023.01.24 08:39modify560.10141.312141.662140.402
2252023.01.24 08:39modify550.10141.802141.662140.402
2262023.01.24 09:18s/l550.10141.662141.662140.4029.9910762.76
2272023.01.24 09:18s/l560.10141.662141.662140.402-26.4610736.30
2282023.02.24 00:00buy570.10142.6920.0000.000
2292023.02.24 00:00modify570.10142.692141.692144.092
2302023.02.24 09:17buy580.10143.1820.0000.000
2312023.02.24 09:17modify580.10143.182142.832144.092
2322023.02.24 09:17modify570.10142.692142.832144.092
2332023.02.24 12:21buy590.10143.3920.0000.000
2342023.02.24 12:21modify590.10143.392143.112144.092
2352023.02.24 12:21modify580.10143.182143.112144.092
2362023.02.24 12:21modify570.10142.692143.112144.092
2372023.02.24 13:30s/l570.10143.112143.112144.09231.7910768.09
2382023.02.24 13:30s/l580.10143.112143.112144.092-5.3010762.79
2392023.02.24 13:30s/l590.10143.112143.112144.092-21.2010741.59