Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=25; 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=14; 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 test1917Ticks modelled59510158Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit787.65Gross profit1452.92Gross loss-665.26
Profit factor2.18Expected payoff14.86
Absolute drawdown56.26Maximal drawdown219.14 (2.12%)Relative drawdown2.12% (219.14)
Total trades53Short positions (won %)22 (54.55%)Long positions (won %)31 (54.84%)
Profit trades (% of total)29 (54.72%)Loss trades (% of total)24 (45.28%)
Largestprofit trade108.92loss trade-37.84
Averageprofit trade50.10loss trade-27.72
Maximumconsecutive wins (profit in money)8 (497.16)consecutive losses (loss in money)4 (-115.32)
Maximalconsecutive profit (count of wins)497.16 (8)consecutive loss (count of losses)-115.32 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.13 16:00buy10.10139.9860.0000.000
22022.06.13 16:00modify10.10139.986139.586141.486
32022.06.14 00:17s/l10.10139.586139.586141.486-28.429971.58
42022.06.23 16:00buy20.10141.5240.0000.000
52022.06.23 16:00modify20.10141.524141.124143.024
62022.06.24 00:23buy30.10142.1990.0000.000
72022.06.24 00:23modify30.10142.199141.824143.024
82022.06.24 00:23modify20.10141.524141.824143.024
92022.06.24 03:25s/l20.10141.824141.824143.02421.849993.43
102022.06.24 03:25s/l30.10141.824141.824143.024-26.929966.51
112022.07.01 16:00buy40.10140.6180.0000.000
122022.07.01 16:00modify40.10140.618140.218142.118
132022.07.04 06:04buy50.10141.3030.0000.000
142022.07.04 06:04modify50.10141.303140.918142.118
152022.07.04 06:04modify40.10140.618140.918142.118
162022.07.04 09:34buy60.10141.5190.0000.000
172022.07.04 09:34modify60.10141.519140.993142.118
182022.07.04 09:34modify50.10141.303140.993142.118
192022.07.04 09:34modify40.10140.618140.993142.118
202022.07.04 09:35buy70.10141.5930.0000.000
212022.07.04 09:35modify70.10141.593141.143142.118
222022.07.04 09:35modify60.10141.519141.143142.118
232022.07.04 09:35modify50.10141.303141.143142.118
242022.07.04 09:35modify40.10140.618141.143142.118
252022.07.05 01:33t/p40.10142.118141.143142.118108.3110074.82
262022.07.05 01:33t/p50.10142.118141.143142.11858.8210133.64
272022.07.05 01:33t/p60.10142.118141.143142.11843.3110176.96
282022.07.05 01:33t/p70.10142.118141.143142.11838.0010214.96
292022.07.05 16:00buy80.10139.1660.0000.000
302022.07.05 16:00modify80.10139.166138.766140.666
312022.07.06 01:27s/l80.10138.766138.766140.666-28.4210186.54
322022.07.29 16:00buy90.10135.9340.0000.000
332022.07.29 16:00modify90.10135.934135.534137.434
342022.08.01 01:09s/l90.10135.534135.534137.434-28.4310158.12
352022.08.05 16:00sell100.10137.5840.0000.000
362022.08.05 16:00modify100.10137.584137.984136.084
372022.08.09 08:02s/l100.10137.984137.984136.084-29.8110128.30
382022.09.06 16:00sell110.10141.6870.0000.000
392022.09.06 16:00modify110.10141.687142.087140.187
402022.09.06 22:51s/l110.10142.087142.087140.187-28.6610099.64
412022.09.21 20:00buy120.10141.7840.0000.000
422022.09.21 20:00modify120.10141.784141.384143.284
432022.09.22 02:53buy130.10142.4630.0000.000
442022.09.22 02:53modify130.10142.463142.084143.284
452022.09.22 02:53modify120.10141.784142.084143.284
462022.09.22 02:55buy140.10142.6860.0000.000
472022.09.22 02:55modify140.10142.686142.159143.284
482022.09.22 02:55modify130.10142.463142.159143.284
492022.09.22 02:55modify120.10141.784142.159143.284
502022.09.22 02:56s/l120.10142.159142.159143.28427.8310127.48
512022.09.22 02:56s/l130.10142.159142.159143.284-21.8310105.65
522022.09.22 02:56s/l140.10142.159142.159143.284-37.8410067.81
532022.09.28 20:00sell150.10140.2400.0000.000
542022.09.28 20:00modify150.10140.240140.640138.740
552022.09.29 07:31sell160.10139.5620.0000.000
562022.09.29 07:31modify160.10139.562139.940138.740
572022.09.29 07:31modify150.10140.240139.940138.740
582022.09.29 08:58s/l150.10139.940139.940138.74019.7610087.57
592022.09.29 08:58s/l160.10139.940139.940138.740-27.0910060.48
602022.10.04 16:00sell170.10143.9900.0000.000
612022.10.04 16:00modify170.10143.990144.390142.490
622022.10.05 09:34sell180.10143.3150.0000.000
632022.10.05 09:34modify180.10143.315143.690142.490
642022.10.05 09:34modify170.10143.990143.690142.490
652022.10.05 11:45sell190.10143.0840.0000.000
662022.10.05 11:45modify190.10143.084143.615142.490
672022.10.05 11:45modify180.10143.315143.615142.490
682022.10.05 11:45modify170.10143.990143.615142.490
692022.10.05 12:45sell200.10143.0150.0000.000
702022.10.05 12:45modify200.10143.015143.465142.490
712022.10.05 12:45modify190.10143.084143.465142.490
722022.10.05 12:45modify180.10143.315143.465142.490
732022.10.05 12:45modify170.10143.990143.465142.490
742022.10.05 14:20t/p170.10142.490143.465142.490106.9110167.39
752022.10.05 14:20t/p180.10142.490143.465142.49059.1210226.51
762022.10.05 14:20t/p190.10142.490143.465142.49042.5610269.07
772022.10.05 14:20t/p200.10142.490143.465142.49037.6210306.69
782022.10.13 16:00sell210.10143.9030.0000.000
792022.10.13 16:00modify210.10143.903144.303142.403
802022.10.14 01:49s/l210.10144.303144.303142.403-29.2410277.45
812022.10.17 16:00sell220.10146.3580.0000.000
822022.10.17 16:00modify220.10146.358146.758144.858
832022.10.18 00:01s/l220.10146.758146.758144.858-29.2510248.20
842022.10.21 16:00buy230.10144.2060.0000.000
852022.10.21 16:00modify230.10144.206143.806145.706
862022.10.21 16:04buy240.10144.8860.0000.000
872022.10.21 16:04modify240.10144.886144.506145.706
882022.10.21 16:04modify230.10144.206144.506145.706
892022.10.21 16:06buy250.10145.1090.0000.000
902022.10.21 16:06modify250.10145.109144.581145.706
912022.10.21 16:06modify240.10144.886144.581145.706
922022.10.21 16:06modify230.10144.206144.581145.706
932022.10.21 16:06buy260.10145.1830.0000.000
942022.10.21 16:06modify260.10145.183144.731145.706
952022.10.21 16:06modify250.10145.109144.731145.706
962022.10.21 16:06modify240.10144.886144.731145.706
972022.10.21 16:06modify230.10144.206144.731145.706
982022.10.21 16:08s/l230.10144.731144.731145.70637.7010285.90
992022.10.21 16:08s/l240.10144.731144.731145.706-11.1310274.77
1002022.10.21 16:08s/l250.10144.731144.731145.706-27.1410247.63
1012022.10.21 16:08s/l260.10144.731144.731145.706-32.4510215.18
1022022.10.27 16:00buy270.10145.8100.0000.000
1032022.10.27 16:00modify270.10145.810145.410147.310
1042022.10.28 02:15buy280.10146.4860.0000.000
1052022.10.28 02:15modify280.10146.486146.110147.310
1062022.10.28 02:15modify270.10145.810146.110147.310
1072022.10.28 02:56s/l270.10146.110146.110147.31021.8410237.03
1082022.10.28 02:56s/l280.10146.110146.110147.310-27.0010210.03
1092022.11.04 20:00sell290.10146.1030.0000.000
1102022.11.04 20:00modify290.10146.103146.503144.603
1112022.11.06 22:13sell300.10145.4190.0000.000
1122022.11.06 22:13modify300.10145.419145.803144.603
1132022.11.06 22:13modify290.10146.103145.803144.603
1142022.11.06 22:21s/l290.10145.803145.803144.60321.5010231.53
1152022.11.06 22:21s/l300.10145.803145.803144.603-27.5110204.02
1162022.11.10 16:00buy310.10144.1650.0000.000
1172022.11.10 16:00modify310.10144.165143.765145.665
1182022.11.10 21:03s/l310.10143.765143.765145.665-28.7210175.30
1192022.12.05 16:00sell320.10143.4760.0000.000
1202022.12.05 16:00modify320.10143.476143.876141.976
1212022.12.06 02:29s/l320.10143.876143.876141.976-29.2510146.05
1222022.12.15 16:00sell330.10146.5280.0000.000
1232022.12.15 16:00modify330.10146.528146.928145.028
1242022.12.16 08:00sell340.10145.8520.0000.000
1252022.12.16 08:00modify340.10145.852146.228145.028
1262022.12.16 08:00modify330.10146.528146.228145.028
1272022.12.16 08:29sell350.10145.6260.0000.000
1282022.12.16 08:29modify350.10145.626146.153145.028
1292022.12.16 08:29modify340.10145.852146.153145.028
1302022.12.16 08:29modify330.10146.528146.153145.028
1312022.12.16 10:00sell360.10145.5520.0000.000
1322022.12.16 10:00modify360.10145.552146.003145.028
1332022.12.16 10:00modify350.10145.626146.003145.028
1342022.12.16 10:00modify340.10145.852146.003145.028
1352022.12.16 10:00modify330.10146.528146.003145.028
1362022.12.16 15:45t/p330.10145.028146.003145.028106.9110252.96
1372022.12.16 15:45t/p340.10145.028146.003145.02859.0410312.00
1382022.12.16 15:45t/p350.10145.028146.003145.02842.8510354.85
1392022.12.16 15:45t/p360.10145.028146.003145.02837.5510392.40
1402022.12.30 20:00buy370.10140.1860.0000.000
1412022.12.30 20:00modify370.10140.186139.786141.686
1422023.01.02 06:55s/l370.10139.786139.786141.686-28.4210363.99
1432023.01.04 16:00sell380.10139.9700.0000.000
1442023.01.04 16:00modify380.10139.970140.370138.470
1452023.01.04 17:21s/l380.10140.370140.370138.470-28.6610335.33
1462023.01.12 16:00buy390.10140.3420.0000.000
1472023.01.12 16:00modify390.10140.342139.942141.842
1482023.01.13 00:25s/l390.10139.942139.942141.842-28.4210306.91
1492023.02.03 16:00sell400.10142.3200.0000.000
1502023.02.03 16:00modify400.10142.320142.720140.820
1512023.02.03 18:09sell410.10141.6450.0000.000
1522023.02.03 18:09modify410.10141.645142.020140.820
1532023.02.03 18:09modify400.10142.320142.020140.820
1542023.02.05 22:00s/l400.10142.020142.020140.82021.5010328.41
1552023.02.05 22:00s/l410.10142.020142.020140.820-26.8710301.54
1562023.02.07 16:00buy420.10140.3620.0000.000
1572023.02.07 16:00modify420.10140.362139.962141.862
1582023.02.08 15:53buy430.10141.0370.0000.000
1592023.02.08 15:53modify430.10141.037140.662141.862
1602023.02.08 15:53modify420.10140.362140.662141.862
1612023.02.08 22:04s/l420.10140.662140.662141.86221.8410323.39
1622023.02.08 22:04s/l430.10140.662140.662141.862-26.9310296.46
1632023.02.13 16:00sell440.10142.3550.0000.000
1642023.02.13 16:00modify440.10142.355142.755140.855
1652023.02.14 01:32sell450.10141.6800.0000.000
1662023.02.14 01:32modify450.10141.680142.055140.855
1672023.02.14 01:32modify440.10142.355142.055140.855
1682023.02.14 09:34s/l440.10142.055142.055140.85520.9110317.37
1692023.02.14 09:34s/l450.10142.055142.055140.855-26.8810290.49
1702023.04.25 20:00buy460.10146.4700.0000.000
1712023.04.25 20:00modify460.10146.470146.070147.970
1722023.04.26 06:36buy470.10147.1670.0000.000
1732023.04.26 06:36modify470.10147.167146.770147.970
1742023.04.26 06:36modify460.10146.470146.770147.970
1752023.04.26 08:24buy480.10147.3710.0000.000
1762023.04.26 08:24modify480.10147.371146.845147.970
1772023.04.26 08:24modify470.10147.167146.845147.970
1782023.04.26 08:24modify460.10146.470146.845147.970
1792023.04.26 08:27buy490.10147.4450.0000.000
1802023.04.26 08:27modify490.10147.445146.995147.970
1812023.04.26 08:27modify480.10147.371146.995147.970
1822023.04.26 08:27modify470.10147.167146.995147.970
1832023.04.26 08:27modify460.10146.470146.995147.970
1842023.04.27 06:55t/p460.10147.970146.995147.970108.9210399.41
1852023.04.27 06:55t/p470.10147.970146.995147.97058.5610457.97
1862023.04.27 06:55t/p480.10147.970146.995147.97043.9210501.89
1872023.04.27 06:55t/p490.10147.970146.995147.97038.6010540.50
1882023.05.04 16:00buy500.10147.2900.0000.000
1892023.05.04 16:00modify500.10147.290146.890148.790
1902023.05.04 20:34buy510.10147.9710.0000.000
1912023.05.04 20:34modify510.10147.971147.590148.790
1922023.05.04 20:34modify500.10147.290147.590148.790
1932023.05.05 12:30buy520.10148.1990.0000.000
1942023.05.05 12:30modify520.10148.199147.665148.790
1952023.05.05 12:30modify510.10147.971147.665148.790
1962023.05.05 12:30modify500.10147.290147.665148.790
1972023.05.05 12:31buy530.10148.2660.0000.000
1982023.05.05 12:31modify530.10148.266147.815148.790
1992023.05.05 12:31modify520.10148.199147.815148.790
2002023.05.05 12:31modify510.10147.971147.815148.790
2012023.05.05 12:31modify500.10147.290147.815148.790
2022023.05.07 22:56t/p500.10148.790147.815148.790108.0010648.50
2032023.05.07 22:56t/p510.10148.790147.815148.79059.1010707.60
2042023.05.07 22:56t/p520.10148.790147.815148.79042.4310750.03
2052023.05.07 22:56t/p530.10148.790147.815148.79037.6210787.65