Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test6556Ticks modelled58642006Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit750.30Gross profit1181.84Gross loss-431.54
Profit factor2.74Expected payoff13.89
Absolute drawdown63.72Maximal drawdown332.78 (3.12%)Relative drawdown3.12% (332.78)
Total trades54Short positions (won %)16 (50.00%)Long positions (won %)38 (52.63%)
Profit trades (% of total)28 (51.85%)Loss trades (% of total)26 (48.15%)
Largestprofit trade100.00loss trade-107.39
Averageprofit trade42.21loss trade-16.60
Maximumconsecutive wins (profit in money)9 (544.16)consecutive losses (loss in money)3 (-127.46)
Maximalconsecutive profit (count of wins)544.16 (9)consecutive loss (count of losses)-127.46 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 06:00buy10.10141.2540.0000.000
22022.07.01 06:00modify10.10141.254139.754142.654
32022.07.01 08:42buy20.10141.8150.0000.000
42022.07.01 08:42modify20.10141.815141.534142.654
52022.07.01 08:42modify10.10141.254141.534142.654
62022.07.01 09:20s/l10.10141.534141.534142.65419.9410019.94
72022.07.01 09:20s/l20.10141.534141.534142.654-20.019999.93
82022.07.26 13:00buy30.10138.5690.0000.000
92022.07.26 13:00modify30.10138.569137.069139.969
102022.07.27 17:40buy40.10139.1370.0000.000
112022.07.27 17:40modify40.10139.137138.849139.969
122022.07.27 17:40modify30.10138.569138.849139.969
132022.07.27 18:02s/l30.10138.849138.849139.96920.2410020.17
142022.07.27 18:02s/l40.10138.849138.849139.969-20.519999.66
152022.07.28 15:00buy50.10136.6600.0000.000
162022.07.28 15:00modify50.10136.660135.160138.060
172022.07.28 22:11buy60.10137.2200.0000.000
182022.07.28 22:11modify60.10137.220136.940138.060
192022.07.28 22:11modify50.10136.660136.940138.060
202022.07.28 22:35s/l50.10136.940136.940138.06019.9410019.60
212022.07.28 22:35s/l60.10136.940136.940138.060-19.949999.66
222022.08.02 03:00buy70.10134.2870.0000.000
232022.08.02 03:00modify70.10134.287132.787135.687
242022.08.02 15:45buy80.10134.8470.0000.000
252022.08.02 15:45modify80.10134.847134.567135.687
262022.08.02 15:45modify70.10134.287134.567135.687
272022.08.02 16:16buy90.10134.9900.0000.000
282022.08.02 16:16modify90.10134.990134.777135.687
292022.08.02 16:16modify80.10134.847134.777135.687
302022.08.02 16:16modify70.10134.287134.777135.687
312022.08.02 17:27buy100.10135.0580.0000.000
322022.08.02 17:27modify100.10135.058134.847135.687
332022.08.02 17:27modify90.10134.990134.847135.687
342022.08.02 17:27modify80.10134.847134.847135.687
352022.08.02 17:27modify70.10134.287134.847135.687
362022.08.02 23:28t/p70.10135.687134.847135.68799.7010099.36
372022.08.02 23:28t/p80.10135.687134.847135.68759.8210159.18
382022.08.02 23:28t/p90.10135.687134.847135.68749.6310208.81
392022.08.02 23:28t/p100.10135.687134.847135.68744.7910253.60
402022.08.15 14:00buy110.10135.4010.0000.000
412022.08.15 14:00modify110.10135.401133.901136.801
422022.08.16 09:30buy120.10135.9620.0000.000
432022.08.16 09:30modify120.10135.962135.681136.801
442022.08.16 09:30modify110.10135.401135.681136.801
452022.08.16 11:08buy130.10136.1020.0000.000
462022.08.16 11:08modify130.10136.102135.891136.801
472022.08.16 11:08modify120.10135.962135.891136.801
482022.08.16 11:08modify110.10135.401135.891136.801
492022.08.16 11:24buy140.10136.1720.0000.000
502022.08.16 11:24modify140.10136.172135.961136.801
512022.08.16 11:24modify130.10136.102135.961136.801
522022.08.16 11:24modify120.10135.962135.961136.801
532022.08.16 11:24modify110.10135.401135.961136.801
542022.08.16 13:41t/p110.10136.801135.961136.801100.0010353.60
552022.08.16 13:41t/p120.10136.801135.961136.80159.7510413.35
562022.08.16 13:41t/p130.10136.801135.961136.80149.7810463.13
572022.08.16 13:41t/p140.10136.801135.961136.80144.7910507.92
582022.08.16 15:00sell150.10136.7830.0000.000
592022.08.16 15:00modify150.10136.783138.283135.383
602022.08.23 05:21sell160.10136.1960.0000.000
612022.08.23 05:21modify160.10136.196136.503135.383
622022.08.23 05:21modify150.10136.783136.503135.383
632022.08.23 06:28sell170.10136.0790.0000.000
642022.08.23 06:28modify170.10136.079136.293135.383
652022.08.23 06:28modify160.10136.196136.293135.383
662022.08.23 06:28modify150.10136.783136.293135.383
672022.08.23 06:34sell180.10136.0100.0000.000
682022.08.23 06:34modify180.10136.010136.223135.383
692022.08.23 06:34modify170.10136.079136.223135.383
702022.08.23 06:34modify160.10136.196136.223135.383
712022.08.23 06:34modify150.10136.783136.223135.383
722022.08.23 07:30s/l150.10136.223136.223135.38335.9010543.82
732022.08.23 07:30s/l160.10136.223136.223135.383-1.9210541.90
742022.08.23 07:30s/l170.10136.223136.223135.383-10.2610531.64
752022.08.23 07:30s/l180.10136.223136.223135.383-15.1710516.47
762022.08.26 15:00sell190.10137.4950.0000.000
772022.08.26 15:00modify190.10137.495138.995136.095
782022.08.26 17:20sell200.10136.9340.0000.000
792022.08.26 17:20modify200.10136.934137.215136.095
802022.08.26 17:20modify190.10137.495137.215136.095
812022.08.26 17:39sell210.10136.7940.0000.000
822022.08.26 17:39modify210.10136.794137.005136.095
832022.08.26 17:39modify200.10136.934137.005136.095
842022.08.26 17:39modify190.10137.495137.005136.095
852022.08.26 19:38s/l190.10137.005137.005136.09534.9010551.37
862022.08.26 19:38s/l200.10137.005137.005136.095-5.0510546.32
872022.08.26 19:38s/l210.10137.005137.005136.095-15.0210531.30
882022.09.06 09:00sell220.10141.0950.0000.000
892022.09.06 09:00modify220.10141.095142.595139.695
902022.09.07 04:16s/l220.10142.595142.595139.695-107.3910423.91
912022.09.14 08:00buy230.10143.1660.0000.000
922022.09.14 08:00modify230.10143.166141.666144.566
932022.09.19 23:03buy240.10143.7260.0000.000
942022.09.19 23:03modify240.10143.726143.446144.566
952022.09.19 23:03modify230.10143.166143.446144.566
962022.09.20 01:21s/l230.10143.446143.446144.56621.7410445.65
972022.09.20 01:21s/l240.10143.446143.446144.566-19.6410426.01
982022.11.04 16:00sell250.10145.6730.0000.000
992022.11.04 16:00modify250.10145.673147.173144.273
1002022.11.10 14:33sell260.10145.1030.0000.000
1012022.11.10 14:33modify260.10145.103145.393144.273
1022022.11.10 14:33modify250.10145.673145.393144.273
1032022.11.10 14:35sell270.10144.9710.0000.000
1042022.11.10 14:35modify270.10144.971145.183144.273
1052022.11.10 14:35modify260.10145.103145.183144.273
1062022.11.10 14:35modify250.10145.673145.183144.273
1072022.11.10 14:35sell280.10144.9030.0000.000
1082022.11.10 14:35modify280.10144.903145.113144.273
1092022.11.10 14:35modify270.10144.971145.113144.273
1102022.11.10 14:35modify260.10145.103145.113144.273
1112022.11.10 14:35modify250.10145.673145.113144.273
1122022.11.10 14:38t/p250.10144.273145.113144.27396.2810522.28
1132022.11.10 14:38t/p260.10144.273145.113144.27359.1010581.38
1142022.11.10 14:38t/p270.10144.273145.113144.27349.7010631.08
1152022.11.10 14:38t/p280.10144.273145.113144.27344.8610675.94
1162022.11.10 17:00buy290.10144.2800.0000.000
1172022.11.10 17:00modify290.10144.280142.780145.680
1182022.11.11 01:30buy300.10144.8410.0000.000
1192022.11.11 01:30modify300.10144.841144.560145.680
1202022.11.11 01:30modify290.10144.280144.560145.680
1212022.11.11 02:07buy310.10144.9820.0000.000
1222022.11.11 02:07modify310.10144.982144.770145.680
1232022.11.11 02:07modify300.10144.841144.770145.680
1242022.11.11 02:07modify290.10144.280144.770145.680
1252022.11.11 02:08buy320.10145.0510.0000.000
1262022.11.11 02:08modify320.10145.051144.840145.680
1272022.11.11 02:08modify310.10144.982144.840145.680
1282022.11.11 02:08modify300.10144.841144.840145.680
1292022.11.11 02:08modify290.10144.280144.840145.680
1302022.11.11 02:32s/l290.10144.840144.840145.68040.1810716.12
1312022.11.11 02:32s/l300.10144.840144.840145.680-0.0710716.05
1322022.11.11 02:32s/l310.10144.840144.840145.680-10.1110705.94
1332022.11.11 02:32s/l320.10144.840144.840145.680-15.0210690.92
1342022.11.24 12:00buy330.10143.9420.0000.000
1352022.11.24 12:00modify330.10143.942142.442145.342
1362022.11.25 00:50buy340.10144.5020.0000.000
1372022.11.25 00:50modify340.10144.502144.222145.342
1382022.11.25 00:50modify330.10143.942144.222145.342
1392022.11.25 00:54buy350.10144.6430.0000.000
1402022.11.25 00:54modify350.10144.643144.432145.342
1412022.11.25 00:54modify340.10144.502144.432145.342
1422022.11.25 00:54modify330.10143.942144.432145.342
1432022.11.25 01:40s/l330.10144.432144.432145.34235.1910726.11
1442022.11.25 01:40s/l340.10144.432144.432145.342-4.9910721.12
1452022.11.25 01:40s/l350.10144.432144.432145.342-15.0310706.09
1462022.11.28 04:00buy360.10143.6010.0000.000
1472022.11.28 04:00modify360.10143.601142.101145.001
1482022.11.28 10:27buy370.10144.1610.0000.000
1492022.11.28 10:27modify370.10144.161143.881145.001
1502022.11.28 10:27modify360.10143.601143.881145.001
1512022.11.28 10:41buy380.10144.3020.0000.000
1522022.11.28 10:41modify380.10144.302144.091145.001
1532022.11.28 10:41modify370.10144.161144.091145.001
1542022.11.28 10:41modify360.10143.601144.091145.001
1552022.11.28 11:00buy390.10144.3720.0000.000
1562022.11.28 11:00modify390.10144.372144.161145.001
1572022.11.28 11:00modify380.10144.302144.161145.001
1582022.11.28 11:00modify370.10144.161144.161145.001
1592022.11.28 11:00modify360.10143.601144.161145.001
1602022.11.28 16:04s/l360.10144.161144.161145.00139.8810745.97
1612022.11.28 16:04s/l370.10144.161144.161145.0010.0010745.97
1622022.11.28 16:04s/l380.10144.161144.161145.001-10.0510735.92
1632022.11.28 16:04s/l390.10144.161144.161145.001-15.0310720.89
1642022.12.13 16:00buy400.10143.8210.0000.000
1652022.12.13 16:00modify400.10143.821142.321145.221
1662022.12.14 19:00buy410.10144.3970.0000.000
1672022.12.14 19:00modify410.10144.397144.101145.221
1682022.12.14 19:00modify400.10143.821144.101145.221
1692022.12.14 19:00s/l400.10144.101144.101145.22120.2510741.14
1702022.12.14 19:00s/l410.10144.101144.101145.221-21.0710720.07
1712023.01.03 11:00buy420.10137.6590.0000.000
1722023.01.03 11:00modify420.10137.659136.159139.059
1732023.01.03 15:17buy430.10138.2190.0000.000
1742023.01.03 15:17modify430.10138.219137.939139.059
1752023.01.03 15:17modify420.10137.659137.939139.059
1762023.01.03 15:39buy440.10138.3590.0000.000
1772023.01.03 15:39modify440.10138.359138.149139.059
1782023.01.03 15:39modify430.10138.219138.149139.059
1792023.01.03 15:39modify420.10137.659138.149139.059
1802023.01.03 15:46s/l420.10138.149138.149139.05934.8910754.96
1812023.01.03 15:46s/l430.10138.149138.149139.059-4.9910749.97
1822023.01.03 15:46s/l440.10138.149138.149139.059-14.9610735.01
1832023.01.13 09:00buy450.10139.3390.0000.000
1842023.01.13 09:00modify450.10139.339137.839140.739
1852023.01.18 02:40buy460.10139.9050.0000.000
1862023.01.18 02:40modify460.10139.905139.619140.739
1872023.01.18 02:40modify450.10139.339139.619140.739
1882023.01.18 02:40buy470.10140.0390.0000.000
1892023.01.18 02:40modify470.10140.039139.829140.739
1902023.01.18 02:40modify460.10139.905139.829140.739
1912023.01.18 02:40modify450.10139.339139.829140.739
1922023.01.18 02:40buy480.10140.1090.0000.000
1932023.01.18 02:40modify480.10140.109139.899140.739
1942023.01.18 02:40modify470.10140.039139.899140.739
1952023.01.18 02:40modify460.10139.905139.899140.739
1962023.01.18 02:40modify450.10139.339139.899140.739
1972023.01.18 02:40s/l450.10139.899139.899140.73940.7810775.79
1982023.01.18 02:40s/l460.10139.899139.899140.739-0.4310775.36
1992023.01.18 02:40s/l470.10139.899139.899140.739-9.9710765.39
2002023.01.18 02:40s/l480.10139.899139.899140.739-14.9510750.44
2012023.03.21 13:00sell490.10142.5570.0000.000
2022023.03.21 13:00modify490.10142.557144.057141.157
2032023.03.21 14:25sell500.10141.9960.0000.000
2042023.03.21 14:25modify500.10141.996142.277141.157
2052023.03.21 14:25modify490.10142.557142.277141.157
2062023.03.21 14:46s/l490.10142.277142.277141.15719.9410770.38
2072023.03.21 14:46s/l500.10142.277142.277141.157-20.0110750.37
2082023.03.24 11:00buy510.10139.3680.0000.000
2092023.03.24 11:00modify510.10139.368137.868140.768
2102023.03.24 12:37buy520.10139.9290.0000.000
2112023.03.24 12:37modify520.10139.929139.648140.768
2122023.03.24 12:37modify510.10139.368139.648140.768
2132023.03.24 12:42s/l510.10139.648139.648140.76819.9410770.31
2142023.03.24 12:42s/l520.10139.648139.648140.768-20.0110750.30
2152023.03.30 14:00sell530.10144.8380.0000.000
2162023.03.30 14:00modify530.10144.838146.338143.438
2172023.03.30 17:27sell540.10144.2780.0000.000
2182023.03.30 17:27modify540.10144.278144.558143.438
2192023.03.30 17:27modify530.10144.838144.558143.438
2202023.03.30 19:36s/l530.10144.558144.558143.43819.9410770.24
2212023.03.30 19:36s/l540.10144.558144.558143.438-19.9410750.30