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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=5; 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 profit1460.25Gross profit2101.44Gross loss-641.19
Profit factor3.28Expected payoff28.08
Absolute drawdown25.44Maximal drawdown268.65 (2.36%)Relative drawdown2.43% (261.13)
Total trades52Short positions (won %)42 (80.95%)Long positions (won %)10 (60.00%)
Profit trades (% of total)40 (76.92%)Loss trades (% of total)12 (23.08%)
Largestprofit trade107.18loss trade-93.77
Averageprofit trade52.54loss trade-53.43
Maximumconsecutive wins (profit in money)13 (707.36)consecutive losses (loss in money)3 (-156.88)
Maximalconsecutive profit (count of wins)707.36 (13)consecutive loss (count of losses)-156.88 (3)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.11 04:00sell10.10139.0630.0000.000
22022.07.11 04:00modify10.10139.063140.363137.563
32022.07.11 07:50sell20.10138.3080.0000.000
42022.07.11 07:50modify20.10138.308138.988137.563
52022.07.11 07:50modify10.10139.063138.988137.563
62022.07.11 18:56sell30.10138.1620.0000.000
72022.07.11 18:56modify30.10138.162138.688137.563
82022.07.11 18:56modify20.10138.308138.688137.563
92022.07.11 18:56modify10.10139.063138.688137.563
102022.07.11 23:02sell40.10137.8630.0000.000
112022.07.11 23:02modify40.10137.863138.538137.563
122022.07.11 23:02modify30.10138.162138.538137.563
132022.07.11 23:02modify20.10138.308138.538137.563
142022.07.11 23:02modify10.10139.063138.538137.563
152022.07.12 01:11t/p10.10137.563138.538137.563106.3110106.31
162022.07.12 01:11t/p20.10137.563138.538137.56352.5110158.83
172022.07.12 01:11t/p30.10137.563138.538137.56342.1110200.94
182022.07.12 01:11t/p40.10137.563138.538137.56320.8010221.74
192022.07.12 03:00buy50.10137.5090.0000.000
202022.07.12 03:00modify50.10137.509136.209139.009
212022.07.13 12:29buy60.10138.2660.0000.000
222022.07.13 12:29modify60.10138.266137.584139.009
232022.07.13 12:29modify50.10137.509137.584139.009
242022.07.13 12:30s/l50.10137.584137.584139.0095.6510227.40
252022.07.13 12:30s/l60.10137.584137.584139.009-48.6010178.80
262022.07.27 03:00sell70.10138.9740.0000.000
272022.07.27 03:00modify70.10138.974140.274137.474
282022.07.28 01:21sell80.10138.2230.0000.000
292022.07.28 01:21modify80.10138.223138.899137.474
302022.07.28 01:21modify70.10138.974138.899137.474
312022.07.28 01:27sell90.10138.0730.0000.000
322022.07.28 01:27modify90.10138.073138.599137.474
332022.07.28 01:27modify80.10138.223138.599137.474
342022.07.28 01:27modify70.10138.974138.599137.474
352022.07.28 09:47sell100.10137.7730.0000.000
362022.07.28 09:47modify100.10137.773138.449137.474
372022.07.28 09:47modify90.10138.073138.449137.474
382022.07.28 09:47modify80.10138.223138.449137.474
392022.07.28 09:47modify70.10138.974138.449137.474
402022.07.28 10:44t/p70.10137.474138.449137.474105.1510283.95
412022.07.28 10:44t/p80.10137.474138.449137.47453.3710337.32
422022.07.28 10:44t/p90.10137.474138.449137.47442.6810380.00
432022.07.28 10:44t/p100.10137.474138.449137.47421.3110401.31
442022.08.02 03:00buy110.10134.2870.0000.000
452022.08.02 03:00modify110.10134.287132.987135.787
462022.08.02 17:27buy120.10135.0400.0000.000
472022.08.02 17:27modify120.10135.040134.362135.787
482022.08.02 17:27modify110.10134.287134.362135.787
492022.08.02 17:36buy130.10135.1930.0000.000
502022.08.02 17:36modify130.10135.193134.662135.787
512022.08.02 17:36modify120.10135.040134.662135.787
522022.08.02 17:36modify110.10134.287134.662135.787
532022.08.02 22:00buy140.10135.4890.0000.000
542022.08.02 22:00modify140.10135.489134.812135.787
552022.08.02 22:00modify130.10135.193134.812135.787
562022.08.02 22:00modify120.10135.040134.812135.787
572022.08.02 22:00modify110.10134.287134.812135.787
582022.08.03 00:20t/p110.10135.787134.812135.787107.1810508.49
592022.08.03 00:20t/p120.10135.787134.812135.78753.5310562.02
602022.08.03 00:20t/p130.10135.787134.812135.78742.6210604.65
612022.08.03 00:20t/p140.10135.787134.812135.78721.5310626.18
622022.08.03 02:00sell150.10135.8990.0000.000
632022.08.03 02:00modify150.10135.899137.199134.399
642022.08.03 03:56sell160.10135.1470.0000.000
652022.08.03 03:56modify160.10135.147135.824134.399
662022.08.03 03:56modify150.10135.899135.824134.399
672022.08.03 04:02sell170.10134.9990.0000.000
682022.08.03 04:02modify170.10134.999135.524134.399
692022.08.03 04:02modify160.10135.147135.524134.399
702022.08.03 04:02modify150.10135.899135.524134.399
712022.08.03 05:36s/l150.10135.524135.524134.39926.7210652.90
722022.08.03 05:36s/l160.10135.524135.524134.399-26.8610626.04
732022.08.03 05:36s/l170.10135.524135.524134.399-37.4010588.64
742022.09.06 03:00sell180.10139.8930.0000.000
752022.09.06 03:00modify180.10139.893141.193138.393
762022.09.06 07:25s/l180.10141.193141.193138.393-92.6210496.02
772022.09.09 02:00sell190.10144.3980.0000.000
782022.09.09 02:00modify190.10144.398145.698142.898
792022.09.09 04:14sell200.10143.6480.0000.000
802022.09.09 04:14modify200.10143.648144.323142.898
812022.09.09 04:14modify190.10144.398144.323142.898
822022.09.09 07:21sell210.10143.4960.0000.000
832022.09.09 07:21modify210.10143.496144.023142.898
842022.09.09 07:21modify200.10143.648144.023142.898
852022.09.09 07:21modify190.10144.398144.023142.898
862022.09.09 10:00sell220.10143.1970.0000.000
872022.09.09 10:00modify220.10143.197143.873142.898
882022.09.09 10:00modify210.10143.496143.873142.898
892022.09.09 10:00modify200.10143.648143.873142.898
902022.09.09 10:00modify190.10144.398143.873142.898
912022.09.09 10:42t/p190.10142.898143.873142.898106.8710602.89
922022.09.09 10:42t/p200.10142.898143.873142.89853.4310656.32
932022.09.09 10:42t/p210.10142.898143.873142.89842.6010698.92
942022.09.09 10:42t/p220.10142.898143.873142.89821.3010720.22
952022.09.20 00:00sell230.10143.6130.0000.000
962022.09.20 00:00modify230.10143.613144.913142.113
972022.09.21 06:02sell240.10142.8630.0000.000
982022.09.21 06:02modify240.10142.863143.538142.113
992022.09.21 06:02modify230.10143.613143.538142.113
1002022.09.21 06:02sell250.10142.7120.0000.000
1012022.09.21 06:02modify250.10142.712143.238142.113
1022022.09.21 06:02modify240.10142.863143.238142.113
1032022.09.21 06:02modify230.10143.613143.238142.113
1042022.09.21 06:33sell260.10142.4130.0000.000
1052022.09.21 06:33modify260.10142.413143.088142.113
1062022.09.21 06:33modify250.10142.712143.088142.113
1072022.09.21 06:33modify240.10142.863143.088142.113
1082022.09.21 06:33modify230.10143.613143.088142.113
1092022.09.21 06:40t/p230.10142.113143.088142.113106.2810826.50
1102022.09.21 06:40t/p240.10142.113143.088142.11353.4310879.93
1112022.09.21 06:40t/p250.10142.113143.088142.11342.6710922.60
1122022.09.21 06:40t/p260.10142.113143.088142.11321.3710943.97
1132022.10.06 02:00sell270.10143.3720.0000.000
1142022.10.06 02:00modify270.10143.372144.672141.872
1152022.10.06 12:17sell280.10142.6220.0000.000
1162022.10.06 12:17modify280.10142.622143.297141.872
1172022.10.06 12:17modify270.10143.372143.297141.872
1182022.10.06 13:25sell290.10142.4710.0000.000
1192022.10.06 13:25modify290.10142.471142.997141.872
1202022.10.06 13:25modify280.10142.622142.997141.872
1212022.10.06 13:25modify270.10143.372142.997141.872
1222022.10.06 13:56sell300.10142.1710.0000.000
1232022.10.06 13:56modify300.10142.171142.847141.872
1242022.10.06 13:56modify290.10142.471142.847141.872
1252022.10.06 13:56modify280.10142.622142.847141.872
1262022.10.06 13:56modify270.10143.372142.847141.872
1272022.10.07 06:21t/p270.10141.872142.847141.872106.3011050.28
1282022.10.07 06:21t/p280.10141.872142.847141.87252.8611103.14
1292022.10.07 06:21t/p290.10141.872142.847141.87242.1011145.24
1302022.10.07 06:21t/p300.10141.872142.847141.87220.7311165.98
1312022.11.28 04:00buy310.10143.6010.0000.000
1322022.11.28 04:00modify310.10143.601142.301145.101
1332022.11.28 10:45buy320.10144.3540.0000.000
1342022.11.28 10:45modify320.10144.354143.676145.101
1352022.11.28 10:45modify310.10143.601143.676145.101
1362022.11.28 11:01buy330.10144.5010.0000.000
1372022.11.28 11:01modify330.10144.501143.976145.101
1382022.11.28 11:01modify320.10144.354143.976145.101
1392022.11.28 11:01modify310.10143.601143.976145.101
1402022.11.28 11:45buy340.10144.8010.0000.000
1412022.11.28 11:45modify340.10144.801144.126145.101
1422022.11.28 11:45modify330.10144.501144.126145.101
1432022.11.28 11:45modify320.10144.354144.126145.101
1442022.11.28 11:45modify310.10143.601144.126145.101
1452022.11.28 16:18s/l310.10144.126144.126145.10137.4111203.39
1462022.11.28 16:18s/l320.10144.126144.126145.101-16.2511187.14
1472022.11.28 16:18s/l330.10144.126144.126145.101-26.7211160.42
1482022.11.28 16:18s/l340.10144.126144.126145.101-48.1011112.32
1492022.12.20 03:00sell350.10145.5760.0000.000
1502022.12.20 03:00modify350.10145.576146.876144.076
1512022.12.20 03:02sell360.10144.7970.0000.000
1522022.12.20 03:02modify360.10144.797145.501144.076
1532022.12.20 03:02modify350.10145.576145.501144.076
1542022.12.20 03:02sell370.10144.6630.0000.000
1552022.12.20 03:02modify370.10144.663145.201144.076
1562022.12.20 03:02modify360.10144.797145.201144.076
1572022.12.20 03:02modify350.10145.576145.201144.076
1582022.12.20 03:02sell380.10144.3740.0000.000
1592022.12.20 03:02modify380.10144.374145.051144.076
1602022.12.20 03:02modify370.10144.663145.051144.076
1612022.12.20 03:02modify360.10144.797145.051144.076
1622022.12.20 03:02modify350.10145.576145.051144.076
1632022.12.20 03:02t/p350.10144.076145.051144.076106.8711219.19
1642022.12.20 03:02t/p360.10144.076145.051144.07651.3711270.56
1652022.12.20 03:02t/p370.10144.076145.051144.07641.8211312.38
1662022.12.20 03:02t/p380.10144.076145.051144.07621.2311333.61
1672022.12.23 04:00sell390.10140.6940.0000.000
1682022.12.23 04:00modify390.10140.694141.994139.194
1692022.12.27 09:57s/l390.10141.994141.994139.194-93.7711239.83
1702023.02.06 02:00sell400.10142.6560.0000.000
1712023.02.06 02:00modify400.10142.656143.956141.156
1722023.02.07 06:18sell410.10141.9060.0000.000
1732023.02.07 06:18modify410.10141.906142.581141.156
1742023.02.07 06:18modify400.10142.656142.581141.156
1752023.02.07 07:04sell420.10141.7550.0000.000
1762023.02.07 07:04modify420.10141.755142.281141.156
1772023.02.07 07:04modify410.10141.906142.281141.156
1782023.02.07 07:04modify400.10142.656142.281141.156
1792023.02.07 08:27sell430.10141.4540.0000.000
1802023.02.07 08:27modify430.10141.454142.131141.156
1812023.02.07 08:27modify420.10141.755142.131141.156
1822023.02.07 08:27modify410.10141.906142.131141.156
1832023.02.07 08:27modify400.10142.656142.131141.156
1842023.02.07 13:31t/p400.10141.156142.131141.156106.2911346.13
1852023.02.07 13:31t/p410.10141.156142.131141.15653.4411399.57
1862023.02.07 13:31t/p420.10141.156142.131141.15642.6811442.25
1872023.02.07 13:31t/p430.10141.156142.131141.15621.2311463.48
1882023.03.29 04:00sell440.10142.6850.0000.000
1892023.03.29 04:00modify440.10142.685143.985141.185
1902023.03.29 19:29s/l440.10143.985143.985141.185-92.6211370.86
1912023.04.19 04:00sell450.10147.3750.0000.000
1922023.04.19 04:00modify450.10147.375148.675145.875
1932023.04.21 06:00sell460.10146.6250.0000.000
1942023.04.21 06:00modify460.10146.625147.300145.875
1952023.04.21 06:00modify450.10147.375147.300145.875
1962023.04.21 06:34sell470.10146.4700.0000.000
1972023.04.21 06:34modify470.10146.470147.000145.875
1982023.04.21 06:34modify460.10146.625147.000145.875
1992023.04.21 06:34modify450.10147.375147.000145.875
2002023.04.21 08:06s/l450.10147.000147.000145.87524.4111395.27
2012023.04.21 08:06s/l460.10147.000147.000145.875-26.7111368.56
2022023.04.21 08:06s/l470.10147.000147.000145.875-37.7611330.80
2032023.05.01 02:00sell480.10150.4290.0000.000
2042023.05.01 02:00modify480.10150.429151.729148.929
2052023.05.03 08:15sell490.10149.6790.0000.000
2062023.05.03 08:15modify490.10149.679150.354148.929
2072023.05.03 08:15modify480.10150.429150.354148.929
2082023.05.03 10:47sell500.10149.5290.0000.000
2092023.05.03 10:47modify500.10149.529150.054148.929
2102023.05.03 10:47modify490.10149.679150.054148.929
2112023.05.03 10:47modify480.10150.429150.054148.929
2122023.05.03 19:52sell510.10149.2280.0000.000
2132023.05.03 19:52modify510.10149.228149.904148.929
2142023.05.03 19:52modify500.10149.529149.904148.929
2152023.05.03 19:52modify490.10149.679149.904148.929
2162023.05.03 19:52modify480.10150.429149.904148.929
2172023.05.03 21:06t/p480.10148.929149.904148.929105.7311436.52
2182023.05.03 21:06t/p490.10148.929149.904148.92953.4411489.96
2192023.05.03 21:06t/p500.10148.929149.904148.92942.7511532.71
2202023.05.03 21:06t/p510.10148.929149.904148.92921.3111554.02
2212023.06.09 04:00sell520.10150.0970.0000.000
2222023.06.09 04:00modify520.10150.097151.397148.597
2232023.06.13 18:59s/l520.10151.397151.397148.597-93.7711460.25