Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2022.08.01 00:00 - 2023.07.31 23:00 (2022.08.01 - 2023.08.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 test6559Ticks modelled57447275Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit674.69Gross profit2158.92Gross loss-1484.22
Profit factor1.45Expected payoff9.12
Absolute drawdown132.68Maximal drawdown665.42 (6.32%)Relative drawdown6.32% (665.42)
Total trades74Short positions (won %)30 (56.67%)Long positions (won %)44 (59.09%)
Profit trades (% of total)43 (58.11%)Loss trades (% of total)31 (41.89%)
Largestprofit trade106.75loss trade-106.90
Averageprofit trade50.21loss trade-47.88
Maximumconsecutive wins (profit in money)12 (688.17)consecutive losses (loss in money)5 (-375.34)
Maximalconsecutive profit (count of wins)688.17 (12)consecutive loss (count of losses)-375.34 (5)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.02 03:00buy10.10134.2870.0000.000
22022.08.02 03:00modify10.10134.287132.787135.787
32022.08.02 17:27buy20.10135.0400.0000.000
42022.08.02 17:27modify20.10135.040134.512135.787
52022.08.02 17:27modify10.10134.287134.512135.787
62022.08.02 17:32buy30.10135.1130.0000.000
72022.08.02 17:32modify30.10135.113134.662135.787
82022.08.02 17:32modify20.10135.040134.662135.787
92022.08.02 17:32modify10.10134.287134.662135.787
102022.08.02 20:12buy40.10135.4140.0000.000
112022.08.02 20:12modify40.10135.414134.812135.787
122022.08.02 20:12modify30.10135.113134.812135.787
132022.08.02 20:12modify20.10135.040134.812135.787
142022.08.02 20:12modify10.10134.287134.812135.787
152022.08.03 00:20t/p10.10135.787134.812135.787104.9610104.96
162022.08.03 00:20t/p20.10135.787134.812135.78752.4210157.37
172022.08.03 00:20t/p30.10135.787134.812135.78747.3310204.70
182022.08.03 00:20t/p40.10135.787134.812135.78726.3210231.01
192022.08.03 02:00sell50.10135.8990.0000.000
202022.08.03 02:00modify50.10135.899137.399134.399
212022.08.03 03:56sell60.10135.1470.0000.000
222022.08.03 03:56modify60.10135.147135.674134.399
232022.08.03 03:56modify50.10135.899135.674134.399
242022.08.03 04:00sell70.10135.0730.0000.000
252022.08.03 04:00modify70.10135.073135.524134.399
262022.08.03 04:00modify60.10135.147135.524134.399
272022.08.03 04:00modify50.10135.899135.524134.399
282022.08.03 05:36s/l50.10135.524135.524134.39926.1710257.18
292022.08.03 05:36s/l60.10135.524135.524134.399-26.3010230.88
302022.08.03 05:36s/l70.10135.524135.524134.399-31.4610199.42
312022.08.15 14:00buy80.10135.4010.0000.000
322022.08.15 14:00modify80.10135.401133.901136.901
332022.08.16 11:22buy90.10136.1510.0000.000
342022.08.16 11:22modify90.10136.151135.626136.901
352022.08.16 11:22modify80.10135.401135.626136.901
362022.08.16 12:23buy100.10136.2290.0000.000
372022.08.16 12:23modify100.10136.229135.776136.901
382022.08.16 12:23modify90.10136.151135.776136.901
392022.08.16 12:23modify80.10135.401135.776136.901
402022.08.16 12:50buy110.10136.5300.0000.000
412022.08.16 12:50modify110.10136.530135.926136.901
422022.08.16 12:50modify100.10136.229135.926136.901
432022.08.16 12:50modify90.10136.151135.926136.901
442022.08.16 12:50modify80.10135.401135.926136.901
452022.08.16 13:59t/p80.10136.901135.926136.901104.9710304.39
462022.08.16 13:59t/p90.10136.901135.926136.90152.3410356.73
472022.08.16 13:59t/p100.10136.901135.926136.90146.8910403.62
482022.08.16 13:59t/p110.10136.901135.926136.90125.8910429.51
492022.08.16 15:00sell120.10136.7830.0000.000
502022.08.16 15:00modify120.10136.783138.283135.283
512022.08.23 06:33sell130.10136.0280.0000.000
522022.08.23 06:33modify130.10136.028136.558135.283
532022.08.23 06:33modify120.10136.783136.558135.283
542022.08.23 06:35sell140.10135.9570.0000.000
552022.08.23 06:35modify140.10135.957136.408135.283
562022.08.23 06:35modify130.10136.028136.408135.283
572022.08.23 06:35modify120.10136.783136.408135.283
582022.08.23 07:41s/l120.10136.408136.408135.28322.2310451.74
592022.08.23 07:41s/l130.10136.408136.408135.283-26.5210425.22
602022.08.23 07:41s/l140.10136.408136.408135.283-31.4710393.75
612022.08.26 15:00sell150.10137.4950.0000.000
622022.08.26 15:00modify150.10137.495138.995135.995
632022.08.29 17:00s/l150.10138.995138.995135.995-105.2210288.53
642022.09.06 09:00sell160.10141.0950.0000.000
652022.09.06 09:00modify160.10141.095142.595139.595
662022.09.07 04:16s/l160.10142.595142.595139.595-105.2210183.31
672022.09.07 12:00sell170.10143.1990.0000.000
682022.09.07 12:00modify170.10143.199144.699141.699
692022.09.09 02:40s/l170.10144.699144.699141.699-106.9010076.41
702022.09.14 08:00buy180.10143.1660.0000.000
712022.09.14 08:00modify180.10143.166141.666144.666
722022.09.20 07:02buy190.10143.9160.0000.000
732022.09.20 07:02modify190.10143.916143.391144.666
742022.09.20 07:02modify180.10143.166143.391144.666
752022.09.20 07:06buy200.10143.9920.0000.000
762022.09.20 07:06modify200.10143.992143.541144.666
772022.09.20 07:06modify190.10143.916143.541144.666
782022.09.20 07:06modify180.10143.166143.541144.666
792022.09.20 11:38s/l180.10143.541143.541144.66627.9410104.35
802022.09.20 11:38s/l190.10143.541143.541144.666-26.1710078.18
812022.09.20 11:38s/l200.10143.541143.541144.666-31.4710046.71
822022.11.04 16:00sell210.10145.6730.0000.000
832022.11.04 16:00modify210.10145.673147.173144.173
842022.11.10 14:35sell220.10144.9220.0000.000
852022.11.10 14:35modify220.10144.922145.448144.173
862022.11.10 14:35modify210.10145.673145.448144.173
872022.11.10 14:35sell230.10144.8390.0000.000
882022.11.10 14:35modify230.10144.839145.298144.173
892022.11.10 14:35modify220.10144.922145.298144.173
902022.11.10 14:35modify210.10145.673145.298144.173
912022.11.10 14:38sell240.10144.5440.0000.000
922022.11.10 14:38modify240.10144.544145.148144.173
932022.11.10 14:38modify230.10144.839145.148144.173
942022.11.10 14:38modify220.10144.922145.148144.173
952022.11.10 14:38modify210.10145.673145.148144.173
962022.11.10 14:38t/p210.10144.173145.148144.173101.2910148.00
972022.11.10 14:38t/p220.10144.173145.148144.17352.2610200.26
982022.11.10 14:38t/p230.10144.173145.148144.17346.4710246.73
992022.11.10 14:38t/p240.10144.173145.148144.17325.8910272.62
1002022.11.28 04:00buy250.10143.6010.0000.000
1012022.11.28 04:00modify250.10143.601142.101145.101
1022022.11.28 10:45buy260.10144.3540.0000.000
1032022.11.28 10:45modify260.10144.354143.826145.101
1042022.11.28 10:45modify250.10143.601143.826145.101
1052022.11.28 11:01buy270.10144.4260.0000.000
1062022.11.28 11:01modify270.10144.426143.976145.101
1072022.11.28 11:01modify260.10144.354143.976145.101
1082022.11.28 11:01modify250.10143.601143.976145.101
1092022.11.28 11:41buy280.10144.7260.0000.000
1102022.11.28 11:41modify280.10144.726144.126145.101
1112022.11.28 11:41modify270.10144.426144.126145.101
1122022.11.28 11:41modify260.10144.354144.126145.101
1132022.11.28 11:41modify250.10143.601144.126145.101
1142022.11.28 16:18s/l250.10144.126144.126145.10136.6310309.25
1152022.11.28 16:18s/l260.10144.126144.126145.101-15.9110293.34
1162022.11.28 16:18s/l270.10144.126144.126145.101-20.9310272.41
1172022.11.28 16:18s/l280.10144.126144.126145.101-41.8610230.55
1182022.12.13 16:00buy290.10143.8210.0000.000
1192022.12.13 16:00modify290.10143.821142.321145.321
1202022.12.14 19:09buy300.10144.5710.0000.000
1212022.12.14 19:09modify300.10144.571144.046145.321
1222022.12.14 19:09modify290.10143.821144.046145.321
1232022.12.14 21:28buy310.10144.6460.0000.000
1242022.12.14 21:28modify310.10144.646144.196145.321
1252022.12.14 21:28modify300.10144.571144.196145.321
1262022.12.14 21:28modify290.10143.821144.196145.321
1272022.12.15 08:30buy320.10144.9490.0000.000
1282022.12.15 08:30modify320.10144.949144.346145.321
1292022.12.15 08:30modify310.10144.646144.346145.321
1302022.12.15 08:30modify300.10144.571144.346145.321
1312022.12.15 08:30modify290.10143.821144.346145.321
1322022.12.15 13:17t/p290.10145.321144.346145.321105.8410336.40
1332022.12.15 13:17t/p300.10145.321144.346145.32153.2210389.62
1342022.12.15 13:17t/p310.10145.321144.346145.32147.9910437.60
1352022.12.15 13:17t/p320.10145.321144.346145.32125.9510463.55
1362022.12.20 07:00buy330.10141.2990.0000.000
1372022.12.20 07:00modify330.10141.299139.799142.799
1382022.12.20 15:59s/l330.10139.799139.799142.799-104.6610358.89
1392023.01.03 11:00buy340.10137.6590.0000.000
1402023.01.03 11:00modify340.10137.659136.159139.159
1412023.01.03 23:12buy350.10138.4090.0000.000
1422023.01.03 23:12modify350.10138.409137.884139.159
1432023.01.03 23:12modify340.10137.659137.884139.159
1442023.01.03 23:17buy360.10138.4850.0000.000
1452023.01.03 23:17modify360.10138.485138.034139.159
1462023.01.03 23:17modify350.10138.409138.034139.159
1472023.01.03 23:17modify340.10137.659138.034139.159
1482023.01.04 01:56s/l340.10138.034138.034139.15926.4610385.35
1492023.01.04 01:56s/l350.10138.034138.034139.159-25.8710359.47
1502023.01.04 01:56s/l360.10138.034138.034139.159-31.1710328.30
1512023.01.12 11:00buy370.10141.0190.0000.000
1522023.01.12 11:00modify370.10141.019139.519142.519
1532023.01.13 06:47s/l370.10139.519139.519142.519-104.3610223.94
1542023.01.13 09:00buy380.10139.3390.0000.000
1552023.01.13 09:00modify380.10139.339137.839140.839
1562023.01.18 02:40buy390.10140.0890.0000.000
1572023.01.18 02:40modify390.10140.089139.564140.839
1582023.01.18 02:40modify380.10139.339139.564140.839
1592023.01.18 02:40buy400.10140.1670.0000.000
1602023.01.18 02:40modify400.10140.167139.714140.839
1612023.01.18 02:40modify390.10140.089139.714140.839
1622023.01.18 02:40modify380.10139.339139.714140.839
1632023.01.18 02:41buy410.10140.4820.0000.000
1642023.01.18 02:41modify410.10140.482139.864140.839
1652023.01.18 02:41modify400.10140.167139.864140.839
1662023.01.18 02:41modify390.10140.089139.864140.839
1672023.01.18 02:41modify380.10139.339139.864140.839
1682023.01.18 02:42s/l380.10139.864139.864140.83937.5310261.46
1692023.01.18 02:42s/l390.10139.864139.864140.839-15.7010245.76
1702023.01.18 02:42s/l400.10139.864139.864140.839-21.1410224.62
1712023.01.18 02:42s/l410.10139.864139.864140.839-43.1210181.50
1722023.02.13 11:00sell420.10141.5810.0000.000
1732023.02.13 11:00modify420.10141.581143.081140.081
1742023.02.15 08:49s/l420.10143.081143.081140.081-105.7810075.72
1752023.03.15 15:00buy430.10140.2680.0000.000
1762023.03.15 15:00modify430.10140.268138.768141.768
1772023.03.15 18:27buy440.10141.0240.0000.000
1782023.03.15 18:27modify440.10141.024140.493141.768
1792023.03.15 18:27modify430.10140.268140.493141.768
1802023.03.15 18:27buy450.10141.0950.0000.000
1812023.03.15 18:27modify450.10141.095140.643141.768
1822023.03.15 18:27modify440.10141.024140.643141.768
1832023.03.15 18:27modify430.10140.268140.643141.768
1842023.03.15 18:28buy460.10141.3970.0000.000
1852023.03.15 18:28modify460.10141.397140.793141.768
1862023.03.15 18:28modify450.10141.095140.793141.768
1872023.03.15 18:28modify440.10141.024140.793141.768
1882023.03.15 18:28modify430.10140.268140.793141.768
1892023.03.15 23:48s/l430.10140.793140.793141.76836.6410112.36
1902023.03.15 23:48s/l440.10140.793140.793141.768-16.1210096.24
1912023.03.15 23:48s/l450.10140.793140.793141.768-21.0710075.17
1922023.03.15 23:48s/l460.10140.793140.793141.768-42.1410033.03
1932023.03.21 13:00sell470.10142.5570.0000.000
1942023.03.21 13:00modify470.10142.557144.057141.057
1952023.03.23 18:39sell480.10141.7970.0000.000
1962023.03.23 18:39modify480.10141.797142.332141.057
1972023.03.23 18:39modify470.10142.557142.332141.057
1982023.03.23 18:43sell490.10141.7310.0000.000
1992023.03.23 18:43modify490.10141.731142.182141.057
2002023.03.23 18:43modify480.10141.797142.182141.057
2012023.03.23 18:43modify470.10142.557142.182141.057
2022023.03.23 19:00s/l470.10142.182142.182141.05723.9210056.95
2032023.03.23 19:00s/l480.10142.182142.182141.057-26.8710030.08
2042023.03.23 19:00s/l490.10142.182142.182141.057-31.479998.61
2052023.03.24 06:00buy500.10140.9930.0000.000
2062023.03.24 06:00modify500.10140.993139.493142.493
2072023.03.24 09:45s/l500.10139.493139.493142.493-104.689893.93
2082023.03.24 11:00buy510.10139.3680.0000.000
2092023.03.24 11:00modify510.10139.368137.868140.868
2102023.03.24 13:29buy520.10140.1210.0000.000
2112023.03.24 13:29modify520.10140.121139.593140.868
2122023.03.24 13:29modify510.10139.368139.593140.868
2132023.03.24 13:29buy530.10140.2030.0000.000
2142023.03.24 13:29modify530.10140.203139.743140.868
2152023.03.24 13:29modify520.10140.121139.743140.868
2162023.03.24 13:29modify510.10139.368139.743140.868
2172023.03.24 13:56buy540.10140.4930.0000.000
2182023.03.24 13:56modify540.10140.493139.893140.868
2192023.03.24 13:56modify530.10140.203139.893140.868
2202023.03.24 13:56modify520.10140.121139.893140.868
2212023.03.24 13:56modify510.10139.368139.893140.868
2222023.03.26 22:08t/p510.10140.868139.893140.868104.679998.60
2232023.03.26 22:08t/p520.10140.868139.893140.86852.1210050.72
2242023.03.26 22:08t/p530.10140.868139.893140.86846.4010097.12
2252023.03.26 22:08t/p540.10140.868139.893140.86826.1610123.28
2262023.03.30 14:00sell550.10144.8380.0000.000
2272023.03.30 14:00modify550.10144.838146.338143.338
2282023.03.31 18:52sell560.10144.0880.0000.000
2292023.03.31 18:52modify560.10144.088144.613143.338
2302023.03.31 18:52modify550.10144.838144.613143.338
2312023.03.31 19:03sell570.10144.0130.0000.000
2322023.03.31 19:03modify570.10144.013144.463143.338
2332023.03.31 19:03modify560.10144.088144.463143.338
2342023.03.31 19:03modify550.10144.838144.463143.338
2352023.04.02 21:05s/l550.10144.463144.463143.33825.6110148.89
2362023.04.02 21:05s/l560.10144.463144.463143.338-26.1610122.73
2372023.04.02 21:05s/l570.10144.463144.463143.338-31.4010091.33
2382023.04.04 11:00sell580.10145.1570.0000.000
2392023.04.04 11:00modify580.10145.157146.657143.657
2402023.04.04 14:01sell590.10144.3870.0000.000
2412023.04.04 14:01modify590.10144.387144.932143.657
2422023.04.04 14:01modify580.10145.157144.932143.657
2432023.04.04 14:02sell600.10144.3310.0000.000
2442023.04.04 14:02modify600.10144.331144.782143.657
2452023.04.04 14:02modify590.10144.387144.782143.657
2462023.04.04 14:02modify580.10145.157144.782143.657
2472023.04.04 16:07sell610.10144.0290.0000.000
2482023.04.04 16:07modify610.10144.029144.632143.657
2492023.04.04 16:07modify600.10144.331144.632143.657
2502023.04.04 16:07modify590.10144.387144.632143.657
2512023.04.04 16:07modify580.10145.157144.632143.657
2522023.04.05 08:23t/p580.10143.657144.632143.657104.1010195.43
2532023.04.05 08:23t/p590.10143.657144.632143.65750.3810245.80
2542023.04.05 08:23t/p600.10143.657144.632143.65746.4710292.27
2552023.04.05 08:23t/p610.10143.657144.632143.65725.4010317.67
2562023.05.01 02:00sell620.10150.4290.0000.000
2572023.05.01 02:00modify620.10150.429151.929148.929
2582023.05.03 08:15sell630.10149.6790.0000.000
2592023.05.03 08:15modify630.10149.679150.204148.929
2602023.05.03 08:15modify620.10150.429150.204148.929
2612023.05.03 10:43sell640.10149.6040.0000.000
2622023.05.03 10:43modify640.10149.604150.054148.929
2632023.05.03 10:43modify630.10149.679150.054148.929
2642023.05.03 10:43modify620.10150.429150.054148.929
2652023.05.03 19:34sell650.10149.3040.0000.000
2662023.05.03 19:34modify650.10149.304149.904148.929
2672023.05.03 19:34modify640.10149.604149.904148.929
2682023.05.03 19:34modify630.10149.679149.904148.929
2692023.05.03 19:34modify620.10150.429149.904148.929
2702023.05.03 21:06t/p620.10148.929149.904148.929103.5410421.21
2712023.05.03 21:06t/p630.10148.929149.904148.92952.3310473.54
2722023.05.03 21:06t/p640.10148.929149.904148.92947.1010520.64
2732023.05.03 21:06t/p650.10148.929149.904148.92926.1710546.81
2742023.05.10 16:00buy660.10147.5380.0000.000
2752023.05.10 16:00modify660.10147.538146.038149.038
2762023.05.16 13:43buy670.10148.2890.0000.000
2772023.05.16 13:43modify670.10148.289147.763149.038
2782023.05.16 13:43modify660.10147.538147.763149.038
2792023.05.16 13:44buy680.10148.3640.0000.000
2802023.05.16 13:44modify680.10148.364147.913149.038
2812023.05.16 13:44modify670.10148.289147.913149.038
2822023.05.16 13:44modify660.10147.538147.913149.038
2832023.05.17 07:15buy690.10148.6650.0000.000
2842023.05.17 07:15modify690.10148.665148.063149.038
2852023.05.17 07:15modify680.10148.364148.063149.038
2862023.05.17 07:15modify670.10148.289148.063149.038
2872023.05.17 07:15modify660.10147.538148.063149.038
2882023.05.17 16:41t/p660.10149.038148.063149.038106.7510653.56
2892023.05.17 16:41t/p670.10149.038148.063149.03852.5710706.13
2902023.05.17 16:41t/p680.10149.038148.063149.03847.3410753.46
2912023.05.17 16:41t/p690.10149.038148.063149.03826.0310779.49
2922023.06.15 07:00sell700.10152.7540.0000.000
2932023.06.15 07:00modify700.10152.754154.254151.254
2942023.06.16 06:31s/l700.10154.254154.254151.254-105.2210674.27
2952023.07.11 13:00buy710.10154.3010.0000.000
2962023.07.11 13:00modify710.10154.301152.801155.801
2972023.07.13 12:34buy720.10155.0540.0000.000
2982023.07.13 12:34modify720.10155.054154.526155.801
2992023.07.13 12:34modify710.10154.301154.526155.801
3002023.07.13 12:35buy730.10155.1270.0000.000
3012023.07.13 12:35modify730.10155.127154.676155.801
3022023.07.13 12:35modify720.10155.054154.676155.801
3032023.07.13 12:35modify710.10154.301154.676155.801
3042023.07.13 13:29s/l710.10154.676154.676155.80127.3510701.62
3052023.07.13 13:29s/l720.10154.676154.676155.801-26.3710675.25
3062023.07.13 13:29s/l730.10154.676154.676155.801-31.4710643.78
3072023.07.31 10:00sell740.10156.9790.0000.000
3082023.07.31 10:00modify740.10156.979158.479155.479
3092023.07.31 23:59close at stop740.10156.536158.479155.47930.9110674.69