Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 modelled57447275Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit871.32Gross profit1530.79Gross loss-659.47
Profit factor2.32Expected payoff15.29
Absolute drawdown105.86Maximal drawdown202.28 (1.94%)Relative drawdown1.94% (202.28)
Total trades57Short positions (won %)21 (66.67%)Long positions (won %)36 (47.22%)
Profit trades (% of total)31 (54.39%)Loss trades (% of total)26 (45.61%)
Largestprofit trade105.82loss trade-29.03
Averageprofit trade49.38loss trade-25.36
Maximumconsecutive wins (profit in money)13 (758.52)consecutive losses (loss in money)4 (-96.58)
Maximalconsecutive profit (count of wins)758.52 (13)consecutive loss (count of losses)-96.58 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.05 16:00sell10.10137.5840.0000.000
22022.08.05 16:00modify10.10137.584137.984136.084
32022.08.09 08:02s/l10.10137.984137.984136.084-29.039970.97
42022.09.06 16:00sell20.10141.6870.0000.000
52022.09.06 16:00modify20.10141.687142.087140.187
62022.09.06 22:51s/l20.10142.087142.087140.187-27.919943.06
72022.09.07 16:00sell30.10143.5060.0000.000
82022.09.07 16:00modify30.10143.506143.906142.006
92022.09.07 16:53s/l30.10143.906143.906142.006-27.919915.15
102022.09.14 16:00buy40.10142.8630.0000.000
112022.09.14 16:00modify40.10142.863142.463144.363
122022.09.15 12:46buy50.10143.6130.0000.000
132022.09.15 12:46modify50.10143.613143.238144.363
142022.09.15 12:46modify40.10142.863143.238144.363
152022.09.15 13:25s/l40.10143.238143.238144.36327.059942.20
162022.09.15 13:25s/l50.10143.238143.238144.363-26.179916.03
172022.09.28 20:00sell60.10140.2400.0000.000
182022.09.28 20:00modify60.10140.240140.640138.740
192022.09.29 07:31sell70.10139.4880.0000.000
202022.09.29 07:31modify70.10139.488139.865138.740
212022.09.29 07:31modify60.10140.240139.865138.740
222022.09.29 08:52s/l60.10139.865139.865138.74024.499940.51
232022.09.29 08:52s/l70.10139.865139.865138.740-26.309914.21
242022.10.04 16:00sell80.10143.9900.0000.000
252022.10.04 16:00modify80.10143.990144.390142.490
262022.10.05 10:18sell90.10143.2370.0000.000
272022.10.05 10:18modify90.10143.237143.615142.490
282022.10.05 10:18modify80.10143.990143.615142.490
292022.10.05 11:45sell100.10143.0840.0000.000
302022.10.05 11:45modify100.10143.084143.465142.490
312022.10.05 11:45sell110.10143.0840.0000.000
322022.10.05 11:45modify110.10143.084143.465142.490
332022.10.05 11:45modify90.10143.237143.465142.490
342022.10.05 11:45modify80.10143.990143.465142.490
352022.10.05 14:20t/p80.10142.490143.465142.490104.1010018.31
362022.10.05 14:20t/p90.10142.490143.465142.49052.1210070.43
372022.10.05 14:20t/p100.10142.490143.465142.49041.4410111.87
382022.10.05 14:20t/p110.10142.490143.465142.49041.4410153.31
392022.10.13 16:00sell120.10143.9030.0000.000
402022.10.13 16:00modify120.10143.903144.303142.403
412022.10.14 01:49s/l120.10144.303144.303142.403-28.4710124.84
422022.10.17 16:00sell130.10146.3580.0000.000
432022.10.17 16:00modify130.10146.358146.758144.858
442022.10.18 00:01s/l130.10146.758146.758144.858-28.4710096.37
452022.10.21 16:00buy140.10144.2060.0000.000
462022.10.21 16:00modify140.10144.206143.806145.706
472022.10.21 16:05buy150.10144.9590.0000.000
482022.10.21 16:05modify150.10144.959144.581145.706
492022.10.21 16:05modify140.10144.206144.581145.706
502022.10.21 16:06buy160.10145.1090.0000.000
512022.10.21 16:06modify160.10145.109144.731145.706
522022.10.21 16:06buy170.10145.1090.0000.000
532022.10.21 16:06modify170.10145.109144.731145.706
542022.10.21 16:06modify150.10144.959144.731145.706
552022.10.21 16:06modify140.10144.206144.731145.706
562022.10.21 16:08s/l140.10144.731144.731145.70636.6410133.01
572022.10.21 16:08s/l150.10144.731144.731145.706-15.9110117.10
582022.10.21 16:08s/l160.10144.731144.731145.706-26.3810090.72
592022.10.21 16:08s/l170.10144.731144.731145.706-26.3810064.34
602022.11.10 16:00buy180.10144.1650.0000.000
612022.11.10 16:00modify180.10144.165143.765145.665
622022.11.10 21:03s/l180.10143.765143.765145.665-27.9110036.43
632022.11.11 12:00buy190.10143.5770.0000.000
642022.11.11 12:00modify190.10143.577143.177145.077
652022.11.13 22:14buy200.10144.3300.0000.000
662022.11.13 22:14modify200.10144.330143.952145.077
672022.11.13 22:14modify190.10143.577143.952145.077
682022.11.13 23:00s/l190.10143.952143.952145.07726.1710062.60
692022.11.13 23:00s/l200.10143.952143.952145.077-26.3710036.23
702022.12.02 12:00buy210.10141.2300.0000.000
712022.12.02 12:00modify210.10141.230140.830142.730
722022.12.02 13:34buy220.10141.9860.0000.000
732022.12.02 13:34modify220.10141.986141.605142.730
742022.12.02 13:34modify210.10141.230141.605142.730
752022.12.02 13:54s/l210.10141.605141.605142.73026.1610062.39
762022.12.02 13:54s/l220.10141.605141.605142.730-26.5910035.80
772022.12.15 16:00sell230.10146.5280.0000.000
782022.12.15 16:00modify230.10146.528146.928145.028
792022.12.16 08:17sell240.10145.7760.0000.000
802022.12.16 08:17modify240.10145.776146.153145.028
812022.12.16 08:17modify230.10146.528146.153145.028
822022.12.16 08:29sell250.10145.6260.0000.000
832022.12.16 08:29modify250.10145.626146.003145.028
842022.12.16 08:29sell260.10145.6260.0000.000
852022.12.16 08:29modify260.10145.626146.003145.028
862022.12.16 08:29modify240.10145.776146.003145.028
872022.12.16 08:29modify230.10146.528146.003145.028
882022.12.16 15:45t/p230.10145.028146.003145.028104.0910139.89
892022.12.16 15:45t/p240.10145.028146.003145.02852.1910192.08
902022.12.16 15:45t/p250.10145.028146.003145.02841.7210233.80
912022.12.16 15:45t/p260.10145.028146.003145.02841.7210275.52
922023.01.03 12:00buy270.10137.8200.0000.000
932023.01.03 12:00modify270.10137.820137.420139.320
942023.01.03 23:25buy280.10138.5810.0000.000
952023.01.03 23:25modify280.10138.581138.195139.320
962023.01.03 23:25modify270.10137.820138.195139.320
972023.01.04 00:08s/l270.10138.195138.195139.32026.4710301.98
982023.01.04 00:08s/l280.10138.195138.195139.320-26.6310275.35
992023.01.12 16:00buy290.10140.3420.0000.000
1002023.01.12 16:00modify290.10140.342139.942141.842
1012023.01.13 00:25s/l290.10139.942139.942141.842-27.6110247.74
1022023.01.13 16:00buy300.10138.1080.0000.000
1032023.01.13 16:00modify300.10138.108137.708139.608
1042023.01.16 00:36buy310.10138.8580.0000.000
1052023.01.16 00:36modify310.10138.858138.483139.608
1062023.01.16 00:36modify300.10138.108138.483139.608
1072023.01.16 01:17s/l300.10138.483138.483139.60826.4610274.19
1082023.01.16 01:17s/l310.10138.483138.483139.608-26.1710248.02
1092023.02.07 16:00buy320.10140.3620.0000.000
1102023.02.07 16:00modify320.10140.362139.962141.862
1112023.02.09 01:09buy330.10141.1120.0000.000
1122023.02.09 01:09modify330.10141.112140.737141.862
1132023.02.09 01:09modify320.10140.362140.737141.862
1142023.02.09 01:30buy340.10141.2650.0000.000
1152023.02.09 01:30modify340.10141.265140.887141.862
1162023.02.09 01:30buy350.10141.2650.0000.000
1172023.02.09 01:30modify350.10141.265140.887141.862
1182023.02.09 01:30modify330.10141.112140.887141.862
1192023.02.09 01:30modify320.10140.362140.887141.862
1202023.02.09 05:45s/l320.10140.887140.887141.86237.8110285.83
1212023.02.09 05:45s/l330.10140.887140.887141.862-15.7010270.13
1222023.02.09 05:45s/l340.10140.887140.887141.862-26.3710243.76
1232023.02.09 05:45s/l350.10140.887140.887141.862-26.3710217.39
1242023.02.13 16:00sell360.10142.3550.0000.000
1252023.02.13 16:00modify360.10142.355142.755140.855
1262023.02.14 02:07sell370.10141.5890.0000.000
1272023.02.14 02:07modify370.10141.589141.980140.855
1282023.02.14 02:07modify360.10142.355141.980140.855
1292023.02.14 09:01s/l360.10141.980141.980140.85525.6010242.99
1302023.02.14 09:01s/l370.10141.980141.980140.855-27.2810215.71
1312023.03.24 12:00buy380.10139.6320.0000.000
1322023.03.24 12:00modify380.10139.632139.232141.132
1332023.03.24 13:53buy390.10140.3820.0000.000
1342023.03.24 13:53modify390.10140.382140.007141.132
1352023.03.24 13:53modify380.10139.632140.007141.132
1362023.03.24 14:00buy400.10140.5360.0000.000
1372023.03.24 14:00modify400.10140.536140.157141.132
1382023.03.24 14:00buy410.10140.5360.0000.000
1392023.03.24 14:00modify410.10140.536140.157141.132
1402023.03.24 14:00modify390.10140.382140.157141.132
1412023.03.24 14:00modify380.10139.632140.157141.132
1422023.03.24 15:07s/l380.10140.157140.157141.13236.6210252.33
1432023.03.24 15:07s/l390.10140.157140.157141.132-15.7010236.63
1442023.03.24 15:07s/l400.10140.157140.157141.132-26.4410210.19
1452023.03.24 15:07s/l410.10140.157140.157141.132-26.4410183.75
1462023.04.25 20:00buy420.10146.4700.0000.000
1472023.04.25 20:00modify420.10146.470146.070147.970
1482023.04.26 06:52buy430.10147.2230.0000.000
1492023.04.26 06:52modify430.10147.223146.845147.970
1502023.04.26 06:52modify420.10146.470146.845147.970
1512023.04.26 08:24buy440.10147.3710.0000.000
1522023.04.26 08:24modify440.10147.371146.995147.970
1532023.04.26 08:24buy450.10147.3710.0000.000
1542023.04.26 08:24modify450.10147.371146.995147.970
1552023.04.26 08:24modify430.10147.223146.995147.970
1562023.04.26 08:24modify420.10146.470146.995147.970
1572023.04.27 06:55t/p420.10147.970146.995147.970105.8210289.58
1582023.04.27 06:55t/p430.10147.970146.995147.97053.0010342.57
1592023.04.27 06:55t/p440.10147.970146.995147.97042.6810385.25
1602023.04.27 06:55t/p450.10147.970146.995147.97042.6810427.93
1612023.05.04 16:00buy460.10147.2900.0000.000
1622023.05.04 16:00modify460.10147.290146.890148.790
1632023.05.04 22:54buy470.10148.0400.0000.000
1642023.05.04 22:54modify470.10148.040147.665148.790
1652023.05.04 22:54modify460.10147.290147.665148.790
1662023.05.05 12:30buy480.10148.1990.0000.000
1672023.05.05 12:30modify480.10148.199147.815148.790
1682023.05.05 12:30buy490.10148.1990.0000.000
1692023.05.05 12:30modify490.10148.199147.815148.790
1702023.05.05 12:30modify470.10148.040147.815148.790
1712023.05.05 12:30modify460.10147.290147.815148.790
1722023.05.07 22:56t/p460.10148.790147.815148.790104.9410532.86
1732023.05.07 22:56t/p470.10148.790147.815148.79052.6210585.48
1742023.05.07 22:56t/p480.10148.790147.815148.79041.2310626.71
1752023.05.07 22:56t/p490.10148.790147.815148.79041.2310667.94
1762023.07.21 12:00sell500.10157.6270.0000.000
1772023.07.21 12:00modify500.10157.627158.027156.127
1782023.07.24 07:30sell510.10156.8730.0000.000
1792023.07.24 07:30modify510.10156.873157.252156.127
1802023.07.24 07:30modify500.10157.627157.252156.127
1812023.07.24 07:31sell520.10156.7260.0000.000
1822023.07.24 07:31modify520.10156.726157.102156.127
1832023.07.24 07:31sell530.10156.7260.0000.000
1842023.07.24 07:31modify530.10156.726157.102156.127
1852023.07.24 07:31modify510.10156.873157.102156.127
1862023.07.24 07:31modify500.10157.627157.102156.127
1872023.07.25 09:57t/p500.10156.127157.102156.127103.5110771.45
1882023.07.25 09:57t/p510.10156.127157.102156.12751.4710822.92
1892023.07.25 09:57t/p520.10156.127157.102156.12741.2210864.14
1902023.07.25 09:57t/p530.10156.127157.102156.12741.2210905.36
1912023.07.27 20:00buy540.10152.5380.0000.000
1922023.07.27 20:00modify540.10152.538152.138154.038
1932023.07.28 03:29buy550.10153.3020.0000.000
1942023.07.28 03:29modify550.10153.302152.913154.038
1952023.07.28 03:29modify540.10152.538152.913154.038
1962023.07.28 03:29buy560.10153.4520.0000.000
1972023.07.28 03:29modify560.10153.452153.063154.038
1982023.07.28 03:29buy570.10153.4520.0000.000
1992023.07.28 03:29modify570.10153.452153.063154.038
2002023.07.28 03:29modify550.10153.302153.063154.038
2012023.07.28 03:29modify540.10152.538153.063154.038
2022023.07.28 03:29s/l540.10153.063153.063154.03836.9210942.27
2032023.07.28 03:29s/l550.10153.063153.063154.038-16.6710925.60
2042023.07.28 03:29s/l560.10153.063153.063154.038-27.1410898.46
2052023.07.28 03:29s/l570.10153.063153.063154.038-27.1410871.32