Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test1911Ticks modelled52978127Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1539.93Gross profit2604.38Gross loss-1064.45
Profit factor2.45Expected payoff17.30
Absolute drawdown44.52Maximal drawdown377.38 (3.65%)Relative drawdown3.65% (377.38)
Total trades89Short positions (won %)28 (64.29%)Long positions (won %)61 (55.74%)
Profit trades (% of total)52 (58.43%)Loss trades (% of total)37 (41.57%)
Largestprofit trade102.37loss trade-40.91
Averageprofit trade50.08loss trade-28.77
Maximumconsecutive wins (profit in money)12 (675.67)consecutive losses (loss in money)4 (-131.83)
Maximalconsecutive profit (count of wins)675.67 (12)consecutive loss (count of losses)-131.83 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 16:00sell10.10143.9900.0000.000
22022.10.04 16:00modify10.10143.990144.590142.490
32022.10.05 10:18sell20.10143.2370.0000.000
42022.10.05 10:18modify20.10143.237143.840142.490
52022.10.05 10:18sell30.10143.2370.0000.000
62022.10.05 10:18modify30.10143.237143.615142.490
72022.10.05 10:18modify10.10143.990143.615142.490
82022.10.05 10:18modify20.10143.237143.615142.490
92022.10.05 13:26sell40.10142.8640.0000.000
102022.10.05 13:26modify40.10142.864143.390142.490
112022.10.05 13:26modify30.10143.237143.390142.490
122022.10.05 13:26modify20.10143.237143.390142.490
132022.10.05 13:26modify10.10143.990143.390142.490
142022.10.05 14:20t/p10.10142.490143.390142.490100.3910100.39
152022.10.05 14:20t/p20.10142.490143.390142.49050.2610150.65
162022.10.05 14:20t/p30.10142.490143.390142.49050.2610200.91
172022.10.05 14:20t/p40.10142.490143.390142.49025.1710226.08
182022.10.13 16:00sell50.10143.9030.0000.000
192022.10.13 16:00modify50.10143.903144.503142.403
202022.10.14 13:04s/l50.10144.503144.503142.403-40.9110185.16
212022.10.17 16:00sell60.10146.3580.0000.000
222022.10.17 16:00modify60.10146.358146.958144.858
232022.10.18 06:48s/l60.10146.958146.958144.858-40.9110144.25
242022.10.21 16:00buy70.10144.2060.0000.000
252022.10.21 16:00modify70.10144.206143.606145.706
262022.10.21 16:05buy80.10144.9590.0000.000
272022.10.21 16:05modify80.10144.959144.356145.706
282022.10.21 16:05buy90.10144.9590.0000.000
292022.10.21 16:05modify90.10144.959144.581145.706
302022.10.21 16:05modify70.10144.206144.581145.706
312022.10.21 16:05modify80.10144.959144.581145.706
322022.10.21 16:15buy100.10145.3330.0000.000
332022.10.21 16:15modify100.10145.333144.806145.706
342022.10.21 16:15modify90.10144.959144.806145.706
352022.10.21 16:15modify80.10144.959144.806145.706
362022.10.21 16:15modify70.10144.206144.806145.706
372022.10.21 16:24s/l70.10144.806144.806145.70640.3710184.62
382022.10.21 16:24s/l80.10144.806144.806145.706-10.3010174.32
392022.10.21 16:24s/l90.10144.806144.806145.706-10.3010164.02
402022.10.21 16:24s/l100.10144.806144.806145.706-35.4710128.55
412022.11.10 16:00buy110.10144.1650.0000.000
422022.11.10 16:00modify110.10144.165143.565145.665
432022.11.10 21:03s/l110.10143.565143.565145.665-40.3710088.18
442022.11.11 12:00buy120.10143.5770.0000.000
452022.11.11 12:00modify120.10143.577142.977145.077
462022.11.13 22:14buy130.10144.3300.0000.000
472022.11.13 22:14modify130.10144.330143.727145.077
482022.11.13 22:14buy140.10144.3300.0000.000
492022.11.13 22:14modify140.10144.330143.952145.077
502022.11.13 22:14modify120.10143.577143.952145.077
512022.11.13 22:14modify130.10144.330143.952145.077
522022.11.13 23:00s/l120.10143.952143.952145.07725.2310113.41
532022.11.13 23:00s/l130.10143.952143.952145.077-25.4310087.98
542022.11.13 23:00s/l140.10143.952143.952145.077-25.4310062.55
552022.11.28 04:00buy150.10143.6010.0000.000
562022.11.28 04:00modify150.10143.601143.001145.101
572022.11.28 10:45buy160.10144.3540.0000.000
582022.11.28 10:45modify160.10144.354143.751145.101
592022.11.28 10:45buy170.10144.3540.0000.000
602022.11.28 10:45modify170.10144.354143.976145.101
612022.11.28 10:45modify150.10143.601143.976145.101
622022.11.28 10:45modify160.10144.354143.976145.101
632022.11.28 11:41buy180.10144.7260.0000.000
642022.11.28 11:41modify180.10144.726144.201145.101
652022.11.28 11:41modify170.10144.354144.201145.101
662022.11.28 11:41modify160.10144.354144.201145.101
672022.11.28 11:41modify150.10143.601144.201145.101
682022.11.28 16:03s/l150.10144.201144.201145.10140.3710102.92
692022.11.28 16:03s/l160.10144.201144.201145.101-10.2910092.63
702022.11.28 16:03s/l170.10144.201144.201145.101-10.2910082.34
712022.11.28 16:03s/l180.10144.201144.201145.101-35.3210047.02
722022.12.01 08:00buy190.10142.0690.0000.000
732022.12.01 08:00modify190.10142.069141.469143.569
742022.12.01 13:38buy200.10142.8190.0000.000
752022.12.01 13:38modify200.10142.819142.219143.569
762022.12.01 13:38buy210.10142.8190.0000.000
772022.12.01 13:38modify210.10142.819142.444143.569
782022.12.01 13:38modify190.10142.069142.444143.569
792022.12.01 13:38modify200.10142.819142.444143.569
802022.12.01 16:14s/l190.10142.444142.444143.56925.2310072.25
812022.12.01 16:14s/l200.10142.444142.444143.569-25.2410047.01
822022.12.01 16:14s/l210.10142.444142.444143.569-25.2410021.77
832022.12.02 12:00buy220.10141.2300.0000.000
842022.12.02 12:00modify220.10141.230140.630142.730
852022.12.02 13:34buy230.10141.9860.0000.000
862022.12.02 13:34modify230.10141.986141.380142.730
872022.12.02 13:34buy240.10141.9860.0000.000
882022.12.02 13:34modify240.10141.986141.605142.730
892022.12.02 13:34modify220.10141.230141.605142.730
902022.12.02 13:34modify230.10141.986141.605142.730
912022.12.02 13:54s/l220.10141.605141.605142.73025.2310047.00
922022.12.02 13:54s/l230.10141.605141.605142.730-25.6410021.36
932022.12.02 13:54s/l240.10141.605141.605142.730-25.649995.72
942022.12.13 16:00buy250.10143.8210.0000.000
952022.12.13 16:00modify250.10143.821143.221145.321
962022.12.14 19:09buy260.10144.5710.0000.000
972022.12.14 19:09modify260.10144.571143.971145.321
982022.12.14 19:09buy270.10144.5710.0000.000
992022.12.14 19:09modify270.10144.571144.196145.321
1002022.12.14 19:09modify250.10143.821144.196145.321
1012022.12.14 19:09modify260.10144.571144.196145.321
1022022.12.14 20:13s/l250.10144.196144.196145.32125.5210021.23
1032022.12.14 20:13s/l260.10144.196144.196145.321-25.249995.99
1042022.12.14 20:13s/l270.10144.196144.196145.321-25.249970.75
1052022.12.15 16:00sell280.10146.5280.0000.000
1062022.12.15 16:00modify280.10146.528147.128145.028
1072022.12.16 08:17sell290.10145.7760.0000.000
1082022.12.16 08:17modify290.10145.776146.378145.028
1092022.12.16 08:17sell300.10145.7760.0000.000
1102022.12.16 08:17modify300.10145.776146.153145.028
1112022.12.16 08:17modify280.10146.528146.153145.028
1122022.12.16 08:17modify290.10145.776146.153145.028
1132022.12.16 15:11sell310.10145.4030.0000.000
1142022.12.16 15:11modify310.10145.403145.928145.028
1152022.12.16 15:11modify300.10145.776145.928145.028
1162022.12.16 15:11modify290.10145.776145.928145.028
1172022.12.16 15:11modify280.10146.528145.928145.028
1182022.12.16 15:45t/p280.10145.028145.928145.028100.3810071.13
1192022.12.16 15:45t/p290.10145.028145.928145.02850.3310121.46
1202022.12.16 15:45t/p300.10145.028145.928145.02850.3310171.79
1212022.12.16 15:45t/p310.10145.028145.928145.02825.2310197.02
1222022.12.20 04:00buy320.10141.5900.0000.000
1232022.12.20 04:00modify320.10141.590140.990143.090
1242022.12.20 05:36s/l320.10140.990140.990143.090-40.3710156.65
1252023.01.03 12:00buy330.10137.8200.0000.000
1262023.01.03 12:00modify330.10137.820137.220139.320
1272023.01.03 23:25buy340.10138.5810.0000.000
1282023.01.03 23:25modify340.10138.581137.970139.320
1292023.01.03 23:25buy350.10138.5810.0000.000
1302023.01.03 23:25modify350.10138.581138.195139.320
1312023.01.03 23:25modify330.10137.820138.195139.320
1322023.01.03 23:25modify340.10138.581138.195139.320
1332023.01.04 00:08s/l330.10138.195138.195139.32025.5210182.16
1342023.01.04 00:08s/l340.10138.195138.195139.320-25.6810156.48
1352023.01.04 00:08s/l350.10138.195138.195139.320-25.6810130.80
1362023.01.04 16:00sell360.10139.9700.0000.000
1372023.01.04 16:00modify360.10139.970140.570138.470
1382023.01.04 17:42s/l360.10140.570140.570138.470-40.3710090.43
1392023.01.12 16:00buy370.10140.3420.0000.000
1402023.01.12 16:00modify370.10140.342139.742141.842
1412023.01.13 06:33s/l370.10139.742139.742141.842-40.0910050.34
1422023.01.13 16:00buy380.10138.1080.0000.000
1432023.01.13 16:00modify380.10138.108137.508139.608
1442023.01.16 00:36buy390.10138.8580.0000.000
1452023.01.16 00:36modify390.10138.858138.258139.608
1462023.01.16 00:36buy400.10138.8580.0000.000
1472023.01.16 00:36modify400.10138.858138.483139.608
1482023.01.16 00:36modify380.10138.108138.483139.608
1492023.01.16 00:36modify390.10138.858138.483139.608
1502023.01.16 01:17s/l380.10138.483138.483139.60825.5210075.85
1512023.01.16 01:17s/l390.10138.483138.483139.608-25.2310050.62
1522023.01.16 01:17s/l400.10138.483138.483139.608-25.2310025.39
1532023.01.18 04:00sell410.10141.2770.0000.000
1542023.01.18 04:00modify410.10141.277141.877139.777
1552023.01.18 08:46sell420.10140.5260.0000.000
1562023.01.18 08:46modify420.10140.526141.127139.777
1572023.01.18 08:46sell430.10140.5260.0000.000
1582023.01.18 08:46modify430.10140.526140.902139.777
1592023.01.18 08:46modify410.10141.277140.902139.777
1602023.01.18 08:46modify420.10140.526140.902139.777
1612023.01.18 10:46sell440.10140.1490.0000.000
1622023.01.18 10:46modify440.10140.149140.677139.777
1632023.01.18 10:46modify430.10140.526140.677139.777
1642023.01.18 10:46modify420.10140.526140.677139.777
1652023.01.18 10:46modify410.10141.277140.677139.777
1662023.01.18 11:52t/p410.10139.777140.677139.777100.9210126.31
1672023.01.18 11:52t/p420.10139.777140.677139.77750.3910176.70
1682023.01.18 11:52t/p430.10139.777140.677139.77750.3910227.09
1692023.01.18 11:52t/p440.10139.777140.677139.77725.0310252.12
1702023.01.20 12:00sell450.10140.6260.0000.000
1712023.01.20 12:00modify450.10140.626141.226139.126
1722023.01.23 04:21s/l450.10141.226141.226139.126-40.9110211.21
1732023.01.23 08:00sell460.10142.0170.0000.000
1742023.01.23 08:00modify460.10142.017142.617140.517
1752023.01.23 08:47sell470.10141.2670.0000.000
1762023.01.23 08:47modify470.10141.267141.867140.517
1772023.01.23 08:47sell480.10141.2670.0000.000
1782023.01.23 08:47modify480.10141.267141.642140.517
1792023.01.23 08:47modify460.10142.017141.642140.517
1802023.01.23 08:47modify470.10141.267141.642140.517
1812023.01.23 09:41s/l460.10141.642141.642140.51725.2410236.45
1822023.01.23 09:41s/l470.10141.642141.642140.517-25.2310211.22
1832023.01.23 09:41s/l480.10141.642141.642140.517-25.2310185.99
1842023.02.02 16:00buy490.10140.4720.0000.000
1852023.02.02 16:00modify490.10140.472139.872141.972
1862023.02.03 14:15buy500.10141.2220.0000.000
1872023.02.03 14:15modify500.10141.222140.622141.972
1882023.02.03 14:15buy510.10141.2220.0000.000
1892023.02.03 14:15modify510.10141.222140.847141.972
1902023.02.03 14:15modify490.10140.472140.847141.972
1912023.02.03 14:15modify500.10141.222140.847141.972
1922023.02.03 14:32buy520.10141.5970.0000.000
1932023.02.03 14:32modify520.10141.597141.072141.972
1942023.02.03 14:32modify510.10141.222141.072141.972
1952023.02.03 14:32modify500.10141.222141.072141.972
1962023.02.03 14:32modify490.10140.472141.072141.972
1972023.02.03 15:20t/p490.10141.972141.072141.972101.2310287.22
1982023.02.03 15:20t/p500.10141.972141.072141.97250.4710337.69
1992023.02.03 15:20t/p510.10141.972141.072141.97250.4710388.16
2002023.02.03 15:20t/p520.10141.972141.072141.97225.2310413.39
2012023.02.03 16:00sell530.10142.3200.0000.000
2022023.02.03 16:00modify530.10142.320142.920140.820
2032023.02.03 20:01sell540.10141.5700.0000.000
2042023.02.03 20:01modify540.10141.570142.170140.820
2052023.02.03 20:01sell550.10141.5700.0000.000
2062023.02.03 20:01modify550.10141.570141.945140.820
2072023.02.03 20:01modify530.10142.320141.945140.820
2082023.02.03 20:01modify540.10141.570141.945140.820
2092023.02.05 22:00s/l530.10141.945141.945140.82025.2310438.62
2102023.02.05 22:00s/l540.10141.945141.945140.820-25.2410413.38
2112023.02.05 22:00s/l550.10141.945141.945140.820-25.2410388.14
2122023.02.07 16:00buy560.10140.3620.0000.000
2132023.02.07 16:00modify560.10140.362139.762141.862
2142023.02.09 01:09buy570.10141.1120.0000.000
2152023.02.09 01:09modify570.10141.112140.512141.862
2162023.02.09 01:09buy580.10141.1120.0000.000
2172023.02.09 01:09modify580.10141.112140.737141.862
2182023.02.09 01:09modify560.10140.362140.737141.862
2192023.02.09 01:09modify570.10141.112140.737141.862
2202023.02.09 05:45s/l560.10140.737140.737141.86226.3810414.52
2212023.02.09 05:45s/l570.10140.737140.737141.862-25.2310389.29
2222023.02.09 05:45s/l580.10140.737140.737141.862-25.2310364.06
2232023.02.10 12:00buy590.10140.0000.0000.000
2242023.02.10 12:00modify590.10140.000139.400141.500
2252023.02.13 03:22buy600.10140.7520.0000.000
2262023.02.13 03:22modify600.10140.752140.150141.500
2272023.02.13 03:22buy610.10140.7520.0000.000
2282023.02.13 03:22modify610.10140.752140.375141.500
2292023.02.13 03:22modify590.10140.000140.375141.500
2302023.02.13 03:22modify600.10140.752140.375141.500
2312023.02.13 06:11buy620.10141.1260.0000.000
2322023.02.13 06:11modify620.10141.126140.600141.500
2332023.02.13 06:11modify610.10140.752140.600141.500
2342023.02.13 06:11modify600.10140.752140.600141.500
2352023.02.13 06:11modify590.10140.000140.600141.500
2362023.02.13 09:29t/p590.10141.500140.600141.500101.2210465.27
2372023.02.13 09:29t/p600.10141.500140.600141.50050.3310515.60
2382023.02.13 09:29t/p610.10141.500140.600141.50050.3310565.93
2392023.02.13 09:29t/p620.10141.500140.600141.50025.1610591.09
2402023.03.15 12:00buy630.10141.4010.0000.000
2412023.03.15 12:00modify630.10141.401140.801142.901
2422023.03.15 12:09s/l630.10140.801140.801142.901-40.3710550.72
2432023.03.21 12:00sell640.10142.5690.0000.000
2442023.03.21 12:00modify640.10142.569143.169141.069
2452023.03.22 10:13s/l640.10143.169143.169141.069-40.9110509.81
2462023.03.23 20:00buy650.10141.5520.0000.000
2472023.03.23 20:00modify650.10141.552140.952143.052
2482023.03.24 01:16s/l650.10140.952140.952143.052-40.0910469.72
2492023.03.24 12:00buy660.10139.6320.0000.000
2502023.03.24 12:00modify660.10139.632139.032141.132
2512023.03.24 13:53buy670.10140.3820.0000.000
2522023.03.24 13:53modify670.10140.382139.782141.132
2532023.03.24 13:53buy680.10140.3820.0000.000
2542023.03.24 13:53modify680.10140.382140.007141.132
2552023.03.24 13:53modify660.10139.632140.007141.132
2562023.03.24 13:53modify670.10140.382140.007141.132
2572023.03.24 15:11s/l660.10140.007140.007141.13225.2410494.96
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2872023.04.26 09:07modify750.10147.223147.070147.970
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3302023.07.25 09:57t/p850.10156.127157.027156.12724.0111315.15
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3382023.07.28 03:29modify870.10153.302152.913154.038
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3412023.07.28 03:30modify880.10153.302153.138154.038
3422023.07.28 03:30modify870.10153.302153.138154.038
3432023.07.28 03:30modify860.10152.538153.138154.038
3442023.07.28 03:30t/p860.10154.038153.138154.038101.2311416.38
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3462023.07.28 03:30t/p880.10154.038153.138154.03849.5311515.44
3472023.07.28 03:30t/p890.10154.038153.138154.03824.4911539.93