Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 20:00 (2022.12.01 - 2023.12.01)
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=45; 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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test1918Ticks modelled49726715Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2081.64Gross profit2624.81Gross loss-543.17
Profit factor4.83Expected payoff32.03
Absolute drawdown54.52Maximal drawdown203.83 (1.94%)Relative drawdown1.94% (203.83)
Total trades65Short positions (won %)17 (76.47%)Long positions (won %)48 (77.08%)
Profit trades (% of total)50 (76.92%)Loss trades (% of total)15 (23.08%)
Largestprofit trade107.45loss trade-42.66
Averageprofit trade52.50loss trade-36.21
Maximumconsecutive wins (profit in money)17 (925.87)consecutive losses (loss in money)3 (-124.73)
Maximalconsecutive profit (count of wins)925.87 (17)consecutive loss (count of losses)-124.73 (3)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.02 12:00buy10.10141.2300.0000.000
22022.12.02 12:00modify10.10141.230140.630142.730
32022.12.02 13:31buy20.10141.9150.0000.000
42022.12.02 13:31modify20.10141.915141.305142.730
52022.12.02 13:31modify10.10141.230141.305142.730
62022.12.02 16:37buy30.10142.1320.0000.000
72022.12.02 16:37modify30.10142.132141.605142.730
82022.12.02 16:37modify20.10141.915141.605142.730
92022.12.02 16:37modify10.10141.230141.605142.730
102022.12.02 17:38s/l10.10141.605141.605142.73025.8910025.89
112022.12.02 17:38s/l20.10141.605141.605142.730-21.4010004.49
122022.12.02 17:38s/l30.10141.605141.605142.730-36.389968.11
132022.12.13 16:00buy40.10143.8210.0000.000
142022.12.13 16:00modify40.10143.821143.221145.321
152022.12.14 19:09buy50.10144.5040.0000.000
162022.12.14 19:09modify50.10144.504143.896145.321
172022.12.14 19:09modify40.10143.821143.896145.321
182022.12.14 21:39buy60.10144.7280.0000.000
192022.12.14 21:39modify60.10144.728144.196145.321
202022.12.14 21:39modify50.10144.504144.196145.321
212022.12.14 21:39modify40.10143.821144.196145.321
222022.12.15 08:30buy70.10144.9490.0000.000
232022.12.15 08:30modify70.10144.949144.346145.321
242022.12.15 08:30modify60.10144.728144.346145.321
252022.12.15 08:30modify50.10144.504144.346145.321
262022.12.15 08:30modify40.10143.821144.346145.321
272022.12.15 13:17t/p40.10145.321144.346145.321106.6710074.78
282022.12.15 13:17t/p50.10145.321144.346145.32158.7410133.52
292022.12.15 13:17t/p60.10145.321144.346145.32143.2810176.80
302022.12.15 13:17t/p70.10145.321144.346145.32125.6910202.49
312022.12.15 16:00sell80.10146.5280.0000.000
322022.12.15 16:00modify80.10146.528147.128145.028
332022.12.16 08:00sell90.10145.8520.0000.000
342022.12.16 08:00modify90.10145.852146.453145.028
352022.12.16 08:00modify80.10146.528146.453145.028
362022.12.16 08:29sell100.10145.6260.0000.000
372022.12.16 08:29modify100.10145.626146.153145.028
382022.12.16 08:29modify90.10145.852146.153145.028
392022.12.16 08:29modify80.10146.528146.153145.028
402022.12.16 15:11sell110.10145.4030.0000.000
412022.12.16 15:11modify110.10145.403146.003145.028
422022.12.16 15:11modify100.10145.626146.003145.028
432022.12.16 15:11modify90.10145.852146.003145.028
442022.12.16 15:11modify80.10146.528146.003145.028
452022.12.16 15:45t/p80.10145.028146.003145.028102.1010304.59
462022.12.16 15:45t/p90.10145.028146.003145.02856.8010361.39
472022.12.16 15:45t/p100.10145.028146.003145.02841.2210402.61
482022.12.16 15:45t/p110.10145.028146.003145.02825.8510428.46
492023.01.03 12:00buy120.10137.8200.0000.000
502023.01.03 12:00modify120.10137.820137.220139.320
512023.01.03 23:25buy130.10138.5000.0000.000
522023.01.03 23:25modify130.10138.500137.895139.320
532023.01.03 23:25modify120.10137.820137.895139.320
542023.01.04 07:40s/l120.10137.895137.895139.3205.9510434.41
552023.01.04 07:40s/l130.10137.895137.895139.320-41.0010393.40
562023.01.04 16:00sell140.10139.9700.0000.000
572023.01.04 16:00modify140.10139.970140.570138.470
582023.01.04 17:42s/l140.10140.570140.570138.470-41.3610352.04
592023.01.12 16:00buy150.10140.3420.0000.000
602023.01.12 16:00modify150.10140.342139.742141.842
612023.01.13 06:33s/l150.10139.742139.742141.842-40.6410311.40
622023.01.13 16:00buy160.10138.1080.0000.000
632023.01.13 16:00modify160.10138.108137.508139.608
642023.01.16 00:20buy170.10138.7860.0000.000
652023.01.16 00:20modify170.10138.786138.183139.608
662023.01.16 00:20modify160.10138.108138.183139.608
672023.01.16 08:12buy180.10139.0080.0000.000
682023.01.16 08:12modify180.10139.008138.483139.608
692023.01.16 08:12modify170.10138.786138.483139.608
702023.01.16 08:12modify160.10138.108138.483139.608
712023.01.16 08:27buy190.10139.2410.0000.000
722023.01.16 08:27modify190.10139.241138.633139.608
732023.01.16 08:27modify180.10139.008138.633139.608
742023.01.16 08:27modify170.10138.786138.633139.608
752023.01.16 08:27modify160.10138.108138.633139.608
762023.01.17 14:24t/p160.10139.608138.633139.608105.1210416.52
772023.01.17 14:24t/p170.10139.608138.633139.60857.5410474.05
782023.01.17 14:24t/p180.10139.608138.633139.60842.2110516.26
792023.01.17 14:24t/p190.10139.608138.633139.60826.1210542.38
802023.01.20 12:00sell200.10140.6260.0000.000
812023.01.20 12:00modify200.10140.626141.226139.126
822023.01.23 04:21s/l200.10141.226141.226139.126-42.6610499.72
832023.02.02 16:00buy210.10140.4720.0000.000
842023.02.02 16:00modify210.10140.472139.872141.972
852023.02.03 14:14buy220.10141.1500.0000.000
862023.02.03 14:14modify220.10141.150140.547141.972
872023.02.03 14:14modify210.10140.472140.547141.972
882023.02.03 14:19buy230.10141.3730.0000.000
892023.02.03 14:19modify230.10141.373140.847141.972
902023.02.03 14:19modify220.10141.150140.847141.972
912023.02.03 14:19modify210.10140.472140.847141.972
922023.02.03 14:32buy240.10141.5970.0000.000
932023.02.03 14:32modify240.10141.597140.997141.972
942023.02.03 14:32modify230.10141.373140.997141.972
952023.02.03 14:32modify220.10141.150140.997141.972
962023.02.03 14:32modify210.10140.472140.997141.972
972023.02.03 15:20t/p210.10141.972140.997141.972104.3510604.06
982023.02.03 15:20t/p220.10141.972140.997141.97256.7610660.82
992023.02.03 15:20t/p230.10141.972140.997141.97241.3610702.18
1002023.02.03 15:20t/p240.10141.972140.997141.97225.8910728.07
1012023.02.03 16:00sell250.10142.3200.0000.000
1022023.02.03 16:00modify250.10142.320142.920140.820
1032023.02.03 18:09sell260.10141.6450.0000.000
1042023.02.03 18:09modify260.10141.645142.245140.820
1052023.02.03 18:09modify250.10142.320142.245140.820
1062023.02.05 22:00s/l250.10142.245142.245140.8205.1710733.24
1072023.02.05 22:00s/l260.10142.245142.245140.820-41.3610691.88
1082023.02.07 16:00buy270.10140.3620.0000.000
1092023.02.07 16:00modify270.10140.362139.762141.862
1102023.02.08 15:53buy280.10141.0370.0000.000
1112023.02.08 15:53modify280.10141.037140.437141.862
1122023.02.08 15:53modify270.10140.362140.437141.862
1132023.02.09 01:30buy290.10141.2650.0000.000
1142023.02.09 01:30modify290.10141.265140.737141.862
1152023.02.09 01:30modify280.10141.037140.737141.862
1162023.02.09 01:30modify270.10140.362140.737141.862
1172023.02.09 05:45s/l270.10140.737140.737141.86228.9910720.88
1182023.02.09 05:45s/l280.10140.737140.737141.862-18.3810702.49
1192023.02.09 05:45s/l290.10140.737140.737141.862-36.4510666.04
1202023.02.10 12:00buy300.10140.0000.0000.000
1212023.02.10 12:00modify300.10140.000139.400141.500
1222023.02.13 03:13buy310.10140.6750.0000.000
1232023.02.13 03:13modify310.10140.675140.075141.500
1242023.02.13 03:13modify300.10140.000140.075141.500
1252023.02.13 03:50buy320.10140.9040.0000.000
1262023.02.13 03:50modify320.10140.904140.375141.500
1272023.02.13 03:50modify310.10140.675140.375141.500
1282023.02.13 03:50modify300.10140.000140.375141.500
1292023.02.13 06:11buy330.10141.1260.0000.000
1302023.02.13 06:11modify330.10141.126140.525141.500
1312023.02.13 06:11modify320.10140.904140.525141.500
1322023.02.13 06:11modify310.10140.675140.525141.500
1332023.02.13 06:11modify300.10140.000140.525141.500
1342023.02.13 09:29t/p300.10141.500140.525141.500104.3510770.39
1352023.02.13 09:29t/p310.10141.500140.525141.50056.9610827.35
1362023.02.13 09:29t/p320.10141.500140.525141.50041.1510868.50
1372023.02.13 09:29t/p330.10141.500140.525141.50025.8210894.32
1382023.03.15 12:00buy340.10141.4010.0000.000
1392023.03.15 12:00modify340.10141.401140.801142.901
1402023.03.15 12:09s/l340.10140.801140.801142.901-41.4210852.90
1412023.03.21 12:00sell350.10142.5690.0000.000
1422023.03.21 12:00modify350.10142.569143.169141.069
1432023.03.22 10:13s/l350.10143.169143.169141.069-42.6610810.24
1442023.03.23 20:00buy360.10141.5520.0000.000
1452023.03.23 20:00modify360.10141.552140.952143.052
1462023.03.24 01:16s/l360.10140.952140.952143.052-40.6510769.59
1472023.03.24 12:00buy370.10139.6320.0000.000
1482023.03.24 12:00modify370.10139.632139.032141.132
1492023.03.24 13:29buy380.10140.3080.0000.000
1502023.03.24 13:29modify380.10140.308139.707141.132
1512023.03.24 13:29modify370.10139.632139.707141.132
1522023.03.24 14:00buy390.10140.5360.0000.000
1532023.03.24 14:00modify390.10140.536140.007141.132
1542023.03.24 14:00modify380.10140.308140.007141.132
1552023.03.24 14:00modify370.10139.632140.007141.132
1562023.03.24 15:11s/l370.10140.007140.007141.13225.9010795.49
1572023.03.24 15:11s/l380.10140.007140.007141.132-20.7810774.71
1582023.03.24 15:11s/l390.10140.007140.007141.132-36.5210738.19
1592023.04.05 16:00buy400.10143.0870.0000.000
1602023.04.05 16:00modify400.10143.087142.487144.587
1612023.04.06 14:06buy410.10143.7620.0000.000
1622023.04.06 14:06modify410.10143.762143.162144.587
1632023.04.06 14:06modify400.10143.087143.162144.587
1642023.04.06 17:57buy420.10143.9890.0000.000
1652023.04.06 17:57modify420.10143.989143.462144.587
1662023.04.06 17:57modify410.10143.762143.462144.587
1672023.04.06 17:57modify400.10143.087143.462144.587
1682023.04.07 14:44buy430.10144.2160.0000.000
1692023.04.07 14:44modify430.10144.216143.612144.587
1702023.04.07 14:44modify420.10143.989143.612144.587
1712023.04.07 14:44modify410.10143.762143.612144.587
1722023.04.07 14:44modify400.10143.087143.612144.587
1732023.04.10 00:42t/p400.10144.587143.612144.587107.4510845.64
1742023.04.10 00:42t/p410.10144.587143.612144.58758.5110904.15
1752023.04.10 00:42t/p420.10144.587143.612144.58742.8410946.99
1762023.04.10 00:42t/p430.10144.587143.612144.58726.4010973.39
1772023.04.25 20:00buy440.10146.4700.0000.000
1782023.04.25 20:00modify440.10146.470145.870147.970
1792023.04.26 06:36buy450.10147.1670.0000.000
1802023.04.26 06:36modify450.10147.167146.545147.970
1812023.04.26 06:36modify440.10146.470146.545147.970
1822023.04.26 08:24buy460.10147.3710.0000.000
1832023.04.26 08:24modify460.10147.371146.845147.970
1842023.04.26 08:24modify450.10147.167146.845147.970
1852023.04.26 08:24modify440.10146.470146.845147.970
1862023.04.26 09:07buy470.10147.5950.0000.000
1872023.04.26 09:07modify470.10147.595146.995147.970
1882023.04.26 09:07modify460.10147.371146.995147.970
1892023.04.26 09:07modify450.10147.167146.995147.970
1902023.04.26 09:07modify440.10146.470146.995147.970
1912023.04.27 06:55t/p440.10147.970146.995147.970106.6611080.05
1922023.04.27 06:55t/p450.10147.970146.995147.97057.7711137.82
1932023.04.27 06:55t/p460.10147.970146.995147.97043.6811181.49
1942023.04.27 06:55t/p470.10147.970146.995147.97028.2211209.71
1952023.05.04 16:00buy480.10147.2900.0000.000
1962023.05.04 16:00modify480.10147.290146.690148.790
1972023.05.04 20:34buy490.10147.9710.0000.000
1982023.05.04 20:34modify490.10147.971147.365148.790
1992023.05.04 20:34modify480.10147.290147.365148.790
2002023.05.05 12:30buy500.10148.1990.0000.000
2012023.05.05 12:30modify500.10148.199147.665148.790
2022023.05.05 12:30modify490.10147.971147.665148.790
2032023.05.05 12:30modify480.10147.290147.665148.790
2042023.05.05 13:49buy510.10148.4180.0000.000
2052023.05.05 13:49modify510.10148.418147.815148.790
2062023.05.05 13:49modify500.10148.199147.815148.790
2072023.05.05 13:49modify490.10147.971147.815148.790
2082023.05.05 13:49modify480.10147.290147.815148.790
2092023.05.07 22:56t/p480.10148.790147.815148.790104.3511314.06
2102023.05.07 22:56t/p490.10148.790147.815148.79057.3311371.38
2112023.05.07 22:56t/p500.10148.790147.815148.79040.8111412.19
2122023.05.07 22:56t/p510.10148.790147.815148.79025.6911437.88
2132023.07.21 12:00sell520.10157.6270.0000.000
2142023.07.21 12:00modify520.10157.627158.227156.127
2152023.07.24 07:30sell530.10156.9520.0000.000
2162023.07.24 07:30modify530.10156.952157.552156.127
2172023.07.24 07:30modify520.10157.627157.552156.127
2182023.07.24 07:31sell540.10156.7260.0000.000
2192023.07.24 07:31modify540.10156.726157.252156.127
2202023.07.24 07:31modify530.10156.952157.252156.127
2212023.07.24 07:31modify520.10157.627157.252156.127
2222023.07.24 09:05sell550.10156.4920.0000.000
2232023.07.24 09:05modify550.10156.492157.102156.127
2242023.07.24 09:05modify540.10156.726157.102156.127
2252023.07.24 09:05modify530.10156.952157.102156.127
2262023.07.24 09:05modify520.10157.627157.102156.127
2272023.07.25 09:57t/p520.10156.127157.102156.127100.8011538.69
2282023.07.25 09:57t/p530.10156.127157.102156.12755.5711594.26
2292023.07.25 09:57t/p540.10156.127157.102156.12739.9911634.25
2302023.07.25 09:57t/p550.10156.127157.102156.12723.8611658.11
2312023.07.27 20:00buy560.10152.5380.0000.000
2322023.07.27 20:00modify560.10152.538151.938154.038
2332023.07.28 01:00buy570.10153.2140.0000.000
2342023.07.28 01:00modify570.10153.214152.613154.038
2352023.07.28 01:00modify560.10152.538152.613154.038
2362023.07.28 03:28s/l560.10152.613152.613154.0385.9511664.06
2372023.07.28 03:28s/l570.10152.613152.613154.038-41.5011622.56
2382023.10.03 16:00buy580.10155.9470.0000.000
2392023.10.03 16:00modify580.10155.947155.347157.447
2402023.10.04 09:49buy590.10156.6230.0000.000
2412023.10.04 09:49modify590.10156.623156.022157.447
2422023.10.04 09:49modify580.10155.947156.022157.447
2432023.10.06 04:16buy600.10156.8470.0000.000
2442023.10.06 04:16modify600.10156.847156.322157.447
2452023.10.06 04:16modify590.10156.623156.322157.447
2462023.10.06 04:16modify580.10155.947156.322157.447
2472023.10.06 07:31buy610.10157.0730.0000.000
2482023.10.06 07:31modify610.10157.073156.472157.447
2492023.10.06 07:31modify600.10156.847156.472157.447
2502023.10.06 07:31modify590.10156.623156.472157.447
2512023.10.06 07:31modify580.10155.947156.472157.447
2522023.10.06 11:49t/p580.10157.447156.472157.447107.4411730.00
2532023.10.06 11:49t/p590.10157.447156.472157.44759.9911789.99
2542023.10.06 11:49t/p600.10157.447156.472157.44741.4211831.41
2552023.10.06 11:49t/p610.10157.447156.472157.44725.8211857.23
2562023.10.31 12:00sell620.10160.6150.0000.000
2572023.10.31 12:00modify620.10160.615161.215159.115
2582023.10.31 17:08sell630.10159.9350.0000.000
2592023.10.31 17:08modify630.10159.935160.540159.115
2602023.10.31 17:08modify620.10160.615160.540159.115
2612023.11.01 08:19sell640.10159.7150.0000.000
2622023.11.01 08:19modify640.10159.715160.240159.115
2632023.11.01 08:19modify630.10159.935160.240159.115
2642023.11.01 08:19modify620.10160.615160.240159.115
2652023.11.01 10:24sell650.10159.4880.0000.000
2662023.11.01 10:24modify650.10159.488160.090159.115
2672023.11.01 10:24modify640.10159.715160.090159.115
2682023.11.01 10:24modify630.10159.935160.090159.115
2692023.11.01 10:24modify620.10160.615160.090159.115
2702023.11.01 15:58t/p620.10159.115160.090159.115102.1011959.33
2712023.11.01 15:58t/p630.10159.115160.090159.11555.2312014.56
2722023.11.01 15:58t/p640.10159.115160.090159.11541.3612055.92
2732023.11.01 15:58t/p650.10159.115160.090159.11525.7212081.64