Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:00 (2023.03.01 - 2024.03.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=11; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test6548Ticks modelled47431402Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit671.10Gross profit1122.59Gross loss-451.48
Profit factor2.49Expected payoff15.25
Absolute drawdown109.66Maximal drawdown293.85 (2.89%)Relative drawdown2.89% (293.85)
Total trades44Short positions (won %)25 (52.00%)Long positions (won %)19 (57.89%)
Profit trades (% of total)24 (54.55%)Loss trades (% of total)20 (45.45%)
Largestprofit trade96.21loss trade-88.44
Averageprofit trade46.77loss trade-22.57
Maximumconsecutive wins (profit in money)5 (255.33)consecutive losses (loss in money)3 (-112.11)
Maximalconsecutive profit (count of wins)255.33 (5)consecutive loss (count of losses)-112.11 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.15 15:00buy10.10140.2680.0000.000
22023.03.15 15:00modify10.10140.268138.968141.668
32023.03.15 18:27buy20.10140.9690.0000.000
42023.03.15 18:27modify20.10140.969140.338141.668
52023.03.15 18:27modify10.10140.268140.338141.668
62023.03.15 18:27buy30.10141.0420.0000.000
72023.03.15 18:27modify30.10141.042140.828141.668
82023.03.15 18:27modify20.10140.969140.828141.668
92023.03.15 18:27modify10.10140.268140.828141.668
102023.03.15 18:28buy40.10141.2680.0000.000
112023.03.15 18:28modify40.10141.268140.758141.668
122023.03.15 18:28modify30.10141.042140.758141.668
132023.03.15 18:28modify20.10140.969140.758141.668
142023.03.15 18:28modify10.10140.268140.758141.668
152023.03.15 23:50s/l10.10140.758140.758141.66832.8810032.88
162023.03.15 23:50s/l20.10140.758140.758141.668-14.1610018.72
172023.03.15 23:50s/l30.10140.758140.758141.668-19.069999.66
182023.03.15 23:50s/l40.10140.758140.758141.668-34.239965.43
192023.03.21 13:00sell50.10142.5570.0000.000
202023.03.21 13:00modify50.10142.557143.857141.157
212023.03.23 18:38sell60.10141.8560.0000.000
222023.03.23 18:38modify60.10141.856142.487141.157
232023.03.23 18:38modify50.10142.557142.487141.157
242023.03.23 18:40sell70.10141.7870.0000.000
252023.03.23 18:40modify70.10141.787141.997141.157
262023.03.23 18:40modify60.10141.856141.997141.157
272023.03.23 18:40modify50.10142.557141.997141.157
282023.03.23 18:53sell80.10141.5770.0000.000
292023.03.23 18:53modify80.10141.577142.067141.157
302023.03.23 18:53modify70.10141.787142.067141.157
312023.03.23 18:53modify60.10141.856142.067141.157
322023.03.23 18:53modify50.10142.557142.067141.157
332023.03.23 19:00s/l50.10142.067142.067141.15727.829993.25
342023.03.23 19:00s/l60.10142.067142.067141.157-14.159979.10
352023.03.23 19:00s/l70.10142.067142.067141.157-18.789960.32
362023.03.23 19:00s/l80.10142.067142.067141.157-32.869927.46
372023.03.24 11:00buy90.10139.3680.0000.000
382023.03.24 11:00modify90.10139.368138.068140.768
392023.03.24 13:28buy100.10140.0680.0000.000
402023.03.24 13:28modify100.10140.068139.438140.768
412023.03.24 13:28modify90.10139.368139.438140.768
422023.03.24 13:29buy110.10140.1390.0000.000
432023.03.24 13:29modify110.10140.139139.928140.768
442023.03.24 13:29modify100.10140.068139.928140.768
452023.03.24 13:29modify90.10139.368139.928140.768
462023.03.24 13:29buy120.10140.3490.0000.000
472023.03.24 13:29modify120.10140.349139.858140.768
482023.03.24 13:29modify110.10140.139139.858140.768
492023.03.24 13:29modify100.10140.068139.858140.768
502023.03.24 13:29modify90.10139.368139.858140.768
512023.03.24 16:03t/p90.10140.768139.858140.76893.9510021.41
522023.03.24 16:03t/p100.10140.768139.858140.76846.9810068.39
532023.03.24 16:03t/p110.10140.768139.858140.76842.2110110.60
542023.03.24 16:03t/p120.10140.768139.858140.76828.1210138.72
552023.03.30 14:00sell130.10144.8380.0000.000
562023.03.30 14:00modify130.10144.838146.138143.438
572023.03.31 18:39sell140.10144.1380.0000.000
582023.03.31 18:39modify140.10144.138144.768143.438
592023.03.31 18:39modify130.10144.838144.768143.438
602023.03.31 18:52sell150.10144.0650.0000.000
612023.03.31 18:52modify150.10144.065144.278143.438
622023.03.31 18:52modify140.10144.138144.278143.438
632023.03.31 18:52modify130.10144.838144.278143.438
642023.04.02 21:04s/l130.10144.278144.278143.43836.2910175.01
652023.04.02 21:04s/l140.10144.278144.278143.438-9.3910165.62
662023.04.02 21:04s/l150.10144.278144.278143.438-14.2810151.34
672023.06.15 17:00sell160.10153.5550.0000.000
682023.06.15 17:00modify160.10153.555154.855152.155
692023.06.16 13:31s/l160.10154.855154.855152.155-88.4410062.90
702023.08.10 15:00sell170.10159.0920.0000.000
712023.08.10 15:00modify170.10159.092160.392157.692
722023.08.14 01:03sell180.10158.3790.0000.000
732023.08.14 01:03modify180.10158.379159.022157.692
742023.08.14 01:03modify170.10159.092159.022157.692
752023.08.14 01:03sell190.10158.3220.0000.000
762023.08.14 01:03modify190.10158.322158.532157.692
772023.08.14 01:03modify180.10158.379158.532157.692
782023.08.14 01:03modify170.10159.092158.532157.692
792023.08.14 01:16s/l170.10158.532158.532157.69235.0310097.93
802023.08.14 01:16s/l180.10158.532158.532157.692-10.2610087.67
812023.08.14 01:16s/l190.10158.532158.532157.692-14.0810073.59
822023.08.23 12:00buy200.10157.2580.0000.000
832023.08.23 12:00modify200.10157.258155.958158.658
842023.08.24 11:15buy210.10157.9590.0000.000
852023.08.24 11:15modify210.10157.959157.328158.658
862023.08.24 11:15modify200.10157.258157.328158.658
872023.08.24 13:26buy220.10158.0280.0000.000
882023.08.24 13:26modify220.10158.028157.818158.658
892023.08.24 13:26modify210.10157.959157.818158.658
902023.08.24 13:26modify200.10157.258157.818158.658
912023.08.24 14:13s/l200.10157.818157.818158.65839.8310113.42
922023.08.24 14:13s/l210.10157.818157.818158.658-9.4610103.96
932023.08.24 14:13s/l220.10157.818157.818158.658-14.0910089.87
942023.09.14 18:00buy230.10156.8480.0000.000
952023.09.14 18:00modify230.10156.848155.548158.248
962023.09.15 07:39buy240.10157.5490.0000.000
972023.09.15 07:39modify240.10157.549156.918158.248
982023.09.15 07:39modify230.10156.848156.918158.248
992023.09.15 08:02buy250.10157.6220.0000.000
1002023.09.15 08:02modify250.10157.622157.408158.248
1012023.09.15 08:02modify240.10157.549157.408158.248
1022023.09.15 08:02modify230.10156.848157.408158.248
1032023.09.15 14:06buy260.10157.8290.0000.000
1042023.09.15 14:06modify260.10157.829157.338158.248
1052023.09.15 14:06modify250.10157.622157.338158.248
1062023.09.15 14:06modify240.10157.549157.338158.248
1072023.09.15 14:06modify230.10156.848157.338158.248
1082023.09.19 12:06t/p230.10158.248157.338158.24896.2110186.08
1092023.09.19 12:06t/p240.10158.248157.338158.24848.4210234.49
1102023.09.19 12:06t/p250.10158.248157.338158.24843.5210278.01
1112023.09.19 12:06t/p260.10158.248157.338158.24829.6310307.64
1122023.10.31 11:00sell270.10160.6870.0000.000
1132023.10.31 11:00modify270.10160.687161.987159.287
1142023.10.31 16:09sell280.10159.9860.0000.000
1152023.10.31 16:09modify280.10159.986160.617159.287
1162023.10.31 16:09modify270.10160.687160.617159.287
1172023.10.31 17:08sell290.10159.9150.0000.000
1182023.10.31 17:08modify290.10159.915160.127159.287
1192023.10.31 17:08modify280.10159.986160.127159.287
1202023.10.31 17:08modify270.10160.687160.127159.287
1212023.10.31 17:20s/l270.10160.127160.127159.28737.5610345.20
1222023.10.31 17:20s/l280.10160.127160.127159.287-9.4510335.75
1232023.10.31 17:20s/l290.10160.127160.127159.287-14.2110321.54
1242023.11.14 19:00sell300.10163.6270.0000.000
1252023.11.14 19:00modify300.10163.627164.927162.227
1262023.11.17 08:02sell310.10162.9270.0000.000
1272023.11.17 08:02modify310.10162.927163.557162.227
1282023.11.17 08:02modify300.10163.627163.557162.227
1292023.11.17 08:04sell320.10162.8540.0000.000
1302023.11.17 08:04modify320.10162.854163.067162.227
1312023.11.17 08:04modify310.10162.927163.067162.227
1322023.11.17 08:04modify300.10163.627163.067162.227
1332023.11.17 08:37sell330.10162.6460.0000.000
1342023.11.17 08:37modify330.10162.646163.137162.227
1352023.11.17 08:37modify320.10162.854163.137162.227
1362023.11.17 08:37modify310.10162.927163.137162.227
1372023.11.17 08:37modify300.10163.627163.137162.227
1382023.11.17 10:18t/p300.10162.227163.137162.22787.5810409.11
1392023.11.17 10:18t/p310.10162.227163.137162.22746.9410456.05
1402023.11.17 10:18t/p320.10162.227163.137162.22742.0510498.10
1412023.11.17 10:18t/p330.10162.227163.137162.22728.1010526.20
1422023.12.07 12:00buy340.10156.2270.0000.000
1432023.12.07 12:00modify340.10156.227154.927157.627
1442023.12.07 17:46s/l340.10154.927154.927157.627-87.2310438.97
1452023.12.07 19:00buy350.10155.0850.0000.000
1462023.12.07 19:00modify350.10155.085153.785156.485
1472023.12.08 10:54buy360.10155.7860.0000.000
1482023.12.08 10:54modify360.10155.786155.155156.485
1492023.12.08 10:54modify350.10155.085155.155156.485
1502023.12.08 11:08buy370.10155.8550.0000.000
1512023.12.08 11:08modify370.10155.855155.645156.485
1522023.12.08 11:08modify360.10155.786155.645156.485
1532023.12.08 11:08modify350.10155.085155.645156.485
1542023.12.08 12:07s/l350.10155.645155.645156.48538.3310477.31
1552023.12.08 12:07s/l360.10155.645155.645156.485-9.4610467.85
1562023.12.08 12:07s/l370.10155.645155.645156.485-14.0910453.76
1572023.12.19 12:00sell380.10158.3550.0000.000
1582023.12.19 12:00modify380.10158.355159.655156.955
1592023.12.19 16:31sell390.10157.6540.0000.000
1602023.12.19 16:31modify390.10157.654158.285156.955
1612023.12.19 16:31modify380.10158.355158.285156.955
1622023.12.20 03:54sell400.10157.5850.0000.000
1632023.12.20 03:54modify400.10157.585157.795156.955
1642023.12.20 03:54modify390.10157.654157.795156.955
1652023.12.20 03:54modify380.10158.355157.795156.955
1662023.12.20 04:41sell410.10157.3750.0000.000
1672023.12.20 04:41modify410.10157.375157.865156.955
1682023.12.20 04:41modify400.10157.585157.865156.955
1692023.12.20 04:41modify390.10157.654157.865156.955
1702023.12.20 04:41modify380.10158.355157.865156.955
1712023.12.20 11:08t/p380.10156.955157.865156.95592.6210546.38
1722023.12.20 11:08t/p390.10156.955157.865156.95545.6110591.99
1732023.12.20 11:08t/p400.10156.955157.865156.95542.2410634.23
1742023.12.20 11:08t/p410.10156.955157.865156.95528.1610662.39
1752024.01.10 17:00sell420.10159.6600.0000.000
1762024.01.10 17:00modify420.10159.660160.960158.260
1772024.01.12 12:01sell430.10158.9580.0000.000
1782024.01.12 12:01modify430.10158.958159.590158.260
1792024.01.12 12:01modify420.10159.660159.590158.260
1802024.01.12 12:41sell440.10158.8870.0000.000
1812024.01.12 12:41modify440.10158.887159.100158.260
1822024.01.12 12:41modify430.10158.958159.100158.260
1832024.01.12 12:41modify420.10159.660159.100158.260
1842024.01.12 13:01s/l420.10159.100159.100158.26032.5210694.90
1852024.01.12 13:01s/l430.10159.100159.100158.260-9.5210685.38
1862024.01.12 13:01s/l440.10159.100159.100158.260-14.2810671.10