Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; 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=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; 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 test1915Ticks modelled47431402Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1331.93Gross profit2204.05Gross loss-872.12
Profit factor2.53Expected payoff17.30
Absolute drawdown204.73Maximal drawdown317.72 (3.14%)Relative drawdown3.14% (317.72)
Total trades77Short positions (won %)53 (60.38%)Long positions (won %)24 (66.67%)
Profit trades (% of total)48 (62.34%)Loss trades (% of total)29 (37.66%)
Largestprofit trade104.42loss trade-39.83
Averageprofit trade45.92loss trade-30.07
Maximumconsecutive wins (profit in money)18 (943.51)consecutive losses (loss in money)5 (-113.71)
Maximalconsecutive profit (count of wins)943.51 (18)consecutive loss (count of losses)-142.94 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.24 12:00buy10.10139.6320.0000.000
22023.03.24 12:00modify10.10139.632139.132141.132
32023.03.24 13:29buy20.10140.2330.0000.000
42023.03.24 13:29modify20.10140.233139.707141.132
52023.03.24 13:29modify10.10139.632139.707141.132
62023.03.24 14:00buy30.10140.5360.0000.000
72023.03.24 14:00modify30.10140.536140.007141.132
82023.03.24 14:00modify20.10140.233140.007141.132
92023.03.24 14:00modify10.10139.632140.007141.132
102023.03.24 15:11s/l10.10140.007140.007141.13225.1610025.16
112023.03.24 15:11s/l20.10140.007140.007141.132-15.1710009.99
122023.03.24 15:11s/l30.10140.007140.007141.132-35.509974.49
132023.03.29 20:00sell40.10143.9720.0000.000
142023.03.29 20:00modify40.10143.972144.472142.472
152023.03.30 07:03sell50.10143.3720.0000.000
162023.03.30 07:03modify50.10143.372143.897142.472
172023.03.30 07:03modify40.10143.972143.897142.472
182023.03.30 08:08s/l40.10143.897143.897142.4721.259975.74
192023.03.30 08:08s/l50.10143.897143.897142.472-35.219940.53
202023.03.30 16:00sell60.10144.6260.0000.000
212023.03.30 16:00modify60.10144.626145.126143.126
222023.03.30 23:48s/l60.10145.126145.126143.126-33.539907.00
232023.04.11 20:00sell70.10145.9040.0000.000
242023.04.11 20:00modify70.10145.904146.404144.404
252023.04.12 06:01s/l70.10146.404146.404144.404-34.799872.21
262023.04.13 12:00sell80.10146.8020.0000.000
272023.04.13 12:00modify80.10146.802147.302145.302
282023.04.13 13:22sell90.10146.2010.0000.000
292023.04.13 13:22modify90.10146.201146.727145.302
302023.04.13 13:22modify80.10146.802146.727145.302
312023.04.14 05:35s/l80.10146.727146.727145.3023.779875.98
322023.04.14 05:35s/l90.10146.727146.727145.302-36.539839.45
332023.04.28 16:00sell100.10150.0420.0000.000
342023.04.28 16:00modify100.10150.042150.542148.542
352023.05.01 00:21s/l100.10150.542150.542148.542-34.799804.66
362023.05.04 16:00buy110.10147.2900.0000.000
372023.05.04 16:00modify110.10147.290146.790148.790
382023.05.04 17:37buy120.10147.8910.0000.000
392023.05.04 17:37modify120.10147.891147.365148.790
402023.05.04 17:37modify110.10147.290147.365148.790
412023.05.05 12:30buy130.10148.1990.0000.000
422023.05.05 12:30modify130.10148.199147.665148.790
432023.05.05 12:30modify120.10147.891147.665148.790
442023.05.05 12:30modify110.10147.290147.665148.790
452023.05.05 14:56buy140.10148.4910.0000.000
462023.05.05 14:56modify140.10148.491148.040148.790
472023.05.05 14:56modify130.10148.199148.040148.790
482023.05.05 14:56modify120.10147.891148.040148.790
492023.05.05 14:56modify110.10147.290148.040148.790
502023.05.07 22:56t/p110.10148.790148.040148.790101.419906.07
512023.05.07 22:56t/p120.10148.790148.040148.79061.089967.15
522023.05.07 22:56t/p130.10148.790148.040148.79039.6610006.81
532023.05.07 22:56t/p140.10148.790148.040148.79020.0710026.88
542023.05.17 20:00sell150.10149.1710.0000.000
552023.05.17 20:00modify150.10149.171149.671147.671
562023.05.19 12:44s/l150.10149.671149.671147.671-38.579988.31
572023.05.31 16:00buy160.10148.9240.0000.000
582023.05.31 16:00modify160.10148.924148.424150.424
592023.06.01 09:09buy170.10149.5250.0000.000
602023.06.01 09:09modify170.10149.525148.999150.424
612023.06.01 09:09modify160.10148.924148.999150.424
622023.06.01 12:38s/l160.10148.999148.999150.4247.299995.60
632023.06.01 12:38s/l170.10148.999148.999150.424-35.309960.30
642023.06.13 20:00sell180.10151.3060.0000.000
652023.06.13 20:00modify180.10151.306151.806149.806
662023.06.14 20:37s/l180.10151.806151.806149.806-34.799925.51
672023.06.22 16:00sell190.10156.4990.0000.000
682023.06.22 16:00modify190.10156.499156.999154.999
692023.06.23 07:17sell200.10155.8990.0000.000
702023.06.23 07:17modify200.10155.899156.424154.999
712023.06.23 07:17modify190.10156.499156.424154.999
722023.06.23 07:27sell210.10155.5990.0000.000
732023.06.23 07:27modify210.10155.599156.124154.999
742023.06.23 07:27modify200.10155.899156.124154.999
752023.06.23 07:27modify190.10156.499156.124154.999
762023.06.23 07:30sell220.10155.2750.0000.000
772023.06.23 07:30modify220.10155.275155.749154.999
782023.06.23 07:30modify210.10155.599155.749154.999
792023.06.23 07:30modify200.10155.899155.749154.999
802023.06.23 07:30modify190.10156.499155.749154.999
812023.06.23 10:26s/l190.10155.749155.749154.99949.049974.55
822023.06.23 10:26s/l200.10155.749155.749154.99910.069984.61
832023.06.23 10:26s/l210.10155.749155.749154.999-10.069974.55
842023.06.23 10:26s/l220.10155.749155.749154.999-31.799942.76
852023.06.27 16:00sell230.10157.8280.0000.000
862023.06.27 16:00modify230.10157.828158.328156.328
872023.06.28 15:57sell240.10157.2270.0000.000
882023.06.28 15:57modify240.10157.227157.753156.328
892023.06.28 15:57modify230.10157.828157.753156.328
902023.06.29 07:00s/l230.10157.753157.753156.328-0.019942.75
912023.06.29 07:00s/l240.10157.753157.753156.328-39.059903.70
922023.07.25 16:00buy250.10155.7250.0000.000
932023.07.25 16:00modify250.10155.725155.225157.225
942023.07.26 11:41s/l250.10155.225155.225157.225-32.809870.90
952023.07.26 12:00buy260.10155.3200.0000.000
962023.07.26 12:00modify260.10155.320154.820156.820
972023.07.27 08:56buy270.10155.9210.0000.000
982023.07.27 08:56modify270.10155.921155.395156.820
992023.07.27 08:56modify260.10155.320155.395156.820
1002023.07.27 10:55buy280.10156.2200.0000.000
1012023.07.27 10:55modify280.10156.220155.695156.820
1022023.07.27 10:55modify270.10155.921155.695156.820
1032023.07.27 10:55modify260.10155.320155.695156.820
1042023.07.27 12:17s/l260.10155.695155.695156.82027.439898.33
1052023.07.27 12:17s/l270.10155.695155.695156.820-15.169883.17
1062023.07.27 12:17s/l280.10155.695155.695156.820-35.229847.95
1072023.07.27 20:00buy290.10152.5380.0000.000
1082023.07.27 20:00modify290.10152.538152.038154.038
1092023.07.27 20:41buy300.10153.1380.0000.000
1102023.07.27 20:41modify300.10153.138152.613154.038
1112023.07.27 20:41modify290.10152.538152.613154.038
1122023.07.27 22:05s/l290.10152.613152.613154.0385.049852.99
1132023.07.27 22:05s/l300.10152.613152.613154.038-35.239817.76
1142023.08.21 20:00sell310.10159.3270.0000.000
1152023.08.21 20:00modify310.10159.327159.827157.827
1162023.08.22 09:55sell320.10158.7270.0000.000
1172023.08.22 09:55modify320.10158.727159.252157.827
1182023.08.22 09:55modify310.10159.327159.252157.827
1192023.08.22 13:57sell330.10158.4260.0000.000
1202023.08.22 13:57modify330.10158.426158.952157.827
1212023.08.22 13:57modify320.10158.727158.952157.827
1222023.08.22 13:57modify310.10159.327158.952157.827
1232023.08.22 14:45sell340.10158.1270.0000.000
1242023.08.22 14:45modify340.10158.127158.577157.827
1252023.08.22 14:45modify330.10158.426158.577157.827
1262023.08.22 14:45modify320.10158.727158.577157.827
1272023.08.22 14:45modify310.10159.327158.577157.827
1282023.08.23 07:31t/p310.10157.827158.577157.82798.079915.83
1292023.08.23 07:31t/p320.10157.827158.577157.82759.109974.93
1302023.08.23 07:31t/p330.10157.827158.577157.82738.9110013.84
1312023.08.23 07:31t/p340.10157.827158.577157.82718.8610032.70
1322023.08.30 20:00sell350.10159.7500.0000.000
1332023.08.30 20:00modify350.10159.750160.250158.250
1342023.08.31 07:01sell360.10159.1480.0000.000
1352023.08.31 07:01modify360.10159.148159.675158.250
1362023.08.31 07:01modify350.10159.750159.675158.250
1372023.08.31 07:12sell370.10158.8500.0000.000
1382023.08.31 07:12modify370.10158.850159.375158.250
1392023.08.31 07:12modify360.10159.148159.375158.250
1402023.08.31 07:12modify350.10159.750159.375158.250
1412023.08.31 09:03sell380.10158.5470.0000.000
1422023.08.31 09:03modify380.10158.547159.000158.250
1432023.08.31 09:03modify370.10158.850159.000158.250
1442023.08.31 09:03modify360.10159.148159.000158.250
1452023.08.31 09:03modify350.10159.750159.000158.250
1462023.08.31 14:50t/p350.10158.250159.000158.25096.8110129.51
1472023.08.31 14:50t/p360.10158.250159.000158.25060.2210189.73
1482023.08.31 14:50t/p370.10158.250159.000158.25040.2410229.97
1492023.08.31 14:50t/p380.10158.250159.000158.25019.9210249.89
1502023.09.14 16:00buy390.10156.9000.0000.000
1512023.09.14 16:00modify390.10156.900156.400158.400
1522023.09.15 07:08buy400.10157.5020.0000.000
1532023.09.15 07:08modify400.10157.502156.975158.400
1542023.09.15 07:08modify390.10156.900156.975158.400
1552023.09.15 14:05buy410.10157.8000.0000.000
1562023.09.15 14:05modify410.10157.800157.275158.400
1572023.09.15 14:05modify400.10157.502157.275158.400
1582023.09.15 14:05modify390.10156.900157.275158.400
1592023.09.19 11:09buy420.10158.1000.0000.000
1602023.09.19 11:09modify420.10158.100157.650158.400
1612023.09.19 11:09modify410.10157.800157.650158.400
1622023.09.19 11:09modify400.10157.502157.650158.400
1632023.09.19 11:09modify390.10156.900157.650158.400
1642023.09.20 07:46t/p390.10158.400157.650158.400103.6710353.56
1652023.09.20 07:46t/p400.10158.400157.650158.40062.5210416.08
1662023.09.20 07:46t/p410.10158.400157.650158.40042.5210458.60
1672023.09.20 07:46t/p420.10158.400157.650158.40020.8810479.48
1682023.10.03 16:00buy430.10155.9470.0000.000
1692023.10.03 16:00modify430.10155.947155.447157.447
1702023.10.04 09:17buy440.10156.5470.0000.000
1712023.10.04 09:17modify440.10156.547156.022157.447
1722023.10.04 09:17modify430.10155.947156.022157.447
1732023.10.06 04:16buy450.10156.8470.0000.000
1742023.10.06 04:16modify450.10156.847156.322157.447
1752023.10.06 04:16modify440.10156.547156.322157.447
1762023.10.06 04:16modify430.10155.947156.322157.447
1772023.10.06 08:12buy460.10157.1470.0000.000
1782023.10.06 08:12modify460.10157.147156.697157.447
1792023.10.06 08:12modify450.10156.847156.697157.447
1802023.10.06 08:12modify440.10156.547156.697157.447
1812023.10.06 08:12modify430.10155.947156.697157.447
1822023.10.06 11:49t/p430.10157.447156.697157.447104.4210583.90
1832023.10.06 11:49t/p440.10157.447156.697157.44763.4010647.30
1842023.10.06 11:49t/p450.10157.447156.697157.44740.2610687.56
1852023.10.06 11:49t/p460.10157.447156.697157.44720.1310707.69
1862023.10.06 16:00sell470.10157.9540.0000.000
1872023.10.06 16:00modify470.10157.954158.454156.454
1882023.10.08 21:25sell480.10157.3280.0000.000
1892023.10.08 21:25modify480.10157.328157.879156.454
1902023.10.08 21:25modify470.10157.954157.879156.454
1912023.10.09 07:14sell490.10157.0530.0000.000
1922023.10.09 07:14modify490.10157.053157.579156.454
1932023.10.09 07:14modify480.10157.328157.579156.454
1942023.10.09 07:14modify470.10157.954157.579156.454
1952023.10.09 14:29sell500.10156.7540.0000.000
1962023.10.09 14:29modify500.10156.754157.204156.454
1972023.10.09 14:29modify490.10157.053157.204156.454
1982023.10.09 14:29modify480.10157.328157.204156.454
1992023.10.09 14:29modify470.10157.954157.204156.454
2002023.10.10 00:46s/l470.10157.204157.204156.45447.7810755.47
2012023.10.10 00:46s/l480.10157.204157.204156.4545.8010761.27
2022023.10.10 00:46s/l490.10157.204157.204156.454-11.3810749.89
2032023.10.10 00:46s/l500.10157.204157.204156.454-31.4310718.46
2042023.10.23 16:00sell510.10159.4530.0000.000
2052023.10.23 16:00modify510.10159.453159.953157.953
2062023.10.24 13:45sell520.10158.8510.0000.000
2072023.10.24 13:45modify520.10158.851159.378157.953
2082023.10.24 13:45modify510.10159.453159.378157.953
2092023.10.24 16:49sell530.10158.5530.0000.000
2102023.10.24 16:49modify530.10158.553159.078157.953
2112023.10.24 16:49modify520.10158.851159.078157.953
2122023.10.24 16:49modify510.10159.453159.078157.953
2132023.10.26 06:47sell540.10158.2430.0000.000
2142023.10.26 06:47modify540.10158.243158.703157.953
2152023.10.26 06:47modify530.10158.553158.703157.953
2162023.10.26 06:47modify520.10158.851158.703157.953
2172023.10.26 06:47modify510.10159.453158.703157.953
2182023.10.26 07:15s/l510.10158.703158.703157.95343.9910762.45
2192023.10.26 07:15s/l520.10158.703158.703157.9534.8810767.33
2202023.10.26 07:15s/l530.10158.703158.703157.953-15.1010752.23
2212023.10.26 07:15s/l540.10158.703158.703157.953-30.8510721.38
2222023.10.31 12:00sell550.10160.6150.0000.000
2232023.10.31 12:00modify550.10160.615161.115159.115
2242023.10.31 14:00sell560.10160.0140.0000.000
2252023.10.31 14:00modify560.10160.014160.540159.115
2262023.10.31 14:00modify550.10160.615160.540159.115
2272023.11.01 08:19sell570.10159.7150.0000.000
2282023.11.01 08:19modify570.10159.715160.240159.115
2292023.11.01 08:19modify560.10160.014160.240159.115
2302023.11.01 08:19modify550.10160.615160.240159.115
2312023.11.01 11:17sell580.10159.4140.0000.000
2322023.11.01 11:17modify580.10159.414159.865159.115
2332023.11.01 11:17modify570.10159.715159.865159.115
2342023.11.01 11:17modify560.10160.014159.865159.115
2352023.11.01 11:17modify550.10160.615159.865159.115
2362023.11.01 15:58t/p550.10159.115159.865159.11599.3310820.71
2372023.11.01 15:58t/p560.10159.115159.865159.11559.0210879.73
2382023.11.01 15:58t/p570.10159.115159.865159.11540.2310919.96
2392023.11.01 15:58t/p580.10159.115159.865159.11520.0510940.01
2402023.11.08 16:00sell590.10161.4840.0000.000
2412023.11.08 16:00modify590.10161.484161.984159.984
2422023.11.13 00:54s/l590.10161.984161.984159.984-39.8310900.17
2432023.11.14 12:00sell600.10162.6460.0000.000
2442023.11.14 12:00modify600.10162.646163.146161.146
2452023.11.14 13:34s/l600.10163.146163.146161.146-33.5310866.64
2462023.12.01 16:00buy610.10159.9820.0000.000
2472023.12.01 16:00modify610.10159.982159.482161.482
2482023.12.03 23:05s/l610.10159.482159.482161.482-33.5510833.09
2492023.12.19 12:00sell620.10158.3550.0000.000
2502023.12.19 12:00modify620.10158.355158.855156.855
2512023.12.19 16:20sell630.10157.7550.0000.000
2522023.12.19 16:20modify630.10157.755158.280156.855
2532023.12.19 16:20modify620.10158.355158.280156.855
2542023.12.20 04:27sell640.10157.4490.0000.000
2552023.12.20 04:27modify640.10157.449157.980156.855
2562023.12.20 04:27modify630.10157.755157.980156.855
2572023.12.20 04:27modify620.10158.355157.980156.855
2582023.12.20 07:25sell650.10157.1550.0000.000
2592023.12.20 07:25modify650.10157.155157.605156.855
2602023.12.20 07:25modify640.10157.449157.605156.855
2612023.12.20 07:25modify630.10157.755157.605156.855
2622023.12.20 07:25modify620.10158.355157.605156.855
2632023.12.20 11:50t/p620.10156.855157.605156.85599.3310932.42
2642023.12.20 11:50t/p630.10156.855157.605156.85559.0910991.51
2652023.12.20 11:50t/p640.10156.855157.605156.85539.8311031.34
2662023.12.20 11:50t/p650.10156.855157.605156.85520.1211051.46
2672023.12.27 16:00sell660.10157.9490.0000.000
2682023.12.27 16:00modify660.10157.949158.449156.449
2692023.12.27 19:34sell670.10157.3480.0000.000
2702023.12.27 19:34modify670.10157.348157.874156.449
2712023.12.27 19:34modify660.10157.949157.874156.449
2722023.12.28 00:05sell680.10157.0480.0000.000
2732023.12.28 00:05modify680.10157.048157.574156.449
2742023.12.28 00:05modify670.10157.348157.574156.449
2752023.12.28 00:05modify660.10157.949157.574156.449
2762023.12.28 07:03sell690.10156.7490.0000.000
2772023.12.28 07:03modify690.10156.749157.199156.449
2782023.12.28 07:03modify680.10157.048157.199156.449
2792023.12.28 07:03modify670.10157.348157.199156.449
2802023.12.28 07:03modify660.10157.949157.199156.449
2812023.12.28 11:35t/p660.10156.449157.199156.44996.8111148.27
2822023.12.28 11:35t/p670.10156.449157.199156.44956.5111204.78
2832023.12.28 11:35t/p680.10156.449157.199156.44940.1711244.95
2842023.12.28 11:35t/p690.10156.449157.199156.44920.1211265.07
2852024.01.04 12:00sell700.10157.9320.0000.000
2862024.01.04 12:00modify700.10157.932158.432156.432
2872024.01.04 14:28s/l700.10158.432158.432156.432-33.5311231.54
2882024.01.10 16:00sell710.10159.6970.0000.000
2892024.01.10 16:00modify710.10159.697160.197158.197
2902024.01.11 14:27s/l710.10160.197160.197158.197-37.3111194.23
2912024.01.16 20:00sell720.10160.1140.0000.000
2922024.01.16 20:00modify720.10160.114160.614158.614
2932024.01.17 07:01s/l720.10160.614160.614158.614-34.7911159.44
2942024.02.08 16:00sell730.10160.8100.0000.000
2952024.02.08 16:00modify730.10160.810161.310159.310
2962024.02.13 13:34s/l730.10161.310161.310159.310-37.3111122.13
2972024.02.26 16:00sell740.10163.5720.0000.000
2982024.02.26 16:00modify740.10163.572164.072162.072
2992024.02.27 10:08sell750.10162.9700.0000.000
3002024.02.27 10:08modify750.10162.970163.497162.072
3012024.02.27 10:08modify740.10163.572163.497162.072
3022024.02.29 01:56sell760.10162.6720.0000.000
3032024.02.29 01:56modify760.10162.672163.197162.072
3042024.02.29 01:56modify750.10162.970163.197162.072
3052024.02.29 01:56modify740.10163.572163.197162.072
3062024.02.29 02:20sell770.10162.3720.0000.000
3072024.02.29 02:20modify770.10162.372162.822162.072
3082024.02.29 02:20modify760.10162.672162.822162.072
3092024.02.29 02:20modify750.10162.970162.822162.072
3102024.02.29 02:20modify740.10163.572162.822162.072
3112024.02.29 07:56t/p740.10162.072162.822162.07294.2911216.42
3122024.02.29 07:56t/p750.10162.072162.822162.07255.1811271.59
3132024.02.29 07:56t/p760.10162.072162.822162.07240.2311311.82
3142024.02.29 07:56t/p770.10162.072162.822162.07220.1111331.93