Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 modelled44854432Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit590.00Gross profit1003.05Gross loss-413.05
Profit factor2.43Expected payoff13.11
Absolute drawdown88.43Maximal drawdown352.22 (3.38%)Relative drawdown3.38% (352.22)
Total trades45Short positions (won %)22 (54.55%)Long positions (won %)23 (60.87%)
Profit trades (% of total)26 (57.78%)Loss trades (% of total)19 (42.22%)
Largestprofit trade98.00loss trade-95.89
Averageprofit trade38.58loss trade-21.74
Maximumconsecutive wins (profit in money)8 (406.10)consecutive losses (loss in money)3 (-125.04)
Maximalconsecutive profit (count of wins)406.10 (8)consecutive loss (count of losses)-125.04 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.10 16:00buy10.10147.5380.0000.000
22023.05.10 16:00modify10.10147.538146.038149.038
32023.05.16 13:43buy20.10148.2890.0000.000
42023.05.16 13:43modify20.10148.289148.063149.038
52023.05.16 13:43modify10.10147.538148.063149.038
62023.05.16 13:44buy30.10148.3640.0000.000
72023.05.16 13:44modify30.10148.364147.988149.038
82023.05.16 13:44modify20.10148.289147.988149.038
92023.05.16 13:44modify10.10147.538147.988149.038
102023.05.17 07:15buy40.10148.6650.0000.000
112023.05.17 07:15modify40.10148.665148.288149.038
122023.05.17 07:15modify30.10148.364148.288149.038
132023.05.17 07:15modify20.10148.289148.288149.038
142023.05.17 07:15modify10.10147.538148.288149.038
152023.05.17 07:25s/l10.10148.288148.288149.03851.6410051.64
162023.05.17 07:25s/l20.10148.288148.288149.0380.4710052.11
172023.05.17 07:25s/l30.10148.288148.288149.038-4.3310047.78
182023.05.17 07:25s/l40.10148.288148.288149.038-24.1010023.68
192023.08.10 15:00sell50.10159.0920.0000.000
202023.08.10 15:00modify50.10159.092160.592157.592
212023.08.14 01:03sell60.10158.3420.0000.000
222023.08.14 01:03modify60.10158.342158.567157.592
232023.08.14 01:03modify50.10159.092158.567157.592
242023.08.14 01:03sell70.10158.2670.0000.000
252023.08.14 01:03modify70.10158.267158.642157.592
262023.08.14 01:03modify60.10158.342158.642157.592
272023.08.14 01:03modify50.10159.092158.642157.592
282023.08.14 07:28s/l50.10158.642158.642157.59225.9710049.65
292023.08.14 07:28s/l60.10158.642158.642157.592-19.1810030.47
302023.08.14 07:28s/l70.10158.642158.642157.592-23.9710006.50
312023.08.23 12:00buy80.10157.2580.0000.000
322023.08.23 12:00modify80.10157.258155.758158.758
332023.08.24 11:24buy90.10158.0080.0000.000
342023.08.24 11:24modify90.10158.008157.783158.758
352023.08.24 11:24modify80.10157.258157.783158.758
362023.08.24 14:13s/l80.10157.783157.783158.75835.1410041.64
372023.08.24 14:13s/l90.10157.783157.783158.758-14.3910027.25
382023.08.31 18:00buy100.10157.8190.0000.000
392023.08.31 18:00modify100.10157.819156.319159.319
402023.09.13 01:04buy110.10158.5700.0000.000
412023.09.13 01:04modify110.10158.570158.344159.319
422023.09.13 01:04modify100.10157.819158.344159.319
432023.09.13 01:10buy120.10158.6440.0000.000
442023.09.13 01:10modify120.10158.644158.269159.319
452023.09.13 01:10modify110.10158.570158.269159.319
462023.09.13 01:10modify100.10157.819158.269159.319
472023.09.13 05:57s/l100.10158.269158.269159.31934.5710061.82
482023.09.13 05:57s/l110.10158.269158.269159.319-19.2510042.57
492023.09.13 05:57s/l120.10158.269158.269159.319-23.9810018.59
502023.09.14 18:00buy130.10156.8480.0000.000
512023.09.14 18:00modify130.10156.848155.348158.348
522023.09.15 07:56buy140.10157.5990.0000.000
532023.09.15 07:56modify140.10157.599157.373158.348
542023.09.15 07:56modify130.10156.848157.373158.348
552023.09.15 08:55buy150.10157.6730.0000.000
562023.09.15 08:55modify150.10157.673157.298158.348
572023.09.15 08:55modify140.10157.599157.298158.348
582023.09.15 08:55modify130.10156.848157.298158.348
592023.09.19 06:33buy160.10157.9730.0000.000
602023.09.19 06:33modify160.10157.973157.598158.348
612023.09.19 06:33modify150.10157.673157.598158.348
622023.09.19 06:33modify140.10157.599157.598158.348
632023.09.19 06:33modify130.10156.848157.598158.348
642023.09.20 07:40t/p130.10158.348157.598158.34898.0010116.59
652023.09.20 07:40t/p140.10158.348157.598158.34849.4610166.05
662023.09.20 07:40t/p150.10158.348157.598158.34844.7310210.79
672023.09.20 07:40t/p160.10158.348157.598158.34824.5010235.28
682023.10.10 11:00sell170.10157.7590.0000.000
692023.10.10 11:00modify170.10157.759159.259156.259
702023.10.15 21:11sell180.10157.0090.0000.000
712023.10.15 21:11modify180.10157.009157.234156.259
722023.10.15 21:11modify170.10157.759157.234156.259
732023.10.15 21:17s/l170.10157.234157.234156.25926.5810261.86
742023.10.15 21:17s/l180.10157.234157.234156.259-14.3810247.48
752023.10.31 11:00sell190.10160.6870.0000.000
762023.10.31 11:00modify190.10160.687162.187159.187
772023.10.31 17:08sell200.10159.9350.0000.000
782023.10.31 17:08modify200.10159.935160.162159.187
792023.10.31 17:08modify190.10160.687160.162159.187
802023.10.31 17:08sell210.10159.8590.0000.000
812023.10.31 17:08modify210.10159.859160.237159.187
822023.10.31 17:08modify200.10159.935160.237159.187
832023.10.31 17:08modify190.10160.687160.237159.187
842023.10.31 17:54s/l190.10160.237160.237159.18728.7610276.24
852023.10.31 17:54s/l200.10160.237160.237159.187-19.3110256.93
862023.10.31 17:54s/l210.10160.237160.237159.187-24.1710232.76
872023.11.14 19:00sell220.10163.6270.0000.000
882023.11.14 19:00modify220.10163.627165.127162.127
892023.11.17 08:02sell230.10162.8770.0000.000
902023.11.17 08:02modify230.10162.877163.102162.127
912023.11.17 08:02modify220.10163.627163.102162.127
922023.11.17 08:07sell240.10162.8000.0000.000
932023.11.17 08:07modify240.10162.800163.177162.127
942023.11.17 08:07modify230.10162.877163.177162.127
952023.11.17 08:07modify220.10163.627163.177162.127
962023.11.17 08:52sell250.10162.4980.0000.000
972023.11.17 08:52modify250.10162.498162.877162.127
982023.11.17 08:52modify240.10162.800162.877162.127
992023.11.17 08:52modify230.10162.877162.877162.127
1002023.11.17 08:52modify220.10163.627162.877162.127
1012023.11.17 15:31s/l220.10162.877162.877162.12740.9610273.73
1022023.11.17 15:31s/l230.10162.877162.877162.1270.0010273.73
1032023.11.17 15:31s/l240.10162.877162.877162.127-4.9210268.81
1042023.11.17 15:31s/l250.10162.877162.877162.127-24.2310244.58
1052023.12.07 12:00buy260.10156.2270.0000.000
1062023.12.07 12:00modify260.10156.227154.727157.727
1072023.12.07 17:46s/l260.10154.727154.727157.727-95.8910148.69
1082023.12.07 19:00buy270.10155.0850.0000.000
1092023.12.07 19:00modify270.10155.085153.585156.585
1102023.12.08 10:55buy280.10155.8370.0000.000
1112023.12.08 10:55modify280.10155.837155.610156.585
1122023.12.08 10:55modify270.10155.085155.610156.585
1132023.12.08 11:10buy290.10155.9100.0000.000
1142023.12.08 11:10modify290.10155.910155.535156.585
1152023.12.08 11:10modify280.10155.837155.535156.585
1162023.12.08 11:10modify270.10155.085155.535156.585
1172023.12.08 13:09s/l270.10155.535155.535156.58529.2910177.97
1182023.12.08 13:09s/l280.10155.535155.535156.585-19.3110158.66
1192023.12.08 13:09s/l290.10155.535155.535156.585-23.9810134.68
1202024.01.04 17:00sell300.10158.4180.0000.000
1212024.01.04 17:00modify300.10158.418159.918156.918
1222024.01.09 00:44sell310.10157.6680.0000.000
1232024.01.09 00:44modify310.10157.668157.893156.918
1242024.01.09 00:44modify300.10158.418157.893156.918
1252024.01.09 00:55sell320.10157.5920.0000.000
1262024.01.09 00:55modify320.10157.592157.968156.918
1272024.01.09 00:55modify310.10157.668157.968156.918
1282024.01.09 00:55modify300.10158.418157.968156.918
1292024.01.09 01:53sell330.10157.2930.0000.000
1302024.01.09 01:53modify330.10157.293157.668156.918
1312024.01.09 01:53modify320.10157.592157.668156.918
1322024.01.09 01:53modify310.10157.668157.668156.918
1332024.01.09 01:53modify300.10158.418157.668156.918
1342024.01.09 06:15s/l300.10157.668157.668156.91843.7510178.43
1352024.01.09 06:15s/l310.10157.668157.668156.9180.0010178.43
1362024.01.09 06:15s/l320.10157.668157.668156.918-4.8610173.57
1372024.01.09 06:15s/l330.10157.668157.668156.918-23.9710149.60
1382024.01.10 17:00sell340.10159.6600.0000.000
1392024.01.10 17:00modify340.10159.660161.160158.160
1402024.01.12 12:32sell350.10158.9100.0000.000
1412024.01.12 12:32modify350.10158.910159.135158.160
1422024.01.12 12:32modify340.10159.660159.135158.160
1432024.01.12 13:03s/l340.10159.135159.135158.16027.9810177.58
1442024.01.12 13:03s/l350.10159.135159.135158.160-14.3810163.20
1452024.03.08 12:00buy360.10160.8720.0000.000
1462024.03.08 12:00modify360.10160.872159.372162.372
1472024.03.13 08:53buy370.10161.6230.0000.000
1482024.03.13 08:53modify370.10161.623161.397162.372
1492024.03.13 08:53modify360.10160.872161.397162.372
1502024.03.13 09:15s/l360.10161.397161.397162.37235.1410198.34
1512024.03.13 09:15s/l370.10161.397161.397162.372-14.4510183.89
1522024.04.03 16:00sell380.10164.2140.0000.000
1532024.04.03 16:00modify380.10164.214165.714162.714
1542024.04.12 09:25sell390.10163.4610.0000.000
1552024.04.12 09:25modify390.10163.461163.689162.714
1562024.04.12 09:25modify380.10164.214163.689162.714
1572024.04.12 09:44sell400.10163.3840.0000.000
1582024.04.12 09:44modify400.10163.384163.764162.714
1592024.04.12 09:44modify390.10163.461163.764162.714
1602024.04.12 09:44modify380.10164.214163.764162.714
1612024.04.12 12:14sell410.10163.0870.0000.000
1622024.04.12 12:14modify410.10163.087163.464162.714
1632024.04.12 12:14modify400.10163.384163.464162.714
1642024.04.12 12:14modify390.10163.461163.464162.714
1652024.04.12 12:14modify380.10164.214163.464162.714
1662024.04.12 12:43t/p380.10162.714163.464162.71480.5210264.42
1672024.04.12 12:43t/p390.10162.714163.464162.71447.7510312.17
1682024.04.12 12:43t/p400.10162.714163.464162.71442.8310355.00
1692024.04.12 12:43t/p410.10162.714163.464162.71423.8410378.84
1702024.04.12 14:00buy420.10162.7770.0000.000
1712024.04.12 14:00modify420.10162.777161.277164.277
1722024.04.15 01:05buy430.10163.5280.0000.000
1732024.04.15 01:05modify430.10163.528163.302164.277
1742024.04.15 01:05modify420.10162.777163.302164.277
1752024.04.15 01:05buy440.10163.6020.0000.000
1762024.04.15 01:05modify440.10163.602163.227164.277
1772024.04.15 01:05modify430.10163.528163.227164.277
1782024.04.15 01:05modify420.10162.777163.227164.277
1792024.04.15 05:18buy450.10163.9060.0000.000
1802024.04.15 05:18modify450.10163.906163.527164.277
1812024.04.15 05:18modify440.10163.602163.527164.277
1822024.04.15 05:18modify430.10163.528163.527164.277
1832024.04.15 05:18modify420.10162.777163.527164.277
1842024.04.15 13:04t/p420.10164.277163.527164.27796.4210475.26
1852024.04.15 13:04t/p430.10164.277163.527164.27747.8810523.14
1862024.04.15 13:04t/p440.10164.277163.527164.27743.1510566.29
1872024.04.15 13:04t/p450.10164.277163.527164.27723.7110590.00