Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
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=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=8; 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 test6500Ticks modelled42373570Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit424.98Gross profit937.20Gross loss-512.22
Profit factor1.83Expected payoff8.02
Absolute drawdown100.83Maximal drawdown246.09 (2.40%)Relative drawdown2.40% (246.09)
Total trades53Short positions (won %)30 (63.33%)Long positions (won %)23 (65.22%)
Profit trades (% of total)34 (64.15%)Loss trades (% of total)19 (35.85%)
Largestprofit trade89.62loss trade-69.19
Averageprofit trade27.56loss trade-26.96
Maximumconsecutive wins (profit in money)6 (248.33)consecutive losses (loss in money)3 (-160.13)
Maximalconsecutive profit (count of wins)248.33 (6)consecutive loss (count of losses)-160.13 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.11 13:00buy10.10154.3010.0000.000
22023.07.11 13:00modify10.10154.301153.201155.701
32023.07.11 13:43buy20.10154.7930.0000.000
42023.07.11 13:43modify20.10154.793154.441155.701
52023.07.11 13:43modify10.10154.301154.441155.701
62023.07.11 15:31s/l10.10154.441154.441155.7018.8010008.80
72023.07.11 15:31s/l20.10154.441154.441155.701-22.159986.65
82023.07.31 10:00sell30.10156.9790.0000.000
92023.07.31 10:00modify30.10156.979158.079155.579
102023.07.31 16:18sell40.10156.4870.0000.000
112023.07.31 16:18modify40.10156.487156.839155.579
122023.07.31 16:18modify30.10156.979156.839155.579
132023.08.01 01:42s/l30.10156.839156.839155.5797.439994.08
142023.08.01 01:42s/l40.10156.839156.839155.579-23.529970.55
152023.08.10 15:00sell50.10159.0920.0000.000
162023.08.10 15:00modify50.10159.092160.192157.692
172023.08.11 14:00sell60.10158.5770.0000.000
182023.08.11 14:00modify60.10158.577158.952157.692
192023.08.11 14:00modify50.10159.092158.952157.692
202023.08.11 14:24s/l50.10158.952158.952157.6927.449977.99
212023.08.11 14:24s/l60.10158.952158.952157.692-23.599954.40
222023.08.23 12:00buy70.10157.2580.0000.000
232023.08.23 12:00modify70.10157.258156.158158.658
242023.08.24 04:32buy80.10157.7510.0000.000
252023.08.24 04:32modify80.10157.751157.398158.658
262023.08.24 04:32modify70.10157.258157.398158.658
272023.08.24 13:26buy90.10158.0280.0000.000
282023.08.24 13:26modify90.10158.028157.818158.658
292023.08.24 13:26modify80.10157.751157.818158.658
302023.08.24 13:26modify70.10157.258157.818158.658
312023.08.24 14:13s/l70.10157.818157.818158.65836.799991.19
322023.08.24 14:13s/l80.10157.818157.818158.6584.219995.40
332023.08.24 14:13s/l90.10157.818157.818158.658-13.219982.19
342023.08.31 11:00buy100.10158.6910.0000.000
352023.08.31 11:00modify100.10158.691157.591160.091
362023.09.01 01:09s/l100.10157.591157.591160.091-68.679913.51
372023.09.14 18:00buy110.10156.8480.0000.000
382023.09.14 18:00modify110.10156.848155.748158.248
392023.09.15 06:28buy120.10157.3380.0000.000
402023.09.15 06:28modify120.10157.338156.988158.248
412023.09.15 06:28modify110.10156.848156.988158.248
422023.09.15 08:02buy130.10157.6220.0000.000
432023.09.15 08:02modify130.10157.622157.408158.248
442023.09.15 08:02modify120.10157.338157.408158.248
452023.09.15 08:02modify110.10156.848157.408158.248
462023.09.15 14:06buy140.10157.8290.0000.000
472023.09.15 14:06modify140.10157.829157.338158.248
482023.09.15 14:06modify130.10157.622157.338158.248
492023.09.15 14:06modify120.10157.338157.338158.248
502023.09.15 14:06modify110.10156.848157.338158.248
512023.09.19 12:06t/p110.10158.248157.338158.24889.6210003.13
522023.09.19 12:06t/p120.10158.248157.338158.24858.2810061.41
532023.09.19 12:06t/p130.10158.248157.338158.24840.4110101.82
542023.09.19 12:06t/p140.10158.248157.338158.24827.3910129.21
552023.10.10 11:00sell150.10157.7590.0000.000
562023.10.10 11:00modify150.10157.759158.859156.359
572023.10.13 14:13sell160.10157.2670.0000.000
582023.10.13 14:13modify160.10157.267157.619156.359
592023.10.13 14:13modify150.10157.759157.619156.359
602023.10.15 21:24sell170.10156.9740.0000.000
612023.10.15 21:24modify170.10156.974157.199156.359
622023.10.15 21:24modify160.10157.267157.199156.359
632023.10.15 21:24modify150.10157.759157.199156.359
642023.10.15 21:51s/l150.10157.199157.199156.35928.3610157.57
652023.10.15 21:51s/l160.10157.199157.199156.3594.2810161.85
662023.10.15 21:51s/l170.10157.199157.199156.359-14.1510147.70
672023.10.31 11:00sell180.10160.6870.0000.000
682023.10.31 11:00modify180.10160.687161.787159.287
692023.10.31 13:15sell190.10160.1970.0000.000
702023.10.31 13:15modify190.10160.197160.547159.287
712023.10.31 13:15modify180.10160.687160.547159.287
722023.10.31 17:08sell200.10159.9150.0000.000
732023.10.31 17:08modify200.10159.915160.127159.287
742023.10.31 17:08modify190.10160.197160.127159.287
752023.10.31 17:08modify180.10160.687160.127159.287
762023.10.31 17:20s/l180.10160.127160.127159.28735.2310182.93
772023.10.31 17:20s/l190.10160.127160.127159.2874.4110187.34
782023.10.31 17:20s/l200.10160.127160.127159.287-13.3310174.01
792023.11.14 19:00sell210.10163.6270.0000.000
802023.11.14 19:00modify210.10163.627164.727162.227
812023.11.15 09:33sell220.10163.1330.0000.000
822023.11.15 09:33modify220.10163.133163.487162.227
832023.11.15 09:33modify210.10163.627163.487162.227
842023.11.15 13:30s/l210.10163.487163.487162.2277.4310181.43
852023.11.15 13:30s/l220.10163.487163.487162.227-22.2710159.16
862023.12.01 19:00buy230.10159.8340.0000.000
872023.12.01 19:00modify230.10159.834158.734161.234
882023.12.04 15:16s/l230.10158.734158.734161.234-68.6710090.49
892023.12.07 12:00buy240.10156.2270.0000.000
902023.12.07 12:00modify240.10156.227155.127157.627
912023.12.07 17:43s/l240.10155.127155.127157.627-69.1910021.30
922023.12.07 19:00buy250.10155.0850.0000.000
932023.12.07 19:00modify250.10155.085153.985156.485
942023.12.07 21:35buy260.10155.5750.0000.000
952023.12.07 21:35modify260.10155.575155.225156.485
962023.12.07 21:35modify250.10155.085155.225156.485
972023.12.07 23:07s/l250.10155.225155.225156.4858.8110030.11
982023.12.07 23:07s/l260.10155.225155.225156.485-22.0110008.10
992023.12.11 09:00sell270.10157.4190.0000.000
1002023.12.11 09:00modify270.10157.419158.519156.019
1012023.12.12 00:33sell280.10156.9230.0000.000
1022023.12.12 00:33modify280.10156.923157.279156.019
1032023.12.12 00:33modify270.10157.419157.279156.019
1042023.12.12 05:07sell290.10156.6460.0000.000
1052023.12.12 05:07modify290.10156.646156.859156.019
1062023.12.12 05:07modify280.10156.923156.859156.019
1072023.12.12 05:07modify270.10157.419156.859156.019
1082023.12.12 08:03s/l270.10156.859156.859156.01933.8510041.95
1092023.12.12 08:03s/l280.10156.859156.859156.0194.0210045.97
1102023.12.12 08:03s/l290.10156.859156.859156.019-13.4010032.57
1112023.12.18 16:00sell300.10156.1900.0000.000
1122023.12.18 16:00modify300.10156.190157.290154.790
1132023.12.19 00:02sell310.10155.6940.0000.000
1142023.12.19 00:02modify310.10155.694156.050154.790
1152023.12.19 00:02modify300.10156.190156.050154.790
1162023.12.19 00:33sell320.10155.4150.0000.000
1172023.12.19 00:33modify320.10155.415155.630154.790
1182023.12.19 00:33modify310.10155.694155.630154.790
1192023.12.19 00:33modify300.10156.190155.630154.790
1202023.12.19 00:50s/l300.10155.630155.630154.79033.8510066.41
1212023.12.19 00:50s/l310.10155.630155.630154.7904.0210070.43
1222023.12.19 00:50s/l320.10155.630155.630154.790-13.5210056.91
1232023.12.19 12:00sell330.10158.3550.0000.000
1242023.12.19 12:00modify330.10158.355159.455156.955
1252023.12.19 15:07sell340.10157.8650.0000.000
1262023.12.19 15:07modify340.10157.865158.215156.955
1272023.12.19 15:07modify330.10158.355158.215156.955
1282023.12.20 03:54sell350.10157.5850.0000.000
1292023.12.20 03:54modify350.10157.585157.795156.955
1302023.12.20 03:54modify340.10157.865157.795156.955
1312023.12.20 03:54modify330.10158.355157.795156.955
1322023.12.20 04:41sell360.10157.3750.0000.000
1332023.12.20 04:41modify360.10157.375157.865156.955
1342023.12.20 04:41modify350.10157.585157.865156.955
1352023.12.20 04:41modify340.10157.865157.865156.955
1362023.12.20 04:41modify330.10158.355157.865156.955
1372023.12.20 11:08t/p330.10156.955157.865156.95586.6810143.59
1382023.12.20 11:08t/p340.10156.955157.865156.95555.8610199.45
1392023.12.20 11:08t/p350.10156.955157.865156.95539.6210239.07
1402023.12.20 11:08t/p360.10156.955157.865156.95526.4110265.48
1412024.01.04 17:00sell370.10158.4180.0000.000
1422024.01.04 17:00modify370.10158.418159.518157.018
1432024.01.08 03:16sell380.10157.9280.0000.000
1442024.01.08 03:16modify380.10157.928158.278157.018
1452024.01.08 03:16modify370.10158.418158.278157.018
1462024.01.08 12:07s/l370.10158.278158.278157.0186.0610271.54
1472024.01.08 12:07s/l380.10158.278158.278157.018-22.0110249.53
1482024.01.10 17:00sell390.10159.6600.0000.000
1492024.01.10 17:00modify390.10159.660160.760158.260
1502024.01.11 23:18sell400.10159.1670.0000.000
1512024.01.11 23:18modify400.10159.167159.520158.260
1522024.01.11 23:18modify390.10159.660159.520158.260
1532024.01.12 00:10s/l390.10159.520159.520158.2603.3010252.83
1542024.01.12 00:10s/l400.10159.520159.520158.260-23.5810229.25
1552024.03.07 09:00buy410.10161.2410.0000.000
1562024.03.07 09:00modify410.10161.241160.141162.641
1572024.03.07 14:56buy420.10161.7340.0000.000
1582024.03.07 14:56modify420.10161.734161.381162.641
1592024.03.07 14:56modify410.10161.241161.381162.641
1602024.03.07 16:55buy430.10162.0120.0000.000
1612024.03.07 16:55modify430.10162.012161.801162.641
1622024.03.07 16:55modify420.10161.734161.801162.641
1632024.03.07 16:55modify410.10161.241161.801162.641
1642024.03.08 00:07s/l410.10161.801161.801162.64135.7410264.99
1652024.03.08 00:07s/l420.10161.801161.801162.6414.7310269.72
1662024.03.08 00:07s/l430.10161.801161.801162.641-12.7510256.97
1672024.03.22 08:00buy440.10163.9330.0000.000
1682024.03.22 08:00modify440.10163.933162.833165.333
1692024.03.26 12:39buy450.10164.4240.0000.000
1702024.03.26 12:39modify450.10164.424164.073165.333
1712024.03.26 12:39modify440.10163.933164.073165.333
1722024.03.26 14:34s/l440.10164.073164.073165.3339.8510266.81
1732024.03.26 14:34s/l450.10164.073164.073165.333-22.0810244.73
1742024.04.03 16:00sell460.10164.2140.0000.000
1752024.04.03 16:00modify460.10164.214165.314162.814
1762024.04.05 00:14sell470.10163.7240.0000.000
1772024.04.05 00:14modify470.10163.724164.074162.814
1782024.04.05 00:14modify460.10164.214164.074162.814
1792024.04.05 07:58s/l460.10164.074164.074162.8143.3110248.05
1802024.04.05 07:58s/l470.10164.074164.074162.814-22.0210226.03
1812024.04.12 14:00buy480.10162.7770.0000.000
1822024.04.12 14:00modify480.10162.777161.677164.177
1832024.04.14 22:57buy490.10163.2680.0000.000
1842024.04.14 22:57modify490.10163.268162.917164.177
1852024.04.14 22:57modify480.10162.777162.917164.177
1862024.04.15 01:05buy500.10163.5500.0000.000
1872024.04.15 01:05modify500.10163.550163.337164.177
1882024.04.15 01:05modify490.10163.268163.337164.177
1892024.04.15 01:05modify480.10162.777163.337164.177
1902024.04.15 02:34buy510.10163.7570.0000.000
1912024.04.15 02:34modify510.10163.757163.267164.177
1922024.04.15 02:34modify500.10163.550163.267164.177
1932024.04.15 02:34modify490.10163.268163.267164.177
1942024.04.15 02:34modify480.10162.777163.267164.177
1952024.04.15 12:30t/p480.10164.177163.267164.17788.6210314.65
1962024.04.15 12:30t/p490.10164.177163.267164.17757.7210372.37
1972024.04.15 12:30t/p500.10164.177163.267164.17739.4610411.83
1982024.04.15 12:30t/p510.10164.177163.267164.17726.4310438.26
1992024.04.16 13:00sell520.10164.5240.0000.000
2002024.04.16 13:00modify520.10164.524165.624163.124
2012024.04.16 13:39sell530.10164.0330.0000.000
2022024.04.16 13:39modify530.10164.033164.384163.124
2032024.04.16 13:39modify520.10164.524164.384163.124
2042024.04.16 14:02s/l520.10164.384164.384163.1248.8110447.07
2052024.04.16 14:02s/l530.10164.384164.384163.124-22.0910424.98