Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=25; 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=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test1908Ticks modelled44484351Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit363.44Gross profit1265.23Gross loss-901.80
Profit factor1.40Expected payoff5.86
Absolute drawdown63.94Maximal drawdown398.04 (3.72%)Relative drawdown3.72% (398.04)
Total trades62Short positions (won %)49 (48.98%)Long positions (won %)13 (61.54%)
Profit trades (% of total)32 (51.61%)Loss trades (% of total)30 (48.39%)
Largestprofit trade106.54loss trade-63.03
Averageprofit trade39.54loss trade-30.06
Maximumconsecutive wins (profit in money)9 (503.58)consecutive losses (loss in money)4 (-154.35)
Maximalconsecutive profit (count of wins)503.58 (9)consecutive loss (count of losses)-154.35 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.14 20:00buy10.10156.9590.0000.000
22023.09.14 20:00modify10.10156.959156.159158.459
32023.09.15 06:36buy20.10157.4110.0000.000
42023.09.15 06:36modify20.10157.411157.034158.459
52023.09.15 06:36modify10.10156.959157.034158.459
62023.09.15 14:04buy30.10157.7850.0000.000
72023.09.15 14:04modify30.10157.785157.334158.459
82023.09.15 14:04modify20.10157.411157.334158.459
92023.09.15 14:04modify10.10156.959157.334158.459
102023.09.19 10:42buy40.10158.0850.0000.000
112023.09.19 10:42modify40.10158.085157.709158.459
122023.09.19 10:42modify30.10157.785157.709158.459
132023.09.19 10:42modify20.10157.411157.709158.459
142023.09.19 10:42modify10.10156.959157.709158.459
152023.09.21 00:54s/l10.10157.709157.709158.45958.3310058.33
162023.09.21 00:54s/l20.10157.709157.709158.45925.5110083.84
172023.09.21 00:54s/l30.10157.709157.709158.459-1.0510082.79
182023.09.21 00:54s/l40.10157.709157.709158.459-23.8110058.98
192023.11.03 20:00sell50.10160.2970.0000.000
202023.11.03 20:00modify50.10160.297161.097158.797
212023.11.08 14:03s/l50.10161.097161.097158.797-61.499997.50
222023.11.15 08:00sell60.10163.8430.0000.000
232023.11.15 08:00modify60.10163.843164.643162.343
242023.11.15 09:16sell70.10163.3900.0000.000
252023.11.15 09:16modify70.10163.390163.768162.343
262023.11.15 09:16modify60.10163.843163.768162.343
272023.11.15 13:59s/l60.10163.768163.768162.3435.3210002.82
282023.11.15 13:59s/l70.10163.768163.768162.343-26.849975.98
292023.12.11 12:00sell80.10157.3830.0000.000
302023.12.11 12:00modify80.10157.383158.183155.883
312023.12.12 00:33sell90.10156.9300.0000.000
322023.12.12 00:33modify90.10156.930157.308155.883
332023.12.12 00:33modify80.10157.383157.308155.883
342023.12.12 05:22sell100.10156.5540.0000.000
352023.12.12 05:22modify100.10156.554157.008155.883
362023.12.12 05:22modify90.10156.930157.008155.883
372023.12.12 05:22modify80.10157.383157.008155.883
382023.12.12 08:29s/l80.10157.008157.008155.88325.0710001.05
392023.12.12 08:29s/l90.10157.008157.008155.883-5.549995.51
402023.12.12 08:29s/l100.10157.008157.008155.883-32.249963.27
412023.12.14 08:00buy110.10154.5500.0000.000
422023.12.14 08:00modify110.10154.550153.750156.050
432023.12.14 12:49buy120.10155.0010.0000.000
442023.12.14 12:49modify120.10155.001154.625156.050
452023.12.14 12:49modify110.10154.550154.625156.050
462023.12.14 13:51buy130.10155.3770.0000.000
472023.12.14 13:51modify130.10155.377154.925156.050
482023.12.14 13:51modify120.10155.001154.925156.050
492023.12.14 13:51modify110.10154.550154.925156.050
502023.12.14 14:13buy140.10155.6750.0000.000
512023.12.14 14:13modify140.10155.675155.300156.050
522023.12.14 14:13modify130.10155.377155.300156.050
532023.12.14 14:13modify120.10155.001155.300156.050
542023.12.14 14:13modify110.10154.550155.300156.050
552023.12.14 20:00t/p110.10156.050155.300156.050106.5410069.81
562023.12.14 20:00t/p120.10156.050155.300156.05074.5110144.32
572023.12.14 20:00t/p130.10156.050155.300156.05047.8010192.12
582023.12.14 20:00t/p140.10156.050155.300156.05026.6310218.75
592023.12.27 12:00sell150.10157.6310.0000.000
602023.12.27 12:00modify150.10157.631158.431156.131
612023.12.27 22:05sell160.10157.1780.0000.000
622023.12.27 22:05modify160.10157.178157.556156.131
632023.12.27 22:05modify150.10157.631157.556156.131
642023.12.28 05:58sell170.10156.8030.0000.000
652023.12.28 05:58modify170.10156.803157.256156.131
662023.12.28 05:58modify160.10157.178157.256156.131
672023.12.28 05:58modify150.10157.631157.256156.131
682023.12.28 07:17sell180.10156.5060.0000.000
692023.12.28 07:17modify180.10156.506156.881156.131
702023.12.28 07:17modify170.10156.803156.881156.131
712023.12.28 07:17modify160.10157.178156.881156.131
722023.12.28 07:17modify150.10157.631156.881156.131
732023.12.28 15:21t/p150.10156.131156.881156.131101.8410320.59
742023.12.28 15:21t/p160.10156.131156.881156.13169.6810390.28
752023.12.28 15:21t/p170.10156.131156.881156.13147.7210438.00
762023.12.28 15:21t/p180.10156.131156.881156.13126.6310464.63
772024.01.04 20:00sell190.10158.2750.0000.000
782024.01.04 20:00modify190.10158.275159.075156.775
792024.01.08 06:23sell200.10157.8250.0000.000
802024.01.08 06:23modify200.10157.825158.200156.775
812024.01.08 06:23modify190.10158.275158.200156.775
822024.01.08 12:00s/l190.10158.200158.200156.7752.2210466.85
832024.01.08 12:00s/l200.10158.200158.200156.775-26.6310440.22
842024.01.17 12:00sell210.10160.6430.0000.000
852024.01.17 12:00modify210.10160.643161.443159.143
862024.01.19 01:40s/l210.10161.443161.443159.143-63.0310377.18
872024.02.26 20:00sell220.10163.5180.0000.000
882024.02.26 20:00modify220.10163.518164.318162.018
892024.02.27 08:51sell230.10163.0670.0000.000
902024.02.27 08:51modify230.10163.067163.443162.018
912024.02.27 08:51modify220.10163.518163.443162.018
922024.02.29 01:54sell240.10162.6930.0000.000
932024.02.29 01:54modify240.10162.693163.143162.018
942024.02.29 01:54modify230.10163.067163.143162.018
952024.02.29 01:54modify220.10163.518163.143162.018
962024.02.29 02:19sell250.10162.3910.0000.000
972024.02.29 02:19modify250.10162.391162.768162.018
982024.02.29 02:19modify240.10162.693162.768162.018
992024.02.29 02:19modify230.10163.067162.768162.018
1002024.02.29 02:19modify220.10163.518162.768162.018
1012024.02.29 10:51s/l220.10162.768162.768162.01845.4710422.66
1022024.02.29 10:51s/l230.10162.768162.768162.01815.0110437.66
1032024.02.29 10:51s/l240.10162.768162.768162.018-5.3310432.33
1042024.02.29 10:51s/l250.10162.768162.768162.018-26.7810405.55
1052024.03.04 20:00sell260.10163.4440.0000.000
1062024.03.04 20:00modify260.10163.444164.244161.944
1072024.03.05 13:10sell270.10162.9940.0000.000
1082024.03.05 13:10modify270.10162.994163.369161.944
1092024.03.05 13:10modify260.10163.444163.369161.944
1102024.03.05 20:29sell280.10162.6190.0000.000
1112024.03.05 20:29modify280.10162.619163.069161.944
1122024.03.05 20:29modify270.10162.994163.069161.944
1132024.03.05 20:29modify260.10163.444163.069161.944
1142024.03.06 07:11sell290.10162.3140.0000.000
1152024.03.06 07:11modify290.10162.314162.694161.944
1162024.03.06 07:11modify280.10162.619162.694161.944
1172024.03.06 07:11modify270.10162.994162.694161.944
1182024.03.06 07:11modify260.10163.444162.694161.944
1192024.03.06 08:30s/l260.10162.694162.694161.94450.1510455.70
1202024.03.06 08:30s/l270.10162.694162.694161.94419.7410475.45
1212024.03.06 08:30s/l280.10162.694162.694161.944-6.8910468.56
1222024.03.06 08:30s/l290.10162.694162.694161.944-26.9910441.57
1232024.03.15 20:00sell300.10162.3330.0000.000
1242024.03.15 20:00modify300.10162.333163.133160.833
1252024.03.19 05:01s/l300.10163.133163.133160.833-59.9110381.66
1262024.03.20 12:00sell310.10164.4860.0000.000
1272024.03.20 12:00modify310.10164.486165.286162.986
1282024.03.20 20:09s/l310.10165.286165.286162.986-56.8110324.85
1292024.04.04 12:00sell320.10164.6780.0000.000
1302024.04.04 12:00modify320.10164.678165.478163.178
1312024.04.04 18:54sell330.10164.2270.0000.000
1322024.04.04 18:54modify330.10164.227164.603163.178
1332024.04.04 18:54modify320.10164.678164.603163.178
1342024.04.04 19:33sell340.10163.8530.0000.000
1352024.04.04 19:33modify340.10163.853164.303163.178
1362024.04.04 19:33modify330.10164.227164.303163.178
1372024.04.04 19:33modify320.10164.678164.303163.178
1382024.04.05 00:15sell350.10163.5350.0000.000
1392024.04.05 00:15modify350.10163.535163.928163.178
1402024.04.05 00:15modify340.10163.853163.928163.178
1412024.04.05 00:15modify330.10164.227163.928163.178
1422024.04.05 00:15modify320.10164.678163.928163.178
1432024.04.05 07:27s/l320.10163.928163.928163.17851.7110376.56
1442024.04.05 07:27s/l330.10163.928163.928163.17819.6810396.25
1452024.04.05 07:27s/l340.10163.928163.928163.178-6.8910389.36
1462024.04.05 07:27s/l350.10163.928163.928163.178-27.9110361.45
1472024.04.18 16:00sell360.10164.8130.0000.000
1482024.04.18 16:00modify360.10164.813165.613163.313
1492024.04.19 01:08sell370.10164.3630.0000.000
1502024.04.19 01:08modify370.10164.363164.738163.313
1512024.04.19 01:08modify360.10164.813164.738163.313
1522024.04.19 01:31sell380.10163.9880.0000.000
1532024.04.19 01:31modify380.10163.988164.438163.313
1542024.04.19 01:31modify370.10164.363164.438163.313
1552024.04.19 01:31modify360.10164.813164.438163.313
1562024.04.19 01:36sell390.10163.6880.0000.000
1572024.04.19 01:36modify390.10163.688164.063163.313
1582024.04.19 01:36modify380.10163.988164.063163.313
1592024.04.19 01:36modify370.10164.363164.063163.313
1602024.04.19 01:36modify360.10164.813164.063163.313
1612024.04.19 02:10t/p360.10163.313164.063163.313104.9810466.44
1622024.04.19 02:10t/p370.10163.313164.063163.31374.5810541.02
1632024.04.19 02:10t/p380.10163.313164.063163.31347.9510588.97
1642024.04.19 02:10t/p390.10163.313164.063163.31326.6410615.61
1652024.04.25 12:00sell400.10166.7630.0000.000
1662024.04.25 12:00modify400.10166.763167.563165.263
1672024.04.25 12:58sell410.10166.2880.0000.000
1682024.04.25 12:58modify410.10166.288166.688165.263
1692024.04.25 12:58modify400.10166.763166.688165.263
1702024.04.25 13:14sell420.10165.9370.0000.000
1712024.04.25 13:14modify420.10165.937166.388165.263
1722024.04.25 13:14modify410.10166.288166.388165.263
1732024.04.25 13:14modify400.10166.763166.388165.263
1742024.04.25 13:37s/l400.10166.388166.388165.26326.6310642.24
1752024.04.25 13:37s/l410.10166.388166.388165.263-7.1110635.13
1762024.04.25 13:37s/l420.10166.388166.388165.263-32.0410603.09
1772024.04.26 12:00sell430.10168.0280.0000.000
1782024.04.26 12:00modify430.10168.028168.828166.528
1792024.04.26 18:23s/l430.10168.828168.828166.528-56.8210546.27
1802024.05.13 20:00sell440.10168.5380.0000.000
1812024.05.13 20:00modify440.10168.538169.338167.038
1822024.05.14 15:05s/l440.10169.338169.338167.038-58.3810487.89
1832024.05.14 20:00sell450.10169.2910.0000.000
1842024.05.14 20:00modify450.10169.291170.091167.791
1852024.05.15 08:24sell460.10168.8400.0000.000
1862024.05.15 08:24modify460.10168.840169.216167.791
1872024.05.15 08:24modify450.10169.291169.216167.791
1882024.05.15 11:08sell470.10168.4660.0000.000
1892024.05.15 11:08modify470.10168.466168.916167.791
1902024.05.15 11:08modify460.10168.840168.916167.791
1912024.05.15 11:08modify450.10169.291168.916167.791
1922024.05.15 12:30sell480.10168.1620.0000.000
1932024.05.15 12:30modify480.10168.162168.541167.791
1942024.05.15 12:30modify470.10168.466168.541167.791
1952024.05.15 12:30modify460.10168.840168.541167.791
1962024.05.15 12:30modify450.10169.291168.541167.791
1972024.05.15 12:35s/l450.10168.541168.541167.79151.7010539.60
1982024.05.15 12:35s/l460.10168.541168.541167.79121.2310560.83
1992024.05.15 12:35s/l470.10168.541168.541167.791-5.3310555.50
2002024.05.15 12:35s/l480.10168.541168.541167.791-26.9210528.58
2012024.05.28 20:00sell490.10170.6700.0000.000
2022024.05.28 20:00modify490.10170.670171.470169.170
2032024.05.29 08:07sell500.10170.2200.0000.000
2042024.05.29 08:07modify500.10170.220170.595169.170
2052024.05.29 08:07modify490.10170.670170.595169.170
2062024.05.29 09:52s/l490.10170.595170.595169.1703.7710532.35
2072024.05.29 09:52s/l500.10170.595170.595169.170-26.6310505.72
2082024.06.10 16:00buy510.10168.7340.0000.000
2092024.06.10 16:00modify510.10168.734167.934170.234
2102024.06.11 00:23buy520.10169.1840.0000.000
2112024.06.11 00:23modify520.10169.184168.809170.234
2122024.06.11 00:23modify510.10168.734168.809170.234
2132024.06.11 10:38s/l510.10168.809168.809170.2346.0510511.77
2142024.06.11 10:38s/l520.10168.809168.809170.234-26.6310485.14
2152024.07.01 08:00sell530.10173.1650.0000.000
2162024.07.01 08:00modify530.10173.165173.965171.665
2172024.07.03 07:01s/l530.10173.965173.965171.665-59.9310425.21
2182024.07.11 20:00buy540.10172.5900.0000.000
2192024.07.11 20:00modify540.10172.590171.790174.090
2202024.07.11 22:08buy550.10173.0420.0000.000
2212024.07.11 22:08modify550.10173.042172.665174.090
2222024.07.11 22:08modify540.10172.590172.665174.090
2232024.07.11 23:28s/l540.10172.665172.665174.0905.3310430.54
2242024.07.11 23:28s/l550.10172.665172.665174.090-26.7710403.77
2252024.07.17 16:00buy560.10171.1920.0000.000
2262024.07.17 16:00modify560.10171.192170.392172.692
2272024.07.17 23:05s/l560.10170.392170.392172.692-56.8210346.95
2282024.08.12 16:00sell570.10161.2320.0000.000
2292024.08.12 16:00modify570.10161.232162.032159.732
2302024.08.12 17:13sell580.10160.7820.0000.000
2312024.08.12 17:13modify580.10160.782161.157159.732
2322024.08.12 17:13modify570.10161.232161.157159.732
2332024.08.13 01:18s/l570.10161.157161.157159.7323.7610350.72
2342024.08.13 01:18s/l580.10161.157161.157159.732-28.1910322.53
2352024.08.15 20:00sell590.10163.5560.0000.000
2362024.08.15 20:00modify590.10163.556164.356162.056
2372024.08.16 10:32sell600.10163.1060.0000.000
2382024.08.16 10:32modify600.10163.106163.481162.056
2392024.08.16 10:32modify590.10163.556163.481162.056
2402024.08.16 11:34sell610.10162.7300.0000.000
2412024.08.16 11:34modify610.10162.730163.181162.056
2422024.08.16 11:34modify600.10163.106163.181162.056
2432024.08.16 11:34modify590.10163.556163.181162.056
2442024.08.16 12:31sell620.10162.4300.0000.000
2452024.08.16 12:31modify620.10162.430162.806162.056
2462024.08.16 12:31modify610.10162.730162.806162.056
2472024.08.16 12:31modify600.10163.106162.806162.056
2482024.08.16 12:31modify590.10163.556162.806162.056
2492024.08.16 14:00s/l590.10162.806162.806162.05651.7010374.24
2502024.08.16 14:00s/l600.10162.806162.806162.05621.3010395.54
2512024.08.16 14:00s/l610.10162.806162.806162.056-5.4010390.14
2522024.08.16 14:00s/l620.10162.806162.806162.056-26.7010363.44