Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 test1913Ticks modelled47361285Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit776.82Gross profit1871.67Gross loss-1094.85
Profit factor1.71Expected payoff7.54
Absolute drawdown29.97Maximal drawdown324.84 (21.02%)Relative drawdown21.02% (324.84)
Total trades103Short positions (won %)53 (52.83%)Long positions (won %)50 (48.00%)
Profit trades (% of total)52 (50.49%)Loss trades (% of total)51 (49.51%)
Largestprofit trade99.38loss trade-93.11
Averageprofit trade35.99loss trade-21.47
Maximumconsecutive wins (profit in money)5 (264.25)consecutive losses (loss in money)3 (-202.71)
Maximalconsecutive profit (count of wins)264.25 (5)consecutive loss (count of losses)-202.71 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.17 12:00buy10.10162.4840.0000.000
22023.11.17 12:00modify10.10162.484161.084163.984
32023.11.17 15:43buy20.10162.9340.0000.000
42023.11.17 15:43modify20.10162.934162.634163.984
52023.11.17 15:43modify10.10162.484162.634163.984
62023.11.17 18:54buy30.10163.1600.0000.000
72023.11.17 18:54modify30.10163.160162.859163.984
82023.11.17 18:54modify20.10162.934162.859163.984
92023.11.17 18:54modify10.10162.484162.859163.984
102023.11.20 02:31s/l10.10162.859162.859163.98424.841024.84
112023.11.20 02:31s/l20.10162.859162.859163.984-4.181020.67
122023.11.20 02:31s/l30.10162.859162.859163.984-18.751001.92
132023.11.20 12:00buy40.10161.9110.0000.000
142023.11.20 12:00modify40.10161.911160.511163.411
152023.11.20 14:18buy50.10162.3630.0000.000
162023.11.20 14:18modify50.10162.363162.061163.411
172023.11.20 14:18modify40.10161.911162.061163.411
182023.11.21 01:00s/l40.10162.061162.061163.41110.331012.25
192023.11.21 01:00s/l50.10162.061162.061163.411-18.82993.44
202023.11.21 04:00buy60.10161.6070.0000.000
212023.11.21 04:00modify60.10161.607160.207163.107
222023.11.22 05:01buy70.10162.0570.0000.000
232023.11.22 05:01modify70.10162.057161.757163.107
242023.11.22 05:01modify60.10161.607161.757163.107
252023.11.22 05:48buy80.10162.2830.0000.000
262023.11.22 05:48modify80.10162.283161.982163.107
272023.11.22 05:48modify70.10162.057161.982163.107
282023.11.22 05:48modify60.10161.607161.982163.107
292023.11.22 17:11buy90.10162.8090.0000.000
302023.11.22 17:11modify90.10162.809162.432163.107
312023.11.22 17:11modify80.10162.283162.432163.107
322023.11.22 17:11modify70.10162.057162.432163.107
332023.11.22 17:11modify60.10161.607162.432163.107
342023.11.23 15:05t/p60.10163.107162.432163.10799.381092.82
352023.11.23 15:05t/p70.10163.107162.432163.10769.701162.52
362023.11.23 15:05t/p80.10163.107162.432163.10755.121217.64
372023.11.23 15:05t/p90.10163.107162.432163.10721.201238.85
382023.12.07 08:00buy100.10157.1140.0000.000
392023.12.07 08:00modify100.10157.114155.714158.614
402023.12.07 14:51s/l100.10155.714155.714158.614-90.281148.57
412023.12.11 04:00sell110.10156.5410.0000.000
422023.12.11 04:00modify110.10156.541157.941155.041
432023.12.13 19:36sell120.10156.0900.0000.000
442023.12.13 19:36modify120.10156.090156.391155.041
452023.12.13 19:36modify110.10156.541156.391155.041
462023.12.13 19:40sell130.10155.8620.0000.000
472023.12.13 19:40modify130.10155.862156.166155.041
482023.12.13 19:40modify120.10156.090156.166155.041
492023.12.13 19:40modify110.10156.541156.166155.041
502023.12.13 21:59sell140.10155.3350.0000.000
512023.12.13 21:59modify140.10155.335155.716155.041
522023.12.13 21:59modify130.10155.862155.716155.041
532023.12.13 21:59modify120.10156.090155.716155.041
542023.12.13 21:59modify110.10156.541155.716155.041
552023.12.13 22:29t/p110.10155.041155.716155.04193.861242.43
562023.12.13 22:29t/p120.10155.041155.716155.04167.631310.06
572023.12.13 22:29t/p130.10155.041155.716155.04152.931362.99
582023.12.13 22:29t/p140.10155.041155.716155.04118.951381.94
592023.12.15 00:00sell150.10156.4120.0000.000
602023.12.15 00:00modify150.10156.412157.812154.912
612023.12.15 03:54sell160.10155.9610.0000.000
622023.12.15 03:54modify160.10155.961156.262154.912
632023.12.15 03:54modify150.10156.412156.262154.912
642023.12.15 05:20sell170.10155.7340.0000.000
652023.12.15 05:20modify170.10155.734156.037154.912
662023.12.15 05:20modify160.10155.961156.037154.912
672023.12.15 05:20modify150.10156.412156.037154.912
682023.12.15 06:06s/l150.10156.037156.037154.91224.181406.12
692023.12.15 06:06s/l160.10156.037156.037154.912-4.901401.22
702023.12.15 06:06s/l170.10156.037156.037154.912-19.531381.69
712023.12.19 04:00sell180.10156.7960.0000.000
722023.12.19 04:00modify180.10156.796158.196155.296
732023.12.19 06:36sell190.10156.3240.0000.000
742023.12.19 06:36modify190.10156.324156.646155.296
752023.12.19 06:36modify180.10156.796156.646155.296
762023.12.19 06:36sell200.10156.0930.0000.000
772023.12.19 06:36modify200.10156.093156.421155.296
782023.12.19 06:36modify190.10156.324156.421155.296
792023.12.19 06:36modify180.10156.796156.421155.296
802023.12.19 06:36s/l180.10156.421156.421155.29624.171405.86
812023.12.19 06:36s/l190.10156.421156.421155.296-6.261399.60
822023.12.19 06:36s/l200.10156.421156.421155.296-21.151378.45
832023.12.21 04:00buy210.10156.4750.0000.000
842023.12.21 04:00modify210.10156.475155.075157.975
852023.12.21 08:31buy220.10156.9260.0000.000
862023.12.21 08:31modify220.10156.926156.625157.975
872023.12.21 08:31modify210.10156.475156.625157.975
882023.12.21 09:07s/l210.10156.625156.625157.9759.671388.12
892023.12.21 09:07s/l220.10156.625156.625157.975-19.411368.71
902024.01.04 12:00sell230.10157.9320.0000.000
912024.01.04 12:00modify230.10157.932159.332156.432
922024.01.09 01:10sell240.10157.4820.0000.000
932024.01.09 01:10modify240.10157.482157.782156.432
942024.01.09 01:10modify230.10157.932157.782156.432
952024.01.09 01:54sell250.10157.2570.0000.000
962024.01.09 01:54modify250.10157.257157.557156.432
972024.01.09 01:54modify240.10157.482157.557156.432
982024.01.09 01:54modify230.10157.932157.557156.432
992024.01.09 02:58s/l230.10157.557157.557156.43219.911388.61
1002024.01.09 02:58s/l240.10157.557157.557156.432-4.841383.77
1012024.01.09 02:58s/l250.10157.557157.557156.432-19.351364.42
1022024.03.07 08:00buy260.10161.1910.0000.000
1032024.03.07 08:00modify260.10161.191159.791162.691
1042024.03.07 14:54buy270.10161.6420.0000.000
1052024.03.07 14:54modify270.10161.642161.341162.691
1062024.03.07 14:54modify260.10161.191161.341162.691
1072024.03.07 15:25buy280.10161.8660.0000.000
1082024.03.07 15:25modify280.10161.866161.566162.691
1092024.03.07 15:25modify270.10161.642161.566162.691
1102024.03.07 15:25modify260.10161.191161.566162.691
1112024.03.08 09:04s/l260.10161.566161.566162.69124.841389.27
1122024.03.08 09:04s/l270.10161.566161.566162.691-4.241385.03
1132024.03.08 09:04s/l280.10161.566161.566162.691-18.691366.35
1142024.04.12 12:00buy290.10163.1620.0000.000
1152024.04.12 12:00modify290.10163.162161.762164.662
1162024.04.15 01:05buy300.10163.6130.0000.000
1172024.04.15 01:05modify300.10163.613163.312164.662
1182024.04.15 01:05modify290.10163.162163.312164.662
1192024.04.15 04:38buy310.10163.8370.0000.000
1202024.04.15 04:38modify310.10163.837163.537164.662
1212024.04.15 04:38modify300.10163.613163.537164.662
1222024.04.15 04:38modify290.10163.162163.537164.662
1232024.04.15 13:07buy320.10164.3620.0000.000
1242024.04.15 13:07modify320.10164.362163.987164.662
1252024.04.15 13:07modify310.10163.837163.987164.662
1262024.04.15 13:07modify300.10163.613163.987164.662
1272024.04.15 13:07modify290.10163.162163.987164.662
1282024.04.15 14:36s/l290.10163.987163.987164.66253.851420.20
1292024.04.15 14:36s/l300.10163.987163.987164.66224.111444.31
1302024.04.15 14:36s/l310.10163.987163.987164.6629.671453.98
1312024.04.15 14:36s/l320.10163.987163.987164.662-24.181429.80
1322024.04.26 08:00sell330.10168.1190.0000.000
1332024.04.26 08:00modify330.10168.119169.519166.619
1342024.04.26 08:00sell340.10167.6590.0000.000
1352024.04.26 08:00modify340.10167.659167.969166.619
1362024.04.26 08:00modify330.10168.119167.969166.619
1372024.04.26 08:00sell350.10167.4440.0000.000
1382024.04.26 08:00modify350.10167.444167.744166.619
1392024.04.26 08:00modify340.10167.659167.744166.619
1402024.04.26 08:00modify330.10168.119167.744166.619
1412024.04.26 08:00s/l330.10167.744167.744166.61924.181453.98
1422024.04.26 08:00s/l340.10167.744167.744166.619-5.481448.50
1432024.04.26 08:00s/l350.10167.744167.744166.619-19.341429.16
1442024.04.29 08:00buy360.10166.7370.0000.000
1452024.04.29 08:00modify360.10166.737165.337168.237
1462024.04.29 11:25buy370.10167.1870.0000.000
1472024.04.29 11:25modify370.10167.187166.887168.237
1482024.04.29 11:25modify360.10166.737166.887168.237
1492024.04.29 11:33buy380.10167.4170.0000.000
1502024.04.29 11:33modify380.10167.417167.112168.237
1512024.04.29 11:33modify370.10167.187167.112168.237
1522024.04.29 11:33modify360.10166.737167.112168.237
1532024.04.29 13:37s/l360.10167.112167.112168.23724.181453.34
1542024.04.29 13:37s/l370.10167.112167.112168.237-4.841448.50
1552024.04.29 13:37s/l380.10167.112167.112168.237-19.671428.83
1562024.05.02 00:00buy390.10166.9310.0000.000
1572024.05.02 00:00modify390.10166.931165.531168.431
1582024.05.02 01:43buy400.10167.3810.0000.000
1592024.05.02 01:43modify400.10167.381167.081168.431
1602024.05.02 01:43modify390.10166.931167.081168.431
1612024.05.02 02:00s/l390.10167.081167.081168.4319.671438.50
1622024.05.02 02:00s/l400.10167.081167.081168.431-19.341419.16
1632024.05.02 08:00buy410.10166.6620.0000.000
1642024.05.02 08:00modify410.10166.662165.262168.162
1652024.05.02 13:39s/l410.10165.262165.262168.162-90.261328.90
1662024.05.06 04:00sell420.10165.6880.0000.000
1672024.05.06 04:00modify420.10165.688167.088164.188
1682024.05.08 09:09s/l420.10167.088167.088164.188-93.111235.79
1692024.05.16 04:00buy430.10167.6570.0000.000
1702024.05.16 04:00modify430.10167.657166.257169.157
1712024.05.16 08:17buy440.10168.1080.0000.000
1722024.05.16 08:17modify440.10168.108167.807169.157
1732024.05.16 08:17modify430.10167.657167.807169.157
1742024.05.16 11:27buy450.10168.3340.0000.000
1752024.05.16 11:27modify450.10168.334168.032169.157
1762024.05.16 11:27modify440.10168.108168.032169.157
1772024.05.16 11:27modify430.10167.657168.032169.157
1782024.05.16 13:37buy460.10168.8570.0000.000
1792024.05.16 13:37modify460.10168.857168.482169.157
1802024.05.16 13:37modify450.10168.334168.482169.157
1812024.05.16 13:37modify440.10168.108168.482169.157
1822024.05.16 13:37modify430.10167.657168.482169.157
1832024.05.17 01:15t/p430.10169.157168.482169.15797.371333.16
1842024.05.17 01:15t/p440.10169.157168.482169.15768.301401.47
1852024.05.17 01:15t/p450.10169.157168.482169.15753.721455.19
1862024.05.17 01:15t/p460.10169.157168.482169.15720.001475.20
1872024.06.04 08:00buy470.10169.2470.0000.000
1882024.06.04 08:00modify470.10169.247167.847170.747
1892024.06.05 07:29buy480.10169.7010.0000.000
1902024.06.05 07:29modify480.10169.701169.397170.747
1912024.06.05 07:29modify470.10169.247169.397170.747
1922024.06.05 08:37buy490.10169.9220.0000.000
1932024.06.05 08:37modify490.10169.922169.622170.747
1942024.06.05 08:37modify480.10169.701169.622170.747
1952024.06.05 08:37modify470.10169.247169.622170.747
1962024.06.05 10:03s/l470.10169.622169.622170.74724.841500.04
1972024.06.05 10:03s/l480.10169.622169.622170.747-5.091494.95
1982024.06.05 10:03s/l490.10169.622169.622170.747-19.341475.61
1992024.06.14 12:00buy500.10167.9880.0000.000
2002024.06.14 12:00modify500.10167.988166.588169.488
2012024.06.14 20:07buy510.10168.4390.0000.000
2022024.06.14 20:07modify510.10168.439168.138169.488
2032024.06.14 20:07modify500.10167.988168.138169.488
2042024.06.16 22:30buy520.10168.6640.0000.000
2052024.06.16 22:30modify520.10168.664168.363169.488
2062024.06.16 22:30modify510.10168.439168.363169.488
2072024.06.16 22:30modify500.10167.988168.363169.488
2082024.06.17 00:09s/l500.10168.363168.363169.48824.841500.45
2092024.06.17 00:09s/l510.10168.363168.363169.488-4.241496.22
2102024.06.17 00:09s/l520.10168.363168.363169.488-18.741477.48
2112024.07.17 08:00buy530.10171.3670.0000.000
2122024.07.17 08:00modify530.10171.367169.967172.867
2132024.07.19 05:40buy540.10171.8200.0000.000
2142024.07.19 05:40modify540.10171.820171.517172.867
2152024.07.19 05:40modify530.10171.367171.517172.867
2162024.07.19 06:38s/l530.10171.517171.517172.86712.321489.81
2172024.07.19 06:38s/l540.10171.517171.517172.867-19.531470.28
2182024.07.23 08:00buy550.10169.7370.0000.000
2192024.07.23 08:00modify550.10169.737168.337171.237
2202024.07.24 02:59s/l550.10168.337168.337171.237-89.591380.69
2212024.07.26 12:00sell560.10167.9250.0000.000
2222024.07.26 12:00modify560.10167.925169.325166.425
2232024.07.26 12:41sell570.10167.4750.0000.000
2242024.07.26 12:41modify570.10167.475167.775166.425
2252024.07.26 12:41modify560.10167.925167.775166.425
2262024.07.26 13:05sell580.10167.2450.0000.000
2272024.07.26 13:05modify580.10167.245167.550166.425
2282024.07.26 13:05modify570.10167.475167.550166.425
2292024.07.26 13:05modify560.10167.925167.550166.425
2302024.07.26 14:18sell590.10166.7040.0000.000
2312024.07.26 14:18modify590.10166.704167.100166.425
2322024.07.26 14:18modify580.10167.245167.100166.425
2332024.07.26 14:18modify570.10167.475167.100166.425
2342024.07.26 14:18modify560.10167.925167.100166.425
2352024.07.26 14:19t/p560.10166.425167.100166.42596.681477.37
2362024.07.26 14:19t/p570.10166.425167.100166.42567.681545.05
2372024.07.26 14:19t/p580.10166.425167.100166.42552.851597.90
2382024.07.26 14:19t/p590.10166.425167.100166.42517.981615.88
2392024.07.31 08:00buy600.10163.2930.0000.000
2402024.07.31 08:00modify600.10163.293161.893164.793
2412024.08.01 00:01s/l600.10161.893161.893164.793-88.251527.63
2422024.08.02 00:00buy610.10160.9700.0000.000
2432024.08.02 00:00modify610.10160.970159.570162.470
2442024.08.02 01:00buy620.10161.4250.0000.000
2452024.08.02 01:00modify620.10161.425161.120162.470
2462024.08.02 01:00modify610.10160.970161.120162.470
2472024.08.02 02:19s/l610.10161.120161.120162.4709.661537.29
2482024.08.02 02:19s/l620.10161.120161.120162.470-19.671517.62
2492024.08.06 00:00sell630.10159.6550.0000.000
2502024.08.06 00:00modify630.10159.655161.055158.155
2512024.08.06 00:41sell640.10159.1970.0000.000
2522024.08.06 00:41modify640.10159.197159.505158.155
2532024.08.06 00:41modify630.10159.655159.505158.155
2542024.08.06 00:54sell650.10158.9770.0000.000
2552024.08.06 00:54modify650.10158.977159.280158.155
2562024.08.06 00:54modify640.10159.197159.280158.155
2572024.08.06 00:54modify630.10159.655159.280158.155
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