Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test6539Ticks modelled47361285Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit575.89Gross profit860.56Gross loss-284.67
Profit factor3.02Expected payoff11.75
Absolute drawdown110.53Maximal drawdown146.65 (14.15%)Relative drawdown14.15% (146.65)
Total trades49Short positions (won %)38 (55.26%)Long positions (won %)11 (54.55%)
Profit trades (% of total)27 (55.10%)Loss trades (% of total)22 (44.90%)
Largestprofit trade78.19loss trade-90.45
Averageprofit trade31.87loss trade-12.94
Maximumconsecutive wins (profit in money)5 (217.25)consecutive losses (loss in money)3 (-19.98)
Maximalconsecutive profit (count of wins)217.25 (5)consecutive loss (count of losses)-102.15 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.14 19:00sell10.10163.6270.0000.000
22023.11.14 19:00modify10.10163.627165.027162.427
32023.11.15 09:32sell20.10163.1460.0000.000
42023.11.15 09:32modify20.10163.146163.327162.427
52023.11.15 09:32modify10.10163.627163.327162.427
62023.11.15 10:46s/l10.10163.327163.327162.42717.981017.98
72023.11.15 10:46s/l20.10163.327163.327162.427-11.701006.28
82023.12.07 14:00buy30.10156.3090.0000.000
92023.12.07 14:00modify30.10156.309154.909157.509
102023.12.07 17:46s/l30.10154.909154.909157.509-90.45915.83
112023.12.07 19:00buy40.10155.0850.0000.000
122023.12.07 19:00modify40.10155.085153.685156.285
132023.12.07 21:35buy50.10155.5700.0000.000
142023.12.07 21:35modify50.10155.570155.385156.285
152023.12.07 21:35modify40.10155.085155.385156.285
162023.12.07 22:47buy60.10155.6850.0000.000
172023.12.07 22:47modify60.10155.685155.205156.285
182023.12.07 22:47modify60.10155.685155.385156.285
192023.12.07 22:55buy70.10155.7490.0000.000
202023.12.07 22:55modify70.10155.749155.565156.285
212023.12.07 22:55modify50.10155.570155.565156.285
222023.12.07 22:55modify60.10155.685155.565156.285
232023.12.07 22:55modify40.10155.085155.565156.285
242023.12.07 23:03s/l40.10155.565155.565156.28531.01946.84
252023.12.07 23:03s/l50.10155.565155.565156.285-0.33946.51
262023.12.07 23:03s/l60.10155.565155.565156.285-7.76938.75
272023.12.07 23:03s/l70.10155.565155.565156.285-11.89926.86
282023.12.11 09:00sell80.10157.4190.0000.000
292023.12.11 09:00modify80.10157.419158.819156.219
302023.12.12 00:33sell90.10156.9390.0000.000
312023.12.12 00:33modify90.10156.939157.119156.219
322023.12.12 00:33modify80.10157.419157.119156.219
332023.12.12 01:04sell100.10156.8190.0000.000
342023.12.12 01:04modify100.10156.819157.299156.219
352023.12.12 01:04modify100.10156.819157.119156.219
362023.12.12 01:16sell110.10156.7590.0000.000
372023.12.12 01:16modify110.10156.759156.939156.219
382023.12.12 01:16modify90.10156.939156.939156.219
392023.12.12 01:16modify100.10156.819156.939156.219
402023.12.12 01:16modify80.10157.419156.939156.219
412023.12.12 01:49s/l80.10156.939156.939156.21929.61956.47
422023.12.12 01:49s/l90.10156.939156.939156.2190.00956.47
432023.12.12 01:49s/l100.10156.939156.939156.219-7.75948.72
442023.12.12 01:49s/l110.10156.939156.939156.219-11.62937.10
452024.01.04 17:00sell120.10158.4180.0000.000
462024.01.04 17:00modify120.10158.418159.818157.218
472024.01.08 03:15sell130.10157.9380.0000.000
482024.01.08 03:15modify130.10157.938158.118157.218
492024.01.08 03:15modify120.10158.418158.118157.218
502024.01.08 06:24sell140.10157.8120.0000.000
512024.01.08 06:24modify140.10157.812158.298157.218
522024.01.08 06:24modify140.10157.812158.118157.218
532024.01.08 07:00sell150.10157.7410.0000.000
542024.01.08 07:00modify150.10157.741157.938157.218
552024.01.08 07:00modify130.10157.938157.938157.218
562024.01.08 07:00modify140.10157.812157.938157.218
572024.01.08 07:00modify120.10158.418157.938157.218
582024.01.08 07:13s/l120.10157.938157.938157.21828.21965.30
592024.01.08 07:13s/l130.10157.938157.938157.2180.00965.30
602024.01.08 07:13s/l140.10157.938157.938157.218-8.14957.16
612024.01.08 07:13s/l150.10157.938157.938157.218-12.72944.44
622024.01.10 17:00sell160.10159.6600.0000.000
632024.01.10 17:00modify160.10159.660161.060158.460
642024.01.11 23:17sell170.10159.1800.0000.000
652024.01.11 23:17modify170.10159.180159.360158.460
662024.01.11 23:17modify160.10159.660159.360158.460
672024.01.11 23:58s/l160.10159.360159.360158.46015.17959.61
682024.01.11 23:58s/l170.10159.360159.360158.460-11.63947.98
692024.01.17 18:00sell180.10161.0750.0000.000
702024.01.17 18:00modify180.10161.075162.475159.875
712024.01.23 06:55sell190.10160.5900.0000.000
722024.01.23 06:55modify190.10160.590160.775159.875
732024.01.23 06:55modify180.10161.075160.775159.875
742024.01.23 06:57sell200.10160.4710.0000.000
752024.01.23 06:57modify200.10160.471160.955159.875
762024.01.23 06:57modify200.10160.471160.775159.875
772024.01.23 06:57sell210.10160.4130.0000.000
782024.01.23 06:57modify210.10160.413160.595159.875
792024.01.23 06:57modify190.10160.590160.595159.875
802024.01.23 06:57modify200.10160.471160.595159.875
812024.01.23 06:57modify180.10161.075160.595159.875
822024.01.23 06:58s/l180.10160.595160.595159.87522.60970.58
832024.01.23 06:58s/l190.10160.595160.595159.875-0.32970.26
842024.01.23 06:58s/l200.10160.595160.595159.875-8.01962.25
852024.01.23 06:58s/l210.10160.595160.595159.875-11.76950.49
862024.03.20 07:00sell220.10164.6520.0000.000
872024.03.20 07:00modify220.10164.652166.052163.452
882024.03.22 04:05sell230.10164.1710.0000.000
892024.03.22 04:05modify230.10164.171164.352163.452
902024.03.22 04:05modify220.10164.652164.352163.452
912024.03.22 06:20sell240.10164.0510.0000.000
922024.03.22 06:20modify240.10164.051164.532163.452
932024.03.22 06:20modify240.10164.051164.352163.452
942024.03.22 06:32sell250.10163.9880.0000.000
952024.03.22 06:32modify250.10163.988164.172163.452
962024.03.22 06:32modify230.10164.171164.172163.452
972024.03.22 06:32modify240.10164.051164.172163.452
982024.03.22 06:32modify220.10164.652164.172163.452
992024.03.24 23:07t/p220.10163.452164.172163.45271.921022.41
1002024.03.24 23:07t/p230.10163.452164.172163.45246.461068.87
1012024.03.24 23:07t/p240.10163.452164.172163.45238.701107.57
1022024.03.24 23:07t/p250.10163.452164.172163.45234.631142.20
1032024.04.03 16:00sell260.10164.2140.0000.000
1042024.04.03 16:00modify260.10164.214165.614163.014
1052024.04.05 00:14sell270.10163.7330.0000.000
1062024.04.05 00:14modify270.10163.733163.914163.014
1072024.04.05 00:14modify260.10164.214163.914163.014
1082024.04.05 00:15sell280.10163.6140.0000.000
1092024.04.05 00:15modify280.10163.614164.094163.014
1102024.04.05 00:15modify280.10163.614163.914163.014
1112024.04.05 00:15sell290.10163.5540.0000.000
1122024.04.05 00:15modify290.10163.554163.734163.014
1132024.04.05 00:15modify270.10163.733163.734163.014
1142024.04.05 00:15modify280.10163.614163.734163.014
1152024.04.05 00:15modify260.10164.214163.734163.014
1162024.04.05 00:20s/l260.10163.734163.734163.01425.411167.61
1172024.04.05 00:20s/l270.10163.734163.734163.014-0.061167.55
1182024.04.05 00:20s/l280.10163.734163.734163.014-7.751159.80
1192024.04.05 00:20s/l290.10163.734163.734163.014-11.631148.17
1202024.04.12 14:00buy300.10162.7770.0000.000
1212024.04.12 14:00modify300.10162.777161.377163.977
1222024.04.14 22:54buy310.10163.2570.0000.000
1232024.04.14 22:54modify310.10163.257163.077163.977
1242024.04.14 22:54modify300.10162.777163.077163.977
1252024.04.15 00:55buy320.10163.3850.0000.000
1262024.04.15 00:55modify320.10163.385162.897163.977
1272024.04.15 00:55modify320.10163.385163.077163.977
1282024.04.15 01:05buy330.10163.4470.0000.000
1292024.04.15 01:05modify330.10163.447163.257163.977
1302024.04.15 01:05modify310.10163.257163.257163.977
1312024.04.15 01:05modify320.10163.385163.257163.977
1322024.04.15 01:05modify300.10162.777163.257163.977
1332024.04.15 06:04t/p300.10163.977163.257163.97778.191226.37
1342024.04.15 06:04t/p310.10163.977163.257163.97747.171273.54
1352024.04.15 06:04t/p320.10163.977163.257163.97738.251311.79
1362024.04.15 06:04t/p330.10163.977163.257163.97734.251346.04
1372024.04.25 08:00sell340.10166.8520.0000.000
1382024.04.25 08:00modify340.10166.852168.252165.652
1392024.04.25 12:46sell350.10166.3620.0000.000
1402024.04.25 12:46modify350.10166.362166.552165.652
1412024.04.25 12:46modify340.10166.852166.552165.652
1422024.04.25 12:57s/l340.10166.552166.552165.65219.381365.42
1432024.04.25 12:57s/l350.10166.552166.552165.652-12.281353.14
1442024.05.13 18:00sell360.10168.5930.0000.000
1452024.05.13 18:00modify360.10168.593169.993167.393
1462024.05.15 12:30sell370.10168.1050.0000.000
1472024.05.15 12:30modify370.10168.105168.293167.393
1482024.05.15 12:30modify360.10168.593168.293167.393
1492024.05.15 12:30s/l360.10168.293168.293167.39316.581369.72
1502024.05.15 12:30s/l370.10168.293168.293167.393-12.151357.57
1512024.07.03 10:00sell380.10174.0890.0000.000
1522024.07.03 10:00modify380.10174.089175.489172.889
1532024.07.08 02:16sell390.10173.6080.0000.000
1542024.07.08 02:16modify390.10173.608173.789172.889
1552024.07.08 02:16modify380.10174.089173.789172.889
1562024.07.08 03:22s/l380.10173.789173.789172.88912.371369.93
1572024.07.08 03:22s/l390.10173.789173.789172.889-11.701358.23
1582024.09.02 14:00sell400.10162.6520.0000.000
1592024.09.02 14:00modify400.10162.652164.052161.452
1602024.09.03 03:07sell410.10162.1720.0000.000
1612024.09.03 03:07modify410.10162.172162.352161.452
1622024.09.03 03:07modify400.10162.652162.352161.452
1632024.09.03 03:11sell420.10162.0500.0000.000
1642024.09.03 03:11modify420.10162.050162.532161.452
1652024.09.03 03:11modify420.10162.050162.352161.452
1662024.09.03 03:50sell430.10161.9920.0000.000
1672024.09.03 03:50modify430.10161.992162.172161.452
1682024.09.03 03:50modify410.10162.172162.172161.452
1692024.09.03 03:50modify420.10162.050162.172161.452
1702024.09.03 03:50modify400.10162.652162.172161.452
1712024.09.03 07:02t/p400.10161.452162.172161.45276.151434.38
1722024.09.03 07:02t/p410.10161.452162.172161.45246.531480.91
1732024.09.03 07:02t/p420.10161.452162.172161.45238.641519.55
1742024.09.03 07:02t/p430.10161.452162.172161.45234.891554.44
1752024.09.17 19:00sell440.10157.7250.0000.000
1762024.09.17 19:00modify440.10157.725159.125156.525
1772024.09.18 03:32sell450.10157.2440.0000.000
1782024.09.18 03:32modify450.10157.244157.425156.525
1792024.09.18 03:32modify440.10157.725157.425156.525
1802024.09.18 04:17s/l440.10157.425157.425156.52517.991572.43
1812024.09.18 04:17s/l450.10157.425157.425156.525-11.691560.74
1822024.10.15 08:00buy460.10162.6690.0000.000
1832024.10.15 08:00modify460.10162.669161.269163.869
1842024.10.21 17:33buy470.10163.1500.0000.000
1852024.10.21 17:33modify470.10163.150162.969163.869
1862024.10.21 17:33modify460.10162.669162.969163.869
1872024.10.21 21:05s/l460.10162.969162.969163.86923.311584.05
1882024.10.21 21:05s/l470.10162.969162.969163.869-11.701572.35
1892024.10.23 07:00sell480.10164.3610.0000.000
1902024.10.23 07:00modify480.10164.361165.761163.161
1912024.10.24 07:15sell490.10163.8810.0000.000
1922024.10.24 07:15modify490.10163.881164.061163.161
1932024.10.24 07:15modify480.10164.361164.061163.161
1942024.10.24 07:30s/l480.10164.061164.061163.16115.171587.52
1952024.10.24 07:30s/l490.10164.061164.061163.161-11.631575.89