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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 test6539Ticks modelled47361285Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1709.52Gross profit3028.27Gross loss-1318.74
Profit factor2.30Expected payoff15.98
Absolute drawdown146.37Maximal drawdown317.39 (15.20%)Relative drawdown23.23% (258.24)
Total trades107Short positions (won %)43 (60.47%)Long positions (won %)64 (62.50%)
Profit trades (% of total)66 (61.68%)Loss trades (% of total)41 (38.32%)
Largestprofit trade99.48loss trade-97.44
Averageprofit trade45.88loss trade-32.16
Maximumconsecutive wins (profit in money)9 (489.72)consecutive losses (loss in money)4 (-276.42)
Maximalconsecutive profit (count of wins)489.72 (9)consecutive loss (count of losses)-276.42 (4)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.17 09:00buy10.10162.5140.0000.000
22023.11.17 09:00modify10.10162.514161.114164.014
32023.11.17 18:13buy20.10163.1150.0000.000
42023.11.17 18:13modify20.10163.115162.964164.014
52023.11.17 18:13modify10.10162.514162.964164.014
62023.11.19 23:16buy30.10163.4220.0000.000
72023.11.19 23:16modify30.10163.422162.964164.014
82023.11.19 23:49buy40.10163.4890.0000.000
92023.11.19 23:49modify40.10163.489163.039164.014
102023.11.19 23:49modify30.10163.422163.039164.014
112023.11.19 23:49modify20.10163.115163.039164.014
122023.11.19 23:49modify10.10162.514163.039164.014
132023.11.20 01:25s/l10.10163.039163.039164.01434.551034.55
142023.11.20 01:25s/l20.10163.039163.039164.014-4.251030.31
152023.11.20 01:25s/l30.10163.039163.039164.014-24.081006.23
162023.11.20 01:25s/l40.10163.039163.039164.014-28.40977.83
172023.11.20 12:00buy50.10161.9110.0000.000
182023.11.20 12:00modify50.10161.911160.511163.411
192023.11.22 07:29buy60.10162.5110.0000.000
202023.11.22 07:29modify60.10162.511162.361163.411
212023.11.22 07:29modify50.10161.911162.361163.411
222023.11.22 10:57s/l50.10162.361162.361163.41130.371008.20
232023.11.22 10:57s/l60.10162.361162.361163.411-9.68998.52
242023.12.05 08:00buy70.10158.7140.0000.000
252023.12.05 08:00modify70.10158.714157.314160.214
262023.12.05 08:59buy80.10159.3150.0000.000
272023.12.05 08:59modify80.10159.315159.164160.214
282023.12.05 08:59modify70.10158.714159.164160.214
292023.12.05 11:35s/l70.10159.164159.164160.21429.061027.58
302023.12.05 11:35s/l80.10159.164159.164160.214-9.751017.83
312023.12.07 07:00buy90.10157.4910.0000.000
322023.12.07 07:00modify90.10157.491156.091158.991
332023.12.07 10:06s/l90.10156.091156.091158.991-90.39927.44
342023.12.11 01:00sell100.10156.5670.0000.000
352023.12.11 01:00modify100.10156.567157.967155.067
362023.12.13 19:36sell110.10155.9500.0000.000
372023.12.13 19:36modify110.10155.950156.117155.067
382023.12.13 19:36modify100.10156.567156.117155.067
392023.12.13 19:37s/l100.10156.117156.117155.06726.25953.69
402023.12.13 19:37s/l110.10156.117156.117155.067-10.79942.90
412023.12.19 03:00sell120.10156.8990.0000.000
422023.12.19 03:00modify120.10156.899158.299155.399
432023.12.19 06:36sell130.10155.9170.0000.000
442023.12.19 06:36modify130.10155.917156.374155.399
452023.12.19 06:36modify120.10156.899156.374155.399
462023.12.19 06:36sell140.10155.9890.0000.000
472023.12.19 06:36modify140.10155.989156.449155.399
482023.12.19 06:36modify140.10155.989156.374155.399
492023.12.19 06:36s/l120.10156.374156.374155.39933.90976.80
502023.12.19 06:36s/l130.10156.374156.374155.399-29.51947.29
512023.12.19 06:36s/l140.10156.374156.374155.399-24.86922.43
522023.12.21 03:00buy150.10156.4960.0000.000
532023.12.21 03:00modify150.10156.496155.096157.996
542023.12.26 15:12buy160.10157.0960.0000.000
552023.12.26 15:12modify160.10157.096156.946157.996
562023.12.26 15:12modify150.10156.496156.946157.996
572023.12.27 00:04buy170.10157.3960.0000.000
582023.12.27 00:04modify170.10157.396156.946157.996
592023.12.27 00:07buy180.10157.4710.0000.000
602023.12.27 00:07modify180.10157.471157.021157.996
612023.12.27 00:07modify170.10157.396157.021157.996
622023.12.27 00:07modify160.10157.096157.021157.996
632023.12.27 00:07modify150.10156.496157.021157.996
642023.12.27 14:42t/p150.10157.996157.021157.99699.481021.91
652023.12.27 14:42t/p160.10157.996157.021157.99658.771080.68
662023.12.27 14:42t/p170.10157.996157.021157.99638.751119.43
672023.12.27 14:42t/p180.10157.996157.021157.99633.901153.33
682024.01.04 10:00sell190.10157.7910.0000.000
692024.01.04 10:00modify190.10157.791159.191156.291
702024.01.10 15:01s/l190.10159.191159.191156.291-96.011057.32
712024.02.29 03:00buy200.10162.3440.0000.000
722024.02.29 03:00modify200.10162.344160.944163.844
732024.03.01 08:21buy210.10162.9440.0000.000
742024.03.01 08:21modify210.10162.944162.794163.844
752024.03.01 08:21modify200.10162.344162.794163.844
762024.03.01 09:07s/l200.10162.794162.794163.84429.711087.04
772024.03.01 09:07s/l210.10162.794162.794163.844-9.691077.35
782024.03.07 07:00buy220.10161.5830.0000.000
792024.03.07 07:00modify220.10161.583160.183163.083
802024.03.08 01:34buy230.10162.1920.0000.000
812024.03.08 01:34modify230.10162.192162.033163.083
822024.03.08 01:34modify220.10161.583162.033163.083
832024.03.08 01:42s/l220.10162.033162.033163.08329.711107.06
842024.03.08 01:42s/l230.10162.033162.033163.083-10.271096.79
852024.03.08 10:00buy240.10160.9200.0000.000
862024.03.08 10:00modify240.10160.920159.520162.420
872024.03.12 12:30buy250.10161.5200.0000.000
882024.03.12 12:30modify250.10161.520161.370162.420
892024.03.12 12:30modify240.10160.920161.370162.420
902024.03.12 12:30s/l240.10161.370161.370162.42030.371127.16
912024.03.12 12:30s/l250.10161.370161.370162.420-9.691117.47
922024.03.19 05:00sell260.10163.0370.0000.000
932024.03.19 05:00modify260.10163.037164.437161.537
942024.03.20 03:07s/l260.10164.437164.437161.537-91.811025.66
952024.04.10 13:00buy270.10164.3070.0000.000
962024.04.10 13:00modify270.10164.307162.907165.807
972024.04.12 12:37s/l270.10162.907162.907165.807-87.79937.87
982024.04.12 13:00buy280.10162.6400.0000.000
992024.04.12 13:00modify280.10162.640161.240164.140
1002024.04.14 22:48buy290.10163.2400.0000.000
1012024.04.14 22:48modify290.10163.240163.090164.140
1022024.04.14 22:48modify280.10162.640163.090164.140
1032024.04.15 01:05buy300.10163.5500.0000.000
1042024.04.15 01:05modify300.10163.550163.090164.140
1052024.04.15 01:05buy310.10163.6160.0000.000
1062024.04.15 01:05modify310.10163.616163.165164.140
1072024.04.15 01:05modify300.10163.550163.165164.140
1082024.04.15 01:05modify290.10163.240163.165164.140
1092024.04.15 01:05modify280.10162.640163.165164.140
1102024.04.15 12:30t/p280.10164.140163.165164.14097.521035.39
1112024.04.15 12:30t/p290.10164.140163.165164.14058.771094.17
1122024.04.15 12:30t/p300.10164.140163.165164.14038.101132.27
1132024.04.15 12:30t/p310.10164.140163.165164.14033.841166.11
1142024.04.19 02:00buy320.10163.8030.0000.000
1152024.04.19 02:00modify320.10163.803162.403165.303
1162024.04.19 06:46buy330.10164.4060.0000.000
1172024.04.19 06:46modify330.10164.406164.253165.303
1182024.04.19 06:46modify320.10163.803164.253165.303
1192024.04.19 09:47buy340.10164.7040.0000.000
1202024.04.19 09:47modify340.10164.704164.253165.303
1212024.04.19 12:17buy350.10164.7810.0000.000
1222024.04.19 12:17modify350.10164.781164.328165.303
1232024.04.19 12:17modify340.10164.704164.328165.303
1242024.04.19 12:17modify330.10164.406164.328165.303
1252024.04.19 12:17modify320.10163.803164.328165.303
1262024.04.23 07:30t/p320.10165.303164.328165.30398.181264.28
1272024.04.23 07:30t/p330.10165.303164.328165.30359.241323.52
1282024.04.23 07:30t/p340.10165.303164.328165.30339.991363.51
1292024.04.23 07:30t/p350.10165.303164.328165.30335.021398.52
1302024.04.26 07:00sell360.10167.8640.0000.000
1312024.04.26 07:00modify360.10167.864169.264166.364
1322024.04.26 08:00sell370.10167.2550.0000.000
1332024.04.26 08:00modify370.10167.255167.414166.364
1342024.04.26 08:00modify360.10167.864167.414166.364
1352024.04.26 08:00s/l360.10167.414167.414166.36429.071427.59
1362024.04.26 08:00s/l370.10167.414167.414166.364-10.261417.33
1372024.04.29 02:00sell380.10170.5150.0000.000
1382024.04.29 02:00modify380.10170.515171.915169.015
1392024.04.29 04:05sell390.10169.6080.0000.000
1402024.04.29 04:05modify390.10169.608170.065169.015
1412024.04.29 04:05modify380.10170.515170.065169.015
1422024.04.29 04:05sell400.10169.5360.0000.000
1432024.04.29 04:05modify400.10169.536169.990169.015
1442024.04.29 04:05modify390.10169.608169.990169.015
1452024.04.29 04:05modify380.10170.515169.990169.015
1462024.04.29 04:06s/l380.10169.990169.990169.01533.911451.24
1472024.04.29 04:06s/l390.10169.990169.990169.015-24.661426.58
1482024.04.29 04:06s/l400.10169.990169.990169.015-29.311397.27
1492024.05.02 12:00buy410.10165.6450.0000.000
1502024.05.02 12:00modify410.10165.645164.245167.145
1512024.05.02 18:39s/l410.10164.245164.245167.145-90.431306.84
1522024.05.16 01:00buy420.10167.4220.0000.000
1532024.05.16 01:00modify420.10167.422166.022168.922
1542024.05.16 08:08buy430.10168.0270.0000.000
1552024.05.16 08:08modify430.10168.027167.872168.922
1562024.05.16 08:08modify420.10167.422167.872168.922
1572024.05.16 11:27buy440.10168.3260.0000.000
1582024.05.16 11:27modify440.10168.326167.872168.922
1592024.05.16 12:02buy450.10168.3970.0000.000
1602024.05.16 12:02modify450.10168.397167.947168.922
1612024.05.16 12:02modify440.10168.326167.947168.922
1622024.05.16 12:02modify430.10168.027167.947168.922
1632024.05.16 12:02modify420.10167.422167.947168.922
1642024.05.17 00:30t/p420.10168.922167.947168.92297.541404.39
1652024.05.17 00:30t/p430.10168.922167.947168.92258.461462.85
1662024.05.17 00:30t/p440.10168.922167.947168.92239.151502.00
1672024.05.17 00:30t/p450.10168.922167.947168.92234.571536.58
1682024.06.04 08:00buy460.10169.2470.0000.000
1692024.06.04 08:00modify460.10169.247167.847170.747
1702024.06.05 07:44buy470.10169.8470.0000.000
1712024.06.05 07:44modify470.10169.847169.697170.747
1722024.06.05 07:44modify460.10169.247169.697170.747
1732024.06.05 08:21s/l460.10169.697169.697170.74729.711566.29
1742024.06.05 08:21s/l470.10169.697169.697170.747-9.691556.60
1752024.06.14 04:00sell480.10169.4980.0000.000
1762024.06.14 04:00modify480.10169.498170.898167.998
1772024.06.14 07:54sell490.10168.8970.0000.000
1782024.06.14 07:54modify490.10168.897169.048167.998
1792024.06.14 07:54modify480.10169.498169.048167.998
1802024.06.14 08:07sell500.10168.5980.0000.000
1812024.06.14 08:07modify500.10168.598169.048167.998
1822024.06.14 08:09sell510.10168.5180.0000.000
1832024.06.14 08:09modify510.10168.518168.973167.998
1842024.06.14 08:09modify500.10168.598168.973167.998
1852024.06.14 08:09modify490.10168.897168.973167.998
1862024.06.14 08:09modify480.10169.498168.973167.998
1872024.06.14 09:35t/p480.10167.998168.973167.99896.881653.48
1882024.06.14 09:35t/p490.10167.998168.973167.99858.061711.54
1892024.06.14 09:35t/p500.10167.998168.973167.99838.751750.29
1902024.06.14 09:35t/p510.10167.998168.973167.99833.591783.88
1912024.06.14 10:00buy520.10167.9200.0000.000
1922024.06.14 10:00modify520.10167.920166.520169.420
1932024.06.14 20:29buy530.10168.5220.0000.000
1942024.06.14 20:29modify530.10168.522168.370169.420
1952024.06.14 20:29modify520.10167.920168.370169.420
1962024.06.16 21:05s/l520.10168.370168.370169.42029.071812.95
1972024.06.16 21:05s/l530.10168.370168.370169.420-9.821803.13
1982024.06.21 08:00buy540.10169.5520.0000.000
1992024.06.21 08:00modify540.10169.552168.152171.052
2002024.06.21 14:07buy550.10170.1520.0000.000
2012024.06.21 14:07modify550.10170.152170.002171.052
2022024.06.21 14:07modify540.10169.552170.002171.052
2032024.06.21 14:25buy560.10170.4540.0000.000
2042024.06.21 14:25modify560.10170.454170.002171.052
2052024.06.21 14:33buy570.10170.5290.0000.000
2062024.06.21 14:33modify570.10170.529170.077171.052
2072024.06.21 14:33modify560.10170.454170.077171.052
2082024.06.21 14:33modify550.10170.152170.077171.052
2092024.06.21 14:33modify540.10169.552170.077171.052
2102024.06.24 07:37t/p540.10171.052170.077171.05297.541900.67
2112024.06.24 07:37t/p550.10171.052170.077171.05258.781959.46
2122024.06.24 07:37t/p560.10171.052170.077171.05239.271998.73
2132024.06.24 07:37t/p570.10171.052170.077171.05234.432033.17
2142024.07.11 13:00buy580.10172.7480.0000.000
2152024.07.11 13:00modify580.10172.748171.348174.248
2162024.07.12 10:04buy590.10173.3480.0000.000
2172024.07.12 10:04modify590.10173.348173.198174.248
2182024.07.12 10:04modify580.10172.748173.198174.248
2192024.07.12 11:20s/l580.10173.198173.198174.24829.722062.89
2202024.07.12 11:20s/l590.10173.198173.198174.248-9.692053.20
2212024.07.17 08:00buy600.10171.3670.0000.000
2222024.07.17 08:00modify600.10171.367169.967172.867
2232024.07.23 07:42s/l600.10169.967169.967172.867-86.511966.69
2242024.07.23 08:00buy610.10169.7370.0000.000
2252024.07.23 08:00modify610.10169.737168.337171.237
2262024.07.24 02:59s/l610.10168.337168.337171.237-89.781876.91
2272024.07.24 05:00buy620.10167.7310.0000.000
2282024.07.24 05:00modify620.10167.731166.331169.231
2292024.07.24 14:06s/l620.10166.331166.331169.231-90.441786.47
2302024.07.26 11:00sell630.10167.8000.0000.000
2312024.07.26 11:00modify630.10167.800169.200166.300
2322024.07.26 13:05sell640.10167.1980.0000.000
2332024.07.26 13:05modify640.10167.198167.350166.300
2342024.07.26 13:05modify630.10167.800167.350166.300
2352024.07.26 13:13s/l630.10167.350167.350166.30029.061815.53
2362024.07.26 13:13s/l640.10167.350167.350166.300-9.821805.71
2372024.07.30 07:00sell650.10167.7770.0000.000
2382024.07.30 07:00modify650.10167.777169.177166.277
2392024.07.30 13:05sell660.10167.1770.0000.000
2402024.07.30 13:05modify660.10167.177167.327166.277
2412024.07.30 13:05modify650.10167.777167.327166.277
2422024.07.30 13:45sell670.10166.8770.0000.000
2432024.07.30 13:45modify670.10166.877167.327166.277
2442024.07.30 13:46sell680.10166.8010.0000.000
2452024.07.30 13:46modify680.10166.801167.252166.277
2462024.07.30 13:46modify670.10166.877167.252166.277
2472024.07.30 13:46modify660.10167.177167.252166.277
2482024.07.30 13:46modify650.10167.777167.252166.277
2492024.07.30 15:04t/p650.10166.277167.252166.27796.881902.59
2502024.07.30 15:04t/p660.10166.277167.252166.27758.131960.72
2512024.07.30 15:04t/p670.10166.277167.252166.27738.751999.47
2522024.07.30 15:04t/p680.10166.277167.252166.27733.842033.31
2532024.08.07 02:00sell690.10160.2050.0000.000
2542024.08.07 02:00modify690.10160.205161.605158.705
2552024.08.07 07:27sell700.10159.5960.0000.000
2562024.08.07 07:27modify700.10159.596159.755158.705
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