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=0; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 profit202.89Gross profit1716.48Gross loss-1513.59
Profit factor1.13Expected payoff2.09
Absolute drawdown481.40Maximal drawdown513.64 (49.76%)Relative drawdown49.76% (513.64)
Total trades97Short positions (won %)60 (50.00%)Long positions (won %)37 (45.95%)
Profit trades (% of total)47 (48.45%)Loss trades (% of total)50 (51.55%)
Largestprofit trade97.59loss trade-44.37
Averageprofit trade36.52loss trade-30.27
Maximumconsecutive wins (profit in money)9 (460.29)consecutive losses (loss in money)5 (-191.68)
Maximalconsecutive profit (count of wins)460.29 (9)consecutive loss (count of losses)-191.68 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.07 08:00sell10.10160.9690.0000.000
22023.11.07 08:00modify10.10160.969161.569159.469
32023.11.07 11:42sell20.10160.4440.0000.000
42023.11.07 11:42modify20.10160.444160.894159.469
52023.11.07 11:42modify10.10160.969160.894159.469
62023.11.07 15:36s/l10.10160.894160.894159.4694.851004.85
72023.11.07 15:36s/l20.10160.894160.894159.469-29.08975.77
82023.11.14 08:00sell30.10162.3380.0000.000
92023.11.14 08:00modify30.10162.338162.938160.838
102023.11.14 13:30s/l30.10162.938162.938160.838-38.77937.00
112023.11.17 08:00buy40.10163.0840.0000.000
122023.11.17 08:00modify40.10163.084162.484164.584
132023.11.17 08:53s/l40.10162.484162.484164.584-38.78898.22
142023.11.20 12:00buy50.10161.9110.0000.000
152023.11.20 12:00modify50.10161.911161.311163.411
162023.11.20 14:42buy60.10162.4400.0000.000
172023.11.20 14:42modify60.10162.440161.986163.411
182023.11.20 14:42modify50.10161.911161.986163.411
192023.11.21 02:16s/l50.10161.986161.986163.4115.50903.72
202023.11.21 02:16s/l60.10161.986161.986163.411-28.69875.04
212023.11.22 08:00sell70.10162.6000.0000.000
222023.11.22 08:00modify70.10162.600163.200161.100
232023.11.23 15:19s/l70.10163.200163.200161.100-42.98832.06
242023.11.30 08:00buy80.10161.0790.0000.000
252023.11.30 08:00modify80.10161.079160.479162.579
262023.11.30 14:01buy90.10161.6040.0000.000
272023.11.30 14:01modify90.10161.604161.154162.579
282023.11.30 14:01modify80.10161.079161.154162.579
292023.11.30 14:55buy100.10161.9070.0000.000
302023.11.30 14:55modify100.10161.907161.454162.579
312023.11.30 14:55modify90.10161.604161.454162.579
322023.11.30 14:55modify80.10161.079161.454162.579
332023.11.30 15:48s/l80.10161.454161.454162.57924.23856.29
342023.11.30 15:48s/l90.10161.454161.454162.579-9.70846.59
352023.11.30 15:48s/l100.10161.454161.454162.579-29.28817.31
362023.12.11 08:00sell110.10157.4440.0000.000
372023.12.11 08:00modify110.10157.444158.044155.944
382023.12.12 00:33sell120.10156.9160.0000.000
392023.12.12 00:33modify120.10156.916157.369155.944
402023.12.12 00:33modify110.10157.444157.369155.944
412023.12.12 05:07sell130.10156.6190.0000.000
422023.12.12 05:07modify130.10156.619157.069155.944
432023.12.12 05:07modify120.10156.916157.069155.944
442023.12.12 05:07modify110.10157.444157.069155.944
452023.12.12 08:33s/l110.10157.069157.069155.94422.83840.14
462023.12.12 08:33s/l120.10157.069157.069155.944-9.89830.25
472023.12.12 08:33s/l130.10157.069157.069155.944-29.08801.17
482023.12.28 08:00buy140.10156.5790.0000.000
492023.12.28 08:00modify140.10156.579155.979158.079
502023.12.28 15:31s/l140.10155.979155.979158.079-38.77762.40
512024.01.04 12:00sell150.10157.9320.0000.000
522024.01.04 12:00modify150.10157.932158.532156.432
532024.01.04 14:51s/l150.10158.532158.532156.432-38.76723.64
542024.01.05 12:00sell160.10158.5510.0000.000
552024.01.05 12:00modify160.10158.551159.151157.051
562024.01.08 02:51sell170.10158.0260.0000.000
572024.01.08 02:51modify170.10158.026158.476157.051
582024.01.08 02:51modify160.10158.551158.476157.051
592024.01.08 07:00sell180.10157.7160.0000.000
602024.01.08 07:00modify180.10157.716158.176157.051
612024.01.08 07:00modify170.10158.026158.176157.051
622024.01.08 07:00modify160.10158.551158.176157.051
632024.01.08 11:57s/l160.10158.176158.176157.05122.83746.47
642024.01.08 11:57s/l170.10158.176158.176157.051-9.69736.78
652024.01.08 11:57s/l180.10158.176158.176157.051-29.72707.06
662024.01.10 12:00sell190.10158.7120.0000.000
672024.01.10 12:00modify190.10158.712159.312157.212
682024.01.10 15:14s/l190.10159.312159.312157.212-38.77668.29
692024.01.17 08:00sell200.10160.7330.0000.000
702024.01.17 08:00modify200.10160.733161.333159.233
712024.01.18 00:33s/l200.10161.333161.333159.233-42.98625.31
722024.02.08 08:00sell210.10160.3410.0000.000
732024.02.08 08:00modify210.10160.341160.941158.841
742024.02.08 17:36s/l210.10160.941160.941158.841-38.77586.54
752024.02.12 12:00buy220.10160.5160.0000.000
762024.02.12 12:00modify220.10160.516159.916162.016
772024.02.12 18:16buy230.10161.0410.0000.000
782024.02.12 18:16modify230.10161.041160.591162.016
792024.02.12 18:16modify220.10160.516160.591162.016
802024.02.13 13:34buy240.10161.3490.0000.000
812024.02.13 13:34modify240.10161.349160.891162.016
822024.02.13 13:34modify230.10161.041160.891162.016
832024.02.13 13:34modify220.10160.516160.891162.016
842024.02.13 16:35buy250.10161.5660.0000.000
852024.02.13 16:35modify250.10161.566161.116162.016
862024.02.13 16:35modify240.10161.349161.116162.016
872024.02.13 16:35modify230.10161.041161.116162.016
882024.02.13 16:35modify220.10160.516161.116162.016
892024.02.14 07:03s/l220.10161.116161.116162.01640.07626.61
902024.02.14 07:03s/l230.10161.116161.116162.0166.15632.75
912024.02.14 07:03s/l240.10161.116161.116162.016-14.41618.35
922024.02.14 07:03s/l250.10161.116161.116162.016-28.43589.92
932024.02.20 12:00sell260.10162.2200.0000.000
942024.02.20 12:00modify260.10162.220162.820160.720
952024.02.22 00:14s/l260.10162.820162.820160.720-44.37545.55
962024.02.26 12:00sell270.10163.5240.0000.000
972024.02.26 12:00modify270.10163.524164.124162.024
982024.02.27 10:01sell280.10162.9980.0000.000
992024.02.27 10:01modify280.10162.998163.449162.024
1002024.02.27 10:01modify270.10163.524163.449162.024
1012024.02.29 01:53sell290.10162.6970.0000.000
1022024.02.29 01:53modify290.10162.697163.149162.024
1032024.02.29 01:53modify280.10162.998163.149162.024
1042024.02.29 01:53modify270.10163.524163.149162.024
1052024.02.29 02:18sell300.10162.4690.0000.000
1062024.02.29 02:18modify300.10162.469162.924162.024
1072024.02.29 02:18modify290.10162.697162.924162.024
1082024.02.29 02:18modify280.10162.998162.924162.024
1092024.02.29 02:18modify270.10163.524162.924162.024
1102024.02.29 15:05t/p270.10162.024162.924162.02489.89635.44
1112024.02.29 15:05t/p280.10162.024162.924162.02457.31692.75
1122024.02.29 15:05t/p290.10162.024162.924162.02443.47736.22
1132024.02.29 15:05t/p300.10162.024162.924162.02428.75764.97
1142024.03.04 08:00sell310.10163.1350.0000.000
1152024.03.04 08:00modify310.10163.135163.735161.635
1162024.03.05 20:29sell320.10162.6100.0000.000
1172024.03.05 20:29modify320.10162.610163.060161.635
1182024.03.05 20:29modify310.10163.135163.060161.635
1192024.03.06 07:11sell330.10162.3090.0000.000
1202024.03.06 07:11modify330.10162.309162.760161.635
1212024.03.06 07:11modify320.10162.610162.760161.635
1222024.03.06 07:11modify310.10163.135162.760161.635
1232024.03.06 08:34s/l310.10162.760162.760161.63521.43786.40
1242024.03.06 08:34s/l320.10162.760162.760161.635-11.09775.30
1252024.03.06 08:34s/l330.10162.760162.760161.635-29.13746.17
1262024.03.08 12:00buy340.10160.8720.0000.000
1272024.03.08 12:00modify340.10160.872160.272162.372
1282024.03.11 09:48s/l340.10160.272160.272162.372-38.12708.06
1292024.03.13 12:00sell350.10161.9090.0000.000
1302024.03.13 12:00modify350.10161.909162.509160.409
1312024.03.14 13:20sell360.10161.3810.0000.000
1322024.03.14 13:20modify360.10161.381161.834160.409
1332024.03.14 13:20modify350.10161.909161.834160.409
1342024.03.15 07:03sell370.10161.0830.0000.000
1352024.03.15 07:03modify370.10161.083161.534160.409
1362024.03.15 07:03modify360.10161.381161.534160.409
1372024.03.15 07:03modify350.10161.909161.534160.409
1382024.03.15 07:22s/l350.10161.534161.534160.40918.62726.68
1392024.03.15 07:22s/l360.10161.534161.534160.409-11.28715.40
1402024.03.15 07:22s/l370.10161.534161.534160.409-29.14686.26
1412024.03.19 08:00sell380.10163.1020.0000.000
1422024.03.19 08:00modify380.10163.102163.702161.602
1432024.03.19 14:22s/l380.10163.702163.702161.602-38.76647.50
1442024.03.22 08:00buy390.10163.9330.0000.000
1452024.03.22 08:00modify390.10163.933163.333165.433
1462024.03.24 23:13s/l390.10163.333163.333165.433-38.77608.73
1472024.03.26 12:00sell400.10164.3590.0000.000
1482024.03.26 12:00modify400.10164.359164.959162.859
1492024.03.27 09:02sell410.10163.8250.0000.000
1502024.03.27 09:02modify410.10163.825164.284162.859
1512024.03.27 09:02modify400.10164.359164.284162.859
1522024.03.27 10:23sell420.10163.5340.0000.000
1532024.03.27 10:23modify420.10163.534163.984162.859
1542024.03.27 10:23modify410.10163.825163.984162.859
1552024.03.27 10:23modify400.10164.359163.984162.859
1562024.03.28 08:10sell430.10163.3070.0000.000
1572024.03.28 08:10modify430.10163.307163.759162.859
1582024.03.28 08:10modify420.10163.534163.759162.859
1592024.03.28 08:10modify410.10163.825163.759162.859
1602024.03.28 08:10modify400.10164.359163.759162.859
1612024.04.01 16:03t/p400.10162.859163.759162.85988.50697.22
1622024.04.01 16:03t/p410.10162.859163.759162.85955.40752.62
1632024.04.01 16:03t/p420.10162.859163.759162.85936.60789.22
1642024.04.01 16:03t/p430.10162.859163.759162.85926.14815.36
1652024.04.12 08:00buy440.10163.7610.0000.000
1662024.04.12 08:00modify440.10163.761163.161165.261
1672024.04.12 11:56s/l440.10163.161163.161165.261-38.77776.59
1682024.04.16 12:00sell450.10164.5510.0000.000
1692024.04.16 12:00modify450.10164.551165.151163.051
1702024.04.16 13:39sell460.10164.0180.0000.000
1712024.04.16 13:39modify460.10164.018164.476163.051
1722024.04.16 13:39modify450.10164.551164.476163.051
1732024.04.16 14:06s/l450.10164.476164.476163.0514.85781.44
1742024.04.16 14:06s/l460.10164.476164.476163.051-29.59751.85
1752024.04.23 08:00sell470.10165.3280.0000.000
1762024.04.23 08:00modify470.10165.328165.928163.828
1772024.04.24 17:18s/l470.10165.928165.928163.828-40.17711.67
1782024.05.02 08:00buy480.10166.6620.0000.000
1792024.05.02 08:00modify480.10166.662166.062168.162
1802024.05.02 08:58s/l480.10166.062166.062168.162-38.77672.90
1812024.05.08 12:00sell490.10167.0970.0000.000
1822024.05.08 12:00modify490.10167.097167.697165.597
1832024.05.09 14:54s/l490.10167.697167.697165.597-42.98629.93
1842024.05.10 08:00sell500.10167.8450.0000.000
1852024.05.10 08:00modify500.10167.845168.445166.345
1862024.05.13 14:27s/l500.10168.445168.445166.345-40.17589.75
1872024.05.28 08:00sell510.10170.6560.0000.000
1882024.05.28 08:00modify510.10170.656171.256169.156
1892024.05.29 21:05sell520.10170.1090.0000.000
1902024.05.29 21:05modify520.10170.109170.581169.156
1912024.05.29 21:05modify510.10170.656170.581169.156
1922024.05.30 03:15sell530.10169.8290.0000.000
1932024.05.30 03:15modify530.10169.829170.281169.156
1942024.05.30 03:15modify520.10170.109170.281169.156
1952024.05.30 03:15modify510.10170.656170.281169.156
1962024.05.30 05:14sell540.10169.6050.0000.000
1972024.05.30 05:14modify540.10169.605170.056169.156
1982024.05.30 05:14modify530.10169.829170.056169.156
1992024.05.30 05:14modify520.10170.109170.056169.156
2002024.05.30 05:14modify510.10170.656170.056169.156
2012024.05.30 07:02t/p510.10169.156170.056169.15691.33681.09
2022024.05.30 07:02t/p520.10169.156170.056169.15657.38738.47
2032024.05.30 07:02t/p530.10169.156170.056169.15643.49781.96
2042024.05.30 07:02t/p540.10169.156170.056169.15629.01810.97
2052024.06.04 12:00buy550.10168.2340.0000.000
2062024.06.04 12:00modify550.10168.234167.634169.734
2072024.06.04 23:36buy560.10168.7600.0000.000
2082024.06.04 23:36modify560.10168.760168.309169.734
2092024.06.04 23:36modify550.10168.234168.309169.734
2102024.06.05 00:12buy570.10169.0620.0000.000
2112024.06.05 00:12modify570.10169.062168.609169.734
2122024.06.05 00:12modify560.10168.760168.609169.734
2132024.06.05 00:12modify550.10168.234168.609169.734
2142024.06.05 03:00buy580.10169.2860.0000.000
2152024.06.05 03:00modify580.10169.286168.834169.734
2162024.06.05 03:00modify570.10169.062168.834169.734
2172024.06.05 03:00modify560.10168.760168.834169.734
2182024.06.05 03:00modify550.10168.234168.834169.734
2192024.06.05 07:40t/p550.10169.734168.834169.73497.59908.56
2202024.06.05 07:40t/p560.10169.734168.834169.73463.60972.17
2212024.06.05 07:40t/p570.10169.734168.834169.73443.431015.60
2222024.06.05 07:40t/p580.10169.734168.834169.73428.951044.55
2232024.06.10 12:00buy590.10168.7310.0000.000
2242024.06.10 12:00modify590.10168.731168.131170.231
2252024.06.11 00:54buy600.10169.2590.0000.000
2262024.06.11 00:54modify600.10169.259168.806170.231
2272024.06.11 00:54modify590.10168.731168.806170.231
2282024.06.11 10:38s/l590.10168.806168.806170.2315.501050.05
2292024.06.11 10:38s/l600.10168.806168.806170.231-29.271020.78
2302024.06.13 08:00sell610.10170.0800.0000.000
2312024.06.13 08:00modify610.10170.080170.680168.580
2322024.06.13 11:53sell620.10169.5540.0000.000
2332024.06.13 11:53modify620.10169.554170.005168.580
2342024.06.13 11:53modify610.10170.080170.005168.580
2352024.06.13 14:30sell630.10169.2530.0000.000
2362024.06.13 14:30modify630.10169.253169.705168.580
2372024.06.13 14:30modify620.10169.554169.705168.580
2382024.06.13 14:30modify610.10170.080169.705168.580
2392024.06.13 14:52sell640.10169.0300.0000.000
2402024.06.13 14:52modify640.10169.030169.480168.580
2412024.06.13 14:52modify630.10169.253169.480168.580
2422024.06.13 14:52modify620.10169.554169.480168.580
2432024.06.13 14:52modify610.10170.080169.480168.580
2442024.06.13 16:01t/p610.10168.580169.480168.58096.931117.71
2452024.06.13 16:01t/p620.10168.580169.480168.58062.941180.65
2462024.06.13 16:01t/p630.10168.580169.480168.58043.491224.14
2472024.06.13 16:01t/p640.10168.580169.480168.58029.081253.22
2482024.06.24 12:00sell650.10171.1930.0000.000
2492024.06.24 12:00modify650.10171.193171.793169.693
2502024.06.26 14:48s/l650.10171.793171.793169.693-41.571211.64
2512024.07.10 12:00sell660.10174.8130.0000.000
2522024.07.10 12:00modify660.10174.813175.413173.313
2532024.07.11 11:53s/l660.10175.413175.413173.313-42.981168.67
2542024.07.17 08:00buy670.10171.3670.0000.000
2552024.07.17 08:00modify670.10171.367170.767172.867
2562024.07.17 08:42s/l670.10170.767170.767172.867-38.771129.90
2572024.07.31 12:00buy680.10162.6510.0000.000
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