Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=120; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=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 test1915Ticks modelled44854432Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1151.80Gross profit1909.29Gross loss-757.49
Profit factor2.52Expected payoff16.00
Absolute drawdown14.83Maximal drawdown332.57 (2.92%)Relative drawdown2.92% (332.57)
Total trades72Short positions (won %)37 (54.05%)Long positions (won %)35 (71.43%)
Profit trades (% of total)45 (62.50%)Loss trades (% of total)27 (37.50%)
Largestprofit trade98.52loss trade-86.47
Averageprofit trade42.43loss trade-28.06
Maximumconsecutive wins (profit in money)13 (666.92)consecutive losses (loss in money)4 (-69.08)
Maximalconsecutive profit (count of wins)666.92 (13)consecutive loss (count of losses)-241.27 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 08:00sell10.10151.2060.0000.000
22023.05.02 08:00modify10.10151.206152.406149.706
32023.05.02 08:10sell20.10150.7540.0000.000
42023.05.02 08:10modify20.10150.754151.131149.706
52023.05.02 08:10modify10.10151.206151.131149.706
62023.05.02 14:00sell30.10150.3060.0000.000
72023.05.02 14:00modify30.10150.306150.756149.706
82023.05.02 14:00modify20.10150.754150.756149.706
92023.05.02 14:00modify10.10151.206150.756149.706
102023.05.02 14:24sell40.10150.0050.0000.000
112023.05.02 14:24modify40.10150.005150.456149.706
122023.05.02 14:24modify30.10150.306150.456149.706
132023.05.02 14:24modify20.10150.754150.456149.706
142023.05.02 14:24modify10.10151.206150.456149.706
152023.05.03 08:15t/p10.10149.706150.456149.70694.4710094.47
162023.05.03 08:15t/p20.10149.706150.456149.70665.5810160.06
172023.05.03 08:15t/p30.10149.706150.456149.70636.9510197.01
182023.05.03 08:15t/p40.10149.706150.456149.70617.7110214.73
192023.05.04 16:00buy50.10147.2900.0000.000
202023.05.04 16:00modify50.10147.290146.090148.790
212023.05.04 17:17buy60.10147.7440.0000.000
222023.05.04 17:17modify60.10147.744147.365148.790
232023.05.04 17:17modify50.10147.290147.365148.790
242023.05.05 12:30buy70.10148.1990.0000.000
252023.05.05 12:30modify70.10148.199147.740148.790
262023.05.05 12:30modify60.10147.744147.740148.790
272023.05.05 12:30modify50.10147.290147.740148.790
282023.05.05 14:56buy80.10148.4910.0000.000
292023.05.05 14:56modify80.10148.491148.040148.790
302023.05.05 14:56modify70.10148.199148.040148.790
312023.05.05 14:56modify60.10147.744148.040148.790
322023.05.05 14:56modify50.10147.290148.040148.790
332023.05.07 22:56t/p50.10148.790148.040148.79096.4110311.13
342023.05.07 22:56t/p60.10148.790148.040148.79067.3910378.52
352023.05.07 22:56t/p70.10148.790148.040148.79037.7810416.30
362023.05.07 22:56t/p80.10148.790148.040148.79019.1110435.41
372023.05.11 08:00buy90.10147.0960.0000.000
382023.05.11 08:00modify90.10147.096145.896148.596
392023.05.15 00:23buy100.10147.5470.0000.000
402023.05.15 00:23modify100.10147.547147.171148.596
412023.05.15 00:23modify90.10147.096147.171148.596
422023.05.15 05:33buy110.10147.9960.0000.000
432023.05.15 05:33modify110.10147.996147.546148.596
442023.05.15 05:33modify100.10147.547147.546148.596
452023.05.15 05:33modify90.10147.096147.546148.596
462023.05.16 13:43buy120.10148.2970.0000.000
472023.05.16 13:43modify120.10148.297147.846148.596
482023.05.16 13:43modify110.10147.996147.846148.596
492023.05.16 13:43modify100.10147.547147.846148.596
502023.05.16 13:43modify90.10147.096147.846148.596
512023.05.17 07:10t/p90.10148.596147.846148.59697.9910533.40
522023.05.17 07:10t/p100.10148.596147.846148.59668.1110601.51
532023.05.17 07:10t/p110.10148.596147.846148.59639.4110640.91
542023.05.17 07:10t/p120.10148.596147.846148.59619.6410660.55
552023.05.31 16:00buy130.10148.9240.0000.000
562023.05.31 16:00modify130.10148.924147.724150.424
572023.06.01 07:06buy140.10149.3760.0000.000
582023.06.01 07:06modify140.10149.376148.999150.424
592023.06.01 07:06modify130.10148.924148.999150.424
602023.06.01 12:38s/l130.10148.999148.999150.4246.3710666.92
612023.06.01 12:38s/l140.10148.999148.999150.424-24.1010642.82
622023.06.22 16:00sell150.10156.4990.0000.000
632023.06.22 16:00modify150.10156.499157.699154.999
642023.06.23 07:16sell160.10156.0330.0000.000
652023.06.23 07:16modify160.10156.033156.424154.999
662023.06.23 07:16modify150.10156.499156.424154.999
672023.06.23 07:27sell170.10155.5990.0000.000
682023.06.23 07:27modify170.10155.599156.049154.999
692023.06.23 07:27modify160.10156.033156.049154.999
702023.06.23 07:27modify150.10156.499156.049154.999
712023.06.23 07:30sell180.10155.2750.0000.000
722023.06.23 07:30modify180.10155.275155.749154.999
732023.06.23 07:30modify170.10155.599155.749154.999
742023.06.23 07:30modify160.10156.033155.749154.999
752023.06.23 07:30modify150.10156.499155.749154.999
762023.06.23 10:26s/l150.10155.749155.749154.99946.5410689.37
772023.06.23 10:26s/l160.10155.749155.749154.99918.1510707.52
782023.06.23 10:26s/l170.10155.749155.749154.999-9.5810697.94
792023.06.23 10:26s/l180.10155.749155.749154.999-30.2910667.65
802023.07.11 12:00buy190.10154.2320.0000.000
812023.07.11 12:00modify190.10154.232153.032155.732
822023.07.11 13:38buy200.10154.6830.0000.000
832023.07.11 13:38modify200.10154.683154.307155.732
842023.07.11 13:38modify190.10154.232154.307155.732
852023.07.11 23:45s/l190.10154.307154.307155.7324.7910672.44
862023.07.11 23:45s/l200.10154.307154.307155.732-24.0410648.40
872023.07.12 08:00buy210.10153.9330.0000.000
882023.07.12 08:00modify210.10153.933152.733155.433
892023.07.13 00:58buy220.10154.3870.0000.000
902023.07.13 00:58modify220.10154.387154.008155.433
912023.07.13 00:58modify210.10153.933154.008155.433
922023.07.13 09:40buy230.10154.8330.0000.000
932023.07.13 09:40modify230.10154.833154.383155.433
942023.07.13 09:40modify220.10154.387154.383155.433
952023.07.13 09:40modify210.10153.933154.383155.433
962023.07.13 12:35buy240.10155.1370.0000.000
972023.07.13 12:35modify240.10155.137154.683155.433
982023.07.13 12:35modify230.10154.833154.683155.433
992023.07.13 12:35modify220.10154.387154.683155.433
1002023.07.13 12:35modify210.10153.933154.683155.433
1012023.07.13 13:29s/l210.10154.683154.683155.43349.5210697.92
1022023.07.13 13:29s/l220.10154.683154.683155.43318.9210716.84
1032023.07.13 13:29s/l230.10154.683154.683155.433-9.5810707.26
1042023.07.13 13:29s/l240.10154.683154.683155.433-29.0210678.24
1052023.08.10 08:00sell250.10158.3110.0000.000
1062023.08.10 08:00modify250.10158.311159.511156.811
1072023.08.18 07:35sell260.10157.8590.0000.000
1082023.08.18 07:35modify260.10157.859158.236156.811
1092023.08.18 07:35modify250.10158.311158.236156.811
1102023.08.18 08:33s/l250.10158.236158.236156.811-6.3810671.86
1112023.08.18 08:33s/l260.10158.236158.236156.811-24.1010647.76
1122023.08.18 16:00buy270.10157.8680.0000.000
1132023.08.18 16:00modify270.10157.868156.668159.368
1142023.08.21 02:13buy280.10158.3180.0000.000
1152023.08.21 02:13modify280.10158.318157.943159.368
1162023.08.21 02:13modify270.10157.868157.943159.368
1172023.08.21 09:24buy290.10158.7710.0000.000
1182023.08.21 09:24modify290.10158.771158.318159.368
1192023.08.21 09:24modify280.10158.318158.318159.368
1202023.08.21 09:24modify270.10157.868158.318159.368
1212023.08.21 10:45buy300.10159.0700.0000.000
1222023.08.21 10:45modify300.10159.070158.618159.368
1232023.08.21 10:45modify290.10158.771158.618159.368
1242023.08.21 10:45modify280.10158.318158.618159.368
1252023.08.21 10:45modify270.10157.868158.618159.368
1262023.08.21 15:18t/p270.10159.368158.618159.36896.4110744.17
1272023.08.21 15:18t/p280.10159.368158.618159.36867.1210811.29
1282023.08.21 15:18t/p290.10159.368158.618159.36838.1610849.45
1292023.08.21 15:18t/p300.10159.368158.618159.36819.0510868.50
1302023.08.23 16:00buy310.10157.1070.0000.000
1312023.08.23 16:00modify310.10157.107155.907158.607
1322023.08.24 02:16buy320.10157.5600.0000.000
1332023.08.24 02:16modify320.10157.560157.182158.607
1342023.08.24 02:16modify310.10157.107157.182158.607
1352023.08.24 11:24buy330.10158.0070.0000.000
1362023.08.24 11:24modify330.10158.007157.557158.607
1372023.08.24 11:24modify320.10157.560157.557158.607
1382023.08.24 11:24modify310.10157.107157.557158.607
1392023.08.24 21:19s/l310.10157.557157.557158.60730.3510898.85
1402023.08.24 21:19s/l320.10157.557157.557158.607-0.1910898.66
1412023.08.24 21:19s/l330.10157.557157.557158.607-28.7610869.90
1422023.10.03 16:00buy340.10155.9470.0000.000
1432023.10.03 16:00modify340.10155.947154.747157.447
1442023.10.04 09:10buy350.10156.3970.0000.000
1452023.10.04 09:10modify350.10156.397156.022157.447
1462023.10.04 09:10modify340.10155.947156.022157.447
1472023.10.06 04:16buy360.10156.8470.0000.000
1482023.10.06 04:16modify360.10156.847156.397157.447
1492023.10.06 04:16modify350.10156.397156.397157.447
1502023.10.06 04:16modify340.10155.947156.397157.447
1512023.10.06 08:12buy370.10157.1470.0000.000
1522023.10.06 08:12modify370.10157.147156.697157.447
1532023.10.06 08:12modify360.10156.847156.697157.447
1542023.10.06 08:12modify350.10156.397156.697157.447
1552023.10.06 08:12modify340.10155.947156.697157.447
1562023.10.06 11:49t/p340.10157.447156.697157.44798.5210968.42
1572023.10.06 11:49t/p350.10157.447156.697157.44769.2311037.65
1582023.10.06 11:49t/p360.10157.447156.697157.44738.3511076.00
1592023.10.06 11:49t/p370.10157.447156.697157.44719.1811095.18
1602023.10.23 16:00sell380.10159.4530.0000.000
1612023.10.23 16:00modify380.10159.453160.653157.953
1622023.10.24 12:54sell390.10159.0030.0000.000
1632023.10.24 12:54modify390.10159.003159.378157.953
1642023.10.24 12:54modify380.10159.453159.378157.953
1652023.10.24 16:49sell400.10158.5530.0000.000
1662023.10.24 16:49modify400.10158.553159.003157.953
1672023.10.24 16:49modify390.10159.003159.003157.953
1682023.10.24 16:49modify380.10159.453159.003157.953
1692023.10.26 06:47sell410.10158.2430.0000.000
1702023.10.26 06:47modify410.10158.243158.703157.953
1712023.10.26 06:47modify400.10158.553158.703157.953
1722023.10.26 06:47modify390.10159.003158.703157.953
1732023.10.26 06:47modify380.10159.453158.703157.953
1742023.10.26 07:15s/l380.10158.703158.703157.95340.9511136.13
1752023.10.26 07:15s/l390.10158.703158.703157.95313.5911149.72
1762023.10.26 07:15s/l400.10158.703158.703157.953-15.1711134.54
1772023.10.26 07:15s/l410.10158.703158.703157.953-29.4011105.14
1782023.10.31 12:00sell420.10160.6150.0000.000
1792023.10.31 12:00modify420.10160.615161.815159.115
1802023.10.31 13:20sell430.10160.1630.0000.000
1812023.10.31 13:20modify430.10160.163160.540159.115
1822023.10.31 13:20modify420.10160.615160.540159.115
1832023.11.01 08:19sell440.10159.7150.0000.000
1842023.11.01 08:19modify440.10159.715160.165159.115
1852023.11.01 08:19modify430.10160.163160.165159.115
1862023.11.01 08:19modify420.10160.615160.165159.115
1872023.11.01 11:17sell450.10159.4140.0000.000
1882023.11.01 11:17modify450.10159.414159.865159.115
1892023.11.01 11:17modify440.10159.715159.865159.115
1902023.11.01 11:17modify430.10160.163159.865159.115
1912023.11.01 11:17modify420.10160.615159.865159.115
1922023.11.01 15:58t/p420.10159.115159.865159.11594.4711199.62
1932023.11.01 15:58t/p430.10159.115159.865159.11565.5811265.20
1942023.11.01 15:58t/p440.10159.115159.865159.11538.3511303.55
1952023.11.01 15:58t/p450.10159.115159.865159.11519.1111322.66
1962023.11.06 12:00sell460.10160.8650.0000.000
1972023.11.06 12:00modify460.10160.865162.065159.365
1982023.11.13 01:05s/l460.10162.065162.065159.365-86.4711236.19
1992023.11.14 12:00sell470.10162.6460.0000.000
2002023.11.14 12:00modify470.10162.646163.846161.146
2012023.11.15 00:11s/l470.10163.846163.846161.146-78.1011158.09
2022023.12.07 08:00buy480.10157.1140.0000.000
2032023.12.07 08:00modify480.10157.114155.914158.614
2042023.12.07 10:13s/l480.10155.914155.914158.614-76.7011081.39
2052023.12.19 12:00sell490.10158.3550.0000.000
2062023.12.19 12:00modify490.10158.355159.555156.855
2072023.12.19 15:03sell500.10157.9050.0000.000
2082023.12.19 15:03modify500.10157.905158.280156.855
2092023.12.19 15:03modify490.10158.355158.280156.855
2102023.12.20 04:27sell510.10157.4490.0000.000
2112023.12.20 04:27modify510.10157.449157.905156.855
2122023.12.20 04:27modify500.10157.905157.905156.855
2132023.12.20 04:27modify490.10158.355157.905156.855
2142023.12.20 07:25sell520.10157.1550.0000.000
2152023.12.20 07:25modify520.10157.155157.605156.855
2162023.12.20 07:25modify510.10157.449157.605156.855
2172023.12.20 07:25modify500.10157.905157.605156.855
2182023.12.20 07:25modify490.10158.355157.605156.855
2192023.12.20 11:50t/p490.10156.855157.605156.85594.4711175.87
2202023.12.20 11:50t/p500.10156.855157.605156.85565.7111241.58
2212023.12.20 11:50t/p510.10156.855157.605156.85537.9611279.54
2222023.12.20 11:50t/p520.10156.855157.605156.85519.1711298.71
2232024.01.04 12:00sell530.10157.9320.0000.000
2242024.01.04 12:00modify530.10157.932159.132156.432
2252024.01.09 01:10sell540.10157.4820.0000.000
2262024.01.09 01:10modify540.10157.482157.857156.432
2272024.01.09 01:10modify530.10157.932157.857156.432
2282024.01.09 07:33s/l530.10157.857157.857156.4320.6011299.31
2292024.01.09 07:33s/l540.10157.857157.857156.432-23.9711275.34
2302024.01.10 16:00sell550.10159.6970.0000.000
2312024.01.10 16:00modify550.10159.697160.897158.197
2322024.01.11 23:12sell560.10159.2460.0000.000
2332024.01.11 23:12modify560.10159.246159.622158.197
2342024.01.11 23:12modify550.10159.697159.622158.197
2352024.01.12 13:38sell570.10158.7970.0000.000
2362024.01.12 13:38modify570.10158.797159.247158.197
2372024.01.12 13:38modify560.10159.246159.247158.197
2382024.01.12 13:38modify550.10159.697159.247158.197
2392024.01.15 05:48s/l550.10159.247159.247158.19721.7811297.12
2402024.01.15 05:48s/l560.10159.247159.247158.197-2.8611294.26
2412024.01.15 05:48s/l570.10159.247159.247158.197-30.1611264.10
2422024.01.17 08:00sell580.10160.7330.0000.000
2432024.01.17 08:00modify580.10160.733161.933159.233
2442024.01.24 08:31sell590.10160.2790.0000.000
2452024.01.24 08:31modify590.10160.279160.658159.233
2462024.01.24 08:31modify580.10160.733160.658159.233
2472024.01.24 09:08s/l580.10160.658160.658159.233-4.9811259.12
2482024.01.24 09:08s/l590.10160.658160.658159.233-24.2211234.90
2492024.02.22 08:00sell600.10162.9440.0000.000
2502024.02.22 08:00modify600.10162.944164.144161.444
2512024.02.29 02:13sell610.10162.4940.0000.000
2522024.02.29 02:13modify610.10162.494162.869161.444
2532024.02.29 02:13modify600.10162.944162.869161.444
2542024.02.29 07:56sell620.10162.0440.0000.000
2552024.02.29 07:56modify620.10162.044162.494161.444
2562024.02.29 07:56modify610.10162.494162.494161.444
2572024.02.29 07:56modify600.10162.944162.494161.444
2582024.02.29 08:31s/l600.10162.494162.494161.44418.9911253.89
2592024.02.29 08:31s/l610.10162.494162.494161.4440.0011253.89
2602024.02.29 08:31s/l620.10162.494162.494161.444-28.7611225.13
2612024.03.07 08:00buy630.10161.1910.0000.000
2622024.03.07 08:00modify630.10161.191159.991162.691
2632024.03.07 14:54buy640.10161.6420.0000.000
2642024.03.07 14:54modify640.10161.642161.266162.691
2652024.03.07 14:54modify630.10161.191161.266162.691
2662024.03.07 17:03buy650.10162.0910.0000.000
2672024.03.07 17:03modify650.10162.091161.641162.691
2682024.03.07 17:03modify640.10161.642161.641162.691
2692024.03.07 17:03modify630.10161.191161.641162.691
2702024.03.08 00:35s/l630.10161.641161.641162.69129.2911254.42
2712024.03.08 00:35s/l640.10161.641161.641162.6910.4611254.88
2722024.03.08 00:35s/l650.10161.641161.641162.691-28.2411226.63
2732024.03.19 16:00sell660.10163.6730.0000.000
2742024.03.19 16:00modify660.10163.673164.873162.173
2752024.03.20 18:01s/l660.10164.873164.873162.173-78.1011148.54
2762024.04.03 16:00sell670.10164.2140.0000.000
2772024.04.03 16:00modify670.10164.214165.414162.714
2782024.04.05 00:14sell680.10163.7450.0000.000
2792024.04.05 00:14modify680.10163.745164.139162.714
2802024.04.05 00:14modify670.10164.214164.139162.714
2812024.04.05 08:23s/l670.10164.139164.139162.714-0.7911147.74
2822024.04.05 08:23s/l680.10164.139164.139162.714-25.1911122.55
2832024.04.12 12:00buy690.10163.1620.0000.000
2842024.04.12 12:00modify690.10163.162161.962164.662
2852024.04.15 01:05buy700.10163.6130.0000.000
2862024.04.15 01:05modify700.10163.613163.237164.662
2872024.04.15 01:05modify690.10163.162163.237164.662
2882024.04.15 06:27buy710.10164.0620.0000.000
2892024.04.15 06:27modify710.10164.062163.612164.662
2902024.04.15 06:27modify700.10163.613163.612164.662
2912024.04.15 06:27modify690.10163.162163.612164.662
2922024.04.15 13:07buy720.10164.3620.0000.000
2932024.04.15 13:07modify720.10164.362163.912164.662
2942024.04.15 13:07modify710.10164.062163.912164.662
2952024.04.15 13:07modify700.10163.613163.912164.662
2962024.04.15 13:07modify690.10163.162163.912164.662
2972024.04.15 14:36s/l690.10163.912163.912164.66248.4711171.02
2982024.04.15 14:36s/l700.10163.912163.912164.66219.1211190.14
2992024.04.15 14:36s/l710.10163.912163.912164.662-9.5811180.56
3002024.04.15 14:36s/l720.10163.912163.912164.662-28.7611151.80