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=2; 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit567.57Gross profit1065.43Gross loss-497.86
Profit factor2.14Expected payoff12.34
Absolute drawdown118.97Maximal drawdown188.96 (12.17%)Relative drawdown16.12% (180.46)
Total trades46Short positions (won %)41 (51.22%)Long positions (won %)5 (40.00%)
Profit trades (% of total)23 (50.00%)Loss trades (% of total)23 (50.00%)
Largestprofit trade95.42loss trade-38.79
Averageprofit trade46.32loss trade-21.65
Maximumconsecutive wins (profit in money)5 (260.56)consecutive losses (loss in money)4 (-75.11)
Maximalconsecutive profit (count of wins)260.56 (5)consecutive loss (count of losses)-91.76 (3)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 20:00sell10.10160.2970.0000.000
22023.11.03 20:00modify10.10160.297160.697158.797
32023.11.06 04:48s/l10.10160.697160.697158.797-27.22972.78
42023.11.06 16:00sell20.10160.8630.0000.000
52023.11.06 16:00modify20.10160.863161.263159.363
62023.11.08 14:49s/l20.10161.263161.263159.363-28.62944.15
72024.01.04 20:00sell30.10158.2750.0000.000
82024.01.04 20:00modify30.10158.275158.675156.775
92024.01.05 00:54s/l30.10158.675158.675156.775-27.22916.93
102024.02.26 20:00sell40.10163.5180.0000.000
112024.02.26 20:00modify40.10163.518163.918162.018
122024.02.28 09:20sell50.10162.8430.0000.000
132024.02.28 09:20modify50.10162.843163.443162.018
142024.02.28 09:20modify40.10163.518163.443162.018
152024.02.29 01:54sell60.10162.6930.0000.000
162024.02.29 01:54modify60.10162.693163.143162.018
172024.02.29 01:54modify50.10162.843163.143162.018
182024.02.29 01:54modify40.10163.518163.143162.018
192024.02.29 02:07sell70.10162.5430.0000.000
202024.02.29 02:07modify70.10162.543162.918162.018
212024.02.29 02:07modify60.10162.693162.918162.018
222024.02.29 02:07modify50.10162.843162.918162.018
232024.02.29 02:07modify40.10163.518162.918162.018
242024.02.29 15:23t/p40.10162.018162.918162.01889.801006.73
252024.02.29 15:23t/p50.10162.018162.918162.01849.031055.76
262024.02.29 15:23t/p60.10162.018162.918162.01843.561099.32
272024.02.29 15:23t/p70.10162.018162.918162.01833.881133.20
282024.03.04 20:00sell80.10163.4440.0000.000
292024.03.04 20:00modify80.10163.444163.844161.944
302024.03.05 14:02sell90.10162.7690.0000.000
312024.03.05 14:02modify90.10162.769163.369161.944
322024.03.05 14:02modify80.10163.444163.369161.944
332024.03.05 20:29sell100.10162.6190.0000.000
342024.03.05 20:29modify100.10162.619163.069161.944
352024.03.05 20:29modify90.10162.769163.069161.944
362024.03.05 20:29modify80.10163.444163.069161.944
372024.03.06 07:08sell110.10162.4670.0000.000
382024.03.06 07:08modify110.10162.467162.844161.944
392024.03.06 07:08modify100.10162.619162.844161.944
402024.03.06 07:08modify90.10162.769162.844161.944
412024.03.06 07:08modify80.10163.444162.844161.944
422024.03.06 08:55s/l80.10162.844162.844161.94435.921169.12
432024.03.06 08:55s/l90.10162.844162.844161.944-6.241162.88
442024.03.06 08:55s/l100.10162.844162.844161.944-15.921146.95
452024.03.06 08:55s/l110.10162.844162.844161.944-24.331122.62
462024.03.15 20:00sell120.10162.3330.0000.000
472024.03.15 20:00modify120.10162.333162.733160.833
482024.03.19 03:35s/l120.10162.733162.733160.833-28.611094.01
492024.04.18 16:00sell130.10164.8130.0000.000
502024.04.18 16:00modify130.10164.813165.213163.313
512024.04.19 01:28sell140.10164.1380.0000.000
522024.04.19 01:28modify140.10164.138164.738163.313
532024.04.19 01:28modify130.10164.813164.738163.313
542024.04.19 01:31sell150.10163.9880.0000.000
552024.04.19 01:31modify150.10163.988164.438163.313
562024.04.19 01:31modify140.10164.138164.438163.313
572024.04.19 01:31modify130.10164.813164.438163.313
582024.04.19 01:33sell160.10163.8370.0000.000
592024.04.19 01:33modify160.10163.837164.213163.313
602024.04.19 01:33modify150.10163.988164.213163.313
612024.04.19 01:33modify140.10164.138164.213163.313
622024.04.19 01:33modify130.10164.813164.213163.313
632024.04.19 02:10t/p130.10163.313164.213163.31395.421189.43
642024.04.19 02:10t/p140.10163.313164.213163.31353.251242.68
652024.04.19 02:10t/p150.10163.313164.213163.31343.571286.25
662024.04.19 02:10t/p160.10163.313164.213163.31333.821320.07
672024.05.13 20:00sell170.10168.5380.0000.000
682024.05.13 20:00modify170.10168.538168.938167.038
692024.05.14 10:53s/l170.10168.938168.938167.038-27.211292.86
702024.05.14 20:00sell180.10169.2910.0000.000
712024.05.14 20:00modify180.10169.291169.691167.791
722024.05.15 08:37sell190.10168.6160.0000.000
732024.05.15 08:37modify190.10168.616169.216167.791
742024.05.15 08:37modify180.10169.291169.216167.791
752024.05.15 11:08sell200.10168.4660.0000.000
762024.05.15 11:08modify200.10168.466168.916167.791
772024.05.15 11:08modify190.10168.616168.916167.791
782024.05.15 11:08modify180.10169.291168.916167.791
792024.05.15 12:30sell210.10168.3020.0000.000
802024.05.15 12:30modify210.10168.302168.691167.791
812024.05.15 12:30modify200.10168.466168.691167.791
822024.05.15 12:30modify190.10168.616168.691167.791
832024.05.15 12:30modify180.10169.291168.691167.791
842024.05.15 12:39s/l180.10168.691168.691167.79137.321330.17
852024.05.15 12:39s/l190.10168.691168.691167.791-4.841325.33
862024.05.15 12:39s/l200.10168.691168.691167.791-14.521310.81
872024.05.15 12:39s/l210.10168.691168.691167.791-25.101285.71
882024.05.28 20:00sell220.10170.6700.0000.000
892024.05.28 20:00modify220.10170.670171.070169.170
902024.05.30 00:18sell230.10169.9950.0000.000
912024.05.30 00:18modify230.10169.995170.595169.170
922024.05.30 00:18modify220.10170.670170.595169.170
932024.05.30 00:59sell240.10169.8450.0000.000
942024.05.30 00:59modify240.10169.845170.295169.170
952024.05.30 00:59modify230.10169.995170.295169.170
962024.05.30 00:59modify220.10170.670170.295169.170
972024.05.30 04:36sell250.10169.6910.0000.000
982024.05.30 04:36modify250.10169.691170.070169.170
992024.05.30 04:36modify240.10169.845170.070169.170
1002024.05.30 04:36modify230.10169.995170.070169.170
1012024.05.30 04:36modify220.10170.670170.070169.170
1022024.05.30 06:45t/p220.10169.170170.070169.17091.201376.91
1032024.05.30 06:45t/p230.10169.170170.070169.17053.251430.16
1042024.05.30 06:45t/p240.10169.170170.070169.17043.571473.73
1052024.05.30 06:45t/p250.10169.170170.070169.17033.631507.36
1062024.06.10 16:00buy260.10168.7340.0000.000
1072024.06.10 16:00modify260.10168.734168.334170.234
1082024.06.11 03:00buy270.10169.4100.0000.000
1092024.06.11 03:00modify270.10169.410168.809170.234
1102024.06.11 03:00modify260.10168.734168.809170.234
1112024.06.11 10:38s/l260.10168.809168.809170.2345.491512.86
1122024.06.11 10:38s/l270.10168.809168.809170.234-38.791474.07
1132024.07.11 20:00buy280.10172.5900.0000.000
1142024.07.11 20:00modify280.10172.590172.190174.090
1152024.07.11 23:15buy290.10173.2650.0000.000
1162024.07.11 23:15modify290.10173.265172.665174.090
1172024.07.11 23:15modify280.10172.590172.665174.090
1182024.07.11 23:28s/l280.10172.665172.665174.0904.841478.91
1192024.07.11 23:28s/l290.10172.665172.665174.090-38.731440.18
1202024.07.17 16:00buy300.10171.1920.0000.000
1212024.07.17 16:00modify300.10171.192170.792172.692
1222024.07.17 16:40s/l300.10170.792170.792172.692-25.821414.36
1232024.08.12 16:00sell310.10161.2320.0000.000
1242024.08.12 16:00modify310.10161.232161.632159.732
1252024.08.13 04:42s/l310.10161.632161.632159.732-27.211387.15
1262024.08.15 20:00sell320.10163.5560.0000.000
1272024.08.15 20:00modify320.10163.556163.956162.056
1282024.08.16 11:09sell330.10162.8800.0000.000
1292024.08.16 11:09modify330.10162.880163.481162.056
1302024.08.16 11:09modify320.10163.556163.481162.056
1312024.08.16 11:34sell340.10162.7300.0000.000
1322024.08.16 11:34modify340.10162.730163.181162.056
1332024.08.16 11:34modify330.10162.880163.181162.056
1342024.08.16 11:34modify320.10163.556163.181162.056
1352024.08.16 12:05sell350.10162.5810.0000.000
1362024.08.16 12:05modify350.10162.581162.956162.056
1372024.08.16 12:05modify340.10162.730162.956162.056
1382024.08.16 12:05modify330.10162.880162.956162.056
1392024.08.16 12:05modify320.10163.556162.956162.056
1402024.08.16 15:29s/l320.10162.956162.956162.05637.331424.47
1412024.08.16 15:29s/l330.10162.956162.956162.056-4.901419.57
1422024.08.16 15:29s/l340.10162.956162.956162.056-14.581404.99
1432024.08.16 15:29s/l350.10162.956162.956162.056-24.201380.79
1442024.09.02 20:00sell360.10162.6550.0000.000
1452024.09.02 20:00modify360.10162.655163.055161.155
1462024.09.03 03:51sell370.10161.9800.0000.000
1472024.09.03 03:51modify370.10161.980162.580161.155
1482024.09.03 03:51modify360.10162.655162.580161.155
1492024.09.03 05:18sell380.10161.8300.0000.000
1502024.09.03 05:18modify380.10161.830162.280161.155
1512024.09.03 05:18modify370.10161.980162.280161.155
1522024.09.03 05:18modify360.10162.655162.280161.155
1532024.09.03 05:21sell390.10161.6790.0000.000
1542024.09.03 05:21modify390.10161.679162.055161.155
1552024.09.03 05:21modify380.10161.830162.055161.155
1562024.09.03 05:21modify370.10161.980162.055161.155
1572024.09.03 05:21modify360.10162.655162.055161.155
1582024.09.03 08:16t/p360.10161.155162.055161.15595.411476.20
1592024.09.03 08:16t/p370.10161.155162.055161.15553.251529.45
1602024.09.03 08:16t/p380.10161.155162.055161.15543.571573.02
1612024.09.03 08:16t/p390.10161.155162.055161.15533.821606.84
1622024.10.09 20:00sell400.10163.3310.0000.000
1632024.10.09 20:00modify400.10163.331163.731161.831
1642024.10.10 12:30sell410.10162.6540.0000.000
1652024.10.10 12:30modify410.10162.654163.256161.831
1662024.10.10 12:30modify400.10163.331163.256161.831
1672024.10.10 12:30sell420.10162.4830.0000.000
1682024.10.10 12:30modify420.10162.483162.956161.831
1692024.10.10 12:30modify410.10162.654162.956161.831
1702024.10.10 12:30modify400.10163.331162.956161.831
1712024.10.10 12:30sell430.10162.3560.0000.000
1722024.10.10 12:30modify430.10162.356162.731161.831
1732024.10.10 12:30modify420.10162.483162.731161.831
1742024.10.10 12:30modify410.10162.654162.731161.831
1752024.10.10 12:30modify400.10163.331162.731161.831
1762024.10.10 12:30s/l400.10162.731162.731161.83134.511641.35
1772024.10.10 12:30s/l410.10162.731162.731161.831-4.971636.38
1782024.10.10 12:30s/l420.10162.731162.731161.831-16.001620.38
1792024.10.10 12:30s/l430.10162.731162.731161.831-24.201596.18
1802024.10.23 16:00sell440.10164.7210.0000.000
1812024.10.23 16:00modify440.10164.721165.121163.221
1822024.10.24 06:47sell450.10164.0460.0000.000
1832024.10.24 06:47modify450.10164.046164.646163.221
1842024.10.24 06:47modify440.10164.721164.646163.221
1852024.10.24 07:15sell460.10163.8930.0000.000
1862024.10.24 07:15modify460.10163.893164.346163.221
1872024.10.24 07:15modify450.10164.046164.346163.221
1882024.10.24 07:15modify440.10164.721164.346163.221
1892024.10.24 07:31s/l440.10164.346164.346163.22119.991616.18
1902024.10.24 07:31s/l450.10164.346164.346163.221-19.371596.81
1912024.10.24 07:31s/l460.10164.346164.346163.221-29.241567.57