Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test2617Ticks modelled79821Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1352.34Gross profit2074.91Gross loss-722.56
Profit factor2.87Expected payoff26.01
Absolute drawdown13.70Maximal drawdown264.70 (2.43%)Relative drawdown2.43% (264.70)
Total trades52Short positions (won %)26 (73.08%)Long positions (won %)26 (69.23%)
Profit trades (% of total)37 (71.15%)Loss trades (% of total)15 (28.85%)
Largestprofit trade106.30loss trade-76.82
Averageprofit trade56.08loss trade-48.17
Maximumconsecutive wins (profit in money)5 (305.59)consecutive losses (loss in money)3 (-173.41)
Maximalconsecutive profit (count of wins)305.59 (5)consecutive loss (count of losses)-173.41 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.12 20:00buy10.10133.2690.0000.000
22022.05.12 20:00modify10.10133.269132.269134.669
32022.05.13 01:20buy20.10133.9780.0000.000
42022.05.13 01:20modify20.10133.978133.689134.669
52022.05.13 01:20modify10.10133.269133.689134.669
62022.05.13 01:40buy30.10134.3270.0000.000
72022.05.13 01:40modify30.10134.327134.039134.669
82022.05.13 01:40modify20.10133.978134.039134.669
92022.05.13 01:40modify10.10133.269134.039134.669
102022.05.13 02:00s/l10.10134.039134.039134.66958.6110058.61
112022.05.13 02:00s/l20.10134.039134.039134.6694.6110063.22
122022.05.13 02:00s/l30.10134.039134.039134.669-21.8110041.41
132022.05.17 16:00sell40.10136.2040.0000.000
142022.05.17 16:00modify40.10136.204137.204134.804
152022.05.18 11:59sell50.10135.6960.0000.000
162022.05.18 11:59modify50.10135.696136.064134.804
172022.05.18 11:59modify40.10136.204136.064134.804
182022.05.18 13:20sell60.10135.4960.0000.000
192022.05.18 13:20modify60.10135.496135.784134.804
202022.05.18 13:20modify50.10135.696135.784134.804
212022.05.18 13:20modify40.10136.204135.784134.804
222022.05.18 15:30t/p40.10134.804135.784134.804105.2710146.68
232022.05.18 15:30t/p50.10134.804135.784134.80467.4610214.14
242022.05.18 15:30t/p60.10134.804135.784134.80452.3310266.47
252022.06.03 04:00sell70.10139.6180.0000.000
262022.06.03 04:00modify70.10139.618140.618138.218
272022.06.06 08:40s/l70.10140.618140.618138.218-76.2310190.23
282022.06.08 20:00sell80.10143.8440.0000.000
292022.06.08 20:00modify80.10143.844144.844142.444
302022.06.09 06:50sell90.10143.3390.0000.000
312022.06.09 06:50modify90.10143.339143.704142.444
322022.06.09 06:50modify80.10143.844143.704142.444
332022.06.09 10:40sell100.10142.7670.0000.000
342022.06.09 10:40modify100.10142.767143.074142.444
352022.06.09 10:40modify90.10143.339143.074142.444
362022.06.09 10:40modify80.10143.844143.074142.444
372022.06.09 11:20s/l80.10143.074143.074142.44456.4310246.66
382022.06.09 11:20s/l90.10143.074143.074142.44420.0410266.70
392022.06.09 11:20s/l100.10143.074143.074142.444-23.2110243.49
402022.07.06 16:00buy110.10138.0040.0000.000
412022.07.06 16:00modify110.10138.004137.004139.404
422022.07.06 18:40buy120.10138.4970.0000.000
432022.07.06 18:40modify120.10138.497138.144139.404
442022.07.06 18:40modify110.10138.004138.144139.404
452022.07.07 01:40s/l110.10138.144138.144139.40411.5510255.04
462022.07.07 01:40s/l120.10138.144138.144139.404-25.7710229.27
472022.08.02 12:00buy130.10133.9510.0000.000
482022.08.02 12:00modify130.10133.951132.951135.351
492022.08.02 14:40buy140.10134.4520.0000.000
502022.08.02 14:40modify140.10134.452134.091135.351
512022.08.02 14:40modify130.10133.951134.091135.351
522022.08.02 17:20buy150.10135.0170.0000.000
532022.08.02 17:20modify150.10135.017134.721135.351
542022.08.02 17:20modify140.10134.452134.721135.351
552022.08.02 17:20modify130.10133.951134.721135.351
562022.08.02 18:40t/p130.10135.351134.721135.351105.9910335.26
572022.08.02 18:40t/p140.10135.351134.721135.35168.0610403.32
582022.08.02 18:40t/p150.10135.351134.721135.35125.2910428.61
592022.08.29 20:00sell160.10138.6340.0000.000
602022.08.29 20:00modify160.10138.634139.634137.234
612022.08.31 15:40s/l160.10139.634139.634137.234-76.8210351.79
622022.09.22 00:00buy170.10141.8470.0000.000
632022.09.22 00:00modify170.10141.847140.847143.247
642022.09.22 03:40buy180.10142.3420.0000.000
652022.09.22 03:40modify180.10142.342141.987143.247
662022.09.22 03:40modify170.10141.847141.987143.247
672022.09.22 05:30buy190.10142.5590.0000.000
682022.09.22 05:30modify190.10142.559142.267143.247
692022.09.22 05:30modify180.10142.342142.267143.247
702022.09.22 05:30modify170.10141.847142.267143.247
712022.09.22 07:20t/p170.10143.247142.267143.247105.9810457.77
722022.09.22 07:20t/p180.10143.247142.267143.24768.5110526.28
732022.09.22 07:20t/p190.10143.247142.267143.24752.0810578.36
742022.09.30 04:00sell200.10141.8350.0000.000
752022.09.30 04:00modify200.10141.835142.835140.435
762022.09.30 10:20sell210.10141.3400.0000.000
772022.09.30 10:20modify210.10141.340141.695140.435
782022.09.30 10:20modify200.10141.835141.695140.435
792022.09.30 12:15sell220.10140.7580.0000.000
802022.09.30 12:15modify220.10140.758141.065140.435
812022.09.30 12:15modify210.10141.340141.065140.435
822022.09.30 12:15modify200.10141.835141.065140.435
832022.09.30 12:20s/l200.10141.065141.065140.43558.2310636.59
842022.09.30 12:20s/l210.10141.065141.065140.43520.7910657.38
852022.09.30 12:20s/l220.10141.065141.065140.435-23.2210634.16
862022.10.04 20:00sell230.10143.9090.0000.000
872022.10.04 20:00modify230.10143.909144.909142.509
882022.10.05 08:05sell240.10143.4090.0000.000
892022.10.05 08:05modify240.10143.409143.769142.509
902022.10.05 08:05modify230.10143.909143.769142.509
912022.10.05 10:50sell250.10143.1900.0000.000
922022.10.05 10:50modify250.10143.190143.489142.509
932022.10.05 10:50modify240.10143.409143.489142.509
942022.10.05 10:50modify230.10143.909143.489142.509
952022.10.05 14:40t/p230.10142.509143.489142.509105.2710739.43
962022.10.05 14:40t/p240.10142.509143.489142.50968.0510807.48
972022.10.05 14:40t/p250.10142.509143.489142.50951.4910858.97
982022.10.14 00:00sell260.10143.8760.0000.000
992022.10.14 00:00modify260.10143.876144.876142.476
1002022.10.17 01:40s/l260.10144.876144.876142.476-76.2210782.75
1012022.10.18 04:00sell270.10146.5260.0000.000
1022022.10.18 04:00modify270.10146.526147.526145.126
1032022.10.18 09:40sell280.10145.8150.0000.000
1042022.10.18 09:40modify280.10145.815146.106145.126
1052022.10.18 09:40modify270.10146.526146.106145.126
1062022.10.18 09:55s/l270.10146.106146.106145.12631.7610814.51
1072022.10.18 09:55s/l280.10146.106146.106145.126-22.0110792.50
1082022.11.10 20:00buy290.10144.4090.0000.000
1092022.11.10 20:00modify290.10144.409143.409145.809
1102022.11.10 21:40s/l290.10143.409143.409145.809-75.7010716.80
1112022.11.11 00:00buy300.10144.4830.0000.000
1122022.11.11 00:00modify300.10144.483143.483145.883
1132022.11.11 10:20s/l300.10143.483143.483145.883-75.7010641.10
1142022.11.11 16:00buy310.10143.6200.0000.000
1152022.11.11 16:00modify310.10143.620142.620145.020
1162022.11.14 08:10buy320.10144.1200.0000.000
1172022.11.14 08:10modify320.10144.120143.760145.020
1182022.11.14 08:10modify310.10143.620143.760145.020
1192022.11.14 09:20buy330.10144.6910.0000.000
1202022.11.14 09:20modify330.10144.691144.390145.020
1212022.11.14 09:20modify320.10144.120144.390145.020
1222022.11.14 09:20modify310.10143.620144.390145.020
1232022.11.14 12:05s/l310.10144.390144.390145.02058.6110699.71
1242022.11.14 12:05s/l320.10144.390144.390145.02020.4410720.15
1252022.11.14 12:05s/l330.10144.390144.390145.020-22.7910697.36
1262022.11.24 16:00buy340.10144.0490.0000.000
1272022.11.24 16:00modify340.10144.049143.049145.449
1282022.11.25 01:35buy350.10144.5450.0000.000
1292022.11.25 01:35modify350.10144.545144.189145.449
1302022.11.25 01:35modify340.10144.049144.189145.449
1312022.11.25 08:40buy360.10144.7720.0000.000
1322022.11.25 08:40modify360.10144.772144.469145.449
1332022.11.25 08:40modify350.10144.545144.469145.449
1342022.11.25 08:40modify340.10144.049144.469145.449
1352022.11.25 11:00buy370.10145.1270.0000.000
1362022.11.25 11:00modify370.10145.127144.819145.449
1372022.11.25 11:00modify360.10144.772144.819145.449
1382022.11.25 11:00modify350.10144.545144.819145.449
1392022.11.25 11:00modify340.10144.049144.819145.449
1402022.11.25 12:30s/l340.10144.819144.819145.44958.6110755.96
1412022.11.25 12:30s/l350.10144.819144.819145.44920.7410776.70
1422022.11.25 12:30s/l360.10144.819144.819145.4493.5610780.26
1432022.11.25 12:30s/l370.10144.819144.819145.449-23.3210756.94
1442022.12.13 00:00sell380.10144.9510.0000.000
1452022.12.13 00:00modify380.10144.951145.951143.551
1462022.12.13 13:55sell390.10143.8870.0000.000
1472022.12.13 13:55modify390.10143.887144.181143.551
1482022.12.13 13:55modify380.10144.951144.181143.551
1492022.12.13 17:40t/p380.10143.551144.181143.551105.8710862.81
1502022.12.13 17:40t/p390.10143.551144.181143.55125.4110888.22
1512022.12.15 20:00sell400.10146.4500.0000.000
1522022.12.15 20:00modify400.10146.450147.450145.050
1532022.12.16 08:30sell410.10145.7430.0000.000
1542022.12.16 08:30modify410.10145.743146.030145.050
1552022.12.16 08:30modify400.10146.450146.030145.050
1562022.12.16 15:40t/p400.10145.050146.030145.050105.2710993.49
1572022.12.16 15:40t/p410.10145.050146.030145.05052.4011045.89
1582022.12.20 12:00buy420.10140.9970.0000.000
1592022.12.20 12:00modify420.10140.997139.997142.397
1602022.12.20 15:40s/l420.10139.997139.997142.397-75.7010970.19
1612022.12.28 00:00sell430.10141.9870.0000.000
1622022.12.28 00:00modify430.10141.987142.987140.587
1632022.12.30 00:40sell440.10141.2660.0000.000
1642022.12.30 00:40modify440.10141.266141.567140.587
1652022.12.30 00:40modify430.10141.987141.567140.587
1662022.12.30 04:10sell450.10141.4890.0000.000
1672022.12.30 04:10modify450.10141.489141.847140.587
1682022.12.30 04:15modify450.10141.489141.567140.587
1692022.12.30 08:40t/p430.10140.587141.567140.587103.4711073.66
1702022.12.30 08:40t/p440.10140.587141.567140.58751.3511125.01
1712022.12.30 08:40t/p450.10140.587141.567140.58768.2111193.22
1722023.01.13 00:00buy460.10140.2990.0000.000
1732023.01.13 00:00modify460.10140.299139.299141.699
1742023.01.13 07:30s/l460.10139.299139.299141.699-75.7111117.51
1752023.01.23 12:00sell470.10141.8020.0000.000
1762023.01.23 12:00modify470.10141.802142.802140.402
1772023.01.24 08:50sell480.10141.2870.0000.000
1782023.01.24 08:50modify480.10141.287141.662140.402
1792023.01.24 08:50modify470.10141.802141.662140.402
1802023.01.24 09:05s/l470.10141.662141.662140.4029.9911127.50
1812023.01.24 09:05s/l480.10141.662141.662140.402-28.3511099.15
1822023.02.24 00:00buy490.10142.6920.0000.000
1832023.02.24 00:00modify490.10142.692141.692144.092
1842023.02.24 09:30buy500.10143.1880.0000.000
1852023.02.24 09:30modify500.10143.188142.832144.092
1862023.02.24 09:30modify490.10142.692142.832144.092
1872023.02.24 13:30buy510.10143.4100.0000.000
1882023.02.24 13:30modify510.10143.410143.112144.092
1892023.02.24 13:30modify500.10143.188143.112144.092
1902023.02.24 13:30modify490.10142.692143.112144.092
1912023.02.24 15:20buy520.10143.7500.0000.000
1922023.02.24 15:20modify520.10143.750143.462144.092
1932023.02.24 15:20modify510.10143.410143.462144.092
1942023.02.24 15:20modify500.10143.188143.462144.092
1952023.02.24 15:20modify490.10142.692143.462144.092
1962023.02.27 14:15t/p490.10144.092143.462144.092106.3011205.44
1972023.02.27 14:15t/p500.10144.092143.462144.09268.7511274.19
1982023.02.27 14:15t/p510.10144.092143.462144.09251.9511326.14
1992023.02.27 14:15t/p520.10144.092143.462144.09226.2111352.34