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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 profit1594.66Gross profit2402.25Gross loss-807.59
Profit factor2.97Expected payoff24.16
Absolute drawdown59.89Maximal drawdown238.68 (2.02%)Relative drawdown2.02% (238.68)
Total trades66Short positions (won %)32 (59.38%)Long positions (won %)34 (67.65%)
Profit trades (% of total)42 (63.64%)Loss trades (% of total)24 (36.36%)
Largestprofit trade114.50loss trade-54.73
Averageprofit trade57.20loss trade-33.65
Maximumconsecutive wins (profit in money)8 (496.74)consecutive losses (loss in money)4 (-137.90)
Maximalconsecutive profit (count of wins)496.74 (8)consecutive loss (count of losses)-137.90 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.25 16:00buy10.10136.6740.0000.000
22022.04.25 16:00modify10.10136.674135.974138.174
32022.04.25 21:40buy20.10137.3490.0000.000
42022.04.25 21:40modify20.10137.349136.824138.174
52022.04.25 21:40modify10.10136.674136.824138.174
62022.04.26 00:05s/l10.10136.824136.824138.17411.6810011.68
72022.04.26 00:05s/l20.10136.824136.824138.174-39.429972.25
82022.05.17 12:00sell30.10136.2970.0000.000
92022.05.17 12:00modify30.10136.297136.997134.797
102022.05.18 08:50sell40.10135.6110.0000.000
112022.05.18 08:50modify40.10135.611136.147134.797
122022.05.18 08:50modify30.10136.297136.147134.797
132022.05.18 15:30t/p30.10134.797136.147134.797112.8410085.09
142022.05.18 15:30t/p40.10134.797136.147134.79761.5610146.65
152022.05.23 20:00sell50.10136.6790.0000.000
162022.05.23 20:00modify50.10136.679137.379135.179
172022.05.24 14:20sell60.10135.8420.0000.000
182022.05.24 14:20modify60.10135.842136.304135.179
192022.05.24 14:20modify50.10136.679136.304135.179
202022.05.24 17:45sell70.10136.0000.0000.000
212022.05.24 17:45modify70.10136.000136.529135.179
222022.05.24 17:50modify70.10136.000136.304135.179
232022.05.25 08:40sell80.10135.4530.0000.000
242022.05.25 08:40modify80.10135.453135.854135.179
252022.05.25 08:40modify60.10135.842135.854135.179
262022.05.25 08:40modify70.10136.000135.854135.179
272022.05.25 08:40modify50.10136.679135.854135.179
282022.05.25 12:40t/p50.10135.179135.854135.179112.2310258.88
292022.05.25 12:40t/p60.10135.179135.854135.17949.5410308.42
302022.05.25 12:40t/p70.10135.179135.854135.17961.4910369.91
312022.05.25 12:40t/p80.10135.179135.854135.17920.7210390.63
322022.06.08 12:00sell90.10143.8360.0000.000
332022.06.08 12:00modify90.10143.836144.536142.336
342022.06.09 09:20sell100.10143.1480.0000.000
352022.06.09 09:20modify100.10143.148143.686142.336
362022.06.09 09:20modify90.10143.836143.686142.336
372022.06.09 09:40sell110.10142.9830.0000.000
382022.06.09 09:40modify110.10142.983143.461142.336
392022.06.09 09:40modify100.10143.148143.461142.336
402022.06.09 09:40modify90.10143.836143.461142.336
412022.06.09 11:15sell120.10142.6200.0000.000
422022.06.09 11:15modify120.10142.620143.011142.336
432022.06.09 11:15modify110.10142.983143.011142.336
442022.06.09 11:15modify100.10143.148143.011142.336
452022.06.09 11:15modify90.10143.836143.011142.336
462022.06.09 11:20s/l90.10143.011143.011142.33660.5910451.22
472022.06.09 11:20s/l100.10143.011143.011142.33610.3610461.58
482022.06.09 11:20s/l110.10143.011143.011142.336-2.1210459.46
492022.06.09 11:20s/l120.10143.011143.011142.336-29.5710429.89
502022.06.13 16:00buy130.10139.9860.0000.000
512022.06.13 16:00modify130.10139.986139.286141.486
522022.06.14 06:40buy140.10140.6900.0000.000
532022.06.14 06:40modify140.10140.690140.136141.486
542022.06.14 06:40modify130.10139.986140.136141.486
552022.06.14 07:40buy150.10140.8110.0000.000
562022.06.14 07:40modify150.10140.811140.361141.486
572022.06.14 07:40modify140.10140.690140.361141.486
582022.06.14 07:40modify130.10139.986140.361141.486
592022.06.14 08:40s/l130.10140.361140.361141.48628.7110458.59
602022.06.14 08:40s/l140.10140.361140.361141.486-24.9110433.68
612022.06.14 08:40s/l150.10140.361140.361141.486-34.0710399.61
622022.06.16 12:00buy160.10137.9980.0000.000
632022.06.16 12:00modify160.10137.998137.298139.498
642022.06.16 13:30buy170.10138.8420.0000.000
652022.06.16 13:30modify170.10138.842138.373139.498
662022.06.16 13:30modify160.10137.998138.373139.498
672022.06.16 14:50buy180.10139.2240.0000.000
682022.06.16 14:50modify180.10139.224138.823139.498
692022.06.16 14:50modify170.10138.842138.823139.498
702022.06.16 14:50modify160.10137.998138.823139.498
712022.06.16 15:30s/l160.10138.823138.823139.49862.4610462.07
722022.06.16 15:30s/l170.10138.823138.823139.498-1.4410460.63
732022.06.16 15:30s/l180.10138.823138.823139.498-30.3610430.27
742022.06.21 12:00sell190.10143.6650.0000.000
752022.06.21 12:00modify190.10143.665144.365142.165
762022.06.22 01:50sell200.10142.9750.0000.000
772022.06.22 01:50modify200.10142.975143.515142.165
782022.06.22 01:50modify190.10143.665143.515142.165
792022.06.22 09:50sell210.10142.8230.0000.000
802022.06.22 09:50modify210.10142.823143.290142.165
812022.06.22 09:50modify200.10142.975143.290142.165
822022.06.22 09:50modify190.10143.665143.290142.165
832022.06.22 10:30s/l190.10143.290143.290142.16527.7510458.02
842022.06.22 10:30s/l200.10143.290143.290142.165-23.8210434.20
852022.06.22 10:30s/l210.10143.290143.290142.165-35.3210398.88
862022.07.01 16:00buy220.10140.6180.0000.000
872022.07.01 16:00modify220.10140.618139.918142.118
882022.07.04 07:40buy230.10141.4480.0000.000
892022.07.04 07:40modify230.10141.448140.993142.118
902022.07.04 07:40modify220.10140.618140.993142.118
912022.07.04 08:15buy240.10141.3140.0000.000
922022.07.04 08:15modify240.10141.314140.768142.118
932022.07.04 08:20modify240.10141.314140.993142.118
942022.07.04 23:50buy250.10141.8460.0000.000
952022.07.04 23:50modify250.10141.846141.443142.118
962022.07.04 23:50modify230.10141.448141.443142.118
972022.07.04 23:50modify240.10141.314141.443142.118
982022.07.04 23:50modify220.10140.618141.443142.118
992022.07.05 01:30t/p220.10142.118141.443142.118114.1810513.06
1002022.07.05 01:30t/p230.10142.118141.443142.11851.0410564.10
1012022.07.05 01:30t/p240.10142.118141.443142.11861.1810625.28
1022022.07.05 01:30t/p250.10142.118141.443142.11820.9110646.19
1032022.08.15 16:00buy260.10135.6340.0000.000
1042022.08.15 16:00modify260.10135.634134.934137.134
1052022.08.16 12:20buy270.10136.3110.0000.000
1062022.08.16 12:20modify270.10136.311135.784137.134
1072022.08.16 12:20modify260.10135.634135.784137.134
1082022.08.16 19:35buy280.10136.4630.0000.000
1092022.08.16 19:35modify280.10136.463136.009137.134
1102022.08.16 19:35modify270.10136.311136.009137.134
1112022.08.16 19:35modify260.10135.634136.009137.134
1122022.08.17 06:50buy290.10136.8500.0000.000
1132022.08.17 06:50modify290.10136.850136.459137.134
1142022.08.17 06:50modify280.10136.463136.459137.134
1152022.08.17 06:50modify270.10136.311136.459137.134
1162022.08.17 06:50modify260.10135.634136.459137.134
1172022.08.17 08:30t/p260.10137.134136.459137.134114.1910760.38
1182022.08.17 08:30t/p270.10137.134136.459137.13462.6310823.01
1192022.08.17 08:30t/p280.10137.134136.459137.13451.1210874.12
1202022.08.17 08:30t/p290.10137.134136.459137.13421.5010895.62
1212022.08.29 12:00sell300.10138.5350.0000.000
1222022.08.29 12:00modify300.10138.535139.235137.035
1232022.08.30 16:40s/l300.10139.235139.235137.035-53.5310842.09
1242022.09.21 20:00buy310.10141.7840.0000.000
1252022.09.21 20:00modify310.10141.784141.084143.284
1262022.09.22 05:20buy320.10142.4730.0000.000
1272022.09.22 05:20modify320.10142.473141.934143.284
1282022.09.22 05:20modify310.10141.784141.934143.284
1292022.09.22 05:50buy330.10142.6160.0000.000
1302022.09.22 05:50modify330.10142.616142.159143.284
1312022.09.22 05:50modify320.10142.473142.159143.284
1322022.09.22 05:50modify310.10141.784142.159143.284
1332022.09.22 07:20t/p310.10143.284142.159143.284114.5010956.59
1342022.09.22 07:20t/p320.10143.284142.159143.28461.3911017.98
1352022.09.22 07:20t/p330.10143.284142.159143.28450.5711068.55
1362022.10.04 16:00sell340.10143.9900.0000.000
1372022.10.04 16:00modify340.10143.990144.690142.490
1382022.10.05 09:40sell350.10143.2950.0000.000
1392022.10.05 09:40modify350.10143.295143.840142.490
1402022.10.05 09:40modify340.10143.990143.840142.490
1412022.10.05 10:40sell360.10143.1610.0000.000
1422022.10.05 10:40modify360.10143.161143.615142.490
1432022.10.05 10:40modify350.10143.295143.615142.490
1442022.10.05 10:40modify340.10143.990143.615142.490
1452022.10.05 14:10sell370.10142.7650.0000.000
1462022.10.05 14:10modify370.10142.765143.165142.490
1472022.10.05 14:10modify360.10143.161143.165142.490
1482022.10.05 14:10modify350.10143.295143.165142.490
1492022.10.05 14:10modify340.10143.990143.165142.490
1502022.10.05 14:40t/p340.10142.490143.165142.490112.8311181.38
1512022.10.05 14:40t/p350.10142.490143.165142.49060.8711242.25
1522022.10.05 14:40t/p360.10142.490143.165142.49050.7411292.99
1532022.10.05 14:40t/p370.10142.490143.165142.49020.7911313.78
1542022.10.13 16:00sell380.10143.9030.0000.000
1552022.10.13 16:00modify380.10143.903144.603142.403
1562022.10.14 13:05s/l380.10144.603144.603142.403-53.5411260.24
1572022.10.17 16:00sell390.10146.3580.0000.000
1582022.10.17 16:00modify390.10146.358147.058144.858
1592022.10.18 16:40s/l390.10147.058147.058144.858-53.5411206.70
1602022.10.21 16:00buy400.10144.2060.0000.000
1612022.10.21 16:00modify400.10144.206143.506145.706
1622022.10.21 17:10buy410.10145.0380.0000.000
1632022.10.21 17:10modify410.10145.038144.581145.706
1642022.10.21 17:10modify400.10144.206144.581145.706
1652022.10.21 17:40t/p400.10145.706144.581145.706113.5611320.26
1662022.10.21 17:40t/p410.10145.706144.581145.70650.5711370.83
1672022.11.10 16:00buy420.10144.1650.0000.000
1682022.11.10 16:00modify420.10144.165143.465145.665
1692022.11.10 21:40s/l420.10143.465143.465145.665-52.9911317.84
1702022.11.11 12:00buy430.10143.5770.0000.000
1712022.11.11 12:00modify430.10143.577142.877145.077
1722022.11.14 00:06buy440.10144.2790.0000.000
1732022.11.14 00:06modify440.10144.279143.727145.077
1742022.11.14 00:06modify430.10143.577143.727145.077
1752022.11.14 01:30s/l430.10143.727143.727145.07711.6711329.51
1762022.11.14 01:30s/l440.10143.727143.727145.077-41.7911287.72
1772022.11.24 12:00buy450.10143.9420.0000.000
1782022.11.24 12:00modify450.10143.942143.242145.442
1792022.11.25 00:50buy460.10144.6350.0000.000
1802022.11.25 00:50modify460.10144.635144.092145.442
1812022.11.25 00:50modify450.10143.942144.092145.442
1822022.11.25 08:40buy470.10144.7720.0000.000
1832022.11.25 08:40modify470.10144.772144.317145.442
1842022.11.25 08:40modify460.10144.635144.317145.442
1852022.11.25 08:40modify450.10143.942144.317145.442
1862022.11.25 10:50buy480.10145.1470.0000.000
1872022.11.25 10:50modify480.10145.147144.767145.442
1882022.11.25 10:50modify470.10144.772144.767145.442
1892022.11.25 10:50modify460.10144.635144.767145.442
1902022.11.25 10:50modify450.10143.942144.767145.442
1912022.11.25 12:30s/l450.10144.767144.767145.44262.7711350.48
1922022.11.25 12:30s/l460.10144.767144.767145.4429.9911360.47
1932022.11.25 12:30s/l470.10144.767144.767145.442-0.3811360.09
1942022.11.25 12:30s/l480.10144.767144.767145.442-28.7711331.32
1952022.12.02 12:00buy490.10141.2300.0000.000
1962022.12.02 12:00modify490.10141.230140.530142.730
1972022.12.02 15:40buy500.10141.9150.0000.000
1982022.12.02 15:40modify500.10141.915141.380142.730
1992022.12.02 15:40modify490.10141.230141.380142.730
2002022.12.05 00:50buy510.10142.0730.0000.000
2012022.12.05 00:50modify510.10142.073141.605142.730
2022022.12.05 00:50modify500.10141.915141.605142.730
2032022.12.05 00:50modify490.10141.230141.605142.730
2042022.12.05 05:40buy520.10142.4580.0000.000
2052022.12.05 05:40modify520.10142.458142.055142.730
2062022.12.05 05:40modify510.10142.073142.055142.730
2072022.12.05 05:40modify500.10141.915142.055142.730
2082022.12.05 05:40modify490.10141.230142.055142.730
2092022.12.05 08:40t/p490.10142.730142.055142.730113.8711445.19
2102022.12.05 08:40t/p500.10142.730142.055142.73062.0111507.20
2112022.12.05 08:40t/p510.10142.730142.055142.73049.7311556.93
2122022.12.05 08:40t/p520.10142.730142.055142.73020.5911577.52
2132022.12.15 16:00sell530.10146.5280.0000.000
2142022.12.15 16:00modify530.10146.528147.228145.028
2152022.12.16 08:20sell540.10145.8370.0000.000
2162022.12.16 08:20modify540.10145.837146.378145.028
2172022.12.16 08:20modify530.10146.528146.378145.028
2182022.12.16 09:30sell550.10145.6760.0000.000
2192022.12.16 09:30modify550.10145.676146.153145.028
2202022.12.16 09:30modify540.10145.837146.153145.028
2212022.12.16 09:30modify530.10146.528146.153145.028
2222022.12.16 15:40t/p530.10145.028146.153145.028112.8311690.35
2232022.12.16 15:40t/p540.10145.028146.153145.02861.1711751.52
2242022.12.16 15:40t/p550.10145.028146.153145.02849.0011800.52
2252022.12.30 20:00buy560.10140.1860.0000.000
2262022.12.30 20:00modify560.10140.186139.486141.686
2272023.01.02 15:30s/l560.10139.486139.486141.686-52.6711747.84
2282023.01.12 16:00buy570.10140.3420.0000.000
2292023.01.12 16:00modify570.10140.342139.642141.842
2302023.01.13 06:30s/l570.10139.642139.642141.842-52.6711695.17
2312023.02.13 16:00sell580.10142.3550.0000.000
2322023.02.13 16:00modify580.10142.355143.055140.855
2332023.02.14 02:00sell590.10141.6690.0000.000
2342023.02.14 02:00modify590.10141.669142.205140.855
2352023.02.14 02:00modify580.10142.355142.205140.855
2362023.02.14 05:40sell600.10141.5140.0000.000
2372023.02.14 05:40modify600.10141.514141.980140.855
2382023.02.14 05:40modify590.10141.669141.980140.855
2392023.02.14 05:40modify580.10142.355141.980140.855
2402023.02.14 09:30s/l580.10141.980141.980140.85527.7611722.93
2412023.02.14 09:30s/l590.10141.980141.980140.855-23.5211699.41
2422023.02.14 09:30s/l600.10141.980141.980140.855-35.2411664.17
2432023.03.22 12:00sell610.10143.4850.0000.000
2442023.03.22 12:00modify610.10143.485144.185141.985
2452023.03.22 18:05sell620.10142.7870.0000.000
2462023.03.22 18:05modify620.10142.787143.335141.985
2472023.03.22 18:05modify610.10143.485143.335141.985
2482023.03.23 00:10sell630.10142.6490.0000.000
2492023.03.23 00:10modify630.10142.649143.110141.985
2502023.03.23 00:10modify620.10142.787143.110141.985
2512023.03.23 00:10modify610.10143.485143.110141.985
2522023.03.23 03:25sell640.10142.2710.0000.000
2532023.03.23 03:25modify640.10142.271142.660141.985
2542023.03.23 03:25modify630.10142.649142.660141.985
2552023.03.23 03:25modify620.10142.787142.660141.985
2562023.03.23 03:25modify610.10143.485142.660141.985
2572023.03.23 05:30s/l610.10142.660142.660141.98560.5911724.76
2582023.03.23 05:30s/l620.10142.660142.660141.9857.8111732.56
2592023.03.23 05:30s/l630.10142.660142.660141.985-0.8311731.73
2602023.03.23 05:30s/l640.10142.660142.660141.985-29.4111702.32
2612023.03.29 12:00sell650.10143.4950.0000.000
2622023.03.29 12:00modify650.10143.495144.195141.995
2632023.03.30 09:20s/l650.10144.195144.195141.995-54.7311647.59
2642023.03.30 16:00sell660.10144.6260.0000.000
2652023.03.30 16:00modify660.10144.626145.326143.126
2662023.03.30 23:40s/l660.10145.326145.326143.126-52.9311594.66