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=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 test2617Ticks modelled79821Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1499.01Gross profit2733.62Gross loss-1234.61
Profit factor2.21Expected payoff18.51
Absolute drawdown256.67Maximal drawdown414.66 (4.08%)Relative drawdown4.08% (414.66)
Total trades81Short positions (won %)40 (60.00%)Long positions (won %)41 (60.98%)
Profit trades (% of total)49 (60.49%)Loss trades (% of total)32 (39.51%)
Largestprofit trade114.18loss trade-77.42
Averageprofit trade55.79loss trade-38.58
Maximumconsecutive wins (profit in money)10 (741.44)consecutive losses (loss in money)4 (-76.63)
Maximalconsecutive profit (count of wins)741.44 (10)consecutive loss (count of losses)-150.46 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.25 16:00buy10.10136.6740.0000.000
22022.04.25 16:00modify10.10136.674135.674138.174
32022.04.25 19:30buy20.10137.2170.0000.000
42022.04.25 19:30modify20.10137.217136.749138.174
52022.04.25 19:30modify10.10136.674136.749138.174
62022.04.26 00:05s/l10.10136.749136.749138.1746.0010006.00
72022.04.26 00:05s/l20.10136.749136.749138.174-35.119970.88
82022.05.17 12:00sell30.10136.2970.0000.000
92022.05.17 12:00modify30.10136.297137.297134.797
102022.05.18 04:40sell40.10135.7620.0000.000
112022.05.18 04:40modify40.10135.762136.222134.797
122022.05.18 04:40modify30.10136.297136.222134.797
132022.05.18 15:30t/p30.10134.797136.222134.797112.8410083.72
142022.05.18 15:30t/p40.10134.797136.222134.79772.9810156.70
152022.06.02 16:00sell50.10139.3440.0000.000
162022.06.02 16:00modify50.10139.344140.344137.844
172022.06.03 16:30s/l50.10140.344140.344137.844-76.2310080.47
182022.06.10 16:00buy60.10141.2070.0000.000
192022.06.10 16:00modify60.10141.207140.207142.707
202022.06.12 22:40buy70.10141.7320.0000.000
212022.06.12 22:40modify70.10141.732141.282142.707
222022.06.12 22:40modify60.10141.207141.282142.707
232022.06.13 01:40s/l60.10141.282141.282142.7076.0010086.47
242022.06.13 01:40s/l70.10141.282141.282142.707-33.7410052.73
252022.06.13 12:00buy80.10140.5270.0000.000
262022.06.13 12:00modify80.10140.527139.527142.027
272022.06.13 13:40s/l80.10139.527139.527142.027-75.709977.03
282022.06.16 12:00buy90.10137.9980.0000.000
292022.06.16 12:00modify90.10137.998136.998139.498
302022.06.16 12:50buy100.10138.5270.0000.000
312022.06.16 12:50modify100.10138.527138.073139.498
322022.06.16 12:50modify90.10137.998138.073139.498
332022.06.16 14:50buy110.10139.2240.0000.000
342022.06.16 14:50modify110.10139.224138.673139.498
352022.06.16 14:50modify100.10138.527138.673139.498
362022.06.16 14:50modify90.10137.998138.673139.498
372022.06.16 15:40s/l90.10138.673138.673139.49851.1010028.13
382022.06.16 15:40s/l100.10138.673138.673139.49811.0510039.18
392022.06.16 15:40s/l110.10138.673138.673139.498-41.729997.46
402022.06.21 12:00sell120.10143.6650.0000.000
412022.06.21 12:00modify120.10143.665144.665142.165
422022.06.22 03:45sell130.10143.1380.0000.000
432022.06.22 03:45modify130.10143.138143.590142.165
442022.06.22 03:45modify120.10143.665143.590142.165
452022.06.22 05:05sell140.10142.8870.0000.000
462022.06.22 05:05modify140.10142.887143.290142.165
472022.06.22 05:05modify130.10143.138143.290142.165
482022.06.22 05:05modify120.10143.665143.290142.165
492022.06.22 06:30s/l120.10143.290143.290142.16527.7510025.20
502022.06.22 06:30s/l130.10143.290143.290142.165-11.5010013.70
512022.06.22 06:30s/l140.10143.290143.290142.165-30.489983.22
522022.07.01 16:00buy150.10140.6180.0000.000
532022.07.01 16:00modify150.10140.618139.618142.118
542022.07.01 18:40buy160.10141.1610.0000.000
552022.07.01 18:40modify160.10141.161140.693142.118
562022.07.01 18:40modify150.10140.618140.693142.118
572022.07.04 01:05s/l150.10140.693140.693142.1186.009989.22
582022.07.04 01:05s/l160.10140.693140.693142.118-35.119954.11
592022.07.05 16:00buy170.10139.1660.0000.000
602022.07.05 16:00modify170.10139.166138.166140.666
612022.07.06 10:30s/l170.10138.166138.166140.666-75.399878.72
622022.07.06 12:00buy180.10137.8720.0000.000
632022.07.06 12:00modify180.10137.872136.872139.372
642022.07.06 18:30buy190.10138.4170.0000.000
652022.07.06 18:30modify190.10138.417137.947139.372
662022.07.06 18:30modify180.10137.872137.947139.372
672022.07.06 23:40buy200.10138.6340.0000.000
682022.07.06 23:40modify200.10138.634138.247139.372
692022.07.06 23:40modify190.10138.417138.247139.372
702022.07.06 23:40modify180.10137.872138.247139.372
712022.07.07 00:40s/l180.10138.247138.247139.37229.339908.05
722022.07.07 00:40s/l190.10138.247138.247139.372-11.929896.13
732022.07.07 00:40s/l200.10138.247138.247139.372-28.359867.78
742022.07.18 12:00sell210.10140.2460.0000.000
752022.07.18 12:00modify210.10140.246141.246138.746
762022.07.19 03:40sell220.10139.6940.0000.000
772022.07.19 03:40modify220.10139.694140.171138.746
782022.07.19 03:40modify210.10140.246140.171138.746
792022.07.19 07:10s/l210.10140.171140.171138.7465.079872.85
802022.07.19 07:10s/l220.10140.171140.171138.746-36.079836.78
812022.07.28 16:00buy230.10136.6930.0000.000
822022.07.28 16:00modify230.10136.693135.693138.193
832022.07.28 22:15buy240.10137.2210.0000.000
842022.07.28 22:15modify240.10137.221136.768138.193
852022.07.28 22:15modify230.10136.693136.768138.193
862022.07.29 03:06s/l230.10136.768136.768138.1936.009842.77
872022.07.29 03:06s/l240.10136.768136.768138.193-33.979808.80
882022.08.15 12:00buy250.10135.8120.0000.000
892022.08.15 12:00modify250.10135.812134.812137.312
902022.08.16 13:10buy260.10136.5760.0000.000
912022.08.16 13:10modify260.10136.576136.187137.312
922022.08.16 13:10modify250.10135.812136.187137.312
932022.08.17 01:45buy270.10136.3640.0000.000
942022.08.17 01:45modify270.10136.364135.887137.312
952022.08.17 01:50modify270.10136.364136.187137.312
962022.08.17 07:50buy280.10137.0360.0000.000
972022.08.17 07:50modify280.10137.036136.487137.312
982022.08.17 07:50modify260.10136.576136.487137.312
992022.08.17 07:50modify270.10136.364136.487137.312
1002022.08.17 07:50modify250.10135.812136.487137.312
1012022.08.17 10:40t/p250.10137.312136.487137.312114.189922.98
1022022.08.17 10:40t/p260.10137.312136.487137.31256.049979.02
1032022.08.17 10:40t/p270.10137.312136.487137.31271.7710050.79
1042022.08.17 10:40t/p280.10137.312136.487137.31220.8910071.68
1052022.08.23 16:00buy290.10136.0340.0000.000
1062022.08.23 16:00modify290.10136.034135.034137.534
1072022.08.24 15:15buy300.10136.8110.0000.000
1082022.08.24 15:15modify300.10136.811136.409137.534
1092022.08.24 15:15modify290.10136.034136.409137.534
1102022.08.24 15:55buy310.10136.5770.0000.000
1112022.08.24 15:55modify310.10136.577136.109137.534
1122022.08.24 15:59modify310.10136.577136.409137.534
1132022.08.24 16:40s/l290.10136.409136.409137.53428.7110100.39
1142022.08.24 16:40s/l300.10136.409136.409137.534-30.4310069.96
1152022.08.24 16:40s/l310.10136.409136.409137.534-12.7210057.24
1162022.09.02 16:00sell320.10140.4710.0000.000
1172022.09.02 16:00modify320.10140.471141.471138.971
1182022.09.02 16:20sell330.10139.9450.0000.000
1192022.09.02 16:20modify330.10139.945140.396138.971
1202022.09.02 16:20modify320.10140.471140.396138.971
1212022.09.02 16:46sell340.10139.7190.0000.000
1222022.09.02 16:46modify340.10139.719140.096138.971
1232022.09.02 16:46modify330.10139.945140.096138.971
1242022.09.02 16:46modify320.10140.471140.096138.971
1252022.09.04 22:45sell350.10139.2510.0000.000
1262022.09.04 22:45modify350.10139.251139.796138.971
1272022.09.04 22:45modify340.10139.719139.796138.971
1282022.09.04 22:45modify330.10139.945139.796138.971
1292022.09.04 22:45modify320.10140.471139.796138.971
1302022.09.05 02:05t/p320.10138.971139.796138.971112.8310170.07
1312022.09.05 02:05t/p330.10138.971139.796138.97173.0510243.12
1322022.09.05 02:05t/p340.10138.971139.796138.97155.9610299.07
1332022.09.05 02:05t/p350.10138.971139.796138.97120.5710319.64
1342022.09.06 16:00sell360.10141.6870.0000.000
1352022.09.06 16:00modify360.10141.687142.687140.187
1362022.09.07 04:40s/l360.10142.687142.687140.187-76.2310243.41
1372022.10.04 16:00sell370.10143.9900.0000.000
1382022.10.04 16:00modify370.10143.990144.990142.490
1392022.10.05 00:20sell380.10143.4570.0000.000
1402022.10.05 00:20modify380.10143.457143.915142.490
1412022.10.05 00:20modify370.10143.990143.915142.490
1422022.10.05 02:40s/l370.10143.915143.915142.4905.0710248.48
1432022.10.05 02:40s/l380.10143.915143.915142.490-34.6410213.84
1442022.10.13 12:00sell390.10142.9550.0000.000
1452022.10.13 12:00modify390.10142.955143.955141.455
1462022.10.13 13:20sell400.10141.7350.0000.000
1472022.10.13 13:20modify400.10141.735142.280141.455
1482022.10.13 13:20modify390.10142.955142.280141.455
1492022.10.13 13:40s/l390.10142.280142.280141.45551.0410264.88
1502022.10.13 13:40s/l400.10142.280142.280141.455-41.2210223.66
1512022.10.21 16:00buy410.10144.2060.0000.000
1522022.10.21 16:00modify410.10144.206143.206145.706
1532022.10.21 17:40t/p410.10145.706143.206145.706113.5610337.22
1542022.11.02 16:00buy420.10145.3200.0000.000
1552022.11.02 16:00modify420.10145.320144.320146.820
1562022.11.03 12:15s/l420.10144.320144.320146.820-74.7610262.46
1572022.11.10 12:00buy430.10145.7280.0000.000
1582022.11.10 12:00modify430.10145.728144.728147.228
1592022.11.10 14:30s/l430.10144.728144.728147.228-75.7010186.76
1602022.11.11 12:00buy440.10143.5770.0000.000
1612022.11.11 12:00modify440.10143.577142.577145.077
1622022.11.14 07:40buy450.10144.1070.0000.000
1632022.11.14 07:40modify450.10144.107143.652145.077
1642022.11.14 07:40modify440.10143.577143.652145.077
1652022.11.14 10:00buy460.10144.7980.0000.000
1662022.11.14 10:00modify460.10144.798144.252145.077
1672022.11.14 10:00modify450.10144.107144.252145.077
1682022.11.14 10:00modify440.10143.577144.252145.077
1692022.11.14 15:30t/p440.10145.077144.252145.077113.8710300.63
1702022.11.14 15:30t/p450.10145.077144.252145.07773.4310374.06
1712022.11.14 15:30t/p460.10145.077144.252145.07721.1210395.18
1722022.11.24 12:00buy470.10143.9420.0000.000
1732022.11.24 12:00modify470.10143.942142.942145.442
1742022.11.25 01:15buy480.10144.7010.0000.000
1752022.11.25 01:15modify480.10144.701144.317145.442
1762022.11.25 01:15modify470.10143.942144.317145.442
1772022.11.25 01:45buy490.10144.4670.0000.000
1782022.11.25 01:45modify490.10144.467144.017145.442
1792022.11.25 01:50modify490.10144.467144.317145.442
1802022.11.25 02:15s/l470.10144.317144.317145.44228.7110423.89
1812022.11.25 02:15s/l480.10144.317144.317145.442-29.0710394.82
1822022.11.25 02:15s/l490.10144.317144.317145.442-11.3510383.47
1832022.12.02 12:00buy500.10141.2300.0000.000
1842022.12.02 12:00modify500.10141.230140.230142.730
1852022.12.02 17:35buy510.10141.7670.0000.000
1862022.12.02 17:35modify510.10141.767141.305142.730
1872022.12.02 17:35modify500.10141.230141.305142.730
1882022.12.05 01:15buy520.10141.9920.0000.000
1892022.12.05 01:15modify520.10141.992141.605142.730
1902022.12.05 01:15modify510.10141.767141.605142.730
1912022.12.05 01:15modify500.10141.230141.605142.730
1922022.12.05 05:40buy530.10142.4580.0000.000
1932022.12.05 05:40modify530.10142.458141.905142.730
1942022.12.05 05:40modify520.10141.992141.905142.730
1952022.12.05 05:40modify510.10141.767141.905142.730
1962022.12.05 05:40modify500.10141.230141.905142.730
1972022.12.05 08:40t/p500.10142.730141.905142.730113.8710497.33
1982022.12.05 08:40t/p510.10142.730141.905142.73073.2210570.55
1992022.12.05 08:40t/p520.10142.730141.905142.73055.8710626.42
2002022.12.05 08:40t/p530.10142.730141.905142.73020.5910647.01
2012022.12.07 12:00sell540.10144.3870.0000.000
2022022.12.07 12:00modify540.10144.387145.387142.887
2032022.12.07 14:40sell550.10143.6230.0000.000
2042022.12.07 14:40modify550.10143.623144.012142.887
2052022.12.07 14:40modify540.10144.387144.012142.887
2062022.12.08 02:45sell560.10143.8400.0000.000
2072022.12.08 02:45modify560.10143.840144.312142.887
2082022.12.08 02:50modify560.10143.840144.012142.887
2092022.12.08 04:40s/l540.10144.012144.012142.88726.5610673.57
2102022.12.08 04:40s/l550.10144.012144.012142.887-31.2110642.35
2112022.12.08 04:40s/l560.10144.012144.012142.887-13.0010629.35
2122022.12.15 16:00sell570.10146.5280.0000.000
2132022.12.15 16:00modify570.10146.528147.528145.028
2142022.12.16 02:50sell580.10145.9890.0000.000
2152022.12.16 02:50modify580.10145.989146.453145.028
2162022.12.16 02:50modify570.10146.528146.453145.028
2172022.12.16 09:20sell590.10145.7670.0000.000
2182022.12.16 09:20modify590.10145.767146.153145.028
2192022.12.16 09:20modify580.10145.989146.153145.028
2202022.12.16 09:20modify570.10146.528146.153145.028
2212022.12.16 15:40t/p570.10145.028146.153145.028112.8310742.18
2222022.12.16 15:40t/p580.10145.028146.153145.02872.6710814.85
2232022.12.16 15:40t/p590.10145.028146.153145.02855.8810870.73
2242022.12.27 12:00sell600.10141.9840.0000.000
2252022.12.27 12:00modify600.10141.984142.984140.484
2262022.12.30 00:30sell610.10141.4450.0000.000
2272022.12.30 00:30modify610.10141.445141.909140.484
2282022.12.30 00:30modify600.10141.984141.909140.484
2292022.12.30 02:00sell620.10141.2200.0000.000
2302022.12.30 02:00modify620.10141.220141.609140.484
2312022.12.30 02:00modify610.10141.445141.609140.484
2322022.12.30 02:00modify600.10141.984141.609140.484
2332022.12.30 08:10sell630.10140.7820.0000.000
2342022.12.30 08:10modify630.10140.782141.309140.484
2352022.12.30 08:10modify620.10141.220141.309140.484
2362022.12.30 08:10modify610.10141.445141.309140.484
2372022.12.30 08:10modify600.10141.984141.309140.484
2382022.12.30 08:40t/p600.10140.484141.309140.484110.4210981.16
2392022.12.30 08:40t/p610.10140.484141.309140.48472.6711053.83
2402022.12.30 08:40t/p620.10140.484141.309140.48455.6611109.49
2412022.12.30 08:40t/p630.10140.484141.309140.48422.5411132.03
2422023.01.11 16:00sell640.10142.6030.0000.000
2432023.01.11 16:00modify640.10142.603143.603141.103
2442023.01.11 23:30sell650.10142.0690.0000.000
2452023.01.11 23:30modify650.10142.069142.528141.103
2462023.01.11 23:30modify640.10142.603142.528141.103
2472023.01.12 04:10sell660.10141.8420.0000.000
2482023.01.12 04:10modify660.10141.842142.228141.103
2492023.01.12 04:10modify650.10142.069142.228141.103
2502023.01.12 04:10modify640.10142.603142.228141.103
2512023.01.12 09:40t/p640.10141.103142.228141.103111.6311243.65
2522023.01.12 09:40t/p650.10141.103142.228141.10371.2511314.90
2532023.01.12 09:40t/p660.10141.103142.228141.10355.8911370.79
2542023.01.12 12:00buy670.10140.8720.0000.000
2552023.01.12 12:00modify670.10140.872139.872142.372
2562023.01.13 00:40s/l670.10139.872139.872142.372-75.3911295.40
2572023.02.13 16:00sell680.10142.3550.0000.000
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3082023.03.29 12:00sell810.10143.4950.0000.000
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