Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 20:00 (2022.05.01 - 2023.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test2613Ticks modelled79590Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1012.46Gross profit1371.10Gross loss-358.63
Profit factor3.82Expected payoff26.64
Absolute drawdown36.67Maximal drawdown277.42 (2.67%)Relative drawdown2.67% (277.42)
Total trades38Short positions (won %)22 (54.55%)Long positions (won %)16 (81.25%)
Profit trades (% of total)25 (65.79%)Loss trades (% of total)13 (34.21%)
Largestprofit trade104.45loss trade-44.68
Averageprofit trade54.84loss trade-27.59
Maximumconsecutive wins (profit in money)4 (244.95)consecutive losses (loss in money)3 (-65.62)
Maximalconsecutive profit (count of wins)244.95 (4)consecutive loss (count of losses)-65.62 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.17 16:00sell10.10136.2040.0000.000
22022.05.17 16:00modify10.10136.204136.804134.804
32022.05.18 11:59sell20.10135.6960.0000.000
42022.05.18 11:59modify20.10135.696136.064134.804
52022.05.18 11:59modify10.10136.204136.064134.804
62022.05.18 13:40sell30.10135.2210.0000.000
72022.05.18 13:40modify30.10135.221135.714134.804
82022.05.18 13:40modify20.10135.696135.714134.804
92022.05.18 13:40modify10.10136.204135.714134.804
102022.05.18 15:30t/p10.10134.804135.714134.804102.2910102.29
112022.05.18 15:30t/p20.10134.804135.714134.80465.5510167.84
122022.05.18 15:30t/p30.10134.804135.714134.80430.6410198.48
132022.06.08 20:00sell40.10143.8440.0000.000
142022.06.08 20:00modify40.10143.844144.444142.444
152022.06.09 06:50sell50.10143.3390.0000.000
162022.06.09 06:50modify50.10143.339143.704142.444
172022.06.09 06:50modify40.10143.844143.704142.444
182022.06.09 07:59sell60.10142.8470.0000.000
192022.06.09 07:59modify60.10142.847143.354142.444
202022.06.09 07:59modify50.10143.339143.354142.444
212022.06.09 07:59modify40.10143.844143.354142.444
222022.06.09 09:40sell70.10142.9830.0000.000
232022.06.09 09:40modify70.10142.983143.494142.444
242022.06.09 09:45modify70.10142.983143.354142.444
252022.06.09 11:30s/l40.10143.354143.354142.44434.2310232.71
262022.06.09 11:30s/l50.10143.354143.354142.444-1.1010231.61
272022.06.09 11:30s/l60.10143.354143.354142.444-37.2610194.35
282022.06.09 11:30s/l70.10143.354143.354142.444-27.2610167.09
292022.07.06 16:00buy80.10138.0040.0000.000
302022.07.06 16:00modify80.10138.004137.404139.404
312022.07.06 18:40buy90.10138.4970.0000.000
322022.07.06 18:40modify90.10138.497138.144139.404
332022.07.06 18:40modify80.10138.004138.144139.404
342022.07.07 01:40s/l80.10138.144138.144139.40411.2310178.32
352022.07.07 01:40s/l90.10138.144138.144139.404-25.0010153.31
362022.07.28 20:00buy100.10136.8140.0000.000
372022.07.28 20:00modify100.10136.814136.214138.214
382022.07.29 00:50buy110.10137.3160.0000.000
392022.07.29 00:50modify110.10137.316136.954138.214
402022.07.29 00:50modify100.10136.814136.954138.214
412022.07.29 02:30s/l100.10136.954136.954138.21410.6010163.92
422022.07.29 02:30s/l110.10136.954136.954138.214-26.6110137.31
432022.08.02 12:00buy120.10133.9510.0000.000
442022.08.02 12:00modify120.10133.951133.351135.351
452022.08.02 14:40buy130.10134.4520.0000.000
462022.08.02 14:40modify130.10134.452134.091135.351
472022.08.02 14:40modify120.10133.951134.091135.351
482022.08.02 15:30buy140.10134.8070.0000.000
492022.08.02 15:30modify140.10134.807134.301135.351
502022.08.02 15:30modify130.10134.452134.301135.351
512022.08.02 15:30modify120.10133.951134.301135.351
522022.08.02 18:40t/p120.10135.351134.301135.351102.8910240.20
532022.08.02 18:40t/p130.10135.351134.301135.35166.0710306.27
542022.08.02 18:40t/p140.10135.351134.301135.35139.9810346.25
552022.09.30 04:00sell150.10141.8350.0000.000
562022.09.30 04:00modify150.10141.835142.435140.435
572022.09.30 10:20sell160.10141.3400.0000.000
582022.09.30 10:20modify160.10141.340141.695140.435
592022.09.30 10:20modify150.10141.835141.695140.435
602022.09.30 11:30sell170.10140.9940.0000.000
612022.09.30 11:30modify170.10140.994141.485140.435
622022.09.30 11:30modify160.10141.340141.485140.435
632022.09.30 11:30modify150.10141.835141.485140.435
642022.09.30 12:05sell180.10140.8270.0000.000
652022.09.30 12:05modify180.10140.827141.345140.435
662022.09.30 12:05modify170.10140.994141.345140.435
672022.09.30 12:05modify160.10141.340141.345140.435
682022.09.30 12:05modify150.10141.835141.345140.435
692022.09.30 12:40s/l150.10141.345141.345140.43536.0110382.26
702022.09.30 12:40s/l160.10141.345141.345140.435-0.3710381.89
712022.09.30 12:40s/l170.10141.345141.345140.435-25.7910356.10
722022.09.30 12:40s/l180.10141.345141.345140.435-38.0710318.03
732022.10.04 20:00sell190.10143.9090.0000.000
742022.10.04 20:00modify190.10143.909144.509142.509
752022.10.05 08:05sell200.10143.4090.0000.000
762022.10.05 08:05modify200.10143.409143.769142.509
772022.10.05 08:05modify190.10143.909143.769142.509
782022.10.05 11:40sell210.10143.0560.0000.000
792022.10.05 11:40modify210.10143.056143.559142.509
802022.10.05 11:40modify200.10143.409143.559142.509
812022.10.05 11:40modify190.10143.909143.559142.509
822022.10.05 14:40t/p190.10142.509143.559142.509102.2910420.31
832022.10.05 14:40t/p200.10142.509143.559142.50966.1410486.45
842022.10.05 14:40t/p210.10142.509143.559142.50940.2010526.65
852022.11.10 20:00buy220.10144.4090.0000.000
862022.11.10 20:00modify220.10144.409143.809145.809
872022.11.10 21:20s/l220.10143.809143.809145.809-44.1010482.55
882022.11.11 16:00buy230.10143.6200.0000.000
892022.11.11 16:00modify230.10143.620143.020145.020
902022.11.14 08:10buy240.10144.1200.0000.000
912022.11.14 08:10modify240.10144.120143.760145.020
922022.11.14 08:10modify230.10143.620143.760145.020
932022.11.14 08:30buy250.10144.4720.0000.000
942022.11.14 08:30modify250.10144.472143.970145.020
952022.11.14 08:30modify240.10144.120143.970145.020
962022.11.14 08:30modify230.10143.620143.970145.020
972022.11.14 09:10buy260.10144.6070.0000.000
982022.11.14 09:10modify260.10144.607144.110145.020
992022.11.14 09:10modify250.10144.472144.110145.020
1002022.11.14 09:10modify240.10144.120144.110145.020
1012022.11.14 09:10modify230.10143.620144.110145.020
1022022.11.14 13:40t/p230.10145.020144.110145.020103.2010585.76
1032022.11.14 13:40t/p240.10145.020144.110145.02066.1410651.90
1042022.11.14 13:40t/p250.10145.020144.110145.02040.2710692.17
1052022.11.14 13:40t/p260.10145.020144.110145.02030.3510722.52
1062022.12.05 20:00sell270.10143.4030.0000.000
1072022.12.05 20:00modify270.10143.403144.003142.003
1082022.12.06 07:15s/l270.10144.003144.003142.003-44.6810677.83
1092022.12.15 20:00sell280.10146.4500.0000.000
1102022.12.15 20:00modify280.10146.450147.050145.050
1112022.12.16 09:50sell290.10145.5840.0000.000
1122022.12.16 09:50modify290.10145.584146.100145.050
1132022.12.16 09:50modify280.10146.450146.100145.050
1142022.12.16 12:40sell300.10145.4580.0000.000
1152022.12.16 12:40modify300.10145.458145.960145.050
1162022.12.16 12:40modify290.10145.584145.960145.050
1172022.12.16 12:40modify280.10146.450145.960145.050
1182022.12.16 15:40t/p280.10145.050145.960145.050102.2910780.12
1192022.12.16 15:40t/p290.10145.050145.960145.05039.2410819.36
1202022.12.16 15:40t/p300.10145.050145.960145.05029.9810849.34
1212023.01.23 12:00sell310.10141.8020.0000.000
1222023.01.23 12:00modify310.10141.802142.402140.402
1232023.01.24 08:50sell320.10141.2870.0000.000
1242023.01.24 08:50modify320.10141.287141.662140.402
1252023.01.24 08:50modify310.10141.802141.662140.402
1262023.01.24 09:05s/l310.10141.662141.662140.4029.7010859.04
1272023.01.24 09:05s/l320.10141.662141.662140.402-27.5510831.49
1282023.04.05 20:00buy330.10143.1190.0000.000
1292023.04.05 20:00modify330.10143.119142.519144.519
1302023.04.06 14:10buy340.10143.6210.0000.000
1312023.04.06 14:10modify340.10143.621143.259144.519
1322023.04.06 14:10modify330.10143.119143.259144.519
1332023.04.06 14:40buy350.10143.9860.0000.000
1342023.04.06 14:40modify350.10143.986143.469144.519
1352023.04.06 14:40modify340.10143.621143.469144.519
1362023.04.06 14:40modify330.10143.119143.469144.519
1372023.04.07 14:05buy360.10144.1020.0000.000
1382023.04.07 14:05modify360.10144.102143.609144.519
1392023.04.07 14:05modify350.10143.986143.609144.519
1402023.04.07 14:05modify340.10143.621143.609144.519
1412023.04.07 14:05modify330.10143.119143.609144.519
1422023.04.10 00:30t/p330.10144.519143.609144.519104.4510935.94
1432023.04.10 00:30t/p340.10144.519143.609144.51966.6211002.56
1442023.04.10 00:30t/p350.10144.519143.609144.51939.8011042.35
1452023.04.10 00:30t/p360.10144.519143.609144.51930.9511073.30
1462023.04.28 12:00sell370.10149.2840.0000.000
1472023.04.28 12:00modify370.10149.284149.884147.884
1482023.04.28 14:20s/l370.10149.884149.884147.884-44.0911029.21
1492023.04.28 20:00sell380.10150.0350.0000.000
1502023.04.28 20:00modify380.10150.035150.635148.635
1512023.04.30 23:59close at stop380.10150.263150.635148.635-16.7511012.46