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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1912Ticks modelled59142372Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit694.13Gross profit1080.07Gross loss-385.93
Profit factor2.80Expected payoff18.76
Absolute drawdown36.67Maximal drawdown276.84 (2.63%)Relative drawdown2.63% (276.84)
Total trades37Short positions (won %)22 (59.09%)Long positions (won %)15 (73.33%)
Profit trades (% of total)24 (64.86%)Loss trades (% of total)13 (35.14%)
Largestprofit trade104.43loss trade-44.67
Averageprofit trade45.00loss trade-29.69
Maximumconsecutive wins (profit in money)6 (275.32)consecutive losses (loss in money)2 (-70.68)
Maximalconsecutive profit (count of wins)275.32 (6)consecutive loss (count of losses)-70.68 (2)
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 08:33sell20.10135.7140.0000.000
42022.05.18 08:33modify20.10135.714136.064134.804
52022.05.18 08:33modify10.10136.204136.064134.804
62022.05.18 13:21sell30.10135.3640.0000.000
72022.05.18 13:21modify30.10135.364135.854134.804
82022.05.18 13:21modify20.10135.714135.854134.804
92022.05.18 13:21modify10.10136.204135.854134.804
102022.05.18 13:59sell40.10135.2230.0000.000
112022.05.18 13:59modify40.10135.223135.714134.804
122022.05.18 13:59modify30.10135.364135.714134.804
132022.05.18 13:59modify20.10135.714135.714134.804
142022.05.18 13:59modify10.10136.204135.714134.804
152022.05.18 15:10t/p10.10134.804135.714134.804102.2910102.29
162022.05.18 15:10t/p20.10134.804135.714134.80466.8710169.16
172022.05.18 15:10t/p30.10134.804135.714134.80441.1510210.31
182022.05.18 15:10t/p40.10134.804135.714134.80430.7910241.10
192022.06.08 20:00sell50.10143.8440.0000.000
202022.06.08 20:00modify50.10143.844144.444142.444
212022.06.09 05:46sell60.10143.3540.0000.000
222022.06.09 05:46modify60.10143.354143.704142.444
232022.06.09 05:46modify50.10143.844143.704142.444
242022.06.09 07:38sell70.10143.0040.0000.000
252022.06.09 07:38modify70.10143.004143.494142.444
262022.06.09 07:38modify60.10143.354143.494142.444
272022.06.09 07:38modify50.10143.844143.494142.444
282022.06.09 07:57sell80.10142.8640.0000.000
292022.06.09 07:57modify80.10142.864143.354142.444
302022.06.09 07:57modify70.10143.004143.354142.444
312022.06.09 07:57modify60.10143.354143.354142.444
322022.06.09 07:57modify50.10143.844143.354142.444
332022.06.09 11:43s/l50.10143.354143.354142.44434.2210275.32
342022.06.09 11:43s/l60.10143.354143.354142.4440.0010275.32
352022.06.09 11:43s/l70.10143.354143.354142.444-25.7210249.60
362022.06.09 11:43s/l80.10143.354143.354142.444-36.0110213.59
372022.07.06 16:00buy90.10138.0040.0000.000
382022.07.06 16:00modify90.10138.004137.404139.404
392022.07.06 18:33buy100.10138.4940.0000.000
402022.07.06 18:33modify100.10138.494138.144139.404
412022.07.06 18:33modify90.10138.004138.144139.404
422022.07.07 01:08s/l90.10138.144138.144139.40411.2310224.82
432022.07.07 01:08s/l100.10138.144138.144139.404-24.7810200.03
442022.07.28 20:00buy110.10136.8140.0000.000
452022.07.28 20:00modify110.10136.814136.214138.214
462022.07.29 00:52buy120.10137.3040.0000.000
472022.07.29 00:52modify120.10137.304136.954138.214
482022.07.29 00:52modify110.10136.814136.954138.214
492022.07.29 02:20s/l110.10136.954136.954138.21410.6010210.64
502022.07.29 02:20s/l120.10136.954136.954138.214-25.7210184.92
512022.08.02 12:00buy130.10133.9510.0000.000
522022.08.02 12:00modify130.10133.951133.351135.351
532022.08.02 14:50buy140.10134.4410.0000.000
542022.08.02 14:50modify140.10134.441134.091135.351
552022.08.02 14:50modify130.10133.951134.091135.351
562022.08.02 15:44buy150.10134.7910.0000.000
572022.08.02 15:44modify150.10134.791134.301135.351
582022.08.02 15:44modify140.10134.441134.301135.351
592022.08.02 15:44modify130.10133.951134.301135.351
602022.08.02 15:57buy160.10134.9320.0000.000
612022.08.02 15:57modify160.10134.932134.441135.351
622022.08.02 15:57modify150.10134.791134.441135.351
632022.08.02 15:57modify140.10134.441134.441135.351
642022.08.02 15:57modify130.10133.951134.441135.351
652022.08.02 18:22t/p130.10135.351134.441135.351102.8910287.81
662022.08.02 18:22t/p140.10135.351134.441135.35166.8810354.69
672022.08.02 18:22t/p150.10135.351134.441135.35141.1610395.85
682022.08.02 18:22t/p160.10135.351134.441135.35130.7910426.64
692022.09.30 04:00sell170.10141.8350.0000.000
702022.09.30 04:00modify170.10141.835142.435140.435
712022.09.30 10:17sell180.10141.3440.0000.000
722022.09.30 10:17modify180.10141.344141.695140.435
732022.09.30 10:17modify170.10141.835141.695140.435
742022.09.30 10:51sell190.10140.9920.0000.000
752022.09.30 10:51modify190.10140.992141.485140.435
762022.09.30 10:51modify180.10141.344141.485140.435
772022.09.30 10:51modify170.10141.835141.485140.435
782022.09.30 12:26s/l170.10141.485141.485140.43525.7210452.36
792022.09.30 12:26s/l180.10141.485141.485140.435-10.3610442.00
802022.09.30 12:26s/l190.10141.485141.485140.435-36.2210405.78
812022.10.04 20:00sell200.10143.9090.0000.000
822022.10.04 20:00modify200.10143.909144.509142.509
832022.10.05 00:11sell210.10143.4180.0000.000
842022.10.05 00:11modify210.10143.418143.769142.509
852022.10.05 00:11modify200.10143.909143.769142.509
862022.10.05 01:52s/l200.10143.769143.769142.5099.7010415.47
872022.10.05 01:52s/l210.10143.769143.769142.509-25.7910389.68
882022.11.10 20:00buy220.10144.4090.0000.000
892022.11.10 20:00modify220.10144.409143.809145.809
902022.11.10 21:03s/l220.10143.809143.809145.809-44.0910345.59
912022.11.11 16:00buy230.10143.6200.0000.000
922022.11.11 16:00modify230.10143.620143.020145.020
932022.11.13 22:11buy240.10144.1140.0000.000
942022.11.13 22:11modify240.10144.114143.760145.020
952022.11.13 22:11modify230.10143.620143.760145.020
962022.11.13 23:00s/l230.10143.760143.760145.02010.2910355.88
972022.11.13 23:00s/l240.10143.760143.760145.020-26.0110329.87
982022.12.05 20:00sell250.10143.4030.0000.000
992022.12.05 20:00modify250.10143.403144.003142.003
1002022.12.06 07:00s/l250.10144.003144.003142.003-44.6710285.20
1012022.12.15 20:00sell260.10146.4500.0000.000
1022022.12.15 20:00modify260.10146.450147.050145.050
1032022.12.16 07:53sell270.10145.9600.0000.000
1042022.12.16 07:53modify270.10145.960146.310145.050
1052022.12.16 07:53modify260.10146.450146.310145.050
1062022.12.16 09:56sell280.10145.6100.0000.000
1072022.12.16 09:56modify280.10145.610146.100145.050
1082022.12.16 09:56modify270.10145.960146.100145.050
1092022.12.16 09:56modify260.10146.450146.100145.050
1102022.12.16 12:58sell290.10145.4700.0000.000
1112022.12.16 12:58modify290.10145.470145.960145.050
1122022.12.16 12:58modify280.10145.610145.960145.050
1132022.12.16 12:58modify270.10145.960145.960145.050
1142022.12.16 12:58modify260.10146.450145.960145.050
1152022.12.16 15:44t/p260.10145.050145.960145.050102.2810387.48
1162022.12.16 15:44t/p270.10145.050145.960145.05066.8710454.35
1172022.12.16 15:44t/p280.10145.050145.960145.05041.1510495.50
1182022.12.16 15:44t/p290.10145.050145.960145.05030.8610526.36
1192023.01.23 12:00sell300.10141.8020.0000.000
1202023.01.23 12:00modify300.10141.802142.402140.402
1212023.01.24 08:39sell310.10141.3120.0000.000
1222023.01.24 08:39modify310.10141.312141.662140.402
1232023.01.24 08:39modify300.10141.802141.662140.402
1242023.01.24 09:18s/l300.10141.662141.662140.4029.6910536.04
1252023.01.24 09:18s/l310.10141.662141.662140.402-25.7210510.32
1262023.04.05 20:00buy320.10143.1190.0000.000
1272023.04.05 20:00modify320.10143.119142.519144.519
1282023.04.06 14:00buy330.10143.6110.0000.000
1292023.04.06 14:00modify330.10143.611143.259144.519
1302023.04.06 14:00modify320.10143.119143.259144.519
1312023.04.06 14:57buy340.10143.9590.0000.000
1322023.04.06 14:57modify340.10143.959143.469144.519
1332023.04.06 14:57modify330.10143.611143.469144.519
1342023.04.06 14:57modify320.10143.119143.469144.519
1352023.04.07 12:40buy350.10144.1000.0000.000
1362023.04.07 12:40modify350.10144.100143.609144.519
1372023.04.07 12:40modify340.10143.959143.609144.519
1382023.04.07 12:40modify330.10143.611143.609144.519
1392023.04.07 12:40modify320.10143.119143.609144.519
1402023.04.10 00:37t/p320.10144.519143.609144.519104.4310614.76
1412023.04.10 00:37t/p330.10144.519143.609144.51967.3510682.10
1422023.04.10 00:37t/p340.10144.519143.609144.51941.7810723.88
1432023.04.10 00:37t/p350.10144.519143.609144.51931.0910754.97
1442023.04.28 12:00sell360.10149.2840.0000.000
1452023.04.28 12:00modify360.10149.284149.884147.884
1462023.04.28 14:04s/l360.10149.884149.884147.884-44.0910710.88
1472023.04.28 20:00sell370.10150.0350.0000.000
1482023.04.28 20:00modify370.10150.035150.635148.635
1492023.04.30 23:59close at stop370.10150.263150.635148.635-16.7510694.13