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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; 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 test2613Ticks modelled79590Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1370.78Gross profit2582.36Gross loss-1211.58
Profit factor2.13Expected payoff16.92
Absolute drawdown27.31Maximal drawdown297.03 (2.77%)Relative drawdown2.77% (297.03)
Total trades81Short positions (won %)42 (61.90%)Long positions (won %)39 (64.10%)
Profit trades (% of total)51 (62.96%)Loss trades (% of total)30 (37.04%)
Largestprofit trade104.44loss trade-75.26
Averageprofit trade50.63loss trade-40.39
Maximumconsecutive wins (profit in money)6 (336.96)consecutive losses (loss in money)3 (-173.50)
Maximalconsecutive profit (count of wins)336.96 (6)consecutive loss (count of losses)-173.50 (3)
Averageconsecutive wins3consecutive losses2
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 01:20modify20.10133.978133.619134.669
52022.05.13 01:20modify10.10133.269133.619134.669
62022.05.13 01:40buy30.10134.3270.0000.000
72022.05.13 01:40modify30.10134.327133.899134.669
82022.05.13 01:40modify20.10133.978133.899134.669
92022.05.13 01:40modify10.10133.269133.899134.669
102022.05.13 02:40s/l10.10133.899133.899134.66946.6110046.61
112022.05.13 02:40s/l20.10133.899133.899134.669-5.8010040.81
122022.05.13 02:40s/l30.10133.899133.899134.669-31.4510009.36
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 13:20modify60.10135.496135.854134.804
202022.05.18 13:20modify50.10135.696135.854134.804
212022.05.18 13:20modify40.10136.204135.854134.804
222022.05.18 15:30t/p40.10134.804135.854134.804102.2810111.64
232022.05.18 15:30t/p50.10134.804135.854134.80465.5510177.19
242022.05.18 15:30t/p60.10134.804135.854134.80450.8510228.04
252022.05.24 00:00sell70.10136.5570.0000.000
262022.05.24 00:00modify70.10136.557137.557135.157
272022.05.24 05:05sell80.10136.0400.0000.000
282022.05.24 05:05modify80.10136.040136.417135.157
292022.05.24 05:05modify70.10136.557136.417135.157
302022.05.24 06:40s/l70.10136.417136.417135.15710.2810238.32
312022.05.24 06:40s/l80.10136.417136.417135.157-27.7110210.61
322022.06.03 04:00sell90.10139.6180.0000.000
332022.06.03 04:00modify90.10139.618140.618138.218
342022.06.06 08:40s/l90.10140.618140.618138.218-74.0710136.54
352022.06.08 20:00sell100.10143.8440.0000.000
362022.06.08 20:00modify100.10143.844144.844142.444
372022.06.09 06:50sell110.10143.3390.0000.000
382022.06.09 06:50modify110.10143.339143.704142.444
392022.06.09 06:50modify100.10143.844143.704142.444
402022.06.09 10:40sell120.10142.7670.0000.000
412022.06.09 10:40modify120.10142.767143.214142.444
422022.06.09 10:40modify110.10143.339143.214142.444
432022.06.09 10:40modify100.10143.844143.214142.444
442022.06.09 11:30s/l100.10143.214143.214142.44444.5210181.06
452022.06.09 11:30s/l110.10143.214143.214142.4449.1910190.25
462022.06.09 11:30s/l120.10143.214143.214142.444-32.8410157.41
472022.07.06 16:00buy130.10138.0040.0000.000
482022.07.06 16:00modify130.10138.004137.004139.404
492022.07.06 18:40buy140.10138.4970.0000.000
502022.07.06 18:40modify140.10138.497138.144139.404
512022.07.06 18:40modify130.10138.004138.144139.404
522022.07.07 01:40s/l130.10138.144138.144139.40411.2310168.64
532022.07.07 01:40s/l140.10138.144138.144139.404-25.0010143.63
542022.07.28 20:00buy150.10136.8140.0000.000
552022.07.28 20:00modify150.10136.814135.814138.214
562022.07.29 00:50buy160.10137.3160.0000.000
572022.07.29 00:50modify160.10137.316136.954138.214
582022.07.29 00:50modify150.10136.814136.954138.214
592022.07.29 02:30s/l150.10136.954136.954138.21410.6010154.24
602022.07.29 02:30s/l160.10136.954136.954138.214-26.6010127.64
612022.08.02 12:00buy170.10133.9510.0000.000
622022.08.02 12:00modify170.10133.951132.951135.351
632022.08.02 14:40buy180.10134.4520.0000.000
642022.08.02 14:40modify180.10134.452134.091135.351
652022.08.02 14:40modify170.10133.951134.091135.351
662022.08.02 17:20buy190.10135.0170.0000.000
672022.08.02 17:20modify190.10135.017134.581135.351
682022.08.02 17:20modify180.10134.452134.581135.351
692022.08.02 17:20modify170.10133.951134.581135.351
702022.08.02 18:40t/p170.10135.351134.581135.351102.8810230.52
712022.08.02 18:40t/p180.10135.351134.581135.35166.0610296.58
722022.08.02 18:40t/p190.10135.351134.581135.35124.5410321.12
732022.08.29 20:00sell200.10138.6340.0000.000
742022.08.29 20:00modify200.10138.634139.634137.234
752022.08.31 15:40s/l200.10139.634139.634137.234-74.6810246.44
762022.09.20 04:00sell210.10143.6080.0000.000
772022.09.20 04:00modify210.10143.608144.608142.208
782022.09.20 18:05sell220.10143.1060.0000.000
792022.09.20 18:05modify220.10143.106143.468142.208
802022.09.20 18:05modify210.10143.608143.468142.208
812022.09.21 04:30s/l210.10143.468143.468142.2089.6910256.13
822022.09.21 04:30s/l220.10143.468143.468142.208-27.1910228.93
832022.09.22 00:00buy230.10141.8470.0000.000
842022.09.22 00:00modify230.10141.847140.847143.247
852022.09.22 03:40buy240.10142.3420.0000.000
862022.09.22 03:40modify240.10142.342141.987143.247
872022.09.22 03:40modify230.10141.847141.987143.247
882022.09.22 05:30buy250.10142.5590.0000.000
892022.09.22 05:30modify250.10142.559142.197143.247
902022.09.22 05:30modify240.10142.342142.197143.247
912022.09.22 05:30modify230.10141.847142.197143.247
922022.09.22 07:20t/p230.10143.247142.197143.247102.8810331.81
932022.09.22 07:20t/p240.10143.247142.197143.24766.5110398.32
942022.09.22 07:20t/p250.10143.247142.197143.24750.5610448.88
952022.09.29 00:00sell260.10140.1590.0000.000
962022.09.29 00:00modify260.10140.159141.159138.759
972022.09.29 05:50sell270.10139.6680.0000.000
982022.09.29 05:50modify270.10139.668140.019138.759
992022.09.29 05:50modify260.10140.159140.019138.759
1002022.09.29 09:20s/l260.10140.019140.019138.75910.2810459.16
1012022.09.29 09:20s/l270.10140.019140.019138.759-25.7910433.37
1022022.09.30 04:00sell280.10141.8350.0000.000
1032022.09.30 04:00modify280.10141.835142.835140.435
1042022.09.30 10:20sell290.10141.3400.0000.000
1052022.09.30 10:20modify290.10141.340141.695140.435
1062022.09.30 10:20modify280.10141.835141.695140.435
1072022.09.30 12:15sell300.10140.7580.0000.000
1082022.09.30 12:15modify300.10140.758141.205140.435
1092022.09.30 12:15modify290.10141.340141.205140.435
1102022.09.30 12:15modify280.10141.835141.205140.435
1112022.09.30 12:30s/l280.10141.205141.205140.43546.2910479.66
1122022.09.30 12:30s/l290.10141.205141.205140.4359.9210489.58
1132022.09.30 12:30s/l300.10141.205141.205140.435-32.8510456.73
1142022.10.04 20:00sell310.10143.9090.0000.000
1152022.10.04 20:00modify310.10143.909144.909142.509
1162022.10.05 08:05sell320.10143.4090.0000.000
1172022.10.05 08:05modify320.10143.409143.769142.509
1182022.10.05 08:05modify310.10143.909143.769142.509
1192022.10.05 10:50sell330.10143.1900.0000.000
1202022.10.05 10:50modify330.10143.190143.559142.509
1212022.10.05 10:50modify320.10143.409143.559142.509
1222022.10.05 10:50modify310.10143.909143.559142.509
1232022.10.05 14:40t/p310.10142.509143.559142.509102.2810559.01
1242022.10.05 14:40t/p320.10142.509143.559142.50966.1310625.14
1252022.10.05 14:40t/p330.10142.509143.559142.50950.0410675.18
1262022.10.13 00:00sell340.10142.4400.0000.000
1272022.10.13 00:00modify340.10142.440143.440141.040
1282022.10.13 12:50sell350.10141.9500.0000.000
1292022.10.13 12:50modify350.10141.950142.300141.040
1302022.10.13 12:50modify340.10142.440142.300141.040
1312022.10.13 13:00s/l340.10142.300142.300141.04010.2910685.47
1322022.10.13 13:00s/l350.10142.300142.300141.040-25.7210659.75
1332022.10.14 00:00sell360.10143.8760.0000.000
1342022.10.14 00:00modify360.10143.876144.876142.476
1352022.10.17 01:40s/l360.10144.876144.876142.476-74.0710585.68
1362022.10.18 04:00sell370.10146.5260.0000.000
1372022.10.18 04:00modify370.10146.526147.526145.126
1382022.10.18 09:40sell380.10145.8150.0000.000
1392022.10.18 09:40modify380.10145.815146.176145.126
1402022.10.18 09:40modify370.10146.526146.176145.126
1412022.10.18 09:55s/l370.10146.176146.176145.12625.7110611.39
1422022.10.18 09:55s/l380.10146.176146.176145.126-26.5310584.86
1432022.11.10 20:00buy390.10144.4090.0000.000
1442022.11.10 20:00modify390.10144.409143.409145.809
1452022.11.10 21:40s/l390.10143.409143.409145.809-73.4910511.37
1462022.11.11 00:00buy400.10144.4830.0000.000
1472022.11.11 00:00modify400.10144.483143.483145.883
1482022.11.11 10:20s/l400.10143.483143.483145.883-73.4810437.89
1492022.11.11 16:00buy410.10143.6200.0000.000
1502022.11.11 16:00modify410.10143.620142.620145.020
1512022.11.14 08:10buy420.10144.1200.0000.000
1522022.11.14 08:10modify420.10144.120143.760145.020
1532022.11.14 08:10modify410.10143.620143.760145.020
1542022.11.14 09:20buy430.10144.6910.0000.000
1552022.11.14 09:20modify430.10144.691144.250145.020
1562022.11.14 09:20modify420.10144.120144.250145.020
1572022.11.14 09:20modify410.10143.620144.250145.020
1582022.11.14 13:40t/p410.10145.020144.250145.020103.2010541.09
1592022.11.14 13:40t/p420.10145.020144.250145.02066.1410607.23
1602022.11.14 13:40t/p430.10145.020144.250145.02024.1810631.41
1612022.11.24 16:00buy440.10144.0490.0000.000
1622022.11.24 16:00modify440.10144.049143.049145.449
1632022.11.25 01:35buy450.10144.5450.0000.000
1642022.11.25 01:35modify450.10144.545144.189145.449
1652022.11.25 01:35modify440.10144.049144.189145.449
1662022.11.25 08:40buy460.10144.7720.0000.000
1672022.11.25 08:40modify460.10144.772144.399145.449
1682022.11.25 08:40modify450.10144.545144.399145.449
1692022.11.25 08:40modify440.10144.049144.399145.449
1702022.11.25 11:00buy470.10145.1270.0000.000
1712022.11.25 11:00modify470.10145.127144.679145.449
1722022.11.25 11:00modify460.10144.772144.679145.449
1732022.11.25 11:00modify450.10144.545144.679145.449
1742022.11.25 11:00modify440.10144.049144.679145.449
1752022.11.25 12:40s/l440.10144.679144.679145.44946.6110678.02
1762022.11.25 12:40s/l450.10144.679144.679145.4499.8510687.87
1772022.11.25 12:40s/l460.10144.679144.679145.449-6.8310681.04
1782022.11.25 12:40s/l470.10144.679144.679145.449-32.9210648.12
1792022.12.05 20:00sell480.10143.4030.0000.000
1802022.12.05 20:00modify480.10143.403144.403142.003
1812022.12.07 10:40s/l480.10144.403144.403142.003-74.6710573.46
1822022.12.13 00:00sell490.10144.9510.0000.000
1832022.12.13 00:00modify490.10144.951145.951143.551
1842022.12.13 13:55sell500.10143.8870.0000.000
1852022.12.13 13:55modify500.10143.887144.321143.551
1862022.12.13 13:55modify490.10144.951144.321143.551
1872022.12.13 17:40t/p490.10143.551144.321143.551102.8710676.33
1882022.12.13 17:40t/p500.10143.551144.321143.55124.6910701.02
1892022.12.15 20:00sell510.10146.4500.0000.000
1902022.12.15 20:00modify510.10146.450147.450145.050
1912022.12.16 08:30sell520.10145.7430.0000.000
1922022.12.16 08:30modify520.10145.743146.100145.050
1932022.12.16 08:30modify510.10146.450146.100145.050
1942022.12.16 15:40t/p510.10145.050146.100145.050102.2910803.30
1952022.12.16 15:40t/p520.10145.050146.100145.05050.9310854.23
1962022.12.19 04:00buy530.10144.5790.0000.000
1972022.12.19 04:00modify530.10144.579143.579145.979
1982022.12.19 14:25buy540.10145.0830.0000.000
1992022.12.19 14:25modify540.10145.083144.719145.979
2002022.12.19 14:25modify530.10144.579144.719145.979
2012022.12.19 18:35buy550.10145.2850.0000.000
2022022.12.19 18:35modify550.10145.285144.929145.979
2032022.12.19 18:35modify540.10145.083144.929145.979
2042022.12.19 18:35modify530.10144.579144.929145.979
2052022.12.20 00:40buy560.10145.6300.0000.000
2062022.12.20 00:40modify560.10145.630145.209145.979
2072022.12.20 00:40modify550.10145.285145.209145.979
2082022.12.20 00:40modify540.10145.083145.209145.979
2092022.12.20 00:40modify530.10144.579145.209145.979
2102022.12.20 03:10s/l530.10145.209145.209145.97946.6110900.85
2112022.12.20 03:10s/l540.10145.209145.209145.9799.5710910.42
2122022.12.20 03:10s/l550.10145.209145.209145.979-5.2710905.15
2132022.12.20 03:10s/l560.10145.209145.209145.979-30.9410874.21
2142022.12.20 12:00buy570.10140.9970.0000.000
2152022.12.20 12:00modify570.10140.997139.997142.397
2162022.12.20 15:40s/l570.10139.997139.997142.397-73.4910800.72
2172022.12.28 00:00sell580.10141.9870.0000.000
2182022.12.28 00:00modify580.10141.987142.987140.587
2192022.12.30 00:40sell590.10141.2660.0000.000
2202022.12.30 00:40modify590.10141.266141.637140.587
2212022.12.30 00:40modify580.10141.987141.637140.587
2222022.12.30 04:10sell600.10141.4890.0000.000
2232022.12.30 04:10modify600.10141.489141.847140.587
2242022.12.30 04:15modify600.10141.489141.637140.587
2252022.12.30 08:40t/p580.10140.587141.637140.587100.5110901.23
2262022.12.30 08:40t/p590.10140.587141.637140.58749.9010951.13
2272022.12.30 08:40t/p600.10140.587141.637140.58766.2911017.42
2282023.01.13 00:00buy610.10140.2990.0000.000
2292023.01.13 00:00modify610.10140.299139.299141.699
2302023.01.13 07:30s/l610.10139.299139.299141.699-73.4910943.93
2312023.01.23 12:00sell620.10141.8020.0000.000
2322023.01.23 12:00modify620.10141.802142.802140.402
2332023.01.24 08:50sell630.10141.2870.0000.000
2342023.01.24 08:50modify630.10141.287141.662140.402
2352023.01.24 08:50modify620.10141.802141.662140.402
2362023.01.24 09:05s/l620.10141.662141.662140.4029.7010953.63
2372023.01.24 09:05s/l630.10141.662141.662140.402-27.5610926.07
2382023.02.15 20:00sell640.10143.3080.0000.000
2392023.02.15 20:00modify640.10143.308144.308141.908
2402023.02.23 10:05sell650.10142.8090.0000.000
2412023.02.23 10:05modify650.10142.809143.168141.908
2422023.02.23 10:05modify640.10143.308143.168141.908
2432023.02.23 12:20s/l640.10143.168143.168141.9084.3610930.43
2442023.02.23 12:20s/l650.10143.168143.168141.908-26.3810904.05
2452023.02.24 00:00buy660.10142.6920.0000.000
2462023.02.24 00:00modify660.10142.692141.692144.092
2472023.02.24 09:30buy670.10143.1880.0000.000
2482023.02.24 09:30modify670.10143.188142.832144.092
2492023.02.24 09:30modify660.10142.692142.832144.092
2502023.02.24 13:30buy680.10143.4100.0000.000
2512023.02.24 13:30modify680.10143.410143.042144.092
2522023.02.24 13:30modify670.10143.188143.042144.092
2532023.02.24 13:30modify660.10142.692143.042144.092
2542023.02.24 15:20buy690.10143.7500.0000.000
2552023.02.24 15:20modify690.10143.750143.322144.092
2562023.02.24 15:20modify680.10143.410143.322144.092
2572023.02.24 15:20modify670.10143.188143.322144.092
2582023.02.24 15:20modify660.10142.692143.322144.092
2592023.02.27 14:15t/p660.10144.092143.322144.092103.1911007.24
2602023.02.27 14:15t/p670.10144.092143.322144.09266.7411073.98
2612023.02.27 14:15t/p680.10144.092143.322144.09250.4311124.41
2622023.02.27 14:15t/p690.10144.092143.322144.09225.4411149.86
2632023.03.09 16:00buy700.10144.1010.0000.000
2642023.03.09 16:00modify700.10144.101143.101145.501
2652023.03.10 03:00buy710.10144.8010.0000.000
2662023.03.10 03:00modify710.10144.801144.451145.501
2672023.03.10 03:00modify700.10144.101144.451145.501
2682023.03.10 03:45buy720.10144.6080.0000.000
2692023.03.10 03:45modify720.10144.608144.241145.501
2702023.03.10 03:50modify720.10144.608144.451145.501
2712023.03.10 08:05s/l700.10144.451144.451145.50126.0311175.89
2722023.03.10 08:05s/l710.10144.451144.451145.501-25.7211150.17
2732023.03.10 08:05s/l720.10144.451144.451145.501-11.5411138.63
2742023.04.05 20:00buy730.10143.1190.0000.000
2752023.04.05 20:00modify730.10143.119142.119144.519
2762023.04.06 14:10buy740.10143.6210.0000.000
2772023.04.06 14:10modify740.10143.621143.259144.519
2782023.04.06 14:10modify730.10143.119143.259144.519
2792023.04.06 22:20buy750.10143.8470.0000.000
2802023.04.06 22:20modify750.10143.847143.469144.519
2812023.04.06 22:20modify740.10143.621143.469144.519
2822023.04.06 22:20modify730.10143.119143.469144.519
2832023.04.07 12:40buy760.10144.1970.0000.000
2842023.04.07 12:40modify760.10144.197143.749144.519
2852023.04.07 12:40modify750.10143.847143.749144.519
2862023.04.07 12:40modify740.10143.621143.749144.519
2872023.04.07 12:40modify730.10143.119143.749144.519
2882023.04.10 00:30t/p730.10144.519143.749144.519104.4411243.07
2892023.04.10 00:30t/p740.10144.519143.749144.51966.6211309.69
2902023.04.10 00:30t/p750.10144.519143.749144.51950.0111359.69
2912023.04.10 00:30t/p760.10144.519143.749144.51923.9711383.67
2922023.04.12 00:00sell770.10145.8350.0000.000
2932023.04.12 00:00modify770.10145.835146.835144.435
2942023.04.13 09:40s/l770.10146.835146.835144.435-75.2611308.41
2952023.04.25 00:00sell780.10148.2570.0000.000
2962023.04.25 00:00modify780.10148.257149.257146.857
2972023.04.25 12:55sell790.10147.5340.0000.000
2982023.04.25 12:55modify790.10147.534147.907146.857
2992023.04.25 12:55modify780.10148.257147.907146.857
3002023.04.25 16:40t/p780.10146.857147.907146.857102.8711411.28
3012023.04.25 16:40t/p790.10146.857147.907146.85749.7411461.02
3022023.04.28 12:00sell800.10149.2840.0000.000
3032023.04.28 12:00modify800.10149.284150.284147.884
3042023.04.28 14:40s/l800.10150.284150.284147.884-73.4811387.54
3052023.04.28 20:00sell810.10150.0350.0000.000
3062023.04.28 20:00modify810.10150.035151.035148.635
3072023.04.30 23:59close at stop810.10150.263151.035148.635-16.7611370.78