Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 modelled79820Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1118.90Gross profit1663.42Gross loss-544.52
Profit factor3.05Expected payoff23.31
Absolute drawdown59.79Maximal drawdown211.35 (2.06%)Relative drawdown2.06% (211.35)
Total trades48Short positions (won %)19 (47.37%)Long positions (won %)29 (68.97%)
Profit trades (% of total)29 (60.42%)Loss trades (% of total)19 (39.58%)
Largestprofit trade108.92loss trade-30.40
Averageprofit trade57.36loss trade-28.66
Maximumconsecutive wins (profit in money)8 (494.16)consecutive losses (loss in money)6 (-173.52)
Maximalconsecutive profit (count of wins)494.16 (8)consecutive loss (count of losses)-173.52 (6)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.13 16:00buy10.10139.9860.0000.000
22022.06.13 16:00modify10.10139.986139.586141.486
32022.06.14 00:05s/l10.10139.586139.586141.486-28.429971.58
42022.06.23 16:00buy20.10141.5240.0000.000
52022.06.23 16:00modify20.10141.524141.124143.024
62022.06.24 00:50buy30.10142.2110.0000.000
72022.06.24 00:50modify30.10142.211141.824143.024
82022.06.24 00:50modify20.10141.524141.824143.024
92022.06.24 03:40s/l20.10141.824141.824143.02421.849993.43
102022.06.24 03:40s/l30.10141.824141.824143.024-27.799965.64
112022.07.01 16:00buy40.10140.6180.0000.000
122022.07.01 16:00modify40.10140.618140.218142.118
132022.07.04 08:15buy50.10141.3140.0000.000
142022.07.04 08:15modify50.10141.314140.918142.118
152022.07.04 08:15modify40.10140.618140.918142.118
162022.07.04 10:20buy60.10141.5240.0000.000
172022.07.04 10:20modify60.10141.524140.993142.118
182022.07.04 10:20modify50.10141.314140.993142.118
192022.07.04 10:20modify40.10140.618140.993142.118
202022.07.04 11:05buy70.10141.6140.0000.000
212022.07.04 11:05modify70.10141.614141.143142.118
222022.07.04 11:05modify60.10141.524141.143142.118
232022.07.04 11:05modify50.10141.314141.143142.118
242022.07.04 11:05modify40.10140.618141.143142.118
252022.07.05 01:30t/p40.10142.118141.143142.118108.3110073.95
262022.07.05 01:30t/p50.10142.118141.143142.11858.0310131.98
272022.07.05 01:30t/p60.10142.118141.143142.11842.9510174.94
282022.07.05 01:30t/p70.10142.118141.143142.11836.4910211.43
292022.07.05 16:00buy80.10139.1660.0000.000
302022.07.05 16:00modify80.10139.166138.766140.666
312022.07.06 01:40s/l80.10138.766138.766140.666-28.4210183.01
322022.07.29 16:00buy90.10135.9340.0000.000
332022.07.29 16:00modify90.10135.934135.534137.434
342022.08.01 01:30s/l90.10135.534135.534137.434-28.4310154.59
352022.08.05 16:00sell100.10137.5840.0000.000
362022.08.05 16:00modify100.10137.584137.984136.084
372022.08.09 08:20s/l100.10137.984137.984136.084-29.8110124.77
382022.09.06 16:00sell110.10141.6870.0000.000
392022.09.06 16:00modify110.10141.687142.087140.187
402022.09.06 22:40s/l110.10142.087142.087140.187-28.6610096.11
412022.09.21 20:00buy120.10141.7840.0000.000
422022.09.21 20:00modify120.10141.784141.384143.284
432022.09.22 02:05s/l120.10141.384141.384143.284-27.8110068.31
442022.09.28 20:00sell130.10140.2400.0000.000
452022.09.28 20:00modify130.10140.240140.640138.740
462022.09.29 11:20s/l130.10140.640140.640138.740-30.4010037.91
472022.10.04 16:00sell140.10143.9900.0000.000
482022.10.04 16:00modify140.10143.990144.390142.490
492022.10.05 09:40sell150.10143.2950.0000.000
502022.10.05 09:40modify150.10143.295143.690142.490
512022.10.05 09:40modify140.10143.990143.690142.490
522022.10.05 11:50sell160.10143.0790.0000.000
532022.10.05 11:50modify160.10143.079143.615142.490
542022.10.05 11:50modify150.10143.295143.615142.490
552022.10.05 11:50modify140.10143.990143.615142.490
562022.10.05 14:40t/p140.10142.490143.615142.490106.9110144.82
572022.10.05 14:40t/p150.10142.490143.615142.49057.6810202.50
582022.10.05 14:40t/p160.10142.490143.615142.49042.2010244.70
592022.10.13 16:00sell170.10143.9030.0000.000
602022.10.13 16:00modify170.10143.903144.303142.403
612022.10.14 01:40s/l170.10144.303144.303142.403-29.2410215.46
622022.10.17 16:00sell180.10146.3580.0000.000
632022.10.17 16:00modify180.10146.358146.758144.858
642022.10.18 00:15s/l180.10146.758146.758144.858-29.2510186.21
652022.10.21 16:00buy190.10144.2060.0000.000
662022.10.21 16:00modify190.10144.206143.806145.706
672022.10.21 16:30buy200.10145.2000.0000.000
682022.10.21 16:30modify200.10145.200144.731145.706
692022.10.21 16:30modify190.10144.206144.731145.706
702022.10.21 17:40t/p190.10145.706144.731145.706107.7010293.91
712022.10.21 17:40t/p200.10145.706144.731145.70636.3310330.24
722022.10.27 16:00buy210.10145.8100.0000.000
732022.10.27 16:00modify210.10145.810145.410147.310
742022.10.28 07:40buy220.10146.5070.0000.000
752022.10.28 07:40modify220.10146.507146.110147.310
762022.10.28 07:40modify210.10145.810146.110147.310
772022.10.28 08:40buy230.10146.8100.0000.000
782022.10.28 08:40modify230.10146.810146.335147.310
792022.10.28 08:40modify220.10146.507146.335147.310
802022.10.28 08:40modify210.10145.810146.335147.310
812022.10.28 12:10buy240.10146.7240.0000.000
822022.10.28 12:10modify240.10146.724146.185147.310
832022.10.28 12:15modify240.10146.724146.335147.310
842022.10.28 12:40t/p210.10147.310146.335147.310108.0010438.25
852022.10.28 12:40t/p220.10147.310146.335147.31057.6510495.90
862022.10.28 12:40t/p230.10147.310146.335147.31035.9010531.80
872022.10.28 12:40t/p240.10147.310146.335147.31042.0710573.87
882022.11.04 20:00sell250.10146.1030.0000.000
892022.11.04 20:00modify250.10146.103146.503144.603
902022.11.07 07:33s/l250.10146.503146.503144.603-29.2410544.63
912022.11.10 16:00buy260.10144.1650.0000.000
922022.11.10 16:00modify260.10144.165143.765145.665
932022.11.10 21:20s/l260.10143.765143.765145.665-28.7210515.91
942022.12.05 16:00sell270.10143.4760.0000.000
952022.12.05 16:00modify270.10143.476143.876141.976
962022.12.06 02:40s/l270.10143.876143.876141.976-29.2510486.66
972022.12.15 16:00sell280.10146.5280.0000.000
982022.12.15 16:00modify280.10146.528146.928145.028
992022.12.16 08:20sell290.10145.8370.0000.000
1002022.12.16 08:20modify290.10145.837146.228145.028
1012022.12.16 08:20modify280.10146.528146.228145.028
1022022.12.16 08:40sell300.10145.6160.0000.000
1032022.12.16 08:40modify300.10145.616146.153145.028
1042022.12.16 08:40modify290.10145.837146.153145.028
1052022.12.16 08:40modify280.10146.528146.153145.028
1062022.12.16 11:05sell310.10145.5290.0000.000
1072022.12.16 11:05modify310.10145.529146.003145.028
1082022.12.16 11:05modify300.10145.616146.003145.028
1092022.12.16 11:05modify290.10145.837146.003145.028
1102022.12.16 11:05modify280.10146.528146.003145.028
1112022.12.16 15:40t/p280.10145.028146.003145.028106.9110593.58
1122022.12.16 15:40t/p290.10145.028146.003145.02857.9710651.55
1132022.12.16 15:40t/p300.10145.028146.003145.02842.1310693.68
1142022.12.16 15:40t/p310.10145.028146.003145.02835.9010729.58
1152022.12.30 20:00buy320.10140.1860.0000.000
1162022.12.30 20:00modify320.10140.186139.786141.686
1172023.01.02 06:53s/l320.10139.786139.786141.686-28.4210701.16
1182023.01.04 16:00sell330.10139.9700.0000.000
1192023.01.04 16:00modify330.10139.970140.370138.470
1202023.01.04 17:20s/l330.10140.370140.370138.470-28.6610672.50
1212023.01.12 16:00buy340.10140.3420.0000.000
1222023.01.12 16:00modify340.10140.342139.942141.842
1232023.01.13 00:40s/l340.10139.942139.942141.842-28.4210644.09
1242023.02.03 16:00sell350.10142.3200.0000.000
1252023.02.03 16:00modify350.10142.320142.720140.820
1262023.02.03 18:33sell360.10141.6330.0000.000
1272023.02.03 18:33modify360.10141.633142.020140.820
1282023.02.03 18:33modify350.10142.320142.020140.820
1292023.02.05 22:00s/l350.10142.020142.020140.82021.5010665.59
1302023.02.05 22:00s/l360.10142.020142.020140.820-27.7310637.86
1312023.02.07 16:00buy370.10140.3620.0000.000
1322023.02.07 16:00modify370.10140.362139.962141.862
1332023.02.08 15:40buy380.10141.0550.0000.000
1342023.02.08 15:40modify380.10141.055140.662141.862
1352023.02.08 15:40modify370.10140.362140.662141.862
1362023.02.08 22:40s/l370.10140.662140.662141.86221.8410659.70
1372023.02.08 22:40s/l380.10140.662140.662141.862-28.2210631.48
1382023.02.13 16:00sell390.10142.3550.0000.000
1392023.02.13 16:00modify390.10142.355142.755140.855
1402023.02.14 02:00sell400.10141.6690.0000.000
1412023.02.14 02:00modify400.10141.669142.055140.855
1422023.02.14 02:00modify390.10142.355142.055140.855
1432023.02.14 09:30s/l390.10142.055142.055140.85520.9110652.39
1442023.02.14 09:30s/l400.10142.055142.055140.855-27.6610624.73
1452023.04.25 20:00buy410.10146.4700.0000.000
1462023.04.25 20:00modify410.10146.470146.070147.970
1472023.04.26 06:30buy420.10147.1450.0000.000
1482023.04.26 06:30modify420.10147.145146.770147.970
1492023.04.26 06:30modify410.10146.470146.770147.970
1502023.04.26 08:30buy430.10147.3840.0000.000
1512023.04.26 08:30modify430.10147.384146.845147.970
1522023.04.26 08:30modify420.10147.145146.845147.970
1532023.04.26 08:30modify410.10146.470146.845147.970
1542023.04.26 08:55buy440.10147.4730.0000.000
1552023.04.26 08:55modify440.10147.473146.995147.970
1562023.04.26 08:55modify430.10147.384146.995147.970
1572023.04.26 08:55modify420.10147.145146.995147.970
1582023.04.26 08:55modify410.10146.470146.995147.970
1592023.04.27 06:40t/p410.10147.970146.995147.970108.9210733.65
1602023.04.27 06:40t/p420.10147.970146.995147.97060.1410793.79
1612023.04.27 06:40t/p430.10147.970146.995147.97042.9810836.78
1622023.04.27 06:40t/p440.10147.970146.995147.97036.5910873.37
1632023.05.04 16:00buy450.10147.2900.0000.000
1642023.05.04 16:00modify450.10147.290146.890148.790
1652023.05.04 20:50buy460.10147.9820.0000.000
1662023.05.04 20:50modify460.10147.982147.590148.790
1672023.05.04 20:50modify450.10147.290147.590148.790
1682023.05.05 12:50buy470.10148.2740.0000.000
1692023.05.05 12:50modify470.10148.274147.815148.790
1702023.05.05 12:50modify460.10147.982147.815148.790
1712023.05.05 12:50modify450.10147.290147.815148.790
1722023.05.05 13:20buy480.10148.2030.0000.000
1732023.05.05 13:20modify480.10148.203147.665148.790
1742023.05.05 13:25modify480.10148.203147.815148.790
1752023.05.07 22:40t/p450.10148.790147.815148.790108.0010981.37
1762023.05.07 22:40t/p460.10148.790147.815148.79058.3211039.70
1772023.05.07 22:40t/p470.10148.790147.815148.79037.0511076.75
1782023.05.07 22:40t/p480.10148.790147.815148.79042.1511118.90