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=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 test2617Ticks modelled79820Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit929.46Gross profit1192.92Gross loss-263.46
Profit factor4.53Expected payoff30.98
Absolute drawdown74.10Maximal drawdown255.04 (2.51%)Relative drawdown2.51% (255.04)
Total trades30Short positions (won %)13 (61.54%)Long positions (won %)17 (76.47%)
Profit trades (% of total)21 (70.00%)Loss trades (% of total)9 (30.00%)
Largestprofit trade101.43loss trade-43.58
Averageprofit trade56.81loss trade-29.27
Maximumconsecutive wins (profit in money)7 (420.45)consecutive losses (loss in money)3 (-54.23)
Maximalconsecutive profit (count of wins)420.45 (7)consecutive loss (count of losses)-86.66 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.08 20:00sell10.10143.8440.0000.000
22022.06.08 20:00modify10.10143.844144.444142.444
32022.06.09 06:50sell20.10143.3390.0000.000
42022.06.09 06:50modify20.10143.339143.704142.444
52022.06.09 06:50modify10.10143.844143.704142.444
62022.06.09 09:40sell30.10142.9830.0000.000
72022.06.09 09:40modify30.10142.983143.284142.444
82022.06.09 09:40sell40.10142.9830.0000.000
92022.06.09 09:40modify40.10142.983143.354142.444
102022.06.09 09:40modify20.10143.339143.354142.444
112022.06.09 09:40modify10.10143.844143.354142.444
122022.06.09 09:45modify30.10142.983143.354142.444
132022.06.09 11:30s/l10.10143.354143.354142.44433.3810033.38
142022.06.09 11:30s/l20.10143.354143.354142.444-1.0710032.31
152022.06.09 11:30s/l30.10143.354143.354142.444-26.5810005.73
162022.06.09 11:30s/l40.10143.354143.354142.444-26.589979.15
172022.07.06 16:00buy50.10138.0040.0000.000
182022.07.06 16:00modify50.10138.004137.404139.404
192022.07.06 18:40buy60.10138.4970.0000.000
202022.07.06 18:40modify60.10138.497138.144139.404
212022.07.06 18:40modify50.10138.004138.144139.404
222022.07.07 01:40s/l50.10138.144138.144139.40410.969990.11
232022.07.07 01:40s/l60.10138.144138.144139.404-24.439965.68
242022.08.02 12:00buy70.10133.9510.0000.000
252022.08.02 12:00modify70.10133.951133.351135.351
262022.08.02 14:40buy80.10134.4520.0000.000
272022.08.02 14:40modify80.10134.452134.091135.351
282022.08.02 14:40modify70.10133.951134.091135.351
292022.08.02 15:30buy90.10134.8070.0000.000
302022.08.02 15:30modify90.10134.807134.511135.351
312022.08.02 15:30buy100.10134.8070.0000.000
322022.08.02 15:30modify100.10134.807134.441135.351
332022.08.02 15:30modify80.10134.452134.441135.351
342022.08.02 15:30modify70.10133.951134.441135.351
352022.08.02 15:35modify90.10134.807134.441135.351
362022.08.02 18:40t/p70.10135.351134.441135.351100.5210066.20
372022.08.02 18:40t/p80.10135.351134.441135.35164.5510130.75
382022.08.02 18:40t/p90.10135.351134.441135.35139.0610169.81
392022.08.02 18:40t/p100.10135.351134.441135.35139.0610208.87
402022.08.29 20:00sell110.10138.6340.0000.000
412022.08.29 20:00modify110.10138.634139.234137.234
422022.08.30 16:40s/l110.10139.234139.234137.234-43.5810165.30
432022.10.04 20:00sell120.10143.9090.0000.000
442022.10.04 20:00modify120.10143.909144.509142.509
452022.10.05 08:05sell130.10143.4090.0000.000
462022.10.05 08:05modify130.10143.409143.769142.509
472022.10.05 08:05modify120.10143.909143.769142.509
482022.10.05 11:40sell140.10143.0560.0000.000
492022.10.05 11:40modify140.10143.056143.349142.509
502022.10.05 11:40sell150.10143.0560.0000.000
512022.10.05 11:40modify150.10143.056143.419142.509
522022.10.05 11:40modify130.10143.409143.419142.509
532022.10.05 11:40modify120.10143.909143.419142.509
542022.10.05 11:45modify140.10143.056143.419142.509
552022.10.05 14:40t/p120.10142.509143.419142.50999.7410265.04
562022.10.05 14:40t/p130.10142.509143.419142.50964.4910329.53
572022.10.05 14:40t/p140.10142.509143.419142.50939.2010368.73
582022.10.05 14:40t/p150.10142.509143.419142.50939.2010407.93
592022.11.10 20:00buy160.10144.4090.0000.000
602022.11.10 20:00modify160.10144.409143.809145.809
612022.11.10 21:20s/l160.10143.809143.809145.809-43.0810364.85
622022.11.11 16:00buy170.10143.6200.0000.000
632022.11.11 16:00modify170.10143.620143.020145.020
642022.11.14 08:10buy180.10144.1200.0000.000
652022.11.14 08:10modify180.10144.120143.760145.020
662022.11.14 08:10modify170.10143.620143.760145.020
672022.11.14 08:30buy190.10144.4720.0000.000
682022.11.14 08:30modify190.10144.472144.180145.020
692022.11.14 08:30buy200.10144.4720.0000.000
702022.11.14 08:30modify200.10144.472144.110145.020
712022.11.14 08:30modify180.10144.120144.110145.020
722022.11.14 08:30modify170.10143.620144.110145.020
732022.11.14 08:35modify190.10144.472144.110145.020
742022.11.14 13:40t/p170.10145.020144.110145.020100.8310465.68
752022.11.14 13:40t/p180.10145.020144.110145.02064.6210530.30
762022.11.14 13:40t/p190.10145.020144.110145.02039.3510569.65
772022.11.14 13:40t/p200.10145.020144.110145.02039.3510609.00
782022.12.15 20:00sell210.10146.4500.0000.000
792022.12.15 20:00modify210.10146.450147.050145.050
802022.12.16 09:50sell220.10145.5840.0000.000
812022.12.16 09:50modify220.10145.584145.890145.050
822022.12.16 09:50sell230.10145.5840.0000.000
832022.12.16 09:50modify230.10145.584145.960145.050
842022.12.16 09:50modify210.10146.450145.960145.050
852022.12.16 09:55modify220.10145.584145.960145.050
862022.12.16 15:40t/p210.10145.050145.960145.05099.7510708.76
872022.12.16 15:40t/p220.10145.050145.960145.05038.2710747.03
882022.12.16 15:40t/p230.10145.050145.960145.05038.2710785.30
892022.12.20 12:00buy240.10140.9970.0000.000
902022.12.20 12:00modify240.10140.997140.397142.397
912022.12.20 13:40s/l240.10140.397140.397142.397-43.0810742.22
922023.04.28 20:00sell250.10150.0350.0000.000
932023.04.28 20:00modify250.10150.035150.635148.635
942023.05.01 02:30s/l250.10150.635150.635148.635-43.5810698.64
952023.05.11 16:00buy260.10146.8010.0000.000
962023.05.11 16:00modify260.10146.801146.201148.201
972023.05.12 16:05buy270.10147.3200.0000.000
982023.05.12 16:05modify270.10147.320146.941148.201
992023.05.12 16:05modify260.10146.801146.941148.201
1002023.05.15 02:40buy280.10147.6690.0000.000
1012023.05.15 02:40modify280.10147.669147.361148.201
1022023.05.15 02:40buy290.10147.6690.0000.000
1032023.05.15 02:40modify290.10147.669147.291148.201
1042023.05.15 02:40modify270.10147.320147.291148.201
1052023.05.15 02:40modify260.10146.801147.291148.201
1062023.05.15 02:45modify280.10147.669147.291148.201
1072023.05.16 13:20t/p260.10148.201147.291148.201101.4310800.07
1082023.05.16 13:20t/p270.10148.201147.291148.20163.8710863.94
1092023.05.16 13:20t/p280.10148.201147.291148.20138.5010902.45
1102023.05.16 13:20t/p290.10148.201147.291148.20138.5010940.95
1112023.05.31 20:00buy300.10148.9390.0000.000
1122023.05.31 20:00modify300.10148.939148.339150.339
1132023.05.31 23:59close at stop300.10148.779148.339150.339-11.4910929.46