Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=5; 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 modelled79731Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1748.04Gross profit2442.08Gross loss-694.04
Profit factor3.52Expected payoff26.09
Absolute drawdown18.79Maximal drawdown299.07 (2.83%)Relative drawdown2.83% (299.07)
Total trades67Short positions (won %)22 (50.00%)Long positions (won %)45 (71.11%)
Profit trades (% of total)43 (64.18%)Loss trades (% of total)24 (35.82%)
Largestprofit trade108.14loss trade-44.70
Averageprofit trade56.79loss trade-28.92
Maximumconsecutive wins (profit in money)10 (662.76)consecutive losses (loss in money)3 (-102.76)
Maximalconsecutive profit (count of wins)662.76 (10)consecutive loss (count of losses)-102.76 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 16:00buy10.10140.6180.0000.000
22022.07.01 16:00modify10.10140.618140.218142.118
32022.07.04 08:15buy20.10141.3140.0000.000
42022.07.04 08:15modify20.10141.314140.693142.118
52022.07.04 08:15modify10.10140.618140.693142.118
62022.07.04 10:20buy30.10141.5240.0000.000
72022.07.04 10:20modify30.10141.524141.068142.118
82022.07.04 10:20buy40.10141.5240.0000.000
92022.07.04 10:20modify40.10141.524141.143142.118
102022.07.04 10:20modify20.10141.314141.143142.118
112022.07.04 10:20modify10.10140.618141.143142.118
122022.07.04 10:25modify30.10141.524141.143142.118
132022.07.05 01:30t/p10.10142.118141.143142.118107.5310107.53
142022.07.05 01:30t/p20.10142.118141.143142.11857.6110165.14
152022.07.05 01:30t/p30.10142.118141.143142.11842.6410207.79
162022.07.05 01:30t/p40.10142.118141.143142.11842.6410250.43
172022.07.06 12:00buy50.10137.8720.0000.000
182022.07.06 12:00modify50.10137.872137.472139.372
192022.07.06 12:40s/l50.10137.472137.472139.372-28.5110221.92
202022.07.08 08:00buy60.10137.3330.0000.000
212022.07.08 08:00modify60.10137.333136.933138.833
222022.07.08 11:40buy70.10138.0250.0000.000
232022.07.08 11:40modify70.10138.025137.408138.833
242022.07.08 11:40modify60.10137.333137.408138.833
252022.07.08 13:45buy80.10138.2610.0000.000
262022.07.08 13:45modify80.10138.261137.783138.833
272022.07.08 13:45buy90.10138.2610.0000.000
282022.07.08 13:45modify90.10138.261137.858138.833
292022.07.08 13:45modify70.10138.025137.858138.833
302022.07.08 13:45modify60.10137.333137.858138.833
312022.07.08 13:50modify80.10138.261137.858138.833
322022.07.11 01:30t/p60.10138.833137.858138.833107.2210329.15
332022.07.11 01:30t/p70.10138.833137.858138.83357.8910387.04
342022.07.11 01:30t/p80.10138.833137.858138.83341.0710428.11
352022.07.11 01:30t/p90.10138.833137.858138.83341.0710469.19
362022.07.14 08:00sell100.10139.6130.0000.000
372022.07.14 08:00modify100.10139.613140.013138.113
382022.07.14 12:15sell110.10138.9120.0000.000
392022.07.14 12:15modify110.10138.912139.538138.113
402022.07.14 12:15modify100.10139.613139.538138.113
412022.07.14 15:40s/l100.10139.538139.538138.1135.3510474.54
422022.07.14 15:40s/l110.10139.538139.538138.113-44.6110429.93
432022.08.05 16:00sell120.10137.5840.0000.000
442022.08.05 16:00modify120.10137.584137.984136.084
452022.08.09 08:20s/l120.10137.984137.984136.084-29.6510400.27
462022.09.06 08:00sell130.10141.1920.0000.000
472022.09.06 08:00modify130.10141.192141.592139.692
482022.09.06 15:30s/l130.10141.592141.592139.692-28.5010371.77
492022.09.12 08:00sell140.10145.2640.0000.000
502022.09.12 08:00modify140.10145.264145.664143.764
512022.09.12 10:50sell150.10144.5790.0000.000
522022.09.12 10:50modify150.10144.579145.189143.764
532022.09.12 10:50modify140.10145.264145.189143.764
542022.09.12 13:30sell160.10144.3610.0000.000
552022.09.12 13:30modify160.10144.361144.814143.764
562022.09.12 13:30sell170.10144.3610.0000.000
572022.09.12 13:30modify170.10144.361144.739143.764
582022.09.12 13:30modify150.10144.579144.739143.764
592022.09.12 13:30modify140.10145.264144.739143.764
602022.09.12 13:35modify160.10144.361144.739143.764
612022.09.13 00:05s/l140.10144.739144.739143.76436.8410408.62
622022.09.13 00:05s/l150.10144.739144.739143.764-11.9810396.64
632022.09.13 00:05s/l160.10144.739144.739143.764-27.5210369.12
642022.09.13 00:05s/l170.10144.739144.739143.764-27.5210341.61
652022.09.14 16:00buy180.10142.8630.0000.000
662022.09.14 16:00modify180.10142.863142.463144.363
672022.09.16 07:15buy190.10143.5620.0000.000
682022.09.16 07:15modify190.10143.562142.938144.363
692022.09.16 07:15modify180.10142.863142.938144.363
702022.09.16 07:40s/l180.10142.938142.938144.3636.5610348.16
712022.09.16 07:40s/l190.10142.938142.938144.363-44.4810303.68
722022.09.29 16:00sell200.10141.1720.0000.000
732022.09.29 16:00modify200.10141.172141.572139.672
742022.09.29 19:40s/l200.10141.572141.572139.672-28.5110275.17
752022.10.04 16:00sell210.10143.9900.0000.000
762022.10.04 16:00modify210.10143.990144.390142.490
772022.10.05 09:40sell220.10143.2950.0000.000
782022.10.05 09:40modify220.10143.295143.915142.490
792022.10.05 09:40modify210.10143.990143.915142.490
802022.10.05 11:50sell230.10143.0790.0000.000
812022.10.05 11:50modify230.10143.079143.540142.490
822022.10.05 11:50sell240.10143.0790.0000.000
832022.10.05 11:50modify240.10143.079143.465142.490
842022.10.05 11:50modify220.10143.295143.465142.490
852022.10.05 11:50modify210.10143.990143.465142.490
862022.10.05 11:55modify230.10143.079143.465142.490
872022.10.05 14:40t/p210.10142.490143.465142.490106.3310381.51
882022.10.05 14:40t/p220.10142.490143.465142.49057.3710438.88
892022.10.05 14:40t/p230.10142.490143.465142.49041.9810480.86
902022.10.05 14:40t/p240.10142.490143.465142.49041.9810522.84
912022.10.13 16:00sell250.10143.9030.0000.000
922022.10.13 16:00modify250.10143.903144.303142.403
932022.10.14 01:40s/l250.10144.303144.303142.403-29.0810493.76
942022.10.17 16:00sell260.10146.3580.0000.000
952022.10.17 16:00modify260.10146.358146.758144.858
962022.10.18 00:15s/l260.10146.758146.758144.858-29.0910464.67
972022.10.21 16:00buy270.10144.2060.0000.000
982022.10.21 16:00modify270.10144.206143.806145.706
992022.10.21 17:40t/p270.10145.706143.806145.706106.9210571.59
1002022.11.10 16:00buy280.10144.1650.0000.000
1012022.11.10 16:00modify280.10144.165143.765145.665
1022022.11.10 21:20s/l280.10143.765143.765145.665-28.5110543.08
1032022.11.11 12:00buy290.10143.5770.0000.000
1042022.11.11 12:00modify290.10143.577143.177145.077
1052022.11.14 00:06buy300.10144.2790.0000.000
1062022.11.14 00:06modify300.10144.279143.652145.077
1072022.11.14 00:06modify290.10143.577143.652145.077
1082022.11.14 01:40s/l290.10143.652143.652145.0775.6410548.73
1092022.11.14 01:40s/l300.10143.652143.652145.077-44.7010504.03
1102022.12.01 08:00buy310.10142.0690.0000.000
1112022.12.01 08:00modify310.10142.069141.669143.569
1122022.12.01 13:30buy320.10142.7640.0000.000
1132022.12.01 13:30modify320.10142.764142.144143.569
1142022.12.01 13:30modify310.10142.069142.144143.569
1152022.12.01 14:20buy330.10142.9910.0000.000
1162022.12.01 14:20modify330.10142.991142.519143.569
1172022.12.01 14:20buy340.10142.9910.0000.000
1182022.12.01 14:20modify340.10142.991142.594143.569
1192022.12.01 14:20modify320.10142.764142.594143.569
1202022.12.01 14:20modify310.10142.069142.594143.569
1212022.12.01 14:25modify330.10142.991142.594143.569
1222022.12.01 15:40s/l310.10142.594142.594143.56937.4210541.45
1232022.12.01 15:40s/l320.10142.594142.594143.569-12.1210529.33
1242022.12.01 15:40s/l330.10142.594142.594143.569-28.3010501.03
1252022.12.01 15:40s/l340.10142.594142.594143.569-28.3010472.73
1262022.12.02 12:00buy350.10141.2300.0000.000
1272022.12.02 12:00modify350.10141.230140.830142.730
1282022.12.02 15:40buy360.10141.9150.0000.000
1292022.12.02 15:40modify360.10141.915141.305142.730
1302022.12.02 15:40modify350.10141.230141.305142.730
1312022.12.05 03:30buy370.10142.1440.0000.000
1322022.12.05 03:30modify370.10142.144141.680142.730
1332022.12.05 03:30buy380.10142.1440.0000.000
1342022.12.05 03:30modify380.10142.144141.755142.730
1352022.12.05 03:30modify360.10141.915141.755142.730
1362022.12.05 03:30modify350.10141.230141.755142.730
1372022.12.05 03:35modify370.10142.144141.755142.730
1382022.12.05 08:40t/p350.10142.730141.755142.730107.2210579.95
1392022.12.05 08:40t/p360.10142.730141.755142.73058.4010638.35
1402022.12.05 08:40t/p370.10142.730141.755142.73041.7710680.12
1412022.12.05 08:40t/p380.10142.730141.755142.73041.7710721.89
1422022.12.15 16:00sell390.10146.5280.0000.000
1432022.12.15 16:00modify390.10146.528146.928145.028
1442022.12.16 08:20sell400.10145.8370.0000.000
1452022.12.16 08:20modify400.10145.837146.453145.028
1462022.12.16 08:20modify390.10146.528146.453145.028
1472022.12.16 08:40sell410.10145.6160.0000.000
1482022.12.16 08:40modify410.10145.616146.078145.028
1492022.12.16 08:40sell420.10145.6160.0000.000
1502022.12.16 08:40modify420.10145.616146.003145.028
1512022.12.16 08:40modify400.10145.837146.003145.028
1522022.12.16 08:40modify390.10146.528146.003145.028
1532022.12.16 08:45modify410.10145.616146.003145.028
1542022.12.16 15:40t/p390.10145.028146.003145.028106.3210828.22
1552022.12.16 15:40t/p400.10145.028146.003145.02857.6610885.88
1562022.12.16 15:40t/p410.10145.028146.003145.02841.9010927.78
1572022.12.16 15:40t/p420.10145.028146.003145.02841.9010969.68
1582023.01.03 12:00buy430.10137.8200.0000.000
1592023.01.03 12:00modify430.10137.820137.420139.320
1602023.01.04 09:35buy440.10138.4980.0000.000
1612023.01.04 09:35modify440.10138.498137.895139.320
1622023.01.04 09:35modify430.10137.820137.895139.320
1632023.01.04 15:20t/p430.10139.320137.895139.320107.2111076.89
1642023.01.04 15:20t/p440.10139.320137.895139.32058.5911135.48
1652023.01.12 16:00buy450.10140.3420.0000.000
1662023.01.12 16:00modify450.10140.342139.942141.842
1672023.01.13 00:40s/l450.10139.942139.942141.842-28.2111107.28
1682023.01.13 16:00buy460.10138.1080.0000.000
1692023.01.13 16:00modify460.10138.108137.708139.608
1702023.01.16 01:50buy470.10138.7950.0000.000
1712023.01.16 01:50modify470.10138.795138.183139.608
1722023.01.16 01:50modify460.10138.108138.183139.608
1732023.01.16 10:20buy480.10139.0090.0000.000
1742023.01.16 10:20modify480.10139.009138.558139.608
1752023.01.16 10:20buy490.10139.0090.0000.000
1762023.01.16 10:20modify490.10139.009138.633139.608
1772023.01.16 10:20modify470.10138.795138.633139.608
1782023.01.16 10:20modify460.10138.108138.633139.608
1792023.01.16 10:25modify480.10139.009138.633139.608
1802023.01.17 14:15t/p460.10139.608138.633139.608107.5311214.80
1812023.01.17 14:15t/p470.10139.608138.633139.60858.2511273.06
1822023.01.17 14:15t/p480.10139.608138.633139.60842.9911316.05
1832023.01.17 14:15t/p490.10139.608138.633139.60842.9911359.05
1842023.01.23 08:00sell500.10142.0170.0000.000
1852023.01.23 08:00modify500.10142.017142.417140.517
1862023.01.23 08:50sell510.10141.3190.0000.000
1872023.01.23 08:50modify510.10141.319141.942140.517
1882023.01.23 08:50modify500.10142.017141.942140.517
1892023.01.23 14:30s/l500.10141.942141.942140.5175.3511364.40
1902023.01.23 14:30s/l510.10141.942141.942140.517-44.4011320.00
1912023.02.07 16:00buy520.10140.3620.0000.000
1922023.02.07 16:00modify520.10140.362139.962141.862
1932023.02.08 15:40buy530.10141.0550.0000.000
1942023.02.08 15:40modify530.10141.055140.437141.862
1952023.02.08 15:40modify520.10140.362140.437141.862
1962023.02.09 01:40buy540.10141.2770.0000.000
1972023.02.09 01:40modify540.10141.277140.812141.862
1982023.02.09 01:40buy550.10141.2770.0000.000
1992023.02.09 01:40modify550.10141.277140.887141.862
2002023.02.09 01:40modify530.10141.055140.887141.862
2012023.02.09 01:40modify520.10140.362140.887141.862
2022023.02.09 01:45modify540.10141.277140.887141.862
2032023.02.09 05:30s/l520.10140.887140.887141.86238.6411358.63
2042023.02.09 05:30s/l530.10140.887140.887141.862-11.0611347.58
2052023.02.09 05:30s/l540.10140.887140.887141.862-27.8011319.78
2062023.02.09 05:30s/l550.10140.887140.887141.862-27.8011291.98
2072023.03.24 12:00buy560.10139.6320.0000.000
2082023.03.24 12:00modify560.10139.632139.232141.132
2092023.03.24 14:25buy570.10140.5420.0000.000
2102023.03.24 14:25modify570.10140.542140.082141.132
2112023.03.24 14:25buy580.10140.5420.0000.000
2122023.03.24 14:25modify580.10140.542140.157141.132
2132023.03.24 14:25modify560.10139.632140.157141.132
2142023.03.24 14:30modify570.10140.542140.157141.132
2152023.03.24 15:05s/l560.10140.157140.157141.13237.4211329.40
2162023.03.24 15:05s/l570.10140.157140.157141.132-27.4511301.95
2172023.03.24 15:05s/l580.10140.157140.157141.132-27.4511274.50
2182023.04.25 20:00buy590.10146.4700.0000.000
2192023.04.25 20:00modify590.10146.470146.070147.970
2202023.04.26 06:30buy600.10147.1450.0000.000
2212023.04.26 06:30modify600.10147.145146.545147.970
2222023.04.26 06:30modify590.10146.470146.545147.970
2232023.04.26 08:30buy610.10147.3840.0000.000
2242023.04.26 08:30modify610.10147.384146.920147.970
2252023.04.26 08:30buy620.10147.3840.0000.000
2262023.04.26 08:30modify620.10147.384146.995147.970
2272023.04.26 08:30modify600.10147.145146.995147.970
2282023.04.26 08:30modify590.10146.470146.995147.970
2292023.04.26 08:35modify610.10147.384146.995147.970
2302023.04.27 06:40t/p590.10147.970146.995147.970108.1411382.63
2312023.04.27 06:40t/p600.10147.970146.995147.97059.7211442.36
2322023.04.27 06:40t/p610.10147.970146.995147.97042.6811485.04
2332023.04.27 06:40t/p620.10147.970146.995147.97042.6811527.72
2342023.04.28 08:00sell630.10149.3120.0000.000
2352023.04.28 08:00modify630.10149.312149.712147.812
2362023.04.28 13:40s/l630.10149.712149.712147.812-28.5111499.21
2372023.05.04 16:00buy640.10147.2900.0000.000
2382023.05.04 16:00modify640.10147.290146.890148.790
2392023.05.04 20:50buy650.10147.9820.0000.000
2402023.05.04 20:50modify650.10147.982147.365148.790
2412023.05.04 20:50modify640.10147.290147.365148.790
2422023.05.05 13:20buy660.10148.2030.0000.000
2432023.05.05 13:20modify660.10148.203147.740148.790
2442023.05.05 13:20buy670.10148.2030.0000.000
2452023.05.05 13:20modify670.10148.203147.815148.790
2462023.05.05 13:20modify650.10147.982147.815148.790
2472023.05.05 13:20modify640.10147.290147.815148.790
2482023.05.05 13:25modify660.10148.203147.815148.790
2492023.05.07 22:40t/p640.10148.790147.815148.790107.2211606.44
2502023.05.07 22:40t/p650.10148.790147.815148.79057.9011664.34
2512023.05.07 22:40t/p660.10148.790147.815148.79041.8511706.19
2522023.05.07 22:40t/p670.10148.790147.815148.79041.8511748.04