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=0; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 profit1555.23Gross profit2528.76Gross loss-973.54
Profit factor2.60Expected payoff19.69
Absolute drawdown135.26Maximal drawdown268.28 (2.53%)Relative drawdown2.53% (268.28)
Total trades79Short positions (won %)35 (57.14%)Long positions (won %)44 (70.45%)
Profit trades (% of total)51 (64.56%)Loss trades (% of total)28 (35.44%)
Largestprofit trade108.13loss trade-93.79
Averageprofit trade49.58loss trade-34.77
Maximumconsecutive wins (profit in money)10 (668.36)consecutive losses (loss in money)2 (-131.49)
Maximalconsecutive profit (count of wins)668.36 (10)consecutive loss (count of losses)-131.49 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.05 16:00buy10.10139.1660.0000.000
22022.07.05 16:00modify10.10139.166137.866140.666
32022.07.06 11:30s/l10.10137.866137.866140.666-92.369907.64
42022.07.06 12:00buy20.10137.8720.0000.000
52022.07.06 12:00modify20.10137.872136.572139.372
62022.07.06 18:30buy30.10138.4170.0000.000
72022.07.06 18:30modify30.10138.417137.947139.372
82022.07.06 18:30modify20.10137.872137.947139.372
92022.07.06 23:40buy40.10138.6340.0000.000
102022.07.06 23:40modify40.10138.634138.247139.372
112022.07.06 23:40modify30.10138.417138.247139.372
122022.07.06 23:40modify20.10137.872138.247139.372
132022.07.07 00:40s/l20.10138.247138.247139.37227.649935.29
142022.07.07 00:40s/l30.10138.247138.247139.372-11.219924.08
152022.07.07 00:40s/l40.10138.247138.247139.372-26.679897.41
162022.07.08 08:00buy50.10137.3330.0000.000
172022.07.08 08:00modify50.10137.333136.033138.833
182022.07.08 11:20buy60.10137.8870.0000.000
192022.07.08 11:20modify60.10137.887137.408138.833
202022.07.08 11:20modify50.10137.333137.408138.833
212022.07.08 15:20buy70.10138.5450.0000.000
222022.07.08 15:20modify70.10138.545138.008138.833
232022.07.08 15:20modify60.10137.887138.008138.833
242022.07.08 15:20modify50.10137.333138.008138.833
252022.07.11 01:30t/p50.10138.833138.008138.833107.2110004.63
262022.07.11 01:30t/p60.10138.833138.008138.83367.7310072.36
272022.07.11 01:30t/p70.10138.833138.008138.83320.8310093.20
282022.07.18 16:00sell80.10140.4530.0000.000
292022.07.18 16:00modify80.10140.453141.753138.953
302022.07.19 03:20sell90.10139.9210.0000.000
312022.07.19 03:20modify90.10139.921140.378138.953
322022.07.19 03:20modify80.10140.453140.378138.953
332022.07.19 03:40sell100.10139.6940.0000.000
342022.07.19 03:40modify100.10139.694140.078138.953
352022.07.19 03:40modify90.10139.921140.078138.953
362022.07.19 03:40modify80.10140.453140.078138.953
372022.07.19 05:40s/l80.10140.078140.078138.95326.1410119.34
382022.07.19 05:40s/l90.10140.078140.078138.953-11.1910108.15
392022.07.19 05:40s/l100.10140.078140.078138.953-27.3710080.78
402022.07.29 08:00buy110.10135.9360.0000.000
412022.07.29 08:00modify110.10135.936134.636137.436
422022.07.29 10:55buy120.10136.4690.0000.000
432022.07.29 10:55modify120.10136.469136.011137.436
442022.07.29 10:55modify110.10135.936136.011137.436
452022.07.29 15:40s/l110.10136.011136.011137.4365.3410086.12
462022.07.29 15:40s/l120.10136.011136.011137.436-32.6510053.47
472022.08.15 16:00buy130.10135.6340.0000.000
482022.08.15 16:00modify130.10135.634134.334137.134
492022.08.16 12:10buy140.10136.1690.0000.000
502022.08.16 12:10modify140.10136.169135.709137.134
512022.08.16 12:10modify130.10135.634135.709137.134
522022.08.17 01:55buy150.10136.4070.0000.000
532022.08.17 01:55modify150.10136.407136.009137.134
542022.08.17 01:55modify140.10136.169136.009137.134
552022.08.17 01:55modify130.10135.634136.009137.134
562022.08.17 06:50buy160.10136.8500.0000.000
572022.08.17 06:50modify160.10136.850136.309137.134
582022.08.17 06:50modify150.10136.407136.309137.134
592022.08.17 06:50modify140.10136.169136.309137.134
602022.08.17 06:50modify130.10135.634136.309137.134
612022.08.17 08:30t/p130.10137.134136.309137.134107.5210160.99
622022.08.17 08:30t/p140.10137.134136.309137.13469.0810230.07
632022.08.17 08:30t/p150.10137.134136.309137.13451.8110281.88
642022.08.17 08:30t/p160.10137.134136.309137.13420.2410302.12
652022.09.02 16:00sell170.10140.4710.0000.000
662022.09.02 16:00modify170.10140.471141.771138.971
672022.09.02 16:20sell180.10139.9450.0000.000
682022.09.02 16:20modify180.10139.945140.396138.971
692022.09.02 16:20modify170.10140.471140.396138.971
702022.09.02 16:46sell190.10139.7190.0000.000
712022.09.02 16:46modify190.10139.719140.096138.971
722022.09.02 16:46modify180.10139.945140.096138.971
732022.09.02 16:46modify170.10140.471140.096138.971
742022.09.04 22:45sell200.10139.2510.0000.000
752022.09.04 22:45modify200.10139.251139.796138.971
762022.09.04 22:45modify190.10139.719139.796138.971
772022.09.04 22:45modify180.10139.945139.796138.971
782022.09.04 22:45modify170.10140.471139.796138.971
792022.09.05 02:05t/p170.10138.971139.796138.971106.3210408.44
802022.09.05 02:05t/p180.10138.971139.796138.97168.8410477.29
812022.09.05 02:05t/p190.10138.971139.796138.97152.7310530.02
822022.09.05 02:05t/p200.10138.971139.796138.97119.3810549.40
832022.09.06 08:00sell210.10141.1920.0000.000
842022.09.06 08:00modify210.10141.192142.492139.692
852022.09.06 10:40sell220.10140.6390.0000.000
862022.09.06 10:40modify220.10140.639141.117139.692
872022.09.06 10:40modify210.10141.192141.117139.692
882022.09.06 12:40s/l210.10141.117141.117139.6925.3510554.75
892022.09.06 12:40s/l220.10141.117141.117139.692-34.0610520.69
902022.10.04 16:00sell230.10143.9900.0000.000
912022.10.04 16:00modify230.10143.990145.290142.490
922022.10.05 00:20sell240.10143.4570.0000.000
932022.10.05 00:20modify240.10143.457143.915142.490
942022.10.05 00:20modify230.10143.990143.915142.490
952022.10.05 02:40s/l230.10143.915143.915142.4904.7610525.46
962022.10.05 02:40s/l240.10143.915143.915142.490-32.6410492.82
972022.10.13 12:00sell250.10142.9550.0000.000
982022.10.13 12:00modify250.10142.955144.255141.455
992022.10.13 13:20sell260.10141.7350.0000.000
1002022.10.13 13:20modify260.10141.735142.280141.455
1012022.10.13 13:20modify250.10142.955142.280141.455
1022022.10.13 13:40s/l250.10142.280142.280141.45548.1010540.92
1032022.10.13 13:40s/l260.10142.280142.280141.455-38.8510502.07
1042022.10.17 08:00sell270.10144.8870.0000.000
1052022.10.17 08:00modify270.10144.887146.187143.387
1062022.10.17 15:30s/l270.10146.187146.187143.387-92.6410409.43
1072022.11.02 16:00buy280.10145.3200.0000.000
1082022.11.02 16:00modify280.10145.320144.020146.820
1092022.11.04 14:40buy290.10145.8530.0000.000
1102022.11.04 14:40modify290.10145.853145.395146.820
1112022.11.04 14:40modify280.10145.320145.395146.820
1122022.11.04 18:40buy300.10146.0770.0000.000
1132022.11.04 18:40modify300.10146.077145.695146.820
1142022.11.04 18:40modify290.10145.853145.695146.820
1152022.11.04 18:40modify280.10145.320145.695146.820
1162022.11.06 22:00s/l280.10145.695145.695146.82027.9510437.37
1172022.11.06 22:00s/l290.10145.695145.695146.820-11.2610426.11
1182022.11.06 22:00s/l300.10145.695145.695146.820-27.2310398.88
1192022.11.10 16:00buy310.10144.1650.0000.000
1202022.11.10 16:00modify310.10144.165142.865145.665
1212022.11.10 23:05buy320.10144.7050.0000.000
1222022.11.10 23:05modify320.10144.705144.240145.665
1232022.11.10 23:05modify310.10144.165144.240145.665
1242022.11.10 23:40s/l310.10144.240144.240145.6655.3510404.23
1252022.11.10 23:40s/l320.10144.240144.240145.665-33.1410371.09
1262022.11.11 12:00buy330.10143.5770.0000.000
1272022.11.11 12:00modify330.10143.577142.277145.077
1282022.11.14 07:40buy340.10144.1070.0000.000
1292022.11.14 07:40modify340.10144.107143.652145.077
1302022.11.14 07:40modify330.10143.577143.652145.077
1312022.11.14 10:00buy350.10144.7980.0000.000
1322022.11.14 10:00modify350.10144.798144.252145.077
1332022.11.14 10:00modify340.10144.107144.252145.077
1342022.11.14 10:00modify330.10143.577144.252145.077
1352022.11.14 15:30t/p330.10145.077144.252145.077107.2110478.31
1362022.11.14 15:30t/p340.10145.077144.252145.07769.1310547.44
1372022.11.14 15:30t/p350.10145.077144.252145.07719.8810567.32
1382022.11.24 12:00buy360.10143.9420.0000.000
1392022.11.24 12:00modify360.10143.942142.642145.442
1402022.11.25 01:15buy370.10144.7010.0000.000
1412022.11.25 01:15modify370.10144.701144.317145.442
1422022.11.25 01:15modify360.10143.942144.317145.442
1432022.11.25 01:45buy380.10144.4670.0000.000
1442022.11.25 01:45modify380.10144.467144.017145.442
1452022.11.25 01:50modify380.10144.467144.317145.442
1462022.11.25 02:15s/l360.10144.317144.317145.44227.0310594.35
1472022.11.25 02:15s/l370.10144.317144.317145.442-27.3610566.99
1482022.11.25 02:15s/l380.10144.317144.317145.442-10.6910556.30
1492022.12.01 08:00buy390.10142.0690.0000.000
1502022.12.01 08:00modify390.10142.069140.769143.569
1512022.12.01 16:05buy400.10142.6040.0000.000
1522022.12.01 16:05modify400.10142.604142.144143.569
1532022.12.01 16:05modify390.10142.069142.144143.569
1542022.12.01 17:05s/l390.10142.144142.144143.5695.3510561.65
1552022.12.01 17:05s/l400.10142.144142.144143.569-32.7810528.87
1562022.12.02 12:00buy410.10141.2300.0000.000
1572022.12.02 12:00modify410.10141.230139.930142.730
1582022.12.02 17:35buy420.10141.7670.0000.000
1592022.12.02 17:35modify420.10141.767141.305142.730
1602022.12.02 17:35modify410.10141.230141.305142.730
1612022.12.05 01:15buy430.10141.9920.0000.000
1622022.12.05 01:15modify430.10141.992141.605142.730
1632022.12.05 01:15modify420.10141.767141.605142.730
1642022.12.05 01:15modify410.10141.230141.605142.730
1652022.12.05 05:40buy440.10142.4580.0000.000
1662022.12.05 05:40modify440.10142.458141.905142.730
1672022.12.05 05:40modify430.10141.992141.905142.730
1682022.12.05 05:40modify420.10141.767141.905142.730
1692022.12.05 05:40modify410.10141.230141.905142.730
1702022.12.05 08:40t/p410.10142.730141.905142.730107.2110636.09
1712022.12.05 08:40t/p420.10142.730141.905142.73068.9410705.03
1722022.12.05 08:40t/p430.10142.730141.905142.73052.6010757.63
1732022.12.05 08:40t/p440.10142.730141.905142.73019.3910777.02
1742022.12.15 16:00sell450.10146.5280.0000.000
1752022.12.15 16:00modify450.10146.528147.828145.028
1762022.12.16 02:50sell460.10145.9890.0000.000
1772022.12.16 02:50modify460.10145.989146.453145.028
1782022.12.16 02:50modify450.10146.528146.453145.028
1792022.12.16 09:20sell470.10145.7670.0000.000
1802022.12.16 09:20modify470.10145.767146.153145.028
1812022.12.16 09:20modify460.10145.989146.153145.028
1822022.12.16 09:20modify450.10146.528146.153145.028
1832022.12.16 15:40t/p450.10145.028146.153145.028106.3210883.34
1842022.12.16 15:40t/p460.10145.028146.153145.02868.4810951.82
1852022.12.16 15:40t/p470.10145.028146.153145.02852.6611004.48
1862022.12.27 16:00sell480.10142.0000.0000.000
1872022.12.27 16:00modify480.10142.000143.300140.500
1882022.12.30 04:20sell490.10141.4630.0000.000
1892022.12.30 04:20modify490.10141.463141.925140.500
1902022.12.30 04:20modify480.10142.000141.925140.500
1912022.12.30 08:10sell500.10140.7820.0000.000
1922022.12.30 08:10modify500.10140.782141.325140.500
1932022.12.30 08:10modify490.10141.463141.325140.500
1942022.12.30 08:10modify480.10142.000141.325140.500
1952022.12.30 08:40t/p480.10140.500141.325140.500104.0111108.50
1962022.12.30 08:40t/p490.10140.500141.325140.50068.6311177.13
1972022.12.30 08:40t/p500.10140.500141.325140.50020.1011197.23
1982023.01.12 16:00buy510.10140.3420.0000.000
1992023.01.12 16:00modify510.10140.342139.042141.842
2002023.01.13 07:40s/l510.10139.042139.042141.842-92.3611104.87
2012023.01.23 08:00sell520.10142.0170.0000.000
2022023.01.23 08:00modify520.10142.017143.317140.517
2032023.01.23 08:40sell530.10141.2480.0000.000
2042023.01.23 08:40modify530.10141.248141.642140.517
2052023.01.23 08:40modify520.10142.017141.642140.517
2062023.01.23 09:30s/l520.10141.642141.642140.51726.7211131.59
2072023.01.23 09:30s/l530.10141.642141.642140.517-28.0811103.51
2082023.02.13 16:00sell540.10142.3550.0000.000
2092023.02.13 16:00modify540.10142.355143.655140.855
2102023.02.13 20:33sell550.10141.8190.0000.000
2112023.02.13 20:33modify550.10141.819142.280140.855
2122023.02.13 20:33modify540.10142.355142.280140.855
2132023.02.14 02:05sell560.10141.6040.0000.000
2142023.02.14 02:05modify560.10141.604141.980140.855
2152023.02.14 02:05modify550.10141.819141.980140.855
2162023.02.14 02:05modify540.10142.355141.980140.855
2172023.02.14 09:30s/l540.10141.980141.980140.85526.1411129.65
2182023.02.14 09:30s/l550.10141.980141.980140.855-12.0611117.60
2192023.02.14 09:30s/l560.10141.980141.980140.855-26.8011090.80
2202023.03.24 12:00buy570.10139.6320.0000.000
2212023.03.24 12:00modify570.10139.632138.332141.132
2222023.03.24 16:50buy580.10140.8410.0000.000
2232023.03.24 16:50modify580.10140.841140.307141.132
2242023.03.24 16:50modify570.10139.632140.307141.132
2252023.03.27 06:30t/p570.10141.132140.307141.132107.2111198.01
2262023.03.27 06:30t/p580.10141.132140.307141.13221.0411219.06
2272023.03.30 16:00sell590.10144.6260.0000.000
2282023.03.30 16:00modify590.10144.626145.926143.126
2292023.03.31 20:40sell600.10143.8670.0000.000
2302023.03.31 20:40modify600.10143.867144.251143.126
2312023.03.31 20:40modify590.10144.626144.251143.126
2322023.04.02 21:00s/l590.10144.251144.251143.12626.1511245.21
2332023.04.02 21:00s/l600.10144.251144.251143.126-27.3611217.85
2342023.04.13 12:00sell610.10146.8020.0000.000
2352023.04.13 12:00modify610.10146.802148.102145.302
2362023.04.13 14:25sell620.10146.2560.0000.000
2372023.04.13 14:25modify620.10146.256146.727145.302
2382023.04.13 14:25modify610.10146.802146.727145.302
2392023.04.14 05:40s/l610.10146.727146.727145.3024.7611222.61
2402023.04.14 05:40s/l620.10146.727146.727145.302-34.1511188.47
2412023.04.28 16:00sell630.10150.0420.0000.000
2422023.04.28 16:00modify630.10150.042151.342148.542
2432023.05.02 05:05s/l630.10151.342151.342148.542-93.7911094.67
2442023.05.04 16:00buy640.10147.2900.0000.000
2452023.05.04 16:00modify640.10147.290145.990148.790
2462023.05.04 18:40buy650.10147.8340.0000.000
2472023.05.04 18:40modify650.10147.834147.365148.790
2482023.05.04 18:40modify640.10147.290147.365148.790
2492023.05.04 22:40buy660.10148.0430.0000.000
2502023.05.04 22:40modify660.10148.043147.665148.790
2512023.05.04 22:40modify650.10147.834147.665148.790
2522023.05.04 22:40modify640.10147.290147.665148.790
2532023.05.05 14:40buy670.10148.5170.0000.000
2542023.05.05 14:40modify670.10148.517147.965148.790
2552023.05.05 14:40modify660.10148.043147.965148.790
2562023.05.05 14:40modify650.10147.834147.965148.790
2572023.05.05 14:40modify640.10147.290147.965148.790
2582023.05.07 22:40t/p640.10148.790147.965148.790107.2111201.89
2592023.05.07 22:40t/p650.10148.790147.965148.79068.4411270.33
2602023.05.07 22:40t/p660.10148.790147.965148.79053.5411323.87
2612023.05.07 22:40t/p670.10148.790147.965148.79019.4611343.33
2622023.05.11 08:00buy680.10147.0960.0000.000
2632023.05.11 08:00modify680.10147.096145.796148.596
2642023.05.15 02:30buy690.10147.6320.0000.000
2652023.05.15 02:30modify690.10147.632147.171148.596
2662023.05.15 02:30modify680.10147.096147.171148.596
2672023.05.15 03:50buy700.10147.8680.0000.000
2682023.05.15 03:50modify700.10147.868147.471148.596
2692023.05.15 03:50modify690.10147.632147.471148.596
2702023.05.15 03:50modify680.10147.096147.471148.596
2712023.05.16 13:30buy710.10148.3200.0000.000
2722023.05.16 13:30modify710.10148.320147.771148.596
2732023.05.16 13:30modify700.10147.868147.771148.596
2742023.05.16 13:30modify690.10147.632147.771148.596
2752023.05.16 13:30modify680.10147.096147.771148.596
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2792023.05.17 07:05t/p710.10148.596147.771148.59619.9711593.25
2802023.05.31 08:00buy720.10149.1920.0000.000
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2852023.06.02 16:15buy740.10149.9430.0000.000
2862023.06.02 16:15modify740.10149.943149.567150.692
2872023.06.02 16:15modify730.10149.717149.567150.692
2882023.06.02 16:15modify720.10149.192149.567150.692
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2922023.06.22 16:00sell750.10156.4990.0000.000
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2982023.06.23 10:45modify770.10155.733156.124154.999
2992023.06.23 10:50modify770.10155.733155.824154.999
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3032023.06.27 16:00sell780.10157.8280.0000.000
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3072023.06.28 17:05modify780.10157.828157.753156.328
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