Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 test1917Ticks modelled57447275Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit631.58Gross profit1059.98Gross loss-428.41
Profit factor2.47Expected payoff16.62
Absolute drawdown38.68Maximal drawdown183.44 (1.73%)Relative drawdown1.73% (183.44)
Total trades38Short positions (won %)15 (66.67%)Long positions (won %)23 (60.87%)
Profit trades (% of total)24 (63.16%)Loss trades (% of total)14 (36.84%)
Largestprofit trade99.20loss trade-56.96
Averageprofit trade44.17loss trade-30.60
Maximumconsecutive wins (profit in money)5 (243.75)consecutive losses (loss in money)2 (-110.79)
Maximalconsecutive profit (count of wins)243.75 (5)consecutive loss (count of losses)-110.79 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.02 12:00buy10.10133.9510.0000.000
22022.08.02 12:00modify10.10133.951133.151135.351
32022.08.02 14:50buy20.10134.4410.0000.000
42022.08.02 14:50modify20.10134.441134.231135.351
52022.08.02 14:50modify10.10133.951134.231135.351
62022.08.02 15:44buy30.10134.7910.0000.000
72022.08.02 15:44modify30.10134.791134.301135.351
82022.08.02 15:44modify20.10134.441134.301135.351
92022.08.02 15:44modify10.10133.951134.301135.351
102022.08.02 17:25buy40.10135.0010.0000.000
112022.08.02 17:25modify40.10135.001134.511135.351
122022.08.02 17:25modify30.10134.791134.511135.351
132022.08.02 17:25modify20.10134.441134.511135.351
142022.08.02 17:25modify10.10133.951134.511135.351
152022.08.02 18:22t/p10.10135.351134.511135.35197.7310097.73
162022.08.02 18:22t/p20.10135.351134.511135.35163.5210161.25
172022.08.02 18:22t/p30.10135.351134.511135.35139.0910200.34
182022.08.02 18:22t/p40.10135.351134.511135.35124.4310224.77
192022.10.04 20:00sell50.10143.9090.0000.000
202022.10.04 20:00modify50.10143.909144.709142.509
212022.10.05 00:11sell60.10143.4180.0000.000
222022.10.05 00:11modify60.10143.418143.629142.509
232022.10.05 00:11modify50.10143.909143.629142.509
242022.10.05 00:51s/l50.10143.629143.629142.50918.9810243.75
252022.10.05 00:51s/l60.10143.629143.629142.509-14.7310229.02
262022.11.10 20:00buy70.10144.4090.0000.000
272022.11.10 20:00modify70.10144.409143.609145.809
282022.11.10 21:03s/l70.10143.609143.609145.809-55.8510173.17
292022.11.11 16:00buy80.10143.6200.0000.000
302022.11.11 16:00modify80.10143.620142.820145.020
312022.11.13 22:11buy90.10144.1140.0000.000
322022.11.13 22:11modify90.10144.114143.900145.020
332022.11.13 22:11modify80.10143.620143.900145.020
342022.11.13 23:00s/l80.10143.900143.900145.02019.5510192.72
352022.11.13 23:00s/l90.10143.900143.900145.020-14.9410177.78
362022.11.24 16:00buy100.10144.0490.0000.000
372022.11.24 16:00modify100.10144.049143.249145.449
382022.11.25 00:51buy110.10144.5400.0000.000
392022.11.25 00:51modify110.10144.540144.329145.449
402022.11.25 00:51modify100.10144.049144.329145.449
412022.11.25 02:33s/l100.10144.329144.329145.44919.8510197.62
422022.11.25 02:33s/l110.10144.329144.329145.449-14.7310182.89
432022.12.05 20:00sell120.10143.4030.0000.000
442022.12.05 20:00modify120.10143.403144.203142.003
452022.12.07 09:27s/l120.10144.203144.203142.003-56.9610125.93
462022.12.15 20:00sell130.10146.4500.0000.000
472022.12.15 20:00modify130.10146.450147.250145.050
482022.12.16 07:53sell140.10145.9600.0000.000
492022.12.16 07:53modify140.10145.960146.170145.050
502022.12.16 07:53modify130.10146.450146.170145.050
512022.12.16 09:56sell150.10145.6100.0000.000
522022.12.16 09:56modify150.10145.610146.100145.050
532022.12.16 09:56modify140.10145.960146.100145.050
542022.12.16 09:56modify130.10146.450146.100145.050
552022.12.16 15:11sell160.10145.4000.0000.000
562022.12.16 15:11modify160.10145.400145.890145.050
572022.12.16 15:11modify150.10145.610145.890145.050
582022.12.16 15:11modify140.10145.960145.890145.050
592022.12.16 15:11modify130.10146.450145.890145.050
602022.12.16 15:44t/p130.10145.050145.890145.05097.1610223.09
612022.12.16 15:44t/p140.10145.050145.890145.05063.5210286.61
622022.12.16 15:44t/p150.10145.050145.890145.05039.0910325.70
632022.12.16 15:44t/p160.10145.050145.890145.05024.4310350.13
642023.01.23 12:00sell170.10141.8020.0000.000
652023.01.23 12:00modify170.10141.802142.602140.402
662023.01.24 08:39sell180.10141.3120.0000.000
672023.01.24 08:39modify180.10141.312141.522140.402
682023.01.24 08:39modify170.10141.802141.522140.402
692023.01.24 09:04s/l170.10141.522141.522140.40218.9810369.11
702023.01.24 09:04s/l180.10141.522141.522140.402-14.6610354.45
712023.03.09 16:00buy190.10144.1010.0000.000
722023.03.09 16:00modify190.10144.101143.301145.501
732023.03.10 02:30buy200.10144.5940.0000.000
742023.03.10 02:30modify200.10144.594144.381145.501
752023.03.10 02:30modify190.10144.101144.381145.501
762023.03.10 02:35buy210.10144.9430.0000.000
772023.03.10 02:35modify210.10144.943144.451145.501
782023.03.10 02:35modify200.10144.594144.451145.501
792023.03.10 02:35modify190.10144.101144.451145.501
802023.03.10 02:41s/l190.10144.451144.451145.50124.7310379.18
812023.03.10 02:41s/l200.10144.451144.451145.501-9.9810369.20
822023.03.10 02:41s/l210.10144.451144.451145.501-34.3410334.86
832023.04.05 20:00buy220.10143.1190.0000.000
842023.04.05 20:00modify220.10143.119142.319144.519
852023.04.06 14:00buy230.10143.6110.0000.000
862023.04.06 14:00modify230.10143.611143.399144.519
872023.04.06 14:00modify220.10143.119143.399144.519
882023.04.06 14:57buy240.10143.9590.0000.000
892023.04.06 14:57modify240.10143.959143.469144.519
902023.04.06 14:57modify230.10143.611143.469144.519
912023.04.06 14:57modify220.10143.119143.469144.519
922023.04.07 12:48buy250.10144.1720.0000.000
932023.04.07 12:48modify250.10144.172143.679144.519
942023.04.07 12:48modify240.10143.959143.679144.519
952023.04.07 12:48modify230.10143.611143.679144.519
962023.04.07 12:48modify220.10143.119143.679144.519
972023.04.10 00:37t/p220.10144.519143.679144.51999.2010434.06
982023.04.10 00:37t/p230.10144.519143.679144.51963.9710498.03
992023.04.10 00:37t/p240.10144.519143.679144.51939.6810537.71
1002023.04.10 00:37t/p250.10144.519143.679144.51924.5210562.22
1012023.04.28 12:00sell260.10149.2840.0000.000
1022023.04.28 12:00modify260.10149.284150.084147.884
1032023.04.28 14:13s/l260.10150.084150.084147.884-55.8410506.38
1042023.05.10 20:00buy270.10147.5730.0000.000
1052023.05.10 20:00modify270.10147.573146.773148.973
1062023.05.11 11:11s/l270.10146.773146.773148.973-54.9510451.43
1072023.05.11 16:00buy280.10146.8010.0000.000
1082023.05.11 16:00modify280.10146.801146.001148.201
1092023.05.12 06:17buy290.10147.2920.0000.000
1102023.05.12 06:17modify290.10147.292147.081148.201
1112023.05.12 06:17modify280.10146.801147.081148.201
1122023.05.12 07:59s/l280.10147.081147.081148.20119.8510471.28
1132023.05.12 07:59s/l290.10147.081147.081148.201-14.7310456.55
1142023.05.31 12:00buy300.10149.2180.0000.000
1152023.05.31 12:00modify300.10149.218148.418150.618
1162023.05.31 14:00buy310.10149.7210.0000.000
1172023.05.31 14:00modify310.10149.721149.498150.618
1182023.05.31 14:00modify300.10149.218149.498150.618
1192023.05.31 14:16s/l300.10149.498149.498150.61819.5410476.09
1202023.05.31 14:16s/l310.10149.498149.498150.618-15.5710460.52
1212023.05.31 20:00buy320.10148.9390.0000.000
1222023.05.31 20:00modify320.10148.939148.139150.339
1232023.06.01 08:43buy330.10149.4300.0000.000
1242023.06.01 08:43modify330.10149.430149.219150.339
1252023.06.01 08:43modify320.10148.939149.219150.339
1262023.06.01 11:57s/l320.10149.219149.219150.33920.4410480.96
1272023.06.01 11:57s/l330.10149.219149.219150.339-14.7310466.23
1282023.06.15 20:00sell340.10153.5520.0000.000
1292023.06.15 20:00modify340.10153.552154.352152.152
1302023.06.16 06:38s/l340.10154.352154.352152.152-56.3910409.83
1312023.07.21 16:00sell350.10157.6130.0000.000
1322023.07.21 16:00modify350.10157.613158.413156.213
1332023.07.24 07:16sell360.10157.1230.0000.000
1342023.07.24 07:16modify360.10157.123157.333156.213
1352023.07.24 07:16modify350.10157.613157.333156.213
1362023.07.24 07:30sell370.10156.7710.0000.000
1372023.07.24 07:30modify370.10156.771157.263156.213
1382023.07.24 07:30modify360.10157.123157.263156.213
1392023.07.24 07:30modify350.10157.613157.263156.213
1402023.07.24 07:36sell380.10156.5620.0000.000
1412023.07.24 07:36modify380.10156.562157.053156.213
1422023.07.24 07:36modify370.10156.771157.053156.213
1432023.07.24 07:36modify360.10157.123157.053156.213
1442023.07.24 07:36modify350.10157.613157.053156.213
1452023.07.25 09:47t/p350.10156.213157.053156.21396.6010506.43
1462023.07.25 09:47t/p360.10156.213157.053156.21362.9610569.39
1472023.07.25 09:47t/p370.10156.213157.053156.21338.3910607.78
1482023.07.25 09:47t/p380.10156.213157.053156.21323.8010631.58