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)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 modelled79766Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit837.37Gross profit905.47Gross loss-68.10
Profit factor13.30Expected payoff38.06
Absolute drawdown17.45Maximal drawdown156.92 (1.49%)Relative drawdown1.49% (156.92)
Total trades22Short positions (won %)3 (100.00%)Long positions (won %)19 (68.42%)
Profit trades (% of total)16 (72.73%)Loss trades (% of total)6 (27.27%)
Largestprofit trade105.57loss trade-11.79
Averageprofit trade56.59loss trade-11.35
Maximumconsecutive wins (profit in money)6 (336.26)consecutive losses (loss in money)2 (-23.58)
Maximalconsecutive profit (count of wins)336.26 (6)consecutive loss (count of losses)-23.58 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.11.11 16:00buy10.10143.6200.0000.000
22022.11.11 16:00modify10.10143.620142.920145.120
32022.11.14 07:59buy20.10144.0930.0000.000
42022.11.14 07:59modify20.10144.093143.695145.120
52022.11.14 07:59modify10.10143.620143.695145.120
62022.11.14 08:30buy30.10144.4720.0000.000
72022.11.14 08:30modify30.10144.472144.295145.120
82022.11.14 08:30buy40.10144.4720.0000.000
92022.11.14 08:30modify40.10144.472144.295145.120
102022.11.14 08:30modify20.10144.093144.295145.120
112022.11.14 08:30modify10.10143.620144.295145.120
122022.11.14 15:40t/p10.10145.120144.295145.120104.9810104.98
132022.11.14 15:40t/p20.10145.120144.295145.12071.6710176.65
142022.11.14 15:40t/p30.10145.120144.295145.12045.2210221.87
152022.11.14 15:40t/p40.10145.120144.295145.12045.2210267.09
162022.11.24 16:00buy50.10144.0490.0000.000
172022.11.24 16:00modify50.10144.049143.349145.549
182022.11.25 01:55buy60.10144.5190.0000.000
192022.11.25 01:55modify60.10144.519144.124145.549
202022.11.25 01:55modify50.10144.049144.124145.549
212022.11.25 09:20buy70.10144.8890.0000.000
222022.11.25 09:20modify70.10144.889144.724145.549
232022.11.25 09:20buy80.10144.8890.0000.000
242022.11.25 09:20modify80.10144.889144.724145.549
252022.11.25 09:20modify60.10144.519144.724145.549
262022.11.25 09:20modify50.10144.049144.724145.549
272022.11.25 12:40s/l50.10144.724144.724145.54947.4110314.49
282022.11.25 12:40s/l60.10144.724144.724145.54914.3110328.80
292022.11.25 12:40s/l70.10144.724144.724145.549-11.5110317.29
302022.11.25 12:40s/l80.10144.724144.724145.549-11.5110305.78
312023.03.09 16:00buy90.10144.1010.0000.000
322023.03.09 16:00modify90.10144.101143.401145.601
332023.03.10 04:50buy100.10144.9450.0000.000
342023.03.10 04:50modify100.10144.945144.776145.601
352023.03.10 04:50buy110.10144.9450.0000.000
362023.03.10 04:50modify110.10144.945144.776145.601
372023.03.10 04:50modify90.10144.101144.776145.601
382023.03.10 05:00s/l90.10144.776144.776145.60147.4110353.19
392023.03.10 05:00s/l100.10144.776144.776145.601-11.7910341.40
402023.03.10 05:00s/l110.10144.776144.776145.601-11.7910329.61
412023.05.11 16:00buy120.10146.8010.0000.000
422023.05.11 16:00modify120.10146.801146.101148.301
432023.05.12 15:50buy130.10147.2510.0000.000
442023.05.12 15:50modify130.10147.251146.876148.301
452023.05.12 15:50modify120.10146.801146.876148.301
462023.05.15 02:30buy140.10147.6320.0000.000
472023.05.15 02:30modify140.10147.632147.476148.301
482023.05.15 02:30buy150.10147.6320.0000.000
492023.05.15 02:30modify150.10147.632147.476148.301
502023.05.15 02:30modify130.10147.251147.476148.301
512023.05.15 02:30modify120.10146.801147.476148.301
522023.05.16 13:40t/p120.10148.301147.476148.301105.5710435.17
532023.05.16 13:40t/p130.10148.301147.476148.30173.8710509.05
542023.05.16 13:40t/p140.10148.301147.476148.30146.9910556.03
552023.05.16 13:40t/p150.10148.301147.476148.30146.9910603.02
562023.07.12 16:00buy160.10153.7510.0000.000
572023.07.12 16:00modify160.10153.751153.051155.251
582023.07.12 19:59buy170.10154.2260.0000.000
592023.07.12 19:59modify170.10154.226153.826155.251
602023.07.12 19:59modify160.10153.751153.826155.251
612023.07.13 05:40buy180.10154.5800.0000.000
622023.07.13 05:40modify180.10154.580154.426155.251
632023.07.13 05:40buy190.10154.5800.0000.000
642023.07.13 05:40modify190.10154.580154.426155.251
652023.07.13 05:40modify170.10154.226154.426155.251
662023.07.13 05:40modify160.10153.751154.426155.251
672023.07.13 06:30s/l160.10154.426154.426155.25148.0010651.02
682023.07.13 06:30s/l170.10154.426154.426155.25114.8510665.86
692023.07.13 06:30s/l180.10154.426154.426155.251-10.7510655.11
702023.07.13 06:30s/l190.10154.426154.426155.251-10.7510644.36
712023.07.21 16:00sell200.10157.6130.0000.000
722023.07.21 16:00modify200.10157.613158.313156.113
732023.07.24 09:10sell210.10156.7620.0000.000
742023.07.24 09:10modify210.10156.762156.938156.113
752023.07.24 09:10sell220.10156.7620.0000.000
762023.07.24 09:10modify220.10156.762156.938156.113
772023.07.24 09:10modify200.10157.613156.938156.113
782023.07.25 12:40t/p200.10156.113156.938156.113103.5510747.91
792023.07.25 12:40t/p210.10156.113156.938156.11344.7310792.64
802023.07.25 12:40t/p220.10156.113156.938156.11344.7310837.37