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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=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 test2617Ticks modelled79766Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1763.70Gross profit2193.47Gross loss-429.77
Profit factor5.10Expected payoff32.66
Absolute drawdown105.86Maximal drawdown202.40 (1.82%)Relative drawdown1.82% (202.40)
Total trades54Short positions (won %)20 (65.00%)Long positions (won %)34 (73.53%)
Profit trades (% of total)38 (70.37%)Loss trades (% of total)16 (29.63%)
Largestprofit trade105.87loss trade-29.03
Averageprofit trade57.72loss trade-26.86
Maximumconsecutive wins (profit in money)14 (851.70)consecutive losses (loss in money)3 (-84.86)
Maximalconsecutive profit (count of wins)851.70 (14)consecutive loss (count of losses)-84.86 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.05 16:00sell10.10137.5840.0000.000
22022.08.05 16:00modify10.10137.584137.984136.084
32022.08.09 08:20s/l10.10137.984137.984136.084-29.039970.97
42022.09.06 16:00sell20.10141.6870.0000.000
52022.09.06 16:00modify20.10141.687142.087140.187
62022.09.06 22:40s/l20.10142.087142.087140.187-27.919943.06
72022.09.07 16:00sell30.10143.5060.0000.000
82022.09.07 16:00modify30.10143.506143.906142.006
92022.09.07 16:40s/l30.10143.906143.906142.006-27.929915.14
102022.09.14 16:00buy40.10142.8630.0000.000
112022.09.14 16:00modify40.10142.863142.463144.363
122022.09.15 12:40buy50.10143.6220.0000.000
132022.09.15 12:40modify50.10143.622143.238144.363
142022.09.15 12:40modify40.10142.863143.238144.363
152022.09.15 13:40s/l40.10143.238143.238144.36327.079942.21
162022.09.15 13:40s/l50.10143.238143.238144.363-26.809915.41
172022.09.28 20:00sell60.10140.2400.0000.000
182022.09.28 20:00modify60.10140.240140.640138.740
192022.09.29 07:50sell70.10139.4730.0000.000
202022.09.29 07:50modify70.10139.473139.865138.740
212022.09.29 07:50modify60.10140.240139.865138.740
222022.09.29 08:40s/l60.10139.865139.865138.74024.499939.89
232022.09.29 08:40s/l70.10139.865139.865138.740-27.359912.54
242022.10.04 16:00sell80.10143.9900.0000.000
252022.10.04 16:00modify80.10143.990144.390142.490
262022.10.05 11:20sell90.10143.2160.0000.000
272022.10.05 11:20modify90.10143.216143.615142.490
282022.10.05 11:20modify80.10143.990143.615142.490
292022.10.05 11:50sell100.10143.0790.0000.000
302022.10.05 11:50modify100.10143.079143.465142.490
312022.10.05 11:50sell110.10143.0790.0000.000
322022.10.05 11:50modify110.10143.079143.465142.490
332022.10.05 11:50modify90.10143.216143.465142.490
342022.10.05 11:50modify80.10143.990143.465142.490
352022.10.05 14:40t/p80.10142.490143.465142.490104.1210016.66
362022.10.05 14:40t/p90.10142.490143.465142.49050.6710067.33
372022.10.05 14:40t/p100.10142.490143.465142.49041.1010108.43
382022.10.05 14:40t/p110.10142.490143.465142.49041.1010149.53
392022.10.13 16:00sell120.10143.9030.0000.000
402022.10.13 16:00modify120.10143.903144.303142.403
412022.10.14 01:40s/l120.10144.303144.303142.403-28.4810121.05
422022.10.17 16:00sell130.10146.3580.0000.000
432022.10.17 16:00modify130.10146.358146.758144.858
442022.10.18 00:15s/l130.10146.758146.758144.858-28.4810092.57
452022.10.21 16:00buy140.10144.2060.0000.000
462022.10.21 16:00modify140.10144.206143.806145.706
472022.10.21 17:40t/p140.10145.706143.806145.706104.6910197.26
482022.11.10 16:00buy150.10144.1650.0000.000
492022.11.10 16:00modify150.10144.165143.765145.665
502022.11.10 21:20s/l150.10143.765143.765145.665-27.9210169.34
512022.11.11 12:00buy160.10143.5770.0000.000
522022.11.11 12:00modify160.10143.577143.177145.077
532022.11.14 15:30t/p160.10145.077143.177145.077104.9910274.33
542022.12.02 12:00buy170.10141.2300.0000.000
552022.12.02 12:00modify170.10141.230140.830142.730
562022.12.05 01:15buy180.10141.9920.0000.000
572022.12.05 01:15modify180.10141.992141.605142.730
582022.12.05 01:15modify170.10141.230141.605142.730
592022.12.05 03:30buy190.10142.1440.0000.000
602022.12.05 03:30modify190.10142.144141.755142.730
612022.12.05 03:30buy200.10142.1440.0000.000
622022.12.05 03:30modify200.10142.144141.755142.730
632022.12.05 03:30modify180.10141.992141.755142.730
642022.12.05 03:30modify170.10141.230141.755142.730
652022.12.05 08:40t/p170.10142.730141.755142.730104.9910379.31
662022.12.05 08:40t/p180.10142.730141.755142.73051.5110430.82
672022.12.05 08:40t/p190.10142.730141.755142.73040.9010471.72
682022.12.05 08:40t/p200.10142.730141.755142.73040.9010512.62
692022.12.15 16:00sell210.10146.5280.0000.000
702022.12.15 16:00modify210.10146.528146.928145.028
712022.12.16 08:40sell220.10145.6160.0000.000
722022.12.16 08:40modify220.10145.616146.003145.028
732022.12.16 08:40sell230.10145.6160.0000.000
742022.12.16 08:40modify230.10145.616146.003145.028
752022.12.16 08:40modify210.10146.528146.003145.028
762022.12.16 09:20sell240.10145.7670.0000.000
772022.12.16 09:20modify240.10145.767146.153145.028
782022.12.16 09:25modify240.10145.767146.003145.028
792022.12.16 15:40t/p210.10145.028146.003145.028104.1310616.75
802022.12.16 15:40t/p220.10145.028146.003145.02841.0410657.79
812022.12.16 15:40t/p230.10145.028146.003145.02841.0410698.83
822022.12.16 15:40t/p240.10145.028146.003145.02851.5810750.41
832023.01.03 12:00buy250.10137.8200.0000.000
842023.01.03 12:00modify250.10137.820137.420139.320
852023.01.04 01:15buy260.10138.5760.0000.000
862023.01.04 01:15modify260.10138.576138.195139.320
872023.01.04 01:15modify250.10137.820138.195139.320
882023.01.04 01:40s/l250.10138.195138.195139.32026.4710776.88
892023.01.04 01:40s/l260.10138.195138.195139.320-26.5910750.29
902023.01.12 16:00buy270.10140.3420.0000.000
912023.01.12 16:00modify270.10140.342139.942141.842
922023.01.13 00:40s/l270.10139.942139.942141.842-27.6210722.66
932023.01.13 16:00buy280.10138.1080.0000.000
942023.01.13 16:00modify280.10138.108137.708139.608
952023.01.16 06:50buy290.10138.8750.0000.000
962023.01.16 06:50modify290.10138.875138.483139.608
972023.01.16 06:50modify280.10138.108138.483139.608
982023.01.16 10:20buy300.10139.0090.0000.000
992023.01.16 10:20modify300.10139.009138.633139.608
1002023.01.16 10:20buy310.10139.0090.0000.000
1012023.01.16 10:20modify310.10139.009138.633139.608
1022023.01.16 10:20modify290.10138.875138.633139.608
1032023.01.16 10:20modify280.10138.108138.633139.608
1042023.01.17 14:15t/p280.10139.608138.633139.608105.2810827.94
1052023.01.17 14:15t/p290.10139.608138.633139.60851.4610879.40
1062023.01.17 14:15t/p300.10139.608138.633139.60842.1010921.49
1072023.01.17 14:15t/p310.10139.608138.633139.60842.1010963.59
1082023.02.07 16:00buy320.10140.3620.0000.000
1092023.02.07 16:00modify320.10140.362139.962141.862
1102023.02.09 01:40buy330.10141.2770.0000.000
1112023.02.09 01:40modify330.10141.277140.887141.862
1122023.02.09 01:40buy340.10141.2770.0000.000
1132023.02.09 01:40modify340.10141.277140.887141.862
1142023.02.09 01:40modify320.10140.362140.887141.862
1152023.02.09 02:05buy350.10141.1340.0000.000
1162023.02.09 02:05modify350.10141.134140.737141.862
1172023.02.09 02:10modify350.10141.134140.887141.862
1182023.02.09 05:30s/l320.10140.887140.887141.86237.8211001.41
1192023.02.09 05:30s/l330.10140.887140.887141.862-27.2210974.19
1202023.02.09 05:30s/l340.10140.887140.887141.862-27.2210946.97
1212023.02.09 05:30s/l350.10140.887140.887141.862-17.2410929.73
1222023.02.13 16:00sell360.10142.3550.0000.000
1232023.02.13 16:00modify360.10142.355142.755140.855
1242023.02.14 02:05sell370.10141.6040.0000.000
1252023.02.14 02:05modify370.10141.604141.980140.855
1262023.02.14 02:05modify360.10142.355141.980140.855
1272023.02.14 09:30s/l360.10141.980141.980140.85525.6110955.34
1282023.02.14 09:30s/l370.10141.980141.980140.855-26.2410929.10
1292023.03.24 12:00buy380.10139.6320.0000.000
1302023.03.24 12:00modify380.10139.632139.232141.132
1312023.03.24 14:25buy390.10140.5420.0000.000
1322023.03.24 14:25modify390.10140.542140.157141.132
1332023.03.24 14:25buy400.10140.5420.0000.000
1342023.03.24 14:25modify400.10140.542140.157141.132
1352023.03.24 14:25modify380.10139.632140.157141.132
1362023.03.24 15:05s/l380.10140.157140.157141.13236.6410965.74
1372023.03.24 15:05s/l390.10140.157140.157141.132-26.8710938.87
1382023.03.24 15:05s/l400.10140.157140.157141.132-26.8710912.00
1392023.04.25 20:00buy410.10146.4700.0000.000
1402023.04.25 20:00modify410.10146.470146.070147.970
1412023.04.26 07:25buy420.10147.2310.0000.000
1422023.04.26 07:25modify420.10147.231146.845147.970
1432023.04.26 07:25modify410.10146.470146.845147.970
1442023.04.26 08:30buy430.10147.3840.0000.000
1452023.04.26 08:30modify430.10147.384146.995147.970
1462023.04.26 08:30buy440.10147.3840.0000.000
1472023.04.26 08:30modify440.10147.384146.995147.970
1482023.04.26 08:30modify420.10147.231146.995147.970
1492023.04.26 08:30modify410.10146.470146.995147.970
1502023.04.27 06:40t/p410.10147.970146.995147.970105.8711017.88
1512023.04.27 06:40t/p420.10147.970146.995147.97052.4711070.34
1522023.04.27 06:40t/p430.10147.970146.995147.97041.7911112.13
1532023.04.27 06:40t/p440.10147.970146.995147.97041.7911153.92
1542023.05.04 16:00buy450.10147.2900.0000.000
1552023.05.04 16:00modify450.10147.290146.890148.790
1562023.05.04 22:40buy460.10148.0430.0000.000
1572023.05.04 22:40modify460.10148.043147.665148.790
1582023.05.04 22:40modify450.10147.290147.665148.790
1592023.05.05 13:20buy470.10148.2030.0000.000
1602023.05.05 13:20modify470.10148.203147.815148.790
1612023.05.05 13:20buy480.10148.2030.0000.000
1622023.05.05 13:20modify480.10148.203147.815148.790
1632023.05.05 13:20modify460.10148.043147.815148.790
1642023.05.05 13:20modify450.10147.290147.815148.790
1652023.05.07 22:40t/p450.10148.790147.815148.790104.9911258.90
1662023.05.07 22:40t/p460.10148.790147.815148.79052.4411311.34
1672023.05.07 22:40t/p470.10148.790147.815148.79040.9711352.31
1682023.05.07 22:40t/p480.10148.790147.815148.79040.9711393.28
1692023.07.21 12:00sell490.10157.6270.0000.000
1702023.07.21 12:00modify490.10157.627158.027156.127
1712023.07.24 07:59sell500.10156.6980.0000.000
1722023.07.24 07:59modify500.10156.698157.102156.127
1732023.07.24 07:59sell510.10156.6980.0000.000
1742023.07.24 07:59modify510.10156.698157.102156.127
1752023.07.24 07:59modify490.10157.627157.102156.127
1762023.07.25 09:40t/p490.10156.127157.102156.127103.5611496.84
1772023.07.25 09:40t/p500.10156.127157.102156.12739.2811536.12
1782023.07.25 09:40t/p510.10156.127157.102156.12739.2811575.40
1792023.07.27 20:00buy520.10152.5380.0000.000
1802023.07.27 20:00modify520.10152.538152.138154.038
1812023.07.28 03:20buy530.10153.4410.0000.000
1822023.07.28 03:20modify530.10153.441153.063154.038
1832023.07.28 03:20buy540.10153.4410.0000.000
1842023.07.28 03:20modify540.10153.441153.063154.038
1852023.07.28 03:20modify520.10152.538153.063154.038
1862023.07.28 03:30t/p520.10154.038153.063154.038104.9911680.38
1872023.07.28 03:30t/p530.10154.038153.063154.03841.6611722.04
1882023.07.28 03:30t/p540.10154.038153.063154.03841.6611763.70