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=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=140; 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=7; 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 modelled79766Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1429.92Gross profit2281.79Gross loss-851.87
Profit factor2.68Expected payoff19.86
Absolute drawdown47.93Maximal drawdown269.67 (2.56%)Relative drawdown2.56% (269.67)
Total trades72Short positions (won %)32 (59.38%)Long positions (won %)40 (70.00%)
Profit trades (% of total)47 (65.28%)Loss trades (% of total)25 (34.72%)
Largestprofit trade105.86loss trade-98.82
Averageprofit trade48.55loss trade-34.07
Maximumconsecutive wins (profit in money)10 (654.47)consecutive losses (loss in money)2 (-135.72)
Maximalconsecutive profit (count of wins)654.47 (10)consecutive loss (count of losses)-135.72 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.15 16:00buy10.10135.6340.0000.000
22022.08.15 16:00modify10.10135.634134.234137.134
32022.08.16 12:10buy20.10136.1690.0000.000
42022.08.16 12:10modify20.10136.169135.709137.134
52022.08.16 12:10modify10.10135.634135.709137.134
62022.08.17 01:55buy30.10136.4070.0000.000
72022.08.17 01:55modify30.10136.407136.009137.134
82022.08.17 01:55modify20.10136.169136.009137.134
92022.08.17 01:55modify10.10135.634136.009137.134
102022.08.17 06:50buy40.10136.8500.0000.000
112022.08.17 06:50modify40.10136.850136.309137.134
122022.08.17 06:50modify30.10136.407136.309137.134
132022.08.17 06:50modify20.10136.169136.309137.134
142022.08.17 06:50modify10.10135.634136.309137.134
152022.08.17 08:30t/p10.10137.134136.309137.134105.2710105.27
162022.08.17 08:30t/p20.10137.134136.309137.13467.6510172.92
172022.08.17 08:30t/p30.10137.134136.309137.13450.7410223.66
182022.08.17 08:30t/p40.10137.134136.309137.13419.8210243.48
192022.09.02 16:00sell50.10140.4710.0000.000
202022.09.02 16:00modify50.10140.471141.871138.971
212022.09.02 16:20sell60.10139.9450.0000.000
222022.09.02 16:20modify60.10139.945140.396138.971
232022.09.02 16:20modify50.10140.471140.396138.971
242022.09.02 16:46sell70.10139.7190.0000.000
252022.09.02 16:46modify70.10139.719140.096138.971
262022.09.02 16:46modify60.10139.945140.096138.971
272022.09.02 16:46modify50.10140.471140.096138.971
282022.09.04 22:45sell80.10139.2510.0000.000
292022.09.04 22:45modify80.10139.251139.796138.971
302022.09.04 22:45modify70.10139.719139.796138.971
312022.09.04 22:45modify60.10139.945139.796138.971
322022.09.04 22:45modify50.10140.471139.796138.971
332022.09.05 02:05t/p50.10138.971139.796138.971104.1210347.60
342022.09.05 02:05t/p60.10138.971139.796138.97167.4110415.01
352022.09.05 02:05t/p70.10138.971139.796138.97151.6410466.64
362022.09.05 02:05t/p80.10138.971139.796138.97118.9810485.62
372022.09.06 08:00sell90.10141.1920.0000.000
382022.09.06 08:00modify90.10141.192142.592139.692
392022.09.06 10:40sell100.10140.6390.0000.000
402022.09.06 10:40modify100.10140.639141.117139.692
412022.09.06 10:40modify90.10141.192141.117139.692
422022.09.06 12:40s/l90.10141.117141.117139.6925.2310490.85
432022.09.06 12:40s/l100.10141.117141.117139.692-33.3610457.49
442022.10.04 16:00sell110.10143.9900.0000.000
452022.10.04 16:00modify110.10143.990145.390142.490
462022.10.05 00:20sell120.10143.4570.0000.000
472022.10.05 00:20modify120.10143.457143.915142.490
482022.10.05 00:20modify110.10143.990143.915142.490
492022.10.05 02:40s/l110.10143.915143.915142.4904.6710462.16
502022.10.05 02:40s/l120.10143.915143.915142.490-31.9610430.20
512022.10.13 12:00sell130.10142.9550.0000.000
522022.10.13 12:00modify130.10142.955144.355141.455
532022.10.13 13:20sell140.10141.7350.0000.000
542022.10.13 13:20modify140.10141.735142.280141.455
552022.10.13 13:20modify130.10142.955142.280141.455
562022.10.13 13:40s/l130.10142.280142.280141.45547.1110477.31
572022.10.13 13:40s/l140.10142.280142.280141.455-38.0310439.28
582022.10.17 08:00sell150.10144.8870.0000.000
592022.10.17 08:00modify150.10144.887146.287143.387
602022.10.17 15:30s/l150.10146.287146.287143.387-97.6910341.59
612022.11.02 16:00buy160.10145.3200.0000.000
622022.11.02 16:00modify160.10145.320143.920146.820
632022.11.04 14:40buy170.10145.8530.0000.000
642022.11.04 14:40modify170.10145.853145.395146.820
652022.11.04 14:40modify160.10145.320145.395146.820
662022.11.04 18:40buy180.10146.0770.0000.000
672022.11.04 18:40modify180.10146.077145.695146.820
682022.11.04 18:40modify170.10145.853145.695146.820
692022.11.04 18:40modify160.10145.320145.695146.820
702022.11.06 22:00s/l160.10145.695145.695146.82027.3510368.95
712022.11.06 22:00s/l170.10145.695145.695146.820-11.0310357.92
722022.11.06 22:00s/l180.10145.695145.695146.820-26.6610331.26
732022.11.10 16:00buy190.10144.1650.0000.000
742022.11.10 16:00modify190.10144.165142.765145.665
752022.11.10 23:05buy200.10144.7050.0000.000
762022.11.10 23:05modify200.10144.705144.240145.665
772022.11.10 23:05modify190.10144.165144.240145.665
782022.11.10 23:40s/l190.10144.240144.240145.6655.2410336.50
792022.11.10 23:40s/l200.10144.240144.240145.665-32.4510304.05
802022.11.11 12:00buy210.10143.5770.0000.000
812022.11.11 12:00modify210.10143.577142.177145.077
822022.11.14 07:40buy220.10144.1070.0000.000
832022.11.14 07:40modify220.10144.107143.652145.077
842022.11.14 07:40modify210.10143.577143.652145.077
852022.11.14 10:00buy230.10144.7980.0000.000
862022.11.14 10:00modify230.10144.798144.252145.077
872022.11.14 10:00modify220.10144.107144.252145.077
882022.11.14 10:00modify210.10143.577144.252145.077
892022.11.14 15:30t/p210.10145.077144.252145.077104.9810409.02
902022.11.14 15:30t/p220.10145.077144.252145.07767.6910476.71
912022.11.14 15:30t/p230.10145.077144.252145.07719.4710496.18
922022.11.24 12:00buy240.10143.9420.0000.000
932022.11.24 12:00modify240.10143.942142.542145.442
942022.11.25 01:15buy250.10144.7010.0000.000
952022.11.25 01:15modify250.10144.701144.317145.442
962022.11.25 01:15modify240.10143.942144.317145.442
972022.11.25 01:45buy260.10144.4670.0000.000
982022.11.25 01:45modify260.10144.467144.017145.442
992022.11.25 01:50modify260.10144.467144.317145.442
1002022.11.25 02:15s/l240.10144.317144.317145.44226.4710522.65
1012022.11.25 02:15s/l250.10144.317144.317145.442-26.8010495.85
1022022.11.25 02:15s/l260.10144.317144.317145.442-10.4710485.38
1032022.12.01 08:00buy270.10142.0690.0000.000
1042022.12.01 08:00modify270.10142.069140.669143.569
1052022.12.01 16:05buy280.10142.6040.0000.000
1062022.12.01 16:05modify280.10142.604142.144143.569
1072022.12.01 16:05modify270.10142.069142.144143.569
1082022.12.01 17:05s/l270.10142.144142.144143.5695.2310490.61
1092022.12.01 17:05s/l280.10142.144142.144143.569-32.1110458.50
1102022.12.02 12:00buy290.10141.2300.0000.000
1112022.12.02 12:00modify290.10141.230139.830142.730
1122022.12.02 17:35buy300.10141.7670.0000.000
1132022.12.02 17:35modify300.10141.767141.305142.730
1142022.12.02 17:35modify290.10141.230141.305142.730
1152022.12.05 01:15buy310.10141.9920.0000.000
1162022.12.05 01:15modify310.10141.992141.605142.730
1172022.12.05 01:15modify300.10141.767141.605142.730
1182022.12.05 01:15modify290.10141.230141.605142.730
1192022.12.05 05:40buy320.10142.4580.0000.000
1202022.12.05 05:40modify320.10142.458141.905142.730
1212022.12.05 05:40modify310.10141.992141.905142.730
1222022.12.05 05:40modify300.10141.767141.905142.730
1232022.12.05 05:40modify290.10141.230141.905142.730
1242022.12.05 08:40t/p290.10142.730141.905142.730104.9810563.47
1252022.12.05 08:40t/p300.10142.730141.905142.73067.5110630.98
1262022.12.05 08:40t/p310.10142.730141.905142.73051.5010682.48
1272022.12.05 08:40t/p320.10142.730141.905142.73018.9810701.46
1282022.12.15 16:00sell330.10146.5280.0000.000
1292022.12.15 16:00modify330.10146.528147.928145.028
1302022.12.16 02:50sell340.10145.9890.0000.000
1312022.12.16 02:50modify340.10145.989146.453145.028
1322022.12.16 02:50modify330.10146.528146.453145.028
1332022.12.16 09:20sell350.10145.7670.0000.000
1342022.12.16 09:20modify350.10145.767146.153145.028
1352022.12.16 09:20modify340.10145.989146.153145.028
1362022.12.16 09:20modify330.10146.528146.153145.028
1372022.12.16 15:40t/p330.10145.028146.153145.028104.1210805.58
1382022.12.16 15:40t/p340.10145.028146.153145.02867.0710872.65
1392022.12.16 15:40t/p350.10145.028146.153145.02851.5710924.22
1402022.12.27 16:00sell360.10142.0000.0000.000
1412022.12.27 16:00modify360.10142.000143.400140.500
1422022.12.30 04:20sell370.10141.4630.0000.000
1432022.12.30 04:20modify370.10141.463141.925140.500
1442022.12.30 04:20modify360.10142.000141.925140.500
1452022.12.30 08:10sell380.10140.7820.0000.000
1462022.12.30 08:10modify380.10140.782141.325140.500
1472022.12.30 08:10modify370.10141.463141.325140.500
1482022.12.30 08:10modify360.10142.000141.325140.500
1492022.12.30 08:40t/p360.10140.500141.325140.500101.8611026.08
1502022.12.30 08:40t/p370.10140.500141.325140.50067.2011093.28
1512022.12.30 08:40t/p380.10140.500141.325140.50019.6811112.96
1522023.01.12 16:00buy390.10140.3420.0000.000
1532023.01.12 16:00modify390.10140.342138.942141.842
1542023.01.13 11:40s/l390.10138.942138.942141.842-97.4111015.55
1552023.01.23 08:00sell400.10142.0170.0000.000
1562023.01.23 08:00modify400.10142.017143.417140.517
1572023.01.23 08:40sell410.10141.2480.0000.000
1582023.01.23 08:40modify410.10141.248141.642140.517
1592023.01.23 08:40modify400.10142.017141.642140.517
1602023.01.23 09:30s/l400.10141.642141.642140.51726.1711041.72
1612023.01.23 09:30s/l410.10141.642141.642140.517-27.4911014.23
1622023.02.13 16:00sell420.10142.3550.0000.000
1632023.02.13 16:00modify420.10142.355143.755140.855
1642023.02.13 20:33sell430.10141.8190.0000.000
1652023.02.13 20:33modify430.10141.819142.280140.855
1662023.02.13 20:33modify420.10142.355142.280140.855
1672023.02.14 02:05sell440.10141.6040.0000.000
1682023.02.14 02:05modify440.10141.604141.980140.855
1692023.02.14 02:05modify430.10141.819141.980140.855
1702023.02.14 02:05modify420.10142.355141.980140.855
1712023.02.14 09:30s/l420.10141.980141.980140.85525.6111039.84
1722023.02.14 09:30s/l430.10141.980141.980140.855-11.8011028.04
1732023.02.14 09:30s/l440.10141.980141.980140.855-26.2411001.80
1742023.03.24 12:00buy450.10139.6320.0000.000
1752023.03.24 12:00modify450.10139.632138.232141.132
1762023.03.24 16:50buy460.10140.8410.0000.000
1772023.03.24 16:50modify460.10140.841140.307141.132
1782023.03.24 16:50modify450.10139.632140.307141.132
1792023.03.27 06:30t/p450.10141.132140.307141.132104.9811106.77
1802023.03.27 06:30t/p460.10141.132140.307141.13220.6111127.38
1812023.03.30 16:00sell470.10144.6260.0000.000
1822023.03.30 16:00modify470.10144.626146.026143.126
1832023.03.31 20:40sell480.10143.8670.0000.000
1842023.03.31 20:40modify480.10143.867144.251143.126
1852023.03.31 20:40modify470.10144.626144.251143.126
1862023.04.02 21:00s/l470.10144.251144.251143.12625.6111152.99
1872023.04.02 21:00s/l480.10144.251144.251143.126-26.7911126.20
1882023.04.13 12:00sell490.10146.8020.0000.000
1892023.04.13 12:00modify490.10146.802148.202145.302
1902023.04.13 14:25sell500.10146.2560.0000.000
1912023.04.13 14:25modify500.10146.256146.727145.302
1922023.04.13 14:25modify490.10146.802146.727145.302
1932023.04.14 05:40s/l490.10146.727146.727145.3024.6811130.88
1942023.04.14 05:40s/l500.10146.727146.727145.302-33.4211097.46
1952023.04.28 16:00sell510.10150.0420.0000.000
1962023.04.28 16:00modify510.10150.042151.442148.542
1972023.05.02 05:15s/l510.10151.442151.442148.542-98.8210998.63
1982023.05.04 16:00buy520.10147.2900.0000.000
1992023.05.04 16:00modify520.10147.290145.890148.790
2002023.05.04 18:40buy530.10147.8340.0000.000
2012023.05.04 18:40modify530.10147.834147.365148.790
2022023.05.04 18:40modify520.10147.290147.365148.790
2032023.05.04 22:40buy540.10148.0430.0000.000
2042023.05.04 22:40modify540.10148.043147.665148.790
2052023.05.04 22:40modify530.10147.834147.665148.790
2062023.05.04 22:40modify520.10147.290147.665148.790
2072023.05.05 14:40buy550.10148.5170.0000.000
2082023.05.05 14:40modify550.10148.517147.965148.790
2092023.05.05 14:40modify540.10148.043147.965148.790
2102023.05.05 14:40modify530.10147.834147.965148.790
2112023.05.05 14:40modify520.10147.290147.965148.790
2122023.05.07 22:40t/p520.10148.790147.965148.790104.9811103.61
2132023.05.07 22:40t/p530.10148.790147.965148.79067.0111170.61
2142023.05.07 22:40t/p540.10148.790147.965148.79052.4311223.04
2152023.05.07 22:40t/p550.10148.790147.965148.79019.0511242.09
2162023.05.11 08:00buy560.10147.0960.0000.000
2172023.05.11 08:00modify560.10147.096145.696148.596
2182023.05.15 02:30buy570.10147.6320.0000.000
2192023.05.15 02:30modify570.10147.632147.171148.596
2202023.05.15 02:30modify560.10147.096147.171148.596
2212023.05.15 03:50buy580.10147.8680.0000.000
2222023.05.15 03:50modify580.10147.868147.471148.596
2232023.05.15 03:50modify570.10147.632147.471148.596
2242023.05.15 03:50modify560.10147.096147.471148.596
2252023.05.16 13:30buy590.10148.3200.0000.000
2262023.05.16 13:30modify590.10148.320147.771148.596
2272023.05.16 13:30modify580.10147.868147.771148.596
2282023.05.16 13:30modify570.10147.632147.771148.596
2292023.05.16 13:30modify560.10147.096147.771148.596
2302023.05.17 07:05t/p560.10148.596147.771148.596105.8611347.95
2312023.05.17 07:05t/p570.10148.596147.771148.59667.8611415.82
2322023.05.17 07:05t/p580.10148.596147.771148.59651.3911467.21
2332023.05.17 07:05t/p590.10148.596147.771148.59619.5611486.76
2342023.05.31 08:00buy600.10149.1920.0000.000
2352023.05.31 08:00modify600.10149.192147.792150.692
2362023.06.02 06:15buy610.10149.7170.0000.000
2372023.06.02 06:15modify610.10149.717149.267150.692
2382023.06.02 06:15modify600.10149.192149.267150.692
2392023.06.02 16:15buy620.10149.9430.0000.000
2402023.06.02 16:15modify620.10149.943149.567150.692
2412023.06.02 16:15modify610.10149.717149.567150.692
2422023.06.02 16:15modify600.10149.192149.567150.692
2432023.06.05 13:40s/l600.10149.567149.567150.69227.6511514.41
2442023.06.05 13:40s/l610.10149.567149.567150.692-10.1711504.24
2452023.06.05 13:40s/l620.10149.567149.567150.692-25.9411478.29
2462023.06.22 16:00sell630.10156.4990.0000.000
2472023.06.22 16:00modify630.10156.499157.899154.999
2482023.06.23 07:59sell640.10155.2840.0000.000
2492023.06.23 07:59modify640.10155.284155.824154.999
2502023.06.23 07:59modify630.10156.499155.824154.999
2512023.06.23 10:45sell650.10155.7330.0000.000
2522023.06.23 10:45modify650.10155.733156.124154.999
2532023.06.23 10:50modify650.10155.733155.824154.999
2542023.06.23 11:30s/l630.10155.824155.824154.99946.5511524.84
2552023.06.23 11:30s/l640.10155.824155.824154.999-37.6811487.16
2562023.06.23 11:30s/l650.10155.824155.824154.999-6.3511480.81
2572023.06.27 16:00sell660.10157.8280.0000.000
2582023.06.27 16:00modify660.10157.828159.228156.328
2592023.06.28 17:05sell670.10157.2860.0000.000
2602023.06.28 17:05modify670.10157.286157.753156.328
2612023.06.28 17:05modify660.10157.828157.753156.328
2622023.06.29 07:05s/l660.10157.753157.753156.3283.0011483.81
2632023.06.29 07:05s/l670.10157.753157.753156.328-34.2711449.54
2642023.07.11 08:00buy680.10154.7200.0000.000
2652023.07.11 08:00modify680.10154.720153.320156.220
2662023.07.14 11:35buy690.10155.4760.0000.000
2672023.07.14 11:35modify690.10155.476155.095156.220
2682023.07.14 11:35modify680.10154.720155.095156.220
2692023.07.14 13:20buy700.10155.9350.0000.000
2702023.07.14 13:20modify700.10155.935155.395156.220
2712023.07.14 13:20modify690.10155.476155.395156.220
2722023.07.14 13:20modify680.10154.720155.395156.220
2732023.07.17 00:40s/l680.10155.395155.395156.22048.8811498.42
2742023.07.17 00:40s/l690.10155.395155.395156.220-5.3511493.07
2752023.07.17 00:40s/l700.10155.395155.395156.220-37.3811455.68
2762023.07.25 16:00buy710.10155.7250.0000.000
2772023.07.25 16:00modify710.10155.725154.325157.225
2782023.07.27 11:15buy720.10156.2610.0000.000
2792023.07.27 11:15modify720.10156.261155.800157.225
2802023.07.27 11:15modify710.10155.725155.800157.225
2812023.07.27 12:30s/l710.10155.800155.800157.2256.4111462.09
2822023.07.27 12:30s/l720.10155.800155.800157.225-32.1711429.92