Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.4; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 modelled79767Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit983.12Gross profit1074.15Gross loss-91.03
Profit factor11.80Expected payoff46.82
Absolute drawdown5.95Maximal drawdown144.28 (1.36%)Relative drawdown1.36% (144.28)
Total trades21Short positions (won %)7 (71.43%)Long positions (won %)14 (92.86%)
Profit trades (% of total)18 (85.71%)Loss trades (% of total)3 (14.29%)
Largestprofit trade102.06loss trade-36.38
Averageprofit trade59.67loss trade-30.34
Maximumconsecutive wins (profit in money)7 (424.04)consecutive losses (loss in money)1 (-36.38)
Maximalconsecutive profit (count of wins)424.04 (7)consecutive loss (count of losses)-36.38 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.21 16:00buy10.10144.2060.0000.000
22022.10.21 16:00modify10.10144.206143.806145.706
32022.10.21 16:20buy20.10144.8060.0000.000
42022.10.21 16:20modify20.10144.806144.281145.706
52022.10.21 16:20modify10.10144.206144.281145.706
62022.10.21 17:40t/p10.10145.706144.281145.706101.5010101.50
72022.10.21 17:40t/p20.10145.706144.281145.70660.9010162.40
82022.11.10 16:00buy30.10144.1650.0000.000
92022.11.10 16:00modify30.10144.165143.765145.665
102022.11.10 21:20s/l30.10143.765143.765145.665-27.0610135.34
112022.12.15 16:00sell40.10146.5280.0000.000
122022.12.15 16:00modify40.10146.528146.928145.028
132022.12.16 07:50sell50.10145.9140.0000.000
142022.12.16 07:50modify50.10145.914146.453145.028
152022.12.16 07:50modify40.10146.528146.453145.028
162022.12.16 08:40sell60.10145.6160.0000.000
172022.12.16 08:40modify60.10145.616146.153145.028
182022.12.16 08:40sell70.10145.6160.0000.000
192022.12.16 08:40modify70.10145.616146.003145.028
202022.12.16 08:40modify50.10145.914146.003145.028
212022.12.16 08:40modify40.10146.528146.003145.028
222022.12.16 08:45modify60.10145.616146.003145.028
232022.12.16 15:40t/p40.10145.028146.003145.028100.8910236.23
242022.12.16 15:40t/p50.10145.028146.003145.02859.9110296.14
252022.12.16 15:40t/p60.10145.028146.003145.02839.7610335.90
262022.12.16 15:40t/p70.10145.028146.003145.02839.7610375.66
272023.01.04 20:00sell80.10140.6350.0000.000
282023.01.04 20:00modify80.10140.635141.035139.135
292023.01.05 00:50sell90.10140.0220.0000.000
302023.01.05 00:50modify90.10140.022140.560139.135
312023.01.05 00:50modify80.10140.635140.560139.135
322023.01.05 05:30s/l80.10140.560140.560139.1353.4710379.13
332023.01.05 05:30s/l90.10140.560140.560139.135-36.3810342.75
342023.01.13 16:00buy100.10138.1080.0000.000
352023.01.13 16:00modify100.10138.108137.708139.608
362023.01.16 01:30buy110.10138.7220.0000.000
372023.01.16 01:30modify110.10138.722138.183139.608
382023.01.16 01:30modify100.10138.108138.183139.608
392023.01.16 10:20buy120.10139.0090.0000.000
402023.01.16 10:20modify120.10139.009138.483139.608
412023.01.16 10:20buy130.10139.0090.0000.000
422023.01.16 10:20modify130.10139.009138.633139.608
432023.01.16 10:20modify110.10138.722138.633139.608
442023.01.16 10:20modify100.10138.108138.633139.608
452023.01.16 10:25modify120.10139.009138.633139.608
462023.01.17 14:15t/p100.10139.608138.633139.608102.0610444.81
472023.01.17 14:15t/p110.10139.608138.633139.60860.2310505.04
482023.01.17 14:15t/p120.10139.608138.633139.60840.8110545.85
492023.01.17 14:15t/p130.10139.608138.633139.60840.8110586.67
502023.04.28 16:00sell140.10150.0420.0000.000
512023.04.28 16:00modify140.10150.042150.442148.542
522023.05.01 00:30s/l140.10150.442150.442148.542-27.5910559.08
532023.05.04 16:00buy150.10147.2900.0000.000
542023.05.04 16:00modify150.10147.290146.890148.790
552023.05.04 17:40buy160.10147.9030.0000.000
562023.05.04 17:40modify160.10147.903147.365148.790
572023.05.04 17:40modify150.10147.290147.365148.790
582023.05.05 13:20buy170.10148.2030.0000.000
592023.05.05 13:20modify170.10148.203147.665148.790
602023.05.05 13:20buy180.10148.2030.0000.000
612023.05.05 13:20modify180.10148.203147.815148.790
622023.05.05 13:20modify160.10147.903147.815148.790
632023.05.05 13:20modify150.10147.290147.815148.790
642023.05.05 13:25modify170.10148.203147.815148.790
652023.05.07 22:40t/p150.10148.790147.815148.790101.7710660.85
662023.05.07 22:40t/p160.10148.790147.815148.79060.2910721.15
672023.05.07 22:40t/p170.10148.790147.815148.79039.7110760.86
682023.05.07 22:40t/p180.10148.790147.815148.79039.7110800.57
692023.07.27 20:00buy190.10152.5380.0000.000
702023.07.27 20:00modify190.10152.538152.138154.038
712023.07.28 03:20buy200.10153.4410.0000.000
722023.07.28 03:20modify200.10153.441152.913154.038
732023.07.28 03:20buy210.10153.4410.0000.000
742023.07.28 03:20modify210.10153.441153.063154.038
752023.07.28 03:20modify190.10152.538153.063154.038
762023.07.28 03:25modify200.10153.441153.063154.038
772023.07.28 03:30t/p190.10154.038153.063154.038101.7710902.34
782023.07.28 03:30t/p200.10154.038153.063154.03840.3910942.73
792023.07.28 03:30t/p210.10154.038153.063154.03840.3910983.12