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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1917Ticks modelled56416486Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit592.20Gross profit774.40Gross loss-182.21
Profit factor4.25Expected payoff26.92
Absolute drawdown66.66Maximal drawdown167.82 (1.66%)Relative drawdown1.66% (167.82)
Total trades22Short positions (won %)7 (71.43%)Long positions (won %)15 (66.67%)
Profit trades (% of total)15 (68.18%)Loss trades (% of total)7 (31.82%)
Largestprofit trade102.06loss trade-35.63
Averageprofit trade51.63loss trade-26.03
Maximumconsecutive wins (profit in money)5 (247.91)consecutive losses (loss in money)4 (-83.47)
Maximalconsecutive profit (count of wins)247.91 (5)consecutive loss (count of losses)-83.47 (4)
Averageconsecutive wins4consecutive losses2
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 16:04buy20.10144.8090.0000.000
42022.10.21 16:04modify20.10144.809144.281145.706
52022.10.21 16:04modify10.10144.206144.281145.706
62022.10.21 16:06buy30.10145.1090.0000.000
72022.10.21 16:06modify30.10145.109144.581145.706
82022.10.21 16:06buy40.10145.1090.0000.000
92022.10.21 16:06modify40.10145.109144.731145.706
102022.10.21 16:06modify20.10144.809144.731145.706
112022.10.21 16:06modify10.10144.206144.731145.706
122022.10.21 16:06modify30.10145.109144.731145.706
132022.10.21 16:08s/l10.10144.731144.731145.70635.5310035.53
142022.10.21 16:08s/l20.10144.731144.731145.706-5.2710030.26
152022.10.21 16:08s/l30.10144.731144.731145.706-25.5710004.69
162022.10.21 16:08s/l40.10144.731144.731145.706-25.579979.12
172022.11.10 16:00buy50.10144.1650.0000.000
182022.11.10 16:00modify50.10144.165143.765145.665
192022.11.10 21:03s/l50.10143.765143.765145.665-27.069952.06
202022.12.15 16:00sell60.10146.5280.0000.000
212022.12.15 16:00modify60.10146.528146.928145.028
222022.12.16 07:53sell70.10145.9270.0000.000
232022.12.16 07:53modify70.10145.927146.453145.028
242022.12.16 07:53modify60.10146.528146.453145.028
252022.12.16 08:29sell80.10145.6260.0000.000
262022.12.16 08:29modify80.10145.626146.153145.028
272022.12.16 08:29sell90.10145.6260.0000.000
282022.12.16 08:29modify90.10145.626146.003145.028
292022.12.16 08:29modify70.10145.927146.003145.028
302022.12.16 08:29modify60.10146.528146.003145.028
312022.12.16 08:29modify80.10145.626146.003145.028
322022.12.16 15:45t/p60.10145.028146.003145.028100.8910052.95
332022.12.16 15:45t/p70.10145.028146.003145.02860.7910113.74
342022.12.16 15:45t/p80.10145.028146.003145.02840.4410154.18
352022.12.16 15:45t/p90.10145.028146.003145.02840.4410194.62
362023.01.04 20:00sell100.10140.6350.0000.000
372023.01.04 20:00modify100.10140.635141.035139.135
382023.01.05 00:20sell110.10140.0330.0000.000
392023.01.05 00:20modify110.10140.033140.560139.135
402023.01.05 00:20modify100.10140.635140.560139.135
412023.01.05 05:18s/l100.10140.560140.560139.1353.4710198.09
422023.01.05 05:18s/l110.10140.560140.560139.135-35.6310162.46
432023.01.13 16:00buy120.10138.1080.0000.000
442023.01.13 16:00modify120.10138.108137.708139.608
452023.01.16 00:01buy130.10138.7090.0000.000
462023.01.16 00:01modify130.10138.709138.183139.608
472023.01.16 00:01modify120.10138.108138.183139.608
482023.01.16 08:12buy140.10139.0080.0000.000
492023.01.16 08:12modify140.10139.008138.483139.608
502023.01.16 08:12buy150.10139.0080.0000.000
512023.01.16 08:12modify150.10139.008138.633139.608
522023.01.16 08:12modify130.10138.709138.633139.608
532023.01.16 08:12modify120.10138.108138.633139.608
542023.01.16 08:12modify140.10139.008138.633139.608
552023.01.17 14:24t/p120.10139.608138.633139.608102.0610264.52
562023.01.17 14:24t/p130.10139.608138.633139.60861.1110325.63
572023.01.17 14:24t/p140.10139.608138.633139.60840.8810366.51
582023.01.17 14:24t/p150.10139.608138.633139.60840.8810407.40
592023.04.28 16:00sell160.10150.0420.0000.000
602023.04.28 16:00modify160.10150.042150.442148.542
612023.05.01 00:18s/l160.10150.442150.442148.542-27.5910379.81
622023.05.04 16:00buy170.10147.2900.0000.000
632023.05.04 16:00modify170.10147.290146.890148.790
642023.05.04 17:37buy180.10147.8910.0000.000
652023.05.04 17:37modify180.10147.891147.365148.790
662023.05.04 17:37modify170.10147.290147.365148.790
672023.05.05 12:30buy190.10148.1990.0000.000
682023.05.05 12:30modify190.10148.199147.665148.790
692023.05.05 12:30buy200.10148.1990.0000.000
702023.05.05 12:30modify200.10148.199147.815148.790
712023.05.05 12:30modify180.10147.891147.815148.790
722023.05.05 12:30modify170.10147.290147.815148.790
732023.05.05 12:30modify190.10148.199147.815148.790
742023.05.07 22:56t/p170.10148.790147.815148.790101.7710481.58
752023.05.07 22:56t/p180.10148.790147.815148.79061.1010542.69
762023.05.07 22:56t/p190.10148.790147.815148.79039.9810582.67
772023.05.07 22:56t/p200.10148.790147.815148.79039.9810622.65
782023.07.27 20:00buy210.10152.5380.0000.000
792023.07.27 20:00modify210.10152.538152.138154.038
802023.07.27 20:41buy220.10153.1380.0000.000
812023.07.27 20:41modify220.10153.138152.613154.038
822023.07.27 20:41modify210.10152.538152.613154.038
832023.07.27 22:05s/l210.10152.613152.613154.0385.0710627.72
842023.07.27 22:05s/l220.10152.613152.613154.038-35.5210592.20