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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; 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 test1917Ticks modelled56416486Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit694.98Gross profit1113.98Gross loss-419.00
Profit factor2.66Expected payoff19.31
Absolute drawdown14.20Maximal drawdown250.65 (2.45%)Relative drawdown2.45% (250.65)
Total trades36Short positions (won %)20 (70.00%)Long positions (won %)16 (62.50%)
Profit trades (% of total)24 (66.67%)Loss trades (% of total)12 (33.33%)
Largestprofit trade96.14loss trade-48.41
Averageprofit trade46.42loss trade-34.92
Maximumconsecutive wins (profit in money)5 (239.47)consecutive losses (loss in money)4 (-119.60)
Maximalconsecutive profit (count of wins)239.47 (5)consecutive loss (count of losses)-119.60 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 20:00sell10.10143.9090.0000.000
22022.10.04 20:00modify10.10143.909144.609142.509
32022.10.05 10:21sell20.10143.2080.0000.000
42022.10.05 10:21modify20.10143.208143.839142.509
52022.10.05 10:21modify10.10143.909143.839142.509
62022.10.05 11:45sell30.10143.0620.0000.000
72022.10.05 11:45modify30.10143.062143.559142.509
82022.10.05 11:45modify20.10143.208143.559142.509
92022.10.05 11:45modify10.10143.909143.559142.509
102022.10.05 13:17sell40.10142.9240.0000.000
112022.10.05 13:17modify40.10142.924143.419142.509
122022.10.05 13:17modify30.10143.062143.419142.509
132022.10.05 13:17modify20.10143.208143.419142.509
142022.10.05 13:17modify10.10143.909143.419142.509
152022.10.05 14:19t/p10.10142.509143.419142.50994.1310094.13
162022.10.05 14:19t/p20.10142.509143.419142.50947.2710141.40
172022.10.05 14:19t/p30.10142.509143.419142.50937.4010178.80
182022.10.05 14:19t/p40.10142.509143.419142.50928.0610206.86
192022.11.10 20:00buy50.10144.4090.0000.000
202022.11.10 20:00modify50.10144.409143.709145.809
212022.11.10 21:03s/l50.10143.709143.709145.809-47.3610159.50
222022.11.11 16:00buy60.10143.6200.0000.000
232022.11.11 16:00modify60.10143.620142.920145.020
242022.11.13 22:14buy70.10144.3300.0000.000
252022.11.13 22:14modify70.10144.330143.690145.020
262022.11.13 22:14modify60.10143.620143.690145.020
272022.11.13 23:00s/l60.10143.690143.690145.0204.7410164.24
282022.11.13 23:00s/l70.10143.690143.690145.020-43.3010120.94
292022.11.24 16:00buy80.10144.0490.0000.000
302022.11.24 16:00modify80.10144.049143.349145.449
312022.11.25 08:54buy90.10144.7500.0000.000
322022.11.25 08:54modify90.10144.750144.119145.449
332022.11.25 08:54modify80.10144.049144.119145.449
342022.11.25 09:24buy100.10144.8900.0000.000
352022.11.25 09:24modify100.10144.890144.399145.449
362022.11.25 09:24modify90.10144.750144.399145.449
372022.11.25 09:24modify80.10144.049144.399145.449
382022.11.25 09:39buy110.10145.0290.0000.000
392022.11.25 09:39modify110.10145.029144.539145.449
402022.11.25 09:39modify100.10144.890144.539145.449
412022.11.25 09:39modify90.10144.750144.539145.449
422022.11.25 09:39modify80.10144.049144.539145.449
432022.11.25 13:17s/l80.10144.539144.539145.44933.4310154.38
442022.11.25 13:17s/l90.10144.539144.539145.449-14.2810140.10
452022.11.25 13:17s/l100.10144.539144.539145.449-23.7510116.35
462022.11.25 13:17s/l110.10144.539144.539145.449-33.1610083.19
472022.12.05 20:00sell120.10143.4030.0000.000
482022.12.05 20:00modify120.10143.403144.103142.003
492022.12.07 09:23s/l120.10144.103144.103142.003-48.4110034.77
502022.12.15 20:00sell130.10146.4500.0000.000
512022.12.15 20:00modify130.10146.450147.150145.050
522022.12.16 08:18sell140.10145.7450.0000.000
532022.12.16 08:18modify140.10145.745146.380145.050
542022.12.16 08:18modify130.10146.450146.380145.050
552022.12.16 09:56sell150.10145.6100.0000.000
562022.12.16 09:56modify150.10145.610146.100145.050
572022.12.16 09:56modify140.10145.745146.100145.050
582022.12.16 09:56modify130.10146.450146.100145.050
592022.12.16 12:58sell160.10145.4700.0000.000
602022.12.16 12:58modify160.10145.470145.960145.050
612022.12.16 12:58modify150.10145.610145.960145.050
622022.12.16 12:58modify140.10145.745145.960145.050
632022.12.16 12:58modify130.10146.450145.960145.050
642022.12.16 15:44t/p130.10145.050145.960145.05094.1310128.91
652022.12.16 15:44t/p140.10145.050145.960145.05047.0010175.91
662022.12.16 15:44t/p150.10145.050145.960145.05037.8710213.78
672022.12.16 15:44t/p160.10145.050145.960145.05028.4010242.18
682023.01.23 20:00sell170.10141.8880.0000.000
692023.01.23 20:00modify170.10141.888142.588140.488
702023.01.25 10:09sell180.10141.1880.0000.000
712023.01.25 10:09modify180.10141.188141.818140.488
722023.01.25 10:09modify170.10141.888141.818140.488
732023.01.25 11:12sell190.10141.0460.0000.000
742023.01.25 11:12modify190.10141.046141.538140.488
752023.01.25 11:12modify180.10141.188141.538140.488
762023.01.25 11:12modify170.10141.888141.538140.488
772023.01.25 11:17sell200.10140.9070.0000.000
782023.01.25 11:17modify200.10140.907141.398140.488
792023.01.25 11:17modify190.10141.046141.398140.488
802023.01.25 11:17modify180.10141.188141.398140.488
812023.01.25 11:17modify170.10141.888141.398140.488
822023.01.25 14:47s/l170.10141.398141.398140.48832.0710274.24
832023.01.25 14:47s/l180.10141.398141.398140.488-14.2010260.04
842023.01.25 14:47s/l190.10141.398141.398140.488-23.8010236.24
852023.01.25 14:47s/l200.10141.398141.398140.488-33.2010203.04
862023.04.05 20:00buy210.10143.1190.0000.000
872023.04.05 20:00modify210.10143.119142.419144.519
882023.04.06 14:11buy220.10143.8190.0000.000
892023.04.06 14:11modify220.10143.819143.189144.519
902023.04.06 14:11modify210.10143.119143.189144.519
912023.04.06 14:57buy230.10143.9590.0000.000
922023.04.06 14:57modify230.10143.959143.469144.519
932023.04.06 14:57modify220.10143.819143.469144.519
942023.04.06 14:57modify210.10143.119143.469144.519
952023.04.07 12:40buy240.10144.1000.0000.000
962023.04.07 12:40modify240.10144.100143.609144.519
972023.04.07 12:40modify230.10143.959143.609144.519
982023.04.07 12:40modify220.10143.819143.609144.519
992023.04.07 12:40modify210.10143.119143.609144.519
1002023.04.10 00:37t/p210.10144.519143.609144.51996.1410299.18
1012023.04.10 00:37t/p220.10144.519143.609144.51947.9310347.10
1022023.04.10 00:37t/p230.10144.519143.609144.51938.4610385.56
1032023.04.10 00:37t/p240.10144.519143.609144.51928.6310414.19
1042023.05.10 20:00buy250.10147.5730.0000.000
1052023.05.10 20:00modify250.10147.573146.873148.973
1062023.05.11 06:57s/l250.10146.873146.873148.973-46.5110367.68
1072023.05.11 16:00buy260.10146.8010.0000.000
1082023.05.11 16:00modify260.10146.801146.101148.201
1092023.05.15 00:16buy270.10147.5020.0000.000
1102023.05.15 00:16modify270.10147.502146.871148.201
1112023.05.15 00:16modify260.10146.801146.871148.201
1122023.05.15 02:20buy280.10147.6420.0000.000
1132023.05.15 02:20modify280.10147.642147.151148.201
1142023.05.15 02:20modify270.10147.502147.151148.201
1152023.05.15 02:20modify260.10146.801147.151148.201
1162023.05.15 03:35buy290.10147.7820.0000.000
1172023.05.15 03:35modify290.10147.782147.291148.201
1182023.05.15 03:35modify280.10147.642147.291148.201
1192023.05.15 03:35modify270.10147.502147.291148.201
1202023.05.15 03:35modify260.10146.801147.291148.201
1212023.05.16 13:02t/p260.10148.201147.291148.20195.5810463.26
1222023.05.16 13:02t/p270.10148.201147.291148.20147.5710510.83
1232023.05.16 13:02t/p280.10148.201147.291148.20138.1010548.94
1242023.05.16 13:02t/p290.10148.201147.291148.20128.6310577.57
1252023.06.15 20:00sell300.10153.5520.0000.000
1262023.06.15 20:00modify300.10153.552154.252152.152
1272023.06.16 06:31s/l300.10154.252154.252152.152-47.8810529.69
1282023.07.21 16:00sell310.10157.6130.0000.000
1292023.07.21 16:00modify310.10157.613158.313156.213
1302023.07.24 07:30sell320.10156.9110.0000.000
1312023.07.24 07:30modify320.10156.911157.543156.213
1322023.07.24 07:30modify310.10157.613157.543156.213
1332023.07.24 07:30sell330.10156.7710.0000.000
1342023.07.24 07:30modify330.10156.771157.263156.213
1352023.07.24 07:30modify320.10156.911157.263156.213
1362023.07.24 07:30modify310.10157.613157.263156.213
1372023.07.24 07:34sell340.10156.6330.0000.000
1382023.07.24 07:34modify340.10156.633157.123156.213
1392023.07.24 07:34modify330.10156.771157.123156.213
1402023.07.24 07:34modify320.10156.911157.123156.213
1412023.07.24 07:34modify310.10157.613157.123156.213
1422023.07.25 09:47t/p310.10156.213157.123156.21393.6010623.29
1432023.07.25 09:47t/p320.10156.213157.123156.21346.6610669.95
1442023.07.25 09:47t/p330.10156.213157.123156.21337.1910707.15
1452023.07.25 09:47t/p340.10156.213157.123156.21327.8610735.01
1462023.08.10 20:00sell350.10158.9750.0000.000
1472023.08.10 20:00modify350.10158.975159.675157.575
1482023.08.14 01:03sell360.10158.2750.0000.000
1492023.08.14 01:03modify360.10158.275158.905157.575
1502023.08.14 01:03modify350.10158.975158.905157.575
1512023.08.15 06:15s/l350.10158.905158.905157.5753.1210738.13
1522023.08.15 06:15s/l360.10158.905158.905157.575-43.1510694.98