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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=3; 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 profit885.65Gross profit1371.46Gross loss-485.81
Profit factor2.82Expected payoff17.37
Absolute drawdown28.89Maximal drawdown181.82 (1.73%)Relative drawdown1.73% (181.82)
Total trades51Short positions (won %)29 (62.07%)Long positions (won %)22 (54.55%)
Profit trades (% of total)30 (58.82%)Loss trades (% of total)21 (41.18%)
Largestprofit trade95.58loss trade-27.59
Averageprofit trade45.72loss trade-23.13
Maximumconsecutive wins (profit in money)5 (263.51)consecutive losses (loss in money)4 (-106.21)
Maximalconsecutive profit (count of wins)263.51 (5)consecutive loss (count of losses)-106.21 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.30 04:00sell10.10141.8350.0000.000
22022.09.30 04:00modify10.10141.835142.235140.435
32022.09.30 10:20sell20.10141.3400.0000.000
42022.09.30 10:20modify20.10141.340141.695140.435
52022.09.30 10:20modify10.10141.835141.695140.435
62022.09.30 11:30sell30.10140.9940.0000.000
72022.09.30 11:30modify30.10140.994141.485140.435
82022.09.30 11:30sell40.10140.9940.0000.000
92022.09.30 11:30modify40.10140.994141.345140.435
102022.09.30 11:30modify20.10141.340141.345140.435
112022.09.30 11:30modify10.10141.835141.345140.435
122022.09.30 11:35modify30.10140.994141.345140.435
132022.09.30 12:40s/l10.10141.345141.345140.43533.1310033.13
142022.09.30 12:40s/l20.10141.345141.345140.435-0.3410032.79
152022.09.30 12:40s/l30.10141.345141.345140.435-23.7410009.05
162022.09.30 12:40s/l40.10141.345141.345140.435-23.749985.31
172022.10.04 20:00sell50.10143.9090.0000.000
182022.10.04 20:00modify50.10143.909144.309142.509
192022.10.05 08:05sell60.10143.4090.0000.000
202022.10.05 08:05modify60.10143.409143.769142.509
212022.10.05 08:05modify50.10143.909143.769142.509
222022.10.05 11:40sell70.10143.0560.0000.000
232022.10.05 11:40modify70.10143.056143.559142.509
242022.10.05 11:40sell80.10143.0560.0000.000
252022.10.05 11:40modify80.10143.056143.419142.509
262022.10.05 11:40modify60.10143.409143.419142.509
272022.10.05 11:40modify50.10143.909143.419142.509
282022.10.05 11:45modify70.10143.056143.419142.509
292022.10.05 14:40t/p50.10142.509143.419142.50994.1310079.44
302022.10.05 14:40t/p60.10142.509143.419142.50960.8610140.30
312022.10.05 14:40t/p70.10142.509143.419142.50936.9910177.29
322022.10.05 14:40t/p80.10142.509143.419142.50936.9910214.28
332022.10.14 08:00sell90.10144.0570.0000.000
342022.10.14 08:00modify90.10144.057144.457142.657
352022.10.14 12:15sell100.10143.5560.0000.000
362022.10.14 12:15modify100.10143.556143.917142.657
372022.10.14 12:15modify90.10144.057143.917142.657
382022.10.14 12:20s/l90.10143.917143.917142.6579.4710223.75
392022.10.14 12:20s/l100.10143.917143.917142.657-24.4110199.34
402022.10.18 04:00sell110.10146.5260.0000.000
412022.10.18 04:00modify110.10146.526146.926145.126
422022.10.18 06:40s/l110.10146.926146.926145.126-27.0510172.29
432022.11.10 20:00buy120.10144.4090.0000.000
442022.11.10 20:00modify120.10144.409144.009145.809
452022.11.10 20:40s/l120.10144.009144.009145.809-27.0710145.22
462022.11.11 16:00buy130.10143.6200.0000.000
472022.11.11 16:00modify130.10143.620143.220145.020
482022.11.14 08:10buy140.10144.1200.0000.000
492022.11.14 08:10modify140.10144.120143.760145.020
502022.11.14 08:10modify130.10143.620143.760145.020
512022.11.14 08:30buy150.10144.4720.0000.000
522022.11.14 08:30modify150.10144.472143.970145.020
532022.11.14 08:30buy160.10144.4720.0000.000
542022.11.14 08:30modify160.10144.472144.110145.020
552022.11.14 08:30modify140.10144.120144.110145.020
562022.11.14 08:30modify130.10143.620144.110145.020
572022.11.14 08:35modify150.10144.472144.110145.020
582022.11.14 13:40t/p130.10145.020144.110145.02095.0110240.24
592022.11.14 13:40t/p140.10145.020144.110145.02060.9010301.14
602022.11.14 13:40t/p150.10145.020144.110145.02037.0810338.22
612022.11.14 13:40t/p160.10145.020144.110145.02037.0810375.30
622022.11.24 16:00buy170.10144.0490.0000.000
632022.11.24 16:00modify170.10144.049143.649145.449
642022.11.25 01:35buy180.10144.5450.0000.000
652022.11.25 01:35modify180.10144.545144.189145.449
662022.11.25 01:35modify170.10144.049144.189145.449
672022.11.25 09:20buy190.10144.8890.0000.000
682022.11.25 09:20modify190.10144.889144.399145.449
692022.11.25 09:20buy200.10144.8890.0000.000
702022.11.25 09:20modify200.10144.889144.539145.449
712022.11.25 09:20modify180.10144.545144.539145.449
722022.11.25 09:20modify170.10144.049144.539145.449
732022.11.25 09:25modify190.10144.889144.539145.449
742022.11.25 13:30s/l170.10144.539144.539145.44933.4310408.73
752022.11.25 13:30s/l180.10144.539144.539145.449-0.4110408.32
762022.11.25 13:30s/l190.10144.539144.539145.449-23.6910384.63
772022.11.25 13:30s/l200.10144.539144.539145.449-23.6910360.94
782022.12.15 20:00sell210.10146.4500.0000.000
792022.12.15 20:00modify210.10146.450146.850145.050
802022.12.16 09:50sell220.10145.5840.0000.000
812022.12.16 09:50modify220.10145.584146.100145.050
822022.12.16 09:50sell230.10145.5840.0000.000
832022.12.16 09:50modify230.10145.584145.960145.050
842022.12.16 09:50modify210.10146.450145.960145.050
852022.12.16 09:55modify220.10145.584145.960145.050
862022.12.16 15:40t/p210.10145.050145.960145.05094.1310455.07
872022.12.16 15:40t/p220.10145.050145.960145.05036.1110491.18
882022.12.16 15:40t/p230.10145.050145.960145.05036.1110527.29
892022.12.20 12:00buy240.10140.9970.0000.000
902022.12.20 12:00modify240.10140.997140.597142.397
912022.12.20 13:30s/l240.10140.597140.597142.397-27.0710500.22
922023.01.23 12:00sell250.10141.8020.0000.000
932023.01.23 12:00modify250.10141.802142.202140.402
942023.01.24 08:50sell260.10141.2870.0000.000
952023.01.24 08:50modify260.10141.287141.662140.402
962023.01.24 08:50modify250.10141.802141.662140.402
972023.01.24 09:05s/l250.10141.662141.662140.4028.9310509.16
982023.01.24 09:05s/l260.10141.662141.662140.402-25.3510483.81
992023.04.28 12:00sell270.10149.2840.0000.000
1002023.04.28 12:00modify270.10149.284149.684147.884
1012023.04.28 13:40s/l270.10149.684149.684147.884-27.0510456.76
1022023.04.28 20:00sell280.10150.0350.0000.000
1032023.04.28 20:00modify280.10150.035150.435148.635
1042023.05.01 00:30s/l280.10150.435150.435148.635-27.5910429.17
1052023.05.10 20:00buy290.10147.5730.0000.000
1062023.05.10 20:00modify290.10147.573147.173148.973
1072023.05.11 00:05s/l290.10147.173147.173148.973-26.2210402.95
1082023.05.11 16:00buy300.10146.8010.0000.000
1092023.05.11 16:00modify300.10146.801146.401148.201
1102023.05.12 16:05buy310.10147.3200.0000.000
1112023.05.12 16:05modify310.10147.320146.941148.201
1122023.05.12 16:05modify300.10146.801146.941148.201
1132023.05.15 02:40buy320.10147.6690.0000.000
1142023.05.15 02:40modify320.10147.669147.151148.201
1152023.05.15 02:40buy330.10147.6690.0000.000
1162023.05.15 02:40modify330.10147.669147.291148.201
1172023.05.15 02:40modify310.10147.320147.291148.201
1182023.05.15 02:40modify300.10146.801147.291148.201
1192023.05.15 02:45modify320.10147.669147.291148.201
1202023.05.16 13:20t/p300.10148.201147.291148.20195.5810498.53
1212023.05.16 13:20t/p310.10148.201147.291148.20160.1810558.70
1222023.05.16 13:20t/p320.10148.201147.291148.20136.2810594.99
1232023.05.16 13:20t/p330.10148.201147.291148.20136.2810631.27
1242023.05.31 12:00buy340.10149.2180.0000.000
1252023.05.31 12:00modify340.10149.218148.818150.618
1262023.05.31 14:05buy350.10149.7150.0000.000
1272023.05.31 14:05modify350.10149.715149.358150.618
1282023.05.31 14:05modify340.10149.218149.358150.618
1292023.05.31 14:30s/l340.10149.358149.358150.6189.4710640.74
1302023.05.31 14:30s/l350.10149.358149.358150.618-24.1610616.58
1312023.05.31 20:00buy360.10148.9390.0000.000
1322023.05.31 20:00modify360.10148.939148.539150.339
1332023.06.01 08:50buy370.10149.4570.0000.000
1342023.06.01 08:50modify370.10149.457149.079150.339
1352023.06.01 08:50modify360.10148.939149.079150.339
1362023.06.01 12:40s/l360.10149.079149.079150.33910.3310626.91
1372023.06.01 12:40s/l370.10149.079149.079150.339-25.5710601.34
1382023.06.15 12:00sell380.10152.7990.0000.000
1392023.06.15 12:00modify380.10152.799153.199151.399
1402023.06.15 12:30s/l380.10153.199153.199151.399-27.0510574.29
1412023.06.15 20:00sell390.10153.5520.0000.000
1422023.06.15 20:00modify390.10153.552153.952152.152
1432023.06.16 02:40s/l390.10153.952153.952152.152-27.5910546.70
1442023.07.12 16:00buy400.10153.7510.0000.000
1452023.07.12 16:00modify400.10153.751153.351155.151
1462023.07.12 19:40buy410.10154.2490.0000.000
1472023.07.12 19:40modify410.10154.249153.891155.151
1482023.07.12 19:40modify400.10153.751153.891155.151
1492023.07.13 00:15s/l400.10153.891153.891155.15110.3210557.02
1502023.07.13 00:15s/l410.10153.891153.891155.151-23.3810533.64
1512023.07.21 16:00sell420.10157.6130.0000.000
1522023.07.21 16:00modify420.10157.613158.013156.213
1532023.07.24 08:20sell430.10156.7540.0000.000
1542023.07.24 08:20modify430.10156.754157.263156.213
1552023.07.24 08:20sell440.10156.7540.0000.000
1562023.07.24 08:20modify440.10156.754157.123156.213
1572023.07.24 08:20modify420.10157.613157.123156.213
1582023.07.24 08:25modify430.10156.754157.123156.213
1592023.07.25 09:40t/p420.10156.213157.123156.21393.6010627.24
1602023.07.25 09:40t/p430.10156.213157.123156.21336.0410663.28
1612023.07.25 09:40t/p440.10156.213157.123156.21336.0410699.32
1622023.07.25 20:00buy450.10155.8230.0000.000
1632023.07.25 20:00modify450.10155.823155.423157.223
1642023.07.26 08:40s/l450.10155.423155.423157.223-26.7810672.55
1652023.08.10 20:00sell460.10158.9750.0000.000
1662023.08.10 20:00modify460.10158.975159.375157.575
1672023.08.11 14:15sell470.10158.4820.0000.000
1682023.08.11 14:15modify470.10158.482158.835157.575
1692023.08.11 14:15modify460.10158.975158.835157.575
1702023.08.11 14:30s/l460.10158.835158.835157.5758.9310681.48
1712023.08.11 14:30s/l470.10158.835158.835157.575-23.8710657.61
1722023.08.22 04:00sell480.10159.3700.0000.000
1732023.08.22 04:00modify480.10159.370159.770157.970
1742023.08.22 08:50sell490.10158.8780.0000.000
1752023.08.22 08:50modify490.10158.878159.230157.970
1762023.08.22 08:50modify480.10159.370159.230157.970
1772023.08.22 10:40sell500.10158.5180.0000.000
1782023.08.22 10:40modify500.10158.518159.020157.970
1792023.08.22 10:40sell510.10158.5180.0000.000
1802023.08.22 10:40modify510.10158.518158.880157.970
1812023.08.22 10:40modify490.10158.878158.880157.970
1822023.08.22 10:40modify480.10159.370158.880157.970
1832023.08.22 10:45modify500.10158.518158.880157.970
1842023.08.23 01:05t/p480.10157.970158.880157.97094.1310751.74
1852023.08.23 01:05t/p490.10157.970158.880157.97060.8610812.61
1862023.08.23 01:05t/p500.10157.970158.880157.97036.5210849.13
1872023.08.23 01:05t/p510.10157.970158.880157.97036.5210885.65