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=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 test1917Ticks modelled56416486Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit289.75Gross profit842.16Gross loss-552.41
Profit factor1.52Expected payoff6.16
Absolute drawdown142.32Maximal drawdown269.99 (2.67%)Relative drawdown2.67% (269.99)
Total trades47Short positions (won %)29 (58.62%)Long positions (won %)18 (33.33%)
Profit trades (% of total)23 (48.94%)Loss trades (% of total)24 (51.06%)
Largestprofit trade94.13loss trade-27.59
Averageprofit trade36.62loss trade-23.02
Maximumconsecutive wins (profit in money)4 (231.40)consecutive losses (loss in money)4 (-104.52)
Maximalconsecutive profit (count of wins)231.40 (4)consecutive loss (count of losses)-104.52 (4)
Averageconsecutive wins2consecutive 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 10:17sell20.10141.3440.0000.000
42022.09.30 10:17modify20.10141.344141.695140.435
52022.09.30 10:17modify10.10141.835141.695140.435
62022.09.30 10:51sell30.10140.9920.0000.000
72022.09.30 10:51modify30.10140.992141.485140.435
82022.09.30 10:51sell40.10140.9920.0000.000
92022.09.30 10:51modify40.10140.992141.345140.435
102022.09.30 10:51modify20.10141.344141.345140.435
112022.09.30 10:51modify10.10141.835141.345140.435
122022.09.30 10:51modify30.10140.992141.345140.435
132022.09.30 12:25s/l10.10141.345141.345140.43533.1310033.13
142022.09.30 12:25s/l20.10141.345141.345140.435-0.0710033.06
152022.09.30 12:25s/l30.10141.345141.345140.435-23.8710009.19
162022.09.30 12:25s/l40.10141.345141.345140.435-23.879985.32
172022.10.04 20:00sell50.10143.9090.0000.000
182022.10.04 20:00modify50.10143.909144.309142.509
192022.10.05 00:11sell60.10143.4180.0000.000
202022.10.05 00:11modify60.10143.418143.769142.509
212022.10.05 00:11modify50.10143.909143.769142.509
222022.10.05 01:52s/l50.10143.769143.769142.5098.939994.25
232022.10.05 01:52s/l60.10143.769143.769142.509-23.739970.52
242022.10.14 08:00sell70.10144.0570.0000.000
252022.10.14 08:00modify70.10144.057144.457142.657
262022.10.14 11:49sell80.10143.5670.0000.000
272022.10.14 11:49modify80.10143.567143.917142.657
282022.10.14 11:49modify70.10144.057143.917142.657
292022.10.14 12:46s/l70.10143.917143.917142.6579.479979.99
302022.10.14 12:46s/l80.10143.917143.917142.657-23.679956.32
312022.10.18 04:00sell90.10146.5260.0000.000
322022.10.18 04:00modify90.10146.526146.926145.126
332022.10.18 06:44s/l90.10146.926146.926145.126-27.059929.27
342022.11.10 20:00buy100.10144.4090.0000.000
352022.11.10 20:00modify100.10144.409144.009145.809
362022.11.10 20:38s/l100.10144.009144.009145.809-27.079902.20
372022.11.11 16:00buy110.10143.6200.0000.000
382022.11.11 16:00modify110.10143.620143.220145.020
392022.11.13 22:11buy120.10144.1140.0000.000
402022.11.13 22:11modify120.10144.114143.760145.020
412022.11.13 22:11modify110.10143.620143.760145.020
422022.11.13 23:00s/l110.10143.760143.760145.0209.489911.68
432022.11.13 23:00s/l120.10143.760143.760145.020-23.959887.73
442022.11.24 16:00buy130.10144.0490.0000.000
452022.11.24 16:00modify130.10144.049143.649145.449
462022.11.25 00:51buy140.10144.5400.0000.000
472022.11.25 00:51modify140.10144.540144.189145.449
482022.11.25 00:51modify130.10144.049144.189145.449
492022.11.25 09:24buy150.10144.8900.0000.000
502022.11.25 09:24modify150.10144.890144.399145.449
512022.11.25 09:24buy160.10144.8900.0000.000
522022.11.25 09:24modify160.10144.890144.539145.449
532022.11.25 09:24modify140.10144.540144.539145.449
542022.11.25 09:24modify130.10144.049144.539145.449
552022.11.25 09:24modify150.10144.890144.539145.449
562022.11.25 13:17s/l130.10144.539144.539145.44933.439921.17
572022.11.25 13:17s/l140.10144.539144.539145.449-0.079921.10
582022.11.25 13:17s/l150.10144.539144.539145.449-23.759897.35
592022.11.25 13:17s/l160.10144.539144.539145.449-23.759873.60
602022.12.15 20:00sell170.10146.4500.0000.000
612022.12.15 20:00modify170.10146.450146.850145.050
622022.12.16 07:53sell180.10145.9600.0000.000
632022.12.16 07:53modify180.10145.960146.310145.050
642022.12.16 07:53modify170.10146.450146.310145.050
652022.12.16 09:56sell190.10145.6100.0000.000
662022.12.16 09:56modify190.10145.610146.100145.050
672022.12.16 09:56sell200.10145.6100.0000.000
682022.12.16 09:56modify200.10145.610145.960145.050
692022.12.16 09:56modify180.10145.960145.960145.050
702022.12.16 09:56modify170.10146.450145.960145.050
712022.12.16 09:56modify190.10145.610145.960145.050
722022.12.16 15:44t/p170.10145.050145.960145.05094.139967.73
732022.12.16 15:44t/p180.10145.050145.960145.05061.5310029.26
742022.12.16 15:44t/p190.10145.050145.960145.05037.8710067.13
752022.12.16 15:44t/p200.10145.050145.960145.05037.8710105.00
762022.12.20 12:00buy210.10140.9970.0000.000
772022.12.20 12:00modify210.10140.997140.597142.397
782022.12.20 13:07s/l210.10140.597140.597142.397-27.0710077.93
792023.01.23 12:00sell220.10141.8020.0000.000
802023.01.23 12:00modify220.10141.802142.202140.402
812023.01.24 08:39sell230.10141.3120.0000.000
822023.01.24 08:39modify230.10141.312141.662140.402
832023.01.24 08:39modify220.10141.802141.662140.402
842023.01.24 09:18s/l220.10141.662141.662140.4028.9310086.86
852023.01.24 09:18s/l230.10141.662141.662140.402-23.6610063.20
862023.04.28 12:00sell240.10149.2840.0000.000
872023.04.28 12:00modify240.10149.284149.684147.884
882023.04.28 13:43s/l240.10149.684149.684147.884-27.0510036.15
892023.04.28 20:00sell250.10150.0350.0000.000
902023.04.28 20:00modify250.10150.035150.435148.635
912023.05.01 00:18s/l250.10150.435150.435148.635-27.5910008.57
922023.05.10 20:00buy260.10147.5730.0000.000
932023.05.10 20:00modify260.10147.573147.173148.973
942023.05.11 00:18s/l260.10147.173147.173148.973-26.229982.34
952023.05.11 16:00buy270.10146.8010.0000.000
962023.05.11 16:00modify270.10146.801146.401148.201
972023.05.12 06:17buy280.10147.2920.0000.000
982023.05.12 06:17modify280.10147.292146.941148.201
992023.05.12 06:17modify270.10146.801146.941148.201
1002023.05.12 08:11s/l270.10146.941146.941148.2019.769992.11
1012023.05.12 08:11s/l280.10146.941146.941148.201-23.759968.36
1022023.05.31 12:00buy290.10149.2180.0000.000
1032023.05.31 12:00modify290.10149.218148.818150.618
1042023.05.31 14:00buy300.10149.7210.0000.000
1052023.05.31 14:00modify300.10149.721149.358150.618
1062023.05.31 14:00modify290.10149.218149.358150.618
1072023.05.31 14:18s/l290.10149.358149.358150.6189.479977.83
1082023.05.31 14:18s/l300.10149.358149.358150.618-24.579953.26
1092023.05.31 20:00buy310.10148.9390.0000.000
1102023.05.31 20:00modify310.10148.939148.539150.339
1112023.06.01 08:43buy320.10149.4300.0000.000
1122023.06.01 08:43modify320.10149.430149.079150.339
1132023.06.01 08:43modify310.10148.939149.079150.339
1142023.06.01 12:33s/l310.10149.079149.079150.33910.339963.59
1152023.06.01 12:33s/l320.10149.079149.079150.339-23.759939.84
1162023.06.15 12:00sell330.10152.7990.0000.000
1172023.06.15 12:00modify330.10152.799153.199151.399
1182023.06.15 12:16s/l330.10153.199153.199151.399-27.059912.79
1192023.06.15 20:00sell340.10153.5520.0000.000
1202023.06.15 20:00modify340.10153.552153.952152.152
1212023.06.16 02:47s/l340.10153.952153.952152.152-27.599885.20
1222023.07.12 16:00buy350.10153.7510.0000.000
1232023.07.12 16:00modify350.10153.751153.351155.151
1242023.07.12 19:52buy360.10154.2410.0000.000
1252023.07.12 19:52modify360.10154.241153.891155.151
1262023.07.12 19:52modify350.10153.751153.891155.151
1272023.07.13 00:21s/l350.10153.891153.891155.15110.329895.52
1282023.07.13 00:21s/l360.10153.891153.891155.151-22.839872.69
1292023.07.21 16:00sell370.10157.6130.0000.000
1302023.07.21 16:00modify370.10157.613158.013156.213
1312023.07.24 07:16sell380.10157.1230.0000.000
1322023.07.24 07:16modify380.10157.123157.473156.213
1332023.07.24 07:16modify370.10157.613157.473156.213
1342023.07.24 07:30sell390.10156.7710.0000.000
1352023.07.24 07:30modify390.10156.771157.263156.213
1362023.07.24 07:30sell400.10156.7710.0000.000
1372023.07.24 07:30modify400.10156.771157.123156.213
1382023.07.24 07:30modify380.10157.123157.123156.213
1392023.07.24 07:30modify370.10157.613157.123156.213
1402023.07.24 07:30modify390.10156.771157.123156.213
1412023.07.25 09:47t/p370.10156.213157.123156.21393.609966.28
1422023.07.25 09:47t/p380.10156.213157.123156.21360.9910027.28
1432023.07.25 09:47t/p390.10156.213157.123156.21337.1910064.47
1442023.07.25 09:47t/p400.10156.213157.123156.21337.1910101.66
1452023.07.25 20:00buy410.10155.8230.0000.000
1462023.07.25 20:00modify410.10155.823155.423157.223
1472023.07.26 08:29s/l410.10155.423155.423157.223-26.7810074.89
1482023.08.10 20:00sell420.10158.9750.0000.000
1492023.08.10 20:00modify420.10158.975159.375157.575
1502023.08.11 14:00sell430.10158.4850.0000.000
1512023.08.11 14:00modify430.10158.485158.835157.575
1522023.08.11 14:00modify420.10158.975158.835157.575
1532023.08.11 14:15s/l420.10158.835158.835157.5758.9310083.82
1542023.08.11 14:15s/l430.10158.835158.835157.575-23.6610060.16
1552023.08.22 04:00sell440.10159.3700.0000.000
1562023.08.22 04:00modify440.10159.370159.770157.970
1572023.08.22 08:53sell450.10158.8790.0000.000
1582023.08.22 08:53modify450.10158.879159.230157.970
1592023.08.22 08:53modify440.10159.370159.230157.970
1602023.08.22 10:20sell460.10158.5290.0000.000
1612023.08.22 10:20modify460.10158.529159.020157.970
1622023.08.22 10:20sell470.10158.5290.0000.000
1632023.08.22 10:20modify470.10158.529158.880157.970
1642023.08.22 10:20modify450.10158.879158.880157.970
1652023.08.22 10:20modify440.10159.370158.880157.970
1662023.08.22 10:20modify460.10158.529158.880157.970
1672023.08.23 01:00t/p440.10157.970158.880157.97094.1310154.29
1682023.08.23 01:00t/p450.10157.970158.880157.97060.9310215.23
1692023.08.23 01:00t/p460.10157.970158.880157.97037.2610252.49
1702023.08.23 01:00t/p470.10157.970158.880157.97037.2610289.75