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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=4; 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 profit1099.15Gross profit1355.77Gross loss-256.63
Profit factor5.28Expected payoff37.90
Absolute drawdown39.76Maximal drawdown168.83 (1.62%)Relative drawdown1.62% (168.83)
Total trades29Short positions (won %)10 (70.00%)Long positions (won %)19 (73.68%)
Profit trades (% of total)21 (72.41%)Loss trades (% of total)8 (27.59%)
Largestprofit trade102.06loss trade-35.42
Averageprofit trade64.56loss trade-32.08
Maximumconsecutive wins (profit in money)9 (562.70)consecutive losses (loss in money)4 (-120.81)
Maximalconsecutive profit (count of wins)562.70 (9)consecutive loss (count of losses)-120.81 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.07 08:00sell10.10142.7990.0000.000
22022.09.07 08:00modify10.10142.799143.299141.299
32022.09.07 11:05s/l10.10143.299143.299141.299-33.819966.19
42022.10.21 16:00buy20.10144.2060.0000.000
52022.10.21 16:00modify20.10144.206143.706145.706
62022.10.21 17:40t/p20.10145.706143.706145.706101.5010067.69
72022.11.10 16:00buy30.10144.1650.0000.000
82022.11.10 16:00modify30.10144.165143.665145.665
92022.11.10 21:30s/l30.10143.665143.665145.665-33.8310033.86
102022.11.11 12:00buy40.10143.5770.0000.000
112022.11.11 12:00modify40.10143.577143.077145.077
122022.11.14 08:40buy50.10144.6480.0000.000
132022.11.14 08:40modify50.10144.648144.102145.077
142022.11.14 08:40modify40.10143.577144.102145.077
152022.11.14 15:30t/p40.10145.077144.102145.077101.7810135.64
162022.11.14 15:30t/p50.10145.077144.102145.07729.0310164.67
172022.12.15 16:00sell60.10146.5280.0000.000
182022.12.15 16:00modify60.10146.528147.028145.028
192022.12.16 09:20sell70.10145.7670.0000.000
202022.12.16 09:20modify70.10145.767146.378145.028
212022.12.16 09:20sell80.10145.7670.0000.000
222022.12.16 09:20modify80.10145.767146.153145.028
232022.12.16 09:20modify60.10146.528146.153145.028
242022.12.16 09:25modify70.10145.767146.153145.028
252022.12.16 12:40sell90.10145.4580.0000.000
262022.12.16 12:40modify90.10145.458146.003145.028
272022.12.16 12:40modify80.10145.767146.003145.028
282022.12.16 12:40modify70.10145.767146.003145.028
292022.12.16 12:40modify60.10146.528146.003145.028
302022.12.16 15:40t/p60.10145.028146.003145.028100.8910265.57
312022.12.16 15:40t/p70.10145.028146.003145.02849.9710315.54
322022.12.16 15:40t/p80.10145.028146.003145.02849.9710365.51
332022.12.16 15:40t/p90.10145.028146.003145.02829.0810394.59
342022.12.20 04:00buy100.10141.5900.0000.000
352022.12.20 04:00modify100.10141.590141.090143.090
362022.12.20 05:30s/l100.10141.090141.090143.090-33.8310360.76
372023.01.03 12:00buy110.10137.8200.0000.000
382023.01.03 12:00modify110.10137.820137.320139.320
392023.01.04 01:15buy120.10138.5760.0000.000
402023.01.04 01:15modify120.10138.576137.970139.320
412023.01.04 01:15buy130.10138.5760.0000.000
422023.01.04 01:15modify130.10138.576138.195139.320
432023.01.04 01:15modify110.10137.820138.195139.320
442023.01.04 01:20modify120.10138.576138.195139.320
452023.01.04 01:40s/l110.10138.195138.195139.32025.6510386.41
462023.01.04 01:40s/l120.10138.195138.195139.320-25.7810360.63
472023.01.04 01:40s/l130.10138.195138.195139.320-25.7810334.85
482023.01.04 20:00sell140.10140.6350.0000.000
492023.01.04 20:00modify140.10140.635141.135139.135
502023.01.05 13:30s/l140.10141.135141.135139.135-35.4210299.43
512023.01.13 08:00buy150.10139.3020.0000.000
522023.01.13 08:00modify150.10139.302138.802140.802
532023.01.13 13:30s/l150.10138.802138.802140.802-33.8310265.60
542023.01.13 16:00buy160.10138.1080.0000.000
552023.01.13 16:00modify160.10138.108137.608139.608
562023.01.16 06:50buy170.10138.8750.0000.000
572023.01.16 06:50modify170.10138.875138.258139.608
582023.01.16 06:50buy180.10138.8750.0000.000
592023.01.16 06:50modify180.10138.875138.483139.608
602023.01.16 06:50modify160.10138.108138.483139.608
612023.01.16 06:55modify170.10138.875138.483139.608
622023.01.16 09:15buy190.10139.1820.0000.000
632023.01.16 09:15modify190.10139.182138.633139.608
642023.01.16 09:15modify180.10138.875138.633139.608
652023.01.16 09:15modify170.10138.875138.633139.608
662023.01.16 09:15modify160.10138.108138.633139.608
672023.01.17 14:15t/p160.10139.608138.633139.608102.0610367.65
682023.01.17 14:15t/p170.10139.608138.633139.60849.8810417.54
692023.01.17 14:15t/p180.10139.608138.633139.60849.8810467.42
702023.01.17 14:15t/p190.10139.608138.633139.60829.1110496.53
712023.01.18 04:00sell200.10141.2770.0000.000
722023.01.18 04:00modify200.10141.277141.777139.777
732023.01.18 08:40sell210.10140.5100.0000.000
742023.01.18 08:40modify210.10140.510141.127139.777
752023.01.18 08:40sell220.10140.5100.0000.000
762023.01.18 08:40modify220.10140.510140.902139.777
772023.01.18 08:40modify200.10141.277140.902139.777
782023.01.18 08:45modify210.10140.510140.902139.777
792023.01.18 11:30t/p200.10139.777140.902139.777101.4310597.96
802023.01.18 11:30t/p210.10139.777140.902139.77749.5610647.52
812023.01.18 11:30t/p220.10139.777140.902139.77749.5610697.08
822023.03.24 12:00buy230.10139.6320.0000.000
832023.03.24 12:00modify230.10139.632139.132141.132
842023.03.24 17:55buy240.10140.7010.0000.000
852023.03.24 17:55modify240.10140.701140.157141.132
862023.03.24 17:55modify230.10139.632140.157141.132
872023.03.27 06:30t/p230.10141.132140.157141.132101.7710798.86
882023.03.27 06:30t/p240.10141.132140.157141.13229.4410828.30
892023.04.28 16:00sell250.10150.0420.0000.000
902023.04.28 16:00modify250.10150.042150.542148.542
912023.05.01 00:40s/l250.10150.542150.542148.542-34.3510793.95
922023.05.04 16:00buy260.10147.2900.0000.000
932023.05.04 16:00modify260.10147.290146.790148.790
942023.05.04 22:40buy270.10148.0430.0000.000
952023.05.04 22:40modify270.10148.043147.440148.790
962023.05.04 22:40buy280.10148.0430.0000.000
972023.05.04 22:40modify280.10148.043147.665148.790
982023.05.04 22:40modify260.10147.290147.665148.790
992023.05.04 22:45modify270.10148.043147.665148.790
1002023.05.07 22:40t/p260.10148.790147.665148.790101.7710895.73
1012023.05.07 22:40t/p270.10148.790147.665148.79050.8210946.55
1022023.05.07 22:40t/p280.10148.790147.665148.79050.8210997.37
1032023.07.27 20:00buy290.10152.5380.0000.000
1042023.07.27 20:00modify290.10152.538152.038154.038
1052023.07.28 03:30t/p290.10154.038152.038154.038101.7711099.15