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=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 test1917Ticks modelled56416486Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit328.66Gross profit873.14Gross loss-544.48
Profit factor1.60Expected payoff8.65
Absolute drawdown143.59Maximal drawdown304.67 (3.00%)Relative drawdown3.00% (304.67)
Total trades38Short positions (won %)11 (72.73%)Long positions (won %)27 (37.04%)
Profit trades (% of total)18 (47.37%)Loss trades (% of total)20 (52.63%)
Largestprofit trade101.77loss trade-36.40
Averageprofit trade48.51loss trade-27.22
Maximumconsecutive wins (profit in money)5 (269.93)consecutive losses (loss in money)4 (-120.92)
Maximalconsecutive profit (count of wins)269.93 (5)consecutive loss (count of losses)-120.92 (4)
Averageconsecutive wins3consecutive losses3
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 11:01s/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 16:05buy30.10144.9590.0000.000
72022.10.21 16:05modify30.10144.959144.356145.706
82022.10.21 16:05buy40.10144.9590.0000.000
92022.10.21 16:05modify40.10144.959144.581145.706
102022.10.21 16:05modify20.10144.206144.581145.706
112022.10.21 16:05modify30.10144.959144.581145.706
122022.10.21 16:13buy50.10145.2560.0000.000
132022.10.21 16:13modify50.10145.256144.731145.706
142022.10.21 16:13modify40.10144.959144.731145.706
152022.10.21 16:13modify30.10144.959144.731145.706
162022.10.21 16:13modify20.10144.206144.731145.706
172022.10.21 16:25s/l20.10144.731144.731145.70635.5310001.72
182022.10.21 16:25s/l30.10144.731144.731145.706-15.429986.30
192022.10.21 16:25s/l40.10144.731144.731145.706-15.429970.88
202022.10.21 16:25s/l50.10144.731144.731145.706-35.529935.36
212022.11.10 16:00buy60.10144.1650.0000.000
222022.11.10 16:00modify60.10144.165143.665145.665
232022.11.10 21:03s/l60.10143.665143.665145.665-33.839901.53
242022.11.11 12:00buy70.10143.5770.0000.000
252022.11.11 12:00modify70.10143.577143.077145.077
262022.11.13 22:14buy80.10144.3300.0000.000
272022.11.13 22:14modify80.10144.330143.727145.077
282022.11.13 22:14buy90.10144.3300.0000.000
292022.11.13 22:14modify90.10144.330143.952145.077
302022.11.13 22:14modify70.10143.577143.952145.077
312022.11.13 22:14modify80.10144.330143.952145.077
322022.11.13 23:00s/l70.10143.952143.952145.07725.389926.91
332022.11.13 23:00s/l80.10143.952143.952145.077-25.579901.34
342022.11.13 23:00s/l90.10143.952143.952145.077-25.579875.77
352022.12.15 16:00sell100.10146.5280.0000.000
362022.12.15 16:00modify100.10146.528147.028145.028
372022.12.16 08:17sell110.10145.7760.0000.000
382022.12.16 08:17modify110.10145.776146.378145.028
392022.12.16 08:17sell120.10145.7760.0000.000
402022.12.16 08:17modify120.10145.776146.153145.028
412022.12.16 08:17modify100.10146.528146.153145.028
422022.12.16 08:17modify110.10145.776146.153145.028
432022.12.16 12:58sell130.10145.4780.0000.000
442022.12.16 12:58modify130.10145.478146.003145.028
452022.12.16 12:58modify120.10145.776146.003145.028
462022.12.16 12:58modify110.10145.776146.003145.028
472022.12.16 12:58modify100.10146.528146.003145.028
482022.12.16 15:45t/p100.10145.028146.003145.028100.899976.66
492022.12.16 15:45t/p110.10145.028146.003145.02850.5810027.24
502022.12.16 15:45t/p120.10145.028146.003145.02850.5810077.82
512022.12.16 15:45t/p130.10145.028146.003145.02830.4310108.25
522022.12.20 04:00buy140.10141.5900.0000.000
532022.12.20 04:00modify140.10141.590141.090143.090
542022.12.20 05:34s/l140.10141.090141.090143.090-33.8310074.42
552023.01.03 12:00buy150.10137.8200.0000.000
562023.01.03 12:00modify150.10137.820137.320139.320
572023.01.03 23:25buy160.10138.5810.0000.000
582023.01.03 23:25modify160.10138.581137.970139.320
592023.01.03 23:25buy170.10138.5810.0000.000
602023.01.03 23:25modify170.10138.581138.195139.320
612023.01.03 23:25modify150.10137.820138.195139.320
622023.01.03 23:25modify160.10138.581138.195139.320
632023.01.04 00:08s/l150.10138.195138.195139.32025.6510100.08
642023.01.04 00:08s/l160.10138.195138.195139.320-25.8410074.24
652023.01.04 00:08s/l170.10138.195138.195139.320-25.8410048.40
662023.01.04 20:00sell180.10140.6350.0000.000
672023.01.04 20:00modify180.10140.635141.135139.135
682023.01.05 13:15s/l180.10141.135141.135139.135-35.4210012.98
692023.01.13 08:00buy190.10139.3020.0000.000
702023.01.13 08:00modify190.10139.302138.802140.802
712023.01.13 13:36s/l190.10138.802138.802140.802-33.839979.15
722023.01.13 16:00buy200.10138.1080.0000.000
732023.01.13 16:00modify200.10138.108137.608139.608
742023.01.16 00:36buy210.10138.8580.0000.000
752023.01.16 00:36modify210.10138.858138.258139.608
762023.01.16 00:36buy220.10138.8580.0000.000
772023.01.16 00:36modify220.10138.858138.483139.608
782023.01.16 00:36modify200.10138.108138.483139.608
792023.01.16 00:36modify210.10138.858138.483139.608
802023.01.16 01:17s/l200.10138.483138.483139.60825.6510004.80
812023.01.16 01:17s/l210.10138.483138.483139.608-25.379979.43
822023.01.16 01:17s/l220.10138.483138.483139.608-25.379954.06
832023.01.18 04:00sell230.10141.2770.0000.000
842023.01.18 04:00modify230.10141.277141.777139.777
852023.01.18 08:46sell240.10140.5260.0000.000
862023.01.18 08:46modify240.10140.526141.127139.777
872023.01.18 08:46sell250.10140.5260.0000.000
882023.01.18 08:46modify250.10140.526140.902139.777
892023.01.18 08:46modify230.10141.277140.902139.777
902023.01.18 08:46modify240.10140.526140.902139.777
912023.01.18 10:41sell260.10140.2270.0000.000
922023.01.18 10:41modify260.10140.227140.752139.777
932023.01.18 10:41modify250.10140.526140.752139.777
942023.01.18 10:41modify240.10140.526140.752139.777
952023.01.18 10:41modify230.10141.277140.752139.777
962023.01.18 11:52t/p230.10139.777140.752139.777101.4310055.49
972023.01.18 11:52t/p240.10139.777140.752139.77750.6410106.13
982023.01.18 11:52t/p250.10139.777140.752139.77750.6410156.77
992023.01.18 11:52t/p260.10139.777140.752139.77730.4310187.20
1002023.03.24 12:00buy270.10139.6320.0000.000
1012023.03.24 12:00modify270.10139.632139.132141.132
1022023.03.24 13:53buy280.10140.3820.0000.000
1032023.03.24 13:53modify280.10140.382139.782141.132
1042023.03.24 13:53buy290.10140.3820.0000.000
1052023.03.24 13:53modify290.10140.382140.007141.132
1062023.03.24 13:53modify270.10139.632140.007141.132
1072023.03.24 13:53modify280.10140.382140.007141.132
1082023.03.24 15:11s/l270.10140.007140.007141.13225.3710212.57
1092023.03.24 15:11s/l280.10140.007140.007141.132-25.3810187.19
1102023.03.24 15:11s/l290.10140.007140.007141.132-25.3810161.81
1112023.04.28 16:00sell300.10150.0420.0000.000
1122023.04.28 16:00modify300.10150.042150.542148.542
1132023.05.01 00:21s/l300.10150.542150.542148.542-34.3510127.47
1142023.05.04 16:00buy310.10147.2900.0000.000
1152023.05.04 16:00modify310.10147.290146.790148.790
1162023.05.04 22:54buy320.10148.0400.0000.000
1172023.05.04 22:54modify320.10148.040147.440148.790
1182023.05.04 22:54buy330.10148.0400.0000.000
1192023.05.04 22:54modify330.10148.040147.665148.790
1202023.05.04 22:54modify310.10147.290147.665148.790
1212023.05.04 22:54modify320.10148.040147.665148.790
1222023.05.05 13:42buy340.10148.3420.0000.000
1232023.05.05 13:42modify340.10148.342147.815148.790
1242023.05.05 13:42modify330.10148.040147.815148.790
1252023.05.05 13:42modify320.10148.040147.815148.790
1262023.05.05 13:42modify310.10147.290147.815148.790
1272023.05.07 22:56t/p310.10148.790147.815148.790101.7710229.24
1282023.05.07 22:56t/p320.10148.790147.815148.79051.0210280.26
1292023.05.07 22:56t/p330.10148.790147.815148.79051.0210331.29
1302023.05.07 22:56t/p340.10148.790147.815148.79030.3110361.60
1312023.07.27 20:00buy350.10152.5380.0000.000
1322023.07.27 20:00modify350.10152.538152.038154.038
1332023.07.28 03:29buy360.10153.3020.0000.000
1342023.07.28 03:29modify360.10153.302152.688154.038
1352023.07.28 03:29buy370.10153.3020.0000.000
1362023.07.28 03:29modify370.10153.302152.913154.038
1372023.07.28 03:29modify350.10152.538152.913154.038
1382023.07.28 03:29modify360.10153.302152.913154.038
1392023.07.28 03:29buy380.10153.6010.0000.000
1402023.07.28 03:29modify380.10153.601153.063154.038
1412023.07.28 03:29modify370.10153.302153.063154.038
1422023.07.28 03:29modify360.10153.302153.063154.038
1432023.07.28 03:29modify350.10152.538153.063154.038
1442023.07.28 03:29s/l350.10153.063153.063154.03835.8010397.40
1452023.07.28 03:29s/l360.10153.063153.063154.038-16.1710381.23
1462023.07.28 03:29s/l370.10153.063153.063154.038-16.1710365.06
1472023.07.28 03:29s/l380.10153.063153.063154.038-36.4010328.66