Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; 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 test2612Ticks modelled79413Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1206.11Gross profit1433.98Gross loss-227.87
Profit factor6.29Expected payoff33.50
Absolute drawdown14.12Maximal drawdown223.64 (2.13%)Relative drawdown2.13% (223.64)
Total trades36Short positions (won %)15 (73.33%)Long positions (won %)21 (80.95%)
Profit trades (% of total)28 (77.78%)Loss trades (% of total)8 (22.22%)
Largestprofit trade95.54loss trade-40.87
Averageprofit trade51.21loss trade-28.48
Maximumconsecutive wins (profit in money)8 (438.67)consecutive losses (loss in money)4 (-99.15)
Maximalconsecutive profit (count of wins)438.67 (8)consecutive loss (count of losses)-99.15 (4)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 20:00sell10.10143.9090.0000.000
22022.10.04 20:00modify10.10143.909144.509142.509
32022.10.05 08:05sell20.10143.4090.0000.000
42022.10.05 08:05modify20.10143.409143.769142.509
52022.10.05 08:05modify10.10143.909143.769142.509
62022.10.05 11:40sell30.10143.0560.0000.000
72022.10.05 11:40modify30.10143.056143.559142.509
82022.10.05 11:40modify20.10143.409143.559142.509
92022.10.05 11:40modify10.10143.909143.559142.509
102022.10.05 14:40t/p10.10142.509143.559142.50993.5710093.57
112022.10.05 14:40t/p20.10142.509143.559142.50960.5010154.07
122022.10.05 14:40t/p30.10142.509143.559142.50936.7710190.84
132022.11.10 20:00buy40.10144.4090.0000.000
142022.11.10 20:00modify40.10144.409143.809145.809
152022.11.10 21:20s/l40.10143.809143.809145.809-40.3410150.50
162022.11.11 16:00buy50.10143.6200.0000.000
172022.11.11 16:00modify50.10143.620143.020145.020
182022.11.14 08:10buy60.10144.1200.0000.000
192022.11.14 08:10modify60.10144.120143.760145.020
202022.11.14 08:10modify50.10143.620143.760145.020
212022.11.14 08:30buy70.10144.4720.0000.000
222022.11.14 08:30modify70.10144.472143.970145.020
232022.11.14 08:30modify60.10144.120143.970145.020
242022.11.14 08:30modify50.10143.620143.970145.020
252022.11.14 09:10buy80.10144.6070.0000.000
262022.11.14 09:10modify80.10144.607144.110145.020
272022.11.14 09:10modify70.10144.472144.110145.020
282022.11.14 09:10modify60.10144.120144.110145.020
292022.11.14 09:10modify50.10143.620144.110145.020
302022.11.14 13:40t/p50.10145.020144.110145.02094.4010244.91
312022.11.14 13:40t/p60.10145.020144.110145.02060.5110305.42
322022.11.14 13:40t/p70.10145.020144.110145.02036.8410342.26
332022.11.14 13:40t/p80.10145.020144.110145.02027.7710370.03
342022.11.24 16:00buy90.10144.0490.0000.000
352022.11.24 16:00modify90.10144.049143.449145.449
362022.11.25 01:35buy100.10144.5450.0000.000
372022.11.25 01:35modify100.10144.545144.189145.449
382022.11.25 01:35modify90.10144.049144.189145.449
392022.11.25 09:20buy110.10144.8890.0000.000
402022.11.25 09:20modify110.10144.889144.399145.449
412022.11.25 09:20modify100.10144.545144.399145.449
422022.11.25 09:20modify90.10144.049144.399145.449
432022.11.25 11:59buy120.10145.0500.0000.000
442022.11.25 11:59modify120.10145.050144.539145.449
452022.11.25 11:59modify110.10144.889144.539145.449
462022.11.25 11:59modify100.10144.545144.539145.449
472022.11.25 11:59modify90.10144.049144.539145.449
482022.11.25 13:30s/l90.10144.539144.539145.44933.2210403.25
492022.11.25 13:30s/l100.10144.539144.539145.449-0.4010402.85
502022.11.25 13:30s/l110.10144.539144.539145.449-23.5310379.32
512022.11.25 13:30s/l120.10144.539144.539145.449-34.3510344.97
522022.12.05 20:00sell130.10143.4030.0000.000
532022.12.05 20:00modify130.10143.403144.003142.003
542022.12.06 07:15s/l130.10144.003144.003142.003-40.8710304.10
552022.12.15 20:00sell140.10146.4500.0000.000
562022.12.15 20:00modify140.10146.450147.050145.050
572022.12.16 09:50sell150.10145.5840.0000.000
582022.12.16 09:50modify150.10145.584146.100145.050
592022.12.16 09:50modify140.10146.450146.100145.050
602022.12.16 12:40sell160.10145.4580.0000.000
612022.12.16 12:40modify160.10145.458145.960145.050
622022.12.16 12:40modify150.10145.584145.960145.050
632022.12.16 12:40modify140.10146.450145.960145.050
642022.12.16 15:40t/p140.10145.050145.960145.05093.5710397.68
652022.12.16 15:40t/p150.10145.050145.960145.05035.8910433.57
662022.12.16 15:40t/p160.10145.050145.960145.05027.4210460.99
672023.01.23 20:00sell170.10141.8880.0000.000
682023.01.23 20:00modify170.10141.888142.488140.488
692023.01.24 07:59sell180.10141.3940.0000.000
702023.01.24 07:59modify180.10141.394141.748140.488
712023.01.24 07:59modify170.10141.888141.748140.488
722023.01.24 13:40s/l170.10141.748141.748140.4888.8710469.86
732023.01.24 13:40s/l180.10141.748141.748140.488-23.7910446.07
742023.04.05 20:00buy190.10143.1190.0000.000
752023.04.05 20:00modify190.10143.119142.519144.519
762023.04.06 14:10buy200.10143.6210.0000.000
772023.04.06 14:10modify200.10143.621143.259144.519
782023.04.06 14:10modify190.10143.119143.259144.519
792023.04.06 14:40buy210.10143.9860.0000.000
802023.04.06 14:40modify210.10143.986143.469144.519
812023.04.06 14:40modify200.10143.621143.469144.519
822023.04.06 14:40modify190.10143.119143.469144.519
832023.04.07 14:05buy220.10144.1020.0000.000
842023.04.07 14:05modify220.10144.102143.609144.519
852023.04.07 14:05modify210.10143.986143.609144.519
862023.04.07 14:05modify200.10143.621143.609144.519
872023.04.07 14:05modify190.10143.119143.609144.519
882023.04.10 00:30t/p190.10144.519143.609144.51995.5410541.60
892023.04.10 00:30t/p200.10144.519143.609144.51960.9410602.54
902023.04.10 00:30t/p210.10144.519143.609144.51936.4010638.94
912023.04.10 00:30t/p220.10144.519143.609144.51928.3110667.25
922023.05.11 16:00buy230.10146.8010.0000.000
932023.05.11 16:00modify230.10146.801146.201148.201
942023.05.12 16:05buy240.10147.3200.0000.000
952023.05.12 16:05modify240.10147.320146.941148.201
962023.05.12 16:05modify230.10146.801146.941148.201
972023.05.15 02:40buy250.10147.6690.0000.000
982023.05.15 02:40modify250.10147.669147.151148.201
992023.05.15 02:40modify240.10147.320147.151148.201
1002023.05.15 02:40modify230.10146.801147.151148.201
1012023.05.16 05:45buy260.10147.8040.0000.000
1022023.05.16 05:45modify260.10147.804147.291148.201
1032023.05.16 05:45modify250.10147.669147.291148.201
1042023.05.16 05:45modify240.10147.320147.291148.201
1052023.05.16 05:45modify230.10146.801147.291148.201
1062023.05.16 13:20t/p230.10148.201147.291148.20194.9710762.22
1072023.05.16 13:20t/p240.10148.201147.291148.20159.7910822.01
1082023.05.16 13:20t/p250.10148.201147.291148.20136.0410858.05
1092023.05.16 13:20t/p260.10148.201147.291148.20126.6910884.74
1102023.06.15 20:00sell270.10153.5520.0000.000
1112023.06.15 20:00modify270.10153.552154.152152.152
1122023.06.16 06:20s/l270.10154.152154.152152.152-40.8710843.87
1132023.07.21 16:00sell280.10157.6130.0000.000
1142023.07.21 16:00modify280.10157.613158.213156.213
1152023.07.24 07:50sell290.10156.6250.0000.000
1162023.07.24 07:50modify290.10156.625157.123156.213
1172023.07.24 07:50modify280.10157.613157.123156.213
1182023.07.24 08:20sell300.10156.7540.0000.000
1192023.07.24 08:20modify300.10156.754157.263156.213
1202023.07.24 08:25modify300.10156.754157.123156.213
1212023.07.25 09:40t/p280.10156.213157.123156.21393.0410936.91
1222023.07.25 09:40t/p290.10156.213157.123156.21327.1610964.07
1232023.07.25 09:40t/p300.10156.213157.123156.21335.8310999.90
1242023.08.10 20:00sell310.10158.9750.0000.000
1252023.08.10 20:00modify310.10158.975159.575157.575
1262023.08.11 14:15sell320.10158.4820.0000.000
1272023.08.11 14:15modify320.10158.482158.835157.575
1282023.08.11 14:15modify310.10158.975158.835157.575
1292023.08.11 14:30s/l310.10158.835158.835157.5758.8711008.78
1302023.08.11 14:30s/l320.10158.835158.835157.575-23.7310985.05
1312023.09.14 20:00buy330.10156.9590.0000.000
1322023.09.14 20:00modify330.10156.959156.359158.359
1332023.09.15 14:50buy340.10157.8260.0000.000
1342023.09.15 14:50modify340.10157.826157.309158.359
1352023.09.15 14:50modify330.10156.959157.309158.359
1362023.09.18 06:45buy350.10157.4490.0000.000
1372023.09.18 06:45modify350.10157.449157.099158.359
1382023.09.18 06:50modify350.10157.449157.309158.359
1392023.09.18 15:40buy360.10157.9600.0000.000
1402023.09.18 15:40modify360.10157.960157.449158.359
1412023.09.18 15:40modify340.10157.826157.449158.359
1422023.09.18 15:40modify350.10157.449157.449158.359
1432023.09.18 15:40modify330.10156.959157.449158.359
1442023.09.20 07:40t/p330.10158.359157.449158.35995.2511080.30
1452023.09.20 07:40t/p340.10158.359157.449158.35936.6811116.98
1462023.09.20 07:40t/p350.10158.359157.449158.35961.7511178.72
1472023.09.20 07:40t/p360.10158.359157.449158.35927.3911206.11