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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 profit2197.83Gross profit2950.99Gross loss-753.17
Profit factor3.92Expected payoff29.70
Absolute drawdown8.68Maximal drawdown265.58 (2.53%)Relative drawdown2.53% (265.58)
Total trades74Short positions (won %)24 (58.33%)Long positions (won %)50 (74.00%)
Profit trades (% of total)51 (68.92%)Loss trades (% of total)23 (31.08%)
Largestprofit trade102.37loss trade-40.91
Averageprofit trade57.86loss trade-32.75
Maximumconsecutive wins (profit in money)11 (651.04)consecutive losses (loss in money)4 (-131.73)
Maximalconsecutive profit (count of wins)651.04 (11)consecutive loss (count of losses)-131.73 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 16:00sell10.10143.9900.0000.000
22022.10.04 16:00modify10.10143.990144.590142.490
32022.10.05 11:20sell20.10143.2160.0000.000
42022.10.05 11:20modify20.10143.216143.840142.490
52022.10.05 11:20sell30.10143.2160.0000.000
62022.10.05 11:20modify30.10143.216143.615142.490
72022.10.05 11:20modify10.10143.990143.615142.490
82022.10.05 11:25modify20.10143.216143.615142.490
92022.10.05 14:40t/p10.10142.490143.615142.490100.3810100.38
102022.10.05 14:40t/p20.10142.490143.615142.49048.8410149.22
112022.10.05 14:40t/p30.10142.490143.615142.49048.8410198.06
122022.10.13 16:00sell40.10143.9030.0000.000
132022.10.13 16:00modify40.10143.903144.503142.403
142022.10.14 13:05s/l40.10144.503144.503142.403-40.9110157.14
152022.10.17 16:00sell50.10146.3580.0000.000
162022.10.17 16:00modify50.10146.358146.958144.858
172022.10.18 06:40s/l50.10146.958146.958144.858-40.9110116.23
182022.10.21 16:00buy60.10144.2060.0000.000
192022.10.21 16:00modify60.10144.206143.606145.706
202022.10.21 17:40t/p60.10145.706143.606145.706100.9310217.16
212022.11.10 16:00buy70.10144.1650.0000.000
222022.11.10 16:00modify70.10144.165143.565145.665
232022.11.10 21:30s/l70.10143.565143.565145.665-40.3710176.79
242022.11.11 12:00buy80.10143.5770.0000.000
252022.11.11 12:00modify80.10143.577142.977145.077
262022.11.14 13:10buy90.10144.7290.0000.000
272022.11.14 13:10modify90.10144.729144.177145.077
282022.11.14 13:10modify80.10143.577144.177145.077
292022.11.14 15:30t/p80.10145.077144.177145.077101.2210278.00
302022.11.14 15:30t/p90.10145.077144.177145.07723.4110301.41
312022.11.28 04:00buy100.10143.6010.0000.000
322022.11.28 04:00modify100.10143.601143.001145.101
332022.11.28 10:40buy110.10144.3630.0000.000
342022.11.28 10:40modify110.10144.363143.751145.101
352022.11.28 10:40buy120.10144.3630.0000.000
362022.11.28 10:40modify120.10144.363143.976145.101
372022.11.28 10:40modify100.10143.601143.976145.101
382022.11.28 10:45modify110.10144.363143.976145.101
392022.11.28 12:20buy130.10144.7530.0000.000
402022.11.28 12:20modify130.10144.753144.201145.101
412022.11.28 12:20modify120.10144.363144.201145.101
422022.11.28 12:20modify110.10144.363144.201145.101
432022.11.28 12:20modify100.10143.601144.201145.101
442022.11.28 16:20s/l100.10144.201144.201145.10140.3710341.78
452022.11.28 16:20s/l110.10144.201144.201145.101-10.9010330.88
462022.11.28 16:20s/l120.10144.201144.201145.101-10.9010319.98
472022.11.28 16:20s/l130.10144.201144.201145.101-37.1410282.84
482022.12.01 08:00buy140.10142.0690.0000.000
492022.12.01 08:00modify140.10142.069141.469143.569
502022.12.02 08:20s/l140.10141.469141.469143.569-40.0810242.76
512022.12.02 12:00buy150.10141.2300.0000.000
522022.12.02 12:00modify150.10141.230140.630142.730
532022.12.05 01:15buy160.10141.9920.0000.000
542022.12.05 01:15modify160.10141.992141.380142.730
552022.12.05 01:15buy170.10141.9920.0000.000
562022.12.05 01:15modify170.10141.992141.605142.730
572022.12.05 01:15modify150.10141.230141.605142.730
582022.12.05 01:20modify160.10141.992141.605142.730
592022.12.05 05:30buy180.10142.3670.0000.000
602022.12.05 05:30modify180.10142.367141.830142.730
612022.12.05 05:30modify170.10141.992141.830142.730
622022.12.05 05:30modify160.10141.992141.830142.730
632022.12.05 05:30modify150.10141.230141.830142.730
642022.12.05 08:40t/p150.10142.730141.830142.730101.2210343.98
652022.12.05 08:40t/p160.10142.730141.830142.73049.6610393.64
662022.12.05 08:40t/p170.10142.730141.830142.73049.6610443.30
672022.12.05 08:40t/p180.10142.730141.830142.73024.4210467.72
682022.12.13 16:00buy190.10143.8210.0000.000
692022.12.13 16:00modify190.10143.821143.221145.321
702022.12.14 21:20buy200.10144.5910.0000.000
712022.12.14 21:20modify200.10144.591143.971145.321
722022.12.14 21:20buy210.10144.5910.0000.000
732022.12.14 21:20modify210.10144.591144.196145.321
742022.12.14 21:20modify190.10143.821144.196145.321
752022.12.14 21:25modify200.10144.591144.196145.321
762022.12.15 09:00buy220.10144.9610.0000.000
772022.12.15 09:00modify220.10144.961144.421145.321
782022.12.15 09:00modify210.10144.591144.421145.321
792022.12.15 09:00modify200.10144.591144.421145.321
802022.12.15 09:00modify190.10143.821144.421145.321
812022.12.15 13:30t/p190.10145.321144.421145.321102.0810569.80
822022.12.15 13:30t/p200.10145.321144.421145.32149.9810619.78
832022.12.15 13:30t/p210.10145.321144.421145.32149.9810669.76
842022.12.15 13:30t/p220.10145.321144.421145.32124.2210693.98
852022.12.15 16:00sell230.10146.5280.0000.000
862022.12.15 16:00modify230.10146.528147.128145.028
872022.12.16 09:20sell240.10145.7670.0000.000
882022.12.16 09:20modify240.10145.767146.378145.028
892022.12.16 09:20sell250.10145.7670.0000.000
902022.12.16 09:20modify250.10145.767146.153145.028
912022.12.16 09:20modify230.10146.528146.153145.028
922022.12.16 09:25modify240.10145.767146.153145.028
932022.12.16 15:40t/p230.10145.028146.153145.028100.3810794.36
942022.12.16 15:40t/p240.10145.028146.153145.02849.7210844.08
952022.12.16 15:40t/p250.10145.028146.153145.02849.7210893.80
962022.12.20 04:00buy260.10141.5900.0000.000
972022.12.20 04:00modify260.10141.590140.990143.090
982022.12.20 05:30s/l260.10140.990140.990143.090-40.3710853.43
992023.01.03 12:00buy270.10137.8200.0000.000
1002023.01.03 12:00modify270.10137.820137.220139.320
1012023.01.04 01:15buy280.10138.5760.0000.000
1022023.01.04 01:15modify280.10138.576137.970139.320
1032023.01.04 01:15buy290.10138.5760.0000.000
1042023.01.04 01:15modify290.10138.576138.195139.320
1052023.01.04 01:15modify270.10137.820138.195139.320
1062023.01.04 01:20modify280.10138.576138.195139.320
1072023.01.04 01:40s/l270.10138.195138.195139.32025.5210878.94
1082023.01.04 01:40s/l280.10138.195138.195139.320-25.6410853.30
1092023.01.04 01:40s/l290.10138.195138.195139.320-25.6410827.66
1102023.01.04 16:00sell300.10139.9700.0000.000
1112023.01.04 16:00modify300.10139.970140.570138.470
1122023.01.04 17:30s/l300.10140.570140.570138.470-40.3710787.29
1132023.01.12 16:00buy310.10140.3420.0000.000
1142023.01.12 16:00modify310.10140.342139.742141.842
1152023.01.13 06:30s/l310.10139.742139.742141.842-40.0810747.21
1162023.01.13 16:00buy320.10138.1080.0000.000
1172023.01.13 16:00modify320.10138.108137.508139.608
1182023.01.16 06:50buy330.10138.8750.0000.000
1192023.01.16 06:50modify330.10138.875138.258139.608
1202023.01.16 06:50buy340.10138.8750.0000.000
1212023.01.16 06:50modify340.10138.875138.483139.608
1222023.01.16 06:50modify320.10138.108138.483139.608
1232023.01.16 06:55modify330.10138.875138.483139.608
1242023.01.16 16:50buy350.10139.2520.0000.000
1252023.01.16 16:50modify350.10139.252138.708139.608
1262023.01.16 16:50modify340.10138.875138.708139.608
1272023.01.16 16:50modify330.10138.875138.708139.608
1282023.01.16 16:50modify320.10138.108138.708139.608
1292023.01.17 14:15t/p320.10139.608138.708139.608101.5010848.71
1302023.01.17 14:15t/p330.10139.608138.708139.60849.6110898.32
1312023.01.17 14:15t/p340.10139.608138.708139.60849.6110947.93
1322023.01.17 14:15t/p350.10139.608138.708139.60824.2410972.17
1332023.01.18 04:00sell360.10141.2770.0000.000
1342023.01.18 04:00modify360.10141.277141.877139.777
1352023.01.18 08:40sell370.10140.5100.0000.000
1362023.01.18 08:40modify370.10140.510141.127139.777
1372023.01.18 08:40sell380.10140.5100.0000.000
1382023.01.18 08:40modify380.10140.510140.902139.777
1392023.01.18 08:40modify360.10141.277140.902139.777
1402023.01.18 08:45modify370.10140.510140.902139.777
1412023.01.18 10:40sell390.10140.1390.0000.000
1422023.01.18 10:40modify390.10140.139140.677139.777
1432023.01.18 10:40modify380.10140.510140.677139.777
1442023.01.18 10:40modify370.10140.510140.677139.777
1452023.01.18 10:40modify360.10141.277140.677139.777
1462023.01.18 11:30t/p360.10139.777140.677139.777100.9311073.10
1472023.01.18 11:30t/p370.10139.777140.677139.77749.3211122.42
1482023.01.18 11:30t/p380.10139.777140.677139.77749.3211171.74
1492023.01.18 11:30t/p390.10139.777140.677139.77724.3611196.10
1502023.01.20 12:00sell400.10140.6260.0000.000
1512023.01.20 12:00modify400.10140.626141.226139.126
1522023.01.23 04:40s/l400.10141.226141.226139.126-40.9011155.19
1532023.01.23 08:00sell410.10142.0170.0000.000
1542023.01.23 08:00modify410.10142.017142.617140.517
1552023.01.23 08:40sell420.10141.2480.0000.000
1562023.01.23 08:40modify420.10141.248141.867140.517
1572023.01.23 08:40sell430.10141.2480.0000.000
1582023.01.23 08:40modify430.10141.248141.642140.517
1592023.01.23 08:40modify410.10142.017141.642140.517
1602023.01.23 08:45modify420.10141.248141.642140.517
1612023.01.23 09:30s/l410.10141.642141.642140.51725.2311180.42
1622023.01.23 09:30s/l420.10141.642141.642140.517-26.5111153.91
1632023.01.23 09:30s/l430.10141.642141.642140.517-26.5111127.40
1642023.02.02 16:00buy440.10140.4720.0000.000
1652023.02.02 16:00modify440.10140.472139.872141.972
1662023.02.03 15:10buy450.10141.6160.0000.000
1672023.02.03 15:10modify450.10141.616141.072141.972
1682023.02.03 15:10modify440.10140.472141.072141.972
1692023.02.03 15:30t/p440.10141.972141.072141.972101.2211228.62
1702023.02.03 15:30t/p450.10141.972141.072141.97223.9611252.58
1712023.02.03 16:00sell460.10142.3200.0000.000
1722023.02.03 16:00modify460.10142.320142.920140.820
1732023.02.03 20:30sell470.10141.5680.0000.000
1742023.02.03 20:30modify470.10141.568142.170140.820
1752023.02.03 20:30sell480.10141.5680.0000.000
1762023.02.03 20:30modify480.10141.568141.945140.820
1772023.02.03 20:30modify460.10142.320141.945140.820
1782023.02.03 20:35modify470.10141.568141.945140.820
1792023.02.05 22:00s/l460.10141.945141.945140.82025.2311277.81
1802023.02.05 22:00s/l470.10141.945141.945140.820-25.3711252.44
1812023.02.05 22:00s/l480.10141.945141.945140.820-25.3711227.07
1822023.02.07 16:00buy490.10140.3620.0000.000
1832023.02.07 16:00modify490.10140.362139.762141.862
1842023.02.09 02:05buy500.10141.1340.0000.000
1852023.02.09 02:05modify500.10141.134140.512141.862
1862023.02.09 02:05buy510.10141.1340.0000.000
1872023.02.09 02:05modify510.10141.134140.737141.862
1882023.02.09 02:05modify490.10140.362140.737141.862
1892023.02.09 02:10modify500.10141.134140.737141.862
1902023.02.09 05:40s/l490.10140.737140.737141.86226.3811253.45
1912023.02.09 05:40s/l500.10140.737140.737141.862-26.7111226.74
1922023.02.09 05:40s/l510.10140.737140.737141.862-26.7111200.03
1932023.02.10 12:00buy520.10140.0000.0000.000
1942023.02.10 12:00modify520.10140.000139.400141.500
1952023.02.13 07:10buy530.10141.1270.0000.000
1962023.02.13 07:10modify530.10141.127140.600141.500
1972023.02.13 07:10modify520.10140.000140.600141.500
1982023.02.13 09:30t/p520.10141.500140.600141.500101.2211301.25
1992023.02.13 09:30t/p530.10141.500140.600141.50025.1011326.35
2002023.03.15 12:00buy540.10141.4010.0000.000
2012023.03.15 12:00modify540.10141.401140.801142.901
2022023.03.15 12:30s/l540.10140.801140.801142.901-40.3811285.97
2032023.03.21 12:00sell550.10142.5690.0000.000
2042023.03.21 12:00modify550.10142.569143.169141.069
2052023.03.22 10:30s/l550.10143.169143.169141.069-40.9111245.05
2062023.03.23 20:00buy560.10141.5520.0000.000
2072023.03.23 20:00modify560.10141.552140.952143.052
2082023.03.24 01:40s/l560.10140.952140.952143.052-40.0911204.96
2092023.03.24 12:00buy570.10139.6320.0000.000
2102023.03.24 12:00modify570.10139.632139.032141.132
2112023.03.24 16:30buy580.10140.7690.0000.000
2122023.03.24 16:30modify580.10140.769140.232141.132
2132023.03.24 16:30modify570.10139.632140.232141.132
2142023.03.27 06:30t/p570.10141.132140.232141.132101.2211306.18
2152023.03.27 06:30t/p580.10141.132140.232141.13224.7211330.89
2162023.04.05 16:00buy590.10143.0870.0000.000
2172023.04.05 16:00modify590.10143.087142.487144.587
2182023.04.06 14:30buy600.10143.8640.0000.000
2192023.04.06 14:30modify600.10143.864143.237144.587
2202023.04.06 14:30buy610.10143.8640.0000.000
2212023.04.06 14:30modify610.10143.864143.462144.587
2222023.04.06 14:30modify590.10143.087143.462144.587
2232023.04.06 14:35modify600.10143.864143.462144.587
2242023.04.07 14:40buy620.10144.2160.0000.000
2252023.04.07 14:40modify620.10144.216143.687144.587
2262023.04.07 14:40modify610.10143.864143.687144.587
2272023.04.07 14:40modify600.10143.864143.687144.587
2282023.04.07 14:40modify590.10143.087143.687144.587
2292023.04.10 00:40t/p590.10144.587143.687144.587102.3711433.26
2302023.04.10 00:40t/p600.10144.587143.687144.58749.2211482.48
2312023.04.10 00:40t/p610.10144.587143.687144.58749.2211531.71
2322023.04.10 00:40t/p620.10144.587143.687144.58725.2511556.96
2332023.04.25 20:00buy630.10146.4700.0000.000
2342023.04.25 20:00modify630.10146.470145.870147.970
2352023.04.26 07:25buy640.10147.2310.0000.000
2362023.04.26 07:25modify640.10147.231146.620147.970
2372023.04.26 07:25buy650.10147.2310.0000.000
2382023.04.26 07:25modify650.10147.231146.845147.970
2392023.04.26 07:25modify630.10146.470146.845147.970
2402023.04.26 07:30modify640.10147.231146.845147.970
2412023.04.26 09:05buy660.10147.5970.0000.000
2422023.04.26 09:05modify660.10147.597147.070147.970
2432023.04.26 09:05modify650.10147.231147.070147.970
2442023.04.26 09:05modify640.10147.231147.070147.970
2452023.04.26 09:05modify630.10146.470147.070147.970
2462023.04.27 06:40t/p630.10147.970147.070147.970102.0911659.05
2472023.04.27 06:40t/p640.10147.970147.070147.97050.5911709.64
2482023.04.27 06:40t/p650.10147.970147.070147.97050.5911760.23
2492023.04.27 06:40t/p660.10147.970147.070147.97025.9611786.19
2502023.04.28 08:00sell670.10149.3120.0000.000
2512023.04.28 08:00modify670.10149.312149.912147.812
2522023.04.28 14:20s/l670.10149.912149.912147.812-40.3711745.82
2532023.05.04 16:00buy680.10147.2900.0000.000
2542023.05.04 16:00modify680.10147.290146.690148.790
2552023.05.04 22:40buy690.10148.0430.0000.000
2562023.05.04 22:40modify690.10148.043147.440148.790
2572023.05.04 22:40buy700.10148.0430.0000.000
2582023.05.04 22:40modify700.10148.043147.665148.790
2592023.05.04 22:40modify680.10147.290147.665148.790
2602023.05.04 22:45modify690.10148.043147.665148.790
2612023.05.05 13:40buy710.10148.4310.0000.000
2622023.05.05 13:40modify710.10148.431147.890148.790
2632023.05.05 13:40modify700.10148.043147.890148.790
2642023.05.05 13:40modify690.10148.043147.890148.790
2652023.05.05 13:40modify680.10147.290147.890148.790
2662023.05.07 22:40t/p680.10148.790147.890148.790101.2211847.04
2672023.05.07 22:40t/p690.10148.790147.890148.79050.5511897.59
2682023.05.07 22:40t/p700.10148.790147.890148.79050.5511948.13
2692023.05.07 22:40t/p710.10148.790147.890148.79024.1611972.29
2702023.07.21 12:00sell720.10157.6270.0000.000
2712023.07.21 12:00modify720.10157.627158.227156.127
2722023.07.24 19:40sell730.10156.4990.0000.000
2732023.07.24 19:40modify730.10156.499157.027156.127
2742023.07.24 19:40modify720.10157.627157.027156.127
2752023.07.25 09:40t/p720.10156.127157.027156.12799.8312072.12
2762023.07.25 09:40t/p730.10156.127157.027156.12724.4912096.61
2772023.07.27 20:00buy740.10152.5380.0000.000
2782023.07.27 20:00modify740.10152.538151.938154.038
2792023.07.28 03:30t/p740.10154.038151.938154.038101.2212197.83