Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01)
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=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 test2610Ticks modelled79254Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread30
Total net profit867.81Gross profit1437.29Gross loss-569.48
Profit factor2.52Expected payoff17.71
Absolute drawdown107.18Maximal drawdown240.40 (2.36%)Relative drawdown2.36% (240.40)
Total trades49Short positions (won %)23 (60.87%)Long positions (won %)26 (61.54%)
Profit trades (% of total)30 (61.22%)Loss trades (% of total)19 (38.78%)
Largestprofit trade98.92loss trade-74.72
Averageprofit trade47.91loss trade-29.97
Maximumconsecutive wins (profit in money)9 (497.54)consecutive losses (loss in money)3 (-221.86)
Maximalconsecutive profit (count of wins)497.54 (9)consecutive loss (count of losses)-221.86 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.23 12:00sell10.10141.8020.0000.000
22023.01.23 12:00modify10.10141.802142.902140.402
32023.01.24 08:50sell20.10141.2870.0000.000
42023.01.24 08:50modify20.10141.287141.732140.402
52023.01.24 08:50modify10.10141.802141.732140.402
62023.01.24 13:40s/l10.10141.732141.732140.4023.4710003.47
72023.01.24 13:40s/l20.10141.732141.732140.402-30.229973.25
82023.02.15 20:00sell30.10143.3080.0000.000
92023.02.15 20:00modify30.10143.308144.408141.908
102023.02.23 10:05sell40.10142.8090.0000.000
112023.02.23 10:05modify40.10142.809143.238141.908
122023.02.23 10:05modify30.10143.308143.238141.908
132023.02.23 12:30s/l30.10143.238143.238141.908-8.049965.21
142023.02.23 12:30s/l40.10143.238143.238141.908-29.149936.07
152023.03.09 16:00buy50.10144.1010.0000.000
162023.03.09 16:00modify50.10144.101143.001145.501
172023.03.10 03:25buy60.10144.7530.0000.000
182023.03.10 03:25modify60.10144.753144.451145.501
192023.03.10 03:25modify50.10144.101144.451145.501
202023.03.10 03:45buy70.10144.6080.0000.000
212023.03.10 03:45modify70.10144.608144.171145.501
222023.03.10 03:50modify70.10144.608144.451145.501
232023.03.10 08:05s/l50.10144.451144.451145.50124.549960.61
242023.03.10 08:05s/l60.10144.451144.451145.501-20.519940.10
252023.03.10 08:05s/l70.10144.451144.451145.501-10.669929.44
262023.04.05 20:00buy80.10143.1190.0000.000
272023.04.05 20:00modify80.10143.119142.019144.519
282023.04.06 14:10buy90.10143.6210.0000.000
292023.04.06 14:10modify90.10143.621143.189144.519
302023.04.06 14:10modify80.10143.119143.189144.519
312023.04.07 04:45buy100.10143.7650.0000.000
322023.04.07 04:45modify100.10143.765143.469144.519
332023.04.07 04:45modify90.10143.621143.469144.519
342023.04.07 04:45modify80.10143.119143.469144.519
352023.04.07 14:05buy110.10144.1020.0000.000
362023.04.07 14:05modify110.10144.102143.749144.519
372023.04.07 14:05modify100.10143.765143.749144.519
382023.04.07 14:05modify90.10143.621143.749144.519
392023.04.07 14:05modify80.10143.119143.749144.519
402023.04.10 00:30t/p80.10144.519143.749144.51998.9210028.37
412023.04.10 00:30t/p90.10144.519143.749144.51962.5310090.89
422023.04.10 00:30t/p100.10144.519143.749144.51951.9810142.88
432023.04.10 00:30t/p110.10144.519143.749144.51929.0910171.97
442023.04.28 12:00sell120.10149.2840.0000.000
452023.04.28 12:00modify120.10149.284150.384147.884
462023.04.28 14:40s/l120.10150.384150.384147.884-74.7210097.25
472023.05.04 04:00buy130.10149.0910.0000.000
482023.05.04 04:00modify130.10149.091147.991150.491
492023.05.04 13:40s/l130.10147.991147.991150.491-74.7110022.54
502023.05.10 20:00buy140.10147.5730.0000.000
512023.05.10 20:00modify140.10147.573146.473148.973
522023.05.11 12:40s/l140.10146.473146.473148.973-72.439950.12
532023.05.11 16:00buy150.10146.8010.0000.000
542023.05.11 16:00modify150.10146.801145.701148.201
552023.05.12 16:05buy160.10147.3200.0000.000
562023.05.12 16:05modify160.10147.320146.871148.201
572023.05.12 16:05modify150.10146.801146.871148.201
582023.05.14 23:30buy170.10147.4350.0000.000
592023.05.14 23:30modify170.10147.435147.151148.201
602023.05.14 23:30modify160.10147.320147.151148.201
612023.05.14 23:30modify150.10146.801147.151148.201
622023.05.16 05:45buy180.10147.8040.0000.000
632023.05.16 05:45modify180.10147.804147.431148.201
642023.05.16 05:45modify170.10147.435147.431148.201
652023.05.16 05:45modify160.10147.320147.431148.201
662023.05.16 05:45modify150.10146.801147.431148.201
672023.05.16 13:20t/p150.10148.201147.431148.20197.3810047.50
682023.05.16 13:20t/p160.10148.201147.431148.20161.3710108.87
692023.05.16 13:20t/p170.10148.201147.431148.20153.5610162.43
702023.05.16 13:20t/p180.10148.201147.431148.20126.9610189.39
712023.05.31 12:00buy190.10149.2180.0000.000
722023.05.31 12:00modify190.10149.218148.118150.618
732023.05.31 14:05buy200.10149.7150.0000.000
742023.05.31 14:05modify200.10149.715149.288150.618
752023.05.31 14:05modify190.10149.218149.288150.618
762023.05.31 14:30s/l190.10149.288149.288150.6184.7510194.14
772023.05.31 14:30s/l200.10149.288149.288150.618-29.0110165.13
782023.05.31 20:00buy210.10148.9390.0000.000
792023.05.31 20:00modify210.10148.939147.839150.339
802023.06.01 08:50buy220.10149.4570.0000.000
812023.06.01 08:50modify220.10149.457149.009150.339
822023.06.01 08:50modify210.10148.939149.009150.339
832023.06.01 10:35buy230.10149.5710.0000.000
842023.06.01 10:35modify230.10149.571149.289150.339
852023.06.01 10:35modify220.10149.457149.289150.339
862023.06.01 10:35modify210.10148.939149.289150.339
872023.06.01 11:30s/l210.10149.289149.289150.33926.0610191.19
882023.06.01 11:30s/l220.10149.289149.289150.339-11.4110179.78
892023.06.01 11:30s/l230.10149.289149.289150.339-19.1610160.62
902023.07.12 16:00buy240.10153.7510.0000.000
912023.07.12 16:00modify240.10153.751152.651155.151
922023.07.12 19:40buy250.10154.2490.0000.000
932023.07.12 19:40modify250.10154.249153.821155.151
942023.07.12 19:40modify240.10153.751153.821155.151
952023.07.13 00:40buy260.10154.3930.0000.000
962023.07.13 00:40modify260.10154.393154.101155.151
972023.07.13 00:40modify250.10154.249154.101155.151
982023.07.13 00:40modify240.10153.751154.101155.151
992023.07.13 07:15s/l240.10154.101154.101155.15126.0610186.69
1002023.07.13 07:15s/l250.10154.101154.101155.151-7.7610178.93
1012023.07.13 07:15s/l260.10154.101154.101155.151-19.8410159.09
1022023.07.21 16:00sell270.10157.6130.0000.000
1032023.07.21 16:00modify270.10157.613158.713156.213
1042023.07.24 07:50sell280.10156.6250.0000.000
1052023.07.24 07:50modify280.10156.625156.983156.213
1062023.07.24 07:50modify270.10157.613156.983156.213
1072023.07.25 09:40t/p270.10156.213156.983156.21392.5210251.61
1082023.07.25 09:40t/p280.10156.213156.983156.21326.7010278.31
1092023.07.25 20:00buy290.10155.8230.0000.000
1102023.07.25 20:00modify290.10155.823154.723157.223
1112023.07.27 17:10s/l290.10154.723154.723157.223-71.6610206.65
1122023.08.10 20:00sell300.10158.9750.0000.000
1132023.08.10 20:00modify300.10158.975160.075157.575
1142023.08.11 14:15sell310.10158.4820.0000.000
1152023.08.11 14:15modify310.10158.482158.905157.575
1162023.08.11 14:15modify300.10158.975158.905157.575
1172023.08.11 14:40s/l300.10158.905158.905157.5753.4810210.13
1182023.08.11 14:40s/l310.10158.905158.905157.575-28.7310181.40
1192023.08.22 04:00sell320.10159.3700.0000.000
1202023.08.22 04:00modify320.10159.370160.470157.970
1212023.08.22 08:50sell330.10158.8780.0000.000
1222023.08.22 08:50modify330.10158.878159.300157.970
1232023.08.22 08:50modify320.10159.370159.300157.970
1242023.08.22 09:50sell340.10158.7320.0000.000
1252023.08.22 09:50modify340.10158.732159.020157.970
1262023.08.22 09:50modify330.10158.878159.020157.970
1272023.08.22 09:50modify320.10159.370159.020157.970
1282023.08.22 13:53sell350.10158.3720.0000.000
1292023.08.22 13:53modify350.10158.372158.740157.970
1302023.08.22 13:53modify340.10158.732158.740157.970
1312023.08.22 13:53modify330.10158.878158.740157.970
1322023.08.22 13:53modify320.10159.370158.740157.970
1332023.08.23 01:05t/p320.10157.970158.740157.97093.8110275.21
1342023.08.23 01:05t/p330.10157.970158.740157.97060.3910335.60
1352023.08.23 01:05t/p340.10157.970158.740157.97050.4710386.07
1362023.08.23 01:05t/p350.10157.970158.740157.97026.0210412.09
1372023.09.14 20:00buy360.10156.9590.0000.000
1382023.09.14 20:00modify360.10156.959155.859158.359
1392023.09.15 07:40buy370.10157.6130.0000.000
1402023.09.15 07:40modify370.10157.613157.309158.359
1412023.09.15 07:40modify360.10156.959157.309158.359
1422023.09.18 06:45buy380.10157.4490.0000.000
1432023.09.18 06:45modify380.10157.449157.029158.359
1442023.09.18 06:50modify380.10157.449157.309158.359
1452023.09.18 15:40buy390.10157.9600.0000.000
1462023.09.18 15:40modify390.10157.960157.589158.359
1472023.09.18 15:40modify370.10157.613157.589158.359
1482023.09.18 15:40modify380.10157.449157.589158.359
1492023.09.18 15:40modify360.10156.959157.589158.359
1502023.09.20 07:40t/p360.10158.359157.589158.35998.1510510.24
1512023.09.20 07:40t/p370.10158.359157.589158.35952.9610563.21
1522023.09.20 07:40t/p380.10158.359157.589158.35963.3410626.54
1532023.09.20 07:40t/p390.10158.359157.589158.35928.6310655.17
1542023.11.15 08:00sell400.10163.8430.0000.000
1552023.11.15 08:00modify400.10163.843164.943162.443
1562023.11.15 09:55sell410.10163.2080.0000.000
1572023.11.15 09:55modify410.10163.208163.493162.443
1582023.11.15 09:55modify400.10163.843163.493162.443
1592023.11.15 10:45sell420.10163.3370.0000.000
1602023.11.15 10:45modify420.10163.337163.773162.443
1612023.11.15 10:50modify420.10163.337163.493162.443
1622023.11.15 13:20s/l400.10163.493163.493162.44323.7710678.94
1632023.11.15 13:20s/l410.10163.493163.493162.443-19.3610659.58
1642023.11.15 13:20s/l420.10163.493163.493162.443-10.6010648.98
1652023.12.11 12:00sell430.10157.3830.0000.000
1662023.12.11 12:00modify430.10157.383158.483155.983
1672023.12.12 00:40sell440.10156.8730.0000.000
1682023.12.12 00:40modify440.10156.873157.313155.983
1692023.12.12 00:40modify430.10157.383157.313155.983
1702023.12.12 01:50sell450.10156.7290.0000.000
1712023.12.12 01:50modify450.10156.729157.033155.983
1722023.12.12 01:50modify440.10156.873157.033155.983
1732023.12.12 01:50modify430.10157.383157.033155.983
1742023.12.12 02:40s/l430.10157.033157.033155.98322.4910671.47
1752023.12.12 02:40s/l440.10157.033157.033155.983-10.8710660.60
1762023.12.12 02:40s/l450.10157.033157.033155.983-20.6510639.95
1772023.12.27 12:00sell460.10157.6310.0000.000
1782023.12.27 12:00modify460.10157.631158.731156.231
1792023.12.27 23:59sell470.10157.1200.0000.000
1802023.12.27 23:59modify470.10157.120157.561156.231
1812023.12.27 23:59modify460.10157.631157.561156.231
1822023.12.28 05:10sell480.10157.0000.0000.000
1832023.12.28 05:10modify480.10157.000157.281156.231
1842023.12.28 05:10modify470.10157.120157.281156.231
1852023.12.28 05:10modify460.10157.631157.281156.231
1862023.12.28 07:30sell490.10156.6410.0000.000
1872023.12.28 07:30modify490.10156.641157.001156.231
1882023.12.28 07:30modify480.10157.000157.001156.231
1892023.12.28 07:30modify470.10157.120157.001156.231
1902023.12.28 07:30modify460.10157.631157.001156.231
1912023.12.28 15:05t/p460.10156.231157.001156.23191.2410731.20
1922023.12.28 15:05t/p470.10156.231157.001156.23156.5410787.74
1932023.12.28 15:05t/p480.10156.231157.001156.23152.2310839.97
1942023.12.28 15:05t/p490.10156.231157.001156.23127.8410867.81