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=2; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 modelled79258Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread30
Total net profit1093.09Gross profit1336.69Gross loss-243.60
Profit factor5.49Expected payoff35.26
Absolute drawdown89.45Maximal drawdown152.72 (1.51%)Relative drawdown1.51% (152.72)
Total trades31Short positions (won %)18 (77.78%)Long positions (won %)13 (84.62%)
Profit trades (% of total)25 (80.65%)Loss trades (% of total)6 (19.35%)
Largestprofit trade104.17loss trade-56.90
Averageprofit trade53.47loss trade-40.60
Maximumconsecutive wins (profit in money)11 (696.15)consecutive losses (loss in money)2 (-80.62)
Maximalconsecutive profit (count of wins)696.15 (11)consecutive loss (count of losses)-80.62 (2)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.23 12:00sell10.10141.8020.0000.000
22023.01.23 12:00modify10.10141.802142.602140.302
32023.01.24 10:25sell20.10141.3400.0000.000
42023.01.24 10:25modify20.10141.340141.727140.302
52023.01.24 10:25modify10.10141.802141.727140.302
62023.01.24 13:40s/l10.10141.727141.727140.3023.8110003.81
72023.01.24 13:40s/l20.10141.727141.727140.302-26.299977.52
82023.04.28 12:00sell30.10149.2840.0000.000
92023.04.28 12:00modify30.10149.284150.084147.784
102023.04.28 14:30s/l30.10150.084150.084147.784-54.339923.19
112023.05.11 16:00buy40.10146.8010.0000.000
122023.05.11 16:00modify40.10146.801146.001148.301
132023.05.12 15:50buy50.10147.2510.0000.000
142023.05.12 15:50modify50.10147.251146.876148.301
152023.05.12 15:50modify40.10146.801146.876148.301
162023.05.15 02:30buy60.10147.6320.0000.000
172023.05.15 02:30modify60.10147.632147.251148.301
182023.05.15 02:30modify50.10147.251147.251148.301
192023.05.15 02:30modify40.10146.801147.251148.301
202023.05.15 03:50buy70.10147.8680.0000.000
212023.05.15 03:50modify70.10147.868147.476148.301
222023.05.15 03:50modify60.10147.632147.476148.301
232023.05.15 03:50modify50.10147.251147.476148.301
242023.05.15 03:50modify40.10146.801147.476148.301
252023.05.16 13:40t/p40.10148.301147.476148.301104.1710027.36
262023.05.16 13:40t/p50.10148.301147.476148.30172.8510100.21
272023.05.16 13:40t/p60.10148.301147.476148.30146.2010146.42
282023.05.16 13:40t/p70.10148.301147.476148.30130.1710176.59
292023.05.31 12:00buy80.10149.2180.0000.000
302023.05.31 12:00modify80.10149.218148.418150.718
312023.06.01 09:50buy90.10149.6760.0000.000
322023.06.01 09:50modify90.10149.676149.293150.718
332023.06.01 09:50modify80.10149.218149.293150.718
342023.06.01 11:30s/l80.10149.293149.293150.7187.3910183.99
352023.06.01 11:30s/l90.10149.293149.293150.718-26.0110157.98
362023.06.15 12:00sell100.10152.7990.0000.000
372023.06.15 12:00modify100.10152.799153.599151.299
382023.06.15 15:40s/l100.10153.599153.599151.299-54.3310103.65
392023.07.12 16:00buy110.10153.7510.0000.000
402023.07.12 16:00modify110.10153.751152.951155.251
412023.07.12 19:59buy120.10154.2260.0000.000
422023.07.12 19:59modify120.10154.226153.826155.251
432023.07.12 19:59modify110.10153.751153.826155.251
442023.07.13 05:40buy130.10154.5800.0000.000
452023.07.13 05:40modify130.10154.580154.201155.251
462023.07.13 05:40modify120.10154.226154.201155.251
472023.07.13 05:40modify110.10153.751154.201155.251
482023.07.13 06:40s/l110.10154.201154.201155.25132.8510136.50
492023.07.13 06:40s/l120.10154.201154.201155.2510.5910137.09
502023.07.13 06:40s/l130.10154.201154.201155.251-25.7410111.35
512023.07.21 16:00sell140.10157.6130.0000.000
522023.07.21 16:00modify140.10157.613158.413156.113
532023.07.24 08:40sell150.10156.5570.0000.000
542023.07.24 08:40modify150.10156.557156.938156.113
552023.07.24 08:40modify140.10157.613156.938156.113
562023.07.24 09:10sell160.10156.7620.0000.000
572023.07.24 09:10modify160.10156.762157.163156.113
582023.07.24 09:15modify160.10156.762156.938156.113
592023.07.25 12:40t/p140.10156.113156.938156.11399.3110210.66
602023.07.25 12:40t/p150.10156.113156.938156.11328.8710239.54
612023.07.25 12:40t/p160.10156.113156.938156.11342.7910282.33
622023.08.22 04:00sell170.10159.3700.0000.000
632023.08.22 04:00modify170.10159.370160.170157.870
642023.08.22 10:40sell180.10158.5180.0000.000
652023.08.22 10:40modify180.10158.518158.920157.870
662023.08.22 10:40modify170.10159.370158.920157.870
672023.08.22 14:20sell190.10158.3040.0000.000
682023.08.22 14:20modify190.10158.304158.695157.870
692023.08.22 14:20modify180.10158.518158.695157.870
702023.08.22 14:20modify170.10159.370158.695157.870
712023.08.23 07:30t/p170.10157.870158.695157.870100.5910382.92
722023.08.23 07:30t/p180.10157.870158.695157.87042.7310425.65
732023.08.23 07:30t/p190.10157.870158.695157.87028.1910453.84
742023.11.06 16:00sell200.10160.8630.0000.000
752023.11.06 16:00modify200.10160.863161.663159.363
762023.11.08 18:30s/l200.10161.663161.663159.363-56.9010396.94
772023.11.15 08:00sell210.10163.8430.0000.000
782023.11.15 08:00modify210.10163.843164.643162.343
792023.11.16 16:30sell220.10163.3850.0000.000
802023.11.16 16:30modify220.10163.385163.768162.343
812023.11.16 16:30modify210.10163.843163.768162.343
822023.11.17 07:40sell230.10163.0120.0000.000
832023.11.17 07:40modify230.10163.012163.393162.343
842023.11.17 07:40modify220.10163.385163.393162.343
852023.11.17 07:40modify210.10163.843163.393162.343
862023.11.17 09:40t/p210.10162.343163.393162.34396.7610493.70
872023.11.17 09:40t/p220.10162.343163.393162.34369.4910563.19
882023.11.17 09:40t/p230.10162.343163.393162.34345.4410608.63
892023.12.14 08:00buy240.10154.5500.0000.000
902023.12.14 08:00modify240.10154.550153.750156.050
912023.12.14 12:50buy250.10155.0020.0000.000
922023.12.14 12:50modify250.10155.002154.625156.050
932023.12.14 12:50modify240.10154.550154.625156.050
942023.12.14 14:20buy260.10155.3940.0000.000
952023.12.14 14:20modify260.10155.394155.000156.050
962023.12.14 14:20modify250.10155.002155.000156.050
972023.12.14 14:20modify240.10154.550155.000156.050
982023.12.14 16:45buy270.10155.6210.0000.000
992023.12.14 16:45modify270.10155.621155.225156.050
1002023.12.14 16:45modify260.10155.394155.225156.050
1012023.12.14 16:45modify250.10155.002155.225156.050
1022023.12.14 16:45modify240.10154.550155.225156.050
1032023.12.14 20:15t/p240.10156.050155.225156.050101.8810710.51
1042023.12.14 20:15t/p250.10156.050155.225156.05071.1810781.69
1052023.12.14 20:15t/p260.10156.050155.225156.05044.5610826.25
1062023.12.14 20:15t/p270.10156.050155.225156.05029.1410855.39
1072023.12.27 12:00sell280.10157.6310.0000.000
1082023.12.27 12:00modify280.10157.631158.431156.131
1092023.12.27 22:33sell290.10157.1610.0000.000
1102023.12.27 22:33modify290.10157.161157.556156.131
1112023.12.27 22:33modify280.10157.631157.556156.131
1122023.12.28 05:50sell300.10156.7930.0000.000
1132023.12.28 05:50modify300.10156.793157.181156.131
1142023.12.28 05:50modify290.10157.161157.181156.131
1152023.12.28 05:50modify280.10157.631157.181156.131
1162023.12.28 07:59sell310.10156.5520.0000.000
1172023.12.28 07:59modify310.10156.552156.956156.131
1182023.12.28 07:59modify300.10156.793156.956156.131
1192023.12.28 07:59modify290.10157.161156.956156.131
1202023.12.28 07:59modify280.10157.631156.956156.131
1212023.12.28 15:05t/p280.10156.131156.956156.13198.0310953.43
1222023.12.28 15:05t/p290.10156.131156.956156.13166.1111019.54
1232023.12.28 15:05t/p300.10156.131156.956156.13144.9611064.50
1242023.12.28 15:05t/p310.10156.131156.956156.13128.5911093.09