Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01)
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=0.6; 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=20; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 test2615Ticks modelled79544Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit817.80Gross profit1178.78Gross loss-360.98
Profit factor3.27Expected payoff20.45
Absolute drawdown55.65Maximal drawdown144.68 (1.33%)Relative drawdown1.35% (135.64)
Total trades40Short positions (won %)16 (62.50%)Long positions (won %)24 (66.67%)
Profit trades (% of total)26 (65.00%)Loss trades (% of total)14 (35.00%)
Largestprofit trade97.71loss trade-40.26
Averageprofit trade45.34loss trade-25.78
Maximumconsecutive wins (profit in money)9 (458.08)consecutive losses (loss in money)3 (-118.50)
Maximalconsecutive profit (count of wins)458.08 (9)consecutive loss (count of losses)-118.50 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.09 16:00buy10.10144.1010.0000.000
22023.03.09 16:00modify10.10144.101143.501145.501
32023.03.10 03:45buy20.10144.6080.0000.000
42023.03.10 03:45modify20.10144.608144.381145.501
52023.03.10 03:45modify10.10144.101144.381145.501
62023.03.10 04:50buy30.10144.9450.0000.000
72023.03.10 04:50modify30.10144.945144.451145.501
82023.03.10 04:50modify20.10144.608144.451145.501
92023.03.10 04:50modify10.10144.101144.451145.501
102023.03.10 08:05s/l10.10144.451144.451145.50124.2310024.23
112023.03.10 08:05s/l20.10144.451144.451145.501-10.5410013.69
122023.03.10 08:05s/l30.10144.451144.451145.501-33.159980.54
132023.04.05 20:00buy40.10143.1190.0000.000
142023.04.05 20:00modify40.10143.119142.519144.519
152023.04.06 14:10buy50.10143.6210.0000.000
162023.04.06 14:10modify50.10143.621143.399144.519
172023.04.06 14:10modify40.10143.119143.399144.519
182023.04.06 14:40buy60.10143.9860.0000.000
192023.04.06 14:40modify60.10143.986143.469144.519
202023.04.06 14:40modify50.10143.621143.469144.519
212023.04.06 14:40modify40.10143.119143.469144.519
222023.04.07 14:05buy70.10144.1020.0000.000
232023.04.07 14:05modify70.10144.102143.679144.519
242023.04.07 14:05modify60.10143.986143.679144.519
252023.04.07 14:05modify50.10143.621143.679144.519
262023.04.07 14:05modify40.10143.119143.679144.519
272023.04.10 00:30t/p40.10144.519143.679144.51997.7110078.25
282023.04.10 00:30t/p50.10144.519143.679144.51961.7610140.01
292023.04.10 00:30t/p60.10144.519143.679144.51937.2710177.27
302023.04.10 00:30t/p70.10144.519143.679144.51928.7310206.01
312023.04.28 12:00sell80.10149.2840.0000.000
322023.04.28 12:00modify80.10149.284149.884147.884
332023.04.28 14:20s/l80.10149.884149.884147.884-40.2410165.77
342023.05.04 04:00buy90.10149.0910.0000.000
352023.05.04 04:00modify90.10149.091148.491150.491
362023.05.04 12:40s/l90.10148.491148.491150.491-40.2610125.51
372023.05.10 20:00buy100.10147.5730.0000.000
382023.05.10 20:00modify100.10147.573146.973148.973
392023.05.11 06:40s/l100.10146.973146.973148.973-38.0010087.51
402023.05.11 16:00buy110.10146.8010.0000.000
412023.05.11 16:00modify110.10146.801146.201148.201
422023.05.12 16:05buy120.10147.3200.0000.000
432023.05.12 16:05modify120.10147.320147.081148.201
442023.05.12 16:05modify110.10146.801147.081148.201
452023.05.15 02:40buy130.10147.6690.0000.000
462023.05.15 02:40modify130.10147.669147.151148.201
472023.05.15 02:40modify120.10147.320147.151148.201
482023.05.15 02:40modify110.10146.801147.151148.201
492023.05.16 05:45buy140.10147.8040.0000.000
502023.05.16 05:45modify140.10147.804147.361148.201
512023.05.16 05:45modify130.10147.669147.361148.201
522023.05.16 05:45modify120.10147.320147.361148.201
532023.05.16 05:45modify110.10146.801147.361148.201
542023.05.16 13:20t/p110.10148.201147.361148.20196.2010183.71
552023.05.16 13:20t/p120.10148.201147.361148.20160.6210244.32
562023.05.16 13:20t/p130.10148.201147.361148.20136.4410280.77
572023.05.16 13:20t/p140.10148.201147.361148.20126.6410307.41
582023.05.31 12:00buy150.10149.2180.0000.000
592023.05.31 12:00modify150.10149.218148.618150.618
602023.05.31 14:05buy160.10149.7150.0000.000
612023.05.31 14:05modify160.10149.715149.498150.618
622023.05.31 14:05modify150.10149.218149.498150.618
632023.05.31 14:20s/l150.10149.498149.498150.61818.7910326.20
642023.05.31 14:20s/l160.10149.498149.498150.618-14.5610311.64
652023.05.31 20:00buy170.10148.9390.0000.000
662023.05.31 20:00modify170.10148.939148.339150.339
672023.06.01 08:50buy180.10149.4570.0000.000
682023.06.01 08:50modify180.10149.457149.219150.339
692023.06.01 08:50modify170.10148.939149.219150.339
702023.06.01 11:40s/l170.10149.219149.219150.33921.0410332.68
712023.06.01 11:40s/l180.10149.219149.219150.339-15.9710316.71
722023.07.12 16:00buy190.10153.7510.0000.000
732023.07.12 16:00modify190.10153.751153.151155.151
742023.07.12 19:40buy200.10154.2490.0000.000
752023.07.12 19:40modify200.10154.249154.031155.151
762023.07.12 19:40modify190.10153.751154.031155.151
772023.07.12 21:40s/l190.10154.031154.031155.15118.7910335.50
782023.07.12 21:40s/l200.10154.031154.031155.151-14.6310320.87
792023.07.21 16:00sell210.10157.6130.0000.000
802023.07.21 16:00modify210.10157.613158.213156.213
812023.07.24 07:50sell220.10156.6250.0000.000
822023.07.24 07:50modify220.10156.625157.053156.213
832023.07.24 07:50modify210.10157.613157.053156.213
842023.07.24 08:20sell230.10156.7540.0000.000
852023.07.24 08:20modify230.10156.754157.263156.213
862023.07.24 08:25modify230.10156.754157.053156.213
872023.07.25 09:40t/p210.10156.213157.053156.21391.3610412.22
882023.07.25 09:40t/p220.10156.213157.053156.21326.3710438.59
892023.07.25 09:40t/p230.10156.213157.053156.21335.0210473.61
902023.07.25 20:00buy240.10155.8230.0000.000
912023.07.25 20:00modify240.10155.823155.223157.223
922023.07.26 11:40s/l240.10155.223155.223157.223-39.5110434.11
932023.08.10 20:00sell250.10158.9750.0000.000
942023.08.10 20:00modify250.10158.975159.575157.575
952023.08.11 14:15sell260.10158.4820.0000.000
962023.08.11 14:15modify260.10158.482158.695157.575
972023.08.11 14:15modify250.10158.975158.695157.575
982023.08.11 14:20s/l250.10158.695158.695157.57517.5210451.63
992023.08.11 14:20s/l260.10158.695158.695157.575-14.2810437.35
1002023.08.22 04:00sell270.10159.3700.0000.000
1012023.08.22 04:00modify270.10159.370159.970157.970
1022023.08.22 08:50sell280.10158.8780.0000.000
1032023.08.22 08:50modify280.10158.878159.090157.970
1042023.08.22 08:50modify270.10159.370159.090157.970
1052023.08.22 10:40sell290.10158.5180.0000.000
1062023.08.22 10:40modify290.10158.518159.020157.970
1072023.08.22 10:40modify280.10158.878159.020157.970
1082023.08.22 10:40modify270.10159.370159.020157.970
1092023.08.22 13:53sell300.10158.3720.0000.000
1102023.08.22 13:53modify300.10158.372158.810157.970
1112023.08.22 13:53modify290.10158.518158.810157.970
1122023.08.22 13:53modify280.10158.878158.810157.970
1132023.08.22 13:53modify270.10159.370158.810157.970
1142023.08.23 01:05t/p270.10157.970158.810157.97092.6310529.98
1152023.08.23 01:05t/p280.10157.970158.810157.97059.6310589.61
1162023.08.23 01:05t/p290.10157.970158.810157.97035.4910625.10
1172023.08.23 01:05t/p300.10157.970158.810157.97025.7010650.80
1182023.09.14 20:00buy310.10156.9590.0000.000
1192023.09.14 20:00modify310.10156.959156.359158.359
1202023.09.15 14:50buy320.10157.8260.0000.000
1212023.09.15 14:50modify320.10157.826157.309158.359
1222023.09.15 14:50modify310.10156.959157.309158.359
1232023.09.18 06:45buy330.10157.4490.0000.000
1242023.09.18 06:45modify330.10157.449157.239158.359
1252023.09.18 06:50modify330.10157.449157.309158.359
1262023.09.18 15:40buy340.10157.9600.0000.000
1272023.09.18 15:40modify340.10157.960157.519158.359
1282023.09.18 15:40modify320.10157.826157.519158.359
1292023.09.18 15:40modify330.10157.449157.519158.359
1302023.09.18 15:40modify310.10156.959157.519158.359
1312023.09.20 07:40t/p310.10158.359157.519158.35996.9610747.76
1322023.09.20 07:40t/p320.10158.359157.519158.35938.0310785.79
1332023.09.20 07:40t/p330.10158.359157.519158.35962.5810848.36
1342023.09.20 07:40t/p340.10158.359157.519158.35928.2910876.65
1352023.11.15 08:00sell350.10163.8430.0000.000
1362023.11.15 08:00modify350.10163.843164.443162.443
1372023.11.15 10:45sell360.10163.3370.0000.000
1382023.11.15 10:45modify360.10163.337163.563162.443
1392023.11.15 10:45modify350.10163.843163.563162.443
1402023.11.15 13:30s/l350.10163.563163.563162.44318.7810895.43
1412023.11.15 13:30s/l360.10163.563163.563162.443-15.1510880.28
1422023.12.11 12:00sell370.10157.3830.0000.000
1432023.12.11 12:00modify370.10157.383157.983155.983
1442023.12.12 00:40sell380.10156.8730.0000.000
1452023.12.12 00:40modify380.10156.873157.103155.983
1462023.12.12 00:40modify370.10157.383157.103155.983
1472023.12.12 06:15sell390.10156.5300.0000.000
1482023.12.12 06:15modify390.10156.530157.033155.983
1492023.12.12 06:15modify380.10156.873157.033155.983
1502023.12.12 06:15modify370.10157.383157.033155.983
1512023.12.12 08:30s/l370.10157.033157.033155.98322.2110902.49
1522023.12.12 08:30s/l380.10157.033157.033155.983-10.7310891.76
1532023.12.12 08:30s/l390.10157.033157.033155.983-33.7310858.03
1542024.01.17 12:00sell400.10160.6430.0000.000
1552024.01.17 12:00modify400.10160.643161.243159.243
1562024.01.17 16:40s/l400.10161.243161.243159.243-40.2310817.80