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=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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 profit1043.12Gross profit1316.41Gross loss-273.28
Profit factor4.82Expected payoff34.77
Absolute drawdown66.13Maximal drawdown150.84 (1.48%)Relative drawdown1.48% (150.84)
Total trades30Short positions (won %)17 (76.47%)Long positions (won %)13 (84.62%)
Profit trades (% of total)24 (80.00%)Loss trades (% of total)6 (20.00%)
Largestprofit trade102.91loss trade-58.68
Averageprofit trade54.85loss trade-45.55
Maximumconsecutive wins (profit in money)11 (687.55)consecutive losses (loss in money)2 (-79.35)
Maximalconsecutive profit (count of wins)687.55 (11)consecutive loss (count of losses)-79.35 (2)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.04.28 12:00sell10.10149.2840.0000.000
22023.04.28 12:00modify10.10149.284150.084147.784
32023.04.28 14:30s/l10.10150.084150.084147.784-53.659946.35
42023.05.11 16:00buy20.10146.8010.0000.000
52023.05.11 16:00modify20.10146.801146.001148.301
62023.05.12 15:50buy30.10147.2510.0000.000
72023.05.12 15:50modify30.10147.251146.876148.301
82023.05.12 15:50modify20.10146.801146.876148.301
92023.05.15 02:30buy40.10147.6320.0000.000
102023.05.15 02:30modify40.10147.632147.251148.301
112023.05.15 02:30modify30.10147.251147.251148.301
122023.05.15 02:30modify20.10146.801147.251148.301
132023.05.15 03:50buy50.10147.8680.0000.000
142023.05.15 03:50modify50.10147.868147.326148.301
152023.05.15 03:50modify40.10147.632147.326148.301
162023.05.15 03:50modify30.10147.251147.326148.301
172023.05.15 03:50modify20.10146.801147.326148.301
182023.05.16 13:40t/p20.10148.301147.326148.301102.9110049.26
192023.05.16 13:40t/p30.10148.301147.326148.30171.9610121.22
202023.05.16 13:40t/p40.10148.301147.326148.30145.6410166.86
212023.05.16 13:40t/p50.10148.301147.326148.30129.8010196.66
222023.05.31 12:00buy60.10149.2180.0000.000
232023.05.31 12:00modify60.10149.218148.418150.718
242023.06.01 09:50buy70.10149.6760.0000.000
252023.06.01 09:50modify70.10149.676149.293150.718
262023.06.01 09:50modify60.10149.218149.293150.718
272023.06.01 11:30s/l60.10149.293149.293150.7187.2910203.95
282023.06.01 11:30s/l70.10149.293149.293150.718-25.7010178.25
292023.06.15 12:00sell80.10152.7990.0000.000
302023.06.15 12:00modify80.10152.799153.599151.299
312023.06.15 15:40s/l80.10153.599153.599151.299-53.6510124.60
322023.07.12 16:00buy90.10153.7510.0000.000
332023.07.12 16:00modify90.10153.751152.951155.251
342023.07.12 19:59buy100.10154.2260.0000.000
352023.07.12 19:59modify100.10154.226153.826155.251
362023.07.12 19:59modify90.10153.751153.826155.251
372023.07.13 05:40buy110.10154.5800.0000.000
382023.07.13 05:40modify110.10154.580154.201155.251
392023.07.13 05:40modify100.10154.226154.201155.251
402023.07.13 05:40modify90.10153.751154.201155.251
412023.07.13 06:40s/l90.10154.201154.201155.25132.4610157.06
422023.07.13 06:40s/l100.10154.201154.201155.2510.5910157.65
432023.07.13 06:40s/l110.10154.201154.201155.251-25.4310132.22
442023.07.21 16:00sell120.10157.6130.0000.000
452023.07.21 16:00modify120.10157.613158.413156.113
462023.07.24 08:40sell130.10156.5570.0000.000
472023.07.24 08:40modify130.10156.557157.088156.113
482023.07.24 08:40modify120.10157.613157.088156.113
492023.07.24 09:10sell140.10156.7620.0000.000
502023.07.24 09:10modify140.10156.762157.163156.113
512023.07.24 09:15modify140.10156.762157.088156.113
522023.07.25 12:40t/p120.10156.113157.088156.11398.0710230.29
532023.07.25 12:40t/p130.10156.113157.088156.11328.5210258.81
542023.07.25 12:40t/p140.10156.113157.088156.11342.2610301.07
552023.08.22 04:00sell150.10159.3700.0000.000
562023.08.22 04:00modify150.10159.370160.170157.870
572023.08.22 10:40sell160.10158.5180.0000.000
582023.08.22 10:40modify160.10158.518158.920157.870
592023.08.22 10:40modify150.10159.370158.920157.870
602023.08.22 14:20sell170.10158.3040.0000.000
612023.08.22 14:20modify170.10158.304158.845157.870
622023.08.22 14:20modify160.10158.518158.845157.870
632023.08.22 14:20modify150.10159.370158.845157.870
642023.08.23 07:30t/p150.10157.870158.845157.87099.3310400.40
652023.08.23 07:30t/p160.10157.870158.845157.87042.1910442.59
662023.08.23 07:30t/p170.10157.870158.845157.87027.8410470.43
672023.11.06 16:00sell180.10160.8630.0000.000
682023.11.06 16:00modify180.10160.863161.663159.363
692023.11.08 18:30s/l180.10161.663161.663159.363-56.1710414.26
702023.11.15 08:00sell190.10163.8430.0000.000
712023.11.15 08:00modify190.10163.843164.643162.343
722023.11.16 16:30sell200.10163.3850.0000.000
732023.11.16 16:30modify200.10163.385163.768162.343
742023.11.16 16:30modify190.10163.843163.768162.343
752023.11.17 07:40sell210.10163.0120.0000.000
762023.11.17 07:40modify210.10163.012163.393162.343
772023.11.17 07:40modify200.10163.385163.393162.343
782023.11.17 07:40modify190.10163.843163.393162.343
792023.11.17 09:40t/p190.10162.343163.393162.34395.5510509.81
802023.11.17 09:40t/p200.10162.343163.393162.34368.6210578.43
812023.11.17 09:40t/p210.10162.343163.393162.34344.8610623.29
822023.12.14 08:00buy220.10154.5500.0000.000
832023.12.14 08:00modify220.10154.550153.750156.050
842023.12.14 12:50buy230.10155.0020.0000.000
852023.12.14 12:50modify230.10155.002154.625156.050
862023.12.14 12:50modify220.10154.550154.625156.050
872023.12.14 14:20buy240.10155.3940.0000.000
882023.12.14 14:20modify240.10155.394155.000156.050
892023.12.14 14:20modify230.10155.002155.000156.050
902023.12.14 14:20modify220.10154.550155.000156.050
912023.12.14 16:45buy250.10155.6210.0000.000
922023.12.14 16:45modify250.10155.621155.075156.050
932023.12.14 16:45modify240.10155.394155.075156.050
942023.12.14 16:45modify230.10155.002155.075156.050
952023.12.14 16:45modify220.10154.550155.075156.050
962023.12.14 20:15t/p220.10156.050155.075156.050100.6610723.95
972023.12.14 20:15t/p230.10156.050155.075156.05070.3310794.28
982023.12.14 20:15t/p240.10156.050155.075156.05044.0210838.30
992023.12.14 20:15t/p250.10156.050155.075156.05028.7910867.09
1002023.12.27 12:00sell260.10157.6310.0000.000
1012023.12.27 12:00modify260.10157.631158.431156.131
1022023.12.27 22:33sell270.10157.1610.0000.000
1032023.12.27 22:33modify270.10157.161157.556156.131
1042023.12.27 22:33modify260.10157.631157.556156.131
1052023.12.28 05:50sell280.10156.7930.0000.000
1062023.12.28 05:50modify280.10156.793157.181156.131
1072023.12.28 05:50modify270.10157.161157.181156.131
1082023.12.28 05:50modify260.10157.631157.181156.131
1092023.12.28 07:59sell290.10156.5520.0000.000
1102023.12.28 07:59modify290.10156.552157.106156.131
1112023.12.28 07:59modify280.10156.793157.106156.131
1122023.12.28 07:59modify270.10157.161157.106156.131
1132023.12.28 07:59modify260.10157.631157.106156.131
1142023.12.28 15:05t/p260.10156.131157.106156.13196.8110963.90
1152023.12.28 15:05t/p270.10156.131157.106156.13165.2911029.18
1162023.12.28 15:05t/p280.10156.131157.106156.13144.3911073.57
1172023.12.28 15:05t/p290.10156.131157.106156.13128.2311101.80
1182024.01.17 12:00sell300.10160.6430.0000.000
1192024.01.17 12:00modify300.10160.643161.443159.143
1202024.01.19 01:40s/l300.10161.443161.443159.143-58.6811043.12