Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01)
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=11; 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=80; 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=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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 modelled79496Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit701.98Gross profit1313.10Gross loss-611.12
Profit factor2.15Expected payoff14.94
Absolute drawdown112.60Maximal drawdown193.58 (1.78%)Relative drawdown1.78% (193.58)
Total trades47Short positions (won %)26 (69.23%)Long positions (won %)21 (57.14%)
Profit trades (% of total)30 (63.83%)Loss trades (% of total)17 (36.17%)
Largestprofit trade91.61loss trade-56.72
Averageprofit trade43.77loss trade-35.95
Maximumconsecutive wins (profit in money)8 (415.75)consecutive losses (loss in money)4 (-134.46)
Maximalconsecutive profit (count of wins)415.75 (8)consecutive loss (count of losses)-134.46 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.04 04:00buy10.10149.0910.0000.000
22023.05.04 04:00modify10.10149.091148.291150.491
32023.05.04 13:30s/l10.10148.291148.291150.491-51.149948.86
42023.05.10 20:00buy20.10147.5730.0000.000
52023.05.10 20:00modify20.10147.573146.773148.973
62023.05.11 11:30s/l20.10146.773146.773148.973-49.579899.29
72023.05.11 16:00buy30.10146.8010.0000.000
82023.05.11 16:00modify30.10146.801146.001148.201
92023.05.12 16:05buy40.10147.3200.0000.000
102023.05.12 16:05modify40.10147.320146.871148.201
112023.05.12 16:05modify30.10146.801146.871148.201
122023.05.15 02:40buy50.10147.6690.0000.000
132023.05.15 02:40modify50.10147.669147.151148.201
142023.05.15 02:40modify40.10147.320147.151148.201
152023.05.15 02:40modify30.10146.801147.151148.201
162023.05.16 05:45buy60.10147.8040.0000.000
172023.05.16 05:45modify60.10147.804147.501148.201
182023.05.16 05:45modify50.10147.669147.501148.201
192023.05.16 05:45modify40.10147.320147.501148.201
202023.05.16 05:45modify30.10146.801147.501148.201
212023.05.16 13:20t/p30.10148.201147.501148.20191.089990.38
222023.05.16 13:20t/p40.10148.201147.501148.20157.3810047.75
232023.05.16 13:20t/p50.10148.201147.501148.20134.5410082.29
242023.05.16 13:20t/p60.10148.201147.501148.20125.3810107.67
252023.05.31 12:00buy70.10149.2180.0000.000
262023.05.31 12:00modify70.10149.218148.418150.618
272023.05.31 14:05buy80.10149.7150.0000.000
282023.05.31 14:05modify80.10149.715149.288150.618
292023.05.31 14:05modify70.10149.218149.288150.618
302023.05.31 14:30s/l70.10149.288149.288150.6184.4710112.14
312023.05.31 14:30s/l80.10149.288149.288150.618-27.3010084.84
322023.05.31 20:00buy90.10148.9390.0000.000
332023.05.31 20:00modify90.10148.939148.139150.339
342023.06.01 08:50buy100.10149.4570.0000.000
352023.06.01 08:50modify100.10149.457149.009150.339
362023.06.01 08:50modify90.10148.939149.009150.339
372023.06.01 12:40s/l90.10149.009149.009150.3396.0610090.90
382023.06.01 12:40s/l100.10149.009149.009150.339-28.6310062.27
392023.07.12 16:00buy110.10153.7510.0000.000
402023.07.12 16:00modify110.10153.751152.951155.151
412023.07.12 19:40buy120.10154.2490.0000.000
422023.07.12 19:40modify120.10154.249153.821155.151
432023.07.12 19:40modify110.10153.751153.821155.151
442023.07.13 06:05buy130.10154.5940.0000.000
452023.07.13 06:05modify130.10154.594154.101155.151
462023.07.13 06:05modify120.10154.249154.101155.151
472023.07.13 06:05modify110.10153.751154.101155.151
482023.07.13 07:15s/l110.10154.101154.101155.15123.9510086.22
492023.07.13 07:15s/l120.10154.101154.101155.151-7.8910078.34
502023.07.13 07:15s/l130.10154.101154.101155.151-31.5210046.82
512023.07.25 20:00buy140.10155.8230.0000.000
522023.07.25 20:00modify140.10155.823155.023157.223
532023.07.27 02:30s/l140.10155.023155.023157.223-49.039997.79
542023.08.10 20:00sell150.10158.9750.0000.000
552023.08.10 20:00modify150.10158.975159.775157.575
562023.08.11 14:15sell160.10158.4820.0000.000
572023.08.11 14:15modify160.10158.482158.905157.575
582023.08.11 14:15modify150.10158.975158.905157.575
592023.08.11 14:40s/l150.10158.905158.905157.5753.0710000.86
602023.08.11 14:40s/l160.10158.905158.905157.575-27.049973.82
612023.08.22 04:00sell170.10159.3700.0000.000
622023.08.22 04:00modify170.10159.370160.170157.970
632023.08.22 08:50sell180.10158.8780.0000.000
642023.08.22 08:50modify180.10158.878159.300157.970
652023.08.22 08:50modify170.10159.370159.300157.970
662023.08.22 10:40sell190.10158.5180.0000.000
672023.08.22 10:40modify190.10158.518159.020157.970
682023.08.22 10:40modify180.10158.878159.020157.970
692023.08.22 10:40modify170.10159.370159.020157.970
702023.08.22 13:53sell200.10158.3720.0000.000
712023.08.22 13:53modify200.10158.372158.670157.970
722023.08.22 13:53modify190.10158.518158.670157.970
732023.08.22 13:53modify180.10158.878158.670157.970
742023.08.22 13:53modify170.10159.370158.670157.970
752023.08.23 01:05t/p170.10157.970158.670157.97088.0910061.91
762023.08.23 01:05t/p180.10157.970158.670157.97056.6410118.56
772023.08.23 01:05t/p190.10157.970158.670157.97033.6310152.19
782023.08.23 01:05t/p200.10157.970158.670157.97024.3010176.50
792023.09.14 20:00buy210.10156.9590.0000.000
802023.09.14 20:00modify210.10156.959156.159158.359
812023.09.15 14:50buy220.10157.8260.0000.000
822023.09.15 14:50modify220.10157.826157.309158.359
832023.09.15 14:50modify210.10156.959157.309158.359
842023.09.18 06:45buy230.10157.4490.0000.000
852023.09.18 06:45modify230.10157.449157.029158.359
862023.09.18 06:50modify230.10157.449157.309158.359
872023.09.18 15:40buy240.10157.9600.0000.000
882023.09.18 15:40modify240.10157.960157.659158.359
892023.09.18 15:40modify220.10157.826157.659158.359
902023.09.18 15:40modify230.10157.449157.659158.359
912023.09.18 15:40modify210.10156.959157.659158.359
922023.09.20 07:40t/p210.10158.359157.659158.35991.6110268.11
932023.09.20 07:40t/p220.10158.359157.659158.35935.6610303.77
942023.09.20 07:40t/p230.10158.359157.659158.35959.2410363.00
952023.09.20 07:40t/p240.10158.359157.659158.35926.5710389.57
962023.11.06 16:00sell250.10160.8630.0000.000
972023.11.06 16:00modify250.10160.863161.663159.463
982023.11.08 18:30s/l250.10161.663161.663159.463-53.9310335.64
992023.12.27 12:00sell260.10157.6310.0000.000
1002023.12.27 12:00modify260.10157.631158.431156.231
1012023.12.27 23:59sell270.10157.1200.0000.000
1022023.12.27 23:59modify270.10157.120157.561156.231
1032023.12.27 23:59modify260.10157.631157.561156.231
1042023.12.28 05:40sell280.10156.7670.0000.000
1052023.12.28 05:40modify280.10156.767157.281156.231
1062023.12.28 05:40modify270.10157.120157.281156.231
1072023.12.28 05:40modify260.10157.631157.281156.231
1082023.12.28 07:30sell290.10156.6410.0000.000
1092023.12.28 07:30modify290.10156.641156.931156.231
1102023.12.28 07:30modify280.10156.767156.931156.231
1112023.12.28 07:30modify270.10157.120156.931156.231
1122023.12.28 07:30modify260.10157.631156.931156.231
1132023.12.28 15:05t/p260.10156.231156.931156.23185.2910420.93
1142023.12.28 15:05t/p270.10156.231156.931156.23152.6310473.56
1152023.12.28 15:05t/p280.10156.231156.931156.23134.2610507.82
1162023.12.28 15:05t/p290.10156.231156.931156.23126.2010534.02
1172024.01.17 12:00sell300.10160.6430.0000.000
1182024.01.17 12:00modify300.10160.643161.443159.243
1192024.01.19 01:40s/l300.10161.443161.443159.243-56.7210477.30
1202024.02.26 20:00sell310.10163.5180.0000.000
1212024.02.26 20:00modify310.10163.518164.318162.118
1222024.02.27 09:05sell320.10163.0130.0000.000
1232024.02.27 09:05modify320.10163.013163.448162.118
1242024.02.27 09:05modify310.10163.518163.448162.118
1252024.02.29 02:00sell330.10162.6650.0000.000
1262024.02.29 02:00modify330.10162.665163.168162.118
1272024.02.29 02:00modify320.10163.013163.168162.118
1282024.02.29 02:00modify310.10163.518163.168162.118
1292024.02.29 02:20sell340.10162.5350.0000.000
1302024.02.29 02:20modify340.10162.535162.818162.118
1312024.02.29 02:20modify330.10162.665162.818162.118
1322024.02.29 02:20modify320.10163.013162.818162.118
1332024.02.29 02:20modify310.10163.518162.818162.118
1342024.02.29 07:40t/p310.10162.118162.818162.11882.5110559.81
1352024.02.29 07:40t/p320.10162.118162.818162.11851.6310611.43
1362024.02.29 07:40t/p330.10162.118162.818162.11834.9710646.40
1372024.02.29 07:40t/p340.10162.118162.818162.11826.6610673.06
1382024.03.04 20:00sell350.10163.4440.0000.000
1392024.03.04 20:00modify350.10163.444164.244162.044
1402024.03.05 15:35sell360.10162.9380.0000.000
1412024.03.05 15:35modify360.10162.938163.374162.044
1422024.03.05 15:35modify350.10163.444163.374162.044
1432024.03.06 14:00sell370.10162.5820.0000.000
1442024.03.06 14:00modify370.10162.582163.094162.044
1452024.03.06 14:00modify360.10162.938163.094162.044
1462024.03.06 14:00modify350.10163.444163.094162.044
1472024.03.07 00:30sell380.10162.4540.0000.000
1482024.03.07 00:30modify380.10162.454162.744162.044
1492024.03.07 00:30modify370.10162.582162.744162.044
1502024.03.07 00:30modify360.10162.938162.744162.044
1512024.03.07 00:30modify350.10163.444162.744162.044
1522024.03.07 01:40t/p350.10162.044162.744162.04482.5110755.57
1532024.03.07 01:40t/p360.10162.044162.744162.04451.5710807.14
1542024.03.07 01:40t/p370.10162.044162.744162.04430.2010837.34
1552024.03.07 01:40t/p380.10162.044162.744162.04426.2110863.55
1562024.03.15 20:00sell390.10162.3330.0000.000
1572024.03.15 20:00modify390.10162.333163.133160.933
1582024.03.19 05:20s/l390.10163.133163.133160.933-53.9210809.63
1592024.03.25 04:00buy400.10163.5650.0000.000
1602024.03.25 04:00modify400.10163.565162.765164.965
1612024.03.25 14:30buy410.10164.0580.0000.000
1622024.03.25 14:30modify410.10164.058163.635164.965
1632024.03.25 14:30modify400.10163.565163.635164.965
1642024.03.26 11:40buy420.10164.4220.0000.000
1652024.03.26 11:40modify420.10164.422163.915164.965
1662024.03.26 11:40modify410.10164.058163.915164.965
1672024.03.26 11:40modify400.10163.565163.915164.965
1682024.03.27 00:40s/l400.10163.915163.915164.96523.4310833.06
1692024.03.27 00:40s/l410.10163.915163.915164.965-8.0810824.97
1702024.03.27 00:40s/l420.10163.915163.915164.965-31.8810793.09
1712024.04.04 12:00sell430.10164.6780.0000.000
1722024.04.04 12:00modify430.10164.678165.478163.278
1732024.04.04 19:50sell440.10163.8220.0000.000
1742024.04.04 19:50modify440.10163.822164.328163.278
1752024.04.04 19:50modify430.10164.678164.328163.278
1762024.04.05 00:30sell450.10163.6740.0000.000
1772024.04.05 00:30modify450.10163.674163.978163.278
1782024.04.05 00:30modify440.10163.822163.978163.278
1792024.04.05 00:30modify430.10164.678163.978163.278
1802024.04.05 07:30s/l430.10163.978163.978163.27843.3510836.44
1812024.04.05 07:30s/l440.10163.978163.978163.278-11.3710825.08
1822024.04.05 07:30s/l450.10163.978163.978163.278-19.4310805.65
1832024.04.25 12:00sell460.10166.7630.0000.000
1842024.04.25 12:00modify460.10166.763167.563165.363
1852024.04.26 06:20s/l460.10167.563167.563165.363-52.5410753.11
1862024.04.26 12:00sell470.10168.0280.0000.000
1872024.04.26 12:00modify470.10168.028168.828166.628
1882024.04.26 18:30s/l470.10168.828168.828166.628-51.1310701.98