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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 modelled79495Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1233.48Gross profit1968.57Gross loss-735.09
Profit factor2.68Expected payoff18.98
Absolute drawdown112.61Maximal drawdown182.34 (1.75%)Relative drawdown1.75% (182.34)
Total trades65Short positions (won %)44 (65.91%)Long positions (won %)21 (57.14%)
Profit trades (% of total)41 (63.08%)Loss trades (% of total)24 (36.92%)
Largestprofit trade97.49loss trade-56.73
Averageprofit trade48.01loss trade-30.63
Maximumconsecutive wins (profit in money)8 (441.79)consecutive losses (loss in money)3 (-76.72)
Maximalconsecutive profit (count of wins)441.79 (8)consecutive loss (count of losses)-105.08 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.04 04:00buy10.10149.0910.0000.000
22023.05.04 04:00modify10.10149.091148.291150.591
32023.05.04 13:30s/l10.10148.291148.291150.591-51.159948.85
42023.05.10 20:00buy20.10147.5730.0000.000
52023.05.10 20:00modify20.10147.573146.773149.073
62023.05.11 11:30s/l20.10146.773146.773149.073-49.579899.28
72023.05.11 16:00buy30.10146.8010.0000.000
82023.05.11 16:00modify30.10146.801146.001148.301
92023.05.12 15:50buy40.10147.2510.0000.000
102023.05.12 15:50modify40.10147.251146.876148.301
112023.05.12 15:50modify30.10146.801146.876148.301
122023.05.15 02:30buy50.10147.6320.0000.000
132023.05.15 02:30modify50.10147.632147.251148.301
142023.05.15 02:30modify40.10147.251147.251148.301
152023.05.15 02:30modify30.10146.801147.251148.301
162023.05.16 05:45buy60.10147.8040.0000.000
172023.05.16 05:45modify60.10147.804147.401148.301
182023.05.16 05:45modify50.10147.632147.401148.301
192023.05.16 05:45modify40.10147.251147.401148.301
202023.05.16 05:45modify30.10146.801147.401148.301
212023.05.16 13:40t/p30.10148.301147.401148.30197.499996.78
222023.05.16 13:40t/p40.10148.301147.401148.30168.1910064.96
232023.05.16 13:40t/p50.10148.301147.401148.30143.3010108.26
242023.05.16 13:40t/p60.10148.301147.401148.30131.7810140.04
252023.05.31 12:00buy70.10149.2180.0000.000
262023.05.31 12:00modify70.10149.218148.418150.718
272023.06.01 09:50buy80.10149.6760.0000.000
282023.06.01 09:50modify80.10149.676149.293150.718
292023.06.01 09:50modify70.10149.218149.293150.718
302023.06.01 11:30s/l70.10149.293149.293150.7186.3810146.42
312023.06.01 11:30s/l80.10149.293149.293150.718-24.4810121.94
322023.06.15 12:00sell90.10152.7990.0000.000
332023.06.15 12:00modify90.10152.799153.599151.299
342023.06.15 15:40s/l90.10153.599153.599151.299-51.1510070.79
352023.06.15 20:00sell100.10153.5520.0000.000
362023.06.15 20:00modify100.10153.552154.352152.052
372023.06.16 01:40sell110.10153.0870.0000.000
382023.06.16 01:40modify110.10153.087153.477152.052
392023.06.16 01:40modify100.10153.552153.477152.052
402023.06.16 02:20s/l100.10153.477153.477152.0523.3910074.18
412023.06.16 02:20s/l110.10153.477153.477152.052-24.9410049.24
422023.07.12 16:00buy120.10153.7510.0000.000
432023.07.12 16:00modify120.10153.751152.951155.251
442023.07.12 19:59buy130.10154.2260.0000.000
452023.07.12 19:59modify130.10154.226153.826155.251
462023.07.12 19:59modify120.10153.751153.826155.251
472023.07.13 05:40buy140.10154.5800.0000.000
482023.07.13 05:40modify140.10154.580154.201155.251
492023.07.13 05:40modify130.10154.226154.201155.251
502023.07.13 05:40modify120.10153.751154.201155.251
512023.07.13 06:40s/l120.10154.201154.201155.25130.3510079.60
522023.07.13 06:40s/l130.10154.201154.201155.251-0.0210079.58
532023.07.13 06:40s/l140.10154.201154.201155.251-24.2410055.34
542023.07.21 16:00sell150.10157.6130.0000.000
552023.07.21 16:00modify150.10157.613158.413156.113
562023.07.24 07:50sell160.10156.6250.0000.000
572023.07.24 07:50modify160.10156.625157.013156.113
582023.07.24 07:50modify150.10157.613157.013156.113
592023.07.24 09:10sell170.10156.7620.0000.000
602023.07.24 09:10modify170.10156.762157.163156.113
612023.07.24 09:15modify170.10156.762157.013156.113
622023.07.25 12:40t/p150.10156.113157.013156.11393.1010148.44
632023.07.25 12:40t/p160.10156.113157.013156.11331.3310179.77
642023.07.25 12:40t/p170.10156.113157.013156.11340.0910219.87
652023.07.25 20:00buy180.10155.8230.0000.000
662023.07.25 20:00modify180.10155.823155.023157.323
672023.07.27 02:30s/l180.10155.023155.023157.323-49.0410170.83
682023.08.10 20:00sell190.10158.9750.0000.000
692023.08.10 20:00modify190.10158.975159.775157.475
702023.08.11 14:05sell200.10158.5230.0000.000
712023.08.11 14:05modify200.10158.523158.900157.475
722023.08.11 14:05modify190.10158.975158.900157.475
732023.08.11 14:40s/l190.10158.900158.900157.4753.3910174.22
742023.08.11 14:40s/l200.10158.900158.900157.475-24.1010150.12
752023.08.22 04:00sell210.10159.3700.0000.000
762023.08.22 04:00modify210.10159.370160.170157.870
772023.08.22 10:40sell220.10158.5180.0000.000
782023.08.22 10:40modify220.10158.518158.920157.870
792023.08.22 10:40modify210.10159.370158.920157.870
802023.08.22 13:53sell230.10158.3720.0000.000
812023.08.22 13:53modify230.10158.372158.770157.870
822023.08.22 13:53modify220.10158.518158.770157.870
832023.08.22 13:53modify210.10159.370158.770157.870
842023.08.23 07:30t/p210.10157.870158.770157.87094.4910244.61
852023.08.23 07:30t/p220.10157.870158.770157.87040.0310284.65
862023.08.23 07:30t/p230.10157.870158.770157.87030.6910315.34
872023.09.14 20:00buy240.10156.9590.0000.000
882023.09.14 20:00modify240.10156.959156.159158.459
892023.09.15 07:05buy250.10157.4170.0000.000
902023.09.15 07:05modify250.10157.417157.034158.459
912023.09.15 07:05modify240.10156.959157.034158.459
922023.09.15 15:30buy260.10157.7940.0000.000
932023.09.15 15:30modify260.10157.794157.409158.459
942023.09.15 15:30modify250.10157.417157.409158.459
952023.09.15 15:30modify240.10156.959157.409158.459
962023.09.18 06:40s/l240.10157.409157.409158.45929.8410345.18
972023.09.18 06:40s/l250.10157.409157.409158.4590.0210345.20
982023.09.18 06:40s/l260.10157.409157.409158.459-24.0810321.11
992023.11.03 20:00sell270.10160.2970.0000.000
1002023.11.03 20:00modify270.10160.297161.097158.797
1012023.11.08 14:20s/l270.10161.097161.097158.797-55.3310265.78
1022023.11.15 08:00sell280.10163.8430.0000.000
1032023.11.15 08:00modify280.10163.843164.643162.343
1042023.11.16 16:30sell290.10163.3850.0000.000
1052023.11.16 16:30modify290.10163.385163.768162.343
1062023.11.16 16:30modify280.10163.843163.768162.343
1072023.11.17 07:40sell300.10163.0120.0000.000
1082023.11.17 07:40modify300.10163.012163.393162.343
1092023.11.17 07:40modify290.10163.385163.393162.343
1102023.11.17 07:40modify280.10163.843163.393162.343
1112023.11.17 09:40t/p280.10162.343163.393162.34390.3110356.09
1122023.11.17 09:40t/p290.10162.343163.393162.34365.2110421.30
1132023.11.17 09:40t/p300.10162.343163.393162.34342.7710464.07
1142023.12.11 12:00sell310.10157.3830.0000.000
1152023.12.11 12:00modify310.10157.383158.183155.883
1162023.12.12 00:50sell320.10156.9110.0000.000
1172023.12.12 00:50modify320.10156.911157.308155.883
1182023.12.12 00:50modify310.10157.383157.308155.883
1192023.12.12 05:55sell330.10156.5500.0000.000
1202023.12.12 05:55modify330.10156.550156.933155.883
1212023.12.12 05:55modify320.10156.911156.933155.883
1222023.12.12 05:55modify310.10157.383156.933155.883
1232023.12.12 08:20s/l310.10156.933156.933155.88327.3710491.45
1242023.12.12 08:20s/l320.10156.933156.933155.883-1.4010490.05
1252023.12.12 08:20s/l330.10156.933156.933155.883-24.4810465.57
1262023.12.14 08:00buy340.10154.5500.0000.000
1272023.12.14 08:00modify340.10154.550153.750156.050
1282023.12.14 12:50buy350.10155.0020.0000.000
1292023.12.14 12:50modify350.10155.002154.625156.050
1302023.12.14 12:50modify340.10154.550154.625156.050
1312023.12.14 14:20buy360.10155.3940.0000.000
1322023.12.14 14:20modify360.10155.394155.000156.050
1332023.12.14 14:20modify350.10155.002155.000156.050
1342023.12.14 14:20modify340.10154.550155.000156.050
1352023.12.14 20:15t/p340.10156.050155.000156.05095.9010561.47
1362023.12.14 20:15t/p350.10156.050155.000156.05067.0010628.47
1372023.12.14 20:15t/p360.10156.050155.000156.05041.9410670.41
1382023.12.27 12:00sell370.10157.6310.0000.000
1392023.12.27 12:00modify370.10157.631158.431156.131
1402023.12.27 22:33sell380.10157.1610.0000.000
1412023.12.27 22:33modify380.10157.161157.556156.131
1422023.12.27 22:33modify370.10157.631157.556156.131
1432023.12.28 05:50sell390.10156.7930.0000.000
1442023.12.28 05:50modify390.10156.793157.181156.131
1452023.12.28 05:50modify380.10157.161157.181156.131
1462023.12.28 05:50modify370.10157.631157.181156.131
1472023.12.28 07:30sell400.10156.6410.0000.000
1482023.12.28 07:30modify400.10156.641157.031156.131
1492023.12.28 07:30modify390.10156.793157.031156.131
1502023.12.28 07:30modify380.10157.161157.031156.131
1512023.12.28 07:30modify370.10157.631157.031156.131
1522023.12.28 15:05t/p370.10156.131157.031156.13191.7010762.11
1532023.12.28 15:05t/p380.10156.131157.031156.13161.6610823.77
1542023.12.28 15:05t/p390.10156.131157.031156.13142.3210866.09
1552023.12.28 15:05t/p400.10156.131157.031156.13132.6010898.69
1562024.01.04 20:00sell410.10158.2750.0000.000
1572024.01.04 20:00modify410.10158.275159.075156.775
1582024.01.08 06:55sell420.10157.8040.0000.000
1592024.01.08 06:55modify420.10157.804158.200156.775
1602024.01.08 06:55modify410.10158.275158.200156.775
1612024.01.08 12:05s/l410.10158.200158.200156.7752.0010900.69
1622024.01.08 12:05s/l420.10158.200158.200156.775-25.3210875.37
1632024.01.17 12:00sell430.10160.6430.0000.000
1642024.01.17 12:00modify430.10160.643161.443159.143
1652024.01.19 01:40s/l430.10161.443161.443159.143-56.7310818.64
1662024.02.26 20:00sell440.10163.5180.0000.000
1672024.02.26 20:00modify440.10163.518164.318162.018
1682024.02.27 08:40sell450.10163.0460.0000.000
1692024.02.27 08:40modify450.10163.046163.443162.018
1702024.02.27 08:40modify440.10163.518163.443162.018
1712024.02.29 02:00sell460.10162.6650.0000.000
1722024.02.29 02:00modify460.10162.665163.068162.018
1732024.02.29 02:00modify450.10163.046163.068162.018
1742024.02.29 02:00modify440.10163.518163.068162.018
1752024.02.29 02:20sell470.10162.5350.0000.000
1762024.02.29 02:20modify470.10162.535162.918162.018
1772024.02.29 02:20modify460.10162.665162.918162.018
1782024.02.29 02:20modify450.10163.046162.918162.018
1792024.02.29 02:20modify440.10163.518162.918162.018
1802024.02.29 15:30t/p440.10162.018162.918162.01888.9110907.55
1812024.02.29 15:30t/p450.10162.018162.918162.01860.1310967.67
1822024.02.29 15:30t/p460.10162.018162.918162.01841.3611009.03
1832024.02.29 15:30t/p470.10162.018162.918162.01833.0511042.08
1842024.03.04 20:00sell480.10163.4440.0000.000
1852024.03.04 20:00modify480.10163.444164.244161.944
1862024.03.05 17:33sell490.10162.9700.0000.000
1872024.03.05 17:33modify490.10162.970163.369161.944
1882024.03.05 17:33modify480.10163.444163.369161.944
1892024.03.05 20:15sell500.10162.6070.0000.000
1902024.03.05 20:15modify500.10162.607162.994161.944
1912024.03.05 20:15modify490.10162.970162.994161.944
1922024.03.05 20:15modify480.10163.444162.994161.944
1932024.03.07 00:30sell510.10162.4540.0000.000
1942024.03.07 00:30modify510.10162.454162.844161.944
1952024.03.07 00:30modify500.10162.607162.844161.944
1962024.03.07 00:30modify490.10162.970162.844161.944
1972024.03.07 00:30modify480.10163.444162.844161.944
1982024.03.07 01:40t/p480.10161.944162.844161.94488.9211131.00
1992024.03.07 01:40t/p490.10161.944162.844161.94460.0111191.01
2002024.03.07 01:40t/p500.10161.944162.844161.94436.8111227.82
2012024.03.07 01:40t/p510.10161.944162.844161.94432.6111260.43
2022024.03.15 20:00sell520.10162.3330.0000.000
2032024.03.15 20:00modify520.10162.333163.133160.833
2042024.03.19 05:20s/l520.10163.133163.133160.833-53.9411206.48
2052024.03.20 12:00sell530.10164.4860.0000.000
2062024.03.20 12:00modify530.10164.486165.286162.986
2072024.03.20 20:30s/l530.10165.286165.286162.986-51.1411155.34
2082024.03.25 04:00buy540.10163.5650.0000.000
2092024.03.25 04:00modify540.10163.565162.765165.065
2102024.03.26 08:10buy550.10164.0260.0000.000
2112024.03.26 08:10modify550.10164.026163.640165.065
2122024.03.26 08:10modify540.10163.565163.640165.065
2132024.03.26 10:40buy560.10164.3900.0000.000
2142024.03.26 10:40modify560.10164.390164.015165.065
2152024.03.26 10:40modify550.10164.026164.015165.065
2162024.03.26 10:40modify540.10163.565164.015165.065
2172024.03.26 16:40s/l540.10164.015164.015165.06529.3011184.64
2182024.03.26 16:40s/l550.10164.015164.015165.065-0.7011183.94
2192024.03.26 16:40s/l560.10164.015164.015165.065-23.9811159.96
2202024.04.04 12:00sell570.10164.6780.0000.000
2212024.04.04 12:00modify570.10164.678165.478163.178
2222024.04.04 19:59sell580.10163.8380.0000.000
2232024.04.04 19:59modify580.10163.838164.228163.178
2242024.04.04 19:59modify570.10164.678164.228163.178
2252024.04.05 00:30sell590.10163.6740.0000.000
2262024.04.05 00:30modify590.10163.674164.078163.178
2272024.04.05 00:30modify580.10163.838164.078163.178
2282024.04.05 00:30modify570.10164.678164.078163.178
2292024.04.05 07:40s/l570.10164.078164.078163.17836.9511196.92
2302024.04.05 07:40s/l580.10164.078164.078163.178-16.7511180.17
2312024.04.05 07:40s/l590.10164.078164.078163.178-25.8311154.34
2322024.04.18 16:00sell600.10164.8130.0000.000
2332024.04.18 16:00modify600.10164.813165.613163.313
2342024.04.19 01:30sell610.10163.8230.0000.000
2352024.04.19 01:30modify610.10163.823164.213163.313
2362024.04.19 01:30modify600.10164.813164.213163.313
2372024.04.19 02:40t/p600.10163.313164.213163.31394.4911248.83
2382024.04.19 02:40t/p610.10163.313164.213163.31332.6111281.44
2392024.04.25 12:00sell620.10166.7630.0000.000
2402024.04.25 12:00modify620.10166.763167.563165.263
2412024.04.25 12:50sell630.10166.2890.0000.000
2422024.04.25 12:50modify630.10166.289166.688165.263
2432024.04.25 12:50modify620.10166.763166.688165.263
2442024.04.25 13:15sell640.10165.9370.0000.000
2452024.04.25 13:15modify640.10165.937166.313165.263
2462024.04.25 13:15modify630.10166.289166.313165.263
2472024.04.25 13:15modify620.10166.763166.313165.263
2482024.04.25 13:30s/l620.10166.313166.313165.26328.7611310.20
2492024.04.25 13:30s/l630.10166.313166.313165.263-1.5411308.66
2502024.04.25 13:30s/l640.10166.313166.313165.263-24.0411284.62
2512024.04.26 12:00sell650.10168.0280.0000.000
2522024.04.26 12:00modify650.10168.028168.828166.528
2532024.04.26 18:30s/l650.10168.828168.828166.528-51.1411233.48