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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 errors2
Initial deposit10000.00Spread30
Total net profit1272.70Gross profit1634.78Gross loss-362.08
Profit factor4.51Expected payoff29.60
Absolute drawdown8.95Maximal drawdown277.86 (2.46%)Relative drawdown2.46% (277.86)
Total trades43Short positions (won %)20 (70.00%)Long positions (won %)23 (73.91%)
Profit trades (% of total)31 (72.09%)Loss trades (% of total)12 (27.91%)
Largestprofit trade98.52loss trade-44.74
Averageprofit trade52.73loss trade-30.17
Maximumconsecutive wins (profit in money)13 (658.69)consecutive losses (loss in money)7 (-205.93)
Maximalconsecutive profit (count of wins)658.69 (13)consecutive loss (count of losses)-205.93 (7)
Averageconsecutive wins6consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.04 16:00buy10.10147.2900.0000.000
22023.05.04 16:00modify10.10147.290146.790148.790
32023.05.04 22:40buy20.10148.0430.0000.000
42023.05.04 22:40modify20.10148.043147.365148.790
52023.05.04 22:40modify10.10147.290147.365148.790
62023.05.05 13:20buy30.10148.2030.0000.000
72023.05.05 13:20modify30.10148.203147.665148.790
82023.05.05 13:20modify20.10148.043147.665148.790
92023.05.05 13:20modify10.10147.290147.665148.790
102023.05.07 22:40t/p10.10148.790147.665148.79096.4110096.41
112023.05.07 22:40t/p20.10148.790147.665148.79048.2810144.69
122023.05.07 22:40t/p30.10148.790147.665148.79037.5210182.21
132023.05.11 16:00buy40.10146.8010.0000.000
142023.05.11 16:00modify40.10146.801146.301148.301
152023.05.15 00:30buy50.10147.5510.0000.000
162023.05.15 00:30modify50.10147.551146.876148.301
172023.05.15 00:30modify40.10146.801146.876148.301
182023.05.15 03:50buy60.10147.8680.0000.000
192023.05.15 03:50modify60.10147.868147.326148.301
202023.05.15 03:50modify50.10147.551147.326148.301
212023.05.15 03:50modify40.10146.801147.326148.301
222023.05.16 13:40t/p40.10148.301147.326148.30197.4610279.67
232023.05.16 13:40t/p50.10148.301147.326148.30148.4710328.14
242023.05.16 13:40t/p60.10148.301147.326148.30128.2010356.33
252023.06.22 20:00sell70.10156.8690.0000.000
262023.06.22 20:00modify70.10156.869157.369155.369
272023.06.23 07:40t/p70.10155.369157.369155.36994.4710450.81
282023.07.11 12:00buy80.10154.2320.0000.000
292023.07.11 12:00modify80.10154.232153.732155.732
302023.07.12 01:40s/l80.10153.732153.732155.732-31.4310419.37
312023.07.14 16:00sell90.10155.8930.0000.000
322023.07.14 16:00modify90.10155.893156.393154.393
332023.07.17 11:15sell100.10155.1180.0000.000
342023.07.17 11:15modify100.10155.118155.818154.393
352023.07.17 11:15modify90.10155.893155.818154.393
362023.07.17 12:30s/l90.10155.818155.818154.3933.4010422.78
372023.07.17 12:30s/l100.10155.818155.818154.393-44.7410378.04
382023.07.21 12:00sell110.10157.6270.0000.000
392023.07.21 12:00modify110.10157.627158.127156.127
402023.07.24 07:59sell120.10156.6980.0000.000
412023.07.24 07:59modify120.10156.698157.252156.127
422023.07.24 07:59modify110.10157.627157.252156.127
432023.07.24 08:40sell130.10156.5570.0000.000
442023.07.24 08:40modify130.10156.557157.102156.127
452023.07.24 08:40modify120.10156.698157.102156.127
462023.07.24 08:40modify110.10157.627157.102156.127
472023.07.25 09:40t/p110.10156.127157.102156.12793.0910471.13
482023.07.25 09:40t/p120.10156.127157.102156.12735.1010506.23
492023.07.25 09:40t/p130.10156.127157.102156.12726.0910532.32
502023.07.27 20:00buy140.10152.5380.0000.000
512023.07.27 20:00modify140.10152.538152.038154.038
522023.07.28 03:20buy150.10153.4410.0000.000
532023.07.28 03:20modify150.10153.441152.913154.038
542023.07.28 03:20modify140.10152.538152.913154.038
552023.07.28 03:30t/p140.10154.038152.913154.03896.4110628.73
562023.07.28 03:30t/p150.10154.038152.913154.03838.1610666.89
572023.08.10 16:00sell160.10159.0700.0000.000
582023.08.10 16:00modify160.10159.070159.570157.570
592023.08.17 19:50sell170.10158.2910.0000.000
602023.08.17 19:50modify170.10158.291158.995157.570
612023.08.17 19:50modify160.10159.070158.995157.570
622023.08.18 05:20sell180.10158.1630.0000.000
632023.08.18 05:20modify180.10158.163158.695157.570
642023.08.18 05:20modify170.10158.291158.695157.570
652023.08.18 05:20modify160.10159.070158.695157.570
662023.08.18 07:05sell190.10158.0170.0000.000
672023.08.18 07:05modify190.10158.017158.545157.570
682023.08.18 07:05modify180.10158.163158.545157.570
692023.08.18 07:05modify170.10158.291158.545157.570
702023.08.18 07:05modify160.10159.070158.545157.570
712023.08.21 08:30s/l160.10158.545158.545157.57021.0010687.89
722023.08.21 08:30s/l170.10158.545158.545157.570-19.0210668.87
732023.08.21 08:30s/l180.10158.545158.545157.570-25.8210643.05
742023.08.21 08:30s/l190.10158.545158.545157.570-35.1510607.90
752023.10.03 16:00buy200.10155.9470.0000.000
762023.10.03 16:00modify200.10155.947155.447157.447
772023.10.04 09:40buy210.10156.7090.0000.000
782023.10.04 09:40modify210.10156.709156.022157.447
792023.10.04 09:40modify200.10155.947156.022157.447
802023.10.06 04:40buy220.10156.8610.0000.000
812023.10.06 04:40modify220.10156.861156.322157.447
822023.10.06 04:40modify210.10156.709156.322157.447
832023.10.06 04:40modify200.10155.947156.322157.447
842023.10.06 07:20buy230.10157.0040.0000.000
852023.10.06 07:20modify230.10157.004156.472157.447
862023.10.06 07:20modify220.10156.861156.472157.447
872023.10.06 07:20modify210.10156.709156.472157.447
882023.10.06 07:20modify200.10155.947156.472157.447
892023.10.06 11:40t/p200.10157.447156.472157.44798.5210706.42
902023.10.06 11:40t/p210.10157.447156.472157.44749.2910755.71
912023.10.06 11:40t/p220.10157.447156.472157.44737.4610793.17
922023.10.06 11:40t/p230.10157.447156.472157.44728.3210821.49
932023.10.06 20:00sell240.10158.1410.0000.000
942023.10.06 20:00modify240.10158.141158.641156.641
952023.10.08 21:15sell250.10157.2360.0000.000
962023.10.08 21:15modify250.10157.236157.766156.641
972023.10.08 21:15modify240.10158.141157.766156.641
982023.10.08 21:45sell260.10157.3740.0000.000
992023.10.08 21:45modify260.10157.374158.066156.641
1002023.10.08 21:50modify260.10157.374157.766156.641
1012023.10.09 09:55sell270.10157.0670.0000.000
1022023.10.09 09:55modify270.10157.067157.616156.641
1032023.10.09 09:55modify250.10157.236157.616156.641
1042023.10.09 09:55modify260.10157.374157.616156.641
1052023.10.09 09:55modify240.10158.141157.616156.641
1062023.10.09 14:40t/p240.10156.641157.616156.64194.4710915.97
1072023.10.09 14:40t/p250.10156.641157.616156.64136.6310952.60
1082023.10.09 14:40t/p260.10156.641157.616156.64145.4510998.05
1092023.10.09 14:40t/p270.10156.641157.616156.64127.2211025.27
1102023.10.31 12:00sell280.10160.6150.0000.000
1112023.10.31 12:00modify280.10160.615161.115159.115
1122023.11.01 02:20sell290.10159.8520.0000.000
1132023.11.01 02:20modify290.10159.852160.540159.115
1142023.11.01 02:20modify280.10160.615160.540159.115
1152023.11.01 09:10sell300.10159.7140.0000.000
1162023.11.01 09:10modify300.10159.714160.240159.115
1172023.11.01 09:10modify290.10159.852160.240159.115
1182023.11.01 09:10modify280.10160.615160.240159.115
1192023.11.01 09:55sell310.10159.5430.0000.000
1202023.11.01 09:55modify310.10159.543160.090159.115
1212023.11.01 09:55modify300.10159.714160.090159.115
1222023.11.01 09:55modify290.10159.852160.090159.115
1232023.11.01 09:55modify280.10160.615160.090159.115
1242023.11.01 15:40t/p280.10159.115160.090159.11594.4711119.75
1252023.11.01 15:40t/p290.10159.115160.090159.11547.1111166.86
1262023.11.01 15:40t/p300.10159.115160.090159.11538.2911205.15
1272023.11.01 15:40t/p310.10159.115160.090159.11527.3611232.51
1282023.11.17 12:00buy320.10162.4840.0000.000
1292023.11.17 12:00modify320.10162.484161.984163.984
1302023.11.19 23:20buy330.10163.4130.0000.000
1312023.11.19 23:20modify330.10163.413162.859163.984
1322023.11.19 23:20modify320.10162.484162.859163.984
1332023.11.19 23:50buy340.10163.5500.0000.000
1342023.11.19 23:50modify340.10163.550163.009163.984
1352023.11.19 23:50modify330.10163.413163.009163.984
1362023.11.19 23:50modify320.10162.484163.009163.984
1372023.11.20 01:13buy350.10163.2450.0000.000
1382023.11.20 01:13modify350.10163.245162.559163.984
1392023.11.20 01:20modify350.10163.245163.009163.984
1402023.11.20 01:33s/l320.10163.009163.009163.98434.0911266.60
1412023.11.20 01:33s/l330.10163.009163.009163.984-25.2911241.30
1422023.11.20 01:33s/l340.10163.009163.009163.984-34.0511207.25
1432023.11.20 01:33s/l350.10163.009163.009163.984-15.0811192.17
1442023.12.01 16:00buy360.10159.9820.0000.000
1452023.12.01 16:00modify360.10159.982159.482161.482
1462023.12.03 23:30s/l360.10159.482159.482161.482-31.9611160.21
1472023.12.04 16:00buy370.10159.1180.0000.000
1482023.12.04 16:00modify370.10159.118158.618160.618
1492023.12.05 07:33s/l370.10158.618158.618160.618-31.4311128.78
1502024.01.04 12:00sell380.10157.9320.0000.000
1512024.01.04 12:00modify380.10157.932158.432156.432
1522024.01.04 14:30s/l380.10158.432158.432156.432-31.9611096.82
1532024.01.10 16:00sell390.10159.6970.0000.000
1542024.01.10 16:00modify390.10159.697160.197158.197
1552024.01.11 14:15s/l390.10160.197160.197158.197-36.1511060.67
1562024.04.12 16:00buy400.10163.0490.0000.000
1572024.04.12 16:00modify400.10163.049162.549164.549
1582024.04.15 05:30buy410.10163.9580.0000.000
1592024.04.15 05:30modify410.10163.958163.424164.549
1602024.04.15 05:30modify400.10163.049163.424164.549
1612024.04.15 08:05buy420.10164.1100.0000.000
1622024.04.15 08:05modify420.10164.110163.574164.549
1632024.04.15 08:05modify410.10163.958163.574164.549
1642024.04.15 08:05modify400.10163.049163.574164.549
1652024.04.15 19:10buy430.10163.8030.0000.000
1662024.04.15 19:10modify430.10163.803163.124164.549
1672024.04.15 19:15modify430.10163.803163.574164.549
1682024.04.16 11:40t/p400.10164.549163.574164.54996.9411157.61
1692024.04.16 11:40t/p410.10164.549163.574164.54938.3011195.90
1702024.04.16 11:40t/p420.10164.549163.574164.54928.5911224.49
1712024.04.16 11:40t/p430.10164.549163.574164.54948.2111272.70