Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 test2604Ticks modelled78936Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit851.68Gross profit1390.66Gross loss-538.98
Profit factor2.58Expected payoff16.07
Absolute drawdown10.78Maximal drawdown205.24 (1.86%)Relative drawdown1.86% (205.24)
Total trades53Short positions (won %)38 (63.16%)Long positions (won %)15 (60.00%)
Profit trades (% of total)33 (62.26%)Loss trades (% of total)20 (37.74%)
Largestprofit trade94.37loss trade-62.11
Averageprofit trade42.14loss trade-26.95
Maximumconsecutive wins (profit in money)8 (477.07)consecutive losses (loss in money)3 (-90.30)
Maximalconsecutive profit (count of wins)477.07 (8)consecutive loss (count of losses)-90.30 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.12 16:00buy10.10153.7510.0000.000
22023.07.12 16:00modify10.10153.751152.851155.251
32023.07.12 19:59buy20.10154.2260.0000.000
42023.07.12 19:59modify20.10154.226153.826155.251
52023.07.12 19:59modify10.10153.751153.826155.251
62023.07.13 05:40buy30.10154.5800.0000.000
72023.07.13 05:40modify30.10154.580154.426155.251
82023.07.13 05:40buy40.10154.5800.0000.000
92023.07.13 05:40modify40.10154.580154.351155.251
102023.07.13 05:40modify20.10154.226154.351155.251
112023.07.13 05:40modify10.10153.751154.351155.251
122023.07.13 05:45modify30.10154.580154.351155.251
132023.07.13 06:30s/l10.10154.351154.351155.25139.3110039.31
142023.07.13 06:30s/l20.10154.351154.351155.2519.4310048.74
152023.07.13 06:30s/l30.10154.351154.351155.251-14.4010034.34
162023.07.13 06:30s/l40.10154.351154.351155.251-14.4010019.94
172023.07.21 16:00sell50.10157.6130.0000.000
182023.07.21 16:00modify50.10157.613158.513156.113
192023.07.24 09:10sell60.10156.7620.0000.000
202023.07.24 09:10modify60.10156.762156.938156.113
212023.07.24 09:10sell70.10156.7620.0000.000
222023.07.24 09:10modify70.10156.762157.013156.113
232023.07.24 09:10modify50.10157.613157.013156.113
242023.07.24 09:15modify60.10156.762157.013156.113
252023.07.25 12:40t/p50.10156.113157.013156.11391.6110111.55
262023.07.25 12:40t/p60.10156.113157.013156.11339.4610151.00
272023.07.25 12:40t/p70.10156.113157.013156.11339.4610190.46
282023.07.25 20:00buy80.10155.8230.0000.000
292023.07.25 20:00modify80.10155.823154.923157.323
302023.07.27 02:40s/l80.10154.923154.923157.323-54.5510135.91
312023.08.10 20:00sell90.10158.9750.0000.000
322023.08.10 20:00modify90.10158.975159.875157.475
332023.08.11 14:05sell100.10158.5230.0000.000
342023.08.11 14:05modify100.10158.523158.900157.475
352023.08.11 14:05modify90.10158.975158.900157.475
362023.08.11 14:40s/l90.10158.900158.900157.4753.3510139.25
372023.08.11 14:40s/l100.10158.900158.900157.475-23.7110115.54
382023.09.14 20:00buy110.10156.9590.0000.000
392023.09.14 20:00modify110.10156.959156.059158.459
402023.09.15 07:05buy120.10157.4170.0000.000
412023.09.15 07:05modify120.10157.417157.034158.459
422023.09.15 07:05modify110.10156.959157.034158.459
432023.09.15 15:30buy130.10157.7940.0000.000
442023.09.15 15:30modify130.10157.794157.634158.459
452023.09.15 15:30buy140.10157.7940.0000.000
462023.09.15 15:30modify140.10157.794157.559158.459
472023.09.15 15:30modify120.10157.417157.559158.459
482023.09.15 15:30modify110.10156.959157.559158.459
492023.09.15 15:35modify130.10157.794157.559158.459
502023.09.15 23:59s/l110.10157.559157.559158.45938.2710153.81
512023.09.15 23:59s/l120.10157.559157.559158.4598.9410162.75
522023.09.15 23:59s/l130.10157.559157.559158.459-14.7810147.97
532023.09.15 23:59s/l140.10157.559157.559158.459-14.7810133.19
542023.11.03 20:00sell150.10160.2970.0000.000
552023.11.03 20:00modify150.10160.297161.197158.797
562023.11.08 14:30s/l150.10161.197161.197158.797-60.7410072.45
572023.11.15 08:00sell160.10163.8430.0000.000
582023.11.15 08:00modify160.10163.843164.743162.343
592023.11.16 16:30sell170.10163.3850.0000.000
602023.11.16 16:30modify170.10163.385163.768162.343
612023.11.16 16:30modify160.10163.843163.768162.343
622023.11.17 07:40sell180.10163.0120.0000.000
632023.11.17 07:40modify180.10163.012163.168162.343
642023.11.17 07:40sell190.10163.0120.0000.000
652023.11.17 07:40modify190.10163.012163.243162.343
662023.11.17 07:40modify170.10163.385163.243162.343
672023.11.17 07:40modify160.10163.843163.243162.343
682023.11.17 07:45modify180.10163.012163.243162.343
692023.11.17 09:40t/p160.10162.343163.243162.34388.8610161.31
702023.11.17 09:40t/p170.10162.343163.243162.34364.1810225.49
712023.11.17 09:40t/p180.10162.343163.243162.34342.0810267.57
722023.11.17 09:40t/p190.10162.343163.243162.34342.0810309.65
732023.12.11 12:00sell200.10157.3830.0000.000
742023.12.11 12:00modify200.10157.383158.283155.883
752023.12.12 00:50sell210.10156.9110.0000.000
762023.12.12 00:50modify210.10156.911157.308155.883
772023.12.12 00:50modify200.10157.383157.308155.883
782023.12.12 05:55sell220.10156.5500.0000.000
792023.12.12 05:55modify220.10156.550156.708155.883
802023.12.12 05:55sell230.10156.5500.0000.000
812023.12.12 05:55modify230.10156.550156.783155.883
822023.12.12 05:55modify210.10156.911156.783155.883
832023.12.12 05:55modify200.10157.383156.783155.883
842023.12.12 06:00modify220.10156.550156.783155.883
852023.12.12 07:40s/l200.10156.783156.783155.88336.3710346.01
862023.12.12 07:40s/l210.10156.783156.783155.8838.0510354.06
872023.12.12 07:40s/l220.10156.783156.783155.883-14.6610339.40
882023.12.12 07:40s/l230.10156.783156.783155.883-14.6610324.74
892023.12.14 08:00buy240.10154.5500.0000.000
902023.12.14 08:00modify240.10154.550153.650156.050
912023.12.14 12:50buy250.10155.0020.0000.000
922023.12.14 12:50modify250.10155.002154.625156.050
932023.12.14 12:50modify240.10154.550154.625156.050
942023.12.14 14:20buy260.10155.3940.0000.000
952023.12.14 14:20modify260.10155.394155.225156.050
962023.12.14 14:20buy270.10155.3940.0000.000
972023.12.14 14:20modify270.10155.394155.150156.050
982023.12.14 14:20modify250.10155.002155.150156.050
992023.12.14 14:20modify240.10154.550155.150156.050
1002023.12.14 14:25modify260.10155.394155.150156.050
1012023.12.14 20:15t/p240.10156.050155.150156.05094.3710419.11
1022023.12.14 20:15t/p250.10156.050155.150156.05065.9410485.05
1032023.12.14 20:15t/p260.10156.050155.150156.05041.2710526.32
1042023.12.14 20:15t/p270.10156.050155.150156.05041.2710567.59
1052023.12.27 12:00sell280.10157.6310.0000.000
1062023.12.27 12:00modify280.10157.631158.531156.131
1072023.12.27 22:33sell290.10157.1610.0000.000
1082023.12.27 22:33modify290.10157.161157.556156.131
1092023.12.27 22:33modify280.10157.631157.556156.131
1102023.12.28 05:50sell300.10156.7930.0000.000
1112023.12.28 05:50modify300.10156.793156.956156.131
1122023.12.28 05:50sell310.10156.7930.0000.000
1132023.12.28 05:50modify310.10156.793157.031156.131
1142023.12.28 05:50modify290.10157.161157.031156.131
1152023.12.28 05:50modify280.10157.631157.031156.131
1162023.12.28 05:55modify300.10156.793157.031156.131
1172023.12.28 15:05t/p280.10156.131157.031156.13190.2410657.83
1182023.12.28 15:05t/p290.10156.131157.031156.13160.6810718.51
1192023.12.28 15:05t/p300.10156.131157.031156.13141.6510760.16
1202023.12.28 15:05t/p310.10156.131157.031156.13141.6510801.81
1212024.01.17 12:00sell320.10160.6430.0000.000
1222024.01.17 12:00modify320.10160.643161.543159.143
1232024.01.19 02:05s/l320.10161.543161.543159.143-62.1110739.70
1242024.02.26 20:00sell330.10163.5180.0000.000
1252024.02.26 20:00modify330.10163.518164.418162.018
1262024.02.27 08:40sell340.10163.0460.0000.000
1272024.02.27 08:40modify340.10163.046163.443162.018
1282024.02.27 08:40modify330.10163.518163.443162.018
1292024.02.29 02:00sell350.10162.6650.0000.000
1302024.02.29 02:00modify350.10162.665162.843162.018
1312024.02.29 02:00sell360.10162.6650.0000.000
1322024.02.29 02:00modify360.10162.665162.918162.018
1332024.02.29 02:00modify340.10163.046162.918162.018
1342024.02.29 02:00modify330.10163.518162.918162.018
1352024.02.29 02:05modify350.10162.665162.918162.018
1362024.02.29 15:30t/p330.10162.018162.918162.01887.5010827.20
1372024.02.29 15:30t/p340.10162.018162.918162.01859.1710886.38
1382024.02.29 15:30t/p350.10162.018162.918162.01840.7110927.09
1392024.02.29 15:30t/p360.10162.018162.918162.01840.7110967.80
1402024.03.04 20:00sell370.10163.4440.0000.000
1412024.03.04 20:00modify370.10163.444164.344161.944
1422024.03.05 17:33sell380.10162.9700.0000.000
1432024.03.05 17:33modify380.10162.970163.369161.944
1442024.03.05 17:33modify370.10163.444163.369161.944
1452024.03.05 20:15sell390.10162.6070.0000.000
1462024.03.05 20:15modify390.10162.607162.769161.944
1472024.03.05 20:15sell400.10162.6070.0000.000
1482024.03.05 20:15modify400.10162.607162.844161.944
1492024.03.05 20:15modify380.10162.970162.844161.944
1502024.03.05 20:15modify370.10163.444162.844161.944
1512024.03.05 20:20modify390.10162.607162.844161.944
1522024.03.05 21:20s/l370.10162.844162.844161.94436.3711004.16
1532024.03.05 21:20s/l380.10162.844162.844161.9447.9211012.08
1542024.03.05 21:20s/l390.10162.844162.844161.944-14.9110997.17
1552024.03.05 21:20s/l400.10162.844162.844161.944-14.9110982.26
1562024.03.15 20:00sell410.10162.3330.0000.000
1572024.03.15 20:00modify410.10162.333163.233160.833
1582024.03.19 05:20s/l410.10163.233163.233160.833-59.3710922.89
1592024.04.04 12:00sell420.10164.6780.0000.000
1602024.04.04 12:00modify420.10164.678165.578163.178
1612024.04.04 19:59sell430.10163.8380.0000.000
1622024.04.04 19:59modify430.10163.838164.003163.178
1632024.04.04 19:59sell440.10163.8380.0000.000
1642024.04.04 19:59modify440.10163.838164.078163.178
1652024.04.04 19:59modify420.10164.678164.078163.178
1662024.04.04 20:00modify430.10163.838164.078163.178
1672024.04.05 07:40s/l420.10164.078164.078163.17836.3810959.27
1682024.04.05 07:40s/l430.10164.078164.078163.178-16.4610942.80
1692024.04.05 07:40s/l440.10164.078164.078163.178-16.4610926.34
1702024.04.25 12:00sell450.10166.7630.0000.000
1712024.04.25 12:00modify450.10166.763167.663165.263
1722024.04.25 12:50sell460.10166.2890.0000.000
1732024.04.25 12:50modify460.10166.289166.688165.263
1742024.04.25 12:50modify450.10166.763166.688165.263
1752024.04.25 13:15sell470.10165.9370.0000.000
1762024.04.25 13:15modify470.10165.937166.088165.263
1772024.04.25 13:15sell480.10165.9370.0000.000
1782024.04.25 13:15modify480.10165.937166.163165.263
1792024.04.25 13:15modify460.10166.289166.163165.263
1802024.04.25 13:15modify450.10166.763166.163165.263
1812024.04.25 13:20s/l450.10166.163166.163165.26337.7510964.09
1822024.04.25 13:20s/l460.10166.163166.163165.2637.9310972.02
1832024.04.25 13:20s/l470.10166.088166.088165.263-9.5010962.52
1842024.04.25 13:20s/l480.10166.163166.163165.263-14.2110948.31
1852024.04.26 12:00sell490.10168.0280.0000.000
1862024.04.26 12:00modify490.10168.028168.928166.528
1872024.04.26 19:40s/l490.10168.928168.928166.528-56.6110891.70
1882024.05.13 20:00sell500.10168.5380.0000.000
1892024.05.13 20:00modify500.10168.538169.438167.038
1902024.05.15 12:50sell510.10168.0850.0000.000
1912024.05.15 12:50modify510.10168.085168.463167.038
1922024.05.15 12:50modify500.10168.538168.463167.038
1932024.05.15 12:55s/l500.10168.463168.463167.0381.9710893.67
1942024.05.15 12:55s/l510.10168.463168.463167.038-23.7810869.89
1952024.06.10 16:00buy520.10168.7340.0000.000
1962024.06.10 16:00modify520.10168.734167.834170.234
1972024.06.12 08:40buy530.10169.1900.0000.000
1982024.06.12 08:40modify530.10169.190168.809170.234
1992024.06.12 08:40modify520.10168.734168.809170.234
2002024.06.12 13:40s/l520.10168.809168.809170.2345.7610875.65
2012024.06.12 13:40s/l530.10168.809168.809170.234-23.9710851.68