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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; 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 test2604Ticks modelled78936Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit1429.95Gross profit2016.17Gross loss-586.21
Profit factor3.44Expected payoff23.83
Absolute drawdown77.31Maximal drawdown240.00 (2.08%)Relative drawdown2.08% (240.00)
Total trades60Short positions (won %)43 (69.77%)Long positions (won %)17 (64.71%)
Profit trades (% of total)41 (68.33%)Loss trades (% of total)19 (31.67%)
Largestprofit trade96.91loss trade-38.31
Averageprofit trade49.17loss trade-30.85
Maximumconsecutive wins (profit in money)18 (909.30)consecutive losses (loss in money)7 (-228.25)
Maximalconsecutive profit (count of wins)909.30 (18)consecutive loss (count of losses)-228.25 (7)
Averageconsecutive wins7consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.25 16:00buy10.10155.7250.0000.000
22023.07.25 16:00modify10.10155.725155.225157.225
32023.07.26 11:40s/l10.10155.225155.225157.225-30.929969.08
42023.07.26 12:00buy20.10155.3200.0000.000
52023.07.26 12:00modify20.10155.320154.820156.820
62023.07.27 08:50buy30.10155.9260.0000.000
72023.07.27 08:50modify30.10155.926155.395156.820
82023.07.27 08:50modify20.10155.320155.395156.820
92023.07.27 10:40buy40.10156.2330.0000.000
102023.07.27 10:40modify40.10156.233155.695156.820
112023.07.27 10:40modify30.10155.926155.695156.820
122023.07.27 10:40modify20.10155.320155.695156.820
132023.07.27 12:30s/l20.10155.695155.695156.82025.149994.22
142023.07.27 12:30s/l30.10155.695155.695156.820-14.529979.70
152023.07.27 12:30s/l40.10155.695155.695156.820-33.829945.88
162023.07.27 20:00buy50.10152.5380.0000.000
172023.07.27 20:00modify50.10152.538152.038154.038
182023.07.28 03:20buy60.10153.4410.0000.000
192023.07.28 03:20modify60.10153.441152.913154.038
202023.07.28 03:20modify50.10152.538152.913154.038
212023.07.28 03:30t/p50.10154.038152.913154.03894.8210040.70
222023.07.28 03:30t/p60.10154.038152.913154.03837.5310078.23
232023.08.21 20:00sell70.10159.3270.0000.000
242023.08.21 20:00modify70.10159.327159.827157.827
252023.08.22 09:40sell80.10158.7070.0000.000
262023.08.22 09:40modify80.10158.707159.252157.827
272023.08.22 09:40modify70.10159.327159.252157.827
282023.08.22 14:40sell90.10158.1250.0000.000
292023.08.22 14:40modify90.10158.125158.577157.827
302023.08.22 14:40modify80.10158.707158.577157.827
312023.08.22 14:40modify70.10159.327158.577157.827
322023.08.23 07:30t/p70.10157.827158.577157.82791.5510169.78
332023.08.23 07:30t/p80.10157.827158.577157.82753.9510223.72
342023.08.23 07:30t/p90.10157.827158.577157.82717.3710241.09
352023.08.30 20:00sell100.10159.7500.0000.000
362023.08.30 20:00modify100.10159.750160.250158.250
372023.08.31 07:50sell110.10158.8230.0000.000
382023.08.31 07:50modify110.10158.823159.375158.250
392023.08.31 07:50modify100.10159.750159.375158.250
402023.08.31 09:50sell120.10158.5400.0000.000
412023.08.31 09:50modify120.10158.540159.000158.250
422023.08.31 09:50modify110.10158.823159.000158.250
432023.08.31 09:50modify100.10159.750159.000158.250
442023.08.31 14:30t/p100.10158.250159.000158.25090.1710331.26
452023.08.31 14:30t/p110.10158.250159.000158.25036.0210367.28
462023.08.31 14:30t/p120.10158.250159.000158.25018.2310385.51
472023.09.14 16:00buy130.10156.9000.0000.000
482023.09.14 16:00modify130.10156.900156.400158.400
492023.09.15 11:45buy140.10157.5250.0000.000
502023.09.15 11:45modify140.10157.525156.975158.400
512023.09.15 11:45modify130.10156.900156.975158.400
522023.09.15 14:50buy150.10157.8260.0000.000
532023.09.15 14:50modify150.10157.826157.275158.400
542023.09.15 14:50modify140.10157.525157.275158.400
552023.09.15 14:50modify130.10156.900157.275158.400
562023.09.19 12:45buy160.10158.1230.0000.000
572023.09.19 12:45modify160.10158.123157.650158.400
582023.09.19 12:45modify150.10157.826157.650158.400
592023.09.19 12:45modify140.10157.525157.650158.400
602023.09.19 12:45modify130.10156.900157.650158.400
612023.09.20 07:40t/p130.10158.400157.650158.40096.3810481.88
622023.09.20 07:40t/p140.10158.400157.650158.40056.5710538.45
632023.09.20 07:40t/p150.10158.400157.650158.40037.6410576.09
642023.09.20 07:40t/p160.10158.400157.650158.40017.9310594.02
652023.10.03 16:00buy170.10155.9470.0000.000
662023.10.03 16:00modify170.10155.947155.447157.447
672023.10.04 11:25buy180.10156.5550.0000.000
682023.10.04 11:25modify180.10156.555156.022157.447
692023.10.04 11:25modify170.10155.947156.022157.447
702023.10.06 04:40buy190.10156.8610.0000.000
712023.10.06 04:40modify190.10156.861156.322157.447
722023.10.06 04:40modify180.10156.555156.322157.447
732023.10.06 04:40modify170.10155.947156.322157.447
742023.10.06 08:15buy200.10157.1480.0000.000
752023.10.06 08:15modify200.10157.148156.697157.447
762023.10.06 08:15modify190.10156.861156.697157.447
772023.10.06 08:15modify180.10156.555156.697157.447
782023.10.06 08:15modify170.10155.947156.697157.447
792023.10.06 11:40t/p170.10157.447156.697157.44796.9110690.93
802023.10.06 11:40t/p180.10157.447156.697157.44758.1610749.08
812023.10.06 11:40t/p190.10157.447156.697157.44736.8410785.92
822023.10.06 11:40t/p200.10157.447156.697157.44718.8010804.72
832023.10.06 16:00sell210.10157.9540.0000.000
842023.10.06 16:00modify210.10157.954158.454156.454
852023.10.08 21:35sell220.10157.3440.0000.000
862023.10.08 21:35modify220.10157.344157.879156.454
872023.10.08 21:35modify210.10157.954157.879156.454
882023.10.09 07:30sell230.10157.0360.0000.000
892023.10.09 07:30modify230.10157.036157.579156.454
902023.10.09 07:30modify220.10157.344157.579156.454
912023.10.09 07:30modify210.10157.954157.579156.454
922023.10.09 14:30sell240.10156.7450.0000.000
932023.10.09 14:30modify240.10156.745157.204156.454
942023.10.09 14:30modify230.10157.036157.204156.454
952023.10.09 14:30modify220.10157.344157.204156.454
962023.10.09 14:30modify210.10157.954157.204156.454
972023.10.10 00:40s/l210.10157.204157.204156.45444.4010849.13
982023.10.10 00:40s/l220.10157.204157.204156.4546.0510855.18
992023.10.10 00:40s/l230.10157.204157.204156.454-11.9310843.24
1002023.10.10 00:40s/l240.10157.204157.204156.454-30.2210813.02
1012023.10.23 16:00sell250.10159.4530.0000.000
1022023.10.23 16:00modify250.10159.453159.953157.953
1032023.10.24 13:40sell260.10158.8410.0000.000
1042023.10.24 13:40modify260.10158.841159.378157.953
1052023.10.24 13:40modify250.10159.453159.378157.953
1062023.10.24 16:40sell270.10158.5310.0000.000
1072023.10.24 16:40modify270.10158.531159.078157.953
1082023.10.24 16:40modify260.10158.841159.078157.953
1092023.10.24 16:40modify250.10159.453159.078157.953
1102023.10.27 11:30sell280.10158.2260.0000.000
1112023.10.27 11:30modify280.10158.226158.703157.953
1122023.10.27 11:30modify270.10158.531158.703157.953
1132023.10.27 11:30modify260.10158.841158.703157.953
1142023.10.27 11:30modify250.10159.453158.703157.953
1152023.10.27 17:33t/p250.10157.953158.703157.95386.0610899.07
1162023.10.27 17:33t/p260.10157.953158.703157.95348.9610948.03
1172023.10.27 17:33t/p270.10157.953158.703157.95329.4710977.50
1182023.10.27 17:33t/p280.10157.953158.703157.95317.1710994.67
1192023.10.31 12:00sell290.10160.6150.0000.000
1202023.10.31 12:00modify290.10160.615161.115159.115
1212023.10.31 14:15sell300.10159.9980.0000.000
1222023.10.31 14:15modify300.10159.998160.540159.115
1232023.10.31 14:15modify290.10160.615160.540159.115
1242023.11.01 09:10sell310.10159.7140.0000.000
1252023.11.01 09:10modify310.10159.714160.240159.115
1262023.11.01 09:10modify300.10159.998160.240159.115
1272023.11.01 09:10modify290.10160.615160.240159.115
1282023.11.01 11:40sell320.10159.4000.0000.000
1292023.11.01 11:40modify320.10159.400159.865159.115
1302023.11.01 11:40modify310.10159.714159.865159.115
1312023.11.01 11:40modify300.10159.998159.865159.115
1322023.11.01 11:40modify290.10160.615159.865159.115
1332023.11.01 15:40t/p290.10159.115159.865159.11592.9311087.60
1342023.11.01 15:40t/p300.10159.115159.865159.11554.1411141.73
1352023.11.01 15:40t/p310.10159.115159.865159.11537.6611179.39
1362023.11.01 15:40t/p320.10159.115159.865159.11517.9211197.31
1372023.11.08 16:00sell330.10161.4840.0000.000
1382023.11.08 16:00modify330.10161.484161.984159.984
1392023.11.13 00:30s/l330.10161.984161.984159.984-38.3111159.00
1402023.11.14 12:00sell340.10162.6460.0000.000
1412023.11.14 12:00modify340.10162.646163.146161.146
1422023.11.14 13:40s/l340.10163.146163.146161.146-31.4311127.57
1432023.12.01 16:00buy350.10159.9820.0000.000
1442023.12.01 16:00modify350.10159.982159.482161.482
1452023.12.03 23:30s/l350.10159.482159.482161.482-31.4411096.13
1462023.12.19 12:00sell360.10158.3550.0000.000
1472023.12.19 12:00modify360.10158.355158.855156.855
1482023.12.19 16:30sell370.10157.7500.0000.000
1492023.12.19 16:30modify370.10157.750158.280156.855
1502023.12.19 16:30modify360.10158.355158.280156.855
1512023.12.20 05:55sell380.10157.4400.0000.000
1522023.12.20 05:55modify380.10157.440157.980156.855
1532023.12.20 05:55modify370.10157.750157.980156.855
1542023.12.20 05:55modify360.10158.355157.980156.855
1552023.12.20 09:30sell390.10157.1520.0000.000
1562023.12.20 09:30modify390.10157.152157.605156.855
1572023.12.20 09:30modify380.10157.440157.605156.855
1582023.12.20 09:30modify370.10157.750157.605156.855
1592023.12.20 09:30modify360.10158.355157.605156.855
1602023.12.20 11:40t/p360.10156.855157.605156.85592.9311189.06
1612023.12.20 11:40t/p370.10156.855157.605156.85554.8911243.94
1622023.12.20 11:40t/p380.10156.855157.605156.85536.7811280.72
1632023.12.20 11:40t/p390.10156.855157.605156.85518.6711299.39
1642023.12.27 16:00sell400.10157.9490.0000.000
1652023.12.27 16:00modify400.10157.949158.449156.449
1662023.12.27 19:46sell410.10157.3340.0000.000
1672023.12.27 19:46modify410.10157.334157.874156.449
1682023.12.27 19:46modify400.10157.949157.874156.449
1692023.12.28 02:40sell420.10157.0340.0000.000
1702023.12.28 02:40modify420.10157.034157.574156.449
1712023.12.28 02:40modify410.10157.334157.574156.449
1722023.12.28 02:40modify400.10157.949157.574156.449
1732023.12.28 09:20sell430.10156.7330.0000.000
1742023.12.28 09:20modify430.10156.733157.199156.449
1752023.12.28 09:20modify420.10157.034157.199156.449
1762023.12.28 09:20modify410.10157.334157.199156.449
1772023.12.28 09:20modify400.10157.949157.199156.449
1782023.12.28 11:05t/p400.10156.449157.199156.44990.1711389.56
1792023.12.28 11:05t/p410.10156.449157.199156.44951.5111441.07
1802023.12.28 11:05t/p420.10156.449157.199156.44936.7711477.84
1812023.12.28 11:05t/p430.10156.449157.199156.44917.8511495.69
1822024.01.04 12:00sell440.10157.9320.0000.000
1832024.01.04 12:00modify440.10157.932158.432156.432
1842024.01.04 14:30s/l440.10158.432158.432156.432-31.4411464.25
1852024.01.10 16:00sell450.10159.6970.0000.000
1862024.01.10 16:00modify450.10159.697160.197158.197
1872024.01.11 14:15s/l450.10160.197160.197158.197-35.5511428.70
1882024.01.16 20:00sell460.10160.1140.0000.000
1892024.01.16 20:00modify460.10160.114160.614158.614
1902024.01.17 07:20s/l460.10160.614160.614158.614-32.8011395.89
1912024.02.08 16:00sell470.10160.8100.0000.000
1922024.02.08 16:00modify470.10160.810161.310159.310
1932024.02.13 13:40s/l470.10161.310161.310159.310-35.5611360.33
1942024.02.26 16:00sell480.10163.5720.0000.000
1952024.02.26 16:00modify480.10163.572164.072162.072
1962024.02.27 10:30sell490.10162.9610.0000.000
1972024.02.27 10:30modify490.10162.961163.497162.072
1982024.02.27 10:30modify480.10163.572163.497162.072
1992024.02.29 01:40sell500.10162.6480.0000.000
2002024.02.29 01:40modify500.10162.648163.197162.072
2012024.02.29 01:40modify490.10162.961163.197162.072
2022024.02.29 01:40modify480.10163.572163.197162.072
2032024.02.29 03:45sell510.10162.3560.0000.000
2042024.02.29 03:45modify510.10162.356162.822162.072
2052024.02.29 03:45modify500.10162.648162.822162.072
2062024.02.29 03:45modify490.10162.961162.822162.072
2072024.02.29 03:45modify480.10163.572162.822162.072
2082024.02.29 07:40t/p480.10162.072162.822162.07287.4211447.75
2092024.02.29 07:40t/p490.10162.072162.822162.07250.3811498.13
2102024.02.29 07:40t/p500.10162.072162.822162.07236.2111534.34
2112024.02.29 07:40t/p510.10162.072162.822162.07217.8511552.19
2122024.03.19 12:00sell520.10163.1790.0000.000
2132024.03.19 12:00modify520.10163.179163.679161.679
2142024.03.19 14:30s/l520.10163.679163.679161.679-31.4311520.76
2152024.04.03 16:00sell530.10164.2140.0000.000
2162024.04.03 16:00modify530.10164.214164.714162.714
2172024.04.04 07:40s/l530.10164.714164.714162.714-35.5511485.21
2182024.04.12 12:00buy540.10163.1620.0000.000
2192024.04.12 12:00modify540.10163.162162.662164.662
2202024.04.12 12:40s/l540.10162.662162.662164.662-31.4311453.78
2212024.04.23 20:00sell550.10165.7010.0000.000
2222024.04.23 20:00modify550.10165.701166.201164.201
2232024.04.24 19:40s/l550.10166.201166.201164.201-32.8011420.98
2242024.04.25 20:00sell560.10166.9860.0000.000
2252024.04.25 20:00modify560.10166.986167.486165.486
2262024.04.26 04:40s/l560.10167.486167.486165.486-32.8011388.17
2272024.05.02 12:00buy570.10165.6450.0000.000
2282024.05.02 12:00modify570.10165.645165.145167.145
2292024.05.02 13:40s/l570.10165.145165.145167.145-31.4311356.74
2302024.05.13 16:00sell580.10168.5940.0000.000
2312024.05.13 16:00modify580.10168.594169.094167.094
2322024.05.14 12:30s/l580.10169.094169.094167.094-32.8011323.94
2332024.05.28 16:00sell590.10170.6830.0000.000
2342024.05.28 16:00modify590.10170.683171.183169.183
2352024.05.30 05:30sell600.10169.4570.0000.000
2362024.05.30 05:30modify600.10169.457169.933169.183
2372024.05.30 05:30modify590.10170.683169.933169.183
2382024.05.30 06:40t/p590.10169.183169.933169.18388.7911412.73
2392024.05.30 06:40t/p600.10169.183169.933169.18317.2211429.95