Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01)
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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; 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 test2608Ticks modelled79208Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit906.94Gross profit1730.08Gross loss-823.14
Profit factor2.10Expected payoff16.20
Absolute drawdown43.07Maximal drawdown307.48 (2.74%)Relative drawdown2.94% (301.95)
Total trades56Short positions (won %)44 (59.09%)Long positions (won %)12 (58.33%)
Profit trades (% of total)33 (58.93%)Loss trades (% of total)23 (41.07%)
Largestprofit trade106.50loss trade-63.02
Averageprofit trade52.43loss trade-35.79
Maximumconsecutive wins (profit in money)9 (499.30)consecutive losses (loss in money)4 (-200.56)
Maximalconsecutive profit (count of wins)499.30 (9)consecutive loss (count of losses)-200.56 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.14 20:00buy10.10156.9590.0000.000
22023.09.14 20:00modify10.10156.959156.159158.459
32023.09.15 07:05buy20.10157.4170.0000.000
42023.09.15 07:05modify20.10157.417157.034158.459
52023.09.15 07:05modify10.10156.959157.034158.459
62023.09.15 15:30buy30.10157.7940.0000.000
72023.09.15 15:30modify30.10157.794157.334158.459
82023.09.15 15:30modify20.10157.417157.334158.459
92023.09.15 15:30modify10.10156.959157.334158.459
102023.09.19 10:40buy40.10158.0880.0000.000
112023.09.19 10:40modify40.10158.088157.709158.459
122023.09.19 10:40modify30.10157.794157.709158.459
132023.09.19 10:40modify20.10157.417157.709158.459
142023.09.19 10:40modify10.10156.959157.709158.459
152023.09.21 00:40s/l10.10157.709157.709158.45958.3210058.32
162023.09.21 00:40s/l20.10157.709157.709158.45925.0810083.40
172023.09.21 00:40s/l30.10157.709157.709158.459-1.6910081.71
182023.09.21 00:40s/l40.10157.709157.709158.459-24.0110057.70
192023.11.03 20:00sell50.10160.2970.0000.000
202023.11.03 20:00modify50.10160.297161.097158.797
212023.11.08 14:20s/l50.10161.097161.097158.797-61.469996.25
222023.11.15 08:00sell60.10163.8430.0000.000
232023.11.15 08:00modify60.10163.843164.643162.343
242023.11.16 16:30sell70.10163.3850.0000.000
252023.11.16 16:30modify70.10163.385163.768162.343
262023.11.16 16:30modify60.10163.843163.768162.343
272023.11.17 07:40sell80.10163.0120.0000.000
282023.11.17 07:40modify80.10163.012163.468162.343
292023.11.17 07:40modify70.10163.385163.468162.343
302023.11.17 07:40modify60.10163.843163.468162.343
312023.11.17 09:40t/p60.10162.343163.468162.343100.2710096.51
322023.11.17 09:40t/p70.10162.343163.468162.34372.4110168.93
332023.11.17 09:40t/p80.10162.343163.468162.34347.4910216.42
342023.12.11 12:00sell90.10157.3830.0000.000
352023.12.11 12:00modify90.10157.383158.183155.883
362023.12.12 00:50sell100.10156.9110.0000.000
372023.12.12 00:50modify100.10156.911157.308155.883
382023.12.12 00:50modify90.10157.383157.308155.883
392023.12.12 05:55sell110.10156.5500.0000.000
402023.12.12 05:55modify110.10156.550157.008155.883
412023.12.12 05:55modify100.10156.911157.008155.883
422023.12.12 05:55modify90.10157.383157.008155.883
432023.12.12 08:30s/l90.10157.008157.008155.88325.0610241.48
442023.12.12 08:30s/l100.10157.008157.008155.883-6.8910234.59
452023.12.12 08:30s/l110.10157.008157.008155.883-32.5210202.07
462023.12.14 08:00buy120.10154.5500.0000.000
472023.12.14 08:00modify120.10154.550153.750156.050
482023.12.14 12:50buy130.10155.0020.0000.000
492023.12.14 12:50modify130.10155.002154.625156.050
502023.12.14 12:50modify120.10154.550154.625156.050
512023.12.14 14:20buy140.10155.3940.0000.000
522023.12.14 14:20modify140.10155.394154.925156.050
532023.12.14 14:20modify130.10155.002154.925156.050
542023.12.14 14:20modify120.10154.550154.925156.050
552023.12.14 15:10buy150.10155.6780.0000.000
562023.12.14 15:10modify150.10155.678155.300156.050
572023.12.14 15:10modify140.10155.394155.300156.050
582023.12.14 15:10modify130.10155.002155.300156.050
592023.12.14 15:10modify120.10154.550155.300156.050
602023.12.14 20:15t/p120.10156.050155.300156.050106.5010308.57
612023.12.14 20:15t/p130.10156.050155.300156.05074.4110382.98
622023.12.14 20:15t/p140.10156.050155.300156.05046.5810429.56
632023.12.14 20:15t/p150.10156.050155.300156.05026.4110455.97
642023.12.27 12:00sell160.10157.6310.0000.000
652023.12.27 12:00modify160.10157.631158.431156.131
662023.12.27 22:33sell170.10157.1610.0000.000
672023.12.27 22:33modify170.10157.161157.556156.131
682023.12.27 22:33modify160.10157.631157.556156.131
692023.12.28 05:50sell180.10156.7930.0000.000
702023.12.28 05:50modify180.10156.793157.256156.131
712023.12.28 05:50modify170.10157.161157.256156.131
722023.12.28 05:50modify160.10157.631157.256156.131
732023.12.28 07:40sell190.10156.4960.0000.000
742023.12.28 07:40modify190.10156.496156.881156.131
752023.12.28 07:40modify180.10156.793156.881156.131
762023.12.28 07:40modify170.10157.161156.881156.131
772023.12.28 07:40modify160.10157.631156.881156.131
782023.12.28 15:05t/p160.10156.131156.881156.131101.8210557.80
792023.12.28 15:05t/p170.10156.131156.881156.13168.4510626.25
802023.12.28 15:05t/p180.10156.131156.881156.13147.0010673.25
812023.12.28 15:05t/p190.10156.131156.881156.13125.9110699.16
822024.01.04 20:00sell200.10158.2750.0000.000
832024.01.04 20:00modify200.10158.275159.075156.775
842024.01.08 06:55sell210.10157.8040.0000.000
852024.01.08 06:55modify210.10157.804158.200156.775
862024.01.08 06:55modify200.10158.275158.200156.775
872024.01.08 12:05s/l200.10158.200158.200156.7752.2110701.37
882024.01.08 12:05s/l210.10158.200158.200156.775-28.1210673.25
892024.01.17 12:00sell220.10160.6430.0000.000
902024.01.17 12:00modify220.10160.643161.443159.143
912024.01.19 01:40s/l220.10161.443161.443159.143-63.0210610.23
922024.02.26 20:00sell230.10163.5180.0000.000
932024.02.26 20:00modify230.10163.518164.318162.018
942024.02.27 08:40sell240.10163.0460.0000.000
952024.02.27 08:40modify240.10163.046163.443162.018
962024.02.27 08:40modify230.10163.518163.443162.018
972024.02.29 02:00sell250.10162.6650.0000.000
982024.02.29 02:00modify250.10162.665163.143162.018
992024.02.29 02:00modify240.10163.046163.143162.018
1002024.02.29 02:00modify230.10163.518163.143162.018
1012024.02.29 12:05sell260.10162.3730.0000.000
1022024.02.29 12:05modify260.10162.373162.768162.018
1032024.02.29 12:05modify250.10162.665162.768162.018
1042024.02.29 12:05modify240.10163.046162.768162.018
1052024.02.29 12:05modify230.10163.518162.768162.018
1062024.02.29 15:30t/p230.10162.018162.768162.01898.7210708.95
1072024.02.29 15:30t/p240.10162.018162.768162.01866.7710775.71
1082024.02.29 15:30t/p250.10162.018162.768162.01845.9410821.65
1092024.02.29 15:30t/p260.10162.018162.768162.01825.2110846.86
1102024.03.04 20:00sell270.10163.4440.0000.000
1112024.03.04 20:00modify270.10163.444164.244161.944
1122024.03.05 17:33sell280.10162.9700.0000.000
1132024.03.05 17:33modify280.10162.970163.369161.944
1142024.03.05 17:33modify270.10163.444163.369161.944
1152024.03.05 20:15sell290.10162.6070.0000.000
1162024.03.05 20:15modify290.10162.607163.069161.944
1172024.03.05 20:15modify280.10162.970163.069161.944
1182024.03.05 20:15modify270.10163.444163.069161.944
1192024.03.07 01:10sell300.10162.3080.0000.000
1202024.03.07 01:10modify300.10162.308162.694161.944
1212024.03.07 01:10modify290.10162.607162.694161.944
1222024.03.07 01:10modify280.10162.970162.694161.944
1232024.03.07 01:10modify270.10163.444162.694161.944
1242024.03.07 01:40t/p270.10161.944162.694161.94498.7110945.58
1252024.03.07 01:40t/p280.10161.944162.694161.94466.6211012.19
1262024.03.07 01:40t/p290.10161.944162.694161.94440.8511053.04
1272024.03.07 01:40t/p300.10161.944162.694161.94425.8411078.88
1282024.03.15 20:00sell310.10162.3330.0000.000
1292024.03.15 20:00modify310.10162.333163.133160.833
1302024.03.19 05:20s/l310.10163.133163.133160.833-59.9011018.98
1312024.03.20 12:00sell320.10164.4860.0000.000
1322024.03.20 12:00modify320.10164.486165.286162.986
1332024.03.20 20:30s/l320.10165.286165.286162.986-56.8010962.18
1342024.04.04 12:00sell330.10164.6780.0000.000
1352024.04.04 12:00modify330.10164.678165.478163.178
1362024.04.04 19:59sell340.10163.8380.0000.000
1372024.04.04 19:59modify340.10163.838164.303163.178
1382024.04.04 19:59modify330.10164.678164.303163.178
1392024.04.05 00:50sell350.10163.5400.0000.000
1402024.04.05 00:50modify350.10163.540163.928163.178
1412024.04.05 00:50modify340.10163.838163.928163.178
1422024.04.05 00:50modify330.10164.678163.928163.178
1432024.04.05 07:30s/l330.10163.928163.928163.17851.6811013.86
1442024.04.05 07:30s/l340.10163.928163.928163.178-7.9511005.92
1452024.04.05 07:30s/l350.10163.928163.928163.178-27.5510978.37
1462024.04.18 16:00sell360.10164.8130.0000.000
1472024.04.18 16:00modify360.10164.813165.613163.313
1482024.04.19 02:40t/p360.10163.313165.613163.313104.9411083.31
1492024.04.25 12:00sell370.10166.7630.0000.000
1502024.04.25 12:00modify370.10166.763167.563165.263
1512024.04.25 12:50sell380.10166.2890.0000.000
1522024.04.25 12:50modify380.10166.289166.688165.263
1532024.04.25 12:50modify370.10166.763166.688165.263
1542024.04.25 13:15sell390.10165.9370.0000.000
1552024.04.25 13:15modify390.10165.937166.388165.263
1562024.04.25 13:15modify380.10166.289166.388165.263
1572024.04.25 13:15modify370.10166.763166.388165.263
1582024.04.25 13:30s/l370.10166.388166.388165.26326.6211109.93
1592024.04.25 13:30s/l380.10166.388166.388165.263-7.0311102.90
1602024.04.25 13:30s/l390.10166.388166.388165.263-32.0211070.88
1612024.04.26 12:00sell400.10168.0280.0000.000
1622024.04.26 12:00modify400.10168.028168.828166.528
1632024.04.26 18:30s/l400.10168.828168.828166.528-56.8011014.08
1642024.05.13 20:00sell410.10168.5380.0000.000
1652024.05.13 20:00modify410.10168.538169.338167.038
1662024.05.14 15:30s/l410.10169.338169.338167.038-58.3610955.73
1672024.05.14 20:00sell420.10169.2910.0000.000
1682024.05.14 20:00modify420.10169.291170.091167.791
1692024.05.15 08:20sell430.10168.8290.0000.000
1702024.05.15 08:20modify430.10168.829169.216167.791
1712024.05.15 08:20modify420.10169.291169.216167.791
1722024.05.15 12:20sell440.10168.4420.0000.000
1732024.05.15 12:20modify440.10168.442168.916167.791
1742024.05.15 12:20modify430.10168.829168.916167.791
1752024.05.15 12:20modify420.10169.291168.916167.791
1762024.05.16 00:30t/p420.10167.791168.916167.791100.2811056.01
1772024.05.16 00:30t/p430.10167.791168.916167.79169.0311125.04
1782024.05.16 00:30t/p440.10167.791168.916167.79141.5511166.59
1792024.05.28 20:00sell450.10170.6700.0000.000
1802024.05.28 20:00modify450.10170.670171.470169.170
1812024.05.29 08:46sell460.10170.2020.0000.000
1822024.05.29 08:46modify460.10170.202170.595169.170
1832024.05.29 08:46modify450.10170.670170.595169.170
1842024.05.29 09:40s/l450.10170.595170.595169.1703.7611170.36
1852024.05.29 09:40s/l460.10170.595170.595169.170-27.9011142.46
1862024.06.10 16:00buy470.10168.7340.0000.000
1872024.06.10 16:00modify470.10168.734167.934170.234
1882024.06.12 08:40buy480.10169.1900.0000.000
1892024.06.12 08:40modify480.10169.190168.809170.234
1902024.06.12 08:40modify470.10168.734168.809170.234
1912024.06.12 13:40s/l470.10168.809168.809170.2346.7711149.23
1922024.06.12 13:40s/l480.10168.809168.809170.234-27.0511122.18
1932024.07.01 08:00sell490.10173.1650.0000.000
1942024.07.01 08:00modify490.10173.165173.965171.665
1952024.07.03 07:20s/l490.10173.965173.965171.665-59.9111062.26
1962024.07.11 20:00buy500.10172.5900.0000.000
1972024.07.11 20:00modify500.10172.590171.790174.090
1982024.07.11 23:40s/l500.10171.790171.790174.090-56.8011005.46
1992024.07.17 16:00buy510.10171.1920.0000.000
2002024.07.17 16:00modify510.10171.192170.392172.692
2012024.07.17 23:30s/l510.10170.392170.392172.692-56.8010948.66
2022024.08.12 16:00sell520.10161.2320.0000.000
2032024.08.12 16:00modify520.10161.232162.032159.732
2042024.08.12 17:40sell530.10160.7660.0000.000
2052024.08.12 17:40modify530.10160.766161.157159.732
2062024.08.12 17:40modify520.10161.232161.157159.732
2072024.08.13 01:20s/l520.10161.157161.157159.7323.7710952.44
2082024.08.13 01:20s/l530.10161.157161.157159.732-29.3210923.12
2092024.08.15 20:00sell540.10163.5560.0000.000
2102024.08.15 20:00modify540.10163.556164.356162.056
2112024.08.16 10:50sell550.10163.0790.0000.000
2122024.08.16 10:50modify550.10163.079163.481162.056
2132024.08.16 10:50modify540.10163.556163.481162.056
2142024.08.16 11:50sell560.10162.7020.0000.000
2152024.08.16 11:50modify560.10162.702163.181162.056
2162024.08.16 11:50modify550.10163.079163.181162.056
2172024.08.16 11:50modify540.10163.556163.181162.056
2182024.08.18 23:40s/l540.10163.181163.181162.05625.0610948.19
2192024.08.18 23:40s/l550.10163.181163.181162.056-7.2410940.95
2202024.08.18 23:40s/l560.10163.181163.181162.056-34.0110906.94