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=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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 modelled79204Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1516.10Gross profit2341.80Gross loss-825.70
Profit factor2.84Expected payoff24.45
Absolute drawdown18.64Maximal drawdown269.74 (2.39%)Relative drawdown2.39% (269.74)
Total trades62Short positions (won %)44 (68.18%)Long positions (won %)18 (72.22%)
Profit trades (% of total)43 (69.35%)Loss trades (% of total)19 (30.65%)
Largestprofit trade109.91loss trade-83.30
Averageprofit trade54.46loss trade-43.46
Maximumconsecutive wins (profit in money)10 (561.56)consecutive losses (loss in money)3 (-221.17)
Maximalconsecutive profit (count of wins)561.56 (10)consecutive loss (count of losses)-221.17 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.14 16:00buy10.10156.9000.0000.000
22023.09.14 16:00modify10.10156.900155.900158.400
32023.09.15 06:50buy20.10157.4410.0000.000
42023.09.15 06:50modify20.10157.441156.975158.400
52023.09.15 06:50modify10.10156.900156.975158.400
62023.09.15 14:50buy30.10157.8260.0000.000
72023.09.15 14:50modify30.10157.826157.275158.400
82023.09.15 14:50modify20.10157.441157.275158.400
92023.09.15 14:50modify10.10156.900157.275158.400
102023.09.19 12:45buy40.10158.1230.0000.000
112023.09.19 12:45modify40.10158.123157.725158.400
122023.09.19 12:45modify30.10157.826157.725158.400
132023.09.19 12:45modify20.10157.441157.725158.400
142023.09.19 12:45modify10.10156.900157.725158.400
152023.09.20 07:40t/p10.10158.400157.725158.400109.1910109.19
162023.09.20 07:40t/p20.10158.400157.725158.40070.1310179.32
172023.09.20 07:40t/p30.10158.400157.725158.40042.8410222.17
182023.09.20 07:40t/p40.10158.400157.725158.40020.3510242.52
192023.10.03 16:00buy50.10155.9470.0000.000
202023.10.03 16:00modify50.10155.947154.947157.447
212023.10.04 11:55buy60.10156.4810.0000.000
222023.10.04 11:55modify60.10156.481156.022157.447
232023.10.04 11:55modify50.10155.947156.022157.447
242023.10.06 04:40buy70.10156.8610.0000.000
252023.10.06 04:40modify70.10156.861156.322157.447
262023.10.06 04:40modify60.10156.481156.322157.447
272023.10.06 04:40modify50.10155.947156.322157.447
282023.10.06 08:15buy80.10157.1480.0000.000
292023.10.06 08:15modify80.10157.148156.772157.447
302023.10.06 08:15modify70.10156.861156.772157.447
312023.10.06 08:15modify60.10156.481156.772157.447
322023.10.06 08:15modify50.10155.947156.772157.447
332023.10.06 11:40t/p50.10157.447156.772157.447109.9110352.44
342023.10.06 11:40t/p60.10157.447156.772157.44771.3510423.79
352023.10.06 11:40t/p70.10157.447156.772157.44741.5310465.32
362023.10.06 11:40t/p80.10157.447156.772157.44721.1910486.51
372023.10.06 16:00sell90.10157.9540.0000.000
382023.10.06 16:00modify90.10157.954158.954156.454
392023.10.09 03:30sell100.10157.4290.0000.000
402023.10.09 03:30modify100.10157.429157.879156.454
412023.10.09 03:30modify90.10157.954157.879156.454
422023.10.09 07:30sell110.10157.0360.0000.000
432023.10.09 07:30modify110.10157.036157.579156.454
442023.10.09 07:30modify100.10157.429157.579156.454
452023.10.09 07:30modify90.10157.954157.579156.454
462023.10.09 14:30sell120.10156.7450.0000.000
472023.10.09 14:30modify120.10156.745157.129156.454
482023.10.09 14:30modify110.10157.036157.129156.454
492023.10.09 14:30modify100.10157.429157.129156.454
502023.10.09 14:30modify90.10157.954157.129156.454
512023.10.10 00:40s/l90.10157.129157.129156.45455.3510541.86
522023.10.10 00:40s/l100.10157.129157.129156.45419.7010561.56
532023.10.10 00:40s/l110.10157.129157.129156.454-8.1410553.43
542023.10.10 00:40s/l120.10157.129157.129156.454-28.7610524.67
552023.10.23 16:00sell130.10159.4530.0000.000
562023.10.23 16:00modify130.10159.453160.453157.953
572023.10.24 14:20sell140.10158.9200.0000.000
582023.10.24 14:20modify140.10158.920159.378157.953
592023.10.24 14:20modify130.10159.453159.378157.953
602023.10.24 16:40sell150.10158.5310.0000.000
612023.10.24 16:40modify150.10158.531159.078157.953
622023.10.24 16:40modify140.10158.920159.078157.953
632023.10.24 16:40modify130.10159.453159.078157.953
642023.10.27 11:30sell160.10158.2260.0000.000
652023.10.27 11:30modify160.10158.226158.628157.953
662023.10.27 11:30modify150.10158.531158.628157.953
672023.10.27 11:30modify140.10158.920158.628157.953
682023.10.27 11:30modify130.10159.453158.628157.953
692023.10.27 17:33t/p130.10157.953158.628157.95396.9510621.62
702023.10.27 17:33t/p140.10157.953158.628157.95360.7310682.35
712023.10.27 17:33t/p150.10157.953158.628157.95333.1710715.52
722023.10.27 17:33t/p160.10157.953158.628157.95319.3410734.86
732023.10.31 12:00sell170.10160.6150.0000.000
742023.10.31 12:00modify170.10160.615161.615159.115
752023.10.31 13:50sell180.10160.0700.0000.000
762023.10.31 13:50modify180.10160.070160.540159.115
772023.10.31 13:50modify170.10160.615160.540159.115
782023.11.01 09:10sell190.10159.7140.0000.000
792023.11.01 09:10modify190.10159.714160.240159.115
802023.11.01 09:10modify180.10160.070160.240159.115
812023.11.01 09:10modify170.10160.615160.240159.115
822023.11.01 11:40sell200.10159.4000.0000.000
832023.11.01 11:40modify200.10159.400159.790159.115
842023.11.01 11:40modify190.10159.714159.790159.115
852023.11.01 11:40modify180.10160.070159.790159.115
862023.11.01 11:40modify170.10160.615159.790159.115
872023.11.01 15:40t/p170.10159.115159.790159.115104.7210839.58
882023.11.01 15:40t/p180.10159.115159.790159.11566.1010905.69
892023.11.01 15:40t/p190.10159.115159.790159.11542.4410948.13
902023.11.01 15:40t/p200.10159.115159.790159.11520.1910968.32
912023.11.08 16:00sell210.10161.4840.0000.000
922023.11.08 16:00modify210.10161.484162.484159.984
932023.11.14 08:15s/l210.10162.484162.484159.984-80.1810888.14
942023.11.14 12:00sell220.10162.6460.0000.000
952023.11.14 12:00modify220.10162.646163.646161.146
962023.11.14 16:30s/l220.10163.646163.646161.146-70.8510817.29
972023.12.01 16:00buy230.10159.9820.0000.000
982023.12.01 16:00modify230.10159.982158.982161.482
992023.12.04 15:06s/l230.10158.982158.982161.482-70.1410747.15
1002023.12.19 12:00sell240.10158.3550.0000.000
1012023.12.19 12:00modify240.10158.355159.355156.855
1022023.12.19 15:50sell250.10157.8170.0000.000
1032023.12.19 15:50modify250.10157.817158.280156.855
1042023.12.19 15:50modify240.10158.355158.280156.855
1052023.12.20 05:55sell260.10157.4400.0000.000
1062023.12.20 05:55modify260.10157.440157.980156.855
1072023.12.20 05:55modify250.10157.817157.980156.855
1082023.12.20 05:55modify240.10158.355157.980156.855
1092023.12.20 09:30sell270.10157.1520.0000.000
1102023.12.20 09:30modify270.10157.152157.530156.855
1112023.12.20 09:30modify260.10157.440157.530156.855
1122023.12.20 09:30modify250.10157.817157.530156.855
1132023.12.20 09:30modify240.10158.355157.530156.855
1142023.12.20 11:40t/p240.10156.855157.530156.855104.7210851.87
1152023.12.20 11:40t/p250.10156.855157.530156.85566.6010918.48
1162023.12.20 11:40t/p260.10156.855157.530156.85541.4510959.93
1172023.12.20 11:40t/p270.10156.855157.530156.85521.0410980.97
1182023.12.27 16:00sell280.10157.9490.0000.000
1192023.12.27 16:00modify280.10157.949158.949156.449
1202023.12.27 20:40sell290.10157.3960.0000.000
1212023.12.27 20:40modify290.10157.396157.874156.449
1222023.12.27 20:40modify280.10157.949157.874156.449
1232023.12.28 02:40sell300.10157.0340.0000.000
1242023.12.28 02:40modify300.10157.034157.574156.449
1252023.12.28 02:40modify290.10157.396157.574156.449
1262023.12.28 02:40modify280.10157.949157.574156.449
1272023.12.28 09:20sell310.10156.7330.0000.000
1282023.12.28 09:20modify310.10156.733157.124156.449
1292023.12.28 09:20modify300.10157.034157.124156.449
1302023.12.28 09:20modify290.10157.396157.124156.449
1312023.12.28 09:20modify280.10157.949157.124156.449
1322023.12.28 11:05t/p280.10156.449157.124156.449101.6111082.58
1332023.12.28 11:05t/p290.10156.449157.124156.44962.4311145.02
1342023.12.28 11:05t/p300.10156.449157.124156.44941.4511186.47
1352023.12.28 11:05t/p310.10156.449157.124156.44920.1311206.60
1362024.01.04 12:00sell320.10157.9320.0000.000
1372024.01.04 12:00modify320.10157.932158.932156.432
1382024.01.05 13:40s/l320.10158.932158.932156.432-72.4111134.19
1392024.01.10 16:00sell330.10159.6970.0000.000
1402024.01.10 16:00modify330.10159.697160.697158.197
1412024.01.12 04:45sell340.10159.1720.0000.000
1422024.01.12 04:45modify340.10159.172159.622158.197
1432024.01.12 04:45modify330.10159.697159.622158.197
1442024.01.12 15:35sell350.10158.7880.0000.000
1452024.01.12 15:35modify350.10158.788159.322158.197
1462024.01.12 15:35modify340.10159.172159.322158.197
1472024.01.12 15:35modify330.10159.697159.322158.197
1482024.01.15 06:15s/l330.10159.322159.322158.19718.7911152.98
1492024.01.15 06:15s/l340.10159.322159.322158.197-12.1811140.81
1502024.01.15 06:15s/l350.10159.322159.322158.197-39.3911101.42
1512024.02.08 16:00sell360.10160.8100.0000.000
1522024.02.08 16:00modify360.10160.810161.810159.310
1532024.02.16 03:40s/l360.10161.810161.810159.310-83.3011018.12
1542024.02.26 16:00sell370.10163.5720.0000.000
1552024.02.26 16:00modify370.10163.572164.572162.072
1562024.02.27 08:40sell380.10163.0460.0000.000
1572024.02.27 08:40modify380.10163.046163.497162.072
1582024.02.27 08:40modify370.10163.572163.497162.072
1592024.02.29 01:40sell390.10162.6480.0000.000
1602024.02.29 01:40modify390.10162.648163.197162.072
1612024.02.29 01:40modify380.10163.046163.197162.072
1622024.02.29 01:40modify370.10163.572163.197162.072
1632024.02.29 03:45sell400.10162.3560.0000.000
1642024.02.29 03:45modify400.10162.356162.747162.072
1652024.02.29 03:45modify390.10162.648162.747162.072
1662024.02.29 03:45modify380.10163.046162.747162.072
1672024.02.29 03:45modify370.10163.572162.747162.072
1682024.02.29 07:40t/p370.10162.072162.747162.07298.5011116.62
1692024.02.29 07:40t/p380.10162.072162.747162.07262.7911179.41
1702024.02.29 07:40t/p390.10162.072162.747162.07240.8111220.22
1712024.02.29 07:40t/p400.10162.072162.747162.07220.1211240.34
1722024.03.19 12:00sell410.10163.1790.0000.000
1732024.03.19 12:00modify410.10163.179164.179161.679
1742024.03.20 00:20s/l410.10164.179164.179161.679-72.4211167.92
1752024.04.03 16:00sell420.10164.2140.0000.000
1762024.04.03 16:00modify420.10164.214165.214162.714
1772024.04.05 00:30sell430.10163.6740.0000.000
1782024.04.05 00:30modify430.10163.674164.139162.714
1792024.04.05 00:30modify420.10164.214164.139162.714
1802024.04.05 08:30s/l420.10164.139164.139162.714-0.9011167.02
1812024.04.05 08:30s/l430.10164.139164.139162.714-32.9411134.08
1822024.04.12 12:00buy440.10163.1620.0000.000
1832024.04.12 12:00modify440.10163.162162.162164.662
1842024.04.15 02:30buy450.10163.7110.0000.000
1852024.04.15 02:30modify450.10163.711163.237164.662
1862024.04.15 02:30modify440.10163.162163.237164.662
1872024.04.15 06:15buy460.10164.0810.0000.000
1882024.04.15 06:15modify460.10164.081163.537164.662
1892024.04.15 06:15modify450.10163.711163.537164.662
1902024.04.15 06:15modify440.10163.162163.537164.662
1912024.04.16 10:15buy470.10164.3620.0000.000
1922024.04.16 10:15modify470.10164.362163.987164.662
1932024.04.16 10:15modify460.10164.081163.987164.662
1942024.04.16 10:15modify450.10163.711163.987164.662
1952024.04.16 10:15modify440.10163.162163.987164.662
1962024.04.16 12:15t/p440.10164.662163.987164.662107.7411241.82
1972024.04.16 12:15t/p450.10164.662163.987164.66268.1111309.93
1982024.04.16 12:15t/p460.10164.662163.987164.66241.8911351.83
1992024.04.16 12:15t/p470.10164.662163.987164.66221.2611373.09
2002024.05.02 12:00buy480.10165.6450.0000.000
2012024.05.02 12:00modify480.10165.645164.645167.145
2022024.05.02 15:20s/l480.10164.645164.645167.145-70.8611302.23
2032024.05.13 16:00sell490.10168.5940.0000.000
2042024.05.13 16:00modify490.10168.594169.594167.094
2052024.05.15 23:30sell500.10168.0620.0000.000
2062024.05.15 23:30modify500.10168.062168.519167.094
2072024.05.15 23:30modify490.10168.594168.519167.094
2082024.05.16 01:00sell510.10167.3920.0000.000
2092024.05.16 01:00modify510.10167.392167.769167.094
2102024.05.16 01:00modify500.10168.062167.769167.094
2112024.05.16 01:00modify490.10168.594167.769167.094
2122024.05.16 01:40s/l490.10167.769167.769167.09450.6711352.90
2132024.05.16 01:40s/l500.10167.769167.769167.09416.0911368.99
2142024.05.16 01:40s/l510.10167.769167.769167.094-26.7111342.28
2152024.05.28 16:00sell520.10170.6830.0000.000
2162024.05.28 16:00modify520.10170.683171.683169.183
2172024.05.30 05:30sell530.10169.4570.0000.000
2182024.05.30 05:30modify530.10169.457169.858169.183
2192024.05.30 05:30modify520.10170.683169.858169.183
2202024.05.30 06:40t/p520.10169.183169.858169.183100.0611442.34
2212024.05.30 06:40t/p530.10169.183169.858169.18319.4211461.76
2222024.07.11 12:00sell540.10175.3460.0000.000
2232024.07.11 12:00modify540.10175.346176.346173.846
2242024.07.11 12:30t/p540.10173.846176.346173.846106.2811568.04
2252024.07.11 16:00buy550.10172.4090.0000.000
2262024.07.11 16:00modify550.10172.409171.409173.909
2272024.07.12 00:55buy560.10172.9510.0000.000
2282024.07.12 00:55modify560.10172.951172.484173.909
2292024.07.12 00:55modify550.10172.409172.484173.909
2302024.07.12 09:40buy570.10173.3270.0000.000
2312024.07.12 09:40modify570.10173.327172.784173.909
2322024.07.12 09:40modify560.10172.951172.784173.909
2332024.07.12 09:40modify550.10172.409172.784173.909
2342024.07.12 12:40s/l550.10172.784172.784173.90927.3011595.34
2352024.07.12 12:40s/l560.10172.784172.784173.909-11.8311583.51
2362024.07.12 12:40s/l570.10172.784172.784173.909-38.4811545.03
2372024.07.17 12:00buy580.10171.1650.0000.000
2382024.07.17 12:00modify580.10171.165170.165172.665
2392024.07.17 23:40s/l580.10170.165170.165172.665-70.8611474.17
2402024.08.15 16:00sell590.10163.5850.0000.000
2412024.08.15 16:00modify590.10163.585164.585162.085
2422024.08.16 10:40sell600.10163.0480.0000.000
2432024.08.16 10:40modify600.10163.048163.510162.085
2442024.08.16 10:40modify590.10163.585163.510162.085
2452024.08.16 11:40sell610.10162.6620.0000.000
2462024.08.16 11:40modify610.10162.662163.210162.085
2472024.08.16 11:40modify600.10163.048163.210162.085
2482024.08.16 11:40modify590.10163.585163.210162.085
2492024.08.16 12:55sell620.10162.3590.0000.000
2502024.08.16 12:55modify620.10162.359162.760162.085
2512024.08.16 12:55modify610.10162.662162.760162.085
2522024.08.16 12:55modify600.10163.048162.760162.085
2532024.08.16 12:55modify590.10163.585162.760162.085
2542024.08.16 13:40s/l590.10162.760162.760162.08556.8911531.07
2552024.08.16 13:40s/l600.10162.760162.760162.08520.4011551.47
2562024.08.16 13:40s/l610.10162.760162.760162.085-6.9511544.52
2572024.08.16 13:40s/l620.10162.760162.760162.085-28.4211516.10