Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 test2613Ticks modelled79619Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread30
Total net profit1445.71Gross profit2445.21Gross loss-999.51
Profit factor2.45Expected payoff16.62
Absolute drawdown34.17Maximal drawdown262.26 (15.21%)Relative drawdown16.14% (239.71)
Total trades87Short positions (won %)44 (72.73%)Long positions (won %)43 (53.49%)
Profit trades (% of total)55 (63.22%)Loss trades (% of total)32 (36.78%)
Largestprofit trade99.45loss trade-93.17
Averageprofit trade44.46loss trade-31.23
Maximumconsecutive wins (profit in money)8 (445.17)consecutive losses (loss in money)3 (-202.92)
Maximalconsecutive profit (count of wins)445.17 (8)consecutive loss (count of losses)-202.92 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.17 12:00buy10.10162.4840.0000.000
22023.11.17 12:00modify10.10162.484161.084163.984
32023.11.17 15:50buy20.10162.9570.0000.000
42023.11.17 15:50modify20.10162.957162.634163.984
52023.11.17 15:50modify10.10162.484162.634163.984
62023.11.17 18:40buy30.10163.1790.0000.000
72023.11.17 18:40modify30.10163.179162.859163.984
82023.11.17 18:40modify20.10162.957162.859163.984
92023.11.17 18:40modify10.10162.484162.859163.984
102023.11.20 02:30s/l10.10162.859162.859163.98424.861024.86
112023.11.20 02:30s/l20.10162.859162.859163.984-5.671019.20
122023.11.20 02:30s/l30.10162.859162.859163.984-20.01999.19
132023.11.20 12:00buy40.10161.9110.0000.000
142023.11.20 12:00modify40.10161.911160.511163.411
152023.11.20 15:25buy50.10162.3850.0000.000
162023.11.20 15:25modify50.10162.385162.061163.411
172023.11.20 15:25modify40.10161.911162.061163.411
182023.11.21 01:05s/l40.10162.061162.061163.41110.331009.52
192023.11.21 01:05s/l50.10162.061162.061163.411-20.27989.26
202023.11.21 04:00buy60.10161.6070.0000.000
212023.11.21 04:00modify60.10161.607160.207163.107
222023.11.22 05:55buy70.10162.2960.0000.000
232023.11.22 05:55modify70.10162.296161.982163.107
242023.11.22 05:55modify60.10161.607161.982163.107
252023.11.22 17:30buy80.10162.8290.0000.000
262023.11.22 17:30modify80.10162.829162.432163.107
272023.11.22 17:30modify70.10162.296162.432163.107
282023.11.22 17:30modify60.10161.607162.432163.107
292023.11.23 15:20t/p60.10163.107162.432163.10799.451088.71
302023.11.23 15:20t/p70.10163.107162.432163.10754.321143.03
312023.11.23 15:20t/p80.10163.107162.432163.10719.911162.94
322023.12.07 08:00buy90.10157.1140.0000.000
332023.12.07 08:00modify90.10157.114155.714158.614
342023.12.07 14:40s/l90.10155.714155.714158.614-90.381072.56
352023.12.11 04:00sell100.10156.5410.0000.000
362023.12.11 04:00modify100.10156.541157.941155.041
372023.12.13 19:59sell110.10155.8450.0000.000
382023.12.13 19:59modify110.10155.845156.166155.041
392023.12.13 19:59modify100.10156.541156.166155.041
402023.12.13 21:53sell120.10155.3350.0000.000
412023.12.13 21:53modify120.10155.335155.716155.041
422023.12.13 21:53modify110.10155.845155.716155.041
432023.12.13 21:53modify100.10156.541155.716155.041
442023.12.13 22:30t/p100.10155.041155.716155.04194.031166.59
452023.12.13 22:30t/p110.10155.041155.716155.04151.901218.49
462023.12.13 22:30t/p120.10155.041155.716155.04118.981237.47
472023.12.15 00:00sell130.10156.4120.0000.000
482023.12.15 00:00modify130.10156.412157.812154.912
492023.12.15 03:40sell140.10155.9330.0000.000
502023.12.15 03:40modify140.10155.933156.262154.912
512023.12.15 03:40modify130.10156.412156.262154.912
522023.12.15 08:50sell150.10155.1980.0000.000
532023.12.15 08:50modify150.10155.198155.587154.912
542023.12.15 08:50modify140.10155.933155.587154.912
552023.12.15 08:50modify130.10156.412155.587154.912
562023.12.15 13:15t/p130.10154.912155.587154.91296.821334.29
572023.12.15 13:15t/p140.10154.912155.587154.91265.901400.19
582023.12.15 13:15t/p150.10154.912155.587154.91218.461418.65
592023.12.19 04:00sell160.10156.7960.0000.000
602023.12.19 04:00modify160.10156.796158.196155.296
612023.12.19 08:33s/l160.10158.196158.196155.296-90.371328.28
622023.12.21 04:00buy170.10156.4750.0000.000
632023.12.21 04:00modify170.10156.475155.075157.975
642023.12.21 08:15buy180.10156.9380.0000.000
652023.12.21 08:15modify180.10156.938156.625157.975
662023.12.21 08:15modify170.10156.475156.625157.975
672023.12.21 09:30s/l170.10156.625156.625157.9759.691337.97
682023.12.21 09:30s/l180.10156.625156.625157.975-20.201317.77
692024.01.04 12:00sell190.10157.9320.0000.000
702024.01.04 12:00modify190.10157.932159.332156.432
712024.01.09 01:40sell200.10157.2450.0000.000
722024.01.09 01:40modify200.10157.245157.557156.432
732024.01.09 01:40modify190.10157.932157.557156.432
742024.01.09 02:40s/l190.10157.557157.557156.43220.001337.77
752024.01.09 02:40s/l200.10157.557157.557156.432-20.141317.63
762024.03.07 08:00buy210.10161.1910.0000.000
772024.03.07 08:00modify210.10161.191159.791162.691
782024.03.07 14:50buy220.10161.6540.0000.000
792024.03.07 14:50modify220.10161.654161.341162.691
802024.03.07 14:50modify210.10161.191161.341162.691
812024.03.07 14:55s/l210.10161.341161.341162.6919.681327.31
822024.03.07 14:55s/l220.10161.341161.341162.691-20.211307.10
832024.04.12 12:00buy230.10163.1620.0000.000
842024.04.12 12:00modify230.10163.162161.762164.662
852024.04.15 01:40buy240.10163.6230.0000.000
862024.04.15 01:40modify240.10163.623163.312164.662
872024.04.15 01:40modify230.10163.162163.312164.662
882024.04.15 04:30buy250.10163.8440.0000.000
892024.04.15 04:30modify250.10163.844163.537164.662
902024.04.15 04:30modify240.10163.623163.537164.662
912024.04.15 04:30modify230.10163.162163.537164.662
922024.04.16 10:15buy260.10164.3620.0000.000
932024.04.16 10:15modify260.10164.362163.987164.662
942024.04.16 10:15modify250.10163.844163.987164.662
952024.04.16 10:15modify240.10163.623163.987164.662
962024.04.16 10:15modify230.10163.162163.987164.662
972024.04.16 12:15t/p230.10164.662163.987164.66298.141405.24
982024.04.16 12:15t/p240.10164.662163.987164.66267.721472.96
992024.04.16 12:15t/p250.10164.662163.987164.66253.451526.41
1002024.04.16 12:15t/p260.10164.662163.987164.66219.361545.77
1012024.04.26 08:00sell270.10168.1190.0000.000
1022024.04.26 08:00modify270.10168.119169.519166.619
1032024.04.26 08:15t/p270.10166.619169.519166.61996.831642.60
1042024.04.29 08:00buy280.10166.7370.0000.000
1052024.04.29 08:00modify280.10166.737165.337168.237
1062024.04.29 14:40buy290.10167.9610.0000.000
1072024.04.29 14:40modify290.10167.961167.562168.237
1082024.04.29 14:40modify280.10166.737167.562168.237
1092024.04.29 16:20s/l280.10167.562167.562168.23753.261695.86
1102024.04.29 16:20s/l290.10167.562167.562168.237-25.761670.10
1112024.05.02 00:00buy300.10166.9310.0000.000
1122024.05.02 00:00modify300.10166.931165.531168.431
1132024.05.02 02:15buy310.10167.3810.0000.000
1142024.05.02 02:15modify310.10167.381167.081168.431
1152024.05.02 02:15modify300.10166.931167.081168.431
1162024.05.02 02:30s/l300.10167.081167.081168.4319.681679.78
1172024.05.02 02:30s/l310.10167.081167.081168.431-19.371660.41
1182024.05.02 08:00buy320.10166.6620.0000.000
1192024.05.02 08:00modify320.10166.662165.262168.162
1202024.05.02 13:30s/l320.10165.262165.262168.162-90.381570.03
1212024.05.06 04:00sell330.10165.6880.0000.000
1222024.05.06 04:00modify330.10165.688167.088164.188
1232024.05.08 09:30s/l330.10167.088167.088164.188-93.171476.86
1242024.05.16 04:00buy340.10167.6570.0000.000
1252024.05.16 04:00modify340.10167.657166.257169.157
1262024.05.16 11:30buy350.10168.3340.0000.000
1272024.05.16 11:30modify350.10168.334168.032169.157
1282024.05.16 11:30modify340.10167.657168.032169.157
1292024.05.16 13:40buy360.10168.8660.0000.000
1302024.05.16 13:40modify360.10168.866168.482169.157
1312024.05.16 13:40modify350.10168.334168.482169.157
1322024.05.16 13:40modify340.10167.657168.482169.157
1332024.05.17 01:40t/p340.10169.157168.482169.15797.491574.35
1342024.05.17 01:40t/p350.10169.157168.482169.15753.781628.14
1352024.05.17 01:40t/p360.10169.157168.482169.15719.441647.58
1362024.06.04 08:00buy370.10169.2470.0000.000
1372024.06.04 08:00modify370.10169.247167.847170.747
1382024.06.05 08:30buy380.10169.9380.0000.000
1392024.06.05 08:30modify380.10169.938169.622170.747
1402024.06.05 08:30modify370.10169.247169.622170.747
1412024.06.05 10:25buy390.10169.7000.0000.000
1422024.06.05 10:25modify390.10169.700169.397170.747
1432024.06.05 10:30s/l370.10169.622169.622170.74724.861672.44
1442024.06.05 10:30s/l380.10169.622169.622170.747-20.401652.04
1452024.06.05 10:30close390.10169.600169.397170.747-6.451645.59
1462024.06.14 12:00buy400.10167.9880.0000.000
1472024.06.14 12:00modify400.10167.988166.588169.488
1482024.06.16 22:55buy410.10168.6750.0000.000
1492024.06.16 22:55modify410.10168.675168.363169.488
1502024.06.16 22:55modify400.10167.988168.363169.488
1512024.06.17 00:40s/l400.10168.363168.363169.48824.861670.46
1522024.06.17 00:40s/l410.10168.363168.363169.488-19.491650.97
1532024.07.17 08:00buy420.10171.3670.0000.000
1542024.07.17 08:00modify420.10171.367169.967172.867
1552024.07.19 05:55buy430.10171.8210.0000.000
1562024.07.19 05:55modify430.10171.821171.517172.867
1572024.07.19 05:55modify420.10171.367171.517172.867
1582024.07.19 06:30s/l420.10171.517171.517172.86712.301663.27
1592024.07.19 06:30s/l430.10171.517171.517172.867-19.621643.65
1602024.07.23 08:00buy440.10169.7370.0000.000
1612024.07.23 08:00modify440.10169.737168.337171.237
1622024.07.24 02:40s/l440.10168.337168.337171.237-89.731553.93
1632024.07.26 12:00sell450.10167.9250.0000.000
1642024.07.26 12:00modify450.10167.925169.325166.425
1652024.07.26 14:30sell460.10166.7020.0000.000
1662024.07.26 14:30modify460.10166.702167.100166.425
1672024.07.26 14:30modify450.10167.925167.100166.425
1682024.07.26 14:40t/p450.10166.425167.100166.42596.831650.76
1692024.07.26 14:40t/p460.10166.425167.100166.42517.881668.64
1702024.07.31 08:00buy470.10163.2930.0000.000
1712024.07.31 08:00modify470.10163.293161.893164.793
1722024.08.01 00:40s/l470.10161.893161.893164.793-88.421580.22
1732024.08.02 00:00buy480.10160.9700.0000.000
1742024.08.02 00:00modify480.10160.970159.570162.470
1752024.08.02 03:00buy490.10161.4210.0000.000
1762024.08.02 03:00modify490.10161.421161.120162.470
1772024.08.02 03:00modify480.10160.970161.120162.470
1782024.08.02 05:20s/l480.10161.120161.120162.4709.681589.90
1792024.08.02 05:20s/l490.10161.120161.120162.470-19.431570.47
1802024.08.06 00:00sell500.10159.6550.0000.000
1812024.08.06 00:00modify500.10159.655161.055158.155
1822024.08.06 01:10sell510.10159.1800.0000.000
1832024.08.06 01:10modify510.10159.180159.505158.155
1842024.08.06 01:10modify500.10159.655159.505158.155
1852024.08.06 01:20sell520.10158.9540.0000.000
1862024.08.06 01:20modify520.10158.954159.280158.155
1872024.08.06 01:20modify510.10159.180159.280158.155
1882024.08.06 01:20modify500.10159.655159.280158.155
1892024.08.06 02:15t/p500.10158.155159.280158.15596.821667.29
1902024.08.06 02:15t/p510.10158.155159.280158.15566.161733.45
1912024.08.06 02:15t/p520.10158.155159.280158.15551.571785.02
1922024.08.07 04:00sell530.10160.6040.0000.000
1932024.08.07 04:00modify530.10160.604162.004159.104
1942024.08.07 21:25sell540.10160.1470.0000.000
1952024.08.07 21:25modify540.10160.147160.454159.104
1962024.08.07 21:25modify530.10160.604160.454159.104
1972024.08.07 22:50sell550.10159.9050.0000.000
1982024.08.07 22:50modify550.10159.905160.229159.104
1992024.08.07 22:50modify540.10160.147160.229159.104
2002024.08.07 22:50modify530.10160.604160.229159.104
2012024.08.08 00:30sell560.10159.3780.0000.000
2022024.08.08 00:30modify560.10159.378159.779159.104
2032024.08.08 00:30modify550.10159.905159.779159.104
2042024.08.08 00:30modify540.10160.147159.779159.104
2052024.08.08 00:30modify530.10160.604159.779159.104
2062024.08.08 00:40t/p530.10159.104159.779159.10492.621877.64
2072024.08.08 00:40t/p540.10159.104159.779159.10463.121940.76
2082024.08.08 00:40t/p550.10159.104159.779159.10447.501988.27
2092024.08.08 00:40t/p560.10159.104159.779159.10417.692005.96
2102024.08.14 08:00sell570.10162.2280.0000.000
2112024.08.14 08:00modify570.10162.228163.628160.728
2122024.08.14 16:15sell580.10161.7670.0000.000
2132024.08.14 16:15modify580.10161.767162.078160.728
2142024.08.14 16:15modify570.10162.228162.078160.728
2152024.08.14 17:30s/l570.10162.078162.078160.7289.682015.64
2162024.08.14 17:30s/l580.10162.078162.078160.728-20.081995.56
2172024.08.19 04:00buy590.10161.7060.0000.000
2182024.08.19 04:00modify590.10161.706160.306163.206
2192024.08.20 00:45buy600.10162.1680.0000.000
2202024.08.20 00:45modify600.10162.168161.856163.206
2212024.08.20 00:45modify590.10161.706161.856163.206
2222024.08.20 01:05s/l590.10161.856161.856163.20610.342005.90
2232024.08.20 01:05s/l600.10161.856161.856163.206-20.141985.76
2242024.09.02 12:00sell610.10162.5600.0000.000
2252024.09.02 12:00modify610.10162.560163.960161.060
2262024.09.03 03:30sell620.10162.0810.0000.000
2272024.09.03 03:30modify620.10162.081162.410161.060
2282024.09.03 03:30modify610.10162.560162.410161.060
2292024.09.03 05:20sell630.10161.8790.0000.000
2302024.09.03 05:20modify630.10161.879162.185161.060
2312024.09.03 05:20modify620.10162.081162.185161.060
2322024.09.03 05:20modify610.10162.560162.185161.060
2332024.09.03 07:59sell640.10161.3570.0000.000
2342024.09.03 07:59modify640.10161.357161.735161.060
2352024.09.03 07:59modify630.10161.879161.735161.060
2362024.09.03 07:59modify620.10162.081161.735161.060
2372024.09.03 07:59modify610.10162.560161.735161.060
2382024.09.03 08:40t/p610.10161.060161.735161.06095.422081.18
2392024.09.03 08:40t/p620.10161.060161.735161.06065.902147.08
2402024.09.03 08:40t/p630.10161.060161.735161.06052.862199.94
2412024.09.03 08:40t/p640.10161.060161.735161.06019.172219.11
2422024.09.19 04:00sell650.10159.1880.0000.000
2432024.09.19 04:00modify650.10159.188160.588157.688
2442024.09.19 05:50sell660.10158.7300.0000.000
2452024.09.19 05:50modify660.10158.730159.038157.688
2462024.09.19 05:50modify650.10159.188159.038157.688
2472024.09.19 08:20s/l650.10159.038159.038157.6889.682228.79
2482024.09.19 08:20s/l660.10159.038159.038157.688-19.882208.91
2492024.09.19 12:00sell670.10159.4750.0000.000
2502024.09.19 12:00modify670.10159.475160.875157.975
2512024.09.20 01:30sell680.10158.7880.0000.000
2522024.09.20 01:30modify680.10158.788159.100157.975
2532024.09.20 01:30modify670.10159.475159.100157.975
2542024.09.20 02:20s/l670.10159.100159.100157.97522.812231.72
2552024.09.20 02:20s/l680.10159.100159.100157.975-20.142211.58
2562024.09.20 08:00sell690.10160.3310.0000.000
2572024.09.20 08:00modify690.10160.331161.731158.831
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3102024.10.23 12:00sell830.10164.7360.0000.000
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3172024.10.28 04:00sell850.10165.6580.0000.000
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