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=0; 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=60; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=15; 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 errors1
Initial deposit1000.00Spread30
Total net profit571.50Gross profit1991.21Gross loss-1419.71
Profit factor1.40Expected payoff6.35
Absolute drawdown490.82Maximal drawdown523.90 (50.71%)Relative drawdown50.71% (523.90)
Total trades90Short positions (won %)58 (56.90%)Long positions (won %)32 (40.62%)
Profit trades (% of total)46 (51.11%)Loss trades (% of total)44 (48.89%)
Largestprofit trade97.59loss trade-44.38
Averageprofit trade43.29loss trade-32.27
Maximumconsecutive wins (profit in money)8 (434.92)consecutive losses (loss in money)5 (-200.88)
Maximalconsecutive profit (count of wins)434.92 (8)consecutive loss (count of losses)-200.88 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.07 08:00sell10.10160.9690.0000.000
22023.11.07 08:00modify10.10160.969161.569159.469
32023.11.07 11:40sell20.10160.4270.0000.000
42023.11.07 11:40modify20.10160.427160.894159.469
52023.11.07 11:40modify10.10160.969160.894159.469
62023.11.07 15:30s/l10.10160.894160.894159.4694.841004.84
72023.11.07 15:30s/l20.10160.894160.894159.469-30.18974.66
82023.11.14 08:00sell30.10162.3380.0000.000
92023.11.14 08:00modify30.10162.338162.938160.838
102023.11.14 13:30s/l30.10162.938162.938160.838-38.78935.88
112023.11.17 08:00buy40.10163.0840.0000.000
122023.11.17 08:00modify40.10163.084162.484164.584
132023.11.17 08:33s/l40.10162.484162.484164.584-38.77897.11
142023.11.20 12:00buy50.10161.9110.0000.000
152023.11.20 12:00modify50.10161.911161.311163.411
162023.11.20 14:40buy60.10162.4650.0000.000
172023.11.20 14:40modify60.10162.465161.986163.411
182023.11.20 14:40modify50.10161.911161.986163.411
192023.11.21 02:30s/l50.10161.986161.986163.4115.49902.60
202023.11.21 02:30s/l60.10161.986161.986163.411-30.31872.30
212023.11.22 08:00sell70.10162.6000.0000.000
222023.11.22 08:00modify70.10162.600163.200161.100
232023.11.23 15:33s/l70.10163.200163.200161.100-42.98829.32
242023.11.30 08:00buy80.10161.0790.0000.000
252023.11.30 08:00modify80.10161.079160.479162.579
262023.11.30 14:40buy90.10161.9160.0000.000
272023.11.30 14:40modify90.10161.916161.454162.579
282023.11.30 14:40modify80.10161.079161.454162.579
292023.11.30 15:40s/l80.10161.454161.454162.57924.23853.55
302023.11.30 15:40s/l90.10161.454161.454162.579-29.86823.69
312023.12.11 08:00sell100.10157.4440.0000.000
322023.12.11 08:00modify100.10157.444158.044155.944
332023.12.12 00:50sell110.10156.9110.0000.000
342023.12.12 00:50modify110.10156.911157.369155.944
352023.12.12 00:50modify100.10157.444157.369155.944
362023.12.13 07:05s/l100.10157.369157.369155.9442.05825.74
372023.12.13 07:05s/l110.10157.369157.369155.944-30.99794.74
382023.12.28 08:00buy120.10156.5790.0000.000
392023.12.28 08:00modify120.10156.579155.979158.079
402023.12.28 15:05s/l120.10155.979155.979158.079-38.77755.97
412024.01.04 12:00sell130.10157.9320.0000.000
422024.01.04 12:00modify130.10157.932158.532156.432
432024.01.04 14:40s/l130.10158.532158.532156.432-38.77717.20
442024.01.05 12:00sell140.10158.5510.0000.000
452024.01.05 12:00modify140.10158.551159.151157.051
462024.01.08 02:40sell150.10158.0260.0000.000
472024.01.08 02:40modify150.10158.026158.476157.051
482024.01.08 02:40modify140.10158.551158.476157.051
492024.01.08 07:15sell160.10157.7150.0000.000
502024.01.08 07:15modify160.10157.715158.176157.051
512024.01.08 07:15modify150.10158.026158.176157.051
522024.01.08 07:15modify140.10158.551158.176157.051
532024.01.08 11:40s/l140.10158.176158.176157.05122.83740.03
542024.01.08 11:40s/l150.10158.176158.176157.051-9.70730.33
552024.01.08 11:40s/l160.10158.176158.176157.051-29.79700.54
562024.01.10 12:00sell170.10158.7120.0000.000
572024.01.10 12:00modify170.10158.712159.312157.212
582024.01.10 15:06s/l170.10159.312159.312157.212-38.77661.77
592024.01.17 08:00sell180.10160.7330.0000.000
602024.01.17 08:00modify180.10160.733161.333159.233
612024.01.18 00:05s/l180.10161.333161.333159.233-42.98618.79
622024.02.08 08:00sell190.10160.3410.0000.000
632024.02.08 08:00modify190.10160.341160.941158.841
642024.02.08 17:33s/l190.10160.941160.941158.841-38.77580.02
652024.02.12 12:00buy200.10160.5160.0000.000
662024.02.12 12:00modify200.10160.516159.916162.016
672024.02.12 18:30buy210.10161.0490.0000.000
682024.02.12 18:30modify210.10161.049160.591162.016
692024.02.12 18:30modify200.10160.516160.591162.016
702024.02.13 13:40buy220.10161.3500.0000.000
712024.02.13 13:40modify220.10161.350160.891162.016
722024.02.13 13:40modify210.10161.049160.891162.016
732024.02.13 13:40modify200.10160.516160.891162.016
742024.02.13 16:50buy230.10161.5840.0000.000
752024.02.13 16:50modify230.10161.584161.116162.016
762024.02.13 16:50modify220.10161.350161.116162.016
772024.02.13 16:50modify210.10161.049161.116162.016
782024.02.13 16:50modify200.10160.516161.116162.016
792024.02.14 07:30s/l200.10161.116161.116162.01640.08620.10
802024.02.14 07:30s/l210.10161.116161.116162.0165.64625.74
812024.02.14 07:30s/l220.10161.116161.116162.016-14.47611.27
822024.02.14 07:30s/l230.10161.116161.116162.016-29.60581.68
832024.02.20 12:00sell240.10162.2200.0000.000
842024.02.20 12:00modify240.10162.220162.820160.720
852024.02.22 00:30s/l240.10162.820162.820160.720-44.38537.30
862024.02.26 12:00sell250.10163.5240.0000.000
872024.02.26 12:00modify250.10163.524164.124162.024
882024.02.27 13:30sell260.10162.9800.0000.000
892024.02.27 13:30modify260.10162.980163.449162.024
902024.02.27 13:30modify250.10163.524163.449162.024
912024.02.29 01:50sell270.10162.6940.0000.000
922024.02.29 01:50modify270.10162.694163.149162.024
932024.02.29 01:50modify260.10162.980163.149162.024
942024.02.29 01:50modify250.10163.524163.149162.024
952024.02.29 11:40sell280.10162.4520.0000.000
962024.02.29 11:40modify280.10162.452162.924162.024
972024.02.29 11:40modify270.10162.694162.924162.024
982024.02.29 11:40modify260.10162.980162.924162.024
992024.02.29 11:40modify250.10163.524162.924162.024
1002024.02.29 15:30t/p250.10162.024162.924162.02489.92627.21
1012024.02.29 15:30t/p260.10162.024162.924162.02456.17683.39
1022024.02.29 15:30t/p270.10162.024162.924162.02443.30726.69
1032024.02.29 15:30t/p280.10162.024162.924162.02427.66754.35
1042024.03.04 08:00sell290.10163.1350.0000.000
1052024.03.04 08:00modify290.10163.135163.735161.635
1062024.03.05 20:15sell300.10162.6070.0000.000
1072024.03.05 20:15modify300.10162.607163.060161.635
1082024.03.05 20:15modify290.10163.135163.060161.635
1092024.03.07 01:10sell310.10162.3080.0000.000
1102024.03.07 01:10modify310.10162.308162.760161.635
1112024.03.07 01:10modify300.10162.607162.760161.635
1122024.03.07 01:10modify290.10163.135162.760161.635
1132024.03.07 02:55sell320.10162.0570.0000.000
1142024.03.07 02:55modify320.10162.057162.535161.635
1152024.03.07 02:55modify310.10162.308162.535161.635
1162024.03.07 02:55modify300.10162.607162.535161.635
1172024.03.07 02:55modify290.10163.135162.535161.635
1182024.03.07 06:40t/p290.10161.635162.535161.63589.91844.25
1192024.03.07 06:40t/p300.10161.635162.535161.63557.20901.46
1202024.03.07 06:40t/p310.10161.635162.535161.63543.49944.95
1212024.03.07 06:40t/p320.10161.635162.535161.63527.27972.22
1222024.03.08 12:00buy330.10160.8720.0000.000
1232024.03.08 12:00modify330.10160.872160.272162.372
1242024.03.11 09:40s/l330.10160.272160.272162.372-38.12934.10
1252024.03.13 12:00sell340.10161.9090.0000.000
1262024.03.13 12:00modify340.10161.909162.509160.409
1272024.03.14 15:30sell350.10161.3740.0000.000
1282024.03.14 15:30modify350.10161.374161.834160.409
1292024.03.14 15:30modify340.10161.909161.834160.409
1302024.03.15 07:15sell360.10161.0630.0000.000
1312024.03.15 07:15modify360.10161.063161.534160.409
1322024.03.15 07:15modify350.10161.374161.534160.409
1332024.03.15 07:15modify340.10161.909161.534160.409
1342024.03.15 07:30s/l340.10161.534161.534160.40918.62952.72
1352024.03.15 07:30s/l350.10161.534161.534160.409-11.74940.98
1362024.03.15 07:30s/l360.10161.534161.534160.409-30.43910.55
1372024.03.19 08:00sell370.10163.1020.0000.000
1382024.03.19 08:00modify370.10163.102163.702161.602
1392024.03.19 14:40s/l370.10163.702163.702161.602-38.77871.78
1402024.03.22 08:00buy380.10163.9330.0000.000
1412024.03.22 08:00modify380.10163.933163.333165.433
1422024.03.24 23:05s/l380.10163.333163.333165.433-38.78833.00
1432024.03.26 12:00sell390.10164.3590.0000.000
1442024.03.26 12:00modify390.10164.359164.959162.859
1452024.03.27 10:40sell400.10163.5080.0000.000
1462024.03.27 10:40modify400.10163.508163.984162.859
1472024.03.27 10:40modify390.10164.359163.984162.859
1482024.03.28 01:10sell410.10163.8290.0000.000
1492024.03.28 01:10modify410.10163.829164.284162.859
1502024.03.28 01:15modify410.10163.829163.984162.859
1512024.03.28 08:50sell420.10163.2870.0000.000
1522024.03.28 08:50modify420.10163.287163.759162.859
1532024.03.28 08:50modify400.10163.508163.759162.859
1542024.03.28 08:50modify410.10163.829163.759162.859
1552024.03.28 08:50modify390.10164.359163.759162.859
1562024.04.01 16:05t/p390.10162.859163.759162.85988.52921.51
1572024.04.01 16:05t/p400.10162.859163.759162.85934.93956.44
1582024.04.01 16:05t/p410.10162.859163.759162.85959.881016.32
1592024.04.01 16:05t/p420.10162.859163.759162.85924.861041.17
1602024.04.12 08:00buy430.10163.7610.0000.000
1612024.04.12 08:00modify430.10163.761163.161165.261
1622024.04.12 11:40s/l430.10163.161163.161165.261-38.771002.40
1632024.04.16 12:00sell440.10164.5510.0000.000
1642024.04.16 12:00modify440.10164.551165.151163.051
1652024.04.19 02:05sell450.10163.7150.0000.000
1662024.04.19 02:05modify450.10163.715164.176163.051
1672024.04.19 02:05modify440.10164.551164.176163.051
1682024.04.19 02:40t/p440.10163.051164.176163.05189.911092.31
1692024.04.19 02:40t/p450.10163.051164.176163.05142.901135.21
1702024.04.23 08:00sell460.10165.3280.0000.000
1712024.04.23 08:00modify460.10165.328165.928163.828
1722024.04.24 17:20s/l460.10165.928165.928163.828-40.171095.04
1732024.05.02 08:00buy470.10166.6620.0000.000
1742024.05.02 08:00modify470.10166.662166.062168.162
1752024.05.02 08:40s/l470.10166.062166.062168.162-38.771056.27
1762024.05.08 12:00sell480.10167.0970.0000.000
1772024.05.08 12:00modify480.10167.097167.697165.597
1782024.05.09 14:40s/l480.10167.697167.697165.597-42.981013.29
1792024.05.10 08:00sell490.10167.8450.0000.000
1802024.05.10 08:00modify490.10167.845168.445166.345
1812024.05.13 14:40s/l490.10168.445168.445166.345-40.17973.12
1822024.05.28 08:00sell500.10170.6560.0000.000
1832024.05.28 08:00modify500.10170.656171.256169.156
1842024.05.29 21:05sell510.10170.1250.0000.000
1852024.05.29 21:05modify510.10170.125170.581169.156
1862024.05.29 21:05modify500.10170.656170.581169.156
1872024.05.30 03:05sell520.10169.8240.0000.000
1882024.05.30 03:05modify520.10169.824170.281169.156
1892024.05.30 03:05modify510.10170.125170.281169.156
1902024.05.30 03:05modify500.10170.656170.281169.156
1912024.05.30 07:05t/p500.10169.156170.281169.15691.311064.43
1922024.05.30 07:05t/p510.10169.156170.281169.15658.401122.84
1932024.05.30 07:05t/p520.10169.156170.281169.15643.161166.00
1942024.06.04 12:00buy530.10168.2340.0000.000
1952024.06.04 12:00modify530.10168.234167.634169.734
1962024.06.04 23:30buy540.10168.7620.0000.000
1972024.06.04 23:30modify540.10168.762168.309169.734
1982024.06.04 23:30modify530.10168.234168.309169.734
1992024.06.05 03:45buy550.10169.0860.0000.000
2002024.06.05 03:45modify550.10169.086168.609169.734
2012024.06.05 03:45modify540.10168.762168.609169.734
2022024.06.05 03:45modify530.10168.234168.609169.734
2032024.06.05 05:00buy560.10169.3130.0000.000
2042024.06.05 05:00modify560.10169.313168.834169.734
2052024.06.05 05:00modify550.10169.086168.834169.734
2062024.06.05 05:00modify540.10168.762168.834169.734
2072024.06.05 05:00modify530.10168.234168.834169.734
2082024.06.05 07:30t/p530.10169.734168.834169.73497.591263.59
2092024.06.05 07:30t/p540.10169.734168.834169.73463.471327.06
2102024.06.05 07:30t/p550.10169.734168.834169.73441.881368.94
2112024.06.05 07:30t/p560.10169.734168.834169.73427.211396.15
2122024.06.10 12:00buy570.10168.7310.0000.000
2132024.06.10 12:00modify570.10168.731168.131170.231
2142024.06.11 00:50buy580.10169.2780.0000.000
2152024.06.11 00:50modify580.10169.278168.806170.231
2162024.06.11 00:50modify570.10168.731168.806170.231
2172024.06.11 10:40s/l570.10168.806168.806170.2315.501401.66
2182024.06.11 10:40s/l580.10168.806168.806170.231-30.501371.16
2192024.06.13 08:00sell590.10170.0800.0000.000
2202024.06.13 08:00modify590.10170.080170.680168.580
2212024.06.13 11:50sell600.10169.5380.0000.000
2222024.06.13 11:50modify600.10169.538170.005168.580
2232024.06.13 11:50modify590.10170.080170.005168.580
2242024.06.13 15:05sell610.10169.0240.0000.000
2252024.06.13 15:05modify610.10169.024169.480168.580
2262024.06.13 15:05modify600.10169.538169.480168.580
2272024.06.13 15:05modify590.10170.080169.480168.580
2282024.06.13 16:20t/p590.10168.580169.480168.58096.921468.08
2292024.06.13 16:20t/p600.10168.580169.480168.58061.901529.98
2302024.06.13 16:20t/p610.10168.580169.480168.58028.691558.67
2312024.06.24 12:00sell620.10171.1930.0000.000
2322024.06.24 12:00modify620.10171.193171.793169.693
2332024.06.26 14:40s/l620.10171.793171.793169.693-41.571517.09
2342024.07.10 12:00sell630.10174.8130.0000.000
2352024.07.10 12:00modify630.10174.813175.413173.313
2362024.07.11 11:40s/l630.10175.413175.413173.313-42.981474.12
2372024.07.17 08:00buy640.10171.3670.0000.000
2382024.07.17 08:00modify640.10171.367170.767172.867
2392024.07.17 08:40s/l640.10170.767170.767172.867-38.781435.34
2402024.07.31 12:00buy650.10162.6510.0000.000
2412024.07.31 12:00modify650.10162.651162.051164.151
2422024.07.31 19:40s/l650.10162.051162.051164.151-38.781396.56
2432024.08.12 12:00sell660.10161.2370.0000.000
2442024.08.12 12:00modify660.10161.237161.837159.737
2452024.08.12 13:40s/l660.10161.837161.837159.737-38.771357.79
2462024.08.19 08:00buy670.10161.3650.0000.000
2472024.08.19 08:00modify670.10161.365160.765162.865
2482024.08.19 16:20buy680.10162.1940.0000.000
2492024.08.19 16:20modify680.10162.194161.740162.865
2502024.08.19 16:20modify670.10161.365161.740162.865
2512024.08.19 18:20buy690.10162.4340.0000.000
2522024.08.19 18:20modify690.10162.434161.965162.865
2532024.08.19 18:20modify680.10162.194161.965162.865
2542024.08.19 18:20modify670.10161.365161.965162.865
2552024.08.20 01:05s/l670.10161.965161.965162.86539.431397.22
2562024.08.20 01:05s/l680.10161.965161.965162.865-14.151383.07
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