Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01)
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=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 modelled79694Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1585.43Gross profit2219.33Gross loss-633.89
Profit factor3.50Expected payoff21.42
Absolute drawdown29.12Maximal drawdown295.54 (19.10%)Relative drawdown19.10% (295.54)
Total trades74Short positions (won %)42 (59.52%)Long positions (won %)32 (53.12%)
Profit trades (% of total)42 (56.76%)Loss trades (% of total)32 (43.24%)
Largestprofit trade104.83loss trade-93.82
Averageprofit trade52.84loss trade-19.81
Maximumconsecutive wins (profit in money)9 (569.65)consecutive losses (loss in money)3 (-118.30)
Maximalconsecutive profit (count of wins)569.65 (9)consecutive loss (count of losses)-118.30 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.07.11 16:00buy10.10172.4090.0000.000
22024.07.11 16:00modify10.10172.409171.109173.909
32024.07.11 22:40buy20.10173.1130.0000.000
42024.07.11 22:40modify20.10173.113172.859173.909
52024.07.11 22:40modify10.10172.409172.859173.909
62024.07.11 23:20s/l10.10172.859172.859173.90931.161031.16
72024.07.11 23:20s/l20.10172.859172.859173.909-17.591013.57
82024.07.12 16:00buy30.10172.1640.0000.000
92024.07.12 16:00modify30.10172.164170.864173.664
102024.07.16 01:30buy40.10172.7140.0000.000
112024.07.16 01:30modify40.10172.714172.389173.664
122024.07.16 01:30modify30.10172.164172.389173.664
132024.07.16 03:00buy50.10172.8600.0000.000
142024.07.16 03:00modify50.10172.860172.614173.664
152024.07.16 03:00modify40.10172.714172.614173.664
162024.07.16 03:00modify30.10172.164172.614173.664
172024.07.16 06:40s/l30.10172.614172.614173.66431.651045.22
182024.07.16 06:40s/l40.10172.614172.614173.664-6.921038.30
192024.07.16 06:40s/l50.10172.614172.614173.664-17.031021.27
202024.07.26 12:00sell60.10167.9250.0000.000
212024.07.26 12:00modify60.10167.925169.225166.425
222024.07.26 13:10sell70.10167.3870.0000.000
232024.07.26 13:10modify70.10167.387167.700166.425
242024.07.26 13:10modify60.10167.925167.700166.425
252024.07.26 14:40t/p60.10166.425167.700166.425103.751125.02
262024.07.26 14:40t/p70.10166.425167.700166.42566.541191.56
272024.08.15 16:00sell80.10163.5850.0000.000
282024.08.15 16:00modify80.10163.585164.885162.085
292024.08.16 10:40sell90.10163.0480.0000.000
302024.08.16 10:40modify90.10163.048163.360162.085
312024.08.16 10:40modify80.10163.585163.360162.085
322024.08.16 11:40sell100.10162.6620.0000.000
332024.08.16 11:40modify100.10162.662163.060162.085
342024.08.16 11:40modify90.10163.048163.060162.085
352024.08.16 11:40modify80.10163.585163.060162.085
362024.08.16 15:35sell110.10162.8810.0000.000
372024.08.16 15:35modify110.10162.881163.135162.085
382024.08.16 15:40modify110.10162.881163.060162.085
392024.08.18 22:33s/l80.10163.060163.060162.08535.331226.89
402024.08.18 22:33s/l90.10163.060163.060162.085-0.831226.06
412024.08.18 22:33s/l100.10163.060163.060162.085-27.531198.53
422024.08.18 22:33s/l110.10163.060163.060162.085-12.391186.14
432024.09.02 12:00sell120.10162.5600.0000.000
442024.09.02 12:00modify120.10162.560163.860161.060
452024.09.03 04:10sell130.10162.0190.0000.000
462024.09.03 04:10modify130.10162.019162.335161.060
472024.09.03 04:10modify120.10162.560162.335161.060
482024.09.03 05:20sell140.10161.8790.0000.000
492024.09.03 05:20modify140.10161.879162.110161.060
502024.09.03 05:20modify130.10162.019162.110161.060
512024.09.03 05:20modify120.10162.560162.110161.060
522024.09.03 07:20sell150.10161.6360.0000.000
532024.09.03 07:20modify150.10161.636162.035161.060
542024.09.03 07:20modify140.10161.879162.035161.060
552024.09.03 07:20modify130.10162.019162.035161.060
562024.09.03 07:20modify120.10162.560162.035161.060
572024.09.03 08:40t/p120.10161.060162.035161.060102.771288.91
582024.09.03 08:40t/p130.10161.060162.035161.06066.331355.24
592024.09.03 08:40t/p140.10161.060162.035161.06056.651411.89
602024.09.03 08:40t/p150.10161.060162.035161.06039.841451.73
612024.09.06 16:00buy160.10157.6090.0000.000
622024.09.06 16:00modify160.10157.609156.309159.109
632024.09.09 01:20buy170.10158.2980.0000.000
642024.09.09 01:20modify170.10158.298158.059159.109
652024.09.09 01:20modify160.10157.609158.059159.109
662024.09.09 03:45buy180.10158.1530.0000.000
672024.09.09 03:45modify180.10158.153157.834159.109
682024.09.09 03:50modify180.10158.153158.059159.109
692024.09.09 06:05s/l160.10158.059158.059159.10931.401483.14
702024.09.09 06:05s/l170.10158.059158.059159.109-16.551466.59
712024.09.09 06:05s/l180.10158.059158.059159.109-6.511460.08
722024.09.17 16:00sell190.10157.6150.0000.000
732024.09.17 16:00modify190.10157.615158.915156.115
742024.09.18 04:50sell200.10157.0800.0000.000
752024.09.18 04:50modify200.10157.080157.390156.115
762024.09.18 04:50modify190.10157.615157.390156.115
772024.09.18 05:40s/l190.10157.390157.390156.11514.581474.66
782024.09.18 05:40s/l200.10157.390157.390156.115-21.441453.22
792024.09.19 12:00sell210.10159.4750.0000.000
802024.09.19 12:00modify210.10159.475160.775157.975
812024.09.19 15:15sell220.10158.9290.0000.000
822024.09.19 15:15modify220.10158.929159.250157.975
832024.09.19 15:15modify210.10159.475159.250157.975
842024.09.19 15:30s/l210.10159.250159.250157.97515.571468.79
852024.09.19 15:30s/l220.10159.250159.250157.975-22.201446.59
862024.09.25 12:00sell230.10161.5570.0000.000
872024.09.25 12:00modify230.10161.557162.857160.057
882024.09.25 15:40sell240.10160.8770.0000.000
892024.09.25 15:40modify240.10160.877161.107160.057
902024.09.25 15:40modify230.10161.557161.107160.057
912024.09.25 18:25sell250.10161.0140.0000.000
922024.09.25 18:25modify250.10161.014161.332160.057
932024.09.25 18:30s/l230.10161.107161.107160.05731.131477.72
942024.09.25 18:30s/l240.10161.107161.107160.057-15.911461.81
952024.09.25 18:30close250.10161.138161.332160.057-8.571453.24
962024.10.02 16:00sell260.10161.3730.0000.000
972024.10.02 16:00modify260.10161.373162.673159.873
982024.10.04 12:40s/l260.10162.673162.673159.873-93.821359.42
992024.10.23 12:00sell270.10164.7360.0000.000
1002024.10.23 12:00modify270.10164.736166.036163.236
1012024.10.24 07:25sell280.10164.0350.0000.000
1022024.10.24 07:25modify280.10164.035164.286163.236
1032024.10.24 07:25modify270.10164.736164.286163.236
1042024.10.24 07:30s/l270.10164.286164.286163.23628.191387.61
1052024.10.24 07:30s/l280.10164.286164.286163.236-17.371370.24
1062024.11.08 16:00buy290.10163.8580.0000.000
1072024.11.08 16:00modify290.10163.858162.558165.358
1082024.11.11 03:15buy300.10164.5420.0000.000
1092024.11.11 03:15modify300.10164.542164.308165.358
1102024.11.11 03:15modify290.10163.858164.308165.358
1112024.11.11 07:30s/l290.10164.308164.308165.35831.401401.64
1122024.11.11 07:30s/l300.10164.308164.308165.358-16.201385.44
1132024.11.21 16:00buy310.10162.2250.0000.000
1142024.11.21 16:00modify310.10162.225160.925163.725
1152024.11.22 09:20s/l310.10160.925160.925163.725-89.771295.67
1162024.11.22 12:00buy320.10160.7680.0000.000
1172024.11.22 12:00modify320.10160.768159.468162.268
1182024.11.22 15:50buy330.10161.3000.0000.000
1192024.11.22 15:50modify330.10161.300160.993162.268
1202024.11.22 15:50modify320.10160.768160.993162.268
1212024.11.22 16:40s/l320.10160.993160.993162.26815.581311.25
1222024.11.22 16:40s/l330.10160.993160.993162.268-21.261289.99
1232024.12.02 16:00buy340.10156.9280.0000.000
1242024.12.02 16:00modify340.10156.928155.628158.428
1252024.12.03 03:59buy350.10157.4790.0000.000
1262024.12.03 03:59modify350.10157.479157.153158.428
1272024.12.03 03:59modify340.10156.928157.153158.428
1282024.12.03 07:40buy360.10157.6240.0000.000
1292024.12.03 07:40modify360.10157.624157.378158.428
1302024.12.03 07:40modify350.10157.479157.378158.428
1312024.12.03 07:40modify340.10156.928157.378158.428
1322024.12.03 08:50buy370.10157.8400.0000.000
1332024.12.03 08:50modify370.10157.840157.453158.428
1342024.12.03 08:50modify360.10157.624157.453158.428
1352024.12.03 08:50modify350.10157.479157.453158.428
1362024.12.03 08:50modify340.10156.928157.453158.428
1372024.12.03 12:30s/l340.10157.453157.453158.42836.591326.59
1382024.12.03 12:30s/l350.10157.453157.453158.428-1.801324.79
1392024.12.03 12:30s/l360.10157.453157.453158.428-11.841312.95
1402024.12.03 12:30s/l370.10157.453157.453158.428-26.801286.15
1412024.12.09 16:00sell380.10159.9450.0000.000
1422024.12.09 16:00modify380.10159.945161.245158.445
1432024.12.09 22:15sell390.10159.4060.0000.000
1442024.12.09 22:15modify390.10159.406159.720158.445
1452024.12.09 22:15modify380.10159.945159.720158.445
1462024.12.09 23:30s/l380.10159.720159.720158.44515.571301.72
1472024.12.09 23:30s/l390.10159.720159.720158.445-21.721280.00
1482025.01.06 12:00sell400.10163.8280.0000.000
1492025.01.06 12:00modify400.10163.828165.128162.328
1502025.01.06 12:30sell410.10163.2950.0000.000
1512025.01.06 12:30modify410.10163.295163.603162.328
1522025.01.06 12:30modify400.10163.828163.603162.328
1532025.01.06 13:20sell420.10163.1440.0000.000
1542025.01.06 13:20modify420.10163.144163.378162.328
1552025.01.06 13:20modify410.10163.295163.378162.328
1562025.01.06 13:20modify400.10163.828163.378162.328
1572025.01.06 13:40sell430.10162.9260.0000.000
1582025.01.06 13:40modify430.10162.926163.303162.328
1592025.01.06 13:40modify420.10163.144163.303162.328
1602025.01.06 13:40modify410.10163.295163.303162.328
1612025.01.06 13:40modify400.10163.828163.303162.328
1622025.01.06 14:40s/l400.10163.303163.303162.32836.321316.32
1632025.01.06 14:40s/l410.10163.303163.303162.328-0.551315.77
1642025.01.06 14:40s/l420.10163.303163.303162.328-10.991304.78
1652025.01.06 14:40s/l430.10163.303163.303162.328-26.071278.71
1662025.01.13 12:00buy440.10160.4280.0000.000
1672025.01.13 12:00modify440.10160.428159.128161.928
1682025.01.13 16:50buy450.10160.9690.0000.000
1692025.01.13 16:50modify450.10160.969160.653161.928
1702025.01.13 16:50modify440.10160.428160.653161.928
1712025.01.13 19:50buy460.10161.1090.0000.000
1722025.01.13 19:50modify460.10161.109160.878161.928
1732025.01.13 19:50modify450.10160.969160.878161.928
1742025.01.13 19:50modify440.10160.428160.878161.928
1752025.01.13 21:55buy470.10161.3440.0000.000
1762025.01.13 21:55modify470.10161.344160.953161.928
1772025.01.13 21:55modify460.10161.109160.953161.928
1782025.01.13 21:55modify450.10160.969160.953161.928
1792025.01.13 21:55modify440.10160.428160.953161.928
1802025.01.14 09:20t/p440.10161.928160.953161.928104.101382.81
1812025.01.14 09:20t/p450.10161.928160.953161.92866.641449.45
1822025.01.14 09:20t/p460.10161.928160.953161.92856.951506.40
1832025.01.14 09:20t/p470.10161.928160.953161.92840.681547.09
1842025.01.14 16:00sell480.10162.6210.0000.000
1852025.01.14 16:00modify480.10162.621163.921161.121
1862025.01.15 05:50sell490.10161.9350.0000.000
1872025.01.15 05:50modify490.10161.935162.171161.121
1882025.01.15 05:50modify480.10162.621162.171161.121
1892025.01.15 06:45sell500.10162.0760.0000.000
1902025.01.15 06:45modify500.10162.076162.396161.121
1912025.01.15 06:50modify500.10162.076162.171161.121
1922025.01.15 08:25sell510.10161.7110.0000.000
1932025.01.15 08:25modify510.10161.711162.096161.121
1942025.01.15 08:25modify490.10161.935162.096161.121
1952025.01.15 08:25modify500.10162.076162.096161.121
1962025.01.15 08:25modify480.10162.621162.096161.121
1972025.01.15 15:40t/p480.10161.121162.096161.121102.771649.86
1982025.01.15 15:40t/p490.10161.121162.096161.12156.301706.16
1992025.01.15 15:40t/p500.10161.121162.096161.12166.051772.21
2002025.01.15 15:40t/p510.10161.121162.096161.12140.811813.02
2012025.01.20 16:00sell520.10161.9230.0000.000
2022025.01.20 16:00modify520.10161.923163.223160.423
2032025.01.21 02:50sell530.10161.0000.0000.000
2042025.01.21 02:50modify530.10161.000161.398160.423
2052025.01.21 02:50modify520.10161.923161.398160.423
2062025.01.21 06:25sell540.10161.2420.0000.000
2072025.01.21 06:25modify540.10161.242161.473160.423
2082025.01.21 06:30modify540.10161.242161.398160.423
2092025.01.21 07:20s/l520.10161.398161.398160.42335.331848.35
2102025.01.21 07:20s/l530.10161.398161.398160.423-27.531820.82
2112025.01.21 07:20s/l540.10161.398161.398160.423-10.791810.03
2122025.02.03 12:00buy550.10158.5340.0000.000
2132025.02.03 12:00modify550.10158.534157.234160.034
2142025.02.03 18:20buy560.10159.0680.0000.000
2152025.02.03 18:20modify560.10159.068158.759160.034
2162025.02.03 18:20modify550.10158.534158.759160.034
2172025.02.03 21:40t/p550.10160.034158.759160.034103.861913.89
2182025.02.03 21:40t/p560.10160.034158.759160.03466.891980.78
2192025.02.06 16:00buy570.10157.3220.0000.000
2202025.02.06 16:00modify570.10157.322156.022158.822
2212025.02.07 08:30buy580.10157.8550.0000.000
2222025.02.07 08:30modify580.10157.855157.547158.822
2232025.02.07 08:30modify570.10157.322157.547158.822
2242025.02.07 10:50buy590.10158.0150.0000.000
2252025.02.07 10:50modify590.10158.015157.772158.822
2262025.02.07 10:50modify580.10157.855157.772158.822
2272025.02.07 10:50modify570.10157.322157.772158.822
2282025.02.07 12:40s/l570.10157.772157.772158.82231.402012.19
2292025.02.07 12:40s/l580.10157.772157.772158.822-5.742006.45
2302025.02.07 12:40s/l590.10157.772157.772158.822-16.821989.63
2312025.03.03 12:00sell600.10158.0490.0000.000
2322025.03.03 12:00modify600.10158.049159.349156.549
2332025.03.03 15:59sell610.10157.5120.0000.000
2342025.03.03 15:59modify610.10157.512157.824156.549
2352025.03.03 15:59modify600.10158.049157.824156.549
2362025.03.03 19:59sell620.10157.3570.0000.000
2372025.03.03 19:59modify620.10157.357157.599156.549
2382025.03.03 19:59modify610.10157.512157.599156.549
2392025.03.03 19:59modify600.10158.049157.599156.549
2402025.03.03 20:10sell630.10157.1330.0000.000
2412025.03.03 20:10modify630.10157.133157.524156.549
2422025.03.03 20:10modify620.10157.357157.524156.549
2432025.03.03 20:10modify610.10157.512157.524156.549
2442025.03.03 20:10modify600.10158.049157.524156.549
2452025.03.03 20:40t/p600.10156.549157.524156.549103.752093.38
2462025.03.03 20:40t/p610.10156.549157.524156.54966.612159.99
2472025.03.03 20:40t/p620.10156.549157.524156.54955.892215.88
2482025.03.03 20:40t/p630.10156.549157.524156.54940.392256.27
2492025.03.11 16:00sell640.10161.1720.0000.000
2502025.03.11 16:00modify640.10161.172162.472159.672
2512025.03.13 13:15sell650.10160.4740.0000.000
2522025.03.13 13:15modify650.10160.474160.722159.672
2532025.03.13 13:15modify640.10161.172160.722159.672
2542025.03.13 13:30s/l640.10160.722160.722159.67227.232283.49
2552025.03.13 13:30s/l650.10160.722160.722159.672-17.152266.34
2562025.03.20 12:00buy660.10161.1010.0000.000
2572025.03.20 12:00modify660.10161.101159.801162.601
2582025.03.21 00:30buy670.10161.6470.0000.000
2592025.03.21 00:30modify670.10161.647161.326162.601
2602025.03.21 00:30modify660.10161.101161.326162.601
2612025.03.21 01:20buy680.10161.7790.0000.000
2622025.03.21 01:20modify680.10161.779161.551162.601
2632025.03.21 01:20modify670.10161.647161.551162.601
2642025.03.21 01:20modify660.10161.101161.551162.601
2652025.03.21 03:15s/l660.10161.551161.551162.60131.402297.74
2662025.03.21 03:15s/l670.10161.551161.551162.601-6.642291.10
2672025.03.21 03:15s/l680.10161.551161.551162.601-15.782275.32
2682025.04.02 16:00sell690.10162.9990.0000.000
2692025.04.02 16:00modify690.10162.999164.299161.499
2702025.04.02 20:40t/p690.10161.499164.299161.499103.762379.08
2712025.05.01 16:00sell700.10164.1040.0000.000
2722025.05.01 16:00modify700.10164.104165.404162.604
2732025.05.02 13:30sell710.10163.5640.0000.000
2742025.05.02 13:30modify710.10163.564163.879162.604
2752025.05.02 13:30modify700.10164.104163.879162.604
2762025.05.02 16:30s/l700.10163.879163.879162.60414.592393.68
2772025.05.02 16:30s/l710.10163.879163.879162.604-21.782371.90
2782025.05.06 12:00buy720.10161.7590.0000.000
2792025.05.06 12:00modify720.10161.759160.459163.259
2802025.05.07 02:06buy730.10162.3000.0000.000
2812025.05.07 02:06modify730.10162.300161.984163.259
2822025.05.07 02:06modify720.10161.759161.984163.259
2832025.05.07 17:35buy740.10162.6690.0000.000
2842025.05.07 17:35modify740.10162.669162.284163.259
2852025.05.07 17:35modify730.10162.300162.284163.259
2862025.05.07 17:35modify720.10161.759162.284163.259
2872025.05.08 08:30t/p720.10163.259162.284163.259104.832476.73
2882025.05.08 08:30t/p730.10163.259162.284163.25967.132543.86
2892025.05.08 08:30t/p740.10163.259162.284163.25941.582585.43