Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=120; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=20; 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 test2615Ticks modelled79495Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1383.72Gross profit2022.27Gross loss-638.55
Profit factor3.17Expected payoff21.62
Absolute drawdown15.53Maximal drawdown333.49 (2.92%)Relative drawdown2.92% (333.49)
Total trades64Short positions (won %)34 (58.82%)Long positions (won %)30 (73.33%)
Profit trades (% of total)42 (65.62%)Loss trades (% of total)22 (34.38%)
Largestprofit trade98.52loss trade-86.46
Averageprofit trade48.15loss trade-29.03
Maximumconsecutive wins (profit in money)12 (633.20)consecutive losses (loss in money)5 (-133.40)
Maximalconsecutive profit (count of wins)633.20 (12)consecutive loss (count of losses)-241.24 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 08:00sell10.10151.2060.0000.000
22023.05.02 08:00modify10.10151.206152.406149.706
32023.05.02 08:50sell20.10150.7430.0000.000
42023.05.02 08:50modify20.10150.743151.131149.706
52023.05.02 08:50modify10.10151.206151.131149.706
62023.05.02 17:35sell30.10150.2980.0000.000
72023.05.02 17:35modify30.10150.298150.756149.706
82023.05.02 17:35modify20.10150.743150.756149.706
92023.05.02 17:35modify10.10151.206150.756149.706
102023.05.03 02:55sell40.10149.9780.0000.000
112023.05.03 02:55modify40.10149.978150.456149.706
122023.05.03 02:55modify30.10150.298150.456149.706
132023.05.03 02:55modify20.10150.743150.456149.706
142023.05.03 02:55modify10.10151.206150.456149.706
152023.05.03 08:40t/p10.10149.706150.456149.70694.4610094.46
162023.05.03 08:40t/p20.10149.706150.456149.70664.8710159.34
172023.05.03 08:40t/p30.10149.706150.456149.70636.4310195.77
182023.05.03 08:40t/p40.10149.706150.456149.70617.3810213.15
192023.05.04 16:00buy50.10147.2900.0000.000
202023.05.04 16:00modify50.10147.290146.090148.790
212023.05.05 13:20buy60.10148.2030.0000.000
222023.05.05 13:20modify60.10148.203147.740148.790
232023.05.05 13:20modify50.10147.290147.740148.790
242023.05.05 14:40buy70.10148.5170.0000.000
252023.05.05 14:40modify70.10148.517148.040148.790
262023.05.05 14:40modify60.10148.203148.040148.790
272023.05.05 14:40modify50.10147.290148.040148.790
282023.05.07 22:40t/p50.10148.790148.040148.79096.4010309.55
292023.05.07 22:40t/p60.10148.790148.040148.79037.5210347.07
302023.05.07 22:40t/p70.10148.790148.040148.79017.4510364.52
312023.05.11 08:00buy80.10147.0960.0000.000
322023.05.11 08:00modify80.10147.096145.896148.596
332023.05.15 00:30buy90.10147.5510.0000.000
342023.05.15 00:30modify90.10147.551147.171148.596
352023.05.15 00:30modify80.10147.096147.171148.596
362023.05.15 05:55buy100.10148.0250.0000.000
372023.05.15 05:55modify100.10148.025147.546148.596
382023.05.15 05:55modify90.10147.551147.546148.596
392023.05.15 05:55modify80.10147.096147.546148.596
402023.05.16 13:30buy110.10148.3200.0000.000
412023.05.16 13:30modify110.10148.320147.846148.596
422023.05.16 13:30modify100.10148.025147.846148.596
432023.05.16 13:30modify90.10147.551147.846148.596
442023.05.16 13:30modify80.10147.096147.846148.596
452023.05.17 07:05t/p80.10148.596147.846148.59697.9810462.50
462023.05.17 07:05t/p90.10148.596147.846148.59667.8510530.34
472023.05.17 07:05t/p100.10148.596147.846148.59637.5510567.89
482023.05.17 07:05t/p110.10148.596147.846148.59618.1710586.06
492023.05.31 16:00buy120.10148.9240.0000.000
502023.05.31 16:00modify120.10148.924147.724150.424
512023.06.01 08:30buy130.10149.3940.0000.000
522023.06.01 08:30modify130.10149.394148.999150.424
532023.06.01 08:30modify120.10148.924148.999150.424
542023.06.01 12:40s/l120.10148.999148.999150.4246.3710592.43
552023.06.01 12:40s/l130.10148.999148.999150.424-25.2510567.18
562023.06.22 16:00sell140.10156.4990.0000.000
572023.06.22 16:00modify140.10156.499157.699154.999
582023.06.23 07:59sell150.10155.2840.0000.000
592023.06.23 07:59modify150.10155.284155.749154.999
602023.06.23 07:59modify140.10156.499155.749154.999
612023.06.23 10:40s/l140.10155.749155.749154.99946.5410613.72
622023.06.23 10:40s/l150.10155.749155.749154.999-29.7110584.01
632023.07.11 12:00buy160.10154.2320.0000.000
642023.07.11 12:00modify160.10154.232153.032155.732
652023.07.13 10:55buy170.10154.6920.0000.000
662023.07.13 10:55modify170.10154.692154.307155.732
672023.07.13 10:55modify160.10154.232154.307155.732
682023.07.13 12:40buy180.10155.1580.0000.000
692023.07.13 12:40modify180.10155.158154.682155.732
702023.07.13 12:40modify170.10154.692154.682155.732
712023.07.13 12:40modify160.10154.232154.682155.732
722023.07.13 13:40s/l160.10154.682154.682155.73230.8710614.88
732023.07.13 13:40s/l170.10154.682154.682155.732-0.6410614.24
742023.07.13 13:40s/l180.10154.682154.682155.732-30.4210583.82
752023.08.10 08:00sell190.10158.3110.0000.000
762023.08.10 08:00modify190.10158.311159.511156.811
772023.08.18 07:30sell200.10157.8580.0000.000
782023.08.18 07:30modify200.10157.858158.236156.811
792023.08.18 07:30modify190.10158.311158.236156.811
802023.08.18 08:40s/l190.10158.236158.236156.811-6.3810577.45
812023.08.18 08:40s/l200.10158.236158.236156.811-24.1610553.29
822023.08.18 16:00buy210.10157.8680.0000.000
832023.08.18 16:00modify210.10157.868156.668159.368
842023.08.21 02:25buy220.10158.3330.0000.000
852023.08.21 02:25modify220.10158.333157.943159.368
862023.08.21 02:25modify210.10157.868157.943159.368
872023.08.21 10:40buy230.10159.0790.0000.000
882023.08.21 10:40modify230.10159.079158.618159.368
892023.08.21 10:40modify220.10158.333158.618159.368
902023.08.21 10:40modify210.10157.868158.618159.368
912023.08.21 15:15t/p210.10159.368158.618159.36896.4010649.68
922023.08.21 15:15t/p220.10159.368158.618159.36866.1510715.83
932023.08.21 15:15t/p230.10159.368158.618159.36818.4710734.30
942023.08.23 16:00buy240.10157.1070.0000.000
952023.08.23 16:00modify240.10157.107155.907158.607
962023.08.24 03:00buy250.10157.5600.0000.000
972023.08.24 03:00modify250.10157.560157.182158.607
982023.08.24 03:00modify240.10157.107157.182158.607
992023.08.24 11:40buy260.10158.0260.0000.000
1002023.08.24 11:40modify260.10158.026157.557158.607
1012023.08.24 11:40modify250.10157.560157.557158.607
1022023.08.24 11:40modify240.10157.107157.557158.607
1032023.08.24 21:05s/l240.10157.557157.557158.60730.3410764.65
1042023.08.24 21:05s/l250.10157.557157.557158.607-0.1910764.46
1052023.08.24 21:05s/l260.10157.557157.557158.607-29.9810734.48
1062023.10.03 16:00buy270.10155.9470.0000.000
1072023.10.03 16:00modify270.10155.947154.747157.447
1082023.10.04 14:35buy280.10156.4150.0000.000
1092023.10.04 14:35modify280.10156.415156.022157.447
1102023.10.04 14:35modify270.10155.947156.022157.447
1112023.10.06 04:40buy290.10156.8610.0000.000
1122023.10.06 04:40modify290.10156.861156.397157.447
1132023.10.06 04:40modify280.10156.415156.397157.447
1142023.10.06 04:40modify270.10155.947156.397157.447
1152023.10.06 08:15buy300.10157.1480.0000.000
1162023.10.06 08:15modify300.10157.148156.697157.447
1172023.10.06 08:15modify290.10156.861156.697157.447
1182023.10.06 08:15modify280.10156.415156.697157.447
1192023.10.06 08:15modify270.10155.947156.697157.447
1202023.10.06 11:40t/p270.10157.447156.697157.44798.5210832.99
1212023.10.06 11:40t/p280.10157.447156.697157.44768.0710901.06
1222023.10.06 11:40t/p290.10157.447156.697157.44737.4610938.52
1232023.10.06 11:40t/p300.10157.447156.697157.44719.1110957.63
1242023.10.23 16:00sell310.10159.4530.0000.000
1252023.10.23 16:00modify310.10159.453160.653157.953
1262023.10.24 12:40sell320.10158.9960.0000.000
1272023.10.24 12:40modify320.10158.996159.378157.953
1282023.10.24 12:40modify310.10159.453159.378157.953
1292023.10.24 16:40sell330.10158.5310.0000.000
1302023.10.24 16:40modify330.10158.531159.003157.953
1312023.10.24 16:40modify320.10158.996159.003157.953
1322023.10.24 16:40modify310.10159.453159.003157.953
1332023.10.27 11:30sell340.10158.2260.0000.000
1342023.10.27 11:30modify340.10158.226158.703157.953
1352023.10.27 11:30modify330.10158.531158.703157.953
1362023.10.27 11:30modify320.10158.996158.703157.953
1372023.10.27 11:30modify310.10159.453158.703157.953
1382023.10.27 17:33t/p310.10157.953158.703157.95387.4811045.12
1392023.10.27 17:33t/p320.10157.953158.703157.95359.6811104.80
1402023.10.27 17:33t/p330.10157.953158.703157.95329.9611134.76
1412023.10.27 17:33t/p340.10157.953158.703157.95317.4511152.21
1422023.10.31 12:00sell350.10160.6150.0000.000
1432023.10.31 12:00modify350.10160.615161.815159.115
1442023.10.31 14:25sell360.10160.1460.0000.000
1452023.10.31 14:25modify360.10160.146160.540159.115
1462023.10.31 14:25modify350.10160.615160.540159.115
1472023.11.01 09:10sell370.10159.7140.0000.000
1482023.11.01 09:10modify370.10159.714160.165159.115
1492023.11.01 09:10modify360.10160.146160.165159.115
1502023.11.01 09:10modify350.10160.615160.165159.115
1512023.11.01 11:40sell380.10159.4000.0000.000
1522023.11.01 11:40modify380.10159.400159.865159.115
1532023.11.01 11:40modify370.10159.714159.865159.115
1542023.11.01 11:40modify360.10160.146159.865159.115
1552023.11.01 11:40modify350.10160.615159.865159.115
1562023.11.01 15:40t/p350.10159.115159.865159.11594.4711246.68
1572023.11.01 15:40t/p360.10159.115159.865159.11564.4911311.18
1582023.11.01 15:40t/p370.10159.115159.865159.11538.2811349.46
1592023.11.01 15:40t/p380.10159.115159.865159.11518.2211367.68
1602023.11.06 12:00sell390.10160.8650.0000.000
1612023.11.06 12:00modify390.10160.865162.065159.365
1622023.11.13 01:05s/l390.10162.065162.065159.365-86.4611281.22
1632023.11.14 12:00sell400.10162.6460.0000.000
1642023.11.14 12:00modify400.10162.646163.846161.146
1652023.11.15 00:40s/l400.10163.846163.846161.146-78.0911203.13
1662023.12.07 08:00buy410.10157.1140.0000.000
1672023.12.07 08:00modify410.10157.114155.914158.614
1682023.12.07 10:40s/l410.10155.914155.914158.614-76.6911126.44
1692023.12.19 12:00sell420.10158.3550.0000.000
1702023.12.19 12:00modify420.10158.355159.555156.855
1712023.12.19 20:15sell430.10157.9040.0000.000
1722023.12.19 20:15modify430.10157.904158.280156.855
1732023.12.19 20:15modify420.10158.355158.280156.855
1742023.12.20 05:55sell440.10157.4400.0000.000
1752023.12.20 05:55modify440.10157.440157.905156.855
1762023.12.20 05:55modify430.10157.904157.905156.855
1772023.12.20 05:55modify420.10158.355157.905156.855
1782023.12.20 09:30sell450.10157.1520.0000.000
1792023.12.20 09:30modify450.10157.152157.605156.855
1802023.12.20 09:30modify440.10157.440157.605156.855
1812023.12.20 09:30modify430.10157.904157.605156.855
1822023.12.20 09:30modify420.10158.355157.605156.855
1832023.12.20 11:40t/p420.10156.855157.605156.85594.4611220.90
1842023.12.20 11:40t/p430.10156.855157.605156.85565.6411286.55
1852023.12.20 11:40t/p440.10156.855157.605156.85537.3811323.93
1862023.12.20 11:40t/p450.10156.855157.605156.85518.9811342.91
1872024.01.04 12:00sell460.10157.9320.0000.000
1882024.01.04 12:00modify460.10157.932159.132156.432
1892024.01.09 09:30sell470.10157.4650.0000.000
1902024.01.09 09:30modify470.10157.465157.857156.432
1912024.01.09 09:30modify460.10157.932157.857156.432
1922024.01.09 16:40s/l460.10157.857157.857156.4320.6111343.52
1932024.01.09 16:40s/l470.10157.857157.857156.432-25.0511318.47
1942024.01.10 16:00sell480.10159.6970.0000.000
1952024.01.10 16:00modify480.10159.697160.897158.197
1962024.01.12 01:40sell490.10159.2180.0000.000
1972024.01.12 01:40modify490.10159.218159.622158.197
1982024.01.12 01:40modify480.10159.697159.622158.197
1992024.01.12 15:35sell500.10158.7880.0000.000
2002024.01.12 15:35modify500.10158.788159.247158.197
2012024.01.12 15:35modify490.10159.218159.247158.197
2022024.01.12 15:35modify480.10159.697159.247158.197
2032024.01.15 05:30s/l480.10159.247159.247158.19721.7811340.25
2042024.01.15 05:30s/l490.10159.247159.247158.197-3.2611336.99
2052024.01.15 05:30s/l500.10159.247159.247158.197-30.7411306.26
2062024.01.17 08:00sell510.10160.7330.0000.000
2072024.01.17 08:00modify510.10160.733161.933159.233
2082024.01.24 08:50sell520.10160.2780.0000.000
2092024.01.24 08:50modify520.10160.278160.658159.233
2102024.01.24 08:50modify510.10160.733160.658159.233
2112024.01.24 09:20s/l510.10160.658160.658159.233-4.9711301.29
2122024.01.24 09:20s/l520.10160.658160.658159.233-24.2811277.01
2132024.02.22 08:00sell530.10162.9440.0000.000
2142024.02.22 08:00modify530.10162.944164.144161.444
2152024.02.29 07:40sell540.10162.0420.0000.000
2162024.02.29 07:40modify540.10162.042162.494161.444
2172024.02.29 07:40modify530.10162.944162.494161.444
2182024.02.29 08:33s/l530.10162.494162.494161.44418.9911295.99
2192024.02.29 08:33s/l540.10162.494162.494161.444-28.8911267.10
2202024.03.07 08:00buy550.10161.1910.0000.000
2212024.03.07 08:00modify550.10161.191159.991162.691
2222024.03.07 14:50buy560.10161.6540.0000.000
2232024.03.07 14:50modify560.10161.654161.266162.691
2242024.03.07 14:50modify550.10161.191161.266162.691
2252024.03.07 17:25buy570.10162.1030.0000.000
2262024.03.07 17:25modify570.10162.103161.641162.691
2272024.03.07 17:25modify560.10161.654161.641162.691
2282024.03.07 17:25modify550.10161.191161.641162.691
2292024.03.08 00:40s/l550.10161.641161.641162.69129.3011296.40
2302024.03.08 00:40s/l560.10161.641161.641162.691-0.3011296.10
2312024.03.08 00:40s/l570.10161.641161.641162.691-28.9911267.11
2322024.03.19 16:00sell580.10163.6730.0000.000
2332024.03.19 16:00modify580.10163.673164.873162.173
2342024.03.20 18:05s/l580.10164.873164.873162.173-78.0911189.02
2352024.04.03 16:00sell590.10164.2140.0000.000
2362024.04.03 16:00modify590.10164.214165.414162.714
2372024.04.05 03:45sell600.10163.7440.0000.000
2382024.04.05 03:45modify600.10163.744164.139162.714
2392024.04.05 03:45modify590.10164.214164.139162.714
2402024.04.05 08:30s/l590.10164.139164.139162.714-0.7811188.24
2412024.04.05 08:30s/l600.10164.139164.139162.714-25.2411163.00
2422024.04.12 12:00buy610.10163.1620.0000.000
2432024.04.12 12:00modify610.10163.162161.962164.662
2442024.04.15 01:40buy620.10163.6230.0000.000
2452024.04.15 01:40modify620.10163.623163.237164.662
2462024.04.15 01:40modify610.10163.162163.237164.662
2472024.04.15 06:15buy630.10164.0810.0000.000
2482024.04.15 06:15modify630.10164.081163.612164.662
2492024.04.15 06:15modify620.10163.623163.612164.662
2502024.04.15 06:15modify610.10163.162163.612164.662
2512024.04.16 10:15buy640.10164.3620.0000.000
2522024.04.16 10:15modify640.10164.362163.912164.662
2532024.04.16 10:15modify630.10164.081163.912164.662
2542024.04.16 10:15modify620.10163.623163.912164.662
2552024.04.16 10:15modify610.10163.162163.912164.662
2562024.04.16 12:15t/p610.10164.662163.912164.66296.9411259.93
2572024.04.16 12:15t/p620.10164.662163.912164.66266.9411326.87
2582024.04.16 12:15t/p630.10164.662163.912164.66237.6711364.54
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