Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 test2604Ticks modelled78935Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit1289.65Gross profit1980.42Gross loss-690.77
Profit factor2.87Expected payoff20.15
Absolute drawdown31.57Maximal drawdown288.14 (2.75%)Relative drawdown2.75% (288.14)
Total trades64Short positions (won %)48 (70.83%)Long positions (won %)16 (50.00%)
Profit trades (% of total)42 (65.62%)Loss trades (% of total)22 (34.38%)
Largestprofit trade94.46loss trade-55.87
Averageprofit trade47.15loss trade-31.40
Maximumconsecutive wins (profit in money)8 (415.83)consecutive losses (loss in money)3 (-130.50)
Maximalconsecutive profit (count of wins)415.83 (8)consecutive loss (count of losses)-130.50 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.12 16:00buy10.10153.7510.0000.000
22023.07.12 16:00modify10.10153.751152.951155.251
32023.07.13 00:55buy20.10154.3510.0000.000
42023.07.13 00:55modify20.10154.351153.826155.251
52023.07.13 00:55modify10.10153.751153.826155.251
62023.07.13 05:40buy30.10154.5800.0000.000
72023.07.13 05:40modify30.10154.580154.126155.251
82023.07.13 05:40modify20.10154.351154.126155.251
92023.07.13 05:40modify10.10153.751154.126155.251
102023.07.13 06:40s/l10.10154.126154.126155.25125.1710025.17
112023.07.13 06:40s/l20.10154.126154.126155.251-14.1710011.00
122023.07.13 06:40s/l30.10154.126154.126155.251-28.599982.41
132023.07.21 16:00sell40.10157.6130.0000.000
142023.07.21 16:00modify40.10157.613158.413156.113
152023.07.24 08:40sell50.10156.5570.0000.000
162023.07.24 08:40modify50.10156.557156.938156.113
172023.07.24 08:40modify40.10157.613156.938156.113
182023.07.24 09:10sell60.10156.7620.0000.000
192023.07.24 09:10modify60.10156.762157.238156.113
202023.07.24 09:15modify60.10156.762156.938156.113
212023.07.25 12:40t/p40.10156.113156.938156.11391.6910074.10
222023.07.25 12:40t/p50.10156.113156.938156.11326.5910100.69
232023.07.25 12:40t/p60.10156.113156.938156.11339.4910140.17
242023.07.25 20:00buy70.10155.8230.0000.000
252023.07.25 20:00modify70.10155.823155.023157.323
262023.07.27 02:30s/l70.10155.023155.023157.323-48.2910091.88
272023.08.10 20:00sell80.10158.9750.0000.000
282023.08.10 20:00modify80.10158.975159.775157.475
292023.08.14 01:30sell90.10158.3750.0000.000
302023.08.14 01:30modify90.10158.375158.900157.475
312023.08.14 01:30modify80.10158.975158.900157.475
322023.08.15 06:20s/l80.10158.900158.900157.4750.6010092.48
332023.08.15 06:20s/l90.10158.900158.900157.475-34.4310058.04
342023.08.22 04:00sell100.10159.3700.0000.000
352023.08.22 04:00modify100.10159.370160.170157.870
362023.08.22 09:55sell110.10158.7550.0000.000
372023.08.22 09:55modify110.10158.755159.295157.870
382023.08.22 09:55modify100.10159.370159.295157.870
392023.08.22 10:40sell120.10158.5180.0000.000
402023.08.22 10:40modify120.10158.518158.995157.870
412023.08.22 10:40modify110.10158.755158.995157.870
422023.08.22 10:40modify100.10159.370158.995157.870
432023.08.22 14:20sell130.10158.3040.0000.000
442023.08.22 14:20modify130.10158.304158.695157.870
452023.08.22 14:20modify120.10158.518158.695157.870
462023.08.22 14:20modify110.10158.755158.695157.870
472023.08.22 14:20modify100.10159.370158.695157.870
482023.08.23 07:30t/p100.10157.870158.695157.87093.0710151.11
492023.08.23 07:30t/p110.10157.870158.695157.87054.3510205.45
502023.08.23 07:30t/p120.10157.870158.695157.87039.4210244.87
512023.08.23 07:30t/p130.10157.870158.695157.87025.9510270.82
522023.09.14 20:00buy140.10156.9590.0000.000
532023.09.14 20:00modify140.10156.959156.159158.459
542023.09.15 09:45buy150.10157.5760.0000.000
552023.09.15 09:45modify150.10157.576157.034158.459
562023.09.15 09:45modify140.10156.959157.034158.459
572023.09.15 15:30buy160.10157.7940.0000.000
582023.09.15 15:30modify160.10157.794157.334158.459
592023.09.15 15:30modify150.10157.576157.334158.459
602023.09.15 15:30modify140.10156.959157.334158.459
612023.09.19 10:30buy170.10158.0300.0000.000
622023.09.19 10:30modify170.10158.030157.634158.459
632023.09.19 10:30modify160.10157.794157.634158.459
642023.09.19 10:30modify150.10157.576157.634158.459
652023.09.19 10:30modify140.10156.959157.634158.459
662023.09.21 02:30s/l140.10157.634157.634158.45946.1410316.95
672023.09.21 02:30s/l150.10157.634157.634158.4596.7710323.72
682023.09.21 02:30s/l160.10157.634157.634158.459-6.9610316.75
692023.09.21 02:30s/l170.10157.634157.634158.459-22.8610293.89
702023.11.03 20:00sell180.10160.2970.0000.000
712023.11.03 20:00modify180.10160.297161.097158.797
722023.11.08 14:20s/l180.10161.097161.097158.797-54.4910239.40
732023.11.15 08:00sell190.10163.8430.0000.000
742023.11.15 08:00modify190.10163.843164.643162.343
752023.11.17 07:40sell200.10163.0120.0000.000
762023.11.17 07:40modify200.10163.012163.468162.343
772023.11.17 07:40modify190.10163.843163.468162.343
782023.11.17 09:40t/p190.10162.343163.468162.34388.9510328.35
792023.11.17 09:40t/p200.10162.343163.468162.34342.1210370.47
802023.12.11 12:00sell210.10157.3830.0000.000
812023.12.11 12:00modify210.10157.383158.183155.883
822023.12.12 03:59sell220.10156.7790.0000.000
832023.12.12 03:59modify220.10156.779157.308155.883
842023.12.12 03:59modify210.10157.383157.308155.883
852023.12.12 05:55sell230.10156.5500.0000.000
862023.12.12 05:55modify230.10156.550157.008155.883
872023.12.12 05:55modify220.10156.779157.008155.883
882023.12.12 05:55modify210.10157.383157.008155.883
892023.12.12 08:30s/l210.10157.008157.008155.88322.2410392.71
902023.12.12 08:30s/l220.10157.008157.008155.883-14.4210378.29
912023.12.12 08:30s/l230.10157.008157.008155.883-28.8310349.46
922023.12.14 08:00buy240.10154.5500.0000.000
932023.12.14 08:00modify240.10154.550153.750156.050
942023.12.14 14:20buy250.10155.3940.0000.000
952023.12.14 14:20modify250.10155.394154.925156.050
962023.12.14 14:20modify240.10154.550154.925156.050
972023.12.14 16:45buy260.10155.6210.0000.000
982023.12.14 16:45modify260.10155.621155.225156.050
992023.12.14 16:45modify250.10155.394155.225156.050
1002023.12.14 16:45modify240.10154.550155.225156.050
1012023.12.14 20:15t/p240.10156.050155.225156.05094.4610443.92
1022023.12.14 20:15t/p250.10156.050155.225156.05041.3110485.23
1032023.12.14 20:15t/p260.10156.050155.225156.05027.0210512.25
1042023.12.27 12:00sell270.10157.6310.0000.000
1052023.12.27 12:00modify270.10157.631158.431156.131
1062023.12.28 04:20sell280.10157.0230.0000.000
1072023.12.28 04:20modify280.10157.023157.556156.131
1082023.12.28 04:20modify270.10157.631157.556156.131
1092023.12.28 05:50sell290.10156.7930.0000.000
1102023.12.28 05:50modify290.10156.793157.256156.131
1112023.12.28 05:50modify280.10157.023157.256156.131
1122023.12.28 05:50modify270.10157.631157.256156.131
1132023.12.28 07:59sell300.10156.5520.0000.000
1142023.12.28 07:59modify300.10156.552156.956156.131
1152023.12.28 07:59modify290.10156.793156.956156.131
1162023.12.28 07:59modify280.10157.023156.956156.131
1172023.12.28 07:59modify270.10157.631156.956156.131
1182023.12.28 15:05t/p270.10156.131156.956156.13190.3210602.56
1192023.12.28 15:05t/p280.10156.131156.956156.13156.1610658.72
1202023.12.28 15:05t/p290.10156.131156.956156.13141.6810700.40
1212023.12.28 15:05t/p300.10156.131156.956156.13126.5010726.90
1222024.01.04 20:00sell310.10158.2750.0000.000
1232024.01.04 20:00modify310.10158.275159.075156.775
1242024.01.09 02:15sell320.10157.2240.0000.000
1252024.01.09 02:15modify320.10157.224157.600156.775
1262024.01.09 02:15modify310.10158.275157.600156.775
1272024.01.09 02:35sell330.10157.4270.0000.000
1282024.01.09 02:35modify330.10157.427157.900156.775
1292024.01.09 02:40modify330.10157.427157.600156.775
1302024.01.09 06:20s/l310.10157.600157.600156.77538.3810765.28
1312024.01.09 06:20s/l320.10157.600157.600156.775-23.6810741.60
1322024.01.09 06:20s/l330.10157.600157.600156.775-10.9010730.70
1332024.01.17 12:00sell340.10160.6430.0000.000
1342024.01.17 12:00modify340.10160.643161.443159.143
1352024.01.19 01:40s/l340.10161.443161.443159.143-55.8710674.83
1362024.02.26 20:00sell350.10163.5180.0000.000
1372024.02.26 20:00modify350.10163.518164.318162.018
1382024.02.27 10:50sell360.10162.9060.0000.000
1392024.02.27 10:50modify360.10162.906163.443162.018
1402024.02.27 10:50modify350.10163.518163.443162.018
1412024.02.29 02:00sell370.10162.6650.0000.000
1422024.02.29 02:00modify370.10162.665163.143162.018
1432024.02.29 02:00modify360.10162.906163.143162.018
1442024.02.29 02:00modify350.10163.518163.143162.018
1452024.02.29 05:35sell380.10162.4440.0000.000
1462024.02.29 05:35modify380.10162.444162.843162.018
1472024.02.29 05:35modify370.10162.665162.843162.018
1482024.02.29 05:35modify360.10162.906162.843162.018
1492024.02.29 05:35modify350.10163.518162.843162.018
1502024.02.29 15:30t/p350.10162.018162.843162.01887.5710762.40
1512024.02.29 15:30t/p360.10162.018162.843162.01850.4110812.82
1522024.02.29 15:30t/p370.10162.018162.843162.01840.7410853.56
1532024.02.29 15:30t/p380.10162.018162.843162.01826.8210880.38
1542024.03.04 20:00sell390.10163.4440.0000.000
1552024.03.04 20:00modify390.10163.444164.244161.944
1562024.03.05 14:45sell400.10162.8400.0000.000
1572024.03.05 14:45modify400.10162.840163.369161.944
1582024.03.05 14:45modify390.10163.444163.369161.944
1592024.03.05 20:15sell410.10162.6070.0000.000
1602024.03.05 20:15modify410.10162.607163.069161.944
1612024.03.05 20:15modify400.10162.840163.069161.944
1622024.03.05 20:15modify390.10163.444163.069161.944
1632024.03.07 01:40t/p390.10161.944163.069161.94487.5710967.95
1642024.03.07 01:40t/p400.10161.944163.069161.94450.9111018.86
1652024.03.07 01:40t/p410.10161.944163.069161.94436.2411055.10
1662024.03.15 20:00sell420.10162.3330.0000.000
1672024.03.15 20:00modify420.10162.333163.133160.833
1682024.03.19 05:20s/l420.10163.133163.133160.833-53.1211001.98
1692024.03.20 12:00sell430.10164.4860.0000.000
1702024.03.20 12:00modify430.10164.486165.286162.986
1712024.03.20 20:30s/l430.10165.286165.286162.986-50.3710951.61
1722024.03.25 04:00buy440.10163.5650.0000.000
1732024.03.25 04:00modify440.10163.565162.765165.065
1742024.03.25 17:30buy450.10164.1810.0000.000
1752024.03.25 17:30modify450.10164.181163.640165.065
1762024.03.25 17:30modify440.10163.565163.640165.065
1772024.03.26 10:40buy460.10164.3900.0000.000
1782024.03.26 10:40modify460.10164.390163.940165.065
1792024.03.26 10:40modify450.10164.181163.940165.065
1802024.03.26 10:40modify440.10163.565163.940165.065
1812024.03.27 00:40s/l440.10163.940163.940165.06524.6610976.27
1822024.03.27 00:40s/l450.10163.940163.940165.065-14.1310962.14
1832024.03.27 00:40s/l460.10163.940163.940165.065-27.8110934.33
1842024.04.04 12:00sell470.10164.6780.0000.000
1852024.04.04 12:00modify470.10164.678165.478163.178
1862024.04.04 18:55sell480.10164.0570.0000.000
1872024.04.04 18:55modify480.10164.057164.603163.178
1882024.04.04 18:55modify470.10164.678164.603163.178
1892024.04.04 19:59sell490.10163.8380.0000.000
1902024.04.04 19:59modify490.10163.838164.303163.178
1912024.04.04 19:59modify480.10164.057164.303163.178
1922024.04.04 19:59modify470.10164.678164.303163.178
1932024.04.05 00:55sell500.10163.6050.0000.000
1942024.04.05 00:55modify500.10163.605164.003163.178
1952024.04.05 00:55modify490.10163.838164.003163.178
1962024.04.05 00:55modify480.10164.057164.003163.178
1972024.04.05 00:55modify470.10164.678164.003163.178
1982024.04.05 07:40s/l470.10164.003164.003163.17841.1310975.46
1992024.04.05 07:40s/l480.10164.003164.003163.1782.0310977.48
2002024.04.05 07:40s/l490.10164.003164.003163.178-11.7610965.72
2012024.04.05 07:40s/l500.10164.003164.003163.178-25.0610940.66
2022024.04.18 16:00sell510.10164.8130.0000.000
2032024.04.18 16:00modify510.10164.813165.613163.313
2042024.04.19 02:40t/p510.10163.313165.613163.31393.0711033.72
2052024.04.25 12:00sell520.10166.7630.0000.000
2062024.04.25 12:00modify520.10166.763167.563165.263
2072024.04.25 13:15sell530.10165.9370.0000.000
2082024.04.25 13:15modify530.10165.937166.388165.263
2092024.04.25 13:15modify520.10166.763166.388165.263
2102024.04.25 13:30s/l520.10166.388166.388165.26323.6111057.33
2112024.04.25 13:30s/l530.10166.388166.388165.263-28.3911028.94
2122024.04.26 12:00sell540.10168.0280.0000.000
2132024.04.26 12:00modify540.10168.028168.828166.528
2142024.04.26 18:30s/l540.10168.828168.828166.528-50.3710978.57
2152024.05.13 20:00sell550.10168.5380.0000.000
2162024.05.13 20:00modify550.10168.538169.338167.038
2172024.05.14 15:30s/l550.10169.338169.338167.038-51.7410926.83
2182024.05.14 20:00sell560.10169.2910.0000.000
2192024.05.14 20:00modify560.10169.291170.091167.791
2202024.05.15 08:30sell570.10168.6820.0000.000
2212024.05.15 08:30modify570.10168.682169.216167.791
2222024.05.15 08:30modify560.10169.291169.216167.791
2232024.05.15 12:20sell580.10168.4420.0000.000
2242024.05.15 12:20modify580.10168.442168.916167.791
2252024.05.15 12:20modify570.10168.682168.916167.791
2262024.05.15 12:20modify560.10169.291168.916167.791
2272024.05.16 00:30t/p560.10167.791168.916167.79188.9411015.77
2282024.05.16 00:30t/p570.10167.791168.916167.79151.9811067.75
2292024.05.16 00:30t/p580.10167.791168.916167.79136.8711104.62
2302024.05.28 20:00sell590.10170.6700.0000.000
2312024.05.28 20:00modify590.10170.670171.470169.170
2322024.05.30 00:40sell600.10169.8340.0000.000
2332024.05.30 00:40modify600.10169.834170.295169.170
2342024.05.30 00:40modify590.10170.670170.295169.170
2352024.05.30 01:45sell610.10170.0520.0000.000
2362024.05.30 01:45modify610.10170.052170.595169.170
2372024.05.30 01:50modify610.10170.052170.295169.170
2382024.05.30 04:40sell620.10169.6150.0000.000
2392024.05.30 04:40modify620.10169.615169.995169.170
2402024.05.30 04:40modify600.10169.834169.995169.170
2412024.05.30 04:40modify610.10170.052169.995169.170
2422024.05.30 04:40modify590.10170.670169.995169.170
2432024.05.30 06:40t/p590.10169.170169.995169.17088.9411193.56
2442024.05.30 06:40t/p600.10169.170169.995169.17041.8111235.37
2452024.05.30 06:40t/p610.10169.170169.995169.17055.5311290.90
2462024.05.30 06:40t/p620.10169.170169.995169.17028.0211318.92
2472024.06.10 16:00buy630.10168.7340.0000.000
2482024.06.10 16:00modify630.10168.734167.934170.234
2492024.06.11 02:40buy640.10169.3570.0000.000
2502024.06.11 02:40modify640.10169.357168.809170.234
2512024.06.11 02:40modify630.10168.734168.809170.234
2522024.06.11 10:40s/l630.10168.809168.809170.2345.2411324.16
2532024.06.11 10:40s/l640.10168.809168.809170.234-34.5111289.65