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=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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; 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 test2613Ticks modelled79619Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit887.64Gross profit1271.48Gross loss-383.84
Profit factor3.31Expected payoff22.19
Absolute drawdown119.70Maximal drawdown184.21 (9.53%)Relative drawdown16.17% (180.48)
Total trades40Short positions (won %)36 (66.67%)Long positions (won %)4 (25.00%)
Profit trades (% of total)25 (62.50%)Loss trades (% of total)15 (37.50%)
Largestprofit trade95.43loss trade-39.84
Averageprofit trade50.86loss trade-25.59
Maximumconsecutive wins (profit in money)9 (431.70)consecutive losses (loss in money)4 (-118.72)
Maximalconsecutive profit (count of wins)431.70 (9)consecutive loss (count of losses)-118.72 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 20:00sell10.10160.2970.0000.000
22023.11.03 20:00modify10.10160.297160.697158.797
32023.11.06 04:15s/l10.10160.697160.697158.797-27.22972.78
42023.11.06 16:00sell20.10160.8630.0000.000
52023.11.06 16:00modify20.10160.863161.263159.363
62023.11.08 14:40s/l20.10161.263161.263159.363-28.62944.15
72024.01.04 20:00sell30.10158.2750.0000.000
82024.01.04 20:00modify30.10158.275158.675156.775
92024.01.05 00:40s/l30.10158.675158.675156.775-27.22916.93
102024.02.26 20:00sell40.10163.5180.0000.000
112024.02.26 20:00modify40.10163.518163.918162.018
122024.02.28 13:15sell50.10162.8320.0000.000
132024.02.28 13:15modify50.10162.832163.443162.018
142024.02.28 13:15modify40.10163.518163.443162.018
152024.02.29 02:00sell60.10162.6650.0000.000
162024.02.29 02:00modify60.10162.665163.143162.018
172024.02.29 02:00modify50.10162.832163.143162.018
182024.02.29 02:00modify40.10163.518163.143162.018
192024.02.29 02:20sell70.10162.5350.0000.000
202024.02.29 02:20modify70.10162.535162.918162.018
212024.02.29 02:20modify60.10162.665162.918162.018
222024.02.29 02:20modify50.10162.832162.918162.018
232024.02.29 02:20modify40.10163.518162.918162.018
242024.02.29 15:30t/p40.10162.018162.918162.01889.821006.75
252024.02.29 15:30t/p50.10162.018162.918162.01848.331055.08
262024.02.29 15:30t/p60.10162.018162.918162.01841.761096.84
272024.02.29 15:30t/p70.10162.018162.918162.01833.371130.21
282024.03.04 20:00sell80.10163.4440.0000.000
292024.03.04 20:00modify80.10163.444163.844161.944
302024.03.05 14:25sell90.10162.7690.0000.000
312024.03.05 14:25modify90.10162.769163.369161.944
322024.03.05 14:25modify80.10163.444163.369161.944
332024.03.05 20:15sell100.10162.6070.0000.000
342024.03.05 20:15modify100.10162.607163.069161.944
352024.03.05 20:15modify90.10162.769163.069161.944
362024.03.05 20:15modify80.10163.444163.069161.944
372024.03.07 00:30sell110.10162.4540.0000.000
382024.03.07 00:30modify110.10162.454162.844161.944
392024.03.07 00:30modify100.10162.607162.844161.944
402024.03.07 00:30modify90.10162.769162.844161.944
412024.03.07 00:30modify80.10163.444162.844161.944
422024.03.07 01:40t/p80.10161.944162.844161.94489.821220.03
432024.03.07 01:40t/p90.10161.944162.844161.94447.651267.68
442024.03.07 01:40t/p100.10161.944162.844161.94437.191304.87
452024.03.07 01:40t/p110.10161.944162.844161.94432.921337.79
462024.03.15 20:00sell120.10162.3330.0000.000
472024.03.15 20:00modify120.10162.333162.733160.833
482024.03.19 03:30s/l120.10162.733162.733160.833-28.621309.17
492024.04.18 16:00sell130.10164.8130.0000.000
502024.04.18 16:00modify130.10164.813165.213163.313
512024.04.19 01:20sell140.10164.1150.0000.000
522024.04.19 01:20modify140.10164.115164.738163.313
532024.04.19 01:20modify130.10164.813164.738163.313
542024.04.19 01:30sell150.10163.8230.0000.000
552024.04.19 01:30modify150.10163.823164.213163.313
562024.04.19 01:30modify140.10164.115164.213163.313
572024.04.19 01:30modify130.10164.813164.213163.313
582024.04.19 02:40t/p130.10163.313164.213163.31395.431404.60
592024.04.19 02:40t/p140.10163.313164.213163.31351.771456.37
602024.04.19 02:40t/p150.10163.313164.213163.31332.931489.30
612024.05.13 20:00sell160.10168.5380.0000.000
622024.05.13 20:00modify160.10168.538168.938167.038
632024.05.14 10:40s/l160.10168.938168.938167.038-27.221462.08
642024.05.14 20:00sell170.10169.2910.0000.000
652024.05.14 20:00modify170.10169.291169.691167.791
662024.05.15 09:25sell180.10168.6090.0000.000
672024.05.15 09:25modify180.10168.609169.216167.791
682024.05.15 09:25modify170.10169.291169.216167.791
692024.05.15 12:20sell190.10168.4420.0000.000
702024.05.15 12:20modify190.10168.442168.916167.791
712024.05.15 12:20modify180.10168.609168.916167.791
722024.05.15 12:20modify170.10169.291168.916167.791
732024.05.15 16:05sell200.10168.2910.0000.000
742024.05.15 16:05modify200.10168.291168.691167.791
752024.05.15 16:05modify190.10168.442168.691167.791
762024.05.15 16:05modify180.10168.609168.691167.791
772024.05.15 16:05modify170.10169.291168.691167.791
782024.05.16 00:30t/p170.10167.791168.691167.79191.211553.29
792024.05.16 00:30t/p180.10167.791168.691167.79148.591601.88
802024.05.16 00:30t/p190.10167.791168.691167.79137.811639.69
812024.05.16 00:30t/p200.10167.791168.691167.79128.061667.76
822024.05.28 20:00sell210.10170.6700.0000.000
832024.05.28 20:00modify210.10170.670171.070169.170
842024.05.30 00:30sell220.10169.9860.0000.000
852024.05.30 00:30modify220.10169.986170.595169.170
862024.05.30 00:30modify210.10170.670170.595169.170
872024.05.30 00:40sell230.10169.8340.0000.000
882024.05.30 00:40modify230.10169.834170.295169.170
892024.05.30 00:40modify220.10169.986170.295169.170
902024.05.30 00:40modify210.10170.670170.295169.170
912024.05.30 04:55sell240.10169.6930.0000.000
922024.05.30 04:55modify240.10169.693170.070169.170
932024.05.30 04:55modify230.10169.834170.070169.170
942024.05.30 04:55modify220.10169.986170.070169.170
952024.05.30 04:55modify210.10170.670170.070169.170
962024.05.30 06:40t/p210.10169.170170.070169.17091.221758.98
972024.05.30 06:40t/p220.10169.170170.070169.17052.681811.66
982024.05.30 06:40t/p230.10169.170170.070169.17042.861854.52
992024.05.30 06:40t/p240.10169.170170.070169.17033.761888.28
1002024.06.10 16:00buy250.10168.7340.0000.000
1012024.06.10 16:00modify250.10168.734168.334170.234
1022024.06.11 03:05buy260.10169.4260.0000.000
1032024.06.11 03:05modify260.10169.426168.809170.234
1042024.06.11 03:05modify250.10168.734168.809170.234
1052024.06.11 10:40s/l250.10168.809168.809170.2345.491893.77
1062024.06.11 10:40s/l260.10168.809168.809170.234-39.841853.93
1072024.07.11 20:00buy270.10172.5900.0000.000
1082024.07.11 20:00modify270.10172.590172.190174.090
1092024.07.11 23:30s/l270.10172.190172.190174.090-25.831828.10
1102024.07.17 16:00buy280.10171.1920.0000.000
1112024.07.17 16:00modify280.10171.192170.792172.692
1122024.07.17 16:40s/l280.10170.792170.792172.692-25.831802.27
1132024.08.12 16:00sell290.10161.2320.0000.000
1142024.08.12 16:00modify290.10161.232161.632159.732
1152024.08.13 04:40s/l290.10161.632161.632159.732-27.221775.05
1162024.08.15 20:00sell300.10163.5560.0000.000
1172024.08.15 20:00modify300.10163.556163.956162.056
1182024.08.16 11:50sell310.10162.7020.0000.000
1192024.08.16 11:50modify310.10162.702163.181162.056
1202024.08.16 11:50modify300.10163.556163.181162.056
1212024.08.16 13:35sell320.10162.5810.0000.000
1222024.08.16 13:35modify320.10162.581162.956162.056
1232024.08.16 13:35modify310.10162.702162.956162.056
1242024.08.16 13:35modify300.10163.556162.956162.056
1252024.08.16 15:35sell330.10162.8810.0000.000
1262024.08.16 15:35modify330.10162.881163.481162.056
1272024.08.16 15:40s/l300.10162.956162.956162.05637.331812.38
1282024.08.16 15:40s/l310.10162.956162.956162.056-16.401795.98
1292024.08.16 15:40s/l320.10162.956162.956162.056-24.211771.77
1302024.08.16 15:40close330.10163.049163.481162.056-10.841760.93
1312024.09.02 20:00sell340.10162.6550.0000.000
1322024.09.02 20:00modify340.10162.655163.055161.155
1332024.09.03 03:40sell350.10161.9530.0000.000
1342024.09.03 03:40modify350.10161.953162.580161.155
1352024.09.03 03:40modify340.10162.655162.580161.155
1362024.09.03 08:30t/p340.10161.155162.580161.15595.431856.35
1372024.09.03 08:30t/p350.10161.155162.580161.15551.511907.86
1382024.10.09 20:00sell360.10163.3310.0000.000
1392024.10.09 20:00modify360.10163.331163.731161.831
1402024.10.10 12:40sell370.10162.3510.0000.000
1412024.10.10 12:40modify370.10162.351162.731161.831
1422024.10.10 12:40modify360.10163.331162.731161.831
1432024.10.10 13:05s/l360.10162.731162.731161.83134.531942.40
1442024.10.10 13:05s/l370.10162.731162.731161.831-24.521917.88
1452024.10.23 16:00sell380.10164.7210.0000.000
1462024.10.23 16:00modify380.10164.721165.121163.221
1472024.10.24 07:25sell390.10164.0350.0000.000
1482024.10.24 07:25modify390.10164.035164.646163.221
1492024.10.24 07:25modify380.10164.721164.646163.221
1502024.10.24 16:40sell400.10163.8790.0000.000
1512024.10.24 16:40modify400.10163.879164.346163.221
1522024.10.24 16:40modify390.10164.035164.346163.221
1532024.10.24 16:40modify380.10164.721164.346163.221
1542024.10.24 18:40s/l380.10164.346164.346163.22119.991937.87
1552024.10.24 18:40s/l390.10164.346164.346163.221-20.081917.79
1562024.10.24 18:40s/l400.10164.346164.346163.221-30.151887.64