Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 test1917Ticks modelled43078424Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit674.29Gross profit1384.12Gross loss-709.83
Profit factor1.95Expected payoff12.72
Absolute drawdown200.01Maximal drawdown343.48 (3.22%)Relative drawdown3.22% (343.48)
Total trades53Short positions (won %)26 (57.69%)Long positions (won %)27 (37.04%)
Profit trades (% of total)25 (47.17%)Loss trades (% of total)28 (52.83%)
Largestprofit trade115.71loss trade-106.78
Averageprofit trade55.36loss trade-25.35
Maximumconsecutive wins (profit in money)8 (516.62)consecutive losses (loss in money)4 (-153.13)
Maximalconsecutive profit (count of wins)516.62 (8)consecutive loss (count of losses)-153.13 (4)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.20 00:00sell10.10129.3280.0000.000
22022.04.20 00:00modify10.10129.328130.728127.828
32022.04.20 02:25sell20.10128.6530.0000.000
42022.04.20 02:25modify20.10128.653128.953127.828
52022.04.20 02:25modify10.10129.328128.953127.828
62022.04.20 02:27sell30.10128.5760.0000.000
72022.04.20 02:27modify30.10128.576128.803127.828
82022.04.20 02:27modify20.10128.653128.803127.828
92022.04.20 02:27modify10.10129.328128.803127.828
102022.04.20 02:35s/l10.10128.803128.803127.82840.7610040.76
112022.04.20 02:35s/l20.10128.803128.803127.828-11.6510029.11
122022.04.20 02:35s/l30.10128.803128.803127.828-17.6210011.49
132022.04.28 04:00sell40.10129.6980.0000.000
142022.04.28 04:00modify40.10129.698131.098128.198
152022.04.28 14:15s/l40.10131.098131.098128.198-106.789904.71
162022.06.16 12:00buy50.10132.8690.0000.000
172022.06.16 12:00modify50.10132.869131.469134.369
182022.06.17 02:43buy60.10133.6300.0000.000
192022.06.17 02:43modify60.10133.630133.394134.369
202022.06.17 02:43modify50.10132.869133.394134.369
212022.06.17 02:43buy70.10133.6940.0000.000
222022.06.17 02:43modify70.10133.694133.469134.369
232022.06.17 02:43modify70.10133.694133.394134.369
242022.06.17 02:43t/p50.10134.369133.394134.369112.8410017.55
252022.06.17 02:43t/p60.10134.369133.394134.36954.9810072.53
262022.06.17 02:43t/p70.10134.369133.394134.36950.2210122.75
272022.07.14 08:00sell80.10139.0970.0000.000
282022.07.14 08:00modify80.10139.097140.497137.597
292022.07.15 14:37sell90.10138.4210.0000.000
302022.07.15 14:37modify90.10138.421138.722137.597
312022.07.15 14:37modify80.10139.097138.722137.597
322022.07.17 23:42sell100.10138.3420.0000.000
332022.07.17 23:42modify100.10138.342138.572137.597
342022.07.17 23:42modify90.10138.421138.572137.597
352022.07.17 23:42modify80.10139.097138.572137.597
362022.07.18 00:18sell110.10138.2680.0000.000
372022.07.18 00:18modify110.10138.268138.497137.597
382022.07.18 00:18modify110.10138.268138.572137.597
392022.07.19 10:05t/p80.10137.597138.572137.597104.3310227.08
402022.07.19 10:05t/p90.10137.597138.572137.59756.7610283.84
412022.07.19 10:05t/p100.10137.597138.572137.59751.0210334.86
422022.07.19 10:05t/p110.10137.597138.572137.59747.2110382.07
432022.07.29 04:00buy120.10133.1960.0000.000
442022.07.29 04:00modify120.10133.196131.796134.696
452022.07.29 12:16buy130.10133.8710.0000.000
462022.07.29 12:16modify130.10133.871133.571134.696
472022.07.29 12:16modify120.10133.196133.571134.696
482022.07.29 12:30buy140.10133.9530.0000.000
492022.07.29 12:30modify140.10133.953133.721134.696
502022.07.29 12:30modify130.10133.871133.721134.696
512022.07.29 12:30modify120.10133.196133.721134.696
522022.07.29 12:30buy150.10134.0250.0000.000
532022.07.29 12:30modify150.10134.025133.796134.696
542022.07.29 12:30modify150.10134.025133.721134.696
552022.07.29 14:57s/l120.10133.721133.721134.69639.2610421.33
562022.07.29 14:57s/l130.10133.721133.721134.696-11.2210410.11
572022.07.29 14:57s/l140.10133.721133.721134.696-17.3510392.76
582022.07.29 14:57s/l150.10133.721133.721134.696-22.7410370.02
592022.08.02 04:00buy160.10130.8700.0000.000
602022.08.02 04:00modify160.10130.870129.470132.370
612022.08.02 14:04buy170.10131.5490.0000.000
622022.08.02 14:04modify170.10131.549131.245132.370
632022.08.02 14:04modify160.10130.870131.245132.370
642022.08.02 14:04buy180.10131.6230.0000.000
652022.08.02 14:04modify180.10131.623131.395132.370
662022.08.02 14:04modify170.10131.549131.395132.370
672022.08.02 14:04modify160.10130.870131.395132.370
682022.08.02 14:16s/l160.10131.395131.395132.37039.9610409.98
692022.08.02 14:16s/l170.10131.395131.395132.370-11.7210398.26
702022.08.02 14:16s/l180.10131.395131.395132.370-17.3510380.91
712022.08.03 00:00sell190.10133.3410.0000.000
722022.08.03 00:00modify190.10133.341134.741131.841
732022.08.03 03:55sell200.10132.6650.0000.000
742022.08.03 03:55modify200.10132.665132.966131.841
752022.08.03 03:55modify190.10133.341132.966131.841
762022.08.03 03:56sell210.10132.5890.0000.000
772022.08.03 03:56modify210.10132.589132.816131.841
782022.08.03 03:56modify200.10132.665132.816131.841
792022.08.03 03:56modify190.10133.341132.816131.841
802022.08.03 04:00sell220.10132.5160.0000.000
812022.08.03 04:00modify220.10132.516132.741131.841
822022.08.03 04:00modify220.10132.516132.816131.841
832022.08.03 04:51s/l190.10132.816132.816131.84139.5310420.44
842022.08.03 04:51s/l200.10132.816132.816131.841-11.3710409.07
852022.08.03 04:51s/l210.10132.816132.816131.841-17.0910391.98
862022.08.03 04:51s/l220.10132.816132.816131.841-22.5910369.39
872022.09.14 00:00sell230.10144.4520.0000.000
882022.09.14 00:00modify230.10144.452145.852142.952
892022.09.14 04:36sell240.10143.7750.0000.000
902022.09.14 04:36modify240.10143.775144.077142.952
912022.09.14 04:36modify230.10144.452144.077142.952
922022.09.14 04:37sell250.10143.6990.0000.000
932022.09.14 04:37modify250.10143.699143.927142.952
942022.09.14 04:37modify240.10143.775143.927142.952
952022.09.14 04:37modify230.10144.452143.927142.952
962022.09.14 04:50s/l230.10143.927143.927142.95236.4810405.87
972022.09.14 04:50s/l240.10143.927143.927142.952-10.5610395.31
982022.09.14 04:50s/l250.10143.927143.927142.952-15.8410379.47
992022.09.22 08:00sell260.10145.7740.0000.000
1002022.09.22 08:00modify260.10145.774147.174144.274
1012022.09.22 08:04sell270.10145.0080.0000.000
1022022.09.22 08:04modify270.10145.008145.249144.274
1032022.09.22 08:04modify260.10145.774145.249144.274
1042022.09.22 08:04sell280.10144.9300.0000.000
1052022.09.22 08:04modify280.10144.930145.174144.274
1062022.09.22 08:04modify280.10144.930145.249144.274
1072022.09.22 08:04t/p260.10144.274145.249144.274104.2010483.67
1082022.09.22 08:04t/p270.10144.274145.249144.27450.9910534.66
1092022.09.22 08:04t/p280.10144.274145.249144.27445.5710580.23
1102022.10.27 08:00buy290.10145.7450.0000.000
1112022.10.27 08:00modify290.10145.745144.345147.245
1122022.10.27 09:33buy300.10146.4210.0000.000
1132022.10.27 09:33modify300.10146.421146.120147.245
1142022.10.27 09:33modify290.10145.745146.120147.245
1152022.10.27 09:37buy310.10146.4970.0000.000
1162022.10.27 09:37modify310.10146.497146.270147.245
1172022.10.27 09:37modify300.10146.421146.270147.245
1182022.10.27 09:37modify290.10145.745146.270147.245
1192022.10.27 10:39s/l290.10146.270146.270147.24535.8910616.12
1202022.10.27 10:39s/l300.10146.270146.270147.245-10.3310605.79
1212022.10.27 10:39s/l310.10146.270146.270147.245-15.5210590.27
1222022.11.24 04:00buy320.10138.6790.0000.000
1232022.11.24 04:00modify320.10138.679137.279140.179
1242022.11.25 09:42buy330.10139.3710.0000.000
1252022.11.25 09:42modify330.10139.371139.054140.179
1262022.11.25 09:42modify320.10138.679139.054140.179
1272022.11.25 09:43buy340.10139.4290.0000.000
1282022.11.25 09:43modify340.10139.429139.204140.179
1292022.11.25 09:43modify330.10139.371139.204140.179
1302022.11.25 09:43modify320.10138.679139.204140.179
1312022.11.25 09:47buy350.10139.5040.0000.000
1322022.11.25 09:47modify350.10139.504139.279140.179
1332022.11.25 09:47modify350.10139.504139.204140.179
1342022.11.25 10:34s/l320.10139.204139.204140.17938.9510629.22
1352022.11.25 10:34s/l330.10139.204139.204140.179-12.0010617.22
1362022.11.25 10:34s/l340.10139.204139.204140.179-16.1610601.06
1372022.11.25 10:34s/l350.10139.204139.204140.179-21.5510579.51
1382022.12.01 04:00buy360.10136.7730.0000.000
1392022.12.01 04:00modify360.10136.773135.373138.273
1402022.12.01 17:30s/l360.10135.373135.373138.273-103.4210476.09
1412022.12.06 04:00sell370.10136.9160.0000.000
1422022.12.06 04:00modify370.10136.916138.316135.416
1432022.12.06 12:04sell380.10136.2380.0000.000
1442022.12.06 12:04modify380.10136.238136.541135.416
1452022.12.06 12:04modify370.10136.916136.541135.416
1462022.12.06 12:06sell390.10136.1650.0000.000
1472022.12.06 12:06modify390.10136.165136.391135.416
1482022.12.06 12:06modify380.10136.238136.391135.416
1492022.12.06 12:06modify370.10136.916136.391135.416
1502022.12.06 12:16sell400.10136.0910.0000.000
1512022.12.06 12:16modify400.10136.091136.316135.416
1522022.12.06 12:16modify400.10136.091136.391135.416
1532022.12.06 13:16s/l370.10136.391136.391135.41638.5010514.59
1542022.12.06 13:16s/l380.10136.391136.391135.416-11.2110503.38
1552022.12.06 13:16s/l390.10136.391136.391135.416-16.5710486.81
1562022.12.06 13:16s/l400.10136.391136.391135.416-21.9910464.82
1572022.12.14 12:00buy410.10134.9750.0000.000
1582022.12.14 12:00modify410.10134.975133.575136.475
1592022.12.14 19:00buy420.10135.6530.0000.000
1602022.12.14 19:00modify420.10135.653135.350136.475
1612022.12.14 19:00modify410.10134.975135.350136.475
1622022.12.14 19:00s/l410.10135.350135.350136.47527.7010492.52
1632022.12.14 19:00s/l420.10135.350135.350136.475-22.3910470.13
1642022.12.20 04:00buy430.10133.4700.0000.000
1652022.12.20 04:00modify430.10133.470132.070134.970
1662022.12.20 09:12s/l430.10132.070132.070134.970-106.0010364.13
1672023.01.18 04:00sell440.10131.1390.0000.000
1682023.01.18 04:00modify440.10131.139132.539129.639
1692023.01.18 07:26sell450.10130.4590.0000.000
1702023.01.18 07:26modify450.10130.459130.764129.639
1712023.01.18 07:26modify440.10131.139130.764129.639
1722023.01.18 07:26sell460.10130.3880.0000.000
1732023.01.18 07:26modify460.10130.388130.614129.639
1742023.01.18 07:26modify450.10130.459130.614129.639
1752023.01.18 07:26modify440.10131.139130.614129.639
1762023.01.18 07:26sell470.10130.3110.0000.000
1772023.01.18 07:26modify470.10130.311130.539129.639
1782023.01.18 07:26modify470.10130.311130.614129.639
1792023.01.18 08:23t/p440.10129.639130.614129.639115.7110479.84
1802023.01.18 08:23t/p450.10129.639130.614129.63963.2510543.09
1812023.01.18 08:23t/p460.10129.639130.614129.63957.7810600.87
1822023.01.18 08:23t/p470.10129.639130.614129.63951.8410652.71
1832023.03.13 12:00buy480.10133.1810.0000.000
1842023.03.13 12:00modify480.10133.181131.781134.681
1852023.03.14 01:39buy490.10133.8600.0000.000
1862023.03.14 01:39modify490.10133.860133.556134.681
1872023.03.14 01:39modify480.10133.181133.556134.681
1882023.03.14 01:43buy500.10133.9440.0000.000
1892023.03.14 01:43modify500.10133.944133.706134.681
1902023.03.14 01:43modify490.10133.860133.706134.681
1912023.03.14 01:43modify480.10133.181133.706134.681
1922023.03.14 01:58s/l480.10133.706133.706134.68140.5010693.21
1932023.03.14 01:58s/l490.10133.706133.706134.681-11.5210681.69
1942023.03.14 01:58s/l500.10133.706133.706134.681-17.8110663.88
1952023.03.20 08:00buy510.10131.0780.0000.000
1962023.03.20 08:00modify510.10131.078129.678132.578
1972023.03.20 14:11buy520.10131.7550.0000.000
1982023.03.20 14:11modify520.10131.755131.453132.578
1992023.03.20 14:11modify510.10131.078131.453132.578
2002023.03.20 14:53buy530.10131.8390.0000.000
2012023.03.20 14:53modify530.10131.839131.603132.578
2022023.03.20 14:53modify520.10131.755131.603132.578
2032023.03.20 14:53modify510.10131.078131.603132.578
2042023.03.20 15:16s/l510.10131.603131.603132.57839.8910703.77
2052023.03.20 15:16s/l520.10131.603131.603132.578-11.5510692.22
2062023.03.20 15:16s/l530.10131.603131.603132.578-17.9310674.29