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)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=12; 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=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 test2617Ticks modelled79600Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit721.67Gross profit934.54Gross loss-212.87
Profit factor4.39Expected payoff37.98
Absolute drawdown115.79Maximal drawdown158.71 (1.58%)Relative drawdown1.58% (158.71)
Total trades19Short positions (won %)10 (50.00%)Long positions (won %)9 (77.78%)
Profit trades (% of total)12 (63.16%)Loss trades (% of total)7 (36.84%)
Largestprofit trade114.21loss trade-31.89
Averageprofit trade77.88loss trade-30.41
Maximumconsecutive wins (profit in money)7 (499.49)consecutive losses (loss in money)3 (-92.84)
Maximalconsecutive profit (count of wins)499.49 (7)consecutive loss (count of losses)-92.84 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.11 08:00sell10.10125.2440.0000.000
22022.04.11 08:00modify10.10125.244125.644123.744
32022.04.11 11:30s/l10.10125.644125.644123.744-31.839968.17
42022.04.19 04:00sell20.10127.9160.0000.000
52022.04.19 04:00modify20.10127.916128.316126.416
62022.04.19 06:40s/l20.10128.316128.316126.416-31.179937.00
72022.06.08 08:00sell30.10133.5780.0000.000
82022.06.08 08:00modify30.10133.578133.978132.078
92022.06.08 10:30s/l30.10133.978133.978132.078-29.849907.16
102022.07.14 08:00sell40.10139.0970.0000.000
112022.07.14 08:00modify40.10139.097139.497137.597
122022.07.15 07:15sell50.10138.5540.0000.000
132022.07.15 07:15modify50.10138.554139.022137.597
142022.07.15 07:15modify40.10139.097139.022137.597
152022.07.15 14:46sell60.10138.4200.0000.000
162022.07.15 14:46modify60.10138.420138.722137.597
172022.07.15 14:46modify50.10138.554138.722137.597
182022.07.15 14:46modify40.10139.097138.722137.597
192022.07.18 01:40sell70.10138.0250.0000.000
202022.07.18 01:40modify70.10138.025138.572137.597
212022.07.18 01:40modify60.10138.420138.572137.597
222022.07.18 01:40modify50.10138.554138.572137.597
232022.07.18 01:40modify40.10139.097138.572137.597
242022.07.19 10:30t/p40.10137.597138.572137.597104.3410011.50
252022.07.19 10:30t/p50.10137.597138.572137.59766.4310077.93
262022.07.19 10:30t/p60.10137.597138.572137.59756.6910134.62
272022.07.19 10:30t/p70.10137.597138.572137.59729.5510164.17
282022.07.29 08:00buy80.10132.8010.0000.000
292022.07.29 08:00modify80.10132.801132.401134.301
302022.07.29 11:20buy90.10133.3490.0000.000
312022.07.29 11:20modify90.10133.349132.876134.301
322022.07.29 11:20modify80.10132.801132.876134.301
332022.07.29 11:50buy100.10133.4930.0000.000
342022.07.29 11:50modify100.10133.493133.176134.301
352022.07.29 11:50modify90.10133.349133.176134.301
362022.07.29 11:50modify80.10132.801133.176134.301
372022.07.29 13:30t/p80.10134.301133.176134.301111.5710275.74
382022.07.29 13:30t/p90.10134.301133.176134.30170.8110346.55
392022.07.29 13:30t/p100.10134.301133.176134.30160.1010406.65
402022.09.06 12:00sell110.10141.9070.0000.000
412022.09.06 12:00modify110.10141.907142.307140.407
422022.09.06 12:40s/l110.10142.307142.307140.407-28.0810378.57
432022.09.22 08:00sell120.10145.7740.0000.000
442022.09.22 08:00modify120.10145.774146.174144.274
452022.09.22 08:20t/p120.10144.274146.174144.274104.1710482.74
462022.10.12 12:00sell130.10146.5990.0000.000
472022.10.12 12:00modify130.10146.599146.999145.099
482022.10.13 12:20s/l130.10146.999146.999145.099-31.8910450.85
492022.11.11 12:00buy140.10139.5220.0000.000
502022.11.11 12:00modify140.10139.522139.122141.022
512022.11.11 15:40s/l140.10139.122139.122141.022-28.7810422.07
522022.12.02 12:00buy150.10134.0310.0000.000
532022.12.02 12:00modify150.10134.031133.631135.531
542022.12.02 13:40t/p150.10135.531133.631135.531110.3110532.38
552023.01.03 04:00buy160.10129.8110.0000.000
562023.01.03 04:00modify160.10129.811129.411131.311
572023.01.03 14:55buy170.10130.3530.0000.000
582023.01.03 14:55modify170.10130.353129.886131.311
592023.01.03 14:55modify160.10129.811129.886131.311
602023.01.03 16:20buy180.10130.8720.0000.000
612023.01.03 16:20modify180.10130.872130.336131.311
622023.01.03 16:20modify170.10130.353130.336131.311
632023.01.03 16:20modify160.10129.811130.336131.311
642023.01.03 23:30t/p160.10131.311130.336131.311114.2110646.59
652023.01.03 23:30t/p170.10131.311130.336131.31172.9410719.53
662023.01.03 23:30t/p180.10131.311130.336131.31133.4210752.95
672023.01.13 08:00buy190.10128.4050.0000.000
682023.01.13 08:00modify190.10128.405128.005129.905
692023.01.13 14:30s/l190.10128.005128.005129.905-31.2810721.67