Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 20:00 (2022.05.01 - 2023.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 modelled79422Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit545.91Gross profit694.34Gross loss-148.43
Profit factor4.68Expected payoff27.30
Absolute drawdown39.09Maximal drawdown164.81 (1.54%)Relative drawdown1.56% (158.66)
Total trades20Short positions (won %)13 (84.62%)Long positions (won %)7 (42.86%)
Profit trades (% of total)14 (70.00%)Loss trades (% of total)6 (30.00%)
Largestprofit trade83.20loss trade-62.55
Averageprofit trade49.60loss trade-24.74
Maximumconsecutive wins (profit in money)10 (507.15)consecutive losses (loss in money)5 (-130.73)
Maximalconsecutive profit (count of wins)507.15 (10)consecutive loss (count of losses)-130.73 (5)
Averageconsecutive wins7consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.14 12:00sell10.10138.8640.0000.000
22022.07.14 12:00modify10.10138.864139.664137.764
32022.07.15 15:40sell20.10138.4680.0000.000
42022.07.15 15:40modify20.10138.468138.699137.764
52022.07.15 15:40modify10.10138.864138.699137.764
62022.07.17 23:59sell30.10138.2940.0000.000
72022.07.17 23:59modify30.10138.294138.534137.764
82022.07.17 23:59modify20.10138.468138.534137.764
92022.07.17 23:59modify10.10138.864138.534137.764
102022.07.18 06:20sell40.10138.2520.0000.000
112022.07.18 06:20modify40.10138.252138.479137.764
122022.07.18 06:20modify30.10138.294138.479137.764
132022.07.18 06:20modify20.10138.468138.479137.764
142022.07.18 06:20modify10.10138.864138.479137.764
152022.07.19 06:40t/p10.10137.764138.479137.76475.4510075.45
162022.07.19 06:40t/p20.10137.764138.479137.76448.1710123.63
172022.07.19 06:40t/p30.10137.764138.479137.76435.5410159.17
182022.07.19 06:40t/p40.10137.764138.479137.76433.9610193.13
192022.08.02 12:00buy50.10131.0190.0000.000
202022.08.02 12:00modify50.10131.019130.219132.119
212022.08.02 14:00buy60.10131.4330.0000.000
222022.08.02 14:00modify60.10131.433131.184132.119
232022.08.02 14:00modify50.10131.019131.184132.119
242022.08.02 15:30t/p50.10132.119131.184132.11983.2010276.33
252022.08.02 15:30t/p60.10132.119131.184132.11951.8910328.22
262022.08.19 16:00sell70.10137.0180.0000.000
272022.08.19 16:00modify70.10137.018137.818135.918
282022.08.23 14:10sell80.10136.6230.0000.000
292022.08.23 14:10modify80.10136.623136.853135.918
302022.08.23 14:10modify70.10137.018136.853135.918
312022.08.23 14:20sell90.10136.4410.0000.000
322022.08.23 14:20modify90.10136.441136.688135.918
332022.08.23 14:20modify80.10136.623136.688135.918
342022.08.23 14:20modify70.10137.018136.688135.918
352022.08.23 14:40t/p70.10135.918136.688135.91878.0510406.27
362022.08.23 14:40t/p80.10135.918136.688135.91851.9110458.18
372022.08.23 14:40t/p90.10135.918136.688135.91838.5110496.69
382022.08.29 12:00sell100.10138.5700.0000.000
392022.08.29 12:00modify100.10138.570139.370137.470
402022.08.30 08:50sell110.10138.1600.0000.000
412022.08.30 08:50modify110.10138.160138.405137.470
422022.08.30 08:50modify100.10138.570138.405137.470
432022.08.30 09:40s/l100.10138.405138.405137.47010.4510507.15
442022.08.30 09:40s/l110.10138.405138.405137.470-17.7010489.45
452022.10.31 16:00sell120.10148.6430.0000.000
462022.10.31 16:00modify120.10148.643149.443147.543
472022.11.01 01:50sell130.10148.2510.0000.000
482022.11.01 01:50modify130.10148.251148.478147.543
492022.11.01 01:50modify120.10148.643148.478147.543
502022.11.01 05:40sell140.10148.0850.0000.000
512022.11.01 05:40modify140.10148.085148.313147.543
522022.11.01 05:40modify130.10148.251148.313147.543
532022.11.01 05:40modify120.10148.643148.313147.543
542022.11.01 07:15t/p120.10147.543148.313147.54373.0910562.54
552022.11.01 07:15t/p130.10147.543148.313147.54347.9910610.53
562022.11.01 07:15t/p140.10147.543148.313147.54336.7410647.27
572023.01.02 16:00buy150.10130.8040.0000.000
582023.01.02 16:00modify150.10130.804130.004131.904
592023.01.02 23:30buy160.10131.1960.0000.000
602023.01.02 23:30modify160.10131.196130.969131.904
612023.01.02 23:30modify150.10130.804130.969131.904
622023.01.02 23:40buy170.10131.4330.0000.000
632023.01.02 23:40modify170.10131.433131.189131.904
642023.01.02 23:40modify160.10131.196131.189131.904
652023.01.02 23:40modify150.10130.804131.189131.904
662023.01.02 23:50buy180.10131.3540.0000.000
672023.01.02 23:50modify180.10131.354131.134131.904
682023.01.02 23:55s/l150.10131.189131.189131.90429.3710676.64
692023.01.02 23:55s/l160.10131.189131.189131.904-0.5410676.10
702023.01.02 23:55s/l170.10131.189131.189131.904-18.6110657.49
712023.01.02 23:55s/l180.10131.134131.134131.904-16.7810640.71
722023.01.13 12:00buy190.10128.7780.0000.000
732023.01.13 12:00modify190.10128.778127.978129.878
742023.01.13 14:30s/l190.10127.978127.978129.878-62.5510578.16
752023.04.28 16:00sell200.10135.9950.0000.000
762023.04.28 16:00modify200.10135.995136.795134.895
772023.04.30 23:59close at stop200.10136.435136.795134.895-32.2510545.91