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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1912Ticks modelled44305475Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit291.14Gross profit492.67Gross loss-201.53
Profit factor2.44Expected payoff12.13
Absolute drawdown61.04Maximal drawdown177.95 (1.76%)Relative drawdown1.76% (177.95)
Total trades24Short positions (won %)15 (66.67%)Long positions (won %)9 (33.33%)
Profit trades (% of total)13 (54.17%)Loss trades (% of total)11 (45.83%)
Largestprofit trade77.99loss trade-62.51
Averageprofit trade37.90loss trade-18.32
Maximumconsecutive wins (profit in money)5 (221.02)consecutive losses (loss in money)5 (-124.34)
Maximalconsecutive profit (count of wins)221.02 (5)consecutive loss (count of losses)-124.34 (5)
Averageconsecutive wins3consecutive 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 14:32sell20.10138.4780.0000.000
42022.07.15 14:32modify20.10138.478138.699137.764
52022.07.15 14:32modify10.10138.864138.699137.764
62022.07.17 23:58sell30.10138.3140.0000.000
72022.07.17 23:58modify30.10138.314138.534137.764
82022.07.17 23:58modify20.10138.478138.534137.764
92022.07.17 23:58modify10.10138.864138.534137.764
102022.07.18 00:21sell40.10138.2590.0000.000
112022.07.18 00:21modify40.10138.259138.479137.764
122022.07.18 00:21modify30.10138.314138.479137.764
132022.07.18 00:21modify20.10138.478138.479137.764
142022.07.18 00:21modify10.10138.864138.479137.764
152022.07.18 03:32s/l10.10138.479138.479137.76424.8610024.86
162022.07.18 03:32s/l20.10138.479138.479137.764-1.5510023.31
172022.07.18 03:32s/l30.10138.479138.479137.764-13.3910009.93
182022.07.18 03:32s/l40.10138.479138.479137.764-15.899994.04
192022.08.02 12:00buy50.10131.0190.0000.000
202022.08.02 12:00modify50.10131.019130.219132.119
212022.08.02 13:48buy60.10131.4040.0000.000
222022.08.02 13:48modify60.10131.404131.184132.119
232022.08.02 13:48modify50.10131.019131.184132.119
242022.08.02 14:04buy70.10131.5700.0000.000
252022.08.02 14:04modify70.10131.570131.349132.119
262022.08.02 14:04modify60.10131.404131.349132.119
272022.08.02 14:04modify50.10131.019131.349132.119
282022.08.02 14:07buy80.10131.6240.0000.000
292022.08.02 14:07modify80.10131.624131.404132.119
302022.08.02 14:07modify70.10131.570131.404132.119
312022.08.02 14:07modify60.10131.404131.404132.119
322022.08.02 14:07modify50.10131.019131.404132.119
332022.08.02 14:16s/l50.10131.404131.404132.11929.3010023.34
342022.08.02 14:16s/l60.10131.404131.404132.1190.0010023.34
352022.08.02 14:16s/l70.10131.404131.404132.119-12.6410010.70
362022.08.02 14:16s/l80.10131.404131.404132.119-16.749993.96
372022.08.19 16:00sell90.10137.0180.0000.000
382022.08.19 16:00modify90.10137.018137.818135.918
392022.08.23 14:00sell100.10136.6300.0000.000
402022.08.23 14:00modify100.10136.630136.853135.918
412022.08.23 14:00modify90.10137.018136.853135.918
422022.08.23 14:00sell110.10136.4650.0000.000
432022.08.23 14:00modify110.10136.465136.688135.918
442022.08.23 14:00modify100.10136.630136.688135.918
452022.08.23 14:00modify90.10137.018136.688135.918
462022.08.23 14:01sell120.10136.4130.0000.000
472022.08.23 14:01modify120.10136.413136.633135.918
482022.08.23 14:01modify110.10136.465136.633135.918
492022.08.23 14:01modify100.10136.630136.633135.918
502022.08.23 14:01modify90.10137.018136.633135.918
512022.08.23 14:13t/p90.10135.918136.633135.91877.9910071.95
522022.08.23 14:13t/p100.10135.918136.633135.91852.3810124.33
532022.08.23 14:13t/p110.10135.918136.633135.91840.2410164.57
542022.08.23 14:13t/p120.10135.918136.633135.91836.4210200.99
552022.08.29 12:00sell130.10138.5700.0000.000
562022.08.29 12:00modify130.10138.570139.370137.470
572022.08.30 08:17sell140.10138.1700.0000.000
582022.08.30 08:17modify140.10138.170138.405137.470
592022.08.30 08:17modify130.10138.570138.405137.470
602022.08.30 09:48s/l130.10138.405138.405137.47010.4510211.44
612022.08.30 09:48s/l140.10138.405138.405137.470-16.9810194.46
622022.10.31 16:00sell150.10148.6430.0000.000
632022.10.31 16:00modify150.10148.643149.443147.543
642022.11.01 01:33sell160.10148.2580.0000.000
652022.11.01 01:33modify160.10148.258148.478147.543
662022.11.01 01:33modify150.10148.643148.478147.543
672022.11.01 05:59sell170.10148.0860.0000.000
682022.11.01 05:59modify170.10148.086148.313147.543
692022.11.01 05:59modify160.10148.258148.313147.543
702022.11.01 05:59modify150.10148.643148.313147.543
712022.11.01 06:17sell180.10148.0350.0000.000
722022.11.01 06:17modify180.10148.035148.258147.543
732022.11.01 06:17modify170.10148.086148.258147.543
742022.11.01 06:17modify160.10148.258148.258147.543
752022.11.01 06:17modify150.10148.643148.258147.543
762022.11.01 07:15t/p150.10147.543148.258147.54373.0810267.54
772022.11.01 07:15t/p160.10147.543148.258147.54348.4610316.00
782022.11.01 07:15t/p170.10147.543148.258147.54336.8010352.80
792022.11.01 07:15t/p180.10147.543148.258147.54333.3410386.14
802023.01.02 16:00buy190.10130.8040.0000.000
812023.01.02 16:00modify190.10130.804130.004131.904
822023.01.02 23:16buy200.10131.1920.0000.000
832023.01.02 23:16modify200.10131.192130.969131.904
842023.01.02 23:16modify190.10130.804130.969131.904
852023.01.02 23:17buy210.10131.3540.0000.000
862023.01.02 23:17modify210.10131.354131.134131.904
872023.01.02 23:17modify200.10131.192131.134131.904
882023.01.02 23:17modify190.10130.804131.134131.904
892023.01.02 23:17buy220.10131.4090.0000.000
902023.01.02 23:17modify220.10131.409131.189131.904
912023.01.02 23:17modify210.10131.354131.189131.904
922023.01.02 23:17modify200.10131.192131.189131.904
932023.01.02 23:17modify190.10130.804131.189131.904
942023.01.02 23:18s/l190.10131.189131.189131.90429.3410415.48
952023.01.02 23:18s/l200.10131.189131.189131.904-0.2310415.25
962023.01.02 23:18s/l210.10131.189131.189131.904-12.5810402.67
972023.01.02 23:18s/l220.10131.189131.189131.904-16.7710385.90
982023.01.13 12:00buy230.10128.7780.0000.000
992023.01.13 12:00modify230.10128.778127.978129.878
1002023.01.13 14:37s/l230.10127.978127.978129.878-62.5110323.39
1012023.04.28 16:00sell240.10135.9950.0000.000
1022023.04.28 16:00modify240.10135.995136.795134.895
1032023.04.30 23:59close at stop240.10136.435136.795134.895-32.2510291.14