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=1; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 profit1270.51Gross profit1337.86Gross loss-67.35
Profit factor19.87Expected payoff40.98
Absolute drawdown49.21Maximal drawdown158.83 (1.56%)Relative drawdown1.56% (158.83)
Total trades31Short positions (won %)14 (85.71%)Long positions (won %)17 (88.24%)
Profit trades (% of total)27 (87.10%)Loss trades (% of total)4 (12.90%)
Largestprofit trade91.54loss trade-26.69
Averageprofit trade49.55loss trade-16.84
Maximumconsecutive wins (profit in money)16 (852.25)consecutive losses (loss in money)1 (-26.69)
Maximalconsecutive profit (count of wins)852.25 (16)consecutive loss (count of losses)-26.69 (1)
Averageconsecutive wins7consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.08 12:00sell10.10133.9820.0000.000
22022.06.08 12:00modify10.10133.982135.382132.782
32022.06.09 08:15sell20.10133.3810.0000.000
42022.06.09 08:15modify20.10133.381133.562132.782
52022.06.09 08:15modify10.10133.982133.562132.782
62022.06.09 08:20s/l10.10133.562133.562132.78227.0310027.03
72022.06.09 08:20s/l20.10133.562133.562132.782-13.5510013.48
82022.07.14 08:00sell30.10139.0970.0000.000
92022.07.14 08:00modify30.10139.097140.497137.897
102022.07.15 06:40sell40.10138.6650.0000.000
112022.07.15 06:40modify40.10138.665139.037137.897
122022.07.15 06:40modify30.10139.097139.037137.897
132022.07.15 15:40sell50.10138.4680.0000.000
142022.07.15 15:40modify50.10138.468138.677137.897
152022.07.15 15:40modify40.10138.665138.677137.897
162022.07.15 15:40modify30.10139.097138.677137.897
172022.07.18 06:20sell60.10138.2520.0000.000
182022.07.18 06:20modify60.10138.252138.617137.897
192022.07.18 06:20modify50.10138.468138.617137.897
202022.07.18 06:20modify40.10138.665138.617137.897
212022.07.18 06:20modify30.10139.097138.617137.897
222022.07.19 06:30t/p30.10137.897138.617137.89782.6410096.13
232022.07.19 06:30t/p40.10137.897138.617137.89752.7710148.90
242022.07.19 06:30t/p50.10137.897138.617137.89738.4810187.38
252022.07.19 06:30t/p60.10137.897138.617137.89724.2810211.67
262022.07.29 04:00buy70.10133.1960.0000.000
272022.07.29 04:00modify70.10133.196131.796134.396
282022.07.29 12:10buy80.10133.6170.0000.000
292022.07.29 12:10modify80.10133.617133.256134.396
302022.07.29 12:10modify70.10133.196133.256134.396
312022.07.29 12:30buy90.10134.0540.0000.000
322022.07.29 12:30modify90.10134.054133.676134.396
332022.07.29 12:30modify80.10133.617133.676134.396
342022.07.29 12:30modify70.10133.196133.676134.396
352022.07.29 13:30t/p70.10134.396133.676134.39689.2610300.93
362022.07.29 13:30t/p80.10134.396133.676134.39657.9510358.88
372022.07.29 13:30t/p90.10134.396133.676134.39625.4410384.32
382022.08.02 04:00buy100.10130.8700.0000.000
392022.08.02 04:00modify100.10130.870129.470132.070
402022.08.02 13:30buy110.10131.3040.0000.000
412022.08.02 13:30modify110.10131.304130.930132.070
422022.08.02 13:30modify100.10130.870130.930132.070
432022.08.02 15:30t/p100.10132.070130.930132.07090.7810475.10
442022.08.02 15:30t/p110.10132.070130.930132.07057.9510533.05
452022.09.07 12:00sell120.10144.9630.0000.000
462022.09.07 12:00modify120.10144.963146.363143.763
472022.09.07 15:10sell130.10144.5200.0000.000
482022.09.07 15:10modify130.10144.520144.903143.763
492022.09.07 15:10modify120.10144.963144.903143.763
502022.09.07 16:20sell140.10144.3360.0000.000
512022.09.07 16:20modify140.10144.336144.543143.763
522022.09.07 16:20modify130.10144.520144.543143.763
532022.09.07 16:20modify120.10144.963144.543143.763
542022.09.07 18:45sell150.10144.1060.0000.000
552022.09.07 18:45modify150.10144.106144.483143.763
562022.09.07 18:45modify140.10144.336144.483143.763
572022.09.07 18:45modify130.10144.520144.483143.763
582022.09.07 18:45modify120.10144.963144.483143.763
592022.09.07 19:40t/p120.10143.763144.483143.76383.5110616.56
602022.09.07 19:40t/p130.10143.763144.483143.76352.6810669.24
612022.09.07 19:40t/p140.10143.763144.483143.76339.8810709.12
622022.09.07 19:40t/p150.10143.763144.483143.76323.8710732.99
632022.10.21 12:00sell160.10151.5160.0000.000
642022.10.21 12:00modify160.10151.516152.916150.316
652022.10.21 14:20sell170.10150.6630.0000.000
662022.10.21 14:20modify170.10150.663151.036150.316
672022.10.21 14:20modify160.10151.516151.036150.316
682022.10.21 14:30t/p160.10150.316151.036150.31680.0210813.01
692022.10.21 14:30t/p170.10150.316151.036150.31623.1410836.15
702022.11.10 16:00buy180.10141.6060.0000.000
712022.11.10 16:00modify180.10141.606140.206142.806
722022.11.10 17:50buy190.10142.2220.0000.000
732022.11.10 17:50modify190.10142.222142.026142.806
742022.11.10 17:50modify180.10141.606142.026142.806
752022.11.10 18:40s/l180.10142.026142.026142.80629.5910865.74
762022.11.10 18:40s/l190.10142.026142.026142.806-13.8110851.93
772022.11.11 12:00buy200.10139.5220.0000.000
782022.11.11 12:00modify200.10139.522138.122140.722
792022.11.14 09:50buy210.10140.3840.0000.000
802022.11.14 09:50modify210.10140.384140.002140.722
812022.11.14 09:50modify200.10139.522140.002140.722
822022.11.14 10:40t/p200.10140.722140.002140.72286.4310938.36
832022.11.14 10:40t/p210.10140.722140.002140.72224.0210962.38
842022.12.02 12:00buy220.10134.0310.0000.000
852022.12.02 12:00modify220.10134.031132.631135.231
862022.12.02 13:30t/p220.10135.231132.631135.23188.6011050.98
872023.01.03 04:00buy230.10129.8110.0000.000
882023.01.03 04:00modify230.10129.811128.411131.011
892023.01.03 07:50buy240.10130.2350.0000.000
902023.01.03 07:50modify240.10130.235129.871131.011
912023.01.03 07:50modify230.10129.811129.871131.011
922023.01.03 09:45buy250.10130.4290.0000.000
932023.01.03 09:45modify250.10130.429130.231131.011
942023.01.03 09:45modify240.10130.235130.231131.011
952023.01.03 09:45modify230.10129.811130.231131.011
962023.01.03 10:30buy260.10130.6610.0000.000
972023.01.03 10:30modify260.10130.661130.291131.011
982023.01.03 10:30modify250.10130.429130.291131.011
992023.01.03 10:30modify240.10130.235130.291131.011
1002023.01.03 10:30modify230.10129.811130.291131.011
1012023.01.03 12:30t/p230.10131.011130.291131.01191.5411142.52
1022023.01.03 12:30t/p240.10131.011130.291131.01159.1911201.71
1032023.01.03 12:30t/p250.10131.011130.291131.01144.3911246.10
1042023.01.03 12:30t/p260.10131.011130.291131.01126.7011272.80
1052023.01.13 16:00buy270.10127.5370.0000.000
1062023.01.13 16:00modify270.10127.537126.137128.737
1072023.01.13 16:50buy280.10127.9620.0000.000
1082023.01.13 16:50modify280.10127.962127.597128.737
1092023.01.13 16:50modify270.10127.537127.597128.737
1102023.01.15 23:46buy290.10128.1420.0000.000
1112023.01.15 23:46modify290.10128.142127.957128.737
1122023.01.15 23:46modify280.10127.962127.957128.737
1132023.01.15 23:46modify270.10127.537127.957128.737
1142023.01.16 00:30s/l270.10127.957127.957128.73733.9911306.79
1152023.01.16 00:30s/l280.10127.957127.957128.7370.7711307.57
1162023.01.16 00:30s/l290.10127.957127.957128.737-13.3011294.27
1172023.02.24 16:00sell300.10136.3910.0000.000
1182023.02.24 16:00modify300.10136.391137.791135.191
1192023.02.27 13:50sell310.10135.9670.0000.000
1202023.02.27 13:50modify310.10135.967136.331135.191
1212023.02.27 13:50modify300.10136.391136.331135.191
1222023.02.27 23:40s/l300.10136.331136.331135.1912.9311297.20
1232023.02.27 23:40s/l310.10136.331136.331135.191-26.6911270.51