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=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 test1912Ticks modelled44305475Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1025.35Gross profit1156.23Gross loss-130.88
Profit factor8.83Expected payoff27.71
Absolute drawdown60.39Maximal drawdown197.58 (1.79%)Relative drawdown1.79% (197.58)
Total trades37Short positions (won %)12 (41.67%)Long positions (won %)25 (84.00%)
Profit trades (% of total)26 (70.27%)Loss trades (% of total)11 (29.73%)
Largestprofit trade91.59loss trade-26.92
Averageprofit trade44.47loss trade-11.90
Maximumconsecutive wins (profit in money)12 (619.44)consecutive losses (loss in money)2 (-13.55)
Maximalconsecutive profit (count of wins)619.44 (12)consecutive loss (count of losses)-26.92 (1)
Averageconsecutive wins4consecutive losses2
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 07:20sell20.10133.5610.0000.000
42022.06.09 07:20modify20.10133.561133.922132.782
52022.06.09 07:20modify10.10133.982133.922132.782
62022.06.09 08:14sell30.10133.3820.0000.000
72022.06.09 08:14modify30.10133.382133.562132.782
82022.06.09 08:14modify20.10133.561133.562132.782
92022.06.09 08:14modify10.10133.982133.562132.782
102022.06.09 08:20s/l10.10133.562133.562132.78227.0410027.04
112022.06.09 08:20s/l20.10133.562133.562132.782-0.0710026.97
122022.06.09 08:20s/l30.10133.562133.562132.782-13.4810013.49
132022.07.14 08:00sell40.10139.0970.0000.000
142022.07.14 08:00modify40.10139.097140.497137.897
152022.07.14 09:27sell50.10138.6770.0000.000
162022.07.14 09:27modify50.10138.677139.037137.897
172022.07.14 09:27modify40.10139.097139.037137.897
182022.07.14 10:57s/l40.10139.037139.037137.8974.3110017.80
192022.07.14 10:57s/l50.10139.037139.037137.897-25.899991.91
202022.07.29 04:00buy60.10133.1960.0000.000
212022.07.29 04:00modify60.10133.196131.796134.396
222022.07.29 12:03buy70.10133.6210.0000.000
232022.07.29 12:03modify70.10133.621133.256134.396
242022.07.29 12:03modify60.10133.196133.256134.396
252022.07.29 12:12buy80.10133.7970.0000.000
262022.07.29 12:12modify80.10133.797133.616134.396
272022.07.29 12:12modify70.10133.621133.616134.396
282022.07.29 12:12modify60.10133.196133.616134.396
292022.07.29 12:30buy90.10134.0450.0000.000
302022.07.29 12:30modify90.10134.045133.676134.396
312022.07.29 12:30modify80.10133.797133.676134.396
322022.07.29 12:30modify70.10133.621133.676134.396
332022.07.29 12:30modify60.10133.196133.676134.396
342022.07.29 13:13t/p60.10134.396133.676134.39689.2810081.19
352022.07.29 13:13t/p70.10134.396133.676134.39657.6610138.85
362022.07.29 13:13t/p80.10134.396133.676134.39644.5610183.41
372022.07.29 13:13t/p90.10134.396133.676134.39626.1110209.52
382022.08.02 04:00buy100.10130.8700.0000.000
392022.08.02 04:00modify100.10130.870129.470132.070
402022.08.02 13:28buy110.10131.2910.0000.000
412022.08.02 13:28modify110.10131.291130.930132.070
422022.08.02 13:28modify100.10130.870130.930132.070
432022.08.02 13:49buy120.10131.4710.0000.000
442022.08.02 13:49modify120.10131.471131.290132.070
452022.08.02 13:49modify110.10131.291131.290132.070
462022.08.02 13:49modify100.10130.870131.290132.070
472022.08.02 14:40buy130.10131.7120.0000.000
482022.08.02 14:40modify130.10131.712131.350132.070
492022.08.02 14:40modify120.10131.471131.350132.070
502022.08.02 14:40modify110.10131.291131.350132.070
512022.08.02 14:40modify100.10130.870131.350132.070
522022.08.02 15:44t/p100.10132.070131.350132.07090.8610300.38
532022.08.02 15:44t/p110.10132.070131.350132.07058.9810359.36
542022.08.02 15:44t/p120.10132.070131.350132.07045.3510404.71
552022.08.02 15:44t/p130.10132.070131.350132.07027.1110431.82
562022.09.07 12:00sell140.10144.9630.0000.000
572022.09.07 12:00modify140.10144.963146.363143.763
582022.09.07 14:30sell150.10144.5410.0000.000
592022.09.07 14:30modify150.10144.541144.903143.763
602022.09.07 14:30modify140.10144.963144.903143.763
612022.09.07 14:32sell160.10144.3620.0000.000
622022.09.07 14:32modify160.10144.362144.543143.763
632022.09.07 14:32modify150.10144.541144.543143.763
642022.09.07 14:32modify140.10144.963144.543143.763
652022.09.07 14:58s/l140.10144.543144.543143.76329.0610460.88
662022.09.07 14:58s/l150.10144.543144.543143.763-0.1410460.74
672022.09.07 14:58s/l160.10144.543144.543143.763-12.5210448.22
682022.10.21 12:00sell170.10151.5160.0000.000
692022.10.21 12:00modify170.10151.516152.916150.316
702022.10.21 12:58sell180.10151.0920.0000.000
712022.10.21 12:58modify180.10151.092151.456150.316
722022.10.21 12:58modify170.10151.516151.456150.316
732022.10.21 12:59s/l170.10151.456151.456150.3163.9610452.18
742022.10.21 12:59s/l180.10151.456151.456150.316-24.0310428.15
752022.11.10 16:00buy190.10141.6060.0000.000
762022.11.10 16:00modify190.10141.606140.206142.806
772022.11.10 16:18buy200.10142.0320.0000.000
782022.11.10 16:18modify200.10142.032141.666142.806
792022.11.10 16:18modify190.10141.606141.666142.806
802022.11.10 17:40buy210.10142.2100.0000.000
812022.11.10 17:40modify210.10142.210142.026142.806
822022.11.10 17:40modify200.10142.032142.026142.806
832022.11.10 17:40modify190.10141.606142.026142.806
842022.11.10 17:57s/l190.10142.026142.026142.80629.5710457.72
852022.11.10 17:57s/l200.10142.026142.026142.806-0.4210457.30
862022.11.10 17:57s/l210.10142.026142.026142.806-12.9610444.34
872022.11.11 12:00buy220.10139.5220.0000.000
882022.11.11 12:00modify220.10139.522138.122140.722
892022.11.14 09:02buy230.10139.9450.0000.000
902022.11.14 09:02modify230.10139.945139.582140.722
912022.11.14 09:02modify220.10139.522139.582140.722
922022.11.14 09:04buy240.10140.1320.0000.000
932022.11.14 09:04modify240.10140.132139.942140.722
942022.11.14 09:04modify230.10139.945139.942140.722
952022.11.14 09:04modify220.10139.522139.942140.722
962022.11.14 09:09buy250.10140.3660.0000.000
972022.11.14 09:09modify250.10140.366140.002140.722
982022.11.14 09:09modify240.10140.132140.002140.722
992022.11.14 09:09modify230.10139.945140.002140.722
1002022.11.14 09:09modify220.10139.522140.002140.722
1012022.11.14 10:44t/p220.10140.722140.002140.72286.4310530.78
1022022.11.14 10:44t/p230.10140.722140.002140.72255.2210586.00
1032022.11.14 10:44t/p240.10140.722140.002140.72241.9310627.93
1042022.11.14 10:44t/p250.10140.722140.002140.72225.3010653.23
1052022.12.02 12:00buy260.10134.0310.0000.000
1062022.12.02 12:00modify260.10134.031132.631135.231
1072022.12.02 13:30buy270.10134.6580.0000.000
1082022.12.02 13:30modify270.10134.658134.451135.231
1092022.12.02 13:30modify260.10134.031134.451135.231
1102022.12.02 13:30buy280.10134.8910.0000.000
1112022.12.02 13:30modify280.10134.891134.511135.231
1122022.12.02 13:30modify270.10134.658134.511135.231
1132022.12.02 13:30modify260.10134.031134.511135.231
1142022.12.02 13:30t/p260.10135.231134.511135.23188.7310741.96
1152022.12.02 13:30t/p270.10135.231134.511135.23142.3710784.33
1162022.12.02 13:30t/p280.10135.231134.511135.23125.1410809.47
1172023.01.03 04:00buy290.10129.8110.0000.000
1182023.01.03 04:00modify290.10129.811128.411131.011
1192023.01.03 07:50buy300.10130.2490.0000.000
1202023.01.03 07:50modify300.10130.249129.871131.011
1212023.01.03 07:50modify290.10129.811129.871131.011
1222023.01.03 08:05buy310.10130.4150.0000.000
1232023.01.03 08:05modify310.10130.415130.231131.011
1242023.01.03 08:05modify300.10130.249130.231131.011
1252023.01.03 08:05modify290.10129.811130.231131.011
1262023.01.03 08:18buy320.10130.6670.0000.000
1272023.01.03 08:18modify320.10130.667130.291131.011
1282023.01.03 08:18modify310.10130.415130.291131.011
1292023.01.03 08:18modify300.10130.249130.291131.011
1302023.01.03 08:18modify290.10129.811130.291131.011
1312023.01.03 12:02t/p290.10131.011130.291131.01191.5910901.06
1322023.01.03 12:02t/p300.10131.011130.291131.01158.1610959.22
1332023.01.03 12:02t/p310.10131.011130.291131.01145.4911004.71
1342023.01.03 12:02t/p320.10131.011130.291131.01126.2511030.96
1352023.01.13 16:00buy330.10127.5370.0000.000
1362023.01.13 16:00modify330.10127.537126.137128.737
1372023.01.13 16:44buy340.10127.9600.0000.000
1382023.01.13 16:44modify340.10127.960127.597128.737
1392023.01.13 16:44modify330.10127.537127.597128.737
1402023.01.15 23:22buy350.10128.1390.0000.000
1412023.01.15 23:22modify350.10128.139127.957128.737
1422023.01.15 23:22modify340.10127.960127.957128.737
1432023.01.15 23:22modify330.10127.537127.957128.737
1442023.01.15 23:35s/l330.10127.957127.957128.73732.8311063.79
1452023.01.15 23:35s/l340.10127.957127.957128.737-0.2311063.56
1462023.01.15 23:35s/l350.10127.957127.957128.737-14.2211049.34
1472023.02.24 16:00sell360.10136.3910.0000.000
1482023.02.24 16:00modify360.10136.391137.791135.191
1492023.02.27 13:47sell370.10135.9640.0000.000
1502023.02.27 13:47modify370.10135.964136.331135.191
1512023.02.27 13:47modify360.10136.391136.331135.191
1522023.02.27 23:57s/l360.10136.331136.331135.1912.9311052.27
1532023.02.27 23:57s/l370.10136.331136.331135.191-26.9211025.35