Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 modelled79659Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1433.69Gross profit2171.40Gross loss-737.72
Profit factor2.94Expected payoff26.55
Absolute drawdown11.94Maximal drawdown243.17 (2.20%)Relative drawdown2.20% (243.17)
Total trades54Short positions (won %)29 (72.41%)Long positions (won %)25 (48.00%)
Profit trades (% of total)33 (61.11%)Loss trades (% of total)21 (38.89%)
Largestprofit trade118.47loss trade-39.78
Averageprofit trade65.80loss trade-35.13
Maximumconsecutive wins (profit in money)7 (498.24)consecutive losses (loss in money)4 (-133.48)
Maximalconsecutive profit (count of wins)498.24 (7)consecutive loss (count of losses)-133.48 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.16 16:00buy10.10131.6980.0000.000
22022.06.16 16:00modify10.10131.698131.198133.198
32022.06.16 23:45buy20.10132.4640.0000.000
42022.06.16 23:45modify20.10132.464131.773133.198
52022.06.16 23:45buy30.10132.4640.0000.000
62022.06.16 23:45modify30.10132.464132.073133.198
72022.06.16 23:45modify10.10131.698132.073133.198
82022.06.16 23:50modify20.10132.464132.073133.198
92022.06.17 00:40t/p10.10133.198132.073133.198113.7010113.70
102022.06.17 00:40t/p20.10133.198132.073133.19856.2310169.94
112022.06.17 00:40t/p30.10133.198132.073133.19856.2310226.17
122022.06.17 16:00sell40.10135.1600.0000.000
132022.06.17 16:00modify40.10135.160135.660133.660
142022.06.21 10:30s/l40.10135.660135.660133.660-39.7810186.39
152022.07.14 08:00sell50.10139.0970.0000.000
162022.07.14 08:00modify50.10139.097139.597137.597
172022.07.18 01:40sell60.10138.0250.0000.000
182022.07.18 01:40modify60.10138.025138.572137.597
192022.07.18 01:40modify50.10139.097138.572137.597
202022.07.18 03:59sell70.10138.3290.0000.000
212022.07.18 03:59modify70.10138.329139.022137.597
222022.07.18 03:59sell80.10138.3290.0000.000
232022.07.18 03:59modify80.10138.329138.722137.597
242022.07.18 04:00modify80.10138.329138.572137.597
252022.07.18 04:00modify70.10138.329138.572137.597
262022.07.19 10:30t/p50.10137.597138.572137.597104.6210291.02
272022.07.19 10:30t/p60.10137.597138.572137.59729.6410320.66
282022.07.19 10:30t/p70.10137.597138.572137.59751.7310372.39
292022.07.19 10:30t/p80.10137.597138.572137.59751.7310424.12
302022.07.28 16:00buy90.10134.4720.0000.000
312022.07.28 16:00modify90.10134.472133.972135.972
322022.07.29 03:20s/l90.10133.972133.972135.972-36.2010387.93
332022.07.29 04:00buy100.10133.1960.0000.000
342022.07.29 04:00modify100.10133.196132.696134.696
352022.07.29 06:40s/l100.10132.696132.696134.696-37.7310350.20
362022.08.03 16:00sell110.10134.1990.0000.000
372022.08.03 16:00modify110.10134.199134.699132.699
382022.08.04 13:40sell120.10133.4200.0000.000
392022.08.04 13:40modify120.10133.420134.124132.699
402022.08.04 13:40sell130.10133.4200.0000.000
412022.08.04 13:40modify130.10133.420133.824132.699
422022.08.04 13:40modify110.10134.199133.824132.699
432022.08.04 13:45modify120.10133.420133.824132.699
442022.08.04 14:55sell140.10133.1200.0000.000
452022.08.04 14:55modify140.10133.120133.674132.699
462022.08.04 14:55modify130.10133.420133.674132.699
472022.08.04 14:55modify120.10133.420133.674132.699
482022.08.04 14:55modify110.10134.199133.674132.699
492022.08.04 23:30t/p110.10132.699133.674132.699108.6310458.83
502022.08.04 23:30t/p120.10132.699133.674132.69954.3310513.16
512022.08.04 23:30t/p130.10132.699133.674132.69954.3310567.49
522022.08.04 23:30t/p140.10132.699133.674132.69931.7210599.21
532022.08.05 16:00sell150.10135.3020.0000.000
542022.08.05 16:00modify150.10135.302135.802133.802
552022.08.10 12:30t/p150.10133.802135.802133.802107.8810707.10
562022.08.10 16:00buy160.10132.6010.0000.000
572022.08.10 16:00modify160.10132.601132.101134.101
582022.08.11 12:30s/l160.10132.101132.101134.101-34.4010672.70
592022.09.06 16:00sell170.10142.9470.0000.000
602022.09.06 16:00modify170.10142.947143.447141.447
612022.09.06 22:40s/l170.10143.447143.447141.447-34.8110637.89
622022.09.07 04:00sell180.10143.9990.0000.000
632022.09.07 04:00modify180.10143.999144.499142.499
642022.09.07 10:30s/l180.10144.499144.499142.499-34.5810603.31
652022.09.07 12:00sell190.10144.9630.0000.000
662022.09.07 12:00modify190.10144.963145.463143.463
672022.09.07 23:35sell200.10144.1960.0000.000
682022.09.07 23:35modify200.10144.196144.888143.463
692022.09.07 23:35sell210.10144.1960.0000.000
702022.09.07 23:35modify210.10144.196144.588143.463
712022.09.07 23:35modify190.10144.963144.588143.463
722022.09.07 23:40modify200.10144.196144.588143.463
732022.09.08 05:20sell220.10143.9030.0000.000
742022.09.08 05:20modify220.10143.903144.438143.463
752022.09.08 05:20modify210.10144.196144.438143.463
762022.09.08 05:20modify200.10144.196144.438143.463
772022.09.08 05:20modify190.10144.963144.438143.463
782022.09.08 08:15t/p190.10143.463144.438143.463100.1510703.46
792022.09.08 08:15t/p200.10143.463144.438143.46346.6810750.15
802022.09.08 08:15t/p210.10143.463144.438143.46346.6810796.83
812022.09.08 08:15t/p220.10143.463144.438143.46330.6710827.50
822022.09.22 12:00buy230.10141.2830.0000.000
832022.09.22 12:00modify230.10141.283140.783142.783
842022.09.22 12:30s/l230.10140.783140.783142.783-35.5210791.98
852022.10.21 16:00buy240.10146.3420.0000.000
862022.10.21 16:00modify240.10146.342145.842147.842
872022.10.21 16:20buy250.10147.0960.0000.000
882022.10.21 16:20modify250.10147.096146.417147.842
892022.10.21 16:20buy260.10147.0960.0000.000
902022.10.21 16:20modify260.10147.096146.717147.842
912022.10.21 16:20modify240.10146.342146.717147.842
922022.10.21 16:25modify250.10147.096146.717147.842
932022.10.21 16:40t/p240.10147.842146.717147.842101.2610893.24
942022.10.21 16:40t/p250.10147.842146.717147.84250.3610943.60
952022.10.21 16:40t/p260.10147.842146.717147.84250.3610993.96
962022.11.10 16:00buy270.10141.6060.0000.000
972022.11.10 16:00modify270.10141.606141.106143.106
982022.11.10 21:10s/l270.10141.106141.106143.106-35.4410958.52
992022.11.24 04:00buy280.10138.6790.0000.000
1002022.11.24 04:00modify280.10138.679138.179140.179
1012022.11.24 10:40s/l280.10138.179138.179140.179-36.2110922.31
1022022.12.01 04:00buy290.10136.7730.0000.000
1032022.12.01 04:00modify290.10136.773136.273138.273
1042022.12.01 05:40s/l290.10136.273136.273138.273-36.7110885.60
1052022.12.02 12:00buy300.10134.0310.0000.000
1062022.12.02 12:00modify300.10134.031133.531135.531
1072022.12.02 13:40t/p300.10135.531133.531135.531110.3110995.91
1082022.12.13 16:00buy310.10135.2210.0000.000
1092022.12.13 16:00modify310.10135.221134.721136.721
1102022.12.14 10:40s/l310.10134.721134.721136.721-36.0110959.90
1112022.12.15 16:00sell320.10137.6090.0000.000
1122022.12.15 16:00modify320.10137.609138.109136.109
1132022.12.15 17:40s/l320.10138.109138.109136.109-36.1910923.71
1142022.12.20 04:00buy330.10133.4700.0000.000
1152022.12.20 04:00modify330.10133.470132.970134.970
1162022.12.20 05:53s/l330.10132.970132.970134.970-37.6110886.10
1172023.01.05 16:00sell340.10133.8690.0000.000
1182023.01.05 16:00modify340.10133.869134.369132.369
1192023.01.05 17:50sell350.10133.1160.0000.000
1202023.01.05 17:50modify350.10133.116133.794132.369
1212023.01.05 17:50sell360.10133.1160.0000.000
1222023.01.05 17:50modify360.10133.116133.494132.369
1232023.01.05 17:50modify340.10133.869133.494132.369
1242023.01.05 17:55modify350.10133.116133.494132.369
1252023.01.05 23:05s/l340.10133.494133.494132.36928.0810914.18
1262023.01.05 23:05s/l350.10133.494133.494132.369-28.3110885.87
1272023.01.05 23:05s/l360.10133.494133.494132.369-28.3110857.56
1282023.01.12 16:00buy370.10129.8630.0000.000
1292023.01.12 16:00modify370.10129.863129.363131.363
1302023.01.12 17:40s/l370.10129.363129.363131.363-38.7110818.85
1312023.01.13 16:00buy380.10127.5370.0000.000
1322023.01.13 16:00modify380.10127.537127.037129.037
1332023.01.16 11:35buy390.10128.3040.0000.000
1342023.01.16 11:35modify390.10128.304127.612129.037
1352023.01.16 11:35buy400.10128.3040.0000.000
1362023.01.16 11:35modify400.10128.304127.912129.037
1372023.01.16 11:35modify380.10127.537127.912129.037
1382023.01.16 11:40modify390.10128.304127.912129.037
1392023.01.16 13:15buy410.10128.5900.0000.000
1402023.01.16 13:15modify410.10128.590128.062129.037
1412023.01.16 13:15modify400.10128.304128.062129.037
1422023.01.16 13:15modify390.10128.304128.062129.037
1432023.01.16 13:15modify380.10127.537128.062129.037
1442023.01.17 02:40t/p380.10129.037128.062129.037118.4710937.32
1452023.01.17 02:40t/p390.10129.037128.062129.03757.9110995.24
1462023.01.17 02:40t/p400.10129.037128.062129.03757.9111053.15
1472023.01.17 02:40t/p410.10129.037128.062129.03735.7711088.92
1482023.01.18 04:00sell420.10131.1390.0000.000
1492023.01.18 04:00modify420.10131.139131.639129.639
1502023.01.18 07:30sell430.10130.3680.0000.000
1512023.01.18 07:30modify430.10130.368131.064129.639
1522023.01.18 07:30sell440.10130.3680.0000.000
1532023.01.18 07:30modify440.10130.368130.764129.639
1542023.01.18 07:30modify420.10131.139130.764129.639
1552023.01.18 07:35modify430.10130.368130.764129.639
1562023.01.18 08:40t/p420.10129.639130.764129.639115.7111204.63
1572023.01.18 08:40t/p430.10129.639130.764129.63956.2311260.86
1582023.01.18 08:40t/p440.10129.639130.764129.63956.2311317.09
1592023.02.03 16:00sell450.10131.0690.0000.000
1602023.02.03 16:00modify450.10131.069131.569129.569
1612023.02.05 22:00s/l450.10131.569131.569129.569-37.7311279.36
1622023.02.06 16:00sell460.10132.8450.0000.000
1632023.02.06 16:00modify460.10132.845133.345131.345
1642023.02.07 07:00sell470.10132.0950.0000.000
1652023.02.07 07:00modify470.10132.095132.770131.345
1662023.02.07 07:00sell480.10132.0950.0000.000
1672023.02.07 07:00modify480.10132.095132.470131.345
1682023.02.07 07:00modify460.10132.845132.470131.345
1692023.02.07 07:05modify470.10132.095132.470131.345
1702023.02.07 09:30sell490.10131.7760.0000.000
1712023.02.07 09:30modify490.10131.776132.320131.345
1722023.02.07 09:30modify480.10132.095132.320131.345
1732023.02.07 09:30modify470.10132.095132.320131.345
1742023.02.07 09:30modify460.10132.845132.320131.345
1752023.02.07 15:40t/p460.10131.345132.320131.345112.8211392.19
1762023.02.07 15:40t/p470.10131.345132.320131.34557.1411449.33
1772023.02.07 15:40t/p480.10131.345132.320131.34557.1411506.47
1782023.02.07 15:40t/p490.10131.345132.320131.34532.8411539.31
1792023.03.10 16:00buy500.10134.3290.0000.000
1802023.03.10 16:00modify500.10134.329133.829135.829
1812023.03.10 17:15buy510.10135.1020.0000.000
1822023.03.10 17:15modify510.10135.102134.404135.829
1832023.03.10 17:15buy520.10135.1020.0000.000
1842023.03.10 17:15modify520.10135.102134.704135.829
1852023.03.10 17:15modify500.10134.329134.704135.829
1862023.03.10 17:20modify510.10135.102134.704135.829
1872023.03.10 17:40s/l500.10134.704134.704135.82927.8611567.17
1882023.03.10 17:40s/l510.10134.704134.704135.829-29.5611537.61
1892023.03.10 17:40s/l520.10134.704134.704135.829-29.5611508.05
1902023.03.13 12:00buy530.10133.1810.0000.000
1912023.03.13 12:00modify530.10133.181132.681134.681
1922023.03.13 12:30s/l530.10132.681132.681134.681-37.7011470.35
1932023.04.28 08:00sell540.10135.7260.0000.000
1942023.04.28 08:00modify540.10135.726136.226134.226
1952023.04.28 12:05s/l540.10136.226136.226134.226-36.6611433.69