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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1917Ticks modelled45949938Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit729.47Gross profit1723.53Gross loss-994.06
Profit factor1.73Expected payoff11.96
Absolute drawdown11.94Maximal drawdown487.11 (4.65%)Relative drawdown4.65% (487.11)
Total trades61Short positions (won %)31 (51.61%)Long positions (won %)30 (46.67%)
Profit trades (% of total)30 (49.18%)Loss trades (% of total)31 (50.82%)
Largestprofit trade118.57loss trade-40.83
Averageprofit trade57.45loss trade-32.07
Maximumconsecutive wins (profit in money)8 (538.38)consecutive losses (loss in money)6 (-175.79)
Maximalconsecutive profit (count of wins)538.38 (8)consecutive loss (count of losses)-175.79 (6)
Averageconsecutive wins3consecutive losses3
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 22:35buy20.10132.4490.0000.000
42022.06.16 22:35modify20.10132.449131.773133.198
52022.06.16 22:35buy30.10132.4490.0000.000
62022.06.16 22:35modify30.10132.449132.073133.198
72022.06.16 22:35modify10.10131.698132.073133.198
82022.06.16 22:35modify20.10132.449132.073133.198
92022.06.17 00:13buy40.10132.7500.0000.000
102022.06.17 00:13modify40.10132.750132.223133.198
112022.06.17 00:13modify30.10132.449132.223133.198
122022.06.17 00:13modify20.10132.449132.223133.198
132022.06.17 00:13modify10.10131.698132.223133.198
142022.06.17 00:55t/p10.10133.198132.223133.198113.7710113.77
152022.06.17 00:55t/p20.10133.198132.223133.19857.3910171.17
162022.06.17 00:55t/p30.10133.198132.223133.19857.3910228.56
172022.06.17 00:55t/p40.10133.198132.223133.19833.6310262.19
182022.06.17 16:00sell50.10135.1600.0000.000
192022.06.17 16:00modify50.10135.160135.660133.660
202022.06.21 10:56s/l50.10135.660135.660133.660-39.7910222.40
212022.07.14 08:00sell60.10139.0970.0000.000
222022.07.14 08:00modify60.10139.097139.597137.597
232022.07.17 23:42sell70.10138.3420.0000.000
242022.07.17 23:42modify70.10138.342139.022137.597
252022.07.17 23:42sell80.10138.3420.0000.000
262022.07.17 23:42modify80.10138.342138.722137.597
272022.07.17 23:42modify60.10139.097138.722137.597
282022.07.17 23:42modify70.10138.342138.722137.597
292022.07.18 01:37sell90.10138.0470.0000.000
302022.07.18 01:37modify90.10138.047138.572137.597
312022.07.18 01:37modify80.10138.342138.572137.597
322022.07.18 01:37modify70.10138.342138.572137.597
332022.07.18 01:37modify60.10139.097138.572137.597
342022.07.19 10:05t/p60.10137.597138.572137.597104.6110327.02
352022.07.19 10:05t/p70.10137.597138.572137.59751.2110378.23
362022.07.19 10:05t/p80.10137.597138.572137.59751.2110429.44
372022.07.19 10:05t/p90.10137.597138.572137.59731.2410460.69
382022.07.28 16:00buy100.10134.4720.0000.000
392022.07.28 16:00modify100.10134.472133.972135.972
402022.07.29 03:11s/l100.10133.972133.972135.972-36.1610424.53
412022.07.29 04:00buy110.10133.1960.0000.000
422022.07.29 04:00modify110.10133.196132.696134.696
432022.07.29 06:25s/l110.10132.696132.696134.696-37.6810386.85
442022.08.03 16:00sell120.10134.1990.0000.000
452022.08.03 16:00modify120.10134.199134.699132.699
462022.08.04 01:16sell130.10133.4480.0000.000
472022.08.04 01:16modify130.10133.448134.124132.699
482022.08.04 01:16sell140.10133.4480.0000.000
492022.08.04 01:16modify140.10133.448133.824132.699
502022.08.04 01:16modify120.10134.199133.824132.699
512022.08.04 01:16modify130.10133.448133.824132.699
522022.08.04 01:41s/l120.10133.824133.824132.69923.6110410.46
532022.08.04 01:41s/l130.10133.824133.824132.699-28.1010382.36
542022.08.04 01:41s/l140.10133.824133.824132.699-28.1010354.26
552022.08.05 16:00sell150.10135.3020.0000.000
562022.08.05 16:00modify150.10135.302135.802133.802
572022.08.08 13:53sell160.10134.5520.0000.000
582022.08.08 13:53modify160.10134.552135.227133.802
592022.08.08 13:53sell170.10134.5520.0000.000
602022.08.08 13:53modify170.10134.552134.927133.802
612022.08.08 13:53modify150.10135.302134.927133.802
622022.08.08 13:53modify160.10134.552134.927133.802
632022.08.08 19:11s/l150.10134.927134.927133.80226.3210380.59
642022.08.08 19:11s/l160.10134.927134.927133.802-27.7910352.80
652022.08.08 19:11s/l170.10134.927134.927133.802-27.7910325.01
662022.08.10 16:00buy180.10132.6010.0000.000
672022.08.10 16:00modify180.10132.601132.101134.101
682022.08.11 12:14s/l180.10132.101132.101134.101-34.3610290.65
692022.09.06 16:00sell190.10142.9470.0000.000
702022.09.06 16:00modify190.10142.947143.447141.447
712022.09.06 22:51s/l190.10143.447143.447141.447-34.8610255.79
722022.09.07 04:00sell200.10143.9990.0000.000
732022.09.07 04:00modify200.10143.999144.499142.499
742022.09.07 10:32s/l200.10144.499144.499142.499-34.6010221.19
752022.09.07 12:00sell210.10144.9630.0000.000
762022.09.07 12:00modify210.10144.963145.463143.463
772022.09.07 16:42sell220.10144.2130.0000.000
782022.09.07 16:42modify220.10144.213144.888143.463
792022.09.07 16:42sell230.10144.2130.0000.000
802022.09.07 16:42modify230.10144.213144.588143.463
812022.09.07 16:42modify210.10144.963144.588143.463
822022.09.07 16:42modify220.10144.213144.588143.463
832022.09.07 17:22sell240.10143.9120.0000.000
842022.09.07 17:22modify240.10143.912144.438143.463
852022.09.07 17:22modify230.10144.213144.438143.463
862022.09.07 17:22modify220.10144.213144.438143.463
872022.09.07 17:22modify210.10144.963144.438143.463
882022.09.08 00:37s/l210.10144.438144.438143.46331.9410253.13
892022.09.08 00:37s/l220.10144.438144.438143.463-19.9910233.15
902022.09.08 00:37s/l230.10144.438144.438143.463-19.9910213.16
912022.09.08 00:37s/l240.10144.438144.438143.463-40.8310172.33
922022.09.22 12:00buy250.10141.2830.0000.000
932022.09.22 12:00modify250.10141.283140.783142.783
942022.09.22 12:14s/l250.10140.783140.783142.783-35.5310136.80
952022.10.21 16:00buy260.10146.3420.0000.000
962022.10.21 16:00modify260.10146.342145.842147.842
972022.10.21 16:05buy270.10147.0950.0000.000
982022.10.21 16:05modify270.10147.095146.417147.842
992022.10.21 16:05buy280.10147.0950.0000.000
1002022.10.21 16:05modify280.10147.095146.717147.842
1012022.10.21 16:05modify260.10146.342146.717147.842
1022022.10.21 16:05modify270.10147.095146.717147.842
1032022.10.21 16:06buy290.10147.4020.0000.000
1042022.10.21 16:06modify290.10147.402146.867147.842
1052022.10.21 16:06modify280.10147.095146.867147.842
1062022.10.21 16:06modify270.10147.095146.867147.842
1072022.10.21 16:06modify260.10146.342146.867147.842
1082022.10.21 16:08s/l260.10146.867146.867147.84235.7510172.55
1092022.10.21 16:08s/l270.10146.867146.867147.842-15.5210157.03
1102022.10.21 16:08s/l280.10146.867146.867147.842-15.5210141.51
1112022.10.21 16:08s/l290.10146.867146.867147.842-36.4310105.08
1122022.11.10 16:00buy300.10141.6060.0000.000
1132022.11.10 16:00modify300.10141.606141.106143.106
1142022.11.10 21:02s/l300.10141.106141.106143.106-35.4410069.64
1152022.11.24 04:00buy310.10138.6790.0000.000
1162022.11.24 04:00modify310.10138.679138.179140.179
1172022.11.24 10:12s/l310.10138.179138.179140.179-36.1910033.45
1182022.12.01 04:00buy320.10136.7730.0000.000
1192022.12.01 04:00modify320.10136.773136.273138.273
1202022.12.01 05:19s/l320.10136.273136.273138.273-36.699996.76
1212022.12.02 12:00buy330.10134.0310.0000.000
1222022.12.02 12:00modify330.10134.031133.531135.531
1232022.12.02 13:30buy340.10134.8100.0000.000
1242022.12.02 13:30modify340.10134.810134.106135.531
1252022.12.02 13:30buy350.10134.8100.0000.000
1262022.12.02 13:30modify350.10134.810134.406135.531
1272022.12.02 13:30modify330.10134.031134.406135.531
1282022.12.02 13:30modify340.10134.810134.406135.531
1292022.12.02 13:30buy360.10135.0820.0000.000
1302022.12.02 13:30modify360.10135.082134.556135.531
1312022.12.02 13:30modify350.10134.810134.556135.531
1322022.12.02 13:30modify340.10134.810134.556135.531
1332022.12.02 13:30modify330.10134.031134.556135.531
1342022.12.02 13:31t/p330.10135.531134.556135.531110.6610107.42
1352022.12.02 13:31t/p340.10135.531134.556135.53153.1910160.61
1362022.12.02 13:31t/p350.10135.531134.556135.53153.1910213.80
1372022.12.02 13:31t/p360.10135.531134.556135.53133.1310246.93
1382022.12.13 16:00buy370.10135.2210.0000.000
1392022.12.13 16:00modify370.10135.221134.721136.721
1402022.12.14 10:00s/l370.10134.721134.721136.721-35.9610210.98
1412022.12.15 16:00sell380.10137.6090.0000.000
1422022.12.15 16:00modify380.10137.609138.109136.109
1432022.12.15 17:54s/l380.10138.109138.109136.109-36.2110174.77
1442022.12.20 04:00buy390.10133.4700.0000.000
1452022.12.20 04:00modify390.10133.470132.970134.970
1462022.12.20 05:59s/l390.10132.970132.970134.970-37.6010137.17
1472023.01.05 16:00sell400.10133.8690.0000.000
1482023.01.05 16:00modify400.10133.869134.369132.369
1492023.01.05 17:24sell410.10133.1190.0000.000
1502023.01.05 17:24modify410.10133.119133.794132.369
1512023.01.05 17:24sell420.10133.1190.0000.000
1522023.01.05 17:24modify420.10133.119133.494132.369
1532023.01.05 17:24modify400.10133.869133.494132.369
1542023.01.05 17:24modify410.10133.119133.494132.369
1552023.01.05 23:01s/l400.10133.494133.494132.36928.0910165.26
1562023.01.05 23:01s/l410.10133.494133.494132.369-28.0910137.17
1572023.01.05 23:01s/l420.10133.494133.494132.369-28.0910109.08
1582023.01.12 16:00buy430.10129.8630.0000.000
1592023.01.12 16:00modify430.10129.863129.363131.363
1602023.01.12 17:33s/l430.10129.363129.363131.363-38.6810070.40
1612023.01.13 16:00buy440.10127.5370.0000.000
1622023.01.13 16:00modify440.10127.537127.037129.037
1632023.01.16 08:08buy450.10128.2870.0000.000
1642023.01.16 08:08modify450.10128.287127.612129.037
1652023.01.16 08:08buy460.10128.2870.0000.000
1662023.01.16 08:08modify460.10128.287127.912129.037
1672023.01.16 08:08modify440.10127.537127.912129.037
1682023.01.16 08:08modify450.10128.287127.912129.037
1692023.01.16 08:14buy470.10128.5930.0000.000
1702023.01.16 08:14modify470.10128.593128.062129.037
1712023.01.16 08:14modify460.10128.287128.062129.037
1722023.01.16 08:14modify450.10128.287128.062129.037
1732023.01.16 08:14modify440.10127.537128.062129.037
1742023.01.17 02:31t/p440.10129.037128.062129.037118.5710188.97
1752023.01.17 02:31t/p450.10129.037128.062129.03759.2810248.25
1762023.01.17 02:31t/p460.10129.037128.062129.03759.2810307.53
1772023.01.17 02:31t/p470.10129.037128.062129.03735.5710343.11
1782023.01.18 04:00sell480.10131.1390.0000.000
1792023.01.18 04:00modify480.10131.139131.639129.639
1802023.01.18 07:26sell490.10130.3880.0000.000
1812023.01.18 07:26modify490.10130.388131.064129.639
1822023.01.18 07:26sell500.10130.3880.0000.000
1832023.01.18 07:26modify500.10130.388130.764129.639
1842023.01.18 07:26modify480.10131.139130.764129.639
1852023.01.18 07:26modify490.10130.388130.764129.639
1862023.01.18 07:37sell510.10130.0850.0000.000
1872023.01.18 07:37modify510.10130.085130.614129.639
1882023.01.18 07:37modify500.10130.388130.614129.639
1892023.01.18 07:37modify490.10130.388130.614129.639
1902023.01.18 07:37modify480.10131.139130.614129.639
1912023.01.18 08:23t/p480.10129.639130.614129.639115.7110458.82
1922023.01.18 08:23t/p490.10129.639130.614129.63957.7810516.60
1932023.01.18 08:23t/p500.10129.639130.614129.63957.7810574.38
1942023.01.18 08:23t/p510.10129.639130.614129.63934.4010608.78
1952023.02.03 16:00sell520.10131.0690.0000.000
1962023.02.03 16:00modify520.10131.069131.569129.569
1972023.02.05 22:00s/l520.10131.569131.569129.569-37.7310571.05
1982023.02.06 16:00sell530.10132.8450.0000.000
1992023.02.06 16:00modify530.10132.845133.345131.345
2002023.02.07 06:19sell540.10132.0940.0000.000
2012023.02.07 06:19modify540.10132.094132.770131.345
2022023.02.07 06:19sell550.10132.0940.0000.000
2032023.02.07 06:19modify550.10132.094132.470131.345
2042023.02.07 06:19modify530.10132.845132.470131.345
2052023.02.07 06:19modify540.10132.094132.470131.345
2062023.02.07 08:37sell560.10131.7940.0000.000
2072023.02.07 08:37modify560.10131.794132.320131.345
2082023.02.07 08:37modify550.10132.094132.320131.345
2092023.02.07 08:37modify540.10132.094132.320131.345
2102023.02.07 08:37modify530.10132.845132.320131.345
2112023.02.07 15:56t/p530.10131.345132.320131.345112.7310683.78
2122023.02.07 15:56t/p540.10131.345132.320131.34557.0210740.80
2132023.02.07 15:56t/p550.10131.345132.320131.34557.0210797.82
2142023.02.07 15:56t/p560.10131.345132.320131.34534.1810832.00
2152023.03.10 16:00buy570.10134.3290.0000.000
2162023.03.10 16:00modify570.10134.329133.829135.829
2172023.03.10 16:30buy580.10135.0810.0000.000
2182023.03.10 16:30modify580.10135.081134.404135.829
2192023.03.10 16:30buy590.10135.0810.0000.000
2202023.03.10 16:30modify590.10135.081134.704135.829
2212023.03.10 16:30modify570.10134.329134.704135.829
2222023.03.10 16:30modify580.10135.081134.704135.829
2232023.03.10 17:48s/l570.10134.704134.704135.82927.8410859.84
2242023.03.10 17:48s/l580.10134.704134.704135.829-27.9910831.85
2252023.03.10 17:48s/l590.10134.704134.704135.829-27.9910803.86
2262023.03.13 12:00buy600.10133.1810.0000.000
2272023.03.13 12:00modify600.10133.181132.681134.681
2282023.03.13 12:31s/l600.10132.681132.681134.681-37.6810766.18
2292023.04.28 08:00sell610.10135.7260.0000.000
2302023.04.28 08:00modify610.10135.726136.226134.226
2312023.04.28 12:29s/l610.10136.226136.226134.226-36.7110729.47