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=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 profit238.74Gross profit569.38Gross loss-330.64
Profit factor1.72Expected payoff9.95
Absolute drawdown187.01Maximal drawdown249.84 (2.48%)Relative drawdown2.48% (249.84)
Total trades24Short positions (won %)13 (53.85%)Long positions (won %)11 (45.45%)
Profit trades (% of total)12 (50.00%)Loss trades (% of total)12 (50.00%)
Largestprofit trade107.99loss trade-100.28
Averageprofit trade47.45loss trade-27.55
Maximumconsecutive wins (profit in money)5 (310.49)consecutive losses (loss in money)3 (-54.73)
Maximalconsecutive profit (count of wins)310.49 (5)consecutive loss (count of losses)-111.91 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.14 12:00sell10.10138.8640.0000.000
22022.07.14 12:00modify10.10138.864140.164137.364
32022.07.18 00:59sell20.10138.1820.0000.000
42022.07.18 00:59modify20.10138.182138.339137.364
52022.07.18 00:59modify10.10138.864138.339137.364
62022.07.18 01:37sell30.10138.0390.0000.000
72022.07.18 01:37modify30.10138.039138.489137.364
82022.07.18 01:37sell40.10138.0390.0000.000
92022.07.18 01:37modify40.10138.039138.339137.364
102022.07.18 01:37modify30.10138.039138.339137.364
112022.07.18 03:31s/l10.10138.339138.339137.36435.0110035.01
122022.07.18 03:31s/l20.10138.339138.339137.364-11.3510023.66
132022.07.18 03:31s/l30.10138.339138.339137.364-21.6910001.97
142022.07.18 03:31s/l40.10138.339138.339137.364-21.699980.28
152022.08.02 12:00buy50.10131.0190.0000.000
162022.08.02 12:00modify50.10131.019129.719132.519
172022.08.02 14:40buy60.10131.6970.0000.000
182022.08.02 14:40modify60.10131.697131.544132.519
192022.08.02 14:40modify50.10131.019131.544132.519
202022.08.02 14:54s/l50.10131.544131.544132.51939.9110020.19
212022.08.02 14:54s/l60.10131.544131.544132.519-11.6310008.56
222022.08.29 12:00sell70.10138.5700.0000.000
232022.08.29 12:00modify70.10138.570139.870137.070
242022.09.01 14:00s/l70.10139.870139.870137.070-100.289908.28
252022.09.07 08:00sell80.10143.8990.0000.000
262022.09.07 08:00modify80.10143.899145.199142.399
272022.09.09 03:22sell90.10143.2210.0000.000
282022.09.09 03:22modify90.10143.221143.374142.399
292022.09.09 03:22modify80.10143.899143.374142.399
302022.09.09 03:34s/l80.10143.374143.374142.39930.759939.03
312022.09.09 03:34s/l90.10143.374143.374142.399-10.679928.36
322022.10.27 04:00buy100.10146.1520.0000.000
332022.10.27 04:00modify100.10146.152144.852147.652
342022.10.27 12:08buy110.10146.8320.0000.000
352022.10.27 12:08modify110.10146.832146.677147.652
362022.10.27 12:08modify100.10146.152146.677147.652
372022.10.27 12:18s/l100.10146.677146.677147.65235.799964.15
382022.10.27 12:18s/l110.10146.677146.677147.652-10.579953.58
392022.12.02 04:00buy120.10135.1870.0000.000
402022.12.02 04:00modify120.10135.187133.887136.687
412022.12.02 08:46s/l120.10133.887133.887136.687-97.109856.48
422023.02.02 04:00buy130.10128.6370.0000.000
432023.02.02 04:00modify130.10128.637127.337130.137
442023.02.03 13:30buy140.10129.3130.0000.000
452023.02.03 13:30modify140.10129.313129.162130.137
462023.02.03 13:30modify130.10128.637129.162130.137
472023.02.03 13:30s/l130.10129.162129.162130.13741.829898.30
482023.02.03 13:30s/l140.10129.162129.162130.137-11.699886.61
492023.02.27 04:00sell150.10136.3540.0000.000
502023.02.27 04:00modify150.10136.354137.654134.854
512023.03.01 09:03sell160.10135.6750.0000.000
522023.03.01 09:03modify160.10135.675135.829134.854
532023.03.01 09:03modify150.10136.354135.829134.854
542023.03.01 09:18s/l150.10135.829135.829134.85435.719922.32
552023.03.01 09:18s/l160.10135.829135.829134.854-11.349910.98
562023.03.20 12:00buy170.10131.0790.0000.000
572023.03.20 12:00modify170.10131.079129.779132.579
582023.03.20 14:11buy180.10131.7550.0000.000
592023.03.20 14:11modify180.10131.755131.604132.579
602023.03.20 14:11modify170.10131.079131.604132.579
612023.03.20 14:16s/l170.10131.604131.604132.57939.899950.87
622023.03.20 14:16s/l180.10131.604131.604132.579-11.479939.40
632023.05.01 08:00sell190.10136.7160.0000.000
642023.05.01 08:00modify190.10136.716138.016135.216
652023.05.03 01:57sell200.10136.0360.0000.000
662023.05.03 01:57modify200.10136.036136.191135.216
672023.05.03 01:57modify190.10136.716136.191135.216
682023.05.03 05:37sell210.10135.8890.0000.000
692023.05.03 05:37modify210.10135.889136.341135.216
702023.05.03 05:37sell220.10135.8890.0000.000
712023.05.03 05:37modify220.10135.889136.191135.216
722023.05.03 05:37modify210.10135.889136.191135.216
732023.05.03 14:39t/p190.10135.216136.191135.216107.9910047.39
742023.05.03 14:39t/p200.10135.216136.191135.21660.6410108.03
752023.05.03 14:39t/p210.10135.216136.191135.21649.7710157.80
762023.05.03 14:39t/p220.10135.216136.191135.21649.7710207.57
772023.05.04 08:00buy230.10134.7010.0000.000
782023.05.04 08:00modify230.10134.701133.401136.201
792023.05.09 13:17buy240.10135.3770.0000.000
802023.05.09 13:17modify240.10135.377135.226136.201
812023.05.09 13:17modify230.10134.701135.226136.201
822023.05.09 13:24s/l230.10135.226135.226136.20142.3210249.90
832023.05.09 13:24s/l240.10135.226135.226136.201-11.1610238.74