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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 profit389.26Gross profit1273.73Gross loss-884.47
Profit factor1.44Expected payoff7.79
Absolute drawdown175.10Maximal drawdown327.09 (3.15%)Relative drawdown3.15% (327.09)
Total trades50Short positions (won %)28 (60.71%)Long positions (won %)22 (27.27%)
Profit trades (% of total)23 (46.00%)Loss trades (% of total)27 (54.00%)
Largestprofit trade115.71loss trade-78.98
Averageprofit trade55.38loss trade-32.76
Maximumconsecutive wins (profit in money)5 (318.82)consecutive losses (loss in money)4 (-139.87)
Maximalconsecutive profit (count of wins)318.82 (5)consecutive loss (count of losses)-185.46 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.07 04:00sell10.10132.6030.0000.000
22022.06.07 04:00modify10.10132.603133.603131.103
32022.06.08 07:53s/l10.10133.603133.603131.103-76.329923.68
42022.06.16 12:00buy20.10132.8690.0000.000
52022.06.16 12:00modify20.10132.869131.869134.369
62022.06.16 15:43s/l20.10131.869131.869134.369-75.839847.85
72022.07.14 08:00sell30.10139.0970.0000.000
82022.07.14 08:00modify30.10139.097140.097137.597
92022.07.15 14:37sell40.10138.4210.0000.000
102022.07.15 14:37modify40.10138.421138.872137.597
112022.07.15 14:37modify30.10139.097138.872137.597
122022.07.18 00:18sell50.10138.2680.0000.000
132022.07.18 00:18modify50.10138.268138.422137.597
142022.07.18 00:18modify40.10138.421138.422137.597
152022.07.18 00:18modify30.10139.097138.422137.597
162022.07.18 00:59sell60.10138.1960.0000.000
172022.07.18 00:59modify60.10138.196138.572137.597
182022.07.18 00:59modify50.10138.268138.572137.597
192022.07.18 00:59modify40.10138.421138.572137.597
202022.07.18 00:59modify30.10139.097138.572137.597
212022.07.19 10:05t/p30.10137.597138.572137.597104.619952.47
222022.07.19 10:05t/p40.10137.597138.572137.59756.9510009.42
232022.07.19 10:05t/p50.10137.597138.572137.59747.3010056.72
242022.07.19 10:05t/p60.10137.597138.572137.59742.0710098.79
252022.07.28 04:00buy70.10135.3870.0000.000
262022.07.28 04:00modify70.10135.387134.387136.887
272022.07.28 13:19s/l70.10134.387134.387136.887-74.4110024.38
282022.08.02 04:00buy80.10130.8700.0000.000
292022.08.02 04:00modify80.10130.870129.870132.370
302022.08.02 14:04buy90.10131.5490.0000.000
312022.08.02 14:04modify90.10131.549131.095132.370
322022.08.02 14:04modify80.10130.870131.095132.370
332022.08.02 14:40buy100.10131.6970.0000.000
342022.08.02 14:40modify100.10131.697131.545132.370
352022.08.02 14:40modify90.10131.549131.545132.370
362022.08.02 14:40modify80.10130.870131.545132.370
372022.08.02 14:54s/l80.10131.545131.545132.37051.3110075.69
382022.08.02 14:54s/l90.10131.545131.545132.370-0.3010075.39
392022.08.02 14:54s/l100.10131.545131.545132.370-11.5510063.84
402022.08.19 12:00sell110.10137.0220.0000.000
412022.08.19 12:00modify110.10137.022138.022135.522
422022.08.23 14:01sell120.10136.3420.0000.000
432022.08.23 14:01modify120.10136.342136.797135.522
442022.08.23 14:01modify110.10137.022136.797135.522
452022.08.23 14:07sell130.10136.1970.0000.000
462022.08.23 14:07modify130.10136.197136.347135.522
472022.08.23 14:07modify120.10136.342136.347135.522
482022.08.23 14:07modify110.10137.022136.347135.522
492022.08.23 14:10sell140.10136.1210.0000.000
502022.08.23 14:10modify140.10136.121136.497135.522
512022.08.23 14:10modify130.10136.197136.497135.522
522022.08.23 14:10modify120.10136.342136.497135.522
532022.08.23 14:10modify110.10137.022136.497135.522
542022.08.23 14:36s/l110.10136.497136.497135.52235.5210099.36
552022.08.23 14:36s/l120.10136.497136.497135.522-11.3610088.00
562022.08.23 14:36s/l130.10136.497136.497135.522-21.9810066.02
572022.08.23 14:36s/l140.10136.497136.497135.522-27.5510038.47
582022.08.29 04:00sell150.10138.5780.0000.000
592022.08.29 04:00modify150.10138.578139.578137.078
602022.09.01 00:19s/l150.10139.578139.578137.078-78.989959.49
612022.09.22 08:00sell160.10145.7740.0000.000
622022.09.22 08:00modify160.10145.774146.774144.274
632022.09.22 08:04sell170.10144.9300.0000.000
642022.09.22 08:04modify170.10144.930145.099144.274
652022.09.22 08:04modify160.10145.774145.099144.274
662022.09.22 08:04t/p160.10144.274145.099144.274104.2010063.69
672022.09.22 08:04t/p170.10144.274145.099144.27445.5710109.26
682022.10.27 08:00buy180.10145.7450.0000.000
692022.10.27 08:00modify180.10145.745144.745147.245
702022.10.27 09:33buy190.10146.4210.0000.000
712022.10.27 09:33modify190.10146.421145.970147.245
722022.10.27 09:33modify180.10145.745145.970147.245
732022.10.27 11:06buy200.10146.5710.0000.000
742022.10.27 11:06modify200.10146.571146.420147.245
752022.10.27 11:06modify190.10146.421146.420147.245
762022.10.27 11:06modify180.10145.745146.420147.245
772022.10.27 11:14s/l180.10146.420146.420147.24546.1010155.36
782022.10.27 11:14s/l190.10146.420146.420147.245-0.0710155.29
792022.10.27 11:14s/l200.10146.420146.420147.245-10.3110144.98
802022.11.21 12:00sell210.10141.8700.0000.000
812022.11.21 12:00modify210.10141.870142.870140.370
822022.11.22 09:53sell220.10141.1840.0000.000
832022.11.22 09:53modify220.10141.184141.645140.370
842022.11.22 09:53modify210.10141.870141.645140.370
852022.11.23 00:02sell230.10141.0420.0000.000
862022.11.23 00:02modify230.10141.042141.195140.370
872022.11.23 00:02modify220.10141.184141.195140.370
882022.11.23 00:02modify210.10141.870141.195140.370
892022.11.23 00:05sell240.10140.9700.0000.000
902022.11.23 00:05modify240.10140.970141.345140.370
912022.11.23 00:05modify230.10141.042141.345140.370
922022.11.23 00:05modify220.10141.184141.345140.370
932022.11.23 00:05modify210.10141.870141.345140.370
942022.11.23 01:21s/l210.10141.345141.345140.37034.2010179.18
952022.11.23 01:21s/l220.10141.345141.345140.370-12.8610166.33
962022.11.23 01:21s/l230.10141.345141.345140.370-21.4410144.89
972022.11.23 01:21s/l240.10141.345141.345140.370-26.5310118.36
982022.12.14 12:00buy250.10134.9750.0000.000
992022.12.14 12:00modify250.10134.975133.975136.475
1002022.12.14 19:00buy260.10135.6530.0000.000
1012022.12.14 19:00modify260.10135.653135.200136.475
1022022.12.14 19:00modify250.10134.975135.200136.475
1032022.12.14 19:00s/l250.10135.200135.200136.47516.6410135.00
1042022.12.14 19:00s/l260.10135.200135.200136.475-33.5110101.49
1052022.12.20 04:00buy270.10133.4700.0000.000
1062022.12.20 04:00modify270.10133.470132.470134.970
1072022.12.20 07:46s/l270.10132.470132.470134.970-75.4810026.01
1082022.12.30 12:00buy280.10131.7740.0000.000
1092022.12.30 12:00modify280.10131.774130.774133.274
1102023.01.01 22:08s/l280.10130.774130.774133.274-76.479949.54
1112023.01.06 12:00sell290.10134.5270.0000.000
1122023.01.06 12:00modify290.10134.527135.527133.027
1132023.01.06 13:30sell300.10133.8510.0000.000
1142023.01.06 13:30modify300.10133.851134.302133.027
1152023.01.06 13:30modify290.10134.527134.302133.027
1162023.01.06 13:30sell310.10133.6870.0000.000
1172023.01.06 13:30modify310.10133.687133.852133.027
1182023.01.06 13:30modify300.10133.851133.852133.027
1192023.01.06 13:30modify290.10134.527133.852133.027
1202023.01.06 13:30s/l290.10133.852133.852133.02750.429999.96
1212023.01.06 13:30s/l300.10133.852133.852133.027-0.089999.88
1222023.01.06 13:30s/l310.10133.852133.852133.027-12.339987.55
1232023.01.18 04:00sell320.10131.1390.0000.000
1242023.01.18 04:00modify320.10131.139132.139129.639
1252023.01.18 07:26sell330.10130.4590.0000.000
1262023.01.18 07:26modify330.10130.459130.914129.639
1272023.01.18 07:26modify320.10131.139130.914129.639
1282023.01.18 07:26sell340.10130.3110.0000.000
1292023.01.18 07:26modify340.10130.311130.464129.639
1302023.01.18 07:26modify330.10130.459130.464129.639
1312023.01.18 07:26modify320.10131.139130.464129.639
1322023.01.18 07:26sell350.10130.2380.0000.000
1332023.01.18 07:26modify350.10130.238130.614129.639
1342023.01.18 07:26modify340.10130.311130.614129.639
1352023.01.18 07:26modify330.10130.459130.614129.639
1362023.01.18 07:26modify320.10131.139130.614129.639
1372023.01.18 08:23t/p320.10129.639130.614129.639115.7110103.26
1382023.01.18 08:23t/p330.10129.639130.614129.63963.2510166.51
1392023.01.18 08:23t/p340.10129.639130.614129.63951.8410218.35
1402023.01.18 08:23t/p350.10129.639130.614129.63946.2110264.56
1412023.02.02 04:00buy360.10128.6370.0000.000
1422023.02.02 04:00modify360.10128.637127.637130.137
1432023.02.03 13:30buy370.10129.3130.0000.000
1442023.02.03 13:30modify370.10129.313128.862130.137
1452023.02.03 13:30modify360.10128.637128.862130.137
1462023.02.03 13:30buy380.10129.4630.0000.000
1472023.02.03 13:30modify380.10129.463129.312130.137
1482023.02.03 13:30modify370.10129.313129.312130.137
1492023.02.03 13:30modify360.10128.637129.312130.137
1502023.02.03 13:30buy390.10129.5460.0000.000
1512023.02.03 13:30modify390.10129.546129.162130.137
1522023.02.03 13:30modify380.10129.463129.162130.137
1532023.02.03 13:30modify370.10129.313129.162130.137
1542023.02.03 13:30modify360.10128.637129.162130.137
1552023.02.03 13:32s/l360.10129.162129.162130.13741.8110306.37
1562023.02.03 13:32s/l370.10129.162129.162130.137-11.6910294.68
1572023.02.03 13:32s/l380.10129.162129.162130.137-23.3110271.37
1582023.02.03 13:32s/l390.10129.162129.162130.137-29.7310241.64
1592023.03.20 08:00buy400.10131.0780.0000.000
1602023.03.20 08:00modify400.10131.078130.078132.578
1612023.03.20 14:11buy410.10131.7550.0000.000
1622023.03.20 14:11modify410.10131.755131.303132.578
1632023.03.20 14:11modify400.10131.078131.303132.578
1642023.03.20 18:59s/l400.10131.303131.303132.57817.1410258.78
1652023.03.20 18:59s/l410.10131.303131.303132.578-34.4310224.35
1662023.03.23 04:00buy420.10130.6470.0000.000
1672023.03.23 04:00modify420.10130.647129.647132.147
1682023.03.23 09:41buy430.10131.3260.0000.000
1692023.03.23 09:41modify430.10131.326130.872132.147
1702023.03.23 09:41modify420.10130.647130.872132.147
1712023.03.23 12:37buy440.10131.4730.0000.000
1722023.03.23 12:37modify440.10131.473131.322132.147
1732023.03.23 12:37modify430.10131.326131.322132.147
1742023.03.23 12:37modify420.10130.647131.322132.147
1752023.03.23 12:41buy450.10131.5480.0000.000
1762023.03.23 12:41modify450.10131.548131.172132.147
1772023.03.23 12:41modify440.10131.473131.172132.147
1782023.03.23 12:41modify430.10131.326131.172132.147
1792023.03.23 12:41modify420.10130.647131.172132.147
1802023.03.23 13:24s/l420.10131.172131.172132.14740.0210264.37
1812023.03.23 13:24s/l430.10131.172131.172132.147-11.7410252.63
1822023.03.23 13:24s/l440.10131.172131.172132.147-22.9510229.68
1832023.03.23 13:24s/l450.10131.172131.172132.147-28.6610201.02
1842023.04.28 08:00sell460.10135.7260.0000.000
1852023.04.28 08:00modify460.10135.726136.726134.226
1862023.05.01 00:22s/l460.10136.726136.726134.226-74.6010126.42
1872023.05.01 04:00sell470.10136.8770.0000.000
1882023.05.01 04:00modify470.10136.877137.877135.377
1892023.05.03 01:26sell480.10136.2010.0000.000
1902023.05.03 01:26modify480.10136.201136.652135.377
1912023.05.03 01:26modify470.10136.877136.652135.377
1922023.05.03 01:48sell490.10136.0510.0000.000
1932023.05.03 01:48modify490.10136.051136.202135.377
1942023.05.03 01:48modify480.10136.201136.202135.377
1952023.05.03 01:48modify470.10136.877136.202135.377
1962023.05.03 02:06sell500.10135.9770.0000.000
1972023.05.03 02:06modify500.10135.977136.352135.377
1982023.05.03 02:06modify490.10136.051136.352135.377
1992023.05.03 02:06modify480.10136.201136.352135.377
2002023.05.03 02:06modify470.10136.877136.352135.377
2012023.05.03 12:57t/p470.10135.377136.352135.377107.8610234.28
2022023.05.03 12:57t/p480.10135.377136.352135.37760.8710295.15
2032023.05.03 12:57t/p490.10135.377136.352135.37749.7910344.94
2042023.05.03 12:57t/p500.10135.377136.352135.37744.3210389.26