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 23:59 (2022.06.01 - 2023.06.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=9; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; 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 test2617Ticks modelled4234Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit-18.38Gross profit684.15Gross loss-702.53
Profit factor0.97Expected payoff-1.31
Absolute drawdown222.53Maximal drawdown334.25 (3.31%)Relative drawdown3.31% (334.25)
Total trades14Short positions (won %)8 (37.50%)Long positions (won %)6 (66.67%)
Profit trades (% of total)7 (50.00%)Loss trades (% of total)7 (50.00%)
Largestprofit trade118.81loss trade-126.11
Averageprofit trade97.74loss trade-100.36
Maximumconsecutive wins (profit in money)2 (231.61)consecutive losses (loss in money)3 (-324.42)
Maximalconsecutive profit (count of wins)231.61 (2)consecutive loss (count of losses)-324.42 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.03 16:00sell10.10130.9460.0000.000
22022.06.03 16:00modify10.10130.946132.446129.446
32022.06.07 04:00s/l10.10132.446132.446129.446-116.039883.97
42022.06.16 16:00buy20.10131.6980.0000.000
52022.06.16 16:00modify20.10131.698130.198133.198
62022.06.17 04:00t/p20.10133.198130.198133.198112.929996.90
72022.08.01 16:00buy30.10131.8480.0000.000
82022.08.01 16:00modify30.10131.848130.348133.348
92022.08.03 00:00t/p30.10133.348130.348133.348114.8210111.71
102022.10.13 16:00sell40.10147.1570.0000.000
112022.10.13 16:00modify40.10147.157148.657145.657
122022.10.14 20:00s/l40.10148.657148.657145.657-102.3810009.34
132022.11.10 16:00buy50.10141.6060.0000.000
142022.11.10 16:00modify50.10141.606140.106143.106
152022.11.11 12:00s/l50.10140.106140.106143.106-106.379902.97
162023.01.12 16:00buy60.10129.8630.0000.000
172023.01.12 16:00modify60.10129.863128.363131.363
182023.01.13 08:00s/l60.10128.363128.363131.363-115.689787.29
192023.01.13 16:00buy70.10127.5370.0000.000
202023.01.13 16:00modify70.10127.537126.037129.037
212023.01.17 04:00t/p70.10129.037126.037129.037118.819906.10
222023.02.06 16:00sell80.10132.8450.0000.000
232023.02.06 16:00modify80.10132.845134.345131.345
242023.02.07 16:00t/p80.10131.345134.345131.345112.8010018.90
252023.02.15 16:00sell90.10134.2720.0000.000
262023.02.15 16:00modify90.10134.272135.772132.772
272023.02.24 16:00s/l90.10135.772135.772132.772-126.119892.79
282023.02.24 16:00sell100.10136.3910.0000.000
292023.02.24 16:00modify100.10136.391137.891134.891
302023.02.27 16:00sell110.10136.0720.0000.000
312023.02.27 16:00modify110.10136.072136.316134.891
322023.02.27 16:00modify100.10136.391136.316134.891
332023.02.27 20:00s/l100.10136.316136.316134.8914.039896.82
342023.02.27 20:00s/l110.10136.316136.316134.891-17.919878.91
352023.05.01 16:00sell120.10137.3540.0000.000
362023.05.01 16:00modify120.10137.354138.854135.854
372023.05.03 08:00t/p120.10135.854138.854135.854107.499986.40
382023.05.04 16:00buy130.10133.7940.0000.000
392023.05.04 16:00modify130.10133.794132.294135.294
402023.05.08 00:00t/p130.10135.294132.294135.294113.2810099.68
412023.05.17 16:00sell140.10137.5150.0000.000
422023.05.17 16:00modify140.10137.515139.015136.015
432023.05.24 16:00s/l140.10139.015139.015136.015-118.069981.62