Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=12; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 modelled46424707Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit845.99Gross profit1423.02Gross loss-577.03
Profit factor2.47Expected payoff19.67
Absolute drawdown22.95Maximal drawdown310.52 (2.86%)Relative drawdown2.86% (310.52)
Total trades43Short positions (won %)19 (63.16%)Long positions (won %)24 (54.17%)
Profit trades (% of total)25 (58.14%)Loss trades (% of total)18 (41.86%)
Largestprofit trade112.84loss trade-85.32
Averageprofit trade56.92loss trade-32.06
Maximumconsecutive wins (profit in money)5 (306.94)consecutive losses (loss in money)4 (-126.88)
Maximalconsecutive profit (count of wins)306.94 (5)consecutive loss (count of losses)-158.80 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.14 08:00sell10.10139.0970.0000.000
22022.07.14 08:00modify10.10139.097140.197137.597
32022.07.15 14:32sell20.10138.4950.0000.000
42022.07.15 14:32modify20.10138.495138.947137.597
52022.07.15 14:32modify10.10139.097138.947137.597
62022.07.15 14:37sell30.10138.4210.0000.000
72022.07.15 14:37modify30.10138.421138.722137.597
82022.07.15 14:37modify20.10138.495138.722137.597
92022.07.15 14:37modify10.10139.097138.722137.597
102022.07.18 01:37sell40.10138.0470.0000.000
112022.07.18 01:37modify40.10138.047138.497137.597
122022.07.18 01:37modify30.10138.421138.497137.597
132022.07.18 01:37modify20.10138.495138.497137.597
142022.07.18 01:37modify10.10139.097138.497137.597
152022.07.19 10:05t/p10.10137.597138.497137.597104.8410104.84
162022.07.19 10:05t/p20.10137.597138.497137.59762.4910167.33
172022.07.19 10:05t/p30.10137.597138.497137.59757.1110224.43
182022.07.19 10:05t/p40.10137.597138.497137.59731.3210255.75
192022.07.29 08:00buy50.10132.8010.0000.000
202022.07.29 08:00modify50.10132.801131.701134.301
212022.07.29 09:35buy60.10133.4010.0000.000
222022.07.29 09:35modify60.10133.401132.951134.301
232022.07.29 09:35modify50.10132.801132.951134.301
242022.07.29 09:54buy70.10133.4760.0000.000
252022.07.29 09:54modify70.10133.476133.176134.301
262022.07.29 09:54modify60.10133.401133.176134.301
272022.07.29 09:54modify50.10132.801133.176134.301
282022.07.29 10:41s/l50.10133.176133.176134.30128.1610283.91
292022.07.29 10:41s/l60.10133.176133.176134.301-16.9010267.01
302022.07.29 10:41s/l70.10133.176133.176134.301-22.5310244.48
312022.08.02 00:00buy80.10131.4320.0000.000
322022.08.02 00:00modify80.10131.432130.332132.932
332022.08.02 15:41buy90.10132.0320.0000.000
342022.08.02 15:41modify90.10132.032131.582132.932
352022.08.02 15:41modify80.10131.432131.582132.932
362022.08.02 15:44buy100.10132.1090.0000.000
372022.08.02 15:44modify100.10132.109131.807132.932
382022.08.02 15:44modify90.10132.032131.807132.932
392022.08.02 15:44modify80.10131.432131.807132.932
402022.08.02 17:17buy110.10132.4830.0000.000
412022.08.02 17:17modify110.10132.483132.032132.932
422022.08.02 17:17modify100.10132.109132.032132.932
432022.08.02 17:17modify90.10132.032132.032132.932
442022.08.02 17:17modify80.10131.432132.032132.932
452022.08.02 18:19t/p80.10132.932132.032132.932112.8410357.32
462022.08.02 18:19t/p90.10132.932132.032132.93267.7010425.02
472022.08.02 18:19t/p100.10132.932132.032132.93261.9110486.93
482022.08.02 18:19t/p110.10132.932132.032132.93233.7810520.71
492022.09.06 12:00sell120.10141.9070.0000.000
502022.09.06 12:00modify120.10141.907143.007140.407
512022.09.06 16:01s/l120.10143.007143.007140.407-76.9210443.79
522022.09.22 08:00sell130.10145.7740.0000.000
532022.09.22 08:00modify130.10145.774146.874144.274
542022.09.22 08:03sell140.10145.1720.0000.000
552022.09.22 08:03modify140.10145.172145.624144.274
562022.09.22 08:03modify130.10145.774145.624144.274
572022.09.22 08:04t/p130.10144.274145.624144.274104.2010547.99
582022.09.22 08:04t/p140.10144.274145.624144.27462.3810610.37
592022.10.12 12:00sell150.10146.5990.0000.000
602022.10.12 12:00modify150.10146.599147.699145.099
612022.10.13 13:19s/l150.10147.699147.699145.099-78.6610531.71
622022.10.18 16:00sell160.10149.2250.0000.000
632022.10.18 16:00modify160.10149.225150.325147.725
642022.10.21 03:39s/l160.10150.325150.325147.725-80.1410451.57
652022.11.10 16:00buy170.10141.6060.0000.000
662022.11.10 16:00modify170.10141.606140.506143.106
672022.11.10 17:40buy180.10142.2100.0000.000
682022.11.10 17:40modify180.10142.210141.756143.106
692022.11.10 17:40modify170.10141.606141.756143.106
702022.11.10 19:42s/l170.10141.756141.756143.10610.5810462.15
712022.11.10 19:42s/l180.10141.756141.756143.106-32.0310430.12
722022.11.11 12:00buy190.10139.5220.0000.000
732022.11.11 12:00modify190.10139.522138.422141.022
742022.11.14 09:04buy200.10140.1320.0000.000
752022.11.14 09:04modify200.10140.132139.672141.022
762022.11.14 09:04modify190.10139.522139.672141.022
772022.11.14 09:04buy210.10140.1990.0000.000
782022.11.14 09:04modify210.10140.199139.897141.022
792022.11.14 09:04modify200.10140.132139.897141.022
802022.11.14 09:04modify190.10139.522139.897141.022
812022.11.14 10:39buy220.10140.5720.0000.000
822022.11.14 10:39modify220.10140.572140.122141.022
832022.11.14 10:39modify210.10140.199140.122141.022
842022.11.14 10:39modify200.10140.132140.122141.022
852022.11.14 10:39modify190.10139.522140.122141.022
862022.11.14 13:20s/l190.10140.122140.122141.02243.9210474.05
872022.11.14 13:20s/l200.10140.122140.122141.022-0.7210473.33
882022.11.14 13:20s/l210.10140.122140.122141.022-5.5010467.83
892022.11.14 13:20s/l220.10140.122140.122141.022-32.1210435.71
902022.12.02 12:00buy230.10134.0310.0000.000
912022.12.02 12:00modify230.10134.031132.931135.531
922022.12.02 13:30buy240.10134.6580.0000.000
932022.12.02 13:30modify240.10134.658134.181135.531
942022.12.02 13:30modify230.10134.031134.181135.531
952022.12.02 13:30buy250.10134.7190.0000.000
962022.12.02 13:30modify250.10134.719134.406135.531
972022.12.02 13:30modify240.10134.658134.406135.531
982022.12.02 13:30modify230.10134.031134.406135.531
992022.12.02 13:30buy260.10135.0820.0000.000
1002022.12.02 13:30modify260.10135.082134.631135.531
1012022.12.02 13:30modify250.10134.719134.631135.531
1022022.12.02 13:30modify240.10134.658134.631135.531
1032022.12.02 13:30modify230.10134.031134.631135.531
1042022.12.02 13:31t/p230.10135.531134.631135.531110.6610546.37
1052022.12.02 13:31t/p240.10135.531134.631135.53164.4110610.78
1062022.12.02 13:31t/p250.10135.531134.631135.53159.9110670.69
1072022.12.02 13:31t/p260.10135.531134.631135.53133.1310703.82
1082022.12.20 16:00buy270.10131.4040.0000.000
1092022.12.20 16:00modify270.10131.404130.304132.904
1102022.12.20 23:17buy280.10132.0050.0000.000
1112022.12.20 23:17modify280.10132.005131.554132.904
1122022.12.20 23:17modify270.10131.404131.554132.904
1132022.12.21 00:04s/l270.10131.554131.554132.90412.5010716.32
1142022.12.21 00:04s/l280.10131.554131.554132.904-33.1810683.14
1152023.01.03 04:00buy290.10129.8110.0000.000
1162023.01.03 04:00modify290.10129.811128.711131.311
1172023.01.03 08:05buy300.10130.4150.0000.000
1182023.01.03 08:05modify300.10130.415129.961131.311
1192023.01.03 08:05modify290.10129.811129.961131.311
1202023.01.03 08:05buy310.10130.4980.0000.000
1212023.01.03 08:05modify310.10130.498130.186131.311
1222023.01.03 08:05modify300.10130.415130.186131.311
1232023.01.03 08:05modify290.10129.811130.186131.311
1242023.01.03 08:28buy320.10130.8620.0000.000
1252023.01.03 08:28modify320.10130.862130.411131.311
1262023.01.03 08:28modify310.10130.498130.411131.311
1272023.01.03 08:28modify300.10130.415130.411131.311
1282023.01.03 08:28modify290.10129.811130.411131.311
1292023.01.03 09:17s/l290.10130.411130.411131.31146.0210729.16
1302023.01.03 09:17s/l300.10130.411130.411131.311-0.3010728.86
1312023.01.03 09:17s/l310.10130.411130.411131.311-6.6710722.19
1322023.01.03 09:17s/l320.10130.411130.411131.311-34.5910687.60
1332023.01.13 08:00buy330.10128.4050.0000.000
1342023.01.13 08:00modify330.10128.405127.305129.905
1352023.01.16 02:29s/l330.10127.305127.305129.905-85.3210602.29
1362023.02.24 16:00sell340.10136.3910.0000.000
1372023.02.24 16:00modify340.10136.391137.491134.891
1382023.02.28 17:54sell350.10135.7900.0000.000
1392023.02.28 17:54modify350.10135.790136.241134.891
1402023.02.28 17:54modify340.10136.391136.241134.891
1412023.02.28 21:51s/l340.10136.241136.241134.8918.2310610.51
1422023.02.28 21:51s/l350.10136.241136.241134.891-33.1010577.41
1432023.05.01 16:00sell360.10137.3540.0000.000
1442023.05.01 16:00modify360.10137.354138.454135.854
1452023.05.02 14:32sell370.10136.7530.0000.000
1462023.05.02 14:32modify370.10136.753137.204135.854
1472023.05.02 14:32modify360.10137.354137.204135.854
1482023.05.02 14:33sell380.10136.6790.0000.000
1492023.05.02 14:33modify380.10136.679136.979135.854
1502023.05.02 14:33modify370.10136.753136.979135.854
1512023.05.02 14:33modify360.10137.354136.979135.854
1522023.05.03 01:23sell390.10136.3030.0000.000
1532023.05.03 01:23modify390.10136.303136.754135.854
1542023.05.03 01:23modify380.10136.679136.754135.854
1552023.05.03 01:23modify370.10136.753136.754135.854
1562023.05.03 01:23modify360.10137.354136.754135.854
1572023.05.03 07:00t/p360.10135.854136.754135.854107.6410685.05
1582023.05.03 07:00t/p370.10135.854136.754135.85464.7910749.84
1592023.05.03 07:00t/p380.10135.854136.754135.85459.3410809.17
1602023.05.03 07:00t/p390.10135.854136.754135.85433.0610842.23
1612023.05.18 16:00sell400.10138.4980.0000.000
1622023.05.18 16:00modify400.10138.498139.598136.998
1632023.05.19 15:15sell410.10137.8970.0000.000
1642023.05.19 15:15modify410.10137.897138.348136.998
1652023.05.19 15:15modify400.10138.498138.348136.998
1662023.05.19 15:16sell420.10137.8230.0000.000
1672023.05.19 15:16modify420.10137.823138.123136.998
1682023.05.19 15:16modify410.10137.897138.123136.998
1692023.05.19 15:16modify400.10138.498138.123136.998
1702023.05.19 15:36sell430.10137.4450.0000.000
1712023.05.19 15:36modify430.10137.445137.898136.998
1722023.05.19 15:36modify420.10137.823137.898136.998
1732023.05.19 15:36modify410.10137.897137.898136.998
1742023.05.19 15:36modify400.10138.498137.898136.998
1752023.05.19 16:17s/l400.10137.898137.898136.99842.1210884.35
1762023.05.19 16:17s/l410.10137.898137.898136.998-0.0710884.28
1772023.05.19 16:17s/l420.10137.898137.898136.998-5.4410878.84
1782023.05.19 16:17s/l430.10137.898137.898136.998-32.8510845.99