Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 modelled79627Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1378.45Gross profit2408.42Gross loss-1029.96
Profit factor2.34Expected payoff21.21
Absolute drawdown89.24Maximal drawdown250.40 (2.25%)Relative drawdown2.25% (250.40)
Total trades65Short positions (won %)39 (56.41%)Long positions (won %)26 (65.38%)
Profit trades (% of total)39 (60.00%)Loss trades (% of total)26 (40.00%)
Largestprofit trade108.00loss trade-57.42
Averageprofit trade61.75loss trade-39.61
Maximumconsecutive wins (profit in money)8 (519.76)consecutive losses (loss in money)4 (-129.53)
Maximalconsecutive profit (count of wins)519.76 (8)consecutive loss (count of losses)-129.53 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.17 08:00sell10.10134.7930.0000.000
22022.08.17 08:00modify10.10134.793135.493133.393
32022.08.17 14:40s/l10.10135.493135.493133.393-51.659948.35
42022.08.22 04:00sell20.10137.2370.0000.000
52022.08.22 04:00modify20.10137.237137.937135.837
62022.08.23 14:20sell30.10136.4410.0000.000
72022.08.23 14:20modify30.10136.441136.747135.837
82022.08.23 14:20sell40.10136.4410.0000.000
92022.08.23 14:20modify40.10136.441136.677135.837
102022.08.23 14:20modify20.10137.237136.677135.837
112022.08.23 14:25modify30.10136.441136.677135.837
122022.08.23 14:40t/p20.10135.837136.677135.837101.6410049.99
132022.08.23 14:40t/p30.10135.837136.677135.83744.4710094.46
142022.08.23 14:40t/p40.10135.837136.677135.83744.4710138.93
152022.09.02 08:00sell50.10140.2430.0000.000
162022.09.02 08:00modify50.10140.243140.943138.843
172022.09.06 04:40s/l50.10140.943140.943138.843-52.5010086.43
182022.09.06 08:00sell60.10141.5360.0000.000
192022.09.06 08:00modify60.10141.536142.236140.136
202022.09.06 12:30s/l60.10142.236142.236140.136-49.2010037.23
212022.10.03 08:00sell70.10145.0230.0000.000
222022.10.03 08:00modify70.10145.023145.723143.623
232022.10.04 15:50sell80.10144.3070.0000.000
242022.10.04 15:50modify80.10144.307144.953143.623
252022.10.04 15:50modify70.10145.023144.953143.623
262022.10.04 17:10sell90.10144.2520.0000.000
272022.10.04 17:10modify90.10144.252144.533143.623
282022.10.04 17:10sell100.10144.2520.0000.000
292022.10.04 17:10modify100.10144.252144.463143.623
302022.10.04 17:10modify80.10144.307144.463143.623
312022.10.04 17:10modify70.10145.023144.463143.623
322022.10.04 17:15modify90.10144.252144.463143.623
332022.10.05 00:40t/p70.10143.623144.463143.62394.6610131.89
342022.10.05 00:40t/p80.10143.623144.463143.62346.2110178.10
352022.10.05 00:40t/p90.10143.623144.463143.62342.3810220.48
362022.10.05 00:40t/p100.10143.623144.463143.62342.3810262.86
372022.10.12 04:00sell110.10146.2070.0000.000
382022.10.12 04:00modify110.10146.207146.907144.807
392022.10.12 14:05s/l110.10146.907146.907144.807-47.6410215.22
402022.10.14 12:00sell120.10147.8010.0000.000
412022.10.14 12:00modify120.10147.801148.501146.401
422022.10.14 15:40s/l120.10148.501148.501146.401-47.1310168.09
432022.10.21 12:00sell130.10151.5160.0000.000
442022.10.21 12:00modify130.10151.516152.216150.116
452022.10.21 14:30t/p130.10150.116152.216150.11693.3610261.45
462022.10.26 08:00buy140.10147.1190.0000.000
472022.10.26 08:00modify140.10147.119146.419148.519
482022.10.26 15:40s/l140.10146.419146.419148.519-47.8210213.63
492022.10.31 12:00sell150.10148.6780.0000.000
502022.10.31 12:00modify150.10148.678149.378147.278
512022.11.01 08:10sell160.10147.8850.0000.000
522022.11.01 08:10modify160.10147.885148.188147.278
532022.11.01 08:10sell170.10147.8850.0000.000
542022.11.01 08:10modify170.10147.885148.118147.278
552022.11.01 08:10modify150.10148.678148.118147.278
562022.11.01 08:15modify160.10147.885148.118147.278
572022.11.01 10:30t/p150.10147.278148.118147.27893.6810307.31
582022.11.01 10:30t/p160.10147.278148.118147.27841.2410348.55
592022.11.01 10:30t/p170.10147.278148.118147.27841.2410389.79
602022.11.21 08:00sell180.10140.8520.0000.000
612022.11.21 08:00modify180.10140.852141.552139.452
622022.11.21 09:30s/l180.10141.552141.552139.452-49.4010340.39
632022.12.09 04:00buy190.10135.8970.0000.000
642022.12.09 04:00modify190.10135.897135.197137.297
652022.12.09 13:50buy200.10136.6190.0000.000
662022.12.09 13:50modify200.10136.619135.967137.297
672022.12.09 13:50modify190.10135.897135.967137.297
682022.12.12 10:10buy210.10136.6780.0000.000
692022.12.12 10:10modify210.10136.678136.387137.297
702022.12.12 10:10buy220.10136.6780.0000.000
712022.12.12 10:10modify220.10136.678136.457137.297
722022.12.12 10:10modify200.10136.619136.457137.297
732022.12.12 10:10modify190.10135.897136.457137.297
742022.12.12 10:15modify210.10136.678136.457137.297
752022.12.12 15:30t/p190.10137.297136.457137.297103.0610443.45
762022.12.12 15:30t/p200.10137.297136.457137.29750.4910493.94
772022.12.12 15:30t/p210.10137.297136.457137.29745.0710539.01
782022.12.12 15:30t/p220.10137.297136.457137.29745.0710584.08
792022.12.20 04:00buy230.10133.4700.0000.000
802022.12.20 04:00modify230.10133.470132.770134.870
812022.12.20 06:05s/l230.10132.770132.770134.870-52.7310531.35
822022.12.28 04:00sell240.10134.2430.0000.000
832022.12.28 04:00modify240.10134.243134.943132.843
842022.12.28 12:55sell250.10133.5180.0000.000
852022.12.28 12:55modify250.10133.518134.173132.843
862022.12.28 12:55modify240.10134.243134.173132.843
872022.12.28 15:30s/l240.10134.173134.173132.8435.2110536.56
882022.12.28 15:30s/l250.10134.173134.173132.843-48.8110487.75
892023.01.03 04:00buy260.10129.8110.0000.000
902023.01.03 04:00modify260.10129.811129.111131.211
912023.01.03 08:20buy270.10130.5160.0000.000
922023.01.03 08:20modify270.10130.516129.881131.211
932023.01.03 08:20modify260.10129.811129.881131.211
942023.01.03 23:30t/p260.10131.211129.881131.211106.6010594.35
952023.01.03 23:30t/p270.10131.211129.881131.21152.9210647.27
962023.01.18 04:00sell280.10131.1390.0000.000
972023.01.18 04:00modify280.10131.139131.839129.739
982023.01.18 07:30sell290.10130.3680.0000.000
992023.01.18 07:30modify290.10130.368130.649129.739
1002023.01.18 07:30sell300.10130.3680.0000.000
1012023.01.18 07:30modify300.10130.368130.579129.739
1022023.01.18 07:30modify280.10131.139130.579129.739
1032023.01.18 07:35modify290.10130.368130.579129.739
1042023.01.18 08:40t/p280.10129.739130.579129.739108.0010755.27
1052023.01.18 08:40t/p290.10129.739130.579129.73948.5210803.79
1062023.01.18 08:40t/p300.10129.739130.579129.73948.5210852.31
1072023.02.21 12:00sell310.10134.6010.0000.000
1082023.02.21 12:00modify310.10134.601135.301133.201
1092023.02.23 13:40s/l310.10135.301135.301133.201-57.4210794.89
1102023.02.24 12:00sell320.10135.4000.0000.000
1112023.02.24 12:00modify320.10135.400136.100134.000
1122023.02.24 14:06s/l320.10136.100136.100134.000-51.4110743.48
1132023.03.01 12:00buy330.10135.3680.0000.000
1142023.03.01 12:00modify330.10135.368134.668136.768
1152023.03.01 14:50buy340.10136.0760.0000.000
1162023.03.01 14:50modify340.10136.076135.438136.768
1172023.03.01 14:50modify330.10135.368135.438136.768
1182023.03.01 22:45buy350.10136.1450.0000.000
1192023.03.01 22:45modify350.10136.145135.858136.768
1202023.03.01 22:45buy360.10136.1450.0000.000
1212023.03.01 22:45modify360.10136.145135.928136.768
1222023.03.01 22:45modify340.10136.076135.928136.768
1232023.03.01 22:45modify330.10135.368135.928136.768
1242023.03.01 22:50modify350.10136.145135.928136.768
1252023.03.02 07:30t/p330.10136.768135.928136.768105.7310849.21
1262023.03.02 07:30t/p340.10136.768135.928136.76853.9810903.19
1272023.03.02 07:30t/p350.10136.768135.928136.76848.9410952.14
1282023.03.02 07:30t/p360.10136.768135.928136.76848.9411001.08
1292023.03.03 12:00buy370.10136.0870.0000.000
1302023.03.03 12:00modify370.10136.087135.387137.487
1312023.03.06 03:40s/l370.10135.387135.387137.487-50.5810950.50
1322023.03.20 08:00buy380.10131.0780.0000.000
1332023.03.20 08:00modify380.10131.078130.378132.478
1342023.03.20 15:05buy390.10131.8520.0000.000
1352023.03.20 15:05modify390.10131.852131.568132.478
1362023.03.20 15:05buy400.10131.8520.0000.000
1372023.03.20 15:05modify400.10131.852131.638132.478
1382023.03.20 15:05modify380.10131.078131.638132.478
1392023.03.20 15:10modify390.10131.852131.638132.478
1402023.03.20 15:25buy410.10131.8030.0000.000
1412023.03.20 15:25modify410.10131.803131.148132.478
1422023.03.20 15:30modify410.10131.803131.638132.478
1432023.03.20 15:40s/l380.10131.638131.638132.47842.5610993.06
1442023.03.20 15:40s/l390.10131.638131.638132.478-16.2710976.79
1452023.03.20 15:40s/l400.10131.638131.638132.478-16.2710960.52
1462023.03.20 15:40s/l410.10131.638131.638132.478-12.5410947.98
1472023.03.22 12:00sell420.10132.8950.0000.000
1482023.03.22 12:00modify420.10132.895133.595131.495
1492023.03.22 18:40t/p420.10131.495133.595131.495106.8311054.81
1502023.04.10 04:00sell430.10132.7050.0000.000
1512023.04.10 04:00modify430.10132.705133.405131.305
1522023.04.10 08:15sell440.10131.9930.0000.000
1532023.04.10 08:15modify440.10131.993132.635131.305
1542023.04.10 08:15modify430.10132.705132.635131.305
1552023.04.10 11:30s/l430.10132.635132.635131.3055.2711060.08
1562023.04.10 11:30s/l440.10132.635132.635131.305-48.3711011.71
1572023.04.19 08:00sell450.10134.7330.0000.000
1582023.04.19 08:00modify450.10134.733135.433133.333
1592023.04.20 14:40sell460.10134.0110.0000.000
1602023.04.20 14:40modify460.10134.011134.663133.333
1612023.04.20 14:40modify450.10134.733134.663133.333
1622023.04.20 23:40sell470.10133.9520.0000.000
1632023.04.20 23:40modify470.10133.952134.243133.333
1642023.04.20 23:40sell480.10133.9520.0000.000
1652023.04.20 23:40modify480.10133.952134.173133.333
1662023.04.20 23:40modify460.10134.011134.173133.333
1672023.04.20 23:40modify450.10134.733134.173133.333
1682023.04.20 23:45modify470.10133.952134.173133.333
1692023.04.21 00:30s/l450.10134.173134.173133.33336.0011047.71
1702023.04.21 00:30s/l460.10134.173134.173133.333-13.5111034.20
1712023.04.21 00:30s/l470.10134.173134.173133.333-17.9011016.30
1722023.04.21 00:30s/l480.10134.173134.173133.333-17.9010998.40
1732023.04.28 08:00sell490.10135.7260.0000.000
1742023.04.28 08:00modify490.10135.726136.426134.326
1752023.04.28 12:15s/l490.10136.426136.426134.326-51.3010947.10
1762023.05.02 08:00sell500.10137.5980.0000.000
1772023.05.02 08:00modify500.10137.598138.298136.198
1782023.05.03 01:30t/p500.10136.198138.298136.198101.3711048.47
1792023.05.17 08:00sell510.10136.9840.0000.000
1802023.05.17 08:00modify510.10136.984137.684135.584
1812023.05.17 19:40s/l510.10137.684137.684135.584-50.8410997.63
1822023.05.30 12:00buy520.10139.6830.0000.000
1832023.05.30 12:00modify520.10139.683138.983141.083
1842023.05.31 23:40s/l520.10138.983138.983141.083-49.2510948.38
1852023.06.15 04:00sell530.10141.0740.0000.000
1862023.06.15 04:00modify530.10141.074141.774139.674
1872023.06.15 14:25sell540.10140.2850.0000.000
1882023.06.15 14:25modify540.10140.285140.584139.674
1892023.06.15 14:25sell550.10140.2850.0000.000
1902023.06.15 14:25modify550.10140.285140.514139.674
1912023.06.15 14:25modify530.10141.074140.514139.674
1922023.06.15 14:30modify540.10140.285140.514139.674
1932023.06.15 14:40s/l530.10140.514140.514139.67439.8410988.22
1942023.06.15 14:40s/l540.10140.514140.514139.674-16.2910971.93
1952023.06.15 14:40s/l550.10140.514140.514139.674-16.2910955.64
1962023.07.06 08:00buy560.10143.9410.0000.000
1972023.07.06 08:00modify560.10143.941143.241145.341
1982023.07.07 07:40s/l560.10143.241143.241145.341-47.7710907.87
1992023.07.07 08:00buy570.10143.2640.0000.000
2002023.07.07 08:00modify570.10143.264142.564144.664
2012023.07.07 13:40s/l570.10142.564142.564144.664-49.1810858.69
2022023.07.14 04:00buy580.10137.4640.0000.000
2032023.07.14 04:00modify580.10137.464136.764138.864
2042023.07.14 06:30buy590.10138.2630.0000.000
2052023.07.14 06:30modify590.10138.263137.954138.864
2062023.07.14 06:30buy600.10138.2630.0000.000
2072023.07.14 06:30modify600.10138.263138.024138.864
2082023.07.14 06:30modify580.10137.464138.024138.864
2092023.07.14 06:35modify590.10138.263138.024138.864
2102023.07.14 12:40t/p580.10138.864138.024138.864100.7810959.47
2112023.07.14 12:40t/p590.10138.864138.024138.86443.2711002.74
2122023.07.14 12:40t/p600.10138.864138.024138.86443.2711046.01
2132023.07.21 08:00sell610.10141.3700.0000.000
2142023.07.21 08:00modify610.10141.370142.070139.970
2152023.07.26 07:59sell620.10140.6560.0000.000
2162023.07.26 07:59modify620.10140.656141.300139.970
2172023.07.26 07:59modify610.10141.370141.300139.970
2182023.07.26 19:15t/p610.10139.970141.300139.97095.7511141.76
2192023.07.26 19:15t/p620.10139.970141.300139.97049.0211190.78
2202023.07.27 04:00buy630.10139.8530.0000.000
2212023.07.27 04:00modify630.10139.853139.153141.253
2222023.07.27 12:30buy640.10140.6270.0000.000
2232023.07.27 12:30modify640.10140.627140.343141.253
2242023.07.27 12:30buy650.10140.6270.0000.000
2252023.07.27 12:30modify650.10140.627140.413141.253
2262023.07.27 12:30modify630.10139.853140.413141.253
2272023.07.27 12:35modify640.10140.627140.413141.253
2282023.07.27 14:40t/p630.10141.253140.413141.25399.0711289.85
2292023.07.27 14:40t/p640.10141.253140.413141.25344.3011334.15
2302023.07.27 14:40t/p650.10141.253140.413141.25344.3011378.45