Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=45; 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=11; 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 test2617Ticks modelled79643Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1536.65Gross profit2378.32Gross loss-841.67
Profit factor2.83Expected payoff23.64
Absolute drawdown175.10Maximal drawdown269.29 (2.42%)Relative drawdown2.42% (269.29)
Total trades65Short positions (won %)41 (48.78%)Long positions (won %)24 (70.83%)
Profit trades (% of total)37 (56.92%)Loss trades (% of total)28 (43.08%)
Largestprofit trade116.30loss trade-42.59
Averageprofit trade64.28loss trade-30.06
Maximumconsecutive wins (profit in money)10 (658.17)consecutive losses (loss in money)5 (-157.77)
Maximalconsecutive profit (count of wins)658.17 (10)consecutive loss (count of losses)-157.77 (5)
Averageconsecutive wins4consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.01 16:00sell10.10139.9270.0000.000
22022.09.01 16:00modify10.10139.927140.427138.427
32022.09.02 04:40s/l10.10140.427140.427138.427-36.989963.02
42022.10.12 16:00sell20.10146.8740.0000.000
52022.10.12 16:00modify20.10146.874147.374145.374
62022.10.13 12:40s/l20.10147.374147.374145.374-38.019925.01
72022.10.13 16:00sell30.10147.1570.0000.000
82022.10.13 16:00modify30.10147.157147.657145.657
92022.10.14 08:30s/l30.10147.657147.657145.657-35.239889.77
102022.10.14 16:00sell40.10148.4590.0000.000
112022.10.14 16:00modify40.10148.459148.959146.959
122022.10.17 19:20s/l40.10148.959148.959146.959-34.939854.84
132022.10.21 12:00sell50.10151.5160.0000.000
142022.10.21 12:00modify50.10151.516152.016150.016
152022.10.21 14:20sell60.10150.6630.0000.000
162022.10.21 14:20modify60.10150.663150.991150.016
172022.10.21 14:20modify50.10151.516150.991150.016
182022.10.21 14:30t/p50.10150.016150.991150.016100.039954.87
192022.10.21 14:30t/p60.10150.016150.991150.01643.159998.02
202022.10.21 16:00buy70.10146.3420.0000.000
212022.10.21 16:00modify70.10146.342145.842147.842
222022.10.21 16:40t/p70.10147.842145.842147.842101.2610099.28
232022.10.31 12:00sell80.10148.6780.0000.000
242022.10.31 12:00modify80.10148.678149.178147.178
252022.11.01 06:20sell90.10147.9800.0000.000
262022.11.01 06:20modify90.10147.980148.603147.178
272022.11.01 06:20modify80.10148.678148.603147.178
282022.11.01 06:30sell100.10147.8350.0000.000
292022.11.01 06:30modify100.10147.835148.153147.178
302022.11.01 06:30modify90.10147.980148.153147.178
312022.11.01 06:30modify80.10148.678148.153147.178
322022.11.01 10:40t/p80.10147.178148.153147.178100.6610199.94
332022.11.01 10:40t/p90.10147.178148.153147.17854.5510254.49
342022.11.01 10:40t/p100.10147.178148.153147.17844.6910299.18
352022.11.08 16:00buy110.10145.5300.0000.000
362022.11.08 16:00modify110.10145.530145.030147.030
372022.11.09 13:55buy120.10146.4450.0000.000
382022.11.09 13:55modify120.10146.445146.205147.030
392022.11.09 13:55modify110.10145.530146.205147.030
402022.11.09 15:30s/l110.10146.205146.205147.03047.3110346.49
412022.11.09 15:30s/l120.10146.205146.205147.030-16.4310330.06
422022.11.10 16:00buy130.10141.6060.0000.000
432022.11.10 16:00modify130.10141.606141.106143.106
442022.11.10 21:10s/l130.10141.106141.106143.106-35.4410294.62
452022.11.21 12:00sell140.10141.8700.0000.000
462022.11.21 12:00modify140.10141.870142.370140.370
472022.11.22 09:40sell150.10141.1670.0000.000
482022.11.22 09:40modify150.10141.167141.795140.370
492022.11.22 09:40modify140.10141.870141.795140.370
502022.11.23 13:50sell160.10141.0180.0000.000
512022.11.23 13:50modify160.10141.018141.345140.370
522022.11.23 13:50modify150.10141.167141.345140.370
532022.11.23 13:50modify140.10141.870141.345140.370
542022.11.23 14:30t/p140.10140.370141.345140.370104.1210398.74
552022.11.23 14:30t/p150.10140.370141.345140.37055.4210454.16
562022.11.23 14:30t/p160.10140.370141.345140.37046.1710500.33
572022.11.23 16:00buy170.10139.7630.0000.000
582022.11.23 16:00modify170.10139.763139.263141.263
592022.11.23 19:40s/l170.10139.263139.263141.263-35.9310464.40
602022.12.13 16:00buy180.10135.2210.0000.000
612022.12.13 16:00modify180.10135.221134.721136.721
622022.12.14 10:40s/l180.10134.721134.721136.721-36.0810428.31
632022.12.14 12:00buy190.10134.9750.0000.000
642022.12.14 12:00modify190.10134.975134.475136.475
652022.12.15 02:40buy200.10135.6530.0000.000
662022.12.15 02:40modify200.10135.653135.050136.475
672022.12.15 02:40modify190.10134.975135.050136.475
682022.12.15 05:05buy210.10135.8790.0000.000
692022.12.15 05:05modify210.10135.879135.650136.475
702022.12.15 05:05modify200.10135.653135.650136.475
712022.12.15 05:05modify190.10134.975135.650136.475
722022.12.15 05:25buy220.10135.8150.0000.000
732022.12.15 05:25modify220.10135.815135.500136.475
742022.12.15 05:25modify210.10135.879135.500136.475
752022.12.15 05:25modify200.10135.653135.500136.475
762022.12.15 05:25modify190.10134.975135.500136.475
772022.12.15 08:40t/p190.10136.475135.500136.475113.1810541.49
782022.12.15 08:40t/p200.10136.475135.500136.47560.2310601.72
792022.12.15 08:40t/p210.10136.475135.500136.47543.6710645.39
802022.12.15 08:40t/p220.10136.475135.500136.47548.3610693.75
812023.02.02 16:00buy230.10128.4470.0000.000
822023.02.02 16:00modify230.10128.447127.947129.947
832023.02.03 13:40t/p230.10129.947127.947129.947116.3010810.05
842023.02.03 16:00sell240.10131.0690.0000.000
852023.02.03 16:00modify240.10131.069131.569129.569
862023.02.05 22:00s/l240.10131.569131.569129.569-37.7310772.32
872023.02.06 16:00sell250.10132.8450.0000.000
882023.02.06 16:00modify250.10132.845133.345131.345
892023.02.07 03:50sell260.10132.1560.0000.000
902023.02.07 03:50modify260.10132.156132.770131.345
912023.02.07 03:50modify250.10132.845132.770131.345
922023.02.07 07:05sell270.10132.0080.0000.000
932023.02.07 07:05modify270.10132.008132.320131.345
942023.02.07 07:05modify260.10132.156132.320131.345
952023.02.07 07:05modify250.10132.845132.320131.345
962023.02.07 08:15s/l250.10132.320132.320131.34538.3010810.61
972023.02.07 08:15s/l260.10132.320132.320131.345-12.3910798.22
982023.02.07 08:15s/l270.10132.320132.320131.345-23.5710774.65
992023.02.15 16:00sell280.10134.2720.0000.000
1002023.02.15 16:00modify280.10134.272134.772132.772
1012023.02.17 04:30s/l280.10134.772134.772132.772-42.5910732.06
1022023.02.21 16:00sell290.10134.7340.0000.000
1032023.02.21 16:00modify290.10134.734135.234133.234
1042023.02.23 13:30s/l290.10135.234135.234133.234-42.4510689.61
1052023.02.24 12:00sell300.10135.4000.0000.000
1062023.02.24 12:00modify300.10135.400135.900133.900
1072023.02.24 13:40s/l300.10135.900135.900133.900-36.7610652.85
1082023.03.10 16:00buy310.10134.3290.0000.000
1092023.03.10 16:00modify310.10134.329133.829135.829
1102023.03.10 21:40buy320.10135.1720.0000.000
1112023.03.10 21:40modify320.10135.172134.854135.829
1122023.03.10 21:40modify310.10134.329134.854135.829
1132023.03.12 21:00s/l310.10134.854134.854135.82939.0210691.87
1142023.03.12 21:00s/l320.10134.854134.854135.829-23.6410668.23
1152023.05.01 16:00sell330.10137.3540.0000.000
1162023.05.01 16:00modify330.10137.354137.854135.854
1172023.05.02 15:00sell340.10136.4260.0000.000
1182023.05.02 15:00modify340.10136.426136.679135.854
1192023.05.02 15:00modify330.10137.354136.679135.854
1202023.05.02 15:25sell350.10136.5030.0000.000
1212023.05.02 15:25modify350.10136.503136.829135.854
1222023.05.02 15:25modify340.10136.426136.829135.854
1232023.05.02 15:25modify330.10137.354136.829135.854
1242023.05.02 18:45sell360.10136.6620.0000.000
1252023.05.02 18:45modify360.10136.662137.279135.854
1262023.05.02 18:50modify360.10136.662136.829135.854
1272023.05.03 07:30t/p330.10135.854136.829135.854107.6710775.90
1282023.05.03 07:30t/p340.10135.854136.829135.85440.7410816.64
1292023.05.03 07:30t/p350.10135.854136.829135.85446.4010863.04
1302023.05.03 07:30t/p360.10135.854136.829135.85458.1110921.14
1312023.05.04 16:00buy370.10133.7940.0000.000
1322023.05.04 16:00modify370.10133.794133.294135.294
1332023.05.05 12:20buy380.10134.6320.0000.000
1342023.05.05 12:20modify380.10134.632134.319135.294
1352023.05.05 12:20modify370.10133.794134.319135.294
1362023.05.05 16:45buy390.10134.6990.0000.000
1372023.05.05 16:45modify390.10134.699134.469135.294
1382023.05.05 16:50modify390.10134.699134.319135.294
1392023.05.07 23:40t/p370.10135.294134.319135.294111.9611033.10
1402023.05.07 23:40t/p380.10135.294134.319135.29448.9311082.03
1412023.05.07 23:40t/p390.10135.294134.319135.29443.9811126.01
1422023.05.12 16:00sell400.10135.6280.0000.000
1432023.05.12 16:00modify400.10135.628136.128134.128
1442023.05.15 03:30s/l400.10136.128136.128134.128-38.1011087.91
1452023.05.16 16:00sell410.10136.6160.0000.000
1462023.05.16 16:00modify410.10136.616137.116135.116
1472023.05.17 08:40s/l410.10137.116137.116135.116-37.8411050.06
1482023.05.17 16:00sell420.10137.5150.0000.000
1492023.05.17 16:00modify420.10137.515138.015136.015
1502023.05.18 12:20s/l420.10138.015138.015136.015-40.3311009.74
1512023.05.18 16:00sell430.10138.4980.0000.000
1522023.05.18 16:00modify430.10138.498138.998136.998
1532023.05.19 17:55sell440.10137.7990.0000.000
1542023.05.19 17:55modify440.10137.799138.423136.998
1552023.05.19 17:55modify430.10138.498138.423136.998
1562023.05.21 22:40sell450.10137.6620.0000.000
1572023.05.21 22:40modify450.10137.662137.973136.998
1582023.05.21 22:40modify440.10137.799137.973136.998
1592023.05.21 22:40modify430.10138.498137.973136.998
1602023.05.21 23:05sell460.10137.5890.0000.000
1612023.05.21 23:05modify460.10137.589137.823136.998
1622023.05.21 23:10modify460.10137.589137.973136.998
1632023.05.22 05:40s/l430.10137.973137.973136.99835.2911045.03
1642023.05.22 05:40s/l440.10137.973137.973136.998-13.9811031.05
1652023.05.22 05:40s/l450.10137.973137.973136.998-23.9011007.14
1662023.05.22 05:40s/l460.10137.973137.973136.998-29.1910977.95
1672023.06.22 16:00sell470.10142.8870.0000.000
1682023.06.22 16:00modify470.10142.887143.387141.387
1692023.06.23 05:40s/l470.10143.387143.387141.387-36.2210941.73
1702023.06.23 16:00sell480.10143.7830.0000.000
1712023.06.23 16:00modify480.10143.783144.283142.283
1722023.06.26 07:40sell490.10142.9350.0000.000
1732023.06.26 07:40modify490.10142.935143.258142.283
1742023.06.26 07:40modify480.10143.783143.258142.283
1752023.06.26 08:30sell500.10143.0870.0000.000
1762023.06.26 08:30modify500.10143.087143.708142.283
1772023.06.26 08:35modify500.10143.087143.258142.283
1782023.06.26 09:40s/l480.10143.258143.258142.28335.2810977.00
1792023.06.26 09:40s/l490.10143.258143.258142.283-22.5410954.46
1802023.06.26 09:40s/l500.10143.258143.258142.283-11.9310942.53
1812023.07.12 16:00buy510.10138.2440.0000.000
1822023.07.12 16:00modify510.10138.244137.744139.744
1832023.07.14 00:40s/l510.10137.744137.744139.744-31.9810910.56
1842023.07.26 12:00buy520.10140.4050.0000.000
1852023.07.26 12:00modify520.10140.405139.905141.905
1862023.07.27 01:40s/l520.10139.905139.905141.905-32.5210878.03
1872023.08.01 16:00sell530.10143.3390.0000.000
1882023.08.01 16:00modify530.10143.339143.839141.839
1892023.08.02 07:59sell540.10142.6390.0000.000
1902023.08.02 07:59modify540.10142.639143.264141.839
1912023.08.02 07:59modify530.10143.339143.264141.839
1922023.08.02 08:06sell550.10142.4900.0000.000
1932023.08.02 08:06modify550.10142.490142.814141.839
1942023.08.02 08:06modify540.10142.639142.814141.839
1952023.08.02 08:06modify530.10143.339142.814141.839
1962023.08.02 11:20s/l530.10142.814142.814141.83935.3910913.42
1972023.08.02 11:20s/l540.10142.814142.814141.839-12.2510901.17
1982023.08.02 11:20s/l550.10142.814142.814141.839-22.6910878.48
1992023.08.04 16:00buy560.10141.8270.0000.000
2002023.08.04 16:00modify560.10141.827141.327143.327
2012023.08.07 17:55buy570.10142.5160.0000.000
2022023.08.07 17:55modify570.10142.516141.902143.327
2032023.08.07 17:55modify560.10141.827141.902143.327
2042023.08.08 01:40t/p560.10143.327141.902143.327106.8310985.31
2052023.08.08 01:40t/p570.10143.327141.902143.32757.6711042.97
2062023.08.21 16:00sell580.10146.2620.0000.000
2072023.08.21 16:00modify580.10146.262146.762144.762
2082023.08.22 10:00sell590.10145.5580.0000.000
2092023.08.22 10:00modify590.10145.558146.187144.762
2102023.08.22 10:00modify580.10146.262146.187144.762
2112023.08.23 07:40sell600.10145.3520.0000.000
2122023.08.23 07:40modify600.10145.352145.587144.762
2132023.08.23 07:40modify590.10145.558145.587144.762
2142023.08.23 07:40modify580.10146.262145.587144.762
2152023.08.23 11:05sell610.10145.4360.0000.000
2162023.08.23 11:05modify610.10145.436145.737144.762
2172023.08.23 11:05modify600.10145.352145.737144.762
2182023.08.23 11:05modify590.10145.558145.737144.762
2192023.08.23 11:05modify580.10146.262145.737144.762
2202023.08.23 13:40t/p580.10144.762145.737144.762100.8911143.87
2212023.08.23 13:40t/p590.10144.762145.737144.76253.6311197.49
2222023.08.23 13:40t/p600.10144.762145.737144.76240.7711238.26
2232023.08.23 13:40t/p610.10144.762145.737144.76246.5711284.83
2242023.08.23 16:00buy620.10144.6550.0000.000
2252023.08.23 16:00modify620.10144.655144.155146.155
2262023.08.24 07:46buy630.10145.3540.0000.000
2272023.08.24 07:46modify630.10145.354144.730146.155
2282023.08.24 07:46modify620.10144.655144.730146.155
2292023.08.24 09:40buy640.10145.4830.0000.000
2302023.08.24 09:40modify640.10145.483145.180146.155
2312023.08.24 09:40modify630.10145.354145.180146.155
2322023.08.24 09:40modify620.10144.655145.180146.155
2332023.08.24 11:20buy650.10145.5590.0000.000
2342023.08.24 11:20modify650.10145.559145.330146.155
2352023.08.24 11:25modify650.10145.559145.180146.155
2362023.08.25 01:30t/p620.10146.155145.180146.155106.9811391.82
2372023.08.25 01:30t/p630.10146.155145.180146.15555.9011447.72
2382023.08.25 01:30t/p640.10146.155145.180146.15547.0711494.78
2392023.08.25 01:30t/p650.10146.155145.180146.15541.8711536.65