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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 profit988.55Gross profit1478.57Gross loss-490.02
Profit factor3.02Expected payoff24.11
Absolute drawdown143.68Maximal drawdown191.54 (1.81%)Relative drawdown1.81% (191.54)
Total trades41Short positions (won %)23 (56.52%)Long positions (won %)18 (66.67%)
Profit trades (% of total)25 (60.98%)Loss trades (% of total)16 (39.02%)
Largestprofit trade118.32loss trade-35.19
Averageprofit trade59.14loss trade-30.63
Maximumconsecutive wins (profit in money)8 (525.35)consecutive losses (loss in money)4 (-125.60)
Maximalconsecutive profit (count of wins)525.35 (8)consecutive loss (count of losses)-125.60 (4)
Averageconsecutive wins4consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.02 12:00sell10.10140.4330.0000.000
22022.09.02 12:00modify10.10140.433140.833138.933
32022.09.06 04:30s/l10.10140.833140.833138.933-31.149968.86
42022.10.12 12:00sell20.10146.5990.0000.000
52022.10.12 12:00modify20.10146.599146.999145.099
62022.10.13 12:20s/l20.10146.999146.999145.099-31.329937.54
72022.10.13 16:00sell30.10147.1570.0000.000
82022.10.13 16:00modify30.10147.157147.557145.657
92022.10.14 07:30s/l30.10147.557147.557145.657-28.479909.07
102022.11.10 16:00buy40.10141.6060.0000.000
112022.11.10 16:00modify40.10141.606141.206143.106
122022.11.10 20:40s/l40.10141.206141.206143.106-28.339880.74
132022.11.21 16:00sell50.10141.9420.0000.000
142022.11.21 16:00modify50.10141.942142.342140.442
152022.11.22 09:40sell60.10141.1670.0000.000
162022.11.22 09:40modify60.10141.167141.642140.442
172022.11.22 09:40modify50.10141.942141.642140.442
182022.11.23 13:50sell70.10141.0180.0000.000
192022.11.23 13:50modify70.10141.018141.567140.442
202022.11.23 13:50sell80.10141.0180.0000.000
212022.11.23 13:50modify80.10141.018141.417140.442
222022.11.23 13:50modify60.10141.167141.417140.442
232022.11.23 13:50modify50.10141.942141.417140.442
242022.11.23 13:55modify70.10141.018141.417140.442
252022.11.23 14:30t/p50.10140.442141.417140.442104.129984.86
262022.11.23 14:30t/p60.10140.442141.417140.44250.2910035.15
272022.11.23 14:30t/p70.10140.442141.417140.44241.0410076.19
282022.11.23 14:30t/p80.10140.442141.417140.44241.0410117.23
292022.12.30 12:00buy90.10131.7740.0000.000
302022.12.30 12:00modify90.10131.774131.374133.274
312022.12.30 17:30s/l90.10131.374131.374133.274-30.4610086.77
322023.01.02 12:00buy100.10130.7960.0000.000
332023.01.02 12:00modify100.10130.796130.396132.296
342023.01.03 01:20s/l100.10130.396130.396132.296-29.5910057.18
352023.01.12 16:00buy110.10129.8630.0000.000
362023.01.12 16:00modify110.10129.863129.463131.363
372023.01.12 17:30s/l110.10129.463129.463131.363-30.9110026.27
382023.01.13 16:00buy120.10127.5370.0000.000
392023.01.13 16:00modify120.10127.537127.137129.037
402023.01.16 11:05buy130.10128.4660.0000.000
412023.01.16 11:05modify130.10128.466127.912129.037
422023.01.16 11:05buy140.10128.4660.0000.000
432023.01.16 11:05modify140.10128.466128.062129.037
442023.01.16 11:05modify120.10127.537128.062129.037
452023.01.16 11:10modify130.10128.466128.062129.037
462023.01.16 11:35buy150.10128.3040.0000.000
472023.01.16 11:35modify150.10128.304127.837129.037
482023.01.16 11:40modify150.10128.304128.062129.037
492023.01.17 02:40t/p120.10129.037128.062129.037118.3210144.59
502023.01.17 02:40t/p130.10129.037128.062129.03745.3010189.88
512023.01.17 02:40t/p140.10129.037128.062129.03745.3010235.18
522023.01.17 02:40t/p150.10129.037128.062129.03757.8410293.02
532023.02.06 16:00sell160.10132.8450.0000.000
542023.02.06 16:00modify160.10132.845133.245131.345
552023.02.07 07:00sell170.10132.0950.0000.000
562023.02.07 07:00modify170.10132.095132.545131.345
572023.02.07 07:00modify160.10132.845132.545131.345
582023.02.07 08:30sell180.10131.9260.0000.000
592023.02.07 08:30modify180.10131.926132.470131.345
602023.02.07 08:30sell190.10131.9260.0000.000
612023.02.07 08:30modify190.10131.926132.320131.345
622023.02.07 08:30modify170.10132.095132.320131.345
632023.02.07 08:30modify160.10132.845132.320131.345
642023.02.07 08:35modify180.10131.926132.320131.345
652023.02.07 15:40t/p160.10131.345132.320131.345112.9210405.94
662023.02.07 15:40t/p170.10131.345132.320131.34557.1410463.08
672023.02.07 15:40t/p180.10131.345132.320131.34544.2710507.35
682023.02.07 15:40t/p190.10131.345132.320131.34544.2710551.62
692023.02.15 16:00sell200.10134.2720.0000.000
702023.02.15 16:00modify200.10134.272134.672132.772
712023.02.17 01:40s/l200.10134.672134.672132.772-35.1910516.43
722023.02.24 16:00sell210.10136.3910.0000.000
732023.02.24 16:00modify210.10136.391136.791134.891
742023.02.28 07:40s/l210.10136.791136.791134.891-31.9910484.44
752023.04.28 12:00sell220.10136.1300.0000.000
762023.04.28 12:00modify220.10136.130136.530134.630
772023.04.28 14:05s/l220.10136.530136.530134.630-29.2910455.15
782023.05.01 12:00sell230.10136.8160.0000.000
792023.05.01 12:00modify230.10136.816137.216135.316
802023.05.01 14:33s/l230.10137.216137.216135.316-29.1310426.02
812023.05.04 16:00buy240.10133.7940.0000.000
822023.05.04 16:00modify240.10133.794133.394135.294
832023.05.05 16:45buy250.10134.6990.0000.000
842023.05.05 16:45modify250.10134.699134.169135.294
852023.05.05 16:45buy260.10134.6990.0000.000
862023.05.05 16:45modify260.10134.699134.319135.294
872023.05.05 16:45modify240.10133.794134.319135.294
882023.05.05 16:50modify250.10134.699134.319135.294
892023.05.07 23:40t/p240.10135.294134.319135.294111.9610537.98
902023.05.07 23:40t/p250.10135.294134.319135.29443.9810581.96
912023.05.07 23:40t/p260.10135.294134.319135.29443.9810625.94
922023.05.17 16:00sell270.10137.5150.0000.000
932023.05.17 16:00modify270.10137.515137.915136.015
942023.05.18 08:05s/l270.10137.915137.915136.015-33.1210592.82
952023.07.07 16:00buy280.10142.2450.0000.000
962023.07.07 16:00modify280.10142.245141.845143.745
972023.07.10 04:50buy290.10143.0140.0000.000
982023.07.10 04:50modify290.10143.014142.545143.745
992023.07.10 04:50modify280.10142.245142.545143.745
1002023.07.10 06:20s/l280.10142.545142.545143.74522.1410614.96
1012023.07.10 06:20s/l290.10142.545142.545143.745-32.9110582.05
1022023.07.13 16:00buy300.10138.1720.0000.000
1032023.07.13 16:00modify300.10138.172137.772139.672
1042023.07.14 00:40s/l300.10137.772137.772139.672-27.9810554.06
1052023.08.01 16:00sell310.10143.3390.0000.000
1062023.08.01 16:00modify310.10143.339143.739141.839
1072023.08.02 06:50sell320.10142.5730.0000.000
1082023.08.02 06:50modify320.10142.573143.039141.839
1092023.08.02 06:50modify310.10143.339143.039141.839
1102023.08.02 12:30s/l310.10143.039143.039141.83919.5910573.65
1112023.08.02 12:30s/l320.10143.039143.039141.839-32.5710541.08
1122023.08.10 16:00sell330.10144.4030.0000.000
1132023.08.10 16:00modify330.10144.403144.803142.903
1142023.08.10 19:40s/l330.10144.803144.803142.903-27.6210513.46
1152023.08.23 16:00buy340.10144.6550.0000.000
1162023.08.23 16:00modify340.10144.655144.255146.155
1172023.08.24 09:30buy350.10145.4340.0000.000
1182023.08.24 09:30modify350.10145.434144.955146.155
1192023.08.24 09:30modify340.10144.655144.955146.155
1202023.08.24 11:20buy360.10145.5590.0000.000
1212023.08.24 11:20modify360.10145.559145.030146.155
1222023.08.24 11:20buy370.10145.5590.0000.000
1232023.08.24 11:20modify370.10145.559145.180146.155
1242023.08.24 11:20modify350.10145.434145.180146.155
1252023.08.24 11:20modify340.10144.655145.180146.155
1262023.08.24 11:25modify360.10145.559145.180146.155
1272023.08.25 01:30t/p340.10146.155145.180146.155106.9810620.44
1282023.08.25 01:30t/p350.10146.155145.180146.15550.4210670.86
1292023.08.25 01:30t/p360.10146.155145.180146.15541.8710712.73
1302023.08.25 01:30t/p370.10146.155145.180146.15541.8710754.60
1312023.08.29 12:00sell380.10147.1410.0000.000
1322023.08.29 12:00modify380.10147.141147.541145.641
1332023.08.30 03:10sell390.10146.2330.0000.000
1342023.08.30 03:10modify390.10146.233146.766145.641
1352023.08.30 03:10sell400.10146.2330.0000.000
1362023.08.30 03:10modify400.10146.233146.616145.641
1372023.08.30 03:10modify380.10147.141146.616145.641
1382023.08.30 03:15modify390.10146.233146.616145.641
1392023.08.30 07:25sell410.10146.3830.0000.000
1402023.08.30 07:25modify410.10146.383146.841145.641
1412023.08.30 07:30modify410.10146.383146.616145.641
1422023.08.30 13:40t/p380.10145.641146.616145.641101.6610856.26
1432023.08.30 13:40t/p390.10145.641146.616145.64140.6610896.92
1442023.08.30 13:40t/p400.10145.641146.616145.64140.6610937.58
1452023.08.30 13:40t/p410.10145.641146.616145.64150.9710988.55