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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1917Ticks modelled47445684Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit702.52Gross profit1298.84Gross loss-596.32
Profit factor2.18Expected payoff16.34
Absolute drawdown270.73Maximal drawdown305.74 (3.05%)Relative drawdown3.05% (305.74)
Total trades43Short positions (won %)25 (40.00%)Long positions (won %)18 (66.67%)
Profit trades (% of total)22 (51.16%)Loss trades (% of total)21 (48.84%)
Largestprofit trade118.42loss trade-35.19
Averageprofit trade59.04loss trade-28.40
Maximumconsecutive wins (profit in money)8 (533.53)consecutive losses (loss in money)6 (-161.82)
Maximalconsecutive profit (count of wins)533.53 (8)consecutive loss (count of losses)-161.82 (6)
Averageconsecutive wins4consecutive losses4
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 04:53s/l10.10140.833140.833138.933-31.159968.85
42022.10.12 12:00sell20.10146.5990.0000.000
52022.10.12 12:00modify20.10146.599146.999145.099
62022.10.13 12:30s/l20.10146.999146.999145.099-31.339937.52
72022.10.13 16:00sell30.10147.1570.0000.000
82022.10.13 16:00modify30.10147.157147.557145.657
92022.10.14 07:15s/l30.10147.557147.557145.657-28.489909.04
102022.11.10 16:00buy40.10141.6060.0000.000
112022.11.10 16:00modify40.10141.606141.206143.106
122022.11.10 20:39s/l40.10141.206141.206143.106-28.339880.71
132022.11.21 16:00sell50.10141.9420.0000.000
142022.11.21 16:00modify50.10141.942142.342140.442
152022.11.22 09:53sell60.10141.1840.0000.000
162022.11.22 09:53modify60.10141.184141.642140.442
172022.11.22 09:53modify50.10141.942141.642140.442
182022.11.23 00:02sell70.10141.0420.0000.000
192022.11.23 00:02modify70.10141.042141.567140.442
202022.11.23 00:02sell80.10141.0420.0000.000
212022.11.23 00:02modify80.10141.042141.417140.442
222022.11.23 00:02modify60.10141.184141.417140.442
232022.11.23 00:02modify50.10141.942141.417140.442
242022.11.23 00:02modify70.10141.042141.417140.442
252022.11.23 01:44s/l50.10141.417141.417140.44234.379915.08
262022.11.23 01:44s/l60.10141.417141.417140.442-17.859897.23
272022.11.23 01:44s/l70.10141.417141.417140.442-26.529870.71
282022.11.23 01:44s/l80.10141.417141.417140.442-26.529844.19
292022.12.30 12:00buy90.10131.7740.0000.000
302022.12.30 12:00modify90.10131.774131.374133.274
312022.12.30 17:29s/l90.10131.374131.374133.274-30.459813.74
322023.01.02 12:00buy100.10130.7960.0000.000
332023.01.02 12:00modify100.10130.796130.396132.296
342023.01.03 01:13s/l100.10130.396130.396132.296-29.599784.15
352023.01.12 16:00buy110.10129.8630.0000.000
362023.01.12 16:00modify110.10129.863129.463131.363
372023.01.12 17:33s/l110.10129.463129.463131.363-30.899753.26
382023.01.13 16:00buy120.10127.5370.0000.000
392023.01.13 16:00modify120.10127.537127.137129.037
402023.01.16 08:08buy130.10128.2870.0000.000
412023.01.16 08:08modify130.10128.287127.837129.037
422023.01.16 08:08modify120.10127.537127.837129.037
432023.01.16 08:11buy140.10128.4390.0000.000
442023.01.16 08:11modify140.10128.439127.912129.037
452023.01.16 08:11buy150.10128.4390.0000.000
462023.01.16 08:11modify150.10128.439128.062129.037
472023.01.16 08:11modify130.10128.287128.062129.037
482023.01.16 08:11modify120.10127.537128.062129.037
492023.01.16 08:11modify140.10128.439128.062129.037
502023.01.17 02:31t/p120.10129.037128.062129.037118.429871.68
512023.01.17 02:31t/p130.10129.037128.062129.03759.219930.88
522023.01.17 02:31t/p140.10129.037128.062129.03747.439978.31
532023.01.17 02:31t/p150.10129.037128.062129.03747.4310025.74
542023.02.06 16:00sell160.10132.8450.0000.000
552023.02.06 16:00modify160.10132.845133.245131.345
562023.02.07 06:19sell170.10132.0940.0000.000
572023.02.07 06:19modify170.10132.094132.545131.345
582023.02.07 06:19modify160.10132.845132.545131.345
592023.02.07 08:28sell180.10131.9440.0000.000
602023.02.07 08:28modify180.10131.944132.470131.345
612023.02.07 08:28sell190.10131.9440.0000.000
622023.02.07 08:28modify190.10131.944132.320131.345
632023.02.07 08:28modify170.10132.094132.320131.345
642023.02.07 08:28modify160.10132.845132.320131.345
652023.02.07 08:28modify180.10131.944132.320131.345
662023.02.07 15:56t/p160.10131.345132.320131.345112.8310138.57
672023.02.07 15:56t/p170.10131.345132.320131.34557.0210195.59
682023.02.07 15:56t/p180.10131.345132.320131.34545.6010241.19
692023.02.07 15:56t/p190.10131.345132.320131.34545.6010286.79
702023.02.15 16:00sell200.10134.2720.0000.000
712023.02.15 16:00modify200.10134.272134.672132.772
722023.02.17 01:48s/l200.10134.672134.672132.772-35.1910251.60
732023.02.24 16:00sell210.10136.3910.0000.000
742023.02.24 16:00modify210.10136.391136.791134.891
752023.02.28 07:58s/l210.10136.791136.791134.891-31.9910219.61
762023.04.28 12:00sell220.10136.1300.0000.000
772023.04.28 12:00modify220.10136.130136.530134.630
782023.04.28 14:26s/l220.10136.530136.530134.630-29.3010190.31
792023.05.01 12:00sell230.10136.8160.0000.000
802023.05.01 12:00modify230.10136.816137.216135.316
812023.05.01 14:12s/l230.10137.216137.216135.316-29.1510161.16
822023.05.04 16:00buy240.10133.7940.0000.000
832023.05.04 16:00modify240.10133.794133.394135.294
842023.05.05 16:51buy250.10134.7030.0000.000
852023.05.05 16:51modify250.10134.703134.169135.294
862023.05.05 16:51buy260.10134.7030.0000.000
872023.05.05 16:51modify260.10134.703134.319135.294
882023.05.05 16:51modify240.10133.794134.319135.294
892023.05.05 16:51modify250.10134.703134.319135.294
902023.05.07 23:52t/p240.10135.294134.319135.294111.9610273.12
912023.05.07 23:52t/p250.10135.294134.319135.29443.6910316.81
922023.05.07 23:52t/p260.10135.294134.319135.29443.6910360.50
932023.05.17 16:00sell270.10137.5150.0000.000
942023.05.17 16:00modify270.10137.515137.915136.015
952023.05.18 08:15s/l270.10137.915137.915136.015-33.1210327.38
962023.07.07 16:00buy280.10142.2450.0000.000
972023.07.07 16:00modify280.10142.245141.845143.745
982023.07.10 04:39buy290.10142.9960.0000.000
992023.07.10 04:39modify290.10142.996142.545143.745
1002023.07.10 04:39modify280.10142.245142.545143.745
1012023.07.10 06:20s/l280.10142.545142.545143.74522.1410349.52
1022023.07.10 06:20s/l290.10142.545142.545143.745-31.6410317.88
1032023.07.13 16:00buy300.10138.1720.0000.000
1042023.07.13 16:00modify300.10138.172137.772139.672
1052023.07.14 00:18s/l300.10137.772137.772139.672-27.9410289.93
1062023.08.01 16:00sell310.10143.3390.0000.000
1072023.08.01 16:00modify310.10143.339143.739141.839
1082023.08.02 06:49sell320.10142.5750.0000.000
1092023.08.02 06:49modify320.10142.575143.039141.839
1102023.08.02 06:49modify310.10143.339143.039141.839
1112023.08.02 08:02sell330.10142.4390.0000.000
1122023.08.02 08:02modify330.10142.439142.964141.839
1132023.08.02 08:02sell340.10142.4390.0000.000
1142023.08.02 08:02modify340.10142.439142.814141.839
1152023.08.02 08:02modify320.10142.575142.814141.839
1162023.08.02 08:02modify310.10143.339142.814141.839
1172023.08.02 08:02modify330.10142.439142.814141.839
1182023.08.02 11:38s/l310.10142.814142.814141.83935.3910325.32
1192023.08.02 11:38s/l320.10142.814142.814141.839-16.7410308.58
1202023.08.02 11:38s/l330.10142.814142.814141.839-26.2610282.32
1212023.08.02 11:38s/l340.10142.814142.814141.839-26.2610256.06
1222023.08.10 16:00sell350.10144.4030.0000.000
1232023.08.10 16:00modify350.10144.403144.803142.903
1242023.08.10 19:38s/l350.10144.803144.803142.903-27.6210228.44
1252023.08.23 16:00buy360.10144.6550.0000.000
1262023.08.23 16:00modify360.10144.655144.255146.155
1272023.08.24 09:19buy370.10145.4060.0000.000
1282023.08.24 09:19modify370.10145.406144.955146.155
1292023.08.24 09:19modify360.10144.655144.955146.155
1302023.08.24 11:23buy380.10145.5570.0000.000
1312023.08.24 11:23modify380.10145.557145.030146.155
1322023.08.24 11:23buy390.10145.5570.0000.000
1332023.08.24 11:23modify390.10145.557145.180146.155
1342023.08.24 11:23modify370.10145.406145.180146.155
1352023.08.24 11:23modify360.10144.655145.180146.155
1362023.08.24 11:23modify380.10145.557145.180146.155
1372023.08.25 01:18t/p360.10146.155145.180146.155106.9810335.42
1382023.08.25 01:18t/p370.10146.155145.180146.15552.3310387.75
1392023.08.25 01:18t/p380.10146.155145.180146.15542.0010429.75
1402023.08.25 01:18t/p390.10146.155145.180146.15542.0010471.75
1412023.08.29 12:00sell400.10147.1410.0000.000
1422023.08.29 12:00modify400.10147.141147.541145.641
1432023.08.29 14:09sell410.10146.3900.0000.000
1442023.08.29 14:09modify410.10146.390146.841145.641
1452023.08.29 14:09modify400.10147.141146.841145.641
1462023.08.29 14:22sell420.10146.2370.0000.000
1472023.08.29 14:22modify420.10146.237146.766145.641
1482023.08.29 14:22sell430.10146.2370.0000.000
1492023.08.29 14:22modify430.10146.237146.616145.641
1502023.08.29 14:22modify410.10146.390146.616145.641
1512023.08.29 14:22modify400.10147.141146.616145.641
1522023.08.29 14:22modify420.10146.237146.616145.641
1532023.08.30 13:32t/p400.10145.641146.616145.641101.6210573.37
1542023.08.30 13:32t/p410.10145.641146.616145.64150.0610623.42
1552023.08.30 13:32t/p420.10145.641146.616145.64139.5510662.97
1562023.08.30 13:32t/p430.10145.641146.616145.64139.5510702.52