Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 23:59 (2022.10.01 - 2023.10.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test2612Ticks modelled4223Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit281.70Gross profit4892.78Gross loss-4611.08
Profit factor1.06Expected payoff2.71
Absolute drawdown349.18Maximal drawdown1052.63 (9.56%)Relative drawdown9.56% (1052.63)
Total trades104Short positions (won %)60 (46.67%)Long positions (won %)44 (61.36%)
Profit trades (% of total)55 (52.88%)Loss trades (% of total)49 (47.12%)
Largestprofit trade119.63loss trade-127.14
Averageprofit trade88.96loss trade-94.10
Maximumconsecutive wins (profit in money)5 (437.28)consecutive losses (loss in money)4 (-432.82)
Maximalconsecutive profit (count of wins)450.90 (4)consecutive loss (count of losses)-432.82 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 20:00buy10.10144.0790.0000.000
22022.10.04 20:00modify10.10144.079142.579145.579
32022.10.10 04:00t/p10.10145.579142.579145.579109.4010109.40
42022.10.12 04:00sell20.10146.2070.0000.000
52022.10.12 04:00modify20.10146.207147.707144.707
62022.10.14 12:00s/l20.10147.707147.707144.707-106.7310002.66
72022.10.14 12:00sell30.10147.8010.0000.000
82022.10.14 12:00modify30.10147.801149.301146.301
92022.10.18 16:00s/l30.10149.301149.301146.301-103.139899.53
102022.10.19 12:00sell40.10149.6150.0000.000
112022.10.19 12:00modify40.10149.615151.115148.115
122022.10.21 12:00s/l40.10151.115151.115148.115-104.249795.29
132022.10.21 12:00sell50.10151.5160.0000.000
142022.10.21 12:00modify50.10151.516153.016150.016
152022.10.21 16:00t/p50.10150.016153.016150.016102.509897.79
162022.10.21 16:00buy60.10146.3420.0000.000
172022.10.21 16:00modify60.10146.342144.842147.842
182022.10.21 20:00t/p60.10147.842144.842147.842101.599999.38
192022.10.24 08:00sell70.10149.2560.0000.000
202022.10.24 08:00modify70.10149.256150.756147.756
212022.10.25 16:00t/p70.10147.756150.756147.756100.1110099.49
222022.10.25 16:00buy80.10147.8860.0000.000
232022.10.25 16:00modify80.10147.886146.386149.386
242022.10.26 16:00s/l80.10146.386146.386149.386-101.359998.15
252022.10.28 08:00sell90.10147.0720.0000.000
262022.10.28 08:00modify90.10147.072148.572145.572
272022.10.31 12:00s/l90.10148.572148.572145.572-102.189895.97
282022.10.31 12:00sell100.10148.6780.0000.000
292022.10.31 12:00modify100.10148.678150.178147.178
302022.11.01 08:00sell110.10147.9240.0000.000
312022.11.01 08:00modify110.10147.924148.528147.178
322022.11.01 08:00modify100.10148.678148.528147.178
332022.11.01 12:00t/p100.10147.178148.528147.178100.559996.52
342022.11.01 12:00t/p110.10147.178148.528147.17850.6610047.18
352022.11.02 12:00buy120.10147.1040.0000.000
362022.11.02 12:00modify120.10147.104145.604148.604
372022.11.08 16:00s/l120.10145.604145.604148.604-96.839950.35
382022.11.08 16:00buy130.10145.5300.0000.000
392022.11.08 16:00modify130.10145.530144.030147.030
402022.11.10 16:00s/l130.10144.030144.030147.030-101.789848.57
412022.11.10 16:00buy140.10141.6060.0000.000
422022.11.10 16:00modify140.10141.606140.106143.106
432022.11.11 12:00s/l140.10140.106140.106143.106-106.499742.09
442022.11.14 04:00buy150.10139.1240.0000.000
452022.11.14 04:00modify150.10139.124137.624140.624
462022.11.14 12:00t/p150.10140.624137.624140.624106.729848.81
472022.11.14 12:00sell160.10140.5540.0000.000
482022.11.14 12:00modify160.10140.554142.054139.054
492022.11.15 12:00t/p160.10139.054142.054139.054106.439955.24
502022.11.16 04:00sell170.10140.1840.0000.000
512022.11.16 04:00modify170.10140.184141.684138.684
522022.11.16 16:00sell180.10139.3500.0000.000
532022.11.16 16:00modify180.10139.350139.659138.684
542022.11.16 16:00modify170.10140.184139.659138.684
552022.11.16 20:00s/l170.10139.659139.659138.68437.679992.91
562022.11.16 20:00s/l180.10139.659139.659138.684-22.189970.73
572022.11.17 16:00sell190.10140.5840.0000.000
582022.11.17 16:00modify190.10140.584142.084139.084
592022.11.21 16:00s/l190.10142.084142.084139.084-108.299862.44
602022.11.22 12:00buy200.10141.2030.0000.000
612022.11.22 12:00modify200.10141.203139.703142.703
622022.11.23 16:00s/l200.10139.703139.703142.703-106.319756.13
632022.11.23 16:00buy210.10139.7630.0000.000
642022.11.23 16:00modify210.10139.763138.263141.263
652022.11.24 12:00s/l210.10138.263138.263141.263-105.319650.82
662022.11.25 12:00sell220.10139.5790.0000.000
672022.11.25 12:00modify220.10139.579141.079138.079
682022.11.28 04:00sell230.10138.6560.0000.000
692022.11.28 04:00modify230.10138.656138.904138.079
702022.11.28 04:00modify220.10139.579138.904138.079
712022.11.28 08:00t/p220.10138.079138.904138.079107.109757.93
722022.11.28 08:00t/p230.10138.079138.904138.07941.709799.63
732022.11.28 08:00buy240.10138.3390.0000.000
742022.11.28 08:00modify240.10138.339136.839139.839
752022.11.30 16:00t/p240.10139.839136.839139.839109.619909.23
762022.11.30 16:00sell250.10139.4980.0000.000
772022.11.30 16:00modify250.10139.498140.998137.998
782022.11.30 20:00t/p250.10137.998140.998137.998108.7110017.94
792022.11.30 20:00buy260.10137.9890.0000.000
802022.11.30 20:00modify260.10137.989136.489139.489
812022.12.01 08:00s/l260.10136.489136.489139.489-106.739911.21
822022.12.02 20:00buy270.10134.4680.0000.000
832022.12.02 20:00modify270.10134.468132.968135.968
842022.12.05 12:00buy280.10135.3070.0000.000
852022.12.05 12:00modify280.10135.307134.993135.968
862022.12.05 12:00modify270.10134.468134.993135.968
872022.12.05 16:00t/p270.10135.968134.993135.968111.0710022.28
882022.12.05 16:00t/p280.10135.968134.993135.96848.4910070.77
892022.12.07 08:00sell290.10137.4220.0000.000
902022.12.07 08:00modify290.10137.422138.922135.922
912022.12.08 16:00sell300.10136.5100.0000.000
922022.12.08 16:00modify300.10136.510136.747135.922
932022.12.08 16:00modify290.10137.422136.747135.922
942022.12.08 20:00s/l290.10136.747136.747135.92245.4310116.21
952022.12.08 20:00s/l300.10136.747136.747135.922-17.3410098.87
962022.12.09 04:00buy310.10135.8970.0000.000
972022.12.09 04:00modify310.10135.897134.397137.397
982022.12.12 00:00buy320.10136.7450.0000.000
992022.12.12 00:00modify320.10136.745136.422137.397
1002022.12.12 00:00modify310.10135.897136.422137.397
1012022.12.12 16:00t/p310.10137.397136.422137.397110.2110209.08
1022022.12.12 16:00t/p320.10137.397136.422137.39747.4510256.53
1032022.12.12 16:00sell330.10137.4000.0000.000
1042022.12.12 16:00modify330.10137.400138.900135.900
1052022.12.13 16:00t/p330.10135.900138.900135.900109.6110366.14
1062022.12.13 16:00buy340.10135.2210.0000.000
1072022.12.13 16:00modify340.10135.221133.721136.721
1082022.12.15 12:00t/p340.10136.721133.721136.721114.0510480.20
1092022.12.16 16:00buy350.10136.6560.0000.000
1102022.12.16 16:00modify350.10136.656135.156138.156
1112022.12.20 04:00s/l350.10135.156135.156138.156-110.3210369.87
1122022.12.20 04:00buy360.10133.4700.0000.000
1132022.12.20 04:00modify360.10133.470131.970134.970
1142022.12.20 16:00s/l360.10131.970131.970134.970-114.1710255.70
1152022.12.23 04:00sell370.10132.6580.0000.000
1162022.12.23 04:00modify370.10132.658134.158131.158
1172022.12.28 04:00s/l370.10134.158134.158131.158-115.6710140.03
1182022.12.28 04:00sell380.10134.2430.0000.000
1192022.12.28 04:00modify380.10134.243135.743132.743
1202022.12.30 04:00t/p380.10132.743135.743132.743107.7810247.81
1212023.01.03 04:00buy390.10129.8110.0000.000
1222023.01.03 04:00modify390.10129.811128.311131.311
1232023.01.04 00:00t/p390.10131.311128.311131.311115.2810363.09
1242023.01.04 08:00buy400.10130.2790.0000.000
1252023.01.04 08:00modify400.10130.279128.779131.779
1262023.01.04 16:00t/p400.10131.779128.779131.779113.6310476.72
1272023.01.04 16:00sell410.10132.0110.0000.000
1282023.01.04 16:00modify410.10132.011133.511130.511
1292023.01.05 16:00s/l410.10133.511133.511130.511-115.9710360.75
1302023.01.06 16:00buy420.10132.4620.0000.000
1312023.01.06 16:00modify420.10132.462130.962133.962
1322023.01.12 12:00s/l420.10130.962130.962133.962-108.3510252.40
1332023.01.16 04:00buy430.10127.4270.0000.000
1342023.01.16 04:00modify430.10127.427125.927128.927
1352023.01.16 12:00buy440.10128.3340.0000.000
1362023.01.16 12:00modify440.10128.334128.102128.927
1372023.01.16 12:00modify430.10127.427128.102128.927
1382023.01.17 04:00t/p430.10128.927128.102128.927117.5210369.93
1392023.01.17 04:00t/p440.10128.927128.102128.92747.0910417.02
1402023.01.17 04:00sell450.10128.7740.0000.000
1412023.01.17 04:00modify450.10128.774130.274127.274
1422023.01.18 04:00s/l450.10130.274130.274127.274-115.6810301.34
1432023.01.18 04:00sell460.10131.1390.0000.000
1442023.01.18 04:00modify460.10131.139132.639129.639
1452023.01.18 12:00t/p460.10129.639132.639129.639116.2710417.61
1462023.01.18 16:00buy470.10128.3940.0000.000
1472023.01.18 16:00modify470.10128.394126.894129.894
1482023.01.20 12:00t/p470.10129.894126.894129.894119.6310537.25
1492023.01.20 12:00sell480.10129.9140.0000.000
1502023.01.20 12:00modify480.10129.914131.414128.414
1512023.02.02 04:00t/p480.10128.414131.414128.41499.5010636.75
1522023.02.02 16:00buy490.10128.4470.0000.000
1532023.02.02 16:00modify490.10128.447126.947129.947
1542023.02.03 16:00t/p490.10129.947126.947129.947115.4910752.24
1552023.02.03 16:00sell500.10131.0690.0000.000
1562023.02.03 16:00modify500.10131.069132.569129.569
1572023.02.06 16:00s/l500.10132.569132.569129.569-114.2110638.03
1582023.02.07 16:00buy510.10131.2720.0000.000
1592023.02.07 16:00modify510.10131.272129.772132.772
1602023.02.13 12:00t/p510.10132.772129.772132.772119.3110757.34
1612023.02.14 16:00sell520.10132.8240.0000.000
1622023.02.14 16:00modify520.10132.824134.324131.324
1632023.02.15 16:00s/l520.10134.324134.324131.324-113.0110644.34
1642023.02.17 04:00sell530.10134.6550.0000.000
1652023.02.17 04:00modify530.10134.655136.155133.155
1662023.02.24 16:00s/l530.10136.155136.155133.155-119.1610525.17
1672023.02.28 08:00sell540.10136.7490.0000.000
1682023.02.28 08:00modify540.10136.749138.249135.249
1692023.03.01 08:00sell550.10135.9220.0000.000
1702023.03.01 08:00modify550.10135.922136.224135.249
1712023.03.01 08:00modify540.10136.749136.224135.249
1722023.03.01 16:00s/l540.10136.224136.224135.24937.2510562.43
1732023.03.01 16:00s/l550.10136.224136.224135.249-22.1810540.25
1742023.03.02 08:00sell560.10136.7810.0000.000
1752023.03.02 08:00modify560.10136.781138.281135.281
1762023.03.06 16:00sell570.10135.9480.0000.000
1772023.03.06 16:00modify570.10135.948136.256135.281
1782023.03.06 16:00modify560.10136.781136.256135.281
1792023.03.07 16:00s/l560.10136.256136.256135.28134.4310574.68
1802023.03.07 16:00s/l570.10136.256136.256135.281-23.8310550.85
1812023.03.07 16:00sell580.10136.7770.0000.000
1822023.03.07 16:00modify580.10136.777138.277135.277
1832023.03.10 16:00t/p580.10135.277138.277135.277105.0910655.94
1842023.03.10 16:00buy590.10134.3290.0000.000
1852023.03.10 16:00modify590.10134.329132.829135.829
1862023.03.13 16:00s/l590.10132.829132.829135.829-111.6210544.33
1872023.03.14 12:00sell600.10134.1590.0000.000
1882023.03.14 12:00modify600.10134.159135.659132.659
1892023.03.15 16:00t/p600.10132.659135.659132.659111.5910655.92
1902023.03.16 12:00buy610.10132.6350.0000.000
1912023.03.16 12:00modify610.10132.635131.135134.135
1922023.03.20 08:00s/l610.10131.135131.135134.135-112.3710543.55
1932023.03.20 08:00buy620.10131.0780.0000.000
1942023.03.20 08:00modify620.10131.078129.578132.578
1952023.03.21 20:00t/p620.10132.578129.578132.578114.3010657.85
1962023.03.22 12:00sell630.10132.8950.0000.000
1972023.03.22 12:00modify630.10132.895134.395131.395
1982023.03.22 20:00t/p630.10131.395134.395131.395114.3010772.15
1992023.03.22 20:00buy640.10131.2310.0000.000
2002023.03.22 20:00modify640.10131.231129.731132.731
2012023.03.24 12:00s/l640.10129.731129.731132.731-111.2110660.94
2022023.03.27 12:00sell650.10131.4630.0000.000
2032023.03.27 12:00modify650.10131.463132.963129.963
2042023.03.30 16:00s/l650.10132.963132.963129.963-119.5810541.36
2052023.04.03 04:00sell660.10133.4470.0000.000
2062023.04.03 04:00modify660.10133.447134.947131.947
2072023.04.04 08:00sell670.10132.6080.0000.000
2082023.04.04 08:00modify670.10132.608132.922131.947
2092023.04.04 08:00modify660.10133.447132.922131.947
2102023.04.04 12:00s/l660.10132.922132.922131.94738.1410579.51
2112023.04.04 12:00s/l670.10132.922132.922131.947-23.5910555.92
2122023.04.04 16:00buy680.10131.6310.0000.000
2132023.04.04 16:00modify680.10131.631130.131133.131
2142023.04.10 16:00t/p680.10133.131130.131133.131118.4110674.33
2152023.04.12 20:00buy690.10133.2200.0000.000
2162023.04.12 20:00modify690.10133.220131.720134.720
2172023.04.18 16:00buy700.10134.1450.0000.000
2182023.04.18 16:00modify700.10134.145133.895134.720
2192023.04.18 16:00modify690.10133.220133.895134.720
2202023.04.19 08:00t/p690.10134.720133.895134.720118.6410792.97
2212023.04.19 08:00t/p700.10134.720133.895134.72043.7210836.69
2222023.04.19 08:00sell710.10134.7330.0000.000
2232023.04.19 08:00modify710.10134.733136.233133.233
2242023.04.25 16:00sell720.10133.9670.0000.000
2252023.04.25 16:00modify720.10133.967134.583133.233
2262023.04.25 16:00modify710.10134.733134.583133.233
2272023.04.26 16:00t/p710.10133.233134.583133.233102.9410939.63
2282023.04.26 16:00t/p720.10133.233134.583133.23353.5610993.19
2292023.04.27 16:00sell730.10134.0520.0000.000
2302023.04.27 16:00modify730.10134.052135.552132.552
2312023.04.28 08:00s/l730.10135.552135.552132.552-111.8110881.39
2322023.04.28 08:00sell740.10135.7260.0000.000
2332023.04.28 08:00modify740.10135.726137.226134.226
2342023.05.01 16:00s/l740.10137.226137.226134.226-110.5010770.89
2352023.05.01 16:00sell750.10137.3540.0000.000
2362023.05.01 16:00modify750.10137.354138.854135.854
2372023.05.03 08:00t/p750.10135.854138.854135.854107.8010878.69
2382023.05.05 16:00sell760.10134.8580.0000.000
2392023.05.05 16:00modify760.10134.858136.358133.358
2402023.05.11 00:00sell770.10134.1010.0000.000
2412023.05.11 00:00modify770.10134.101134.708133.358
2422023.05.11 00:00modify760.10134.858134.708133.358
2432023.05.11 12:00s/l760.10134.708134.708133.3583.2710881.96
2442023.05.11 12:00s/l770.10134.708134.708133.358-45.2410836.72
2452023.05.12 16:00sell780.10135.6280.0000.000
2462023.05.12 16:00modify780.10135.628137.128134.128
2472023.05.17 12:00s/l780.10137.128137.128134.128-113.4210723.30
2482023.05.18 16:00sell790.10138.4980.0000.000
2492023.05.18 16:00modify790.10138.498139.998136.998
2502023.05.25 20:00s/l790.10139.998139.998136.998-116.2110607.09
2512023.05.26 16:00sell800.10140.5350.0000.000
2522023.05.26 16:00modify800.10140.535142.035139.035
2532023.05.30 20:00sell810.10139.7560.0000.000
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