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 20:00 (2022.10.01 - 2023.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 test1911Ticks modelled46020577Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit732.68Gross profit883.53Gross loss-150.85
Profit factor5.86Expected payoff33.30
Absolute drawdown155.38Maximal drawdown286.09 (2.82%)Relative drawdown2.82% (286.09)
Total trades22Short positions (won %)8 (62.50%)Long positions (won %)14 (71.43%)
Profit trades (% of total)15 (68.18%)Loss trades (% of total)7 (31.82%)
Largestprofit trade116.30loss trade-42.60
Averageprofit trade58.90loss trade-21.55
Maximumconsecutive wins (profit in money)13 (822.18)consecutive losses (loss in money)3 (-66.57)
Maximalconsecutive profit (count of wins)822.18 (13)consecutive loss (count of losses)-66.57 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.27 04:00buy10.10146.1520.0000.000
22022.10.27 04:00modify10.10146.152144.652147.652
32022.10.27 12:08buy20.10146.8320.0000.000
42022.10.27 12:08modify20.10146.832146.302147.652
52022.10.27 12:08buy30.10146.8320.0000.000
62022.10.27 12:08modify30.10146.832146.527147.652
72022.10.27 12:08modify10.10146.152146.527147.652
82022.10.27 12:08modify20.10146.832146.527147.652
92022.10.27 12:31s/l10.10146.527146.527147.65225.5910025.59
102022.10.27 12:31s/l20.10146.527146.527147.652-20.8210004.77
112022.10.27 12:31s/l30.10146.527146.527147.652-20.829983.95
122022.11.22 00:00sell40.10142.0870.0000.000
132022.11.22 00:00modify40.10142.087143.587140.587
142022.11.22 09:32sell50.10141.4110.0000.000
152022.11.22 09:32modify50.10141.411141.937140.587
162022.11.22 09:32sell60.10141.4110.0000.000
172022.11.22 09:32modify60.10141.411141.712140.587
182022.11.22 09:32modify40.10142.087141.712140.587
192022.11.22 09:32modify50.10141.411141.712140.587
202022.11.23 00:05sell70.10140.9590.0000.000
212022.11.23 00:05modify70.10140.959141.562140.587
222022.11.23 00:05modify60.10141.411141.562140.587
232022.11.23 00:05modify50.10141.411141.562140.587
242022.11.23 00:05modify40.10142.087141.562140.587
252022.11.23 10:13s/l40.10141.562141.562140.58735.7610019.71
262022.11.23 10:13s/l50.10141.562141.562140.587-11.9910007.73
272022.11.23 10:13s/l60.10141.562141.562140.587-11.999995.74
282022.11.23 10:13s/l70.10141.562141.562140.587-42.609953.14
292023.01.02 04:00buy80.10130.9260.0000.000
302023.01.02 04:00modify80.10130.926129.426132.426
312023.01.04 15:10buy90.10131.6060.0000.000
322023.01.04 15:10modify90.10131.606131.076132.426
332023.01.04 15:10buy100.10131.6060.0000.000
342023.01.04 15:10modify100.10131.606131.301132.426
352023.01.04 15:10modify80.10130.926131.301132.426
362023.01.04 15:10modify90.10131.606131.301132.426
372023.01.04 15:55buy110.10132.0540.0000.000
382023.01.04 15:55modify110.10132.054131.451132.426
392023.01.04 15:55modify100.10131.606131.451132.426
402023.01.04 15:55modify90.10131.606131.451132.426
412023.01.04 15:55modify80.10130.926131.451132.426
422023.01.04 17:43t/p80.10132.426131.451132.426115.3610068.50
432023.01.04 17:43t/p90.10132.426131.451132.42661.9210130.42
442023.01.04 17:43t/p100.10132.426131.451132.42661.9210192.34
452023.01.04 17:43t/p110.10132.426131.451132.42628.0910220.43
462023.02.02 04:00buy120.10128.6370.0000.000
472023.02.02 04:00modify120.10128.637127.137130.137
482023.02.03 13:30buy130.10129.3130.0000.000
492023.02.03 13:30modify130.10129.313128.787130.137
502023.02.03 13:30buy140.10129.3130.0000.000
512023.02.03 13:30modify140.10129.313129.012130.137
522023.02.03 13:30modify120.10128.637129.012130.137
532023.02.03 13:30modify130.10129.313129.012130.137
542023.02.03 13:40buy150.10129.7680.0000.000
552023.02.03 13:40modify150.10129.768129.162130.137
562023.02.03 13:40modify140.10129.313129.162130.137
572023.02.03 13:40modify130.10129.313129.162130.137
582023.02.03 13:40modify120.10128.637129.162130.137
592023.02.03 13:48t/p120.10130.137129.162130.137116.3010336.73
602023.02.03 13:48t/p130.10130.137129.162130.13763.3210400.05
612023.02.03 13:48t/p140.10130.137129.162130.13763.3210463.37
622023.02.03 13:48t/p150.10130.137129.162130.13728.3510491.72
632023.05.01 08:00sell160.10136.7160.0000.000
642023.05.01 08:00modify160.10136.716138.216135.216
652023.05.03 01:57sell170.10136.0360.0000.000
662023.05.03 01:57modify170.10136.036136.566135.216
672023.05.03 01:57sell180.10136.0360.0000.000
682023.05.03 01:57modify180.10136.036136.341135.216
692023.05.03 01:57modify160.10136.716136.341135.216
702023.05.03 01:57modify170.10136.036136.341135.216
712023.05.03 08:14sell190.10135.5910.0000.000
722023.05.03 08:14modify190.10135.591136.191135.216
732023.05.03 08:14modify180.10136.036136.191135.216
742023.05.03 08:14modify170.10136.036136.191135.216
752023.05.03 08:14modify160.10136.716136.191135.216
762023.05.03 14:39t/p160.10135.216136.191135.216108.3010600.02
772023.05.03 14:39t/p170.10135.216136.191135.21660.6410660.66
782023.05.03 14:39t/p180.10135.216136.191135.21660.6410721.30
792023.05.03 14:39t/p190.10135.216136.191135.21627.7310749.03
802023.07.10 00:00buy200.10142.2400.0000.000
812023.07.10 00:00modify200.10142.240140.740143.740
822023.07.10 02:47buy210.10142.9190.0000.000
832023.07.10 02:47modify210.10142.919142.390143.740
842023.07.10 02:47buy220.10142.9190.0000.000
852023.07.10 02:47modify220.10142.919142.615143.740
862023.07.10 02:47modify200.10142.240142.615143.740
872023.07.10 02:47modify210.10142.919142.615143.740
882023.07.10 06:03s/l200.10142.615142.615143.74026.2910775.32
892023.07.10 06:03s/l210.10142.615142.615143.740-21.3210754.00
902023.07.10 06:03s/l220.10142.615142.615143.740-21.3210732.68