Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=40; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 test2610Ticks modelled79141Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1353.69Gross profit2577.61Gross loss-1223.92
Profit factor2.11Expected payoff18.29
Absolute drawdown187.31Maximal drawdown269.91 (2.59%)Relative drawdown2.59% (269.91)
Total trades74Short positions (won %)44 (72.73%)Long positions (won %)30 (53.33%)
Profit trades (% of total)48 (64.86%)Loss trades (% of total)26 (35.14%)
Largestprofit trade117.49loss trade-87.68
Averageprofit trade53.70loss trade-47.07
Maximumconsecutive wins (profit in money)7 (474.64)consecutive losses (loss in money)4 (-147.36)
Maximalconsecutive profit (count of wins)474.64 (7)consecutive loss (count of losses)-147.36 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.04 16:00sell10.10132.0110.0000.000
22023.01.04 16:00modify10.10132.011133.111130.511
32023.01.05 13:20s/l10.10133.111133.111130.511-87.689912.32
42023.01.05 16:00sell20.10133.8690.0000.000
52023.01.05 16:00modify20.10133.869134.969132.369
62023.01.05 17:30sell30.10133.2540.0000.000
72023.01.05 17:30modify30.10133.254133.719132.369
82023.01.05 17:30modify20.10133.869133.719132.369
92023.01.05 18:40sell40.10132.9510.0000.000
102023.01.05 18:40modify40.10132.951133.269132.369
112023.01.05 18:40sell50.10132.9510.0000.000
122023.01.05 18:40modify50.10132.951133.344132.369
132023.01.05 18:40modify30.10133.254133.344132.369
142023.01.05 18:40modify20.10133.869133.344132.369
152023.01.05 18:45modify40.10132.951133.344132.369
162023.01.05 20:30s/l20.10133.344133.344132.36939.379951.69
172023.01.05 20:30s/l30.10133.344133.344132.369-6.759944.94
182023.01.05 20:30s/l40.10133.344133.344132.369-29.489915.46
192023.01.05 20:30s/l50.10133.344133.344132.369-29.489885.98
202023.01.06 04:00sell60.10133.8150.0000.000
212023.01.06 04:00modify60.10133.815134.915132.315
222023.01.06 16:40t/p60.10132.315134.915132.315113.459999.43
232023.01.09 04:00buy70.10131.6580.0000.000
242023.01.09 04:00modify70.10131.658130.558133.158
252023.01.09 07:59buy80.10132.2580.0000.000
262023.01.09 07:59modify80.10132.258131.808133.158
272023.01.09 07:59modify70.10131.658131.808133.158
282023.01.09 09:50buy90.10132.5620.0000.000
292023.01.09 09:50modify90.10132.562132.258133.158
302023.01.09 09:50buy100.10132.5620.0000.000
312023.01.09 09:50modify100.10132.562132.183133.158
322023.01.09 09:50modify80.10132.258132.183133.158
332023.01.09 09:50modify70.10131.658132.183133.158
342023.01.09 09:55modify90.10132.562132.183133.158
352023.01.09 12:40s/l70.10132.183132.183133.15839.7410039.17
362023.01.09 12:40s/l80.10132.183132.183133.158-5.6810033.49
372023.01.09 12:40s/l90.10132.183132.183133.158-28.6810004.81
382023.01.09 12:40s/l100.10132.183132.183133.158-28.689976.13
392023.01.12 16:00buy110.10129.8630.0000.000
402023.01.12 16:00modify110.10129.863128.763131.363
412023.01.13 00:05s/l110.10128.763128.763131.363-84.329891.81
422023.01.16 04:00buy120.10127.4270.0000.000
432023.01.16 04:00modify120.10127.427126.327128.927
442023.01.16 07:35buy130.10128.0530.0000.000
452023.01.16 07:35modify130.10128.053127.577128.927
462023.01.16 07:35modify120.10127.427127.577128.927
472023.01.16 11:59buy140.10128.3350.0000.000
482023.01.16 11:59modify140.10128.335128.027128.927
492023.01.16 11:59buy150.10128.3350.0000.000
502023.01.16 11:59modify150.10128.335127.952128.927
512023.01.16 11:59modify130.10128.053127.952128.927
522023.01.16 11:59modify120.10127.427127.952128.927
532023.01.16 12:00modify140.10128.335127.952128.927
542023.01.17 01:40t/p120.10128.927127.952128.927117.4910009.30
552023.01.17 01:40t/p130.10128.927127.952128.92768.9410078.24
562023.01.17 01:40t/p140.10128.927127.952128.92747.0710125.31
572023.01.17 01:40t/p150.10128.927127.952128.92747.0710172.38
582023.01.18 04:00sell160.10131.1390.0000.000
592023.01.18 04:00modify160.10131.139132.239129.639
602023.01.18 06:40sell170.10130.5270.0000.000
612023.01.18 06:40modify170.10130.527130.989129.639
622023.01.18 06:40modify160.10131.139130.989129.639
632023.01.18 08:40t/p160.10129.639130.989129.639115.7110288.09
642023.01.18 08:40t/p170.10129.639130.989129.63968.5010356.59
652023.01.20 12:00sell180.10129.9140.0000.000
662023.01.20 12:00modify180.10129.914131.014128.414
672023.01.22 23:40sell190.10129.3090.0000.000
682023.01.22 23:40modify190.10129.309129.764128.414
692023.01.22 23:40modify180.10129.914129.764128.414
702023.01.23 04:33s/l180.10129.764129.764128.4149.8610366.45
712023.01.23 04:33s/l190.10129.764129.764128.414-36.7610329.69
722023.02.03 16:00sell200.10131.0690.0000.000
732023.02.03 16:00modify200.10131.069132.169129.569
742023.02.05 22:00s/l200.10132.169132.169129.569-83.0110246.68
752023.02.15 16:00sell210.10134.2720.0000.000
762023.02.15 16:00modify210.10134.272135.372132.772
772023.02.16 02:50sell220.10133.6550.0000.000
782023.02.16 02:50modify220.10133.655134.122132.772
792023.02.16 02:50modify210.10134.272134.122132.772
802023.02.16 13:30s/l210.10134.122134.122132.7726.0610252.74
812023.02.16 13:30s/l220.10134.122134.122132.772-34.7910217.95
822023.02.24 16:00sell230.10136.3910.0000.000
832023.02.24 16:00modify230.10136.391137.491134.891
842023.02.28 17:50sell240.10135.7700.0000.000
852023.02.28 17:50modify240.10135.770136.241134.891
862023.02.28 17:50modify230.10136.391136.241134.891
872023.02.28 21:30s/l230.10136.241136.241134.8917.6010225.55
882023.02.28 21:30s/l240.10136.241136.241134.891-34.5710190.98
892023.03.08 04:00sell250.10137.7560.0000.000
902023.03.08 04:00modify250.10137.756138.856136.256
912023.03.08 12:15sell260.10137.1560.0000.000
922023.03.08 12:15modify260.10137.156137.606136.256
932023.03.08 12:15modify250.10137.756137.606136.256
942023.03.09 00:50sell270.10136.8390.0000.000
952023.03.09 00:50modify270.10136.839137.156136.256
962023.03.09 00:50sell280.10136.8390.0000.000
972023.03.09 00:50modify280.10136.839137.231136.256
982023.03.09 00:50modify260.10137.156137.231136.256
992023.03.09 00:50modify250.10137.756137.231136.256
1002023.03.09 00:55modify270.10136.839137.231136.256
1012023.03.09 08:40t/p250.10136.256137.231136.256104.9910295.97
1022023.03.09 08:40t/p260.10136.256137.231136.25660.9510356.92
1032023.03.09 08:40t/p270.10136.256137.231136.25642.7910399.71
1042023.03.09 08:40t/p280.10136.256137.231136.25642.7910442.50
1052023.03.10 16:00buy290.10134.3290.0000.000
1062023.03.10 16:00modify290.10134.329133.229135.829
1072023.03.13 09:40s/l290.10133.229133.229135.829-81.5810360.92
1082023.03.13 12:00buy300.10133.1810.0000.000
1092023.03.13 12:00modify300.10133.181132.081134.681
1102023.03.14 10:55buy310.10134.0830.0000.000
1112023.03.14 10:55modify310.10134.083133.781134.681
1122023.03.14 10:55buy320.10134.0830.0000.000
1132023.03.14 10:55modify320.10134.083133.706134.681
1142023.03.14 10:55modify300.10133.181133.706134.681
1152023.03.14 10:55modify310.10134.083133.706134.681
1162023.03.14 13:40t/p300.10134.681133.706134.681112.3510473.27
1172023.03.14 13:40t/p310.10134.681133.706134.68144.3310517.60
1182023.03.14 13:40t/p320.10134.681133.706134.68144.3310561.93
1192023.03.20 08:00buy330.10131.0780.0000.000
1202023.03.20 08:00modify330.10131.078129.978132.578
1212023.03.20 13:40buy340.10131.7010.0000.000
1222023.03.20 13:40modify340.10131.701131.228132.578
1232023.03.20 13:40modify330.10131.078131.228132.578
1242023.03.20 21:33s/l330.10131.228131.228132.57811.4410573.37
1252023.03.20 21:33s/l340.10131.228131.228132.578-36.0510537.32
1262023.03.23 04:00buy350.10130.6470.0000.000
1272023.03.23 04:00modify350.10130.647129.547132.147
1282023.03.23 08:40buy360.10131.2750.0000.000
1292023.03.23 08:40modify360.10131.275130.797132.147
1302023.03.23 08:40modify350.10130.647130.797132.147
1312023.03.23 16:30s/l350.10130.797130.797132.14711.4710548.79
1322023.03.23 16:30s/l360.10130.797130.797132.147-36.5510512.24
1332023.03.29 16:00sell370.10132.6970.0000.000
1342023.03.29 16:00modify370.10132.697133.797131.197
1352023.04.05 02:45sell380.10131.7680.0000.000
1362023.04.05 02:45modify380.10131.768132.097131.197
1372023.04.05 02:45sell390.10131.7680.0000.000
1382023.04.05 02:45modify390.10131.768132.172131.197
1392023.04.05 02:45modify370.10132.697132.172131.197
1402023.04.05 02:50modify380.10131.768132.172131.197
1412023.04.05 12:30t/p370.10131.197132.172131.197102.4410614.68
1422023.04.05 12:30t/p380.10131.197132.172131.19743.5310658.21
1432023.04.05 12:30t/p390.10131.197132.172131.19743.5310701.74
1442023.04.10 16:00sell400.10133.7530.0000.000
1452023.04.10 16:00modify400.10133.753134.853132.253
1462023.04.11 07:59sell410.10133.1430.0000.000
1472023.04.11 07:59modify410.10133.143133.603132.253
1482023.04.11 07:59modify400.10133.753133.603132.253
1492023.04.11 15:20s/l400.10133.603133.603132.2539.5210711.25
1502023.04.11 15:20s/l410.10133.603133.603132.253-34.4310676.82
1512023.04.28 08:00sell420.10135.7260.0000.000
1522023.04.28 08:00modify420.10135.726136.826134.226
1532023.05.01 02:30s/l420.10136.826136.826134.226-82.0710594.75
1542023.05.01 16:00sell430.10137.3540.0000.000
1552023.05.01 16:00modify430.10137.354138.454135.854
1562023.05.02 14:30sell440.10136.7540.0000.000
1572023.05.02 14:30modify440.10136.754137.204135.854
1582023.05.02 14:30modify430.10137.354137.204135.854
1592023.05.02 15:00sell450.10136.4260.0000.000
1602023.05.02 15:00modify450.10136.426136.754135.854
1612023.05.02 15:00sell460.10136.4260.0000.000
1622023.05.02 15:00modify460.10136.426136.829135.854
1632023.05.02 15:00modify440.10136.754136.829135.854
1642023.05.02 15:00modify430.10137.354136.829135.854
1652023.05.02 15:05modify450.10136.426136.829135.854
1662023.05.03 07:30t/p430.10135.854136.829135.854107.0110701.76
1672023.05.03 07:30t/p440.10135.854136.829135.85464.5510766.31
1682023.05.03 07:30t/p450.10135.854136.829135.85440.4110806.72
1692023.05.03 07:30t/p460.10135.854136.829135.85440.4110847.12
1702023.05.03 16:00buy470.10135.3430.0000.000
1712023.05.03 16:00modify470.10135.343134.243136.843
1722023.05.04 06:40s/l470.10134.243134.243136.843-78.5210768.61
1732023.05.04 16:00buy480.10133.7940.0000.000
1742023.05.04 16:00modify480.10133.794132.694135.294
1752023.05.05 16:45buy490.10134.6990.0000.000
1762023.05.05 16:45modify490.10134.699134.394135.294
1772023.05.05 16:45buy500.10134.6990.0000.000
1782023.05.05 16:45modify500.10134.699134.319135.294
1792023.05.05 16:45modify480.10133.794134.319135.294
1802023.05.05 16:50modify490.10134.699134.319135.294
1812023.05.07 23:40t/p480.10135.294134.319135.294112.0310880.64
1822023.05.07 23:40t/p490.10135.294134.319135.29443.9810924.62
1832023.05.07 23:40t/p500.10135.294134.319135.29443.9810968.60
1842023.07.07 16:00buy510.10142.2450.0000.000
1852023.07.07 16:00modify510.10142.245141.145143.745
1862023.07.10 03:00buy520.10142.8450.0000.000
1872023.07.10 03:00modify520.10142.845142.395143.745
1882023.07.10 03:00modify510.10142.245142.395143.745
1892023.07.10 06:33s/l510.10142.395142.395143.74511.6910980.29
1902023.07.10 06:33s/l520.10142.395142.395143.745-31.6010948.69
1912023.07.12 04:00buy530.10139.6840.0000.000
1922023.07.12 04:00modify530.10139.684138.584141.184
1932023.07.12 14:40s/l530.10138.584138.584141.184-79.4910869.20
1942023.07.12 16:00buy540.10138.2440.0000.000
1952023.07.12 16:00modify540.10138.244137.144139.744
1962023.07.13 05:40buy550.10138.8510.0000.000
1972023.07.13 05:40modify550.10138.851138.394139.744
1982023.07.13 05:40modify540.10138.244138.394139.744
1992023.07.13 06:40s/l540.10138.394138.394139.74414.3310883.53
2002023.07.13 06:40s/l550.10138.394138.394139.744-33.0410850.49
2012023.07.21 08:00sell560.10141.3700.0000.000
2022023.07.21 08:00modify560.10141.370142.470139.870
2032023.07.26 07:10sell570.10140.7570.0000.000
2042023.07.26 07:10modify570.10140.757141.220139.870
2052023.07.26 07:10modify560.10141.370141.220139.870
2062023.07.26 14:20sell580.10140.4410.0000.000
2072023.07.26 14:20modify580.10140.441140.770139.870
2082023.07.26 14:20sell590.10140.4410.0000.000
2092023.07.26 14:20modify590.10140.441140.845139.870
2102023.07.26 14:20modify570.10140.757140.845139.870
2112023.07.26 14:20modify560.10141.370140.845139.870
2122023.07.26 14:25modify580.10140.441140.845139.870
2132023.07.27 01:40t/p560.10139.870140.845139.87097.1310947.62
2142023.07.27 01:40t/p570.10139.870140.845139.87058.3711005.99
2152023.07.27 01:40t/p580.10139.870140.845139.87035.7611041.75
2162023.07.27 01:40t/p590.10139.870140.845139.87035.7611077.51
2172023.07.31 04:00sell600.10141.7430.0000.000
2182023.07.31 04:00modify600.10141.743142.843140.243
2192023.08.01 04:40s/l600.10142.843142.843140.243-78.6910998.82
2202023.10.31 16:00sell610.10151.4570.0000.000
2212023.10.31 16:00modify610.10151.457152.557149.957
2222023.11.01 14:50sell620.10150.8550.0000.000
2232023.11.01 14:50modify620.10150.855151.307149.957
2242023.11.01 14:50modify610.10151.457151.307149.957
2252023.11.02 00:10sell630.10150.5430.0000.000
2262023.11.02 00:10modify630.10150.543150.857149.957
2272023.11.02 00:10sell640.10150.5430.0000.000
2282023.11.02 00:10modify640.10150.543150.932149.957
2292023.11.02 00:10modify620.10150.855150.932149.957
2302023.11.02 00:10modify610.10151.457150.932149.957
2312023.11.02 00:15modify630.10150.543150.932149.957
2322023.11.02 13:05t/p610.10149.957150.932149.95793.2411092.05
2332023.11.02 13:05t/p620.10149.957150.932149.95754.7911146.84
2342023.11.02 13:05t/p630.10149.957150.932149.95739.0911185.93
2352023.11.02 13:05t/p640.10149.957150.932149.95739.0911225.02
2362023.11.20 12:00buy650.10148.2350.0000.000
2372023.11.20 12:00modify650.10148.235147.135149.735
2382023.11.22 09:35buy660.10149.1500.0000.000
2392023.11.22 09:35modify660.10149.150148.835149.735
2402023.11.22 09:35buy670.10149.1500.0000.000
2412023.11.22 09:35modify670.10149.150148.760149.735
2422023.11.22 09:35modify650.10148.235148.760149.735
2432023.11.22 09:40modify660.10149.150148.760149.735
2442023.11.22 11:40s/l650.10148.760148.760149.73537.6211262.64
2452023.11.22 11:40s/l660.10148.760148.760149.735-26.2311236.41
2462023.11.22 11:40s/l670.10148.760148.760149.735-26.2311210.18
2472023.12.07 12:00buy680.10145.0530.0000.000
2482023.12.07 12:00modify680.10145.053143.953146.553
2492023.12.07 15:40s/l680.10143.953143.953146.553-76.4211133.76
2502023.12.11 08:00sell690.10146.3780.0000.000
2512023.12.11 08:00modify690.10146.378147.478144.878
2522023.12.12 00:50sell700.10145.7560.0000.000
2532023.12.12 00:50modify700.10145.756146.228144.878
2542023.12.12 00:50modify690.10146.378146.228144.878
2552023.12.12 05:20sell710.10145.4710.0000.000
2562023.12.12 05:20modify710.10145.471145.778144.878
2572023.12.12 05:20sell720.10145.4710.0000.000
2582023.12.12 05:20modify720.10145.471145.853144.878
2592023.12.12 05:20modify700.10145.756145.853144.878
2602023.12.12 05:20modify690.10146.378145.853144.878
2612023.12.12 05:25modify710.10145.471145.853144.878
2622023.12.12 13:05t/p690.10144.878145.853144.878101.8611235.62
2632023.12.12 13:05t/p700.10144.878145.853144.87860.6211296.24
2642023.12.12 13:05t/p710.10144.878145.853144.87840.9411337.18
2652023.12.12 13:05t/p720.10144.878145.853144.87840.9411378.12
2662023.12.19 08:00sell730.10144.1630.0000.000
2672023.12.19 08:00modify730.10144.163145.263142.663
2682023.12.19 16:50sell740.10143.5600.0000.000
2692023.12.19 16:50modify740.10143.560144.013142.663
2702023.12.19 16:50modify730.10144.163144.013142.663
2712023.12.20 00:05s/l730.10144.013144.013142.6638.7111386.83
2722023.12.20 00:05s/l740.10144.013144.013142.663-33.1311353.69