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=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=35; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 modelled79142Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread30
Total net profit1375.78Gross profit2249.52Gross loss-873.73
Profit factor2.57Expected payoff23.32
Absolute drawdown108.41Maximal drawdown338.70 (3.31%)Relative drawdown3.31% (338.70)
Total trades59Short positions (won %)31 (61.29%)Long positions (won %)28 (60.71%)
Profit trades (% of total)36 (61.02%)Loss trades (% of total)23 (38.98%)
Largestprofit trade116.37loss trade-129.26
Averageprofit trade62.49loss trade-37.99
Maximumconsecutive wins (profit in money)9 (549.61)consecutive losses (loss in money)3 (-54.03)
Maximalconsecutive profit (count of wins)549.61 (9)consecutive loss (count of losses)-244.05 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.02 04:00buy10.10130.9260.0000.000
22023.01.02 04:00modify10.10130.926129.426132.426
32023.01.04 17:30t/p10.10132.426129.426132.426115.5110115.51
42023.02.02 04:00buy20.10128.6370.0000.000
52023.02.02 04:00modify20.10128.637127.137130.137
62023.02.03 13:40t/p20.10130.137127.137130.137116.3710231.88
72023.02.03 20:00sell30.10131.0570.0000.000
82023.02.03 20:00modify30.10131.057132.557129.557
92023.02.06 13:40s/l30.10132.557132.557129.557-114.7910117.09
102023.02.15 20:00sell40.10134.1720.0000.000
112023.02.15 20:00modify40.10134.172135.672132.672
122023.02.24 12:40s/l40.10135.672135.672132.672-129.269987.83
132023.03.20 12:00buy50.10131.0790.0000.000
142023.03.20 12:00modify50.10131.079129.579132.579
152023.03.20 14:40buy60.10131.8410.0000.000
162023.03.20 14:40modify60.10131.841131.604132.579
172023.03.20 14:40buy70.10131.8410.0000.000
182023.03.20 14:40modify70.10131.841131.454132.579
192023.03.20 14:40buy80.10131.8410.0000.000
202023.03.20 14:40modify80.10131.841131.604132.579
212023.03.20 14:40modify50.10131.079131.604132.579
222023.03.20 14:45modify70.10131.841131.604132.579
232023.03.20 15:40s/l50.10131.604131.604132.57939.9010027.73
242023.03.20 15:40s/l60.10131.604131.604132.579-18.0110009.72
252023.03.20 15:40s/l70.10131.604131.604132.579-18.019991.71
262023.03.20 15:40s/l80.10131.604131.604132.579-18.019973.70
272023.05.01 08:00sell90.10136.7160.0000.000
282023.05.01 08:00modify90.10136.716138.216135.216
292023.05.03 05:30sell100.10135.9460.0000.000
302023.05.03 05:30modify100.10135.946136.191135.216
312023.05.03 05:30sell110.10135.9460.0000.000
322023.05.03 05:30modify110.10135.946136.341135.216
332023.05.03 05:30sell120.10135.9460.0000.000
342023.05.03 05:30modify120.10135.946136.191135.216
352023.05.03 05:30modify90.10136.716136.191135.216
362023.05.03 05:35modify110.10135.946136.191135.216
372023.05.03 14:40t/p90.10135.216136.191135.216107.5910081.29
382023.05.03 14:40t/p100.10135.216136.191135.21654.0210135.31
392023.05.03 14:40t/p110.10135.216136.191135.21654.0210189.33
402023.05.03 14:40t/p120.10135.216136.191135.21654.0210243.35
412023.05.04 08:00buy130.10134.7010.0000.000
422023.05.04 08:00modify130.10134.701133.201136.201
432023.05.10 06:30buy140.10135.4600.0000.000
442023.05.10 06:30modify140.10135.460135.226136.201
452023.05.10 06:30buy150.10135.4600.0000.000
462023.05.10 06:30modify150.10135.460135.076136.201
472023.05.10 06:30buy160.10135.4600.0000.000
482023.05.10 06:30modify160.10135.460135.226136.201
492023.05.10 06:30modify130.10134.701135.226136.201
502023.05.10 06:35modify150.10135.460135.226136.201
512023.05.10 07:40s/l130.10135.226135.226136.20143.4710286.83
522023.05.10 07:40s/l140.10135.226135.226136.201-17.3010269.53
532023.05.10 07:40s/l150.10135.226135.226136.201-17.3010252.23
542023.05.10 07:40s/l160.10135.226135.226136.201-17.3010234.93
552023.06.15 12:00sell170.10141.2470.0000.000
562023.06.15 12:00modify170.10141.247142.747139.747
572023.06.15 13:30sell180.10140.4890.0000.000
582023.06.15 13:30modify180.10140.489140.722139.747
592023.06.15 13:30sell190.10140.4890.0000.000
602023.06.15 13:30modify190.10140.489140.872139.747
612023.06.15 13:30sell200.10140.4890.0000.000
622023.06.15 13:30modify200.10140.489140.722139.747
632023.06.15 13:30modify170.10141.247140.722139.747
642023.06.15 13:35modify190.10140.489140.722139.747
652023.06.16 02:40s/l170.10140.722140.722139.74735.5810270.50
662023.06.16 02:40s/l180.10140.722140.722139.747-18.2510252.25
672023.06.16 02:40s/l190.10140.722140.722139.747-18.2510234.00
682023.06.16 02:40s/l200.10140.722140.722139.747-18.2510215.74
692023.06.27 20:00sell210.10144.0010.0000.000
702023.06.27 20:00modify210.10144.001145.501142.501
712023.07.07 07:59sell220.10143.2330.0000.000
722023.07.07 07:59modify220.10143.233143.476142.501
732023.07.07 07:59sell230.10143.2330.0000.000
742023.07.07 07:59modify230.10143.233143.626142.501
752023.07.07 07:59sell240.10143.2330.0000.000
762023.07.07 07:59modify240.10143.233143.476142.501
772023.07.07 07:59modify210.10144.001143.476142.501
782023.07.07 08:00modify230.10143.233143.476142.501
792023.07.07 13:40t/p210.10142.501143.476142.50184.9310300.67
802023.07.07 13:40t/p220.10142.501143.476142.50151.4210352.09
812023.07.07 13:40t/p230.10142.501143.476142.50151.4210403.51
822023.07.07 13:40t/p240.10142.501143.476142.50151.4210454.93
832023.07.11 16:00buy250.10140.5460.0000.000
842023.07.11 16:00modify250.10140.546139.046142.046
852023.07.12 12:40s/l250.10139.046139.046142.046-106.9310348.00
862023.07.12 20:00buy260.10138.4860.0000.000
872023.07.12 20:00modify260.10138.486136.986139.986
882023.07.19 03:20buy270.10139.2520.0000.000
892023.07.19 03:20modify270.10139.252139.011139.986
902023.07.19 03:20buy280.10139.2520.0000.000
912023.07.19 03:20modify280.10139.252138.861139.986
922023.07.19 03:20buy290.10139.2520.0000.000
932023.07.19 03:20modify290.10139.252139.011139.986
942023.07.19 03:20modify260.10138.486139.011139.986
952023.07.19 03:25modify280.10139.252139.011139.986
962023.07.19 11:15t/p260.10139.986139.011139.986115.2810463.28
972023.07.19 11:15t/p270.10139.986139.011139.98652.4310515.71
982023.07.19 11:15t/p280.10139.986139.011139.98652.4310568.14
992023.07.19 11:15t/p290.10139.986139.011139.98652.4310620.57
1002023.07.19 16:00sell300.10139.7640.0000.000
1012023.07.19 16:00modify300.10139.764141.264138.264
1022023.07.21 07:40s/l300.10141.264141.264138.264-112.8810507.69
1032023.07.21 16:00sell310.10141.7460.0000.000
1042023.07.21 16:00modify310.10141.746143.246140.246
1052023.07.24 11:30sell320.10140.9710.0000.000
1062023.07.24 11:30modify320.10140.971141.221140.246
1072023.07.24 11:30sell330.10140.9710.0000.000
1082023.07.24 11:30modify330.10140.971141.371140.246
1092023.07.24 11:30sell340.10140.9710.0000.000
1102023.07.24 11:30modify340.10140.971141.221140.246
1112023.07.24 11:30modify310.10141.746141.221140.246
1122023.07.24 11:35modify330.10140.971141.221140.246
1132023.07.24 13:40s/l310.10141.221141.221140.24635.4610543.14
1142023.07.24 13:40s/l320.10141.221141.221140.246-17.6910525.45
1152023.07.24 13:40s/l330.10141.221141.221140.246-17.6910507.76
1162023.07.24 13:40s/l340.10141.221141.221140.246-17.6910490.07
1172023.08.04 20:00buy350.10141.8420.0000.000
1182023.08.04 20:00modify350.10141.842140.342143.342
1192023.08.07 16:40buy360.10142.6130.0000.000
1202023.08.07 16:40modify360.10142.613142.367143.342
1212023.08.07 16:40buy370.10142.6130.0000.000
1222023.08.07 16:40modify370.10142.613142.217143.342
1232023.08.07 16:40buy380.10142.6130.0000.000
1242023.08.07 16:40modify380.10142.613142.367143.342
1252023.08.07 16:40modify350.10141.842142.367143.342
1262023.08.07 16:45modify370.10142.613142.367143.342
1272023.08.08 02:40t/p350.10143.342142.367143.342106.9410597.02
1282023.08.08 02:40t/p360.10143.342142.367143.34252.0110649.03
1292023.08.08 02:40t/p370.10143.342142.367143.34252.0110701.04
1302023.08.08 02:40t/p380.10143.342142.367143.34252.0110753.05
1312023.08.21 20:00sell390.10146.2280.0000.000
1322023.08.21 20:00modify390.10146.228147.728144.728
1332023.08.23 12:55sell400.10145.4780.0000.000
1342023.08.23 12:55modify400.10145.478145.703144.728
1352023.08.23 12:55sell410.10145.4780.0000.000
1362023.08.23 12:55modify410.10145.478145.853144.728
1372023.08.23 12:55sell420.10145.4780.0000.000
1382023.08.23 12:55modify420.10145.478145.703144.728
1392023.08.23 12:55modify390.10146.228145.703144.728
1402023.08.23 13:00modify410.10145.478145.703144.728
1412023.08.23 14:05t/p390.10144.728145.703144.728100.2610853.31
1422023.08.23 14:05t/p400.10144.728145.703144.72851.8310905.14
1432023.08.23 14:05t/p410.10144.728145.703144.72851.8310956.97
1442023.08.23 14:05t/p420.10144.728145.703144.72851.8311008.80
1452023.08.25 20:00sell430.10146.3740.0000.000
1462023.08.25 20:00modify430.10146.374147.874144.874
1472023.08.30 13:55sell440.10145.6160.0000.000
1482023.08.30 13:55modify440.10145.616145.849144.874
1492023.08.30 13:55sell450.10145.6160.0000.000
1502023.08.30 13:55modify450.10145.616145.999144.874
1512023.08.30 13:55sell460.10145.6160.0000.000
1522023.08.30 13:55modify460.10145.616145.849144.874
1532023.08.30 13:55modify430.10146.374145.849144.874
1542023.08.30 14:00modify450.10145.616145.849144.874
1552023.08.30 14:30s/l430.10145.849145.849144.87430.8811039.68
1562023.08.30 14:30s/l440.10145.849145.849144.874-15.9711023.71
1572023.08.30 14:30s/l450.10145.849145.849144.874-15.9711007.74
1582023.08.30 14:30s/l460.10145.849145.849144.874-15.9710991.77
1592023.10.26 12:00sell470.10150.4280.0000.000
1602023.10.26 12:00modify470.10150.428151.928148.928
1612023.10.27 14:30sell480.10149.6610.0000.000
1622023.10.27 14:30modify480.10149.661149.903148.928
1632023.10.27 14:30sell490.10149.6610.0000.000
1642023.10.27 14:30modify490.10149.661150.053148.928
1652023.10.27 14:30sell500.10149.6610.0000.000
1662023.10.27 14:30modify500.10149.661149.903148.928
1672023.10.27 14:30modify470.10150.428149.903148.928
1682023.10.27 14:35modify490.10149.661149.903148.928
1692023.10.30 15:40t/p470.10148.928149.903148.92897.3711089.14
1702023.10.30 15:40t/p480.10148.928149.903148.92847.5511136.69
1712023.10.30 15:40t/p490.10148.928149.903148.92847.5511184.24
1722023.10.30 15:40t/p500.10148.928149.903148.92847.5511231.78
1732023.11.03 20:00buy510.10149.4960.0000.000
1742023.11.03 20:00modify510.10149.496147.996150.996
1752023.11.07 03:40buy520.10150.2530.0000.000
1762023.11.07 03:40modify520.10150.253150.021150.996
1772023.11.07 03:40buy530.10150.2530.0000.000
1782023.11.07 03:40modify530.10150.253149.871150.996
1792023.11.07 03:40buy540.10150.2530.0000.000
1802023.11.07 03:40modify540.10150.253150.021150.996
1812023.11.07 03:40modify510.10149.496150.021150.996
1822023.11.07 03:45modify530.10150.253150.021150.996
1832023.11.08 19:20t/p510.10150.996150.021150.996102.8211334.61
1842023.11.08 19:20t/p520.10150.996150.021150.99650.3611384.97
1852023.11.08 19:20t/p530.10150.996150.021150.99650.3611435.33
1862023.11.08 19:20t/p540.10150.996150.021150.99650.3611485.69
1872023.11.17 16:00buy550.10149.5860.0000.000
1882023.11.17 16:00modify550.10149.586148.086151.086
1892023.11.21 00:40s/l550.10148.086148.086151.086-99.0011386.69
1902023.12.28 16:00buy560.10140.9100.0000.000
1912023.12.28 16:00modify560.10140.910139.410142.410
1922023.12.29 00:50buy570.10141.6670.0000.000
1932023.12.29 00:50modify570.10141.667141.435142.410
1942023.12.29 00:50buy580.10141.6670.0000.000
1952023.12.29 00:50modify580.10141.667141.285142.410
1962023.12.29 00:50buy590.10141.6670.0000.000
1972023.12.29 00:50modify590.10141.667141.435142.410
1982023.12.29 00:50modify560.10140.910141.435142.410
1992023.12.29 00:55modify580.10141.667141.435142.410
2002023.12.29 02:30s/l560.10141.435141.435142.41038.2911424.98
2012023.12.29 02:30s/l570.10141.435141.435142.410-16.4011408.58
2022023.12.29 02:30s/l580.10141.435141.435142.410-16.4011392.18
2032023.12.29 02:30s/l590.10141.435141.435142.410-16.4011375.78