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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=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=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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 profit1174.34Gross profit2140.60Gross loss-966.26
Profit factor2.22Expected payoff22.58
Absolute drawdown108.41Maximal drawdown326.05 (3.19%)Relative drawdown3.19% (326.05)
Total trades52Short positions (won %)32 (62.50%)Long positions (won %)20 (75.00%)
Profit trades (% of total)35 (67.31%)Loss trades (% of total)17 (32.69%)
Largestprofit trade116.37loss trade-129.26
Averageprofit trade61.16loss trade-56.84
Maximumconsecutive wins (profit in money)9 (553.85)consecutive losses (loss in money)3 (-70.10)
Maximalconsecutive profit (count of wins)553.85 (9)consecutive loss (count of losses)-244.05 (2)
Averageconsecutive wins3consecutive 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
132023.02.27 04:00sell50.10136.3540.0000.000
142023.02.27 04:00modify50.10136.354137.854134.854
152023.03.01 11:30sell60.10135.4480.0000.000
162023.03.01 11:30modify60.10135.448135.679134.854
172023.03.01 11:30modify50.10136.354135.679134.854
182023.03.01 13:30s/l50.10135.679135.679134.85446.3310034.16
192023.03.01 13:30s/l60.10135.679135.679134.854-17.0210017.14
202023.03.20 12:00buy70.10131.0790.0000.000
212023.03.20 12:00modify70.10131.079129.579132.579
222023.03.20 14:40buy80.10131.8410.0000.000
232023.03.20 14:40modify80.10131.841131.604132.579
242023.03.20 14:40modify70.10131.079131.604132.579
252023.03.20 15:40s/l70.10131.604131.604132.57939.9010057.04
262023.03.20 15:40s/l80.10131.604131.604132.579-18.0110039.03
272023.04.28 16:00sell90.10135.9950.0000.000
282023.04.28 16:00modify90.10135.995137.495134.495
292023.05.01 16:40s/l90.10137.495137.495134.495-110.789928.25
302023.05.02 04:00sell100.10137.4930.0000.000
312023.05.02 04:00modify100.10137.493138.993135.993
322023.05.02 15:35sell110.10136.5850.0000.000
332023.05.02 15:35modify110.10136.585136.818135.993
342023.05.02 15:35modify100.10137.493136.818135.993
352023.05.02 15:45sell120.10136.6390.0000.000
362023.05.02 15:45modify120.10136.639136.968135.993
372023.05.02 15:45modify110.10136.585136.968135.993
382023.05.02 15:45modify100.10137.493136.968135.993
392023.05.03 02:05t/p100.10135.993136.968135.993108.6310036.88
402023.05.03 02:05t/p110.10135.993136.968135.99341.8510078.72
412023.05.03 02:05t/p120.10135.993136.968135.99345.8210124.54
422023.05.04 08:00buy130.10134.7010.0000.000
432023.05.04 08:00modify130.10134.701133.201136.201
442023.05.10 06:30buy140.10135.4600.0000.000
452023.05.10 06:30modify140.10135.460135.226136.201
462023.05.10 06:30modify130.10134.701135.226136.201
472023.05.10 07:40s/l130.10135.226135.226136.20143.4710168.01
482023.05.10 07:40s/l140.10135.226135.226136.201-17.3010150.71
492023.05.18 04:00sell150.10137.5840.0000.000
502023.05.18 04:00modify150.10137.584139.084136.084
512023.05.24 15:20s/l150.10139.084139.084136.084-114.6510036.06
522023.06.15 12:00sell160.10141.2470.0000.000
532023.06.15 12:00modify160.10141.247142.747139.747
542023.06.15 13:30sell170.10140.4890.0000.000
552023.06.15 13:30modify170.10140.489140.722139.747
562023.06.15 13:30modify160.10141.247140.722139.747
572023.06.15 13:40sell180.10140.3400.0000.000
582023.06.15 13:40modify180.10140.340140.572139.747
592023.06.15 13:40modify170.10140.489140.572139.747
602023.06.15 13:40modify160.10141.247140.572139.747
612023.06.15 14:00sell190.10140.4220.0000.000
622023.06.15 14:00modify190.10140.422140.722139.747
632023.06.15 14:00modify180.10140.340140.722139.747
642023.06.15 14:00modify170.10140.489140.722139.747
652023.06.15 14:00modify160.10141.247140.722139.747
662023.06.16 02:40s/l160.10140.722140.722139.74735.5810071.64
672023.06.16 02:40s/l170.10140.722140.722139.747-18.2510053.38
682023.06.16 02:40s/l180.10140.722140.722139.747-28.8310024.55
692023.06.16 02:40s/l190.10140.722140.722139.747-23.0110001.54
702023.06.27 20:00sell200.10144.0010.0000.000
712023.06.27 20:00modify200.10144.001145.501142.501
722023.07.07 07:50sell210.10143.1700.0000.000
732023.07.07 07:50modify210.10143.170143.476142.501
742023.07.07 07:50modify200.10144.001143.476142.501
752023.07.07 07:59sell220.10143.2330.0000.000
762023.07.07 07:59modify220.10143.233143.476142.501
772023.07.07 09:45sell230.10143.0800.0000.000
782023.07.07 09:45modify230.10143.080143.326142.501
792023.07.07 09:50modify230.10143.080143.476142.501
802023.07.07 13:40t/p200.10142.501143.476142.50184.9310086.47
812023.07.07 13:40t/p210.10142.501143.476142.50147.0010133.47
822023.07.07 13:40t/p220.10142.501143.476142.50151.4210184.89
832023.07.07 13:40t/p230.10142.501143.476142.50140.6710225.56
842023.07.11 16:00buy240.10140.5460.0000.000
852023.07.11 16:00modify240.10140.546139.046142.046
862023.07.12 12:40s/l240.10139.046139.046142.046-106.9310118.63
872023.07.12 20:00buy250.10138.4860.0000.000
882023.07.12 20:00modify250.10138.486136.986139.986
892023.07.19 03:20buy260.10139.2520.0000.000
902023.07.19 03:20modify260.10139.252139.011139.986
912023.07.19 03:20modify250.10138.486139.011139.986
922023.07.19 03:40buy270.10139.3290.0000.000
932023.07.19 03:40modify270.10139.329139.011139.986
942023.07.19 04:30buy280.10139.4040.0000.000
952023.07.19 04:30modify280.10139.404139.161139.986
962023.07.19 04:35modify280.10139.404139.011139.986
972023.07.19 11:15t/p250.10139.986139.011139.986115.2810233.90
982023.07.19 11:15t/p260.10139.986139.011139.98652.4310286.33
992023.07.19 11:15t/p270.10139.986139.011139.98646.9310333.26
1002023.07.19 11:15t/p280.10139.986139.011139.98641.5710374.83
1012023.07.19 16:00sell290.10139.7640.0000.000
1022023.07.19 16:00modify290.10139.764141.264138.264
1032023.07.21 07:40s/l290.10141.264141.264138.264-112.8810261.95
1042023.07.21 16:00sell300.10141.7460.0000.000
1052023.07.21 16:00modify300.10141.746143.246140.246
1062023.07.24 11:30sell310.10140.9710.0000.000
1072023.07.24 11:30modify310.10140.971141.221140.246
1082023.07.24 11:30modify300.10141.746141.221140.246
1092023.07.24 11:40sell320.10140.8440.0000.000
1102023.07.24 11:40modify320.10140.844141.071140.246
1112023.07.24 11:40modify310.10140.971141.071140.246
1122023.07.24 11:40modify300.10141.746141.071140.246
1132023.07.24 12:05s/l300.10141.071141.071140.24646.1310308.08
1142023.07.24 12:05s/l310.10141.071141.071140.246-7.0810301.00
1152023.07.24 12:05s/l320.10141.071141.071140.246-16.0810284.92
1162023.08.04 20:00buy330.10141.8420.0000.000
1172023.08.04 20:00modify330.10141.842140.342143.342
1182023.08.07 16:40buy340.10142.6130.0000.000
1192023.08.07 16:40modify340.10142.613142.367143.342
1202023.08.07 16:40modify330.10141.842142.367143.342
1212023.08.08 02:40t/p330.10143.342142.367143.342106.9410391.86
1222023.08.08 02:40t/p340.10143.342142.367143.34252.0110443.87
1232023.08.21 20:00sell350.10146.2280.0000.000
1242023.08.21 20:00modify350.10146.228147.728144.728
1252023.08.23 07:50sell360.10145.3890.0000.000
1262023.08.23 07:50modify360.10145.389145.703144.728
1272023.08.23 07:50modify350.10146.228145.703144.728
1282023.08.23 08:30sell370.10145.3220.0000.000
1292023.08.23 08:30modify370.10145.322145.553144.728
1302023.08.23 08:35modify370.10145.322145.703144.728
1312023.08.23 12:55sell380.10145.4780.0000.000
1322023.08.23 12:55modify380.10145.478145.703144.728
1332023.08.23 14:05t/p350.10144.728145.703144.728100.2610544.13
1342023.08.23 14:05t/p360.10144.728145.703144.72845.6810589.81
1352023.08.23 14:05t/p370.10144.728145.703144.72841.0510630.86
1362023.08.23 14:05t/p380.10144.728145.703144.72851.8310682.69
1372023.08.25 20:00sell390.10146.3740.0000.000
1382023.08.25 20:00modify390.10146.374147.874144.874
1392023.08.30 13:55sell400.10145.6160.0000.000
1402023.08.30 13:55modify400.10145.616145.849144.874
1412023.08.30 13:55modify390.10146.374145.849144.874
1422023.08.30 14:30s/l390.10145.849145.849144.87430.8810713.57
1432023.08.30 14:30s/l400.10145.849145.849144.874-15.9710697.60
1442023.09.27 04:00sell410.10149.0230.0000.000
1452023.09.27 04:00modify410.10149.023150.523147.523
1462023.10.03 14:40t/p410.10147.523150.523147.52391.6110789.21
1472023.10.26 12:00sell420.10150.4280.0000.000
1482023.10.26 12:00modify420.10150.428151.928148.928
1492023.10.27 14:30sell430.10149.6610.0000.000
1502023.10.27 14:30modify430.10149.661149.903148.928
1512023.10.27 14:30modify420.10150.428149.903148.928
1522023.10.27 14:40sell440.10149.5820.0000.000
1532023.10.27 14:40modify440.10149.582149.903148.928
1542023.10.27 17:40sell450.10149.5080.0000.000
1552023.10.27 17:40modify450.10149.508149.753148.928
1562023.10.27 17:45modify450.10149.508149.903148.928
1572023.10.30 15:40t/p420.10148.928149.903148.92897.3710886.58
1582023.10.30 15:40t/p430.10148.928149.903148.92847.5510934.13
1592023.10.30 15:40t/p440.10148.928149.903148.92842.2410976.37
1602023.10.30 15:40t/p450.10148.928149.903148.92837.2711013.63
1612023.11.03 20:00buy460.10149.4960.0000.000
1622023.11.03 20:00modify460.10149.496147.996150.996
1632023.11.07 03:40buy470.10150.2530.0000.000
1642023.11.07 03:40modify470.10150.253150.021150.996
1652023.11.07 03:40modify460.10149.496150.021150.996
1662023.11.07 05:30buy480.10150.3300.0000.000
1672023.11.07 05:30modify480.10150.330150.021150.996
1682023.11.07 06:55buy490.10150.4190.0000.000
1692023.11.07 06:55modify490.10150.419150.171150.996
1702023.11.07 07:00modify490.10150.419150.021150.996
1712023.11.08 19:20t/p460.10150.996150.021150.996102.8211116.46
1722023.11.08 19:20t/p470.10150.996150.021150.99650.3611166.82
1732023.11.08 19:20t/p480.10150.996150.021150.99645.2611212.08
1742023.11.08 19:20t/p490.10150.996150.021150.99639.3711251.45
1752023.11.17 16:00buy500.10149.5860.0000.000
1762023.11.17 16:00modify500.10149.586148.086151.086
1772023.11.21 00:40s/l500.10148.086148.086151.086-99.0011152.45
1782023.12.28 16:00buy510.10140.9100.0000.000
1792023.12.28 16:00modify510.10140.910139.410142.410
1802023.12.29 00:50buy520.10141.6670.0000.000
1812023.12.29 00:50modify520.10141.667141.435142.410
1822023.12.29 00:50modify510.10140.910141.435142.410
1832023.12.29 02:30s/l510.10141.435141.435142.41038.2911190.74
1842023.12.29 02:30s/l520.10141.435141.435142.410-16.4011174.34