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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1909Ticks modelled41766384Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1135.42Gross profit2274.47Gross loss-1139.05
Profit factor2.00Expected payoff17.47
Absolute drawdown148.79Maximal drawdown530.32 (5.11%)Relative drawdown5.11% (530.32)
Total trades65Short positions (won %)37 (64.86%)Long positions (won %)28 (60.71%)
Profit trades (% of total)41 (63.08%)Loss trades (% of total)24 (36.92%)
Largestprofit trade115.59loss trade-129.30
Averageprofit trade55.47loss trade-47.46
Maximumconsecutive wins (profit in money)12 (692.81)consecutive losses (loss in money)5 (-315.78)
Maximalconsecutive profit (count of wins)692.81 (12)consecutive loss (count of losses)-315.78 (5)
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 15:11buy20.10131.6790.0000.000
42023.01.04 15:11modify20.10131.679131.451132.426
52023.01.04 15:11modify10.10130.926131.451132.426
62023.01.04 15:11buy30.10131.7510.0000.000
72023.01.04 15:11modify30.10131.751131.451132.426
82023.01.04 15:17buy40.10131.8290.0000.000
92023.01.04 15:17modify40.10131.829131.601132.426
102023.01.04 15:17modify40.10131.829131.451132.426
112023.01.04 17:43t/p10.10132.426131.451132.426115.5910115.59
122023.01.04 17:43t/p20.10132.426131.451132.42656.4110172.00
132023.01.04 17:43t/p30.10132.426131.451132.42650.9710222.97
142023.01.04 17:43t/p40.10132.426131.451132.42645.0810268.05
152023.02.02 04:00buy50.10128.6370.0000.000
162023.02.02 04:00modify50.10128.637127.137130.137
172023.02.03 13:30buy60.10129.4020.0000.000
182023.02.03 13:30modify60.10129.402129.162130.137
192023.02.03 13:30modify50.10128.637129.162130.137
202023.02.03 13:30buy70.10129.4630.0000.000
212023.02.03 13:30modify70.10129.463129.162130.137
222023.02.03 13:30buy80.10129.5460.0000.000
232023.02.03 13:30modify80.10129.546129.312130.137
242023.02.03 13:30modify80.10129.546129.162130.137
252023.02.03 13:32s/l50.10129.162129.162130.13741.8110309.86
262023.02.03 13:32s/l60.10129.162129.162130.137-18.5810291.28
272023.02.03 13:32s/l70.10129.162129.162130.137-23.3110267.97
282023.02.03 13:32s/l80.10129.162129.162130.137-29.7310238.24
292023.02.03 20:00sell90.10131.0570.0000.000
302023.02.03 20:00modify90.10131.057132.557129.557
312023.02.06 13:50s/l90.10132.557132.557129.557-114.8610123.38
322023.02.15 20:00sell100.10134.1720.0000.000
332023.02.15 20:00modify100.10134.172135.672132.672
342023.02.24 12:30s/l100.10135.672135.672132.672-129.309994.08
352023.02.27 04:00sell110.10136.3540.0000.000
362023.02.27 04:00modify110.10136.354137.854134.854
372023.03.01 11:03sell120.10135.6030.0000.000
382023.03.01 11:03modify120.10135.603135.829134.854
392023.03.01 11:03modify110.10136.354135.829134.854
402023.03.01 11:14sell130.10135.5240.0000.000
412023.03.01 11:14modify130.10135.524135.829134.854
422023.03.01 11:22sell140.10135.4510.0000.000
432023.03.01 11:22modify140.10135.451135.679134.854
442023.03.01 11:22modify140.10135.451135.829134.854
452023.03.01 14:08s/l110.10135.829135.829134.85435.2410029.32
462023.03.01 14:08s/l120.10135.829135.829134.854-16.6410012.68
472023.03.01 14:08s/l130.10135.829135.829134.854-22.469990.22
482023.03.01 14:08s/l140.10135.829135.829134.854-27.839962.39
492023.03.20 12:00buy150.10131.0790.0000.000
502023.03.20 12:00modify150.10131.079129.579132.579
512023.03.20 14:53buy160.10131.8390.0000.000
522023.03.20 14:53modify160.10131.839131.604132.579
532023.03.20 14:53modify150.10131.079131.604132.579
542023.03.20 15:16s/l150.10131.604131.604132.57939.8910002.28
552023.03.20 15:16s/l160.10131.604131.604132.579-17.869984.42
562023.04.28 16:00sell170.10135.9950.0000.000
572023.04.28 16:00modify170.10135.995137.495134.495
582023.05.01 16:31s/l170.10137.495137.495134.495-110.799873.63
592023.05.02 04:00sell180.10137.4930.0000.000
602023.05.02 04:00modify180.10137.493138.993135.993
612023.05.02 14:32sell190.10136.7420.0000.000
622023.05.02 14:32modify190.10136.742136.968135.993
632023.05.02 14:32modify180.10137.493136.968135.993
642023.05.02 14:34sell200.10136.6670.0000.000
652023.05.02 14:34modify200.10136.667136.968135.993
662023.05.02 14:34sell210.10136.5930.0000.000
672023.05.02 14:34modify210.10136.593136.818135.993
682023.05.02 14:34modify210.10136.593136.968135.993
692023.05.03 02:06t/p180.10135.993136.968135.993108.609982.23
702023.05.03 02:06t/p190.10135.993136.968135.99353.3810035.60
712023.05.03 02:06t/p200.10135.993136.968135.99347.8710083.47
722023.05.03 02:06t/p210.10135.993136.968135.99342.4210125.89
732023.05.04 08:00buy220.10134.7010.0000.000
742023.05.04 08:00modify220.10134.701133.201136.201
752023.05.10 06:19buy230.10135.4510.0000.000
762023.05.10 06:19modify230.10135.451135.226136.201
772023.05.10 06:19modify220.10134.701135.226136.201
782023.05.10 07:58s/l220.10135.226135.226136.20143.4610169.35
792023.05.10 07:58s/l230.10135.226135.226136.201-16.6410152.71
802023.05.18 04:00sell240.10137.5840.0000.000
812023.05.18 04:00modify240.10137.584139.084136.084
822023.05.24 15:17s/l240.10139.084139.084136.084-114.6510038.06
832023.06.15 12:00sell250.10141.2470.0000.000
842023.06.15 12:00modify250.10141.247142.747139.747
852023.06.15 13:18sell260.10140.4940.0000.000
862023.06.15 13:18modify260.10140.494140.722139.747
872023.06.15 13:18modify250.10141.247140.722139.747
882023.06.15 13:36s/l250.10140.722140.722139.74737.3110075.37
892023.06.15 13:36s/l260.10140.722140.722139.747-16.2010059.17
902023.06.27 20:00sell270.10144.0010.0000.000
912023.06.27 20:00modify270.10144.001145.501142.501
922023.07.07 07:27sell280.10143.2450.0000.000
932023.07.07 07:27modify280.10143.245143.476142.501
942023.07.07 07:27modify270.10144.001143.476142.501
952023.07.07 07:34sell290.10143.1740.0000.000
962023.07.07 07:34modify290.10143.174143.476142.501
972023.07.07 08:32sell300.10143.1010.0000.000
982023.07.07 08:32modify300.10143.101143.326142.501
992023.07.07 08:32modify300.10143.101143.476142.501
1002023.07.07 13:46t/p270.10142.501143.476142.50184.8210143.99
1012023.07.07 13:46t/p280.10142.501143.476142.50152.2110196.20
1022023.07.07 13:46t/p290.10142.501143.476142.50147.2310243.43
1032023.07.07 13:46t/p300.10142.501143.476142.50142.1010285.53
1042023.07.11 16:00buy310.10140.5460.0000.000
1052023.07.11 16:00modify310.10140.546139.046142.046
1062023.07.12 12:30s/l310.10139.046139.046142.046-106.7310178.80
1072023.07.12 20:00buy320.10138.4860.0000.000
1082023.07.12 20:00modify320.10138.486136.986139.986
1092023.07.17 13:32buy330.10139.2360.0000.000
1102023.07.17 13:32modify330.10139.236139.011139.986
1112023.07.17 13:32modify320.10138.486139.011139.986
1122023.07.17 13:32buy340.10139.3110.0000.000
1132023.07.17 13:32modify340.10139.311139.011139.986
1142023.07.17 13:33buy350.10139.3890.0000.000
1152023.07.17 13:33modify350.10139.389139.161139.986
1162023.07.17 13:33modify350.10139.389139.011139.986
1172023.07.17 14:06s/l320.10139.011139.011139.98643.5810222.37
1182023.07.17 14:06s/l330.10139.011139.011139.986-16.1910206.18
1192023.07.17 14:06s/l340.10139.011139.011139.986-21.5810184.60
1202023.07.17 14:06s/l350.10139.011139.011139.986-27.1910157.41
1212023.07.19 16:00sell360.10139.7640.0000.000
1222023.07.19 16:00modify360.10139.764141.264138.264
1232023.07.21 07:48s/l360.10141.264141.264138.264-112.9910044.42
1242023.07.21 16:00sell370.10141.7460.0000.000
1252023.07.21 16:00modify370.10141.746143.246140.246
1262023.07.24 11:35sell380.10140.9900.0000.000
1272023.07.24 11:35modify380.10140.990141.221140.246
1282023.07.24 11:35modify370.10141.746141.221140.246
1292023.07.24 11:37sell390.10140.9190.0000.000
1302023.07.24 11:37modify390.10140.919141.221140.246
1312023.07.24 11:38sell400.10140.8460.0000.000
1322023.07.24 11:38modify400.10140.846141.071140.246
1332023.07.24 11:38modify400.10140.846141.221140.246
1342023.07.24 13:30s/l370.10141.221141.221140.24635.4710079.88
1352023.07.24 13:30s/l380.10141.221141.221140.246-16.3610063.52
1362023.07.24 13:30s/l390.10141.221141.221140.246-21.3910042.13
1372023.07.24 13:30s/l400.10141.221141.221140.246-26.5610015.57
1382023.08.04 20:00buy410.10141.8420.0000.000
1392023.08.04 20:00modify410.10141.842140.342143.342
1402023.08.07 16:18buy420.10142.5920.0000.000
1412023.08.07 16:18modify420.10142.592142.367143.342
1422023.08.07 16:18modify410.10141.842142.367143.342
1432023.08.08 00:09buy430.10142.6690.0000.000
1442023.08.08 00:09modify430.10142.669142.367143.342
1452023.08.08 00:21buy440.10142.7440.0000.000
1462023.08.08 00:21modify440.10142.744142.517143.342
1472023.08.08 00:21modify440.10142.744142.367143.342
1482023.08.08 02:03t/p410.10143.342142.367143.342106.9610122.54
1492023.08.08 02:03t/p420.10143.342142.367143.34253.4810176.02
1502023.08.08 02:03t/p430.10143.342142.367143.34246.9510222.97
1512023.08.08 02:03t/p440.10143.342142.367143.34241.7210264.69
1522023.08.21 20:00sell450.10146.2280.0000.000
1532023.08.21 20:00modify450.10146.228147.728144.728
1542023.08.23 07:32sell460.10145.4780.0000.000
1552023.08.23 07:32modify460.10145.478145.703144.728
1562023.08.23 07:32modify450.10146.228145.703144.728
1572023.08.23 07:50sell470.10145.4010.0000.000
1582023.08.23 07:50modify470.10145.401145.703144.728
1592023.08.23 08:13sell480.10145.3270.0000.000
1602023.08.23 08:13modify480.10145.327145.553144.728
1612023.08.23 08:13modify480.10145.327145.703144.728
1622023.08.23 14:27t/p450.10144.728145.703144.728100.2310364.92
1632023.08.23 14:27t/p460.10144.728145.703144.72851.8210416.74
1642023.08.23 14:27t/p470.10144.728145.703144.72846.5010463.24
1652023.08.23 14:27t/p480.10144.728145.703144.72841.3910504.63
1662023.08.25 20:00sell490.10146.3740.0000.000
1672023.08.25 20:00modify490.10146.374147.874144.874
1682023.08.30 13:31sell500.10145.6160.0000.000
1692023.08.30 13:31modify500.10145.616145.849144.874
1702023.08.30 13:31modify490.10146.374145.849144.874
1712023.08.30 14:08s/l490.10145.849145.849144.87430.8910535.52
1722023.08.30 14:08s/l500.10145.849145.849144.874-15.9710519.55
1732023.09.27 04:00sell510.10149.0230.0000.000
1742023.09.27 04:00modify510.10149.023150.523147.523
1752023.10.03 14:12sell520.10148.2530.0000.000
1762023.10.03 14:12modify520.10148.253148.498147.523
1772023.10.03 14:12modify510.10149.023148.498147.523
1782023.10.03 14:12sell530.10148.1700.0000.000
1792023.10.03 14:12modify530.10148.170148.498147.523
1802023.10.03 14:12sell540.10148.1160.0000.000
1812023.10.03 14:12modify540.10148.116148.348147.523
1822023.10.03 14:12modify540.10148.116148.498147.523
1832023.10.03 14:12t/p510.10147.523148.498147.52391.4710611.02
1842023.10.03 14:12t/p520.10147.523148.498147.52349.4910660.51
1852023.10.03 14:12t/p530.10147.523148.498147.52343.8610704.37
1862023.10.03 14:12t/p540.10147.523148.498147.52340.2010744.57
1872023.10.26 12:00sell550.10150.4280.0000.000
1882023.10.26 12:00modify550.10150.428151.928148.928
1892023.10.27 13:32sell560.10149.6690.0000.000
1902023.10.27 13:32modify560.10149.669149.903148.928
1912023.10.27 13:32modify550.10150.428149.903148.928
1922023.10.27 14:58sell570.10149.6020.0000.000
1932023.10.27 14:58modify570.10149.602149.903148.928
1942023.10.27 17:24sell580.10149.5280.0000.000
1952023.10.27 17:24modify580.10149.528149.753148.928
1962023.10.27 17:24modify580.10149.528149.903148.928
1972023.10.30 15:15t/p550.10148.928149.903148.92897.3110841.88
1982023.10.30 15:15t/p560.10148.928149.903148.92848.0610889.94
1992023.10.30 15:15t/p570.10148.928149.903148.92843.5610933.50
2002023.10.30 15:15t/p580.10148.928149.903148.92838.5910972.08
2012023.11.03 20:00buy590.10149.4960.0000.000
2022023.11.03 20:00modify590.10149.496147.996150.996
2032023.11.07 03:54buy600.10150.2470.0000.000
2042023.11.07 03:54modify600.10150.247150.021150.996
2052023.11.07 03:54modify590.10149.496150.021150.996
2062023.11.07 05:11buy610.10150.3210.0000.000
2072023.11.07 05:11modify610.10150.321150.021150.996
2082023.11.07 06:29buy620.10150.3970.0000.000
2092023.11.07 06:29modify620.10150.397150.171150.996
2102023.11.07 06:29modify620.10150.397150.021150.996
2112023.11.08 19:42t/p590.10150.996150.021150.996102.8211074.90
2122023.11.08 19:42t/p600.10150.996150.021150.99650.7611125.67
2132023.11.08 19:42t/p610.10150.996150.021150.99645.8611171.53
2142023.11.08 19:42t/p620.10150.996150.021150.99640.8311212.36
2152023.11.17 16:00buy630.10149.5860.0000.000
2162023.11.17 16:00modify630.10149.586148.086151.086
2172023.11.21 00:52s/l630.10148.086148.086151.086-98.9711113.39
2182023.12.28 16:00buy640.10140.9100.0000.000
2192023.12.28 16:00modify640.10140.910139.410142.410
2202023.12.29 00:53buy650.10141.6650.0000.000
2212023.12.29 00:53modify650.10141.665141.435142.410
2222023.12.29 00:53modify640.10140.910141.435142.410
2232023.12.29 02:20s/l640.10141.435141.435142.41038.2911151.68
2242023.12.29 02:20s/l650.10141.435141.435142.410-16.2611135.42