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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=40; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=3; 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 modelled79142Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit1747.64Gross profit2245.36Gross loss-497.71
Profit factor4.51Expected payoff31.78
Absolute drawdown61.48Maximal drawdown192.53 (1.83%)Relative drawdown1.83% (192.53)
Total trades55Short positions (won %)23 (56.52%)Long positions (won %)32 (75.00%)
Profit trades (% of total)37 (67.27%)Loss trades (% of total)18 (32.73%)
Largestprofit trade118.46loss trade-36.51
Averageprofit trade60.69loss trade-27.65
Maximumconsecutive wins (profit in money)12 (703.43)consecutive losses (loss in money)4 (-127.58)
Maximalconsecutive profit (count of wins)703.43 (12)consecutive loss (count of losses)-127.58 (4)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.02 12:00buy10.10130.7960.0000.000
22023.01.02 12:00modify10.10130.796130.396132.296
32023.01.03 01:20s/l10.10130.396130.396132.296-29.529970.48
42023.01.03 04:00buy20.10129.8110.0000.000
52023.01.03 04:00modify20.10129.811129.411131.311
62023.01.03 09:35buy30.10130.5630.0000.000
72023.01.03 09:35modify30.10130.563130.336131.311
82023.01.03 09:35modify20.10129.811130.336131.311
92023.01.03 09:40s/l20.10130.336130.336131.31140.2910010.77
102023.01.03 09:40s/l30.10130.336130.336131.311-17.429993.35
112023.01.12 16:00buy40.10129.8630.0000.000
122023.01.12 16:00modify40.10129.863129.463131.363
132023.01.12 17:30s/l40.10129.463129.463131.363-30.919962.44
142023.01.13 16:00buy50.10127.5370.0000.000
152023.01.13 16:00modify50.10127.537127.137129.037
162023.01.16 08:20buy60.10128.3670.0000.000
172023.01.16 08:20modify60.10128.367127.912129.037
182023.01.16 08:20modify50.10127.537127.912129.037
192023.01.16 11:05buy70.10128.4660.0000.000
202023.01.16 11:05modify70.10128.466128.062129.037
212023.01.16 11:05modify60.10128.367128.062129.037
222023.01.16 11:05modify50.10127.537128.062129.037
232023.01.16 11:35buy80.10128.3040.0000.000
242023.01.16 11:35modify80.10128.304128.062129.037
252023.01.17 02:40t/p50.10129.037128.062129.037118.4610080.90
262023.01.17 02:40t/p60.10129.037128.062129.03753.0310133.93
272023.01.17 02:40t/p70.10129.037128.062129.03745.3710179.31
282023.01.17 02:40t/p80.10129.037128.062129.03757.9110237.22
292023.02.06 16:00sell90.10132.8450.0000.000
302023.02.06 16:00modify90.10132.845133.245131.345
312023.02.07 07:00sell100.10132.0950.0000.000
322023.02.07 07:00modify100.10132.095132.320131.345
332023.02.07 07:00modify90.10132.845132.320131.345
342023.02.07 07:05sell110.10132.0080.0000.000
352023.02.07 07:05modify110.10132.008132.470131.345
362023.02.07 07:05modify100.10132.095132.470131.345
372023.02.07 07:05modify90.10132.845132.470131.345
382023.02.07 08:30sell120.10131.9260.0000.000
392023.02.07 08:30modify120.10131.926132.320131.345
402023.02.07 08:30modify110.10132.008132.320131.345
412023.02.07 08:30modify100.10132.095132.320131.345
422023.02.07 08:30modify90.10132.845132.320131.345
432023.02.07 15:40t/p90.10131.345132.320131.345112.5910349.80
442023.02.07 15:40t/p100.10131.345132.320131.34557.1410406.94
452023.02.07 15:40t/p110.10131.345132.320131.34550.5210457.46
462023.02.07 15:40t/p120.10131.345132.320131.34544.2710501.73
472023.02.15 16:00sell130.10134.2720.0000.000
482023.02.15 16:00modify130.10134.272134.672132.772
492023.02.17 01:40s/l130.10134.672134.672132.772-36.5110465.22
502023.02.24 16:00sell140.10136.3910.0000.000
512023.02.24 16:00modify140.10136.391136.791134.891
522023.02.28 07:40s/l140.10136.791136.791134.891-32.6510432.57
532023.04.28 12:00sell150.10136.1300.0000.000
542023.04.28 12:00modify150.10136.130136.530134.630
552023.04.28 14:05s/l150.10136.530136.530134.630-29.2910403.28
562023.05.01 12:00sell160.10136.8160.0000.000
572023.05.01 12:00modify160.10136.816137.216135.316
582023.05.01 14:33s/l160.10137.216137.216135.316-29.1310374.15
592023.05.04 16:00buy170.10133.7940.0000.000
602023.05.04 16:00modify170.10133.794133.394135.294
612023.05.05 12:20buy180.10134.6320.0000.000
622023.05.05 12:20modify180.10134.632134.169135.294
632023.05.05 12:20modify170.10133.794134.169135.294
642023.05.05 16:45buy190.10134.6990.0000.000
652023.05.05 16:45modify190.10134.699134.319135.294
662023.05.05 16:45modify180.10134.632134.319135.294
672023.05.05 16:45modify170.10133.794134.319135.294
682023.05.07 23:40t/p170.10135.294134.319135.294112.0310486.18
692023.05.07 23:40t/p180.10135.294134.319135.29448.9310535.11
702023.05.07 23:40t/p190.10135.294134.319135.29443.9810579.09
712023.05.17 16:00sell200.10137.5150.0000.000
722023.05.17 16:00modify200.10137.515137.915136.015
732023.05.18 08:05s/l200.10137.915137.915136.015-34.1110544.98
742023.07.07 16:00buy210.10142.2450.0000.000
752023.07.07 16:00modify210.10142.245141.845143.745
762023.07.10 04:50buy220.10143.0140.0000.000
772023.07.10 04:50modify220.10143.014142.770143.745
782023.07.10 04:50modify210.10142.245142.770143.745
792023.07.10 05:40s/l210.10142.770142.770143.74537.9610582.94
802023.07.10 05:40s/l220.10142.770142.770143.745-17.1010565.84
812023.07.11 04:00buy230.10140.8210.0000.000
822023.07.11 04:00modify230.10140.821140.421142.321
832023.07.11 07:40s/l230.10140.421140.421142.321-28.4910537.35
842023.07.13 08:00buy240.10138.4000.0000.000
852023.07.13 08:00modify240.10138.400138.000139.900
862023.07.13 18:30s/l240.10138.000138.000139.900-28.9910508.36
872023.07.14 04:00buy250.10137.4640.0000.000
882023.07.14 04:00modify250.10137.464137.064138.964
892023.07.14 06:50buy260.10138.3780.0000.000
902023.07.14 06:50modify260.10138.378137.989138.964
912023.07.14 06:50modify250.10137.464137.989138.964
922023.07.14 09:10buy270.10138.2950.0000.000
932023.07.14 09:10modify270.10138.295137.839138.964
942023.07.14 09:15modify270.10138.295137.989138.964
952023.07.14 13:15t/p250.10138.964137.989138.964107.9210616.28
962023.07.14 13:15t/p260.10138.964137.989138.96442.1710658.45
972023.07.14 13:15t/p270.10138.964137.989138.96448.1410706.59
982023.08.01 16:00sell280.10143.3390.0000.000
992023.08.01 16:00modify280.10143.339143.739141.839
1002023.08.02 06:50sell290.10142.5730.0000.000
1012023.08.02 06:50modify290.10142.573142.814141.839
1022023.08.02 06:50modify280.10143.339142.814141.839
1032023.08.02 07:33s/l280.10142.814142.814141.83935.0510741.64
1042023.08.02 07:33s/l290.10142.814142.814141.839-16.8710724.77
1052023.08.10 16:00sell300.10144.4030.0000.000
1062023.08.10 16:00modify300.10144.403144.803142.903
1072023.08.10 19:40s/l300.10144.803144.803142.903-27.6210697.15
1082023.08.15 04:00sell310.10145.4960.0000.000
1092023.08.15 04:00modify310.10145.496145.896143.996
1102023.08.16 12:40s/l310.10145.896145.896143.996-29.1110668.04
1112023.08.23 16:00buy320.10144.6550.0000.000
1122023.08.23 16:00modify320.10144.655144.255146.155
1132023.08.24 09:30buy330.10145.4340.0000.000
1142023.08.24 09:30modify330.10145.434145.180146.155
1152023.08.24 09:30modify320.10144.655145.180146.155
1162023.08.24 09:40buy340.10145.4830.0000.000
1172023.08.24 09:40modify340.10145.483145.030146.155
1182023.08.24 09:40modify330.10145.434145.030146.155
1192023.08.24 09:40modify320.10144.655145.030146.155
1202023.08.24 11:20buy350.10145.5590.0000.000
1212023.08.24 11:20modify350.10145.559145.180146.155
1222023.08.24 11:20modify340.10145.483145.180146.155
1232023.08.24 11:20modify330.10145.434145.180146.155
1242023.08.24 11:20modify320.10144.655145.180146.155
1252023.08.25 01:30t/p320.10146.155145.180146.155107.2710775.31
1262023.08.25 01:30t/p330.10146.155145.180146.15550.4910825.80
1272023.08.25 01:30t/p340.10146.155145.180146.15547.1410872.94
1282023.08.25 01:30t/p350.10146.155145.180146.15541.9410914.88
1292023.08.29 12:00sell360.10147.1410.0000.000
1302023.08.29 12:00modify360.10147.141147.541145.641
1312023.08.30 03:10sell370.10146.2330.0000.000
1322023.08.30 03:10modify370.10146.233146.616145.641
1332023.08.30 03:10modify360.10147.141146.616145.641
1342023.08.30 06:45sell380.10146.3160.0000.000
1352023.08.30 06:45modify380.10146.316146.766145.641
1362023.08.30 06:50modify380.10146.316146.616145.641
1372023.08.30 07:25sell390.10146.3830.0000.000
1382023.08.30 07:25modify390.10146.383146.616145.641
1392023.08.30 13:40t/p360.10145.641146.616145.641101.3311016.21
1402023.08.30 13:40t/p370.10145.641146.616145.64140.6611056.87
1412023.08.30 13:40t/p380.10145.641146.616145.64146.3611103.23
1422023.08.30 13:40t/p390.10145.641146.616145.64150.9711154.20
1432023.09.05 12:00sell400.10147.3420.0000.000
1442023.09.05 12:00modify400.10147.342147.742145.842
1452023.09.05 15:05s/l400.10147.742147.742145.842-27.0711127.13
1462023.09.27 12:00sell410.10149.1810.0000.000
1472023.09.27 12:00modify410.10149.181149.581147.681
1482023.09.27 16:20s/l410.10149.581149.581147.681-26.7411100.39
1492023.10.26 04:00sell420.10150.4180.0000.000
1502023.10.26 04:00modify420.10150.418150.818148.918
1512023.10.27 14:30sell430.10149.6610.0000.000
1522023.10.27 14:30modify430.10149.661149.893148.918
1532023.10.27 14:30modify420.10150.418149.893148.918
1542023.10.27 14:40sell440.10149.5820.0000.000
1552023.10.27 14:40modify440.10149.582150.043148.918
1562023.10.27 14:40modify430.10149.661150.043148.918
1572023.10.27 14:40modify420.10150.418150.043148.918
1582023.10.27 17:40sell450.10149.5080.0000.000
1592023.10.27 17:40modify450.10149.508149.893148.918
1602023.10.27 17:40modify440.10149.582149.893148.918
1612023.10.27 17:40modify430.10149.661149.893148.918
1622023.10.27 17:40modify420.10150.418149.893148.918
1632023.10.30 15:40t/p420.10148.918149.893148.91897.3811197.77
1642023.10.30 15:40t/p430.10148.918149.893148.91848.2311246.00
1652023.10.30 15:40t/p440.10148.918149.893148.91842.9211288.92
1662023.10.30 15:40t/p450.10148.918149.893148.91837.9511326.86
1672023.11.03 16:00buy460.10149.3960.0000.000
1682023.11.03 16:00modify460.10149.396148.996150.896
1692023.11.07 01:20buy470.10150.1490.0000.000
1702023.11.07 01:20modify470.10150.149149.921150.896
1712023.11.07 01:20modify460.10149.396149.921150.896
1722023.11.07 03:59buy480.10150.2250.0000.000
1732023.11.07 03:59modify480.10150.225149.771150.896
1742023.11.07 03:59modify470.10150.149149.771150.896
1752023.11.07 03:59modify460.10149.396149.771150.896
1762023.11.07 04:40buy490.10150.3110.0000.000
1772023.11.07 04:40modify490.10150.311149.921150.896
1782023.11.07 04:40modify480.10150.225149.921150.896
1792023.11.07 04:40modify470.10150.149149.921150.896
1802023.11.07 04:40modify460.10149.396149.921150.896
1812023.11.08 12:40t/p460.10150.896149.921150.896102.8911429.76
1822023.11.08 12:40t/p470.10150.896149.921150.89650.6711480.43
1832023.11.08 12:40t/p480.10150.896149.921150.89645.6311526.06
1842023.11.08 12:40t/p490.10150.896149.921150.89639.9311565.99
1852023.11.21 04:00buy500.10147.4090.0000.000
1862023.11.21 04:00modify500.10147.409147.009148.909
1872023.11.21 18:20buy510.10148.1850.0000.000
1882023.11.21 18:20modify510.10148.185147.934148.909
1892023.11.21 18:20modify500.10147.409147.934148.909
1902023.11.21 19:45buy520.10148.3330.0000.000
1912023.11.21 19:45modify520.10148.333147.934148.909
1922023.11.21 23:25buy530.10148.2350.0000.000
1932023.11.21 23:25modify530.10148.235147.784148.909
1942023.11.21 23:30modify530.10148.235147.934148.909
1952023.11.22 06:30t/p500.10148.909147.934148.909101.8511667.84
1962023.11.22 06:30t/p510.10148.909147.934148.90949.7611717.60
1972023.11.22 06:30t/p520.10148.909147.934148.90939.8211757.42
1982023.11.22 06:30t/p530.10148.909147.934148.90946.4011803.82
1992023.12.07 12:00buy540.10145.0530.0000.000
2002023.12.07 12:00modify540.10145.053144.653146.553
2012023.12.07 14:30s/l540.10144.653144.653146.553-27.6711776.15
2022023.12.28 08:00buy550.10140.8500.0000.000
2032023.12.28 08:00modify550.10140.850140.450142.350
2042023.12.28 15:05s/l550.10140.450140.450142.350-28.5111747.64