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=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 test1909Ticks modelled41766384Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1496.31Gross profit2059.84Gross loss-563.53
Profit factor3.66Expected payoff27.21
Absolute drawdown113.32Maximal drawdown244.31 (2.41%)Relative drawdown2.41% (244.31)
Total trades55Short positions (won %)21 (47.62%)Long positions (won %)34 (70.59%)
Profit trades (% of total)34 (61.82%)Loss trades (% of total)21 (38.18%)
Largestprofit trade118.56loss trade-36.51
Averageprofit trade60.58loss trade-26.83
Maximumconsecutive wins (profit in money)12 (709.74)consecutive losses (loss in money)4 (-127.61)
Maximalconsecutive profit (count of wins)709.74 (12)consecutive loss (count of losses)-127.61 (4)
Averageconsecutive wins5consecutive losses3
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 01:13s/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 08:18buy30.10130.5610.0000.000
72023.01.03 08:18modify30.10130.561130.336131.311
82023.01.03 08:18modify20.10129.811130.336131.311
92023.01.03 08:18buy40.10130.6390.0000.000
102023.01.03 08:18modify40.10130.639130.186131.311
112023.01.03 08:18modify30.10130.561130.186131.311
122023.01.03 08:18modify20.10129.811130.186131.311
132023.01.03 08:18buy50.10130.7110.0000.000
142023.01.03 08:18modify50.10130.711130.336131.311
152023.01.03 08:18modify40.10130.639130.336131.311
162023.01.03 08:18modify30.10130.561130.336131.311
172023.01.03 08:18modify20.10129.811130.336131.311
182023.01.03 09:19s/l20.10130.336130.336131.31140.2810010.76
192023.01.03 09:19s/l30.10130.336130.336131.311-17.269993.50
202023.01.03 09:19s/l40.10130.336130.336131.311-23.249970.26
212023.01.03 09:19s/l50.10130.336130.336131.311-28.779941.49
222023.01.12 16:00buy60.10129.8630.0000.000
232023.01.12 16:00modify60.10129.863129.463131.363
242023.01.12 17:33s/l60.10129.463129.463131.363-30.899910.60
252023.01.13 16:00buy70.10127.5370.0000.000
262023.01.13 16:00modify70.10127.537127.137129.037
272023.01.16 08:08buy80.10128.2870.0000.000
282023.01.16 08:08modify80.10128.287128.062129.037
292023.01.16 08:08modify70.10127.537128.062129.037
302023.01.16 08:08buy90.10128.3790.0000.000
312023.01.16 08:08modify90.10128.379127.912129.037
322023.01.16 08:08modify80.10128.287127.912129.037
332023.01.16 08:08modify70.10127.537127.912129.037
342023.01.16 08:11buy100.10128.4390.0000.000
352023.01.16 08:11modify100.10128.439128.062129.037
362023.01.16 08:11modify90.10128.379128.062129.037
372023.01.16 08:11modify80.10128.287128.062129.037
382023.01.16 08:11modify70.10127.537128.062129.037
392023.01.17 02:31t/p70.10129.037128.062129.037118.5610029.16
402023.01.17 02:31t/p80.10129.037128.062129.03759.2810088.44
412023.01.17 02:31t/p90.10129.037128.062129.03752.1510140.60
422023.01.17 02:31t/p100.10129.037128.062129.03747.5010188.10
432023.02.06 16:00sell110.10132.8450.0000.000
442023.02.06 16:00modify110.10132.845133.245131.345
452023.02.07 06:19sell120.10132.0940.0000.000
462023.02.07 06:19modify120.10132.094132.320131.345
472023.02.07 06:19modify110.10132.845132.320131.345
482023.02.07 07:06sell130.10132.0160.0000.000
492023.02.07 07:06modify130.10132.016132.470131.345
502023.02.07 07:06modify120.10132.094132.470131.345
512023.02.07 07:06modify110.10132.845132.470131.345
522023.02.07 08:28sell140.10131.9440.0000.000
532023.02.07 08:28modify140.10131.944132.320131.345
542023.02.07 08:28modify130.10132.016132.320131.345
552023.02.07 08:28modify120.10132.094132.320131.345
562023.02.07 08:28modify110.10132.845132.320131.345
572023.02.07 15:56t/p110.10131.345132.320131.345112.5010300.59
582023.02.07 15:56t/p120.10131.345132.320131.34557.0210357.61
592023.02.07 15:56t/p130.10131.345132.320131.34551.0810408.69
602023.02.07 15:56t/p140.10131.345132.320131.34545.6010454.29
612023.02.15 16:00sell150.10134.2720.0000.000
622023.02.15 16:00modify150.10134.272134.672132.772
632023.02.17 01:48s/l150.10134.672134.672132.772-36.5110417.78
642023.02.24 16:00sell160.10136.3910.0000.000
652023.02.24 16:00modify160.10136.391136.791134.891
662023.02.28 07:58s/l160.10136.791136.791134.891-32.6510385.13
672023.04.28 12:00sell170.10136.1300.0000.000
682023.04.28 12:00modify170.10136.130136.530134.630
692023.04.28 14:26s/l170.10136.530136.530134.630-29.3010355.83
702023.05.01 12:00sell180.10136.8160.0000.000
712023.05.01 12:00modify180.10136.816137.216135.316
722023.05.01 14:12s/l180.10137.216137.216135.316-29.1510326.68
732023.05.04 16:00buy190.10133.7940.0000.000
742023.05.04 16:00modify190.10133.794133.394135.294
752023.05.05 16:51buy200.10134.7030.0000.000
762023.05.05 16:51modify200.10134.703134.319135.294
772023.05.05 16:51modify190.10133.794134.319135.294
782023.05.07 23:52t/p190.10135.294134.319135.294112.0310438.71
792023.05.07 23:52t/p200.10135.294134.319135.29443.6910482.40
802023.05.17 16:00sell210.10137.5150.0000.000
812023.05.17 16:00modify210.10137.515137.915136.015
822023.05.18 08:15s/l210.10137.915137.915136.015-34.1110448.29
832023.07.07 16:00buy220.10142.2450.0000.000
842023.07.07 16:00modify220.10142.245141.845143.745
852023.07.10 04:39buy230.10142.9960.0000.000
862023.07.10 04:39modify230.10142.996142.770143.745
872023.07.10 04:39modify220.10142.245142.770143.745
882023.07.10 05:46s/l220.10142.770142.770143.74537.9310486.22
892023.07.10 05:46s/l230.10142.770142.770143.745-15.8310470.39
902023.07.11 04:00buy240.10140.8210.0000.000
912023.07.11 04:00modify240.10140.821140.421142.321
922023.07.11 07:48s/l240.10140.421140.421142.321-28.4910441.90
932023.07.13 08:00buy250.10138.4000.0000.000
942023.07.13 08:00modify250.10138.400138.000139.900
952023.07.13 18:35s/l250.10138.000138.000139.900-28.9910412.91
962023.07.14 04:00buy260.10137.4640.0000.000
972023.07.14 04:00modify260.10137.464137.064138.964
982023.07.14 06:46buy270.10138.2170.0000.000
992023.07.14 06:46modify270.10138.217137.989138.964
1002023.07.14 06:46modify260.10137.464137.989138.964
1012023.07.14 06:48buy280.10138.2930.0000.000
1022023.07.14 06:48modify280.10138.293137.839138.964
1032023.07.14 06:48modify270.10138.217137.839138.964
1042023.07.14 06:48modify260.10137.464137.839138.964
1052023.07.14 06:51buy290.10138.3730.0000.000
1062023.07.14 06:51modify290.10138.373137.989138.964
1072023.07.14 06:51modify280.10138.293137.989138.964
1082023.07.14 06:51modify270.10138.217137.989138.964
1092023.07.14 06:51modify260.10137.464137.989138.964
1102023.07.14 13:25t/p260.10138.964137.989138.964107.9410520.85
1112023.07.14 13:25t/p270.10138.964137.989138.96453.7610574.61
1122023.07.14 13:25t/p280.10138.964137.989138.96448.2910622.90
1132023.07.14 13:25t/p290.10138.964137.989138.96442.5310665.43
1142023.08.01 16:00sell300.10143.3390.0000.000
1152023.08.01 16:00modify300.10143.339143.739141.839
1162023.08.02 06:49sell310.10142.5750.0000.000
1172023.08.02 06:49modify310.10142.575142.814141.839
1182023.08.02 06:49modify300.10143.339142.814141.839
1192023.08.02 07:39s/l300.10142.814142.814141.83935.0610700.49
1202023.08.02 07:39s/l310.10142.814142.814141.839-16.7310683.76
1212023.08.10 16:00sell320.10144.4030.0000.000
1222023.08.10 16:00modify320.10144.403144.803142.903
1232023.08.10 19:38s/l320.10144.803144.803142.903-27.6210656.14
1242023.08.15 04:00sell330.10145.4960.0000.000
1252023.08.15 04:00modify330.10145.496145.896143.996
1262023.08.16 12:59s/l330.10145.896145.896143.996-29.1210627.02
1272023.08.23 16:00buy340.10144.6550.0000.000
1282023.08.23 16:00modify340.10144.655144.255146.155
1292023.08.24 09:19buy350.10145.4060.0000.000
1302023.08.24 09:19modify350.10145.406145.180146.155
1312023.08.24 09:19modify340.10144.655145.180146.155
1322023.08.24 09:56buy360.10145.4800.0000.000
1332023.08.24 09:56modify360.10145.480145.030146.155
1342023.08.24 09:56modify350.10145.406145.030146.155
1352023.08.24 09:56modify340.10144.655145.030146.155
1362023.08.24 11:23buy370.10145.5570.0000.000
1372023.08.24 11:23modify370.10145.557145.180146.155
1382023.08.24 11:23modify360.10145.480145.180146.155
1392023.08.24 11:23modify350.10145.406145.180146.155
1402023.08.24 11:23modify340.10144.655145.180146.155
1412023.08.25 01:18t/p340.10146.155145.180146.155107.2710734.29
1422023.08.25 01:18t/p350.10146.155145.180146.15552.4010786.69
1432023.08.25 01:18t/p360.10146.155145.180146.15547.3410834.03
1442023.08.25 01:18t/p370.10146.155145.180146.15542.0710876.10
1452023.08.29 12:00sell380.10147.1410.0000.000
1462023.08.29 12:00modify380.10147.141147.541145.641
1472023.08.29 14:09sell390.10146.3900.0000.000
1482023.08.29 14:09modify390.10146.390146.616145.641
1492023.08.29 14:09modify380.10147.141146.616145.641
1502023.08.29 14:12s/l380.10146.616146.616145.64135.8110911.91
1512023.08.29 14:12s/l390.10146.616146.616145.641-15.4110896.50
1522023.09.05 12:00sell400.10147.3420.0000.000
1532023.09.05 12:00modify400.10147.342147.742145.842
1542023.09.05 15:01s/l400.10147.742147.742145.842-27.0710869.43
1552023.09.27 12:00sell410.10149.1810.0000.000
1562023.09.27 12:00modify410.10149.181149.581147.681
1572023.09.27 16:09s/l410.10149.581149.581147.681-26.7410842.69
1582023.10.26 04:00sell420.10150.4180.0000.000
1592023.10.26 04:00modify420.10150.418150.818148.918
1602023.10.27 13:32sell430.10149.6670.0000.000
1612023.10.27 13:32modify430.10149.667149.893148.918
1622023.10.27 13:32modify420.10150.418149.893148.918
1632023.10.27 14:59sell440.10149.5930.0000.000
1642023.10.27 14:59modify440.10149.593150.043148.918
1652023.10.27 14:59modify430.10149.667150.043148.918
1662023.10.27 14:59modify420.10150.418150.043148.918
1672023.10.27 17:57sell450.10149.5180.0000.000
1682023.10.27 17:57modify450.10149.518149.893148.918
1692023.10.27 17:57modify440.10149.593149.893148.918
1702023.10.27 17:57modify430.10149.667149.893148.918
1712023.10.27 17:57modify420.10150.418149.893148.918
1722023.10.30 15:15t/p420.10148.918149.893148.91897.3210940.02
1732023.10.30 15:15t/p430.10148.918149.893148.91848.6010988.61
1742023.10.30 15:15t/p440.10148.918149.893148.91843.6311032.24
1752023.10.30 15:15t/p450.10148.918149.893148.91838.5911070.83
1762023.11.03 16:00buy460.10149.3960.0000.000
1772023.11.03 16:00modify460.10149.396148.996150.896
1782023.11.07 01:19buy470.10150.1460.0000.000
1792023.11.07 01:19modify470.10150.146149.921150.896
1802023.11.07 01:19modify460.10149.396149.921150.896
1812023.11.07 03:48buy480.10150.2220.0000.000
1822023.11.07 03:48modify480.10150.222149.771150.896
1832023.11.07 03:48modify470.10150.146149.771150.896
1842023.11.07 03:48modify460.10149.396149.771150.896
1852023.11.07 04:52buy490.10150.2960.0000.000
1862023.11.07 04:52modify490.10150.296149.921150.896
1872023.11.07 04:52modify480.10150.222149.921150.896
1882023.11.07 04:52modify470.10150.146149.921150.896
1892023.11.07 04:52modify460.10149.396149.921150.896
1902023.11.08 12:52t/p460.10150.896149.921150.896102.8911173.72
1912023.11.08 12:52t/p470.10150.896149.921150.89650.8611224.58
1922023.11.08 12:52t/p480.10150.896149.921150.89645.8311270.41
1932023.11.08 12:52t/p490.10150.896149.921150.89640.9211311.33
1942023.11.21 04:00buy500.10147.4090.0000.000
1952023.11.21 04:00modify500.10147.409147.009148.909
1962023.11.21 18:20buy510.10148.1590.0000.000
1972023.11.21 18:20modify510.10148.159147.934148.909
1982023.11.21 18:20modify500.10147.409147.934148.909
1992023.11.21 18:24buy520.10148.2360.0000.000
2002023.11.21 18:24modify520.10148.236147.784148.909
2012023.11.21 18:24modify510.10148.159147.784148.909
2022023.11.21 18:24modify500.10147.409147.784148.909
2032023.11.21 18:31buy530.10148.3110.0000.000
2042023.11.21 18:31modify530.10148.311147.934148.909
2052023.11.21 18:31modify520.10148.236147.934148.909
2062023.11.21 18:31modify510.10148.159147.934148.909
2072023.11.21 18:31modify500.10147.409147.934148.909
2082023.11.22 06:14t/p500.10148.909147.934148.909101.8911413.22
2092023.11.22 06:14t/p510.10148.909147.934148.90951.5311464.75
2102023.11.22 06:14t/p520.10148.909147.934148.90946.3611511.12
2112023.11.22 06:14t/p530.10148.909147.934148.90941.3211552.44
2122023.12.07 12:00buy540.10145.0530.0000.000
2132023.12.07 12:00modify540.10145.053144.653146.553
2142023.12.07 14:31s/l540.10144.653144.653146.553-27.6511524.79
2152023.12.28 08:00buy550.10140.8500.0000.000
2162023.12.28 08:00modify550.10140.850140.450142.350
2172023.12.28 15:28s/l550.10140.450140.450142.350-28.4811496.31