Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01)
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=9; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=2; 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 test2615Ticks modelled79364Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1320.19Gross profit1671.96Gross loss-351.76
Profit factor4.75Expected payoff38.83
Absolute drawdown23.78Maximal drawdown234.44 (2.28%)Relative drawdown2.28% (234.44)
Total trades34Short positions (won %)19 (78.95%)Long positions (won %)15 (80.00%)
Profit trades (% of total)27 (79.41%)Loss trades (% of total)7 (20.59%)
Largestprofit trade114.96loss trade-98.69
Averageprofit trade61.92loss trade-50.25
Maximumconsecutive wins (profit in money)8 (502.32)consecutive losses (loss in money)2 (-36.02)
Maximalconsecutive profit (count of wins)502.32 (8)consecutive loss (count of losses)-98.69 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.20 12:00buy10.10131.0790.0000.000
22023.03.20 12:00modify10.10131.079129.779132.579
32023.03.20 14:40buy20.10131.8410.0000.000
42023.03.20 14:40modify20.10131.841131.229132.579
52023.03.20 14:40buy30.10131.8410.0000.000
62023.03.20 14:40modify30.10131.841131.604132.579
72023.03.20 14:40modify10.10131.079131.604132.579
82023.03.20 14:45modify20.10131.841131.604132.579
92023.03.20 15:40s/l10.10131.604131.604132.57939.9010039.90
102023.03.20 15:40s/l20.10131.604131.604132.579-18.0110021.89
112023.03.20 15:40s/l30.10131.604131.604132.579-18.0110003.88
122023.05.02 04:00sell40.10137.4930.0000.000
132023.05.02 04:00modify40.10137.493138.793135.993
142023.05.02 15:45sell50.10136.6390.0000.000
152023.05.02 15:45modify50.10136.639137.043135.993
162023.05.02 15:45modify40.10137.493137.043135.993
172023.05.03 02:05t/p40.10135.993137.043135.993108.6910112.57
182023.05.03 02:05t/p50.10135.993137.043135.99345.8810158.46
192023.05.18 04:00sell60.10137.5840.0000.000
202023.05.18 04:00modify60.10137.584138.884136.084
212023.05.23 02:05s/l60.10138.884138.884136.084-98.5110059.94
222023.06.27 20:00sell70.10144.0010.0000.000
232023.06.27 20:00modify70.10144.001145.301142.501
242023.07.07 07:50sell80.10143.1700.0000.000
252023.07.07 07:50modify80.10143.170143.551142.501
262023.07.07 07:50modify70.10144.001143.551142.501
272023.07.07 07:59sell90.10143.2330.0000.000
282023.07.07 07:59modify90.10143.233143.851142.501
292023.07.07 07:59sell100.10143.2330.0000.000
302023.07.07 07:59modify100.10143.233143.476142.501
312023.07.07 07:59modify80.10143.170143.476142.501
322023.07.07 07:59modify70.10144.001143.476142.501
332023.07.07 08:00modify90.10143.233143.476142.501
342023.07.07 13:40t/p70.10142.501143.476142.50185.7210145.67
352023.07.07 13:40t/p80.10142.501143.476142.50147.0010192.67
362023.07.07 13:40t/p90.10142.501143.476142.50151.4210244.09
372023.07.07 13:40t/p100.10142.501143.476142.50151.4210295.51
382023.07.12 20:00buy110.10138.4860.0000.000
392023.07.12 20:00modify110.10138.486137.186139.986
402023.07.19 03:20buy120.10139.2520.0000.000
412023.07.19 03:20modify120.10139.252138.636139.986
422023.07.19 03:20buy130.10139.2520.0000.000
432023.07.19 03:20modify130.10139.252139.011139.986
442023.07.19 03:20modify110.10138.486139.011139.986
452023.07.19 03:25modify120.10139.252139.011139.986
462023.07.19 03:40buy140.10139.3290.0000.000
472023.07.19 03:40modify140.10139.329138.936139.986
482023.07.19 03:45modify140.10139.329139.011139.986
492023.07.19 11:15t/p110.10139.986139.011139.986114.9610410.47
502023.07.19 11:15t/p120.10139.986139.011139.98652.4310462.90
512023.07.19 11:15t/p130.10139.986139.011139.98652.4310515.33
522023.07.19 11:15t/p140.10139.986139.011139.98646.9310562.26
532023.07.19 16:00sell150.10139.7640.0000.000
542023.07.19 16:00modify150.10139.764141.064138.264
552023.07.21 07:30s/l150.10141.064141.064138.264-98.6910463.57
562023.08.04 20:00buy160.10141.8420.0000.000
572023.08.04 20:00modify160.10141.842140.542143.342
582023.08.07 16:40buy170.10142.6130.0000.000
592023.08.07 16:40modify170.10142.613141.992143.342
602023.08.07 16:40buy180.10142.6130.0000.000
612023.08.07 16:40modify180.10142.613142.367143.342
622023.08.07 16:40modify160.10141.842142.367143.342
632023.08.07 16:45modify170.10142.613142.367143.342
642023.08.08 02:40t/p160.10143.342142.367143.342106.8510570.42
652023.08.08 02:40t/p170.10143.342142.367143.34251.9710622.39
662023.08.08 02:40t/p180.10143.342142.367143.34251.9710674.35
672023.08.21 20:00sell190.10146.2280.0000.000
682023.08.21 20:00modify190.10146.228147.528144.728
692023.08.23 07:50sell200.10145.3890.0000.000
702023.08.23 07:50modify200.10145.389145.778144.728
712023.08.23 07:50modify190.10146.228145.778144.728
722023.08.23 12:55sell210.10145.4780.0000.000
732023.08.23 12:55modify210.10145.478146.078144.728
742023.08.23 12:55sell220.10145.4780.0000.000
752023.08.23 12:55modify220.10145.478145.703144.728
762023.08.23 12:55modify200.10145.389145.703144.728
772023.08.23 12:55modify190.10146.228145.703144.728
782023.08.23 13:00modify210.10145.478145.703144.728
792023.08.23 14:05t/p190.10144.728145.703144.728100.4010774.75
802023.08.23 14:05t/p200.10144.728145.703144.72845.6810820.43
812023.08.23 14:05t/p210.10144.728145.703144.72851.8310872.26
822023.08.23 14:05t/p220.10144.728145.703144.72851.8310924.09
832023.08.25 20:00sell230.10146.3740.0000.000
842023.08.25 20:00modify230.10146.374147.674144.874
852023.08.30 13:55sell240.10145.6160.0000.000
862023.08.30 13:55modify240.10145.616146.224144.874
872023.08.30 13:55sell250.10145.6160.0000.000
882023.08.30 13:55modify250.10145.616145.849144.874
892023.08.30 13:55modify230.10146.374145.849144.874
902023.08.30 14:00modify240.10145.616145.849144.874
912023.08.30 14:30s/l230.10145.849145.849144.87431.0810955.17
922023.08.30 14:30s/l240.10145.849145.849144.874-15.9710939.20
932023.08.30 14:30s/l250.10145.849145.849144.874-15.9710923.23
942023.10.26 12:00sell260.10150.4280.0000.000
952023.10.26 12:00modify260.10150.428151.728148.928
962023.10.27 14:30sell270.10149.6610.0000.000
972023.10.27 14:30modify270.10149.661150.278148.928
982023.10.27 14:30sell280.10149.6610.0000.000
992023.10.27 14:30modify280.10149.661149.903148.928
1002023.10.27 14:30modify260.10150.428149.903148.928
1012023.10.27 14:35modify270.10149.661149.903148.928
1022023.10.27 14:40sell290.10149.5820.0000.000
1032023.10.27 14:40modify290.10149.582149.978148.928
1042023.10.27 14:45modify290.10149.582149.903148.928
1052023.10.30 15:40t/p260.10148.928149.903148.92897.5111020.73
1062023.10.30 15:40t/p270.10148.928149.903148.92847.6111068.35
1072023.10.30 15:40t/p280.10148.928149.903148.92847.6111115.96
1082023.10.30 15:40t/p290.10148.928149.903148.92842.3011158.26
1092023.11.03 20:00buy300.10149.4960.0000.000
1102023.11.03 20:00modify300.10149.496148.196150.996
1112023.11.07 03:40buy310.10150.2530.0000.000
1122023.11.07 03:40modify310.10150.253149.646150.996
1132023.11.07 03:40buy320.10150.2530.0000.000
1142023.11.07 03:40modify320.10150.253150.021150.996
1152023.11.07 03:40modify300.10149.496150.021150.996
1162023.11.07 03:45modify310.10150.253150.021150.996
1172023.11.07 05:30buy330.10150.3300.0000.000
1182023.11.07 05:30modify330.10150.330149.946150.996
1192023.11.07 05:35modify330.10150.330150.021150.996
1202023.11.08 19:20t/p300.10150.996150.021150.996102.6911260.95
1212023.11.08 19:20t/p310.10150.996150.021150.99650.3211311.27
1222023.11.08 19:20t/p320.10150.996150.021150.99650.3211361.58
1232023.11.08 19:20t/p330.10150.996150.021150.99645.2211406.80
1242023.11.17 16:00buy340.10149.5860.0000.000
1252023.11.17 16:00modify340.10149.586148.286151.086
1262023.11.20 09:40s/l340.10148.286148.286151.086-86.6011320.19