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=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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit1111.25Gross profit1943.13Gross loss-831.88
Profit factor2.34Expected payoff22.23
Absolute drawdown111.25Maximal drawdown324.39 (3.17%)Relative drawdown3.17% (324.39)
Total trades50Short positions (won %)32 (65.62%)Long positions (won %)18 (72.22%)
Profit trades (% of total)34 (68.00%)Loss trades (% of total)16 (32.00%)
Largestprofit trade114.96loss trade-114.39
Averageprofit trade57.15loss trade-51.99
Maximumconsecutive wins (profit in money)9 (565.17)consecutive losses (loss in money)3 (-64.08)
Maximalconsecutive profit (count of wins)565.17 (9)consecutive loss (count of losses)-131.69 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.20 12:00buy10.10131.0790.0000.000
22023.03.20 12:00modify10.10131.079129.579132.579
32023.03.20 14:40buy20.10131.8410.0000.000
42023.03.20 14:40modify20.10131.841131.604132.579
52023.03.20 14:40modify10.10131.079131.604132.579
62023.03.20 15:40s/l10.10131.604131.604132.57939.9010039.90
72023.03.20 15:40s/l20.10131.604131.604132.579-18.0110021.89
82023.04.28 16:00sell30.10135.9950.0000.000
92023.04.28 16:00modify30.10135.995137.495134.495
102023.05.01 16:40s/l30.10137.495137.495134.495-110.729911.17
112023.05.02 04:00sell40.10137.4930.0000.000
122023.05.02 04:00modify40.10137.493138.993135.993
132023.05.02 15:45sell50.10136.6390.0000.000
142023.05.02 15:45modify50.10136.639137.043135.993
152023.05.02 15:45sell60.10136.6390.0000.000
162023.05.02 15:45modify60.10136.639136.968135.993
172023.05.02 15:45modify40.10137.493136.968135.993
182023.05.02 15:50modify50.10136.639136.968135.993
192023.05.03 02:05t/p40.10135.993136.968135.993108.6910019.87
202023.05.03 02:05t/p50.10135.993136.968135.99345.8810065.75
212023.05.03 02:05t/p60.10135.993136.968135.99345.8810111.63
222023.05.04 08:00buy70.10134.7010.0000.000
232023.05.04 08:00modify70.10134.701133.201136.201
242023.05.10 06:30buy80.10135.4600.0000.000
252023.05.10 06:30modify80.10135.460135.226136.201
262023.05.10 06:30modify70.10134.701135.226136.201
272023.05.10 07:40s/l70.10135.226135.226136.20143.2910154.92
282023.05.10 07:40s/l80.10135.226135.226136.201-17.3010137.62
292023.05.18 04:00sell90.10137.5840.0000.000
302023.05.18 04:00modify90.10137.584139.084136.084
312023.05.24 15:20s/l90.10139.084139.084136.084-114.3910023.24
322023.06.15 12:00sell100.10141.2470.0000.000
332023.06.15 12:00modify100.10141.247142.747139.747
342023.06.15 13:30sell110.10140.4890.0000.000
352023.06.15 13:30modify110.10140.489140.722139.747
362023.06.15 13:30modify100.10141.247140.722139.747
372023.06.15 14:00sell120.10140.4220.0000.000
382023.06.15 14:00modify120.10140.422140.797139.747
392023.06.15 14:00sell130.10140.4220.0000.000
402023.06.15 14:00modify130.10140.422140.722139.747
412023.06.15 14:05modify120.10140.422140.722139.747
422023.06.16 02:40s/l100.10140.722140.722139.74735.6410058.88
432023.06.16 02:40s/l110.10140.722140.722139.747-18.1910040.69
442023.06.16 02:40s/l120.10140.722140.722139.747-22.9510017.74
452023.06.16 02:40s/l130.10140.722140.722139.747-22.959994.80
462023.06.27 20:00sell140.10144.0010.0000.000
472023.06.27 20:00modify140.10144.001145.501142.501
482023.07.07 07:50sell150.10143.1700.0000.000
492023.07.07 07:50modify150.10143.170143.551142.501
502023.07.07 07:50sell160.10143.1700.0000.000
512023.07.07 07:50modify160.10143.170143.476142.501
522023.07.07 07:50modify140.10144.001143.476142.501
532023.07.07 07:55modify150.10143.170143.476142.501
542023.07.07 07:59sell170.10143.2330.0000.000
552023.07.07 07:59modify170.10143.233143.476142.501
562023.07.07 13:40t/p140.10142.501143.476142.50185.7210080.52
572023.07.07 13:40t/p150.10142.501143.476142.50147.0010127.52
582023.07.07 13:40t/p160.10142.501143.476142.50147.0010174.52
592023.07.07 13:40t/p170.10142.501143.476142.50151.4210225.94
602023.07.11 16:00buy180.10140.5460.0000.000
612023.07.11 16:00modify180.10140.546139.046142.046
622023.07.12 12:40s/l180.10139.046139.046142.046-106.9710118.97
632023.07.12 20:00buy190.10138.4860.0000.000
642023.07.12 20:00modify190.10138.486136.986139.986
652023.07.19 03:20buy200.10139.2520.0000.000
662023.07.19 03:20modify200.10139.252139.011139.986
672023.07.19 03:20modify190.10138.486139.011139.986
682023.07.19 03:40buy210.10139.3290.0000.000
692023.07.19 03:40modify210.10139.329138.936139.986
702023.07.19 03:40buy220.10139.3290.0000.000
712023.07.19 03:40modify220.10139.329139.011139.986
722023.07.19 03:45modify210.10139.329139.011139.986
732023.07.19 11:15t/p190.10139.986139.011139.986114.9610233.93
742023.07.19 11:15t/p200.10139.986139.011139.98652.4310286.36
752023.07.19 11:15t/p210.10139.986139.011139.98646.9310333.29
762023.07.19 11:15t/p220.10139.986139.011139.98646.9310380.22
772023.07.19 16:00sell230.10139.7640.0000.000
782023.07.19 16:00modify230.10139.764141.264138.264
792023.07.21 07:40s/l230.10141.264141.264138.264-112.6210267.60
802023.07.21 16:00sell240.10141.7460.0000.000
812023.07.21 16:00modify240.10141.746143.246140.246
822023.07.24 11:30sell250.10140.9710.0000.000
832023.07.24 11:30modify250.10140.971141.221140.246
842023.07.24 11:30modify240.10141.746141.221140.246
852023.07.24 13:40s/l240.10141.221141.221140.24635.5210303.12
862023.07.24 13:40s/l250.10141.221141.221140.246-17.6910285.43
872023.08.04 20:00buy260.10141.8420.0000.000
882023.08.04 20:00modify260.10141.842140.342143.342
892023.08.07 16:40buy270.10142.6130.0000.000
902023.08.07 16:40modify270.10142.613142.367143.342
912023.08.07 16:40modify260.10141.842142.367143.342
922023.08.08 02:40t/p260.10143.342142.367143.342106.8510392.28
932023.08.08 02:40t/p270.10143.342142.367143.34251.9710444.25
942023.08.21 20:00sell280.10146.2280.0000.000
952023.08.21 20:00modify280.10146.228147.728144.728
962023.08.23 07:50sell290.10145.3890.0000.000
972023.08.23 07:50modify290.10145.389145.778144.728
982023.08.23 07:50sell300.10145.3890.0000.000
992023.08.23 07:50modify300.10145.389145.703144.728
1002023.08.23 07:50modify280.10146.228145.703144.728
1012023.08.23 07:55modify290.10145.389145.703144.728
1022023.08.23 12:55sell310.10145.4780.0000.000
1032023.08.23 12:55modify310.10145.478145.703144.728
1042023.08.23 14:05t/p280.10144.728145.703144.728100.4010544.65
1052023.08.23 14:05t/p290.10144.728145.703144.72845.6810590.33
1062023.08.23 14:05t/p300.10144.728145.703144.72845.6810636.01
1072023.08.23 14:05t/p310.10144.728145.703144.72851.8310687.84
1082023.08.25 20:00sell320.10146.3740.0000.000
1092023.08.25 20:00modify320.10146.374147.874144.874
1102023.08.30 13:55sell330.10145.6160.0000.000
1112023.08.30 13:55modify330.10145.616145.849144.874
1122023.08.30 13:55modify320.10146.374145.849144.874
1132023.08.30 14:30s/l320.10145.849145.849144.87431.0810718.92
1142023.08.30 14:30s/l330.10145.849145.849144.874-15.9710702.95
1152023.09.27 04:00sell340.10149.0230.0000.000
1162023.09.27 04:00modify340.10149.023150.523147.523
1172023.10.03 14:40t/p340.10147.523150.523147.52392.0110794.95
1182023.10.26 12:00sell350.10150.4280.0000.000
1192023.10.26 12:00modify350.10150.428151.928148.928
1202023.10.27 14:30sell360.10149.6610.0000.000
1212023.10.27 14:30modify360.10149.661149.903148.928
1222023.10.27 14:30modify350.10150.428149.903148.928
1232023.10.27 14:40sell370.10149.5820.0000.000
1242023.10.27 14:40modify370.10149.582149.978148.928
1252023.10.27 14:40sell380.10149.5820.0000.000
1262023.10.27 14:40modify380.10149.582149.903148.928
1272023.10.27 14:45modify370.10149.582149.903148.928
1282023.10.30 15:40t/p350.10148.928149.903148.92897.5110892.46
1292023.10.30 15:40t/p360.10148.928149.903148.92847.6110940.07
1302023.10.30 15:40t/p370.10148.928149.903148.92842.3010982.37
1312023.10.30 15:40t/p380.10148.928149.903148.92842.3011024.68
1322023.11.03 20:00buy390.10149.4960.0000.000
1332023.11.03 20:00modify390.10149.496147.996150.996
1342023.11.07 03:40buy400.10150.2530.0000.000
1352023.11.07 03:40modify400.10150.253150.021150.996
1362023.11.07 03:40modify390.10149.496150.021150.996
1372023.11.07 05:30buy410.10150.3300.0000.000
1382023.11.07 05:30modify410.10150.330149.946150.996
1392023.11.07 05:30buy420.10150.3300.0000.000
1402023.11.07 05:30modify420.10150.330150.021150.996
1412023.11.07 05:35modify410.10150.330150.021150.996
1422023.11.08 19:20t/p390.10150.996150.021150.996102.6911127.36
1432023.11.08 19:20t/p400.10150.996150.021150.99650.3211177.68
1442023.11.08 19:20t/p410.10150.996150.021150.99645.2211222.90
1452023.11.08 19:20t/p420.10150.996150.021150.99645.2211268.11
1462023.11.17 16:00buy430.10149.5860.0000.000
1472023.11.17 16:00modify430.10149.586148.086151.086
1482023.11.21 00:40s/l430.10148.086148.086151.086-99.0911169.02
1492023.12.28 16:00buy440.10140.9100.0000.000
1502023.12.28 16:00modify440.10140.910139.410142.410
1512023.12.29 00:50buy450.10141.6670.0000.000
1522023.12.29 00:50modify450.10141.667141.435142.410
1532023.12.29 00:50modify440.10140.910141.435142.410
1542023.12.29 02:30s/l440.10141.435141.435142.41038.2511207.27
1552023.12.29 02:30s/l450.10141.435141.435142.410-16.4011190.87
1562024.01.04 20:00sell460.10144.5770.0000.000
1572024.01.04 20:00modify460.10144.577146.077143.077
1582024.01.05 15:33sell470.10143.8060.0000.000
1592024.01.05 15:33modify470.10143.806144.052143.077
1602024.01.05 15:33modify460.10144.577144.052143.077
1612024.01.05 15:40s/l460.10144.052144.052143.07734.8011225.67
1622024.01.05 15:40s/l470.10144.052144.052143.077-17.0811208.59
1632024.01.17 12:00sell480.10147.6620.0000.000
1642024.01.17 12:00modify480.10147.662149.162146.162
1652024.01.24 16:15sell490.10146.8830.0000.000
1662024.01.24 16:15modify490.10146.883147.137146.162
1672024.01.24 16:15modify480.10147.662147.137146.162
1682024.01.24 16:20s/l480.10147.137147.137146.16224.2211232.81
1692024.01.24 16:20s/l490.10147.137147.137146.162-17.2611215.55
1702024.02.08 20:00sell500.10149.3860.0000.000
1712024.02.08 20:00modify500.10149.386150.886147.886
1722024.02.13 19:40s/l500.10150.886150.886147.886-104.3011111.25