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)
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=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 test1915Ticks modelled40181309Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1103.14Gross profit2024.30Gross loss-921.16
Profit factor2.20Expected payoff19.02
Absolute drawdown111.12Maximal drawdown282.67 (2.73%)Relative drawdown2.73% (282.67)
Total trades58Short positions (won %)38 (65.79%)Long positions (won %)20 (60.00%)
Profit trades (% of total)37 (63.79%)Loss trades (% of total)21 (36.21%)
Largestprofit trade108.66loss trade-114.39
Averageprofit trade54.71loss trade-43.86
Maximumconsecutive wins (profit in money)12 (706.93)consecutive losses (loss in money)4 (-172.08)
Maximalconsecutive profit (count of wins)706.93 (12)consecutive loss (count of losses)-172.08 (4)
Averageconsecutive wins3consecutive losses2
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 14:53buy20.10131.8390.0000.000
42023.03.20 14:53modify20.10131.839131.604132.579
52023.03.20 14:53modify10.10131.079131.604132.579
62023.03.20 15:16s/l10.10131.604131.604132.57939.8910039.89
72023.03.20 15:16s/l20.10131.604131.604132.579-17.8610022.03
82023.04.28 16:00sell30.10135.9950.0000.000
92023.04.28 16:00modify30.10135.995137.495134.495
102023.05.01 16:31s/l30.10137.495137.495134.495-110.739911.30
112023.05.02 04:00sell40.10137.4930.0000.000
122023.05.02 04:00modify40.10137.493138.993135.993
132023.05.02 14:32sell50.10136.7420.0000.000
142023.05.02 14:32modify50.10136.742136.968135.993
152023.05.02 14:32modify40.10137.493136.968135.993
162023.05.02 14:34sell60.10136.6670.0000.000
172023.05.02 14:34modify60.10136.667137.043135.993
182023.05.02 14:34sell70.10136.6670.0000.000
192023.05.02 14:34modify70.10136.667136.968135.993
202023.05.02 14:34modify60.10136.667136.968135.993
212023.05.03 02:06t/p40.10135.993136.968135.993108.6610019.97
222023.05.03 02:06t/p50.10135.993136.968135.99353.4410073.41
232023.05.03 02:06t/p60.10135.993136.968135.99347.9310121.34
242023.05.03 02:06t/p70.10135.993136.968135.99347.9310169.27
252023.05.04 08:00buy80.10134.7010.0000.000
262023.05.04 08:00modify80.10134.701133.201136.201
272023.05.10 06:19buy90.10135.4510.0000.000
282023.05.10 06:19modify90.10135.451135.226136.201
292023.05.10 06:19modify80.10134.701135.226136.201
302023.05.10 07:58s/l80.10135.226135.226136.20143.2810212.56
312023.05.10 07:58s/l90.10135.226135.226136.201-16.6410195.92
322023.05.18 04:00sell100.10137.5840.0000.000
332023.05.18 04:00modify100.10137.584139.084136.084
342023.05.24 15:17s/l100.10139.084139.084136.084-114.3910081.53
352023.06.15 12:00sell110.10141.2470.0000.000
362023.06.15 12:00modify110.10141.247142.747139.747
372023.06.15 13:18sell120.10140.4940.0000.000
382023.06.15 13:18modify120.10140.494140.722139.747
392023.06.15 13:18modify110.10141.247140.722139.747
402023.06.15 13:36s/l110.10140.722140.722139.74737.3110118.84
412023.06.15 13:36s/l120.10140.722140.722139.747-16.2010102.64
422023.06.27 20:00sell130.10144.0010.0000.000
432023.06.27 20:00modify130.10144.001145.501142.501
442023.07.07 07:27sell140.10143.2450.0000.000
452023.07.07 07:27modify140.10143.245143.476142.501
462023.07.07 07:27modify130.10144.001143.476142.501
472023.07.07 07:34sell150.10143.1740.0000.000
482023.07.07 07:34modify150.10143.174143.551142.501
492023.07.07 07:34sell160.10143.1740.0000.000
502023.07.07 07:34modify160.10143.174143.476142.501
512023.07.07 07:34modify150.10143.174143.476142.501
522023.07.07 13:46t/p130.10142.501143.476142.50185.6110188.25
532023.07.07 13:46t/p140.10142.501143.476142.50152.2110240.46
542023.07.07 13:46t/p150.10142.501143.476142.50147.2310287.69
552023.07.07 13:46t/p160.10142.501143.476142.50147.2310334.92
562023.07.11 16:00buy170.10140.5460.0000.000
572023.07.11 16:00modify170.10140.546139.046142.046
582023.07.12 12:30s/l170.10139.046139.046142.046-106.7710228.15
592023.07.12 20:00buy180.10138.4860.0000.000
602023.07.12 20:00modify180.10138.486136.986139.986
612023.07.17 13:32buy190.10139.2360.0000.000
622023.07.17 13:32modify190.10139.236139.011139.986
632023.07.17 13:32modify180.10138.486139.011139.986
642023.07.17 13:32buy200.10139.3110.0000.000
652023.07.17 13:32modify200.10139.311138.936139.986
662023.07.17 13:32buy210.10139.3110.0000.000
672023.07.17 13:32modify210.10139.311139.011139.986
682023.07.17 13:32modify200.10139.311139.011139.986
692023.07.17 14:06s/l180.10139.011139.011139.98643.3510271.50
702023.07.17 14:06s/l190.10139.011139.011139.986-16.1910255.31
712023.07.17 14:06s/l200.10139.011139.011139.986-21.5810233.73
722023.07.17 14:06s/l210.10139.011139.011139.986-21.5810212.15
732023.07.19 16:00sell220.10139.7640.0000.000
742023.07.19 16:00modify220.10139.764141.264138.264
752023.07.21 07:48s/l220.10141.264141.264138.264-112.7310099.42
762023.07.21 16:00sell230.10141.7460.0000.000
772023.07.21 16:00modify230.10141.746143.246140.246
782023.07.24 11:35sell240.10140.9900.0000.000
792023.07.24 11:35modify240.10140.990141.221140.246
802023.07.24 11:35modify230.10141.746141.221140.246
812023.07.24 11:37sell250.10140.9190.0000.000
822023.07.24 11:37modify250.10140.919141.296140.246
832023.07.24 11:37sell260.10140.9190.0000.000
842023.07.24 11:37modify260.10140.919141.221140.246
852023.07.24 11:37modify250.10140.919141.221140.246
862023.07.24 13:30s/l230.10141.221141.221140.24635.5310134.95
872023.07.24 13:30s/l240.10141.221141.221140.246-16.3610118.59
882023.07.24 13:30s/l250.10141.221141.221140.246-21.3910097.20
892023.07.24 13:30s/l260.10141.221141.221140.246-21.3910075.81
902023.08.04 20:00buy270.10141.8420.0000.000
912023.08.04 20:00modify270.10141.842140.342143.342
922023.08.07 16:18buy280.10142.5920.0000.000
932023.08.07 16:18modify280.10142.592142.367143.342
942023.08.07 16:18modify270.10141.842142.367143.342
952023.08.08 00:09buy290.10142.6690.0000.000
962023.08.08 00:09modify290.10142.669142.292143.342
972023.08.08 00:09buy300.10142.6690.0000.000
982023.08.08 00:09modify300.10142.669142.367143.342
992023.08.08 00:09modify290.10142.669142.367143.342
1002023.08.08 02:03t/p270.10143.342142.367143.342106.8710182.68
1012023.08.08 02:03t/p280.10143.342142.367143.34253.4410236.12
1022023.08.08 02:03t/p290.10143.342142.367143.34246.9510283.07
1032023.08.08 02:03t/p300.10143.342142.367143.34246.9510330.02
1042023.08.21 20:00sell310.10146.2280.0000.000
1052023.08.21 20:00modify310.10146.228147.728144.728
1062023.08.23 07:32sell320.10145.4780.0000.000
1072023.08.23 07:32modify320.10145.478145.703144.728
1082023.08.23 07:32modify310.10146.228145.703144.728
1092023.08.23 07:50sell330.10145.4010.0000.000
1102023.08.23 07:50modify330.10145.401145.778144.728
1112023.08.23 07:50sell340.10145.4010.0000.000
1122023.08.23 07:50modify340.10145.401145.703144.728
1132023.08.23 07:50modify330.10145.401145.703144.728
1142023.08.23 14:27t/p310.10144.728145.703144.728100.3710430.39
1152023.08.23 14:27t/p320.10144.728145.703144.72851.8210482.21
1162023.08.23 14:27t/p330.10144.728145.703144.72846.5010528.71
1172023.08.23 14:27t/p340.10144.728145.703144.72846.5010575.21
1182023.08.25 20:00sell350.10146.3740.0000.000
1192023.08.25 20:00modify350.10146.374147.874144.874
1202023.08.30 13:31sell360.10145.6160.0000.000
1212023.08.30 13:31modify360.10145.616145.849144.874
1222023.08.30 13:31modify350.10146.374145.849144.874
1232023.08.30 14:08s/l350.10145.849145.849144.87431.0910606.29
1242023.08.30 14:08s/l360.10145.849145.849144.874-15.9710590.32
1252023.09.27 04:00sell370.10149.0230.0000.000
1262023.09.27 04:00modify370.10149.023150.523147.523
1272023.10.03 14:12sell380.10148.2530.0000.000
1282023.10.03 14:12modify380.10148.253148.498147.523
1292023.10.03 14:12modify370.10149.023148.498147.523
1302023.10.03 14:12sell390.10148.1700.0000.000
1312023.10.03 14:12modify390.10148.170148.573147.523
1322023.10.03 14:12sell400.10148.1700.0000.000
1332023.10.03 14:12modify400.10148.170148.498147.523
1342023.10.03 14:12modify390.10148.170148.498147.523
1352023.10.03 14:12t/p370.10147.523148.498147.52391.8710682.19
1362023.10.03 14:12t/p380.10147.523148.498147.52349.4910731.68
1372023.10.03 14:12t/p390.10147.523148.498147.52343.8610775.54
1382023.10.03 14:12t/p400.10147.523148.498147.52343.8610819.40
1392023.10.26 12:00sell410.10150.4280.0000.000
1402023.10.26 12:00modify410.10150.428151.928148.928
1412023.10.27 13:32sell420.10149.6690.0000.000
1422023.10.27 13:32modify420.10149.669149.903148.928
1432023.10.27 13:32modify410.10150.428149.903148.928
1442023.10.27 14:58sell430.10149.6020.0000.000
1452023.10.27 14:58modify430.10149.602149.978148.928
1462023.10.27 14:58sell440.10149.6020.0000.000
1472023.10.27 14:58modify440.10149.602149.903148.928
1482023.10.27 14:58modify430.10149.602149.903148.928
1492023.10.30 15:15t/p410.10148.928149.903148.92897.4510916.85
1502023.10.30 15:15t/p420.10148.928149.903148.92848.1210964.97
1512023.10.30 15:15t/p430.10148.928149.903148.92843.6211008.59
1522023.10.30 15:15t/p440.10148.928149.903148.92843.6211052.22
1532023.11.03 20:00buy450.10149.4960.0000.000
1542023.11.03 20:00modify450.10149.496147.996150.996
1552023.11.07 03:54buy460.10150.2470.0000.000
1562023.11.07 03:54modify460.10150.247150.021150.996
1572023.11.07 03:54modify450.10149.496150.021150.996
1582023.11.07 05:11buy470.10150.3210.0000.000
1592023.11.07 05:11modify470.10150.321149.946150.996
1602023.11.07 05:11buy480.10150.3210.0000.000
1612023.11.07 05:11modify480.10150.321150.021150.996
1622023.11.07 05:11modify470.10150.321150.021150.996
1632023.11.08 19:42t/p450.10150.996150.021150.996102.6911154.90
1642023.11.08 19:42t/p460.10150.996150.021150.99650.7211205.62
1652023.11.08 19:42t/p470.10150.996150.021150.99645.8211251.44
1662023.11.08 19:42t/p480.10150.996150.021150.99645.8211297.25
1672023.11.17 16:00buy490.10149.5860.0000.000
1682023.11.17 16:00modify490.10149.586148.086151.086
1692023.11.21 00:52s/l490.10148.086148.086151.086-99.0611198.19
1702023.12.28 16:00buy500.10140.9100.0000.000
1712023.12.28 16:00modify500.10140.910139.410142.410
1722023.12.29 00:53buy510.10141.6650.0000.000
1732023.12.29 00:53modify510.10141.665141.435142.410
1742023.12.29 00:53modify500.10140.910141.435142.410
1752023.12.29 02:20s/l500.10141.435141.435142.41038.2511236.44
1762023.12.29 02:20s/l510.10141.435141.435142.410-16.2611220.18
1772024.01.04 20:00sell520.10144.5770.0000.000
1782024.01.04 20:00modify520.10144.577146.077143.077
1792024.01.05 15:24sell530.10143.8260.0000.000
1802024.01.05 15:24modify530.10143.826144.052143.077
1812024.01.05 15:24modify520.10144.577144.052143.077
1822024.01.05 15:30s/l520.10144.052144.052143.07734.8111254.99
1832024.01.05 15:30s/l530.10144.052144.052143.077-15.6911239.30
1842024.01.17 12:00sell540.10147.6620.0000.000
1852024.01.17 12:00modify540.10147.662149.162146.162
1862024.01.24 13:29sell550.10146.9120.0000.000
1872024.01.24 13:29modify550.10146.912147.137146.162
1882024.01.24 13:29modify540.10147.662147.137146.162
1892024.01.24 13:50sell560.10146.8370.0000.000
1902024.01.24 13:50modify560.10146.837147.212146.162
1912024.01.24 13:50sell570.10146.8370.0000.000
1922024.01.24 13:50modify570.10146.837147.137146.162
1932024.01.24 13:50modify560.10146.837147.137146.162
1942024.01.24 14:45s/l540.10147.137147.137146.16224.2111263.51
1952024.01.24 14:45s/l550.10147.137147.137146.162-15.2911248.22
1962024.01.24 14:45s/l560.10147.137147.137146.162-20.3811227.84
1972024.01.24 14:45s/l570.10147.137147.137146.162-20.3811207.46
1982024.02.08 20:00sell580.10149.3860.0000.000
1992024.02.08 20:00modify580.10149.386150.886147.886
2002024.02.13 19:10s/l580.10150.886150.886147.886-104.3211103.14