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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=4; 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 test2615Ticks modelled79364Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1950.90Gross profit2177.44Gross loss-226.54
Profit factor9.61Expected payoff43.35
Absolute drawdown34.15Maximal drawdown206.89 (1.91%)Relative drawdown1.91% (206.89)
Total trades45Short positions (won %)26 (61.54%)Long positions (won %)19 (94.74%)
Profit trades (% of total)34 (75.56%)Loss trades (% of total)11 (24.44%)
Largestprofit trade111.99loss trade-43.24
Averageprofit trade64.04loss trade-20.59
Maximumconsecutive wins (profit in money)12 (795.13)consecutive losses (loss in money)4 (-76.20)
Maximalconsecutive profit (count of wins)795.13 (12)consecutive loss (count of losses)-76.20 (4)
Averageconsecutive wins7consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.01 16:00sell10.10137.3540.0000.000
22023.05.01 16:00modify10.10137.354137.954135.854
32023.05.02 14:30sell20.10136.7540.0000.000
42023.05.02 14:30modify20.10136.754137.279135.854
52023.05.02 14:30sell30.10136.7540.0000.000
62023.05.02 14:30modify30.10136.754136.904135.854
72023.05.02 14:30modify10.10137.354136.904135.854
82023.05.02 14:35modify20.10136.754136.904135.854
92023.05.02 15:25sell40.10136.5030.0000.000
102023.05.02 15:25modify40.10136.503136.829135.854
112023.05.02 15:25modify30.10136.754136.829135.854
122023.05.02 15:25modify20.10136.754136.829135.854
132023.05.02 15:25modify10.10137.354136.829135.854
142023.05.03 07:30t/p10.10135.854136.829135.854107.1510107.15
152023.05.03 07:30t/p20.10135.854136.829135.85464.6110171.76
162023.05.03 07:30t/p30.10135.854136.829135.85464.6110236.37
172023.05.03 07:30t/p40.10135.854136.829135.85446.1310282.50
182023.05.04 16:00buy50.10133.7940.0000.000
192023.05.04 16:00modify50.10133.794133.194135.294
202023.05.05 12:20buy60.10134.6320.0000.000
212023.05.05 12:20modify60.10134.632134.319135.294
222023.05.05 12:20modify50.10133.794134.319135.294
232023.05.07 23:40t/p50.10135.294134.319135.294111.9910394.49
242023.05.07 23:40t/p60.10135.294134.319135.29448.9310443.42
252023.05.18 16:00sell70.10138.4980.0000.000
262023.05.18 16:00modify70.10138.498139.098136.998
272023.05.19 17:55sell80.10137.8800.0000.000
282023.05.19 17:55modify80.10137.880138.423136.998
292023.05.19 17:55sell90.10137.8800.0000.000
302023.05.19 17:55modify90.10137.880138.048136.998
312023.05.19 17:55modify70.10138.498138.048136.998
322023.05.19 17:55modify80.10137.880138.048136.998
332023.05.19 18:40s/l70.10138.048138.048136.99830.9410474.36
342023.05.19 18:40s/l80.10138.048138.048136.998-12.1610462.20
352023.05.19 18:40s/l90.10138.048138.048136.998-12.1610450.04
362023.07.12 04:00buy100.10139.6840.0000.000
372023.07.12 04:00modify100.10139.684139.084141.184
382023.07.12 12:40s/l100.10139.084139.084141.184-43.2410406.80
392023.07.14 04:00buy110.10137.4640.0000.000
402023.07.14 04:00modify110.10137.464136.864138.964
412023.07.14 06:20buy120.10138.0920.0000.000
422023.07.14 06:20modify120.10138.092137.539138.964
432023.07.14 06:20buy130.10138.0920.0000.000
442023.07.14 06:20modify130.10138.092137.914138.964
452023.07.14 06:20modify110.10137.464137.914138.964
462023.07.14 06:25modify120.10138.092137.914138.964
472023.07.14 09:10buy140.10138.2950.0000.000
482023.07.14 09:10modify140.10138.295137.989138.964
492023.07.14 09:10modify130.10138.092137.989138.964
502023.07.14 09:10modify120.10138.092137.989138.964
512023.07.14 09:10modify110.10137.464137.989138.964
522023.07.14 13:15t/p110.10138.964137.989138.964107.9210514.72
532023.07.14 13:15t/p120.10138.964137.989138.96462.7410577.46
542023.07.14 13:15t/p130.10138.964137.989138.96462.7410640.20
552023.07.14 13:15t/p140.10138.964137.989138.96448.1410688.34
562023.08.01 16:00sell150.10143.3390.0000.000
572023.08.01 16:00modify150.10143.339143.939141.839
582023.08.02 07:26sell160.10142.7390.0000.000
592023.08.02 07:26modify160.10142.739143.264141.839
602023.08.02 07:26sell170.10142.7390.0000.000
612023.08.02 07:26modify170.10142.739142.889141.839
622023.08.02 07:26modify150.10143.339142.889141.839
632023.08.02 07:33modify160.10142.739142.889141.839
642023.08.02 08:06sell180.10142.4900.0000.000
652023.08.02 08:06modify180.10142.490142.814141.839
662023.08.02 08:06modify170.10142.739142.814141.839
672023.08.02 08:06modify160.10142.739142.814141.839
682023.08.02 08:06modify150.10143.339142.814141.839
692023.08.02 11:20s/l150.10142.814142.814141.83935.1210723.47
702023.08.02 11:20s/l160.10142.814142.814141.839-5.2510718.22
712023.08.02 11:20s/l170.10142.814142.814141.839-5.2510712.97
722023.08.02 11:20s/l180.10142.814142.814141.839-22.6910690.28
732023.08.10 16:00sell190.10144.4030.0000.000
742023.08.10 16:00modify190.10144.403145.003142.903
752023.08.11 17:40s/l190.10145.003145.003142.903-43.0110647.27
762023.08.23 16:00buy200.10144.6550.0000.000
772023.08.23 16:00modify200.10144.655144.055146.155
782023.08.24 08:55buy210.10145.2800.0000.000
792023.08.24 08:55modify210.10145.280144.730146.155
802023.08.24 08:55buy220.10145.2800.0000.000
812023.08.24 08:55modify220.10145.280145.105146.155
822023.08.24 08:55modify200.10144.655145.105146.155
832023.08.24 08:55modify210.10145.280145.105146.155
842023.08.24 09:40buy230.10145.4830.0000.000
852023.08.24 09:40modify230.10145.483145.180146.155
862023.08.24 09:40modify220.10145.280145.180146.155
872023.08.24 09:40modify210.10145.280145.180146.155
882023.08.24 09:40modify200.10144.655145.180146.155
892023.08.25 01:30t/p200.10146.155145.180146.155107.0910754.36
902023.08.25 01:30t/p210.10146.155145.180146.15560.9910815.35
912023.08.25 01:30t/p220.10146.155145.180146.15560.9910876.33
922023.08.25 01:30t/p230.10146.155145.180146.15547.1010923.43
932023.08.29 12:00sell240.10147.1410.0000.000
942023.08.29 12:00modify240.10147.141147.741145.641
952023.08.29 14:20sell250.10146.5240.0000.000
962023.08.29 14:20modify250.10146.524147.066145.641
972023.08.29 14:20sell260.10146.5240.0000.000
982023.08.29 14:20modify260.10146.524146.691145.641
992023.08.29 14:20modify240.10147.141146.691145.641
1002023.08.29 14:26modify250.10146.524146.691145.641
1012023.08.30 06:45sell270.10146.3160.0000.000
1022023.08.30 06:45modify270.10146.316146.616145.641
1032023.08.30 06:45modify260.10146.524146.616145.641
1042023.08.30 06:45modify250.10146.524146.616145.641
1052023.08.30 06:45modify240.10147.141146.616145.641
1062023.08.30 13:40t/p240.10145.641146.616145.641101.3911024.82
1072023.08.30 13:40t/p250.10145.641146.616145.64159.0111083.84
1082023.08.30 13:40t/p260.10145.641146.616145.64159.0111142.85
1092023.08.30 13:40t/p270.10145.641146.616145.64146.3611189.21
1102023.09.05 12:00sell280.10147.3420.0000.000
1112023.09.05 12:00modify280.10147.342147.942145.842
1122023.09.11 04:20sell290.10146.5050.0000.000
1132023.09.11 04:20modify290.10146.505146.817145.842
1142023.09.11 04:20modify280.10147.342146.817145.842
1152023.09.11 10:30s/l280.10146.817146.817145.84225.9211215.13
1162023.09.11 10:30s/l290.10146.817146.817145.842-21.2411193.89
1172023.10.26 08:00sell300.10150.4760.0000.000
1182023.10.26 08:00modify300.10150.476151.076148.976
1192023.10.27 12:30sell310.10149.8550.0000.000
1202023.10.27 12:30modify310.10149.855150.401148.976
1212023.10.27 12:30sell320.10149.8550.0000.000
1222023.10.27 12:30modify320.10149.855150.026148.976
1232023.10.27 12:30modify300.10150.476150.026148.976
1242023.10.27 12:35modify310.10149.855150.026148.976
1252023.10.27 13:50sell330.10149.6360.0000.000
1262023.10.27 13:50modify330.10149.636149.951148.976
1272023.10.27 13:50modify320.10149.855149.951148.976
1282023.10.27 13:50modify310.10149.855149.951148.976
1292023.10.27 13:50modify300.10150.476149.951148.976
1302023.10.30 15:30t/p300.10148.976149.951148.97697.4411291.32
1312023.10.30 15:30t/p310.10148.976149.951148.97657.3811348.70
1322023.10.30 15:30t/p320.10148.976149.951148.97657.3811406.09
1332023.10.30 15:30t/p330.10148.976149.951148.97642.6711448.76
1342023.11.03 16:00buy340.10149.3960.0000.000
1352023.11.03 16:00modify340.10149.396148.796150.896
1362023.11.06 19:40buy350.10150.0100.0000.000
1372023.11.06 19:40modify350.10150.010149.471150.896
1382023.11.06 19:40buy360.10150.0100.0000.000
1392023.11.06 19:40modify360.10150.010149.846150.896
1402023.11.06 19:40modify340.10149.396149.846150.896
1412023.11.06 19:45modify350.10150.010149.846150.896
1422023.11.07 03:59buy370.10150.2250.0000.000
1432023.11.07 03:59modify370.10150.225149.921150.896
1442023.11.07 03:59modify360.10150.010149.921150.896
1452023.11.07 03:59modify350.10150.010149.921150.896
1462023.11.07 03:59modify340.10149.396149.921150.896
1472023.11.08 12:40t/p340.10150.896149.921150.896102.7611551.52
1482023.11.08 12:40t/p350.10150.896149.921150.89660.9511612.47
1492023.11.08 12:40t/p360.10150.896149.921150.89660.9511673.42
1502023.11.08 12:40t/p370.10150.896149.921150.89645.5911719.01
1512023.11.21 04:00buy380.10147.4090.0000.000
1522023.11.21 04:00modify380.10147.409146.809148.909
1532023.11.21 17:40buy390.10148.0180.0000.000
1542023.11.21 17:40modify390.10148.018147.484148.909
1552023.11.21 17:40buy400.10148.0180.0000.000
1562023.11.21 17:40modify400.10148.018147.859148.909
1572023.11.21 17:40modify380.10147.409147.859148.909
1582023.11.21 17:45modify390.10148.018147.859148.909
1592023.11.21 23:25buy410.10148.2350.0000.000
1602023.11.21 23:25modify410.10148.235147.934148.909
1612023.11.21 23:25modify400.10148.018147.934148.909
1622023.11.21 23:25modify390.10148.018147.934148.909
1632023.11.21 23:25modify380.10147.409147.934148.909
1642023.11.22 06:30t/p380.10148.909147.934148.909101.8111820.81
1652023.11.22 06:30t/p390.10148.909147.934148.90960.9311881.74
1662023.11.22 06:30t/p400.10148.909147.934148.90960.9311942.66
1672023.11.22 06:30t/p410.10148.909147.934148.90946.3611989.02
1682024.01.16 12:00sell420.10146.6030.0000.000
1692024.01.16 12:00modify420.10146.603147.203145.103
1702024.01.16 16:40s/l420.10147.203147.203145.103-40.7611948.26
1712024.02.13 16:00sell430.10150.5940.0000.000
1722024.02.13 16:00modify430.10150.594151.194149.094
1732024.02.15 09:30sell440.10149.9880.0000.000
1742024.02.15 09:30modify440.10149.988150.519149.094
1752024.02.15 09:30sell450.10149.9880.0000.000
1762024.02.15 09:30modify450.10149.988150.144149.094
1772024.02.15 09:30modify430.10150.594150.144149.094
1782024.02.15 09:35modify440.10149.988150.144149.094
1792024.02.15 15:40s/l430.10150.144150.144149.09423.4211971.68
1802024.02.15 15:40s/l440.10150.144150.144149.094-10.3911961.29
1812024.02.15 15:40s/l450.10150.144150.144149.094-10.3911950.90