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=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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=3; 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 profit1447.46Gross profit2064.52Gross loss-617.06
Profit factor3.35Expected payoff23.73
Absolute drawdown111.50Maximal drawdown181.63 (1.75%)Relative drawdown1.75% (181.63)
Total trades61Short positions (won %)33 (48.48%)Long positions (won %)28 (75.00%)
Profit trades (% of total)37 (60.66%)Loss trades (% of total)24 (39.34%)
Largestprofit trade111.99loss trade-33.91
Averageprofit trade55.80loss trade-25.71
Maximumconsecutive wins (profit in money)12 (705.20)consecutive losses (loss in money)4 (-84.61)
Maximalconsecutive profit (count of wins)705.20 (12)consecutive loss (count of losses)-89.33 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.04.28 12:00sell10.10136.1300.0000.000
22023.04.28 12:00modify10.10136.130136.530134.630
32023.04.28 14:05s/l10.10136.530136.530134.630-29.299970.71
42023.04.28 20:00sell20.10136.2380.0000.000
52023.04.28 20:00modify20.10136.238136.638134.738
62023.05.01 00:30s/l20.10136.638136.638134.738-30.919939.80
72023.05.01 12:00sell30.10136.8160.0000.000
82023.05.01 12:00modify30.10136.816137.216135.316
92023.05.01 14:33s/l30.10137.216137.216135.316-29.139910.67
102023.05.04 16:00buy40.10133.7940.0000.000
112023.05.04 16:00modify40.10133.794133.394135.294
122023.05.05 12:20buy50.10134.6320.0000.000
132023.05.05 12:20modify50.10134.632134.319135.294
142023.05.05 12:20modify40.10133.794134.319135.294
152023.05.05 16:45buy60.10134.6990.0000.000
162023.05.05 16:45modify60.10134.699134.169135.294
172023.05.05 16:50modify60.10134.699134.319135.294
182023.05.07 23:40t/p40.10135.294134.319135.294111.9910022.66
192023.05.07 23:40t/p50.10135.294134.319135.29448.9310071.59
202023.05.07 23:40t/p60.10135.294134.319135.29443.9810115.57
212023.05.17 16:00sell70.10137.5150.0000.000
222023.05.17 16:00modify70.10137.515137.915136.015
232023.05.18 08:05s/l70.10137.915137.915136.015-33.9110081.66
242023.06.28 20:00sell80.10144.4380.0000.000
252023.06.28 20:00modify80.10144.438144.838142.938
262023.06.29 13:30s/l80.10144.838144.838142.938-32.5310049.13
272023.06.29 20:00sell90.10144.8370.0000.000
282023.06.29 20:00modify90.10144.837145.237143.337
292023.06.30 14:05sell100.10144.2340.0000.000
302023.06.30 14:05modify100.10144.234144.537143.337
312023.06.30 14:05modify90.10144.837144.537143.337
322023.06.30 14:40s/l90.10144.537144.537143.33719.1010068.23
332023.06.30 14:40s/l100.10144.537144.537143.337-20.9610047.27
342023.07.07 16:00buy110.10142.2450.0000.000
352023.07.07 16:00modify110.10142.245141.845143.745
362023.07.10 03:00buy120.10142.8450.0000.000
372023.07.10 03:00modify120.10142.845142.545143.745
382023.07.10 03:00modify110.10142.245142.545143.745
392023.07.10 06:20s/l110.10142.545142.545143.74522.1710069.43
402023.07.10 06:20s/l120.10142.545142.545143.745-21.0510048.38
412023.07.11 04:00buy130.10140.8210.0000.000
422023.07.11 04:00modify130.10140.821140.421142.321
432023.07.11 07:40s/l130.10140.421140.421142.321-28.4910019.89
442023.07.13 08:00buy140.10138.4000.0000.000
452023.07.13 08:00modify140.10138.400138.000139.900
462023.07.13 18:30s/l140.10138.000138.000139.900-28.999990.90
472023.07.14 04:00buy150.10137.4640.0000.000
482023.07.14 04:00modify150.10137.464137.064138.964
492023.07.14 06:20buy160.10138.0920.0000.000
502023.07.14 06:20modify160.10138.092137.764138.964
512023.07.14 06:20modify150.10137.464137.764138.964
522023.07.14 06:50buy170.10138.3780.0000.000
532023.07.14 06:50modify170.10138.378137.839138.964
542023.07.14 06:50modify160.10138.092137.839138.964
552023.07.14 06:50modify150.10137.464137.839138.964
562023.07.14 09:10buy180.10138.2950.0000.000
572023.07.14 09:10modify180.10138.295137.989138.964
582023.07.14 09:10modify170.10138.378137.989138.964
592023.07.14 09:10modify160.10138.092137.989138.964
602023.07.14 09:10modify150.10137.464137.989138.964
612023.07.14 13:15t/p150.10138.964137.989138.964107.9210098.82
622023.07.14 13:15t/p160.10138.964137.989138.96462.7410161.56
632023.07.14 13:15t/p170.10138.964137.989138.96442.1710203.73
642023.07.14 13:15t/p180.10138.964137.989138.96448.1410251.87
652023.08.01 16:00sell190.10143.3390.0000.000
662023.08.01 16:00modify190.10143.339143.739141.839
672023.08.02 07:26sell200.10142.7390.0000.000
682023.08.02 07:26modify200.10142.739143.039141.839
692023.08.02 07:26modify190.10143.339143.039141.839
702023.08.02 08:06sell210.10142.4900.0000.000
712023.08.02 08:06modify210.10142.490142.814141.839
722023.08.02 08:06modify200.10142.739142.814141.839
732023.08.02 08:06modify190.10143.339142.814141.839
742023.08.02 11:20s/l190.10142.814142.814141.83935.1210287.00
752023.08.02 11:20s/l200.10142.814142.814141.839-5.2510281.75
762023.08.02 11:20s/l210.10142.814142.814141.839-22.6910259.06
772023.08.10 16:00sell220.10144.4030.0000.000
782023.08.10 16:00modify220.10144.403144.803142.903
792023.08.10 19:40s/l220.10144.803144.803142.903-27.6210231.44
802023.08.15 04:00sell230.10145.4960.0000.000
812023.08.15 04:00modify230.10145.496145.896143.996
822023.08.16 12:40s/l230.10145.896145.896143.996-29.0510202.39
832023.08.23 16:00buy240.10144.6550.0000.000
842023.08.23 16:00modify240.10144.655144.255146.155
852023.08.24 08:55buy250.10145.2800.0000.000
862023.08.24 08:55modify250.10145.280144.955146.155
872023.08.24 08:55modify240.10144.655144.955146.155
882023.08.24 09:40buy260.10145.4830.0000.000
892023.08.24 09:40modify260.10145.483145.180146.155
902023.08.24 09:40modify250.10145.280145.180146.155
912023.08.24 09:40modify240.10144.655145.180146.155
922023.08.24 11:20buy270.10145.5590.0000.000
932023.08.24 11:20modify270.10145.559145.030146.155
942023.08.24 11:25modify270.10145.559145.180146.155
952023.08.25 01:30t/p240.10146.155145.180146.155107.0910309.48
962023.08.25 01:30t/p250.10146.155145.180146.15560.9910370.47
972023.08.25 01:30t/p260.10146.155145.180146.15547.1010417.57
982023.08.25 01:30t/p270.10146.155145.180146.15541.9010459.46
992023.08.29 12:00sell280.10147.1410.0000.000
1002023.08.29 12:00modify280.10147.141147.541145.641
1012023.08.29 14:20sell290.10146.5240.0000.000
1022023.08.29 14:20modify290.10146.524146.841145.641
1032023.08.29 14:20modify280.10147.141146.841145.641
1042023.08.30 03:10sell300.10146.2330.0000.000
1052023.08.30 03:10modify300.10146.233146.766145.641
1062023.08.30 03:10modify290.10146.524146.766145.641
1072023.08.30 03:10modify280.10147.141146.766145.641
1082023.08.30 06:45sell310.10146.3160.0000.000
1092023.08.30 06:45modify310.10146.316146.616145.641
1102023.08.30 06:45modify300.10146.233146.616145.641
1112023.08.30 06:45modify290.10146.524146.616145.641
1122023.08.30 06:45modify280.10147.141146.616145.641
1132023.08.30 13:40t/p280.10145.641146.616145.641101.3910560.85
1142023.08.30 13:40t/p290.10145.641146.616145.64159.0110619.87
1152023.08.30 13:40t/p300.10145.641146.616145.64140.6610660.53
1162023.08.30 13:40t/p310.10145.641146.616145.64146.3610706.89
1172023.09.05 12:00sell320.10147.3420.0000.000
1182023.09.05 12:00modify320.10147.342147.742145.842
1192023.09.05 15:05s/l320.10147.742147.742145.842-27.0710679.82
1202023.09.26 20:00sell330.10149.0390.0000.000
1212023.09.26 20:00modify330.10149.039149.439147.539
1222023.09.27 14:30s/l330.10149.439149.439147.539-28.4010651.42
1232023.10.26 04:00sell340.10150.4180.0000.000
1242023.10.26 04:00modify340.10150.418150.818148.918
1252023.10.27 13:20sell350.10149.7950.0000.000
1262023.10.27 13:20modify350.10149.795150.118148.918
1272023.10.27 13:20modify340.10150.418150.118148.918
1282023.10.27 14:40sell360.10149.5820.0000.000
1292023.10.27 14:40modify360.10149.582149.893148.918
1302023.10.27 14:40modify350.10149.795149.893148.918
1312023.10.27 14:40modify340.10150.418149.893148.918
1322023.10.27 17:40sell370.10149.5080.0000.000
1332023.10.27 17:40modify370.10149.508150.043148.918
1342023.10.27 17:45modify370.10149.508149.893148.918
1352023.10.30 15:40t/p340.10148.918149.893148.91897.5210748.94
1362023.10.30 15:40t/p350.10148.918149.893148.91857.2910806.23
1372023.10.30 15:40t/p360.10148.918149.893148.91842.9810849.21
1382023.10.30 15:40t/p370.10148.918149.893148.91838.0110887.22
1392023.10.31 20:00sell380.10151.5750.0000.000
1402023.10.31 20:00modify380.10151.575151.975150.075
1412023.11.01 15:59sell390.10150.9620.0000.000
1422023.11.01 15:59modify390.10150.962151.275150.075
1432023.11.01 15:59modify380.10151.575151.275150.075
1442023.11.01 19:40sell400.10150.6600.0000.000
1452023.11.01 19:40modify400.10150.660151.200150.075
1462023.11.01 19:40modify390.10150.962151.200150.075
1472023.11.01 19:40modify380.10151.575151.200150.075
1482023.11.01 22:30sell410.10150.7250.0000.000
1492023.11.01 22:30modify410.10150.725151.050150.075
1502023.11.01 22:30modify400.10150.660151.050150.075
1512023.11.01 22:30modify390.10150.962151.050150.075
1522023.11.01 22:30modify380.10151.575151.050150.075
1532023.11.02 12:40t/p380.10150.075151.050150.07593.4610980.69
1542023.11.02 12:40t/p390.10150.075151.050150.07554.2311034.91
1552023.11.02 12:40t/p400.10150.075151.050150.07534.1011069.01
1562023.11.02 12:40t/p410.10150.075151.050150.07538.4311107.44
1572023.11.03 16:00buy420.10149.3960.0000.000
1582023.11.03 16:00modify420.10149.396148.996150.896
1592023.11.06 19:40buy430.10150.0100.0000.000
1602023.11.06 19:40modify430.10150.010149.696150.896
1612023.11.06 19:40modify420.10149.396149.696150.896
1622023.11.07 03:59buy440.10150.2250.0000.000
1632023.11.07 03:59modify440.10150.225149.921150.896
1642023.11.07 03:59modify430.10150.010149.921150.896
1652023.11.07 03:59modify420.10149.396149.921150.896
1662023.11.07 04:40buy450.10150.3110.0000.000
1672023.11.07 04:40modify450.10150.311149.771150.896
1682023.11.07 04:45modify450.10150.311149.921150.896
1692023.11.08 12:40t/p420.10150.896149.921150.896102.7611210.20
1702023.11.08 12:40t/p430.10150.896149.921150.89660.9511271.15
1712023.11.08 12:40t/p440.10150.896149.921150.89645.5911316.74
1722023.11.08 12:40t/p450.10150.896149.921150.89639.8911356.62
1732023.11.08 20:00sell460.10151.0320.0000.000
1742023.11.08 20:00modify460.10151.032151.432149.532
1752023.11.10 05:40s/l460.10151.432151.432149.532-32.9711323.65
1762023.11.14 20:00buy470.10150.3780.0000.000
1772023.11.14 20:00modify470.10150.378149.978151.878
1782023.11.15 14:20buy480.10151.0030.0000.000
1792023.11.15 14:20modify480.10151.003150.678151.878
1802023.11.15 14:20modify470.10150.378150.678151.878
1812023.11.15 14:50buy490.10151.2270.0000.000
1822023.11.15 14:50modify490.10151.227150.903151.878
1832023.11.15 14:50modify480.10151.003150.903151.878
1842023.11.15 14:50modify470.10150.378150.903151.878
1852023.11.15 15:40s/l470.10150.903150.903151.87835.9211359.57
1862023.11.15 15:40s/l480.10150.903150.903151.878-6.6311352.94
1872023.11.15 15:40s/l490.10150.903150.903151.878-21.4711331.47
1882023.11.21 04:00buy500.10147.4090.0000.000
1892023.11.21 04:00modify500.10147.409147.009148.909
1902023.11.21 17:40buy510.10148.0180.0000.000
1912023.11.21 17:40modify510.10148.018147.709148.909
1922023.11.21 17:40modify500.10147.409147.709148.909
1932023.11.21 19:45buy520.10148.3330.0000.000
1942023.11.21 19:45modify520.10148.333147.784148.909
1952023.11.21 19:45modify510.10148.018147.784148.909
1962023.11.21 19:45modify500.10147.409147.784148.909
1972023.11.21 23:25buy530.10148.2350.0000.000
1982023.11.21 23:25modify530.10148.235147.934148.909
1992023.11.21 23:25modify520.10148.333147.934148.909
2002023.11.21 23:25modify510.10148.018147.934148.909
2012023.11.21 23:25modify500.10147.409147.934148.909
2022023.11.22 06:30t/p500.10148.909147.934148.909101.8111433.28
2032023.11.22 06:30t/p510.10148.909147.934148.90960.9311494.20
2042023.11.22 06:30t/p520.10148.909147.934148.90939.7811533.98
2052023.11.22 06:30t/p530.10148.909147.934148.90946.3611580.33
2062023.12.07 12:00buy540.10145.0530.0000.000
2072023.12.07 12:00modify540.10145.053144.653146.553
2082023.12.07 14:30s/l540.10144.653144.653146.553-27.6711552.66
2092023.12.28 08:00buy550.10140.8500.0000.000
2102023.12.28 08:00modify550.10140.850140.450142.350
2112023.12.28 15:05s/l550.10140.450140.450142.350-28.5111524.15
2122024.01.03 16:00sell560.10143.5990.0000.000
2132024.01.03 16:00modify560.10143.599143.999142.099
2142024.01.03 23:59sell570.10142.9950.0000.000
2152024.01.03 23:59modify570.10142.995143.299142.099
2162024.01.03 23:59modify560.10143.599143.299142.099
2172024.01.04 00:40s/l560.10143.299143.299142.09916.0211540.17
2182024.01.04 00:40s/l570.10143.299143.299142.099-26.1111514.06
2192024.01.04 16:00sell580.10144.6600.0000.000
2202024.01.04 16:00modify580.10144.660145.060143.160
2212024.01.05 06:30s/l580.10145.060145.060143.160-29.1811484.88
2222024.01.16 12:00sell590.10146.6030.0000.000
2232024.01.16 12:00modify590.10146.603147.003145.103
2242024.01.16 16:30s/l590.10147.003147.003145.103-27.1911457.69
2252024.02.13 16:00sell600.10150.5940.0000.000
2262024.02.13 16:00modify600.10150.594150.994149.094
2272024.02.15 09:30sell610.10149.9880.0000.000
2282024.02.15 09:30modify610.10149.988150.294149.094
2292024.02.15 09:30modify600.10150.594150.294149.094
2302024.02.16 02:33s/l600.10150.294150.294149.09411.7611469.46
2312024.02.16 02:33s/l610.10150.294150.294149.094-22.0011447.46