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=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 test1915Ticks modelled40181309Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1392.81Gross profit2030.53Gross loss-637.72
Profit factor3.18Expected payoff22.83
Absolute drawdown111.53Maximal drawdown244.85 (2.30%)Relative drawdown2.30% (244.85)
Total trades61Short positions (won %)34 (47.06%)Long positions (won %)27 (74.07%)
Profit trades (% of total)36 (59.02%)Loss trades (% of total)25 (40.98%)
Largestprofit trade111.99loss trade-33.91
Averageprofit trade56.40loss trade-25.51
Maximumconsecutive wins (profit in money)12 (713.16)consecutive losses (loss in money)3 (-89.36)
Maximalconsecutive profit (count of wins)713.16 (12)consecutive loss (count of losses)-89.36 (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 14:26s/l10.10136.530136.530134.630-29.309970.70
42023.04.28 20:00sell20.10136.2380.0000.000
52023.04.28 20:00modify20.10136.238136.638134.738
62023.05.01 00:21s/l20.10136.638136.638134.738-30.919939.79
72023.05.01 12:00sell30.10136.8160.0000.000
82023.05.01 12:00modify30.10136.816137.216135.316
92023.05.01 14:12s/l30.10137.216137.216135.316-29.159910.64
102023.05.04 16:00buy40.10133.7940.0000.000
112023.05.04 16:00modify40.10133.794133.394135.294
122023.05.05 16:51buy50.10134.7030.0000.000
132023.05.05 16:51modify50.10134.703134.169135.294
142023.05.05 16:51modify40.10133.794134.169135.294
152023.05.07 23:52t/p40.10135.294134.169135.294111.9910022.63
162023.05.07 23:52t/p50.10135.294134.169135.29443.6910066.32
172023.05.17 16:00sell60.10137.5150.0000.000
182023.05.17 16:00modify60.10137.515137.915136.015
192023.05.18 08:15s/l60.10137.915137.915136.015-33.9110032.41
202023.06.28 20:00sell70.10144.4380.0000.000
212023.06.28 20:00modify70.10144.438144.838142.938
222023.06.29 13:00s/l70.10144.838144.838142.938-32.539999.88
232023.06.29 20:00sell80.10144.8370.0000.000
242023.06.29 20:00modify80.10144.837145.237143.337
252023.06.30 14:30sell90.10144.2360.0000.000
262023.06.30 14:30modify90.10144.236144.537143.337
272023.06.30 14:30modify80.10144.837144.537143.337
282023.06.30 14:37s/l80.10144.537144.537143.33719.1210019.00
292023.06.30 14:37s/l90.10144.537144.537143.337-20.829998.18
302023.07.07 16:00buy100.10142.2450.0000.000
312023.07.07 16:00modify100.10142.245141.845143.745
322023.07.10 02:43buy110.10142.8500.0000.000
332023.07.10 02:43modify110.10142.850142.545143.745
342023.07.10 02:43modify100.10142.245142.545143.745
352023.07.10 06:20s/l100.10142.545142.545143.74522.1710020.34
362023.07.10 06:20s/l110.10142.545142.545143.745-21.409998.94
372023.07.11 04:00buy120.10140.8210.0000.000
382023.07.11 04:00modify120.10140.821140.421142.321
392023.07.11 07:48s/l120.10140.421140.421142.321-28.499970.45
402023.07.13 08:00buy130.10138.4000.0000.000
412023.07.13 08:00modify130.10138.400138.000139.900
422023.07.13 18:35s/l130.10138.000138.000139.900-28.999941.46
432023.07.14 04:00buy140.10137.4640.0000.000
442023.07.14 04:00modify140.10137.464137.064138.964
452023.07.14 06:32buy150.10138.0650.0000.000
462023.07.14 06:32modify150.10138.065137.764138.964
472023.07.14 06:32modify140.10137.464137.764138.964
482023.07.14 06:48buy160.10138.2930.0000.000
492023.07.14 06:48modify160.10138.293137.989138.964
502023.07.14 06:48modify150.10138.065137.989138.964
512023.07.14 06:48modify140.10137.464137.989138.964
522023.07.14 06:51buy170.10138.3730.0000.000
532023.07.14 06:51modify170.10138.373137.839138.964
542023.07.14 06:51modify170.10138.373137.989138.964
552023.07.14 13:25t/p140.10138.964137.989138.964107.9410049.40
562023.07.14 13:25t/p150.10138.964137.989138.96464.7010114.10
572023.07.14 13:25t/p160.10138.964137.989138.96448.2910162.39
582023.07.14 13:25t/p170.10138.964137.989138.96442.5310204.92
592023.08.01 16:00sell180.10143.3390.0000.000
602023.08.01 16:00modify180.10143.339143.739141.839
612023.08.01 21:55sell190.10142.7210.0000.000
622023.08.01 21:55modify190.10142.721143.039141.839
632023.08.01 21:55modify180.10143.339143.039141.839
642023.08.01 22:15s/l180.10143.039143.039141.83920.9710225.89
652023.08.01 22:15s/l190.10143.039143.039141.839-22.2310203.66
662023.08.10 16:00sell200.10144.4030.0000.000
672023.08.10 16:00modify200.10144.403144.803142.903
682023.08.10 19:38s/l200.10144.803144.803142.903-27.6210176.04
692023.08.15 04:00sell210.10145.4960.0000.000
702023.08.15 04:00modify210.10145.496145.896143.996
712023.08.16 12:59s/l210.10145.896145.896143.996-29.0610146.99
722023.08.23 16:00buy220.10144.6550.0000.000
732023.08.23 16:00modify220.10144.655144.255146.155
742023.08.24 07:22buy230.10145.2550.0000.000
752023.08.24 07:22modify230.10145.255144.955146.155
762023.08.24 07:22modify220.10144.655144.955146.155
772023.08.24 09:56buy240.10145.4800.0000.000
782023.08.24 09:56modify240.10145.480145.180146.155
792023.08.24 09:56modify230.10145.255145.180146.155
802023.08.24 09:56modify220.10144.655145.180146.155
812023.08.24 11:23buy250.10145.5570.0000.000
822023.08.24 11:23modify250.10145.557145.030146.155
832023.08.24 11:23modify250.10145.557145.180146.155
842023.08.25 01:18t/p220.10146.155145.180146.155107.0910254.08
852023.08.25 01:18t/p230.10146.155145.180146.15562.6910316.77
862023.08.25 01:18t/p240.10146.155145.180146.15547.3010364.06
872023.08.25 01:18t/p250.10146.155145.180146.15542.0310406.09
882023.08.29 12:00sell260.10147.1410.0000.000
892023.08.29 12:00modify260.10147.141147.541145.641
902023.08.29 14:04sell270.10146.5410.0000.000
912023.08.29 14:04modify270.10146.541146.841145.641
922023.08.29 14:04modify260.10147.141146.841145.641
932023.08.29 14:21sell280.10146.3160.0000.000
942023.08.29 14:21modify280.10146.316146.616145.641
952023.08.29 14:21modify270.10146.541146.616145.641
962023.08.29 14:21modify260.10147.141146.616145.641
972023.08.29 14:22sell290.10146.2370.0000.000
982023.08.29 14:22modify290.10146.237146.766145.641
992023.08.29 14:22modify290.10146.237146.616145.641
1002023.08.30 13:32t/p260.10145.641146.616145.641101.3510507.44
1012023.08.30 13:32t/p270.10145.641146.616145.64160.1510567.59
1022023.08.30 13:32t/p280.10145.641146.616145.64144.7110612.31
1032023.08.30 13:32t/p290.10145.641146.616145.64139.2810651.59
1042023.09.05 12:00sell300.10147.3420.0000.000
1052023.09.05 12:00modify300.10147.342147.742145.842
1062023.09.05 15:01s/l300.10147.742147.742145.842-27.0710624.52
1072023.09.26 20:00sell310.10149.0390.0000.000
1082023.09.26 20:00modify310.10149.039149.439147.539
1092023.09.27 14:18s/l310.10149.439149.439147.539-28.4110596.11
1102023.10.26 04:00sell320.10150.4180.0000.000
1112023.10.26 04:00modify320.10150.418150.818148.918
1122023.10.27 12:51sell330.10149.8170.0000.000
1132023.10.27 12:51modify330.10149.817150.118148.918
1142023.10.27 12:51modify320.10150.418150.118148.918
1152023.10.27 14:59sell340.10149.5930.0000.000
1162023.10.27 14:59modify340.10149.593149.893148.918
1172023.10.27 14:59modify330.10149.817149.893148.918
1182023.10.27 14:59modify320.10150.418149.893148.918
1192023.10.27 17:57sell350.10149.5180.0000.000
1202023.10.27 17:57modify350.10149.518150.043148.918
1212023.10.27 17:57modify350.10149.518149.893148.918
1222023.10.30 15:15t/p320.10148.918149.893148.91897.4610693.57
1232023.10.30 15:15t/p330.10148.918149.893148.91858.7310752.30
1242023.10.30 15:15t/p340.10148.918149.893148.91843.6910795.99
1252023.10.30 15:15t/p350.10148.918149.893148.91838.6510834.65
1262023.10.31 20:00sell360.10151.5750.0000.000
1272023.10.31 20:00modify360.10151.575151.975150.075
1282023.11.01 14:22sell370.10150.9720.0000.000
1292023.11.01 14:22modify370.10150.972151.275150.075
1302023.11.01 14:22modify360.10151.575151.275150.075
1312023.11.01 19:25sell380.10150.7500.0000.000
1322023.11.01 19:25modify380.10150.750151.050150.075
1332023.11.01 19:25modify370.10150.972151.050150.075
1342023.11.01 19:25modify360.10151.575151.050150.075
1352023.11.01 19:34sell390.10150.6740.0000.000
1362023.11.01 19:34modify390.10150.674151.200150.075
1372023.11.01 19:34modify390.10150.674151.050150.075
1382023.11.02 12:33t/p360.10150.075151.050150.07593.4010928.05
1392023.11.02 12:33t/p370.10150.075151.050150.07554.8610982.91
1402023.11.02 12:33t/p380.10150.075151.050150.07540.0711022.98
1412023.11.02 12:33t/p390.10150.075151.050150.07535.0011057.97
1422023.11.03 16:00buy400.10149.3960.0000.000
1432023.11.03 16:00modify400.10149.396148.996150.896
1442023.11.06 19:54buy410.10149.9960.0000.000
1452023.11.06 19:54modify410.10149.996149.696150.896
1462023.11.06 19:54modify400.10149.396149.696150.896
1472023.11.07 03:48buy420.10150.2220.0000.000
1482023.11.07 03:48modify420.10150.222149.921150.896
1492023.11.07 03:48modify410.10149.996149.921150.896
1502023.11.07 03:48modify400.10149.396149.921150.896
1512023.11.07 04:52buy430.10150.2960.0000.000
1522023.11.07 04:52modify430.10150.296149.771150.896
1532023.11.07 04:52modify430.10150.296149.921150.896
1542023.11.08 12:52t/p400.10150.896149.921150.896102.7611160.73
1552023.11.08 12:52t/p410.10150.896149.921150.89661.8811222.61
1562023.11.08 12:52t/p420.10150.896149.921150.89645.7911268.40
1572023.11.08 12:52t/p430.10150.896149.921150.89640.8811309.28
1582023.11.08 20:00sell440.10151.0320.0000.000
1592023.11.08 20:00modify440.10151.032151.432149.532
1602023.11.10 05:57s/l440.10151.432151.432149.532-32.9611276.32
1612023.11.14 20:00buy450.10150.3780.0000.000
1622023.11.14 20:00modify450.10150.378149.978151.878
1632023.11.15 14:19buy460.10150.9820.0000.000
1642023.11.15 14:19modify460.10150.982150.678151.878
1652023.11.15 14:19modify450.10150.378150.678151.878
1662023.11.15 14:52buy470.10151.2060.0000.000
1672023.11.15 14:52modify470.10151.206150.903151.878
1682023.11.15 14:52modify460.10150.982150.903151.878
1692023.11.15 14:52modify450.10150.378150.903151.878
1702023.11.15 15:55s/l450.10150.903150.903151.87835.9111312.22
1712023.11.15 15:55s/l460.10150.903150.903151.878-5.2411306.98
1722023.11.15 15:55s/l470.10150.903150.903151.878-20.0811286.90
1732023.11.21 04:00buy480.10147.4090.0000.000
1742023.11.21 04:00modify480.10147.409147.009148.909
1752023.11.21 17:21buy490.10148.0090.0000.000
1762023.11.21 17:21modify490.10148.009147.709148.909
1772023.11.21 17:21modify480.10147.409147.709148.909
1782023.11.21 18:24buy500.10148.2360.0000.000
1792023.11.21 18:24modify500.10148.236147.934148.909
1802023.11.21 18:24modify490.10148.009147.934148.909
1812023.11.21 18:24modify480.10147.409147.934148.909
1822023.11.21 18:31buy510.10148.3110.0000.000
1832023.11.21 18:31modify510.10148.311147.784148.909
1842023.11.21 18:31modify510.10148.311147.934148.909
1852023.11.22 06:14t/p480.10148.909147.934148.909101.8511388.75
1862023.11.22 06:14t/p490.10148.909147.934148.90961.5611450.30
1872023.11.22 06:14t/p500.10148.909147.934148.90946.3211496.62
1882023.11.22 06:14t/p510.10148.909147.934148.90941.2811537.90
1892023.12.07 12:00buy520.10145.0530.0000.000
1902023.12.07 12:00modify520.10145.053144.653146.553
1912023.12.07 14:31s/l520.10144.653144.653146.553-27.6511510.25
1922023.12.28 08:00buy530.10140.8500.0000.000
1932023.12.28 08:00modify530.10140.850140.450142.350
1942023.12.28 15:28s/l530.10140.450140.450142.350-28.4811481.77
1952024.01.03 16:00sell540.10143.5990.0000.000
1962024.01.03 16:00modify540.10143.599143.999142.099
1972024.01.03 23:53sell550.10142.9980.0000.000
1982024.01.03 23:53modify550.10142.998143.299142.099
1992024.01.03 23:53modify540.10143.599143.299142.099
2002024.01.04 00:53s/l540.10143.299143.299142.09916.0311497.79
2012024.01.04 00:53s/l550.10143.299143.299142.099-25.9211471.87
2022024.01.04 16:00sell560.10144.6600.0000.000
2032024.01.04 16:00modify560.10144.660145.060143.160
2042024.01.05 06:21s/l560.10145.060145.060143.160-29.2111442.67
2052024.01.16 12:00sell570.10146.6030.0000.000
2062024.01.16 12:00modify570.10146.603147.003145.103
2072024.01.16 16:00s/l570.10147.003147.003145.103-27.2111415.46
2082024.02.13 16:00sell580.10150.5940.0000.000
2092024.02.13 16:00modify580.10150.594150.994149.094
2102024.02.15 09:08sell590.10149.9870.0000.000
2112024.02.15 09:08modify590.10149.987150.294149.094
2122024.02.15 09:08modify580.10150.594150.294149.094
2132024.02.15 13:30sell600.10149.7590.0000.000
2142024.02.15 13:30modify600.10149.759150.069149.094
2152024.02.15 13:30modify590.10149.987150.069149.094
2162024.02.15 13:30modify580.10150.594150.069149.094
2172024.02.15 13:30sell610.10149.6940.0000.000
2182024.02.15 13:30modify610.10149.694150.219149.094
2192024.02.15 13:30modify610.10149.694150.069149.094
2202024.02.15 13:34s/l580.10150.069150.069149.09428.4411443.90
2212024.02.15 13:34s/l590.10150.069150.069149.094-5.4611438.44
2222024.02.15 13:34s/l600.10150.069150.069149.094-20.6511417.79
2232024.02.15 13:34s/l610.10150.069150.069149.094-24.9811392.81