Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 modelled36252416Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit938.88Gross profit984.77Gross loss-45.89
Profit factor21.46Expected payoff46.94
Absolute drawdown85.43Maximal drawdown234.57 (2.29%)Relative drawdown2.29% (234.57)
Total trades20Short positions (won %)14 (85.71%)Long positions (won %)6 (83.33%)
Profit trades (% of total)17 (85.00%)Loss trades (% of total)3 (15.00%)
Largestprofit trade102.02loss trade-15.82
Averageprofit trade57.93loss trade-15.30
Maximumconsecutive wins (profit in money)11 (681.40)consecutive losses (loss in money)1 (-15.82)
Maximalconsecutive profit (count of wins)681.40 (11)consecutive loss (count of losses)-15.82 (1)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.06.27 20:00sell10.10144.0010.0000.000
22023.06.27 20:00modify10.10144.001145.501142.501
32023.07.07 06:46sell20.10143.4010.0000.000
42023.07.07 06:46modify20.10143.401143.626142.501
52023.07.07 06:46modify10.10144.001143.626142.501
62023.07.07 07:22sell30.10143.3200.0000.000
72023.07.07 07:22modify30.10143.320143.851142.501
82023.07.07 07:22modify30.10143.320143.626142.501
92023.07.07 07:27sell40.10143.2450.0000.000
102023.07.07 07:27modify40.10143.245143.476142.501
112023.07.07 07:27modify20.10143.401143.476142.501
122023.07.07 07:27modify30.10143.320143.476142.501
132023.07.07 07:27modify10.10144.001143.476142.501
142023.07.07 13:46t/p10.10142.501143.476142.50181.5310081.53
152023.07.07 13:46t/p20.10142.501143.476142.50163.1610144.69
162023.07.07 13:46t/p30.10142.501143.476142.50157.4710202.16
172023.07.07 13:46t/p40.10142.501143.476142.50152.2110254.37
182023.08.04 20:00buy50.10141.8420.0000.000
192023.08.04 20:00modify50.10141.842140.342143.342
202023.08.07 10:15buy60.10142.4420.0000.000
212023.08.07 10:15modify60.10142.442142.217143.342
222023.08.07 10:15modify50.10141.842142.217143.342
232023.08.07 11:57s/l50.10142.217142.217143.34227.2610281.64
242023.08.07 11:57s/l60.10142.217142.217143.342-15.8210265.82
252023.08.25 20:00sell70.10146.3740.0000.000
262023.08.25 20:00modify70.10146.374147.874144.874
272023.08.29 17:17sell80.10145.7730.0000.000
282023.08.29 17:17modify80.10145.773145.999144.874
292023.08.29 17:17modify70.10146.374145.999144.874
302023.08.29 18:20s/l70.10145.999145.999144.87421.7410287.55
312023.08.29 18:20s/l80.10145.999145.999144.874-15.4810272.07
322023.09.27 04:00sell90.10149.0230.0000.000
332023.09.27 04:00modify90.10149.023150.523147.523
342023.10.03 14:12sell100.10148.2530.0000.000
352023.10.03 14:12modify100.10148.253148.498147.523
362023.10.03 14:12modify90.10149.023148.498147.523
372023.10.03 14:12t/p90.10147.523148.498147.52389.8310361.90
382023.10.03 14:12t/p100.10147.523148.498147.52349.4910411.39
392023.10.26 12:00sell110.10150.4280.0000.000
402023.10.26 12:00modify110.10150.428151.928148.928
412023.10.27 12:49sell120.10149.8280.0000.000
422023.10.27 12:49modify120.10149.828150.053148.928
432023.10.27 12:49modify110.10150.428150.053148.928
442023.10.27 12:53sell130.10149.7530.0000.000
452023.10.27 12:53modify130.10149.753150.278148.928
462023.10.27 12:53modify130.10149.753150.053148.928
472023.10.27 13:32sell140.10149.6690.0000.000
482023.10.27 13:32modify140.10149.669149.903148.928
492023.10.27 13:32modify120.10149.828149.903148.928
502023.10.27 13:32modify130.10149.753149.903148.928
512023.10.27 13:32modify110.10150.428149.903148.928
522023.10.30 15:15t/p110.10148.928149.903148.92896.7710508.15
532023.10.30 15:15t/p120.10148.928149.903148.92858.4510566.61
542023.10.30 15:15t/p130.10148.928149.903148.92853.4210620.03
552023.10.30 15:15t/p140.10148.928149.903148.92847.7810667.81
562023.11.03 20:00buy150.10149.4960.0000.000
572023.11.03 20:00modify150.10149.496147.996150.996
582023.11.06 21:56buy160.10150.0990.0000.000
592023.11.06 21:56modify160.10150.099149.871150.996
602023.11.06 21:56modify150.10149.496149.871150.996
612023.11.07 01:20buy170.10150.1710.0000.000
622023.11.07 01:20modify170.10150.171149.646150.996
632023.11.07 01:20modify170.10150.171149.871150.996
642023.11.07 03:54buy180.10150.2470.0000.000
652023.11.07 03:54modify180.10150.247150.021150.996
662023.11.07 03:54modify160.10150.099150.021150.996
672023.11.07 03:54modify170.10150.171150.021150.996
682023.11.07 03:54modify150.10149.496150.021150.996
692023.11.08 19:42t/p150.10150.996150.021150.996102.0210769.83
702023.11.08 19:42t/p160.10150.996150.021150.99661.2010831.03
712023.11.08 19:42t/p170.10150.996150.021150.99655.5310886.57
722023.11.08 19:42t/p180.10150.996150.021150.99650.4910937.06
732024.04.16 16:00sell190.10154.5730.0000.000
742024.04.16 16:00modify190.10154.573156.073153.073
752024.04.18 02:14sell200.10153.9730.0000.000
762024.04.18 02:14modify200.10153.973154.198153.073
772024.04.18 02:14modify190.10154.573154.198153.073
782024.04.18 03:07s/l190.10154.198154.198153.07316.4110953.47
792024.04.18 03:07s/l200.10154.198154.198153.073-14.5910938.88