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)
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=10; 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=2; 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 test2615Ticks modelled79283Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1779.28Gross profit2261.28Gross loss-482.00
Profit factor4.69Expected payoff34.22
Absolute drawdown34.49Maximal drawdown375.83 (3.12%)Relative drawdown3.12% (375.83)
Total trades52Short positions (won %)31 (54.84%)Long positions (won %)21 (85.71%)
Profit trades (% of total)35 (67.31%)Loss trades (% of total)17 (32.69%)
Largestprofit trade111.76loss trade-48.97
Averageprofit trade64.61loss trade-28.35
Maximumconsecutive wins (profit in money)12 (790.77)consecutive losses (loss in money)8 (-275.90)
Maximalconsecutive profit (count of wins)790.77 (12)consecutive loss (count of losses)-275.90 (8)
Averageconsecutive wins6consecutive losses3
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 14:30modify20.10136.754137.204135.854
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/p10.10135.854136.829135.854106.4710106.47
152023.05.03 07:30t/p20.10135.854136.829135.85464.2710170.74
162023.05.03 07:30t/p30.10135.854136.829135.85464.2710235.01
172023.05.03 07:30t/p40.10135.854136.829135.85445.7910280.80
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/p50.10135.294134.319135.294111.7610392.57
242023.05.07 23:40t/p60.10135.294134.319135.29448.9310441.50
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 17:55modify80.10137.880138.348136.998
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/l70.10138.048138.048136.99830.6010472.10
342023.05.19 18:40s/l80.10138.048138.048136.998-12.1610459.94
352023.05.19 18:40s/l90.10138.048138.048136.998-12.1610447.78
362023.07.12 04:00buy100.10139.6840.0000.000
372023.07.12 04:00modify100.10139.684139.084141.184
382023.07.12 12:40s/l100.10139.084139.084141.184-43.2410404.54
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 06:20modify120.10138.092137.614138.964
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/p110.10138.964137.989138.964107.9210512.46
532023.07.14 13:15t/p120.10138.964137.989138.96462.7410575.20
542023.07.14 13:15t/p130.10138.964137.989138.96462.7410637.94
552023.07.14 13:15t/p140.10138.964137.989138.96448.1410686.08
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 07:26modify160.10142.739143.189141.839
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/l150.10142.814142.814141.83934.7810720.86
702023.08.02 11:20s/l160.10142.814142.814141.839-5.2510715.61
712023.08.02 11:20s/l170.10142.814142.814141.839-5.2510710.36
722023.08.02 11:20s/l180.10142.814142.814141.839-22.6910687.67
732023.08.10 16:00sell190.10144.4030.0000.000
742023.08.10 16:00modify190.10144.403145.003142.903
752023.08.11 17:40s/l190.10145.003145.003142.903-43.3510644.33
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 08:55modify210.10145.280144.805146.155
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/p200.10146.155145.180146.155106.2110750.53
902023.08.25 01:30t/p210.10146.155145.180146.15560.7610811.30
912023.08.25 01:30t/p220.10146.155145.180146.15560.7610872.06
922023.08.25 01:30t/p230.10146.155145.180146.15546.8710918.93
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 14:20modify250.10146.524146.991145.641
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/p240.10145.641146.616145.641101.0511019.99
1072023.08.30 13:40t/p250.10145.641146.616145.64158.6711078.66
1082023.08.30 13:40t/p260.10145.641146.616145.64158.6711137.33
1092023.08.30 13:40t/p270.10145.641146.616145.64146.3611183.69
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/l280.10146.817146.817145.84223.8811207.57
1162023.09.11 10:30s/l290.10146.817146.817145.842-21.2411186.33
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 12:30modify310.10149.855150.326148.976
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/p300.10148.976149.951148.97696.7611283.08
1312023.10.30 15:30t/p310.10148.976149.951148.97657.0411340.13
1322023.10.30 15:30t/p320.10148.976149.951148.97657.0411397.17
1332023.10.30 15:30t/p330.10148.976149.951148.97642.3311439.50
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 19:40modify350.10150.010149.546150.896
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/p340.10150.896149.921150.896102.0911541.59
1482023.11.08 12:40t/p350.10150.896149.921150.89660.5111602.10
1492023.11.08 12:40t/p360.10150.896149.921150.89660.5111662.61
1502023.11.08 12:40t/p370.10150.896149.921150.89645.3611707.97
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 17:40modify390.10148.018147.559148.909
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/p380.10148.909147.934148.909101.5811809.56
1652023.11.22 06:30t/p390.10148.909147.934148.90960.7011870.26
1662023.11.22 06:30t/p400.10148.909147.934148.90960.7011930.96
1672023.11.22 06:30t/p410.10148.909147.934148.90946.1311977.10
1682024.01.16 12:00sell420.10146.6030.0000.000
1692024.01.16 12:00modify420.10146.603147.203145.103
1702024.01.16 16:40s/l420.10147.203147.203145.103-40.7611936.34
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 09:30modify440.10149.988150.444149.094
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/l430.10150.144150.144149.09422.0611958.40
1802024.02.15 15:40s/l440.10150.144150.144149.094-10.3911948.01
1812024.02.15 15:40s/l450.10150.144150.144149.094-10.3911937.62
1822024.03.07 04:00buy460.10148.6990.0000.000
1832024.03.07 04:00modify460.10148.699148.099150.199
1842024.03.07 07:30s/l460.10148.099148.099150.199-40.5311897.09
1852024.03.08 12:00buy470.10147.1280.0000.000
1862024.03.08 12:00modify470.10147.128146.528148.628
1872024.03.08 13:40s/l470.10146.528146.528148.628-40.9611856.13
1882024.03.15 16:00sell480.10149.1370.0000.000
1892024.03.15 16:00modify480.10149.137149.737147.637
1902024.03.19 03:40s/l480.10149.737149.737147.637-43.9611812.16
1912024.03.19 04:00sell490.10149.7010.0000.000
1922024.03.19 04:00modify490.10149.701150.301148.201
1932024.03.19 05:40s/l490.10150.301150.301148.201-39.8911772.27
1942024.04.10 16:00sell500.10152.9020.0000.000
1952024.04.10 16:00modify500.10152.902153.502151.402
1962024.04.15 01:10s/l500.10153.502153.502151.402-48.9711723.31
1972024.04.15 08:00sell510.10153.9050.0000.000
1982024.04.15 08:00modify510.10153.905154.505152.405
1992024.04.16 06:30s/l510.10154.505154.505152.405-40.8111682.50
2002024.04.26 08:00sell520.10156.7030.0000.000
2012024.04.26 08:00modify520.10156.703157.303155.203
2022024.04.26 08:40t/p520.10155.203157.303155.20396.7811779.28