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=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 test1915Ticks modelled36252416Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1388.49Gross profit1920.52Gross loss-532.03
Profit factor3.61Expected payoff25.71
Absolute drawdown34.49Maximal drawdown395.30 (3.36%)Relative drawdown3.36% (395.30)
Total trades54Short positions (won %)35 (48.57%)Long positions (won %)19 (73.68%)
Profit trades (% of total)31 (57.41%)Loss trades (% of total)23 (42.59%)
Largestprofit trade111.76loss trade-48.98
Averageprofit trade61.95loss trade-23.13
Maximumconsecutive wins (profit in money)12 (797.72)consecutive losses (loss in money)9 (-286.76)
Maximalconsecutive profit (count of wins)797.72 (12)consecutive loss (count of losses)-286.76 (9)
Averageconsecutive wins4consecutive 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 14:32sell20.10136.7530.0000.000
42023.05.02 14:32modify20.10136.753137.204135.854
52023.05.02 14:32sell30.10136.7530.0000.000
62023.05.02 14:32modify30.10136.753136.904135.854
72023.05.02 14:32modify10.10137.354136.904135.854
82023.05.02 14:32modify20.10136.753136.904135.854
92023.05.02 14:37sell40.10136.5280.0000.000
102023.05.02 14:37modify40.10136.528136.829135.854
112023.05.02 14:37modify30.10136.753136.829135.854
122023.05.02 14:37modify20.10136.753136.829135.854
132023.05.02 14:37modify10.10137.354136.829135.854
142023.05.03 07:00t/p10.10135.854136.829135.854106.4710106.47
152023.05.03 07:00t/p20.10135.854136.829135.85464.2010170.67
162023.05.03 07:00t/p30.10135.854136.829135.85464.2010234.87
172023.05.03 07:00t/p40.10135.854136.829135.85447.6410282.51
182023.05.04 16:00buy50.10133.7940.0000.000
192023.05.04 16:00modify50.10133.794133.194135.294
202023.05.07 23:52t/p50.10135.294133.194135.294111.7610394.28
212023.05.18 16:00sell60.10138.4980.0000.000
222023.05.18 16:00modify60.10138.498139.098136.998
232023.05.19 15:15sell70.10137.8970.0000.000
242023.05.19 15:15modify70.10137.897138.348136.998
252023.05.19 15:15sell80.10137.8970.0000.000
262023.05.19 15:15modify80.10137.897138.048136.998
272023.05.19 15:15modify60.10138.498138.048136.998
282023.05.19 15:15modify70.10137.897138.048136.998
292023.05.19 15:17sell90.10137.6730.0000.000
302023.05.19 15:17modify90.10137.673137.973136.998
312023.05.19 15:17modify80.10137.897137.973136.998
322023.05.19 15:17modify70.10137.897137.973136.998
332023.05.19 15:17modify60.10138.498137.973136.998
342023.05.19 18:40s/l60.10137.973137.973136.99836.0710430.35
352023.05.19 18:40s/l70.10137.973137.973136.998-5.5110424.84
362023.05.19 18:40s/l80.10137.973137.973136.998-5.5110419.33
372023.05.19 18:40s/l90.10137.973137.973136.998-21.7410397.59
382023.07.12 04:00buy100.10139.6840.0000.000
392023.07.12 04:00modify100.10139.684139.084141.184
402023.07.12 12:30s/l100.10139.084139.084141.184-43.1410354.45
412023.07.14 04:00buy110.10137.4640.0000.000
422023.07.14 04:00modify110.10137.464136.864138.964
432023.07.14 06:32buy120.10138.0650.0000.000
442023.07.14 06:32modify120.10138.065137.614138.964
452023.07.14 06:32buy130.10138.0650.0000.000
462023.07.14 06:32modify130.10138.065137.914138.964
472023.07.14 06:32modify110.10137.464137.914138.964
482023.07.14 06:32modify120.10138.065137.914138.964
492023.07.14 06:48buy140.10138.2930.0000.000
502023.07.14 06:48modify140.10138.293137.989138.964
512023.07.14 06:48modify130.10138.065137.989138.964
522023.07.14 06:48modify120.10138.065137.989138.964
532023.07.14 06:48modify110.10137.464137.989138.964
542023.07.14 13:25t/p110.10138.964137.989138.964107.9410462.39
552023.07.14 13:25t/p120.10138.964137.989138.96464.7010527.09
562023.07.14 13:25t/p130.10138.964137.989138.96464.7010591.79
572023.07.14 13:25t/p140.10138.964137.989138.96448.2910640.08
582023.08.01 16:00sell150.10143.3390.0000.000
592023.08.01 16:00modify150.10143.339143.939141.839
602023.08.01 21:55sell160.10142.7210.0000.000
612023.08.01 21:55modify160.10142.721143.189141.839
622023.08.01 21:55sell170.10142.7210.0000.000
632023.08.01 21:55modify170.10142.721142.889141.839
642023.08.01 21:55modify150.10143.339142.889141.839
652023.08.01 21:55modify160.10142.721142.889141.839
662023.08.01 22:00s/l150.10142.889142.889141.83931.4910671.57
672023.08.01 22:00s/l160.10142.889142.889141.839-11.7610659.81
682023.08.01 22:00s/l170.10142.889142.889141.839-11.7610648.05
692023.08.10 16:00sell180.10144.4030.0000.000
702023.08.10 16:00modify180.10144.403145.003142.903
712023.08.11 17:46s/l180.10145.003145.003142.903-43.3510604.70
722023.08.23 16:00buy190.10144.6550.0000.000
732023.08.23 16:00modify190.10144.655144.055146.155
742023.08.24 07:22buy200.10145.2550.0000.000
752023.08.24 07:22modify200.10145.255144.805146.155
762023.08.24 07:22buy210.10145.2550.0000.000
772023.08.24 07:22modify210.10145.255145.105146.155
782023.08.24 07:22modify190.10144.655145.105146.155
792023.08.24 07:22modify200.10145.255145.105146.155
802023.08.24 07:26s/l190.10145.105145.105146.15533.6910638.39
812023.08.24 07:26s/l200.10145.105145.105146.155-10.3410628.05
822023.08.24 07:26s/l210.10145.105145.105146.155-10.3410617.71
832023.08.29 12:00sell220.10147.1410.0000.000
842023.08.29 12:00modify220.10147.141147.741145.641
852023.08.29 14:04sell230.10146.5410.0000.000
862023.08.29 14:04modify230.10146.541146.991145.641
872023.08.29 14:04sell240.10146.5410.0000.000
882023.08.29 14:04modify240.10146.541146.691145.641
892023.08.29 14:04modify220.10147.141146.691145.641
902023.08.29 14:04modify230.10146.541146.691145.641
912023.08.29 14:21sell250.10146.3160.0000.000
922023.08.29 14:21modify250.10146.316146.616145.641
932023.08.29 14:21modify240.10146.541146.616145.641
942023.08.29 14:21modify230.10146.541146.616145.641
952023.08.29 14:21modify220.10147.141146.616145.641
962023.08.30 13:32t/p220.10145.641146.616145.641101.0110718.73
972023.08.30 13:32t/p230.10145.641146.616145.64159.8110778.54
982023.08.30 13:32t/p240.10145.641146.616145.64159.8110838.35
992023.08.30 13:32t/p250.10145.641146.616145.64144.3710882.73
1002023.09.05 12:00sell260.10147.3420.0000.000
1012023.09.05 12:00modify260.10147.342147.942145.842
1022023.09.08 00:35sell270.10146.7370.0000.000
1032023.09.08 00:35modify270.10146.737147.192145.842
1042023.09.08 00:35sell280.10146.7370.0000.000
1052023.09.08 00:35modify280.10146.737146.892145.842
1062023.09.08 00:35modify260.10147.342146.892145.842
1072023.09.08 00:35modify270.10146.737146.892145.842
1082023.09.08 00:42s/l260.10146.892146.892145.84220.7410903.47
1092023.09.08 00:42s/l270.10146.892146.892145.842-10.5510892.92
1102023.09.08 00:42s/l280.10146.892146.892145.842-10.5510882.37
1112023.10.26 08:00sell290.10150.4760.0000.000
1122023.10.26 08:00modify290.10150.476151.076148.976
1132023.10.27 12:46sell300.10149.8760.0000.000
1142023.10.27 12:46modify300.10149.876150.326148.976
1152023.10.27 12:46sell310.10149.8760.0000.000
1162023.10.27 12:46modify310.10149.876150.026148.976
1172023.10.27 12:46modify290.10150.476150.026148.976
1182023.10.27 12:46modify300.10149.876150.026148.976
1192023.10.27 13:33sell320.10149.6490.0000.000
1202023.10.27 13:33modify320.10149.649149.951148.976
1212023.10.27 13:33modify310.10149.876149.951148.976
1222023.10.27 13:33modify300.10149.876149.951148.976
1232023.10.27 13:33modify290.10150.476149.951148.976
1242023.10.30 15:10t/p290.10148.976149.951148.97696.7410979.10
1252023.10.30 15:10t/p300.10148.976149.951148.97658.4311037.54
1262023.10.30 15:10t/p310.10148.976149.951148.97658.4311095.97
1272023.10.30 15:10t/p320.10148.976149.951148.97643.2011139.17
1282023.11.03 16:00buy330.10149.3960.0000.000
1292023.11.03 16:00modify330.10149.396148.796150.896
1302023.11.06 19:54buy340.10149.9960.0000.000
1312023.11.06 19:54modify340.10149.996149.546150.896
1322023.11.06 19:54buy350.10149.9960.0000.000
1332023.11.06 19:54modify350.10149.996149.846150.896
1342023.11.06 19:54modify330.10149.396149.846150.896
1352023.11.06 19:54modify340.10149.996149.846150.896
1362023.11.07 03:48buy360.10150.2220.0000.000
1372023.11.07 03:48modify360.10150.222149.921150.896
1382023.11.07 03:48modify350.10149.996149.921150.896
1392023.11.07 03:48modify340.10149.996149.921150.896
1402023.11.07 03:48modify330.10149.396149.921150.896
1412023.11.08 12:52t/p330.10150.896149.921150.896102.0911241.26
1422023.11.08 12:52t/p340.10150.896149.921150.89661.4411302.70
1432023.11.08 12:52t/p350.10150.896149.921150.89661.4411364.14
1442023.11.08 12:52t/p360.10150.896149.921150.89645.5611409.70
1452023.11.21 04:00buy370.10147.4090.0000.000
1462023.11.21 04:00modify370.10147.409146.809148.909
1472023.11.21 17:21buy380.10148.0090.0000.000
1482023.11.21 17:21modify380.10148.009147.559148.909
1492023.11.21 17:21buy390.10148.0090.0000.000
1502023.11.21 17:21modify390.10148.009147.859148.909
1512023.11.21 17:21modify370.10147.409147.859148.909
1522023.11.21 17:21modify380.10148.009147.859148.909
1532023.11.21 18:24buy400.10148.2360.0000.000
1542023.11.21 18:24modify400.10148.236147.934148.909
1552023.11.21 18:24modify390.10148.009147.934148.909
1562023.11.21 18:24modify380.10148.009147.934148.909
1572023.11.21 18:24modify370.10147.409147.934148.909
1582023.11.22 06:14t/p370.10148.909147.934148.909101.6211511.33
1592023.11.22 06:14t/p380.10148.909147.934148.90961.3311572.66
1602023.11.22 06:14t/p390.10148.909147.934148.90961.3311634.00
1612023.11.22 06:14t/p400.10148.909147.934148.90946.0911680.09
1622024.01.16 12:00sell410.10146.6030.0000.000
1632024.01.16 12:00modify410.10146.603147.203145.103
1642024.01.16 16:12s/l410.10147.203147.203145.103-40.7611639.33
1652024.02.13 16:00sell420.10150.5940.0000.000
1662024.02.13 16:00modify420.10150.594151.194149.094
1672024.02.15 09:08sell430.10149.9870.0000.000
1682024.02.15 09:08modify430.10149.987150.444149.094
1692024.02.15 09:08sell440.10149.9870.0000.000
1702024.02.15 09:08modify440.10149.987150.144149.094
1712024.02.15 09:08modify420.10150.594150.144149.094
1722024.02.15 09:08modify430.10149.987150.144149.094
1732024.02.15 13:30sell450.10149.7590.0000.000
1742024.02.15 13:30modify450.10149.759150.069149.094
1752024.02.15 13:30modify440.10149.987150.069149.094
1762024.02.15 13:30modify430.10149.987150.069149.094
1772024.02.15 13:30modify420.10150.594150.069149.094
1782024.02.15 13:34s/l420.10150.069150.069149.09427.0811666.41
1792024.02.15 13:34s/l430.10150.069150.069149.094-5.4611660.95
1802024.02.15 13:34s/l440.10150.069150.069149.094-5.4611655.49
1812024.02.15 13:34s/l450.10150.069150.069149.094-20.6511634.84
1822024.03.07 04:00buy460.10148.6990.0000.000
1832024.03.07 04:00modify460.10148.699148.099150.199
1842024.03.07 07:07s/l460.10148.099148.099150.199-40.5111594.33
1852024.03.08 12:00buy470.10147.1280.0000.000
1862024.03.08 12:00modify470.10147.128146.528148.628
1872024.03.08 13:31s/l470.10146.528146.528148.628-40.9511553.38
1882024.03.15 16:00sell480.10149.1370.0000.000
1892024.03.15 16:00modify480.10149.137149.737147.637
1902024.03.19 03:40s/l480.10149.737149.737147.637-44.0211509.36
1912024.03.19 04:00sell490.10149.7010.0000.000
1922024.03.19 04:00modify490.10149.701150.301148.201
1932024.03.19 05:24s/l490.10150.301150.301148.201-39.9211469.44
1942024.04.10 16:00sell500.10152.9020.0000.000
1952024.04.10 16:00modify500.10152.902153.502151.402
1962024.04.15 01:01s/l500.10153.502153.502151.402-48.9811420.46
1972024.04.15 08:00sell510.10153.9050.0000.000
1982024.04.15 08:00modify510.10153.905154.505152.405
1992024.04.16 06:29s/l510.10154.505154.505152.405-40.8111379.65
2002024.04.26 08:00sell520.10156.7030.0000.000
2012024.04.26 08:00modify520.10156.703157.303155.203
2022024.04.26 08:00sell530.10156.0970.0000.000
2032024.04.26 08:00modify530.10156.097156.553155.203
2042024.04.26 08:00sell540.10156.0970.0000.000
2052024.04.26 08:00modify540.10156.097156.253155.203
2062024.04.26 08:00modify520.10156.703156.253155.203
2072024.04.26 08:00modify530.10156.097156.253155.203
2082024.04.26 08:00s/l520.10156.253156.253155.20328.8011408.45
2092024.04.26 08:00s/l530.10156.253156.253155.203-9.9811398.47
2102024.04.26 08:00s/l540.10156.253156.253155.203-9.9811388.49