Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
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=5; 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=23; 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 test2604Ticks modelled78713Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit1590.79Gross profit2066.00Gross loss-475.20
Profit factor4.35Expected payoff28.41
Absolute drawdown39.33Maximal drawdown292.81 (2.53%)Relative drawdown2.53% (292.81)
Total trades56Short positions (won %)31 (38.71%)Long positions (won %)25 (80.00%)
Profit trades (% of total)32 (57.14%)Loss trades (% of total)24 (42.86%)
Largestprofit trade107.92loss trade-32.86
Averageprofit trade64.56loss trade-19.80
Maximumconsecutive wins (profit in money)12 (802.54)consecutive losses (loss in money)9 (-197.89)
Maximalconsecutive profit (count of wins)802.54 (12)consecutive loss (count of losses)-197.89 (9)
Averageconsecutive wins5consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.12 04:00buy10.10139.6840.0000.000
22023.07.12 04:00modify10.10139.684139.284141.184
32023.07.12 12:30s/l10.10139.284139.284141.184-28.759971.25
42023.07.12 16:00buy20.10138.2440.0000.000
52023.07.12 16:00modify20.10138.244137.844139.744
62023.07.13 05:40buy30.10138.8510.0000.000
72023.07.13 05:40modify30.10138.851138.319139.744
82023.07.13 05:40buy40.10138.8510.0000.000
92023.07.13 05:40modify40.10138.851138.694139.744
102023.07.13 05:40modify20.10138.244138.694139.744
112023.07.13 05:45modify30.10138.851138.694139.744
122023.07.13 06:20s/l20.10138.694138.694139.74434.5510005.80
132023.07.13 06:20s/l30.10138.694138.694139.744-11.339994.47
142023.07.13 06:20s/l40.10138.694138.694139.744-11.339983.14
152023.07.14 04:00buy50.10137.4640.0000.000
162023.07.14 04:00modify50.10137.464137.064138.964
172023.07.14 06:20buy60.10138.0920.0000.000
182023.07.14 06:20modify60.10138.092137.539138.964
192023.07.14 06:20buy70.10138.0920.0000.000
202023.07.14 06:20modify70.10138.092137.914138.964
212023.07.14 06:20modify50.10137.464137.914138.964
222023.07.14 06:25modify60.10138.092137.914138.964
232023.07.14 13:15t/p50.10138.964137.914138.964107.9210091.06
242023.07.14 13:15t/p60.10138.964137.914138.96462.7410153.80
252023.07.14 13:15t/p70.10138.964137.914138.96462.7410216.54
262023.08.01 16:00sell80.10143.3390.0000.000
272023.08.01 16:00modify80.10143.339143.739141.839
282023.08.02 06:50sell90.10142.5730.0000.000
292023.08.02 06:50modify90.10142.573142.814141.839
302023.08.02 06:50modify80.10143.339142.814141.839
312023.08.02 07:26sell100.10142.7390.0000.000
322023.08.02 07:26modify100.10142.739143.264141.839
332023.08.02 07:26sell110.10142.7390.0000.000
342023.08.02 07:26modify110.10142.739142.889141.839
352023.08.02 07:33s/l80.10142.814142.814141.83934.7410251.28
362023.08.02 07:33s/l90.10142.814142.814141.839-16.8710234.41
372023.08.02 07:33close100.10142.840143.264141.839-7.0710227.34
382023.08.02 07:33close110.10142.840142.889141.839-7.0710220.27
392023.08.10 16:00sell120.10144.4030.0000.000
402023.08.10 16:00modify120.10144.403144.803142.903
412023.08.10 19:40s/l120.10144.803144.803142.903-27.6210192.65
422023.08.23 16:00buy130.10144.6550.0000.000
432023.08.23 16:00modify130.10144.655144.255146.155
442023.08.24 08:55buy140.10145.2800.0000.000
452023.08.24 08:55modify140.10145.280144.730146.155
462023.08.24 08:55buy150.10145.2800.0000.000
472023.08.24 08:55modify150.10145.280145.105146.155
482023.08.24 08:55modify130.10144.655145.105146.155
492023.08.24 08:55modify140.10145.280145.105146.155
502023.08.24 09:30buy160.10145.4340.0000.000
512023.08.24 09:30modify160.10145.434145.180146.155
522023.08.24 09:30modify150.10145.280145.180146.155
532023.08.24 09:30modify140.10145.280145.180146.155
542023.08.24 09:30modify130.10144.655145.180146.155
552023.08.25 01:30t/p130.10146.155145.180146.155105.4210298.06
562023.08.25 01:30t/p140.10146.155145.180146.15560.5710358.63
572023.08.25 01:30t/p150.10146.155145.180146.15560.5710419.20
582023.08.25 01:30t/p160.10146.155145.180146.15550.0310469.22
592023.08.29 12:00sell170.10147.1410.0000.000
602023.08.29 12:00modify170.10147.141147.541145.641
612023.08.29 14:20sell180.10146.5240.0000.000
622023.08.29 14:20modify180.10146.524147.066145.641
632023.08.29 14:20sell190.10146.5240.0000.000
642023.08.29 14:20modify190.10146.524146.691145.641
652023.08.29 14:20modify170.10147.141146.691145.641
662023.08.29 14:26modify180.10146.524146.691145.641
672023.08.30 07:25sell200.10146.3830.0000.000
682023.08.30 07:25modify200.10146.383146.616145.641
692023.08.30 07:25modify190.10146.524146.616145.641
702023.08.30 07:25modify180.10146.524146.616145.641
712023.08.30 07:25modify170.10147.141146.616145.641
722023.08.30 13:40t/p170.10145.641146.616145.641101.0210570.24
732023.08.30 13:40t/p180.10145.641146.616145.64158.6410628.88
742023.08.30 13:40t/p190.10145.641146.616145.64158.6410687.52
752023.08.30 13:40t/p200.10145.641146.616145.64150.9710738.49
762023.09.05 12:00sell210.10147.3420.0000.000
772023.09.05 12:00modify210.10147.342147.742145.842
782023.09.05 15:05s/l210.10147.742147.742145.842-27.0710711.42
792023.10.26 08:00sell220.10150.4760.0000.000
802023.10.26 08:00modify220.10150.476150.876148.976
812023.10.27 12:30sell230.10149.8550.0000.000
822023.10.27 12:30modify230.10149.855150.401148.976
832023.10.27 12:30sell240.10149.8550.0000.000
842023.10.27 12:30modify240.10149.855150.026148.976
852023.10.27 12:30modify220.10150.476150.026148.976
862023.10.27 12:35modify230.10149.855150.026148.976
872023.10.27 12:40sell250.10149.7240.0000.000
882023.10.27 12:40modify250.10149.724149.951148.976
892023.10.27 12:40modify240.10149.855149.951148.976
902023.10.27 12:40modify230.10149.855149.951148.976
912023.10.27 12:40modify220.10150.476149.951148.976
922023.10.30 15:30t/p220.10148.976149.951148.97696.6910808.11
932023.10.30 15:30t/p230.10148.976149.951148.97657.0110865.12
942023.10.30 15:30t/p240.10148.976149.951148.97657.0110922.13
952023.10.30 15:30t/p250.10148.976149.951148.97648.2110970.34
962023.11.03 16:00buy260.10149.3960.0000.000
972023.11.03 16:00modify260.10149.396148.996150.896
982023.11.06 19:40buy270.10150.0100.0000.000
992023.11.06 19:40modify270.10150.010149.471150.896
1002023.11.06 19:40buy280.10150.0100.0000.000
1012023.11.06 19:40modify280.10150.010149.846150.896
1022023.11.06 19:40modify260.10149.396149.846150.896
1032023.11.06 19:45modify270.10150.010149.846150.896
1042023.11.07 01:20buy290.10150.1490.0000.000
1052023.11.07 01:20modify290.10150.149149.921150.896
1062023.11.07 01:20modify280.10150.010149.921150.896
1072023.11.07 01:20modify270.10150.010149.921150.896
1082023.11.07 01:20modify260.10149.396149.921150.896
1092023.11.08 12:40t/p260.10150.896149.921150.896101.5011071.84
1102023.11.08 12:40t/p270.10150.896149.921150.89660.1111131.95
1112023.11.08 12:40t/p280.10150.896149.921150.89660.1111192.07
1122023.11.08 12:40t/p290.10150.896149.921150.89650.2111242.27
1132023.11.21 04:00buy300.10147.4090.0000.000
1142023.11.21 04:00modify300.10147.409147.009148.909
1152023.11.21 17:40buy310.10148.0180.0000.000
1162023.11.21 17:40modify310.10148.018147.484148.909
1172023.11.21 17:40buy320.10148.0180.0000.000
1182023.11.21 17:40modify320.10148.018147.859148.909
1192023.11.21 17:40modify300.10147.409147.859148.909
1202023.11.21 17:45modify310.10148.018147.859148.909
1212023.11.21 18:20buy330.10148.1850.0000.000
1222023.11.21 18:20modify330.10148.185147.934148.909
1232023.11.21 18:20modify320.10148.018147.934148.909
1242023.11.21 18:20modify310.10148.018147.934148.909
1252023.11.21 18:20modify300.10147.409147.934148.909
1262023.11.22 06:30t/p300.10148.909147.934148.909101.3911343.66
1272023.11.22 06:30t/p310.10148.909147.934148.90960.5111404.16
1282023.11.22 06:30t/p320.10148.909147.934148.90960.5111464.67
1292023.11.22 06:30t/p330.10148.909147.934148.90949.3011513.97
1302024.01.05 08:00sell340.10145.0740.0000.000
1312024.01.05 08:00modify340.10145.074145.474143.574
1322024.01.05 13:20s/l340.10145.474145.474143.574-27.5011486.47
1332024.01.16 12:00sell350.10146.6030.0000.000
1342024.01.16 12:00modify350.10146.603147.003145.103
1352024.01.16 16:30s/l350.10147.003147.003145.103-27.1911459.28
1362024.01.17 16:00sell360.10148.4480.0000.000
1372024.01.17 16:00modify360.10148.448148.848146.948
1382024.01.18 06:20sell370.10147.8370.0000.000
1392024.01.18 06:20modify370.10147.837148.373146.948
1402024.01.18 06:20sell380.10147.8370.0000.000
1412024.01.18 06:20modify380.10147.837147.998146.948
1422024.01.18 06:20modify360.10148.448147.998146.948
1432024.01.18 06:25modify370.10147.837147.998146.948
1442024.01.18 06:40sell390.10147.6860.0000.000
1452024.01.18 06:40modify390.10147.686147.923146.948
1462024.01.18 06:40modify380.10147.837147.923146.948
1472024.01.18 06:40modify370.10147.837147.923146.948
1482024.01.18 06:40modify360.10148.448147.923146.948
1492024.01.18 08:40s/l360.10147.923147.923146.94829.4511488.73
1502024.01.18 08:40s/l370.10147.923147.923146.948-5.8111482.92
1512024.01.18 08:40s/l380.10147.923147.923146.948-5.8111477.11
1522024.01.18 08:40s/l390.10147.923147.923146.948-16.0111461.10
1532024.02.13 16:00sell400.10150.5940.0000.000
1542024.02.13 16:00modify400.10150.594150.994149.094
1552024.02.15 09:30sell410.10149.9880.0000.000
1562024.02.15 09:30modify410.10149.988150.519149.094
1572024.02.15 09:30sell420.10149.9880.0000.000
1582024.02.15 09:30modify420.10149.988150.144149.094
1592024.02.15 09:30modify400.10150.594150.144149.094
1602024.02.15 09:35modify410.10149.988150.144149.094
1612024.02.15 15:05sell430.10149.8380.0000.000
1622024.02.15 15:05modify430.10149.838150.069149.094
1632024.02.15 15:05modify420.10149.988150.069149.094
1642024.02.15 15:05modify410.10149.988150.069149.094
1652024.02.15 15:05modify400.10150.594150.069149.094
1662024.02.15 15:30s/l400.10150.069150.069149.09426.9411488.03
1672024.02.15 15:30s/l410.10150.069150.069149.094-5.4011482.63
1682024.02.15 15:30s/l420.10150.069150.069149.094-5.4011477.23
1692024.02.15 15:30s/l430.10150.069150.069149.094-15.3911461.84
1702024.03.07 04:00buy440.10148.6990.0000.000
1712024.03.07 04:00modify440.10148.699148.299150.199
1722024.03.07 06:40s/l440.10148.299148.299150.199-27.0111434.83
1732024.03.08 12:00buy450.10147.1280.0000.000
1742024.03.08 12:00modify450.10147.128146.728148.628
1752024.03.08 13:40s/l450.10146.728146.728148.628-27.3111407.52
1762024.03.15 16:00sell460.10149.1370.0000.000
1772024.03.15 16:00modify460.10149.137149.537147.637
1782024.03.19 03:30s/l460.10149.537149.537147.637-30.7411376.78
1792024.03.19 04:00sell470.10149.7010.0000.000
1802024.03.19 04:00modify470.10149.701150.101148.201
1812024.03.19 04:40s/l470.10150.101150.101148.201-26.6511350.13
1822024.04.10 16:00sell480.10152.9020.0000.000
1832024.04.10 16:00modify480.10152.902153.302151.402
1842024.04.11 08:40s/l480.10153.302153.302151.402-32.1211318.01
1852024.04.15 16:00sell490.10154.2560.0000.000
1862024.04.15 16:00modify490.10154.256154.656152.756
1872024.04.16 11:20s/l490.10154.656154.656152.756-27.8711290.14
1882024.04.26 08:00sell500.10156.7030.0000.000
1892024.04.26 08:00modify500.10156.703157.103155.203
1902024.04.26 08:40t/p500.10155.203157.103155.20396.7811386.92
1912024.05.03 16:00buy510.10152.8840.0000.000
1922024.05.03 16:00modify510.10152.884152.484154.384
1932024.05.06 00:55buy520.10153.5070.0000.000
1942024.05.06 00:55modify520.10153.507152.959154.384
1952024.05.06 00:55buy530.10153.5070.0000.000
1962024.05.06 00:55modify530.10153.507153.334154.384
1972024.05.06 00:55modify510.10152.884153.334154.384
1982024.05.06 01:00modify520.10153.507153.334154.384
1992024.05.06 01:50buy540.10153.6490.0000.000
2002024.05.06 01:50modify540.10153.649153.409154.384
2012024.05.06 01:50modify530.10153.507153.409154.384
2022024.05.06 01:50modify520.10153.507153.409154.384
2032024.05.06 01:50modify510.10152.884153.409154.384
2042024.05.07 01:40t/p510.10154.384153.409154.38498.5111485.43
2052024.05.07 01:40t/p520.10154.384153.409154.38457.4811542.91
2062024.05.07 01:40t/p530.10154.384153.409154.38457.4811600.39
2072024.05.07 01:40t/p540.10154.384153.409154.38448.2911648.67
2082024.06.21 16:00sell550.10159.4510.0000.000
2092024.06.21 16:00modify550.10159.451159.851157.951
2102024.06.21 20:40s/l550.10159.851159.851157.951-25.0211623.65
2112024.06.26 16:00sell560.10160.6820.0000.000
2122024.06.26 16:00modify560.10160.682161.082159.182
2132024.06.28 00:40s/l560.10161.082161.082159.182-32.8611590.79