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)
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=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 test1903Ticks modelled33338346Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit800.32Gross profit1361.39Gross loss-561.06
Profit factor2.43Expected payoff13.80
Absolute drawdown39.33Maximal drawdown347.54 (3.12%)Relative drawdown3.12% (347.54)
Total trades58Short positions (won %)33 (27.27%)Long positions (won %)25 (60.00%)
Profit trades (% of total)24 (41.38%)Loss trades (% of total)34 (58.62%)
Largestprofit trade107.94loss trade-32.88
Averageprofit trade56.72loss trade-16.50
Maximumconsecutive wins (profit in money)12 (810.41)consecutive losses (loss in money)9 (-199.17)
Maximalconsecutive profit (count of wins)810.41 (12)consecutive loss (count of losses)-199.17 (9)
Averageconsecutive wins3consecutive 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 05:59buy30.10138.8450.0000.000
72023.07.13 05:59modify30.10138.845138.319139.744
82023.07.13 05:59buy40.10138.8450.0000.000
92023.07.13 05:59modify40.10138.845138.694139.744
102023.07.13 05:59modify20.10138.244138.694139.744
112023.07.13 05:59modify30.10138.845138.694139.744
122023.07.13 06:06s/l20.10138.694138.694139.74434.5310005.78
132023.07.13 06:06s/l30.10138.694138.694139.744-10.899994.89
142023.07.13 06:06s/l40.10138.694138.694139.744-10.899984.00
152023.07.14 04:00buy50.10137.4640.0000.000
162023.07.14 04:00modify50.10137.464137.064138.964
172023.07.14 06:32buy60.10138.0650.0000.000
182023.07.14 06:32modify60.10138.065137.539138.964
192023.07.14 06:32buy70.10138.0650.0000.000
202023.07.14 06:32modify70.10138.065137.914138.964
212023.07.14 06:32modify50.10137.464137.914138.964
222023.07.14 06:32modify60.10138.065137.914138.964
232023.07.14 06:46buy80.10138.2170.0000.000
242023.07.14 06:46modify80.10138.217137.989138.964
252023.07.14 06:46modify70.10138.065137.989138.964
262023.07.14 06:46modify60.10138.065137.989138.964
272023.07.14 06:46modify50.10137.464137.989138.964
282023.07.14 13:25t/p50.10138.964137.989138.964107.9410091.94
292023.07.14 13:25t/p60.10138.964137.989138.96464.7010156.64
302023.07.14 13:25t/p70.10138.964137.989138.96464.7010221.34
312023.07.14 13:25t/p80.10138.964137.989138.96453.7610275.10
322023.08.01 16:00sell90.10143.3390.0000.000
332023.08.01 16:00modify90.10143.339143.739141.839
342023.08.01 21:55sell100.10142.7210.0000.000
352023.08.01 21:55modify100.10142.721143.264141.839
362023.08.01 21:55sell110.10142.7210.0000.000
372023.08.01 21:55modify110.10142.721142.889141.839
382023.08.01 21:55modify90.10143.339142.889141.839
392023.08.01 21:55modify100.10142.721142.889141.839
402023.08.01 22:00s/l90.10142.889142.889141.83931.4910306.59
412023.08.01 22:00s/l100.10142.889142.889141.839-11.7610294.83
422023.08.01 22:00s/l110.10142.889142.889141.839-11.7610283.07
432023.08.10 16:00sell120.10144.4030.0000.000
442023.08.10 16:00modify120.10144.403144.803142.903
452023.08.10 19:38s/l120.10144.803144.803142.903-27.6210255.45
462023.08.23 16:00buy130.10144.6550.0000.000
472023.08.23 16:00modify130.10144.655144.255146.155
482023.08.24 07:22buy140.10145.2550.0000.000
492023.08.24 07:22modify140.10145.255144.730146.155
502023.08.24 07:22buy150.10145.2550.0000.000
512023.08.24 07:22modify150.10145.255145.105146.155
522023.08.24 07:22modify130.10144.655145.105146.155
532023.08.24 07:22modify140.10145.255145.105146.155
542023.08.24 07:26s/l130.10145.105145.105146.15533.1010288.55
552023.08.24 07:26s/l140.10145.105145.105146.155-10.3410278.21
562023.08.24 07:26s/l150.10145.105145.105146.155-10.3410267.87
572023.08.29 12:00sell160.10147.1410.0000.000
582023.08.29 12:00modify160.10147.141147.541145.641
592023.08.29 14:04sell170.10146.5410.0000.000
602023.08.29 14:04modify170.10146.541147.066145.641
612023.08.29 14:04sell180.10146.5410.0000.000
622023.08.29 14:04modify180.10146.541146.691145.641
632023.08.29 14:04modify160.10147.141146.691145.641
642023.08.29 14:04modify170.10146.541146.691145.641
652023.08.29 14:09sell190.10146.3900.0000.000
662023.08.29 14:09modify190.10146.390146.616145.641
672023.08.29 14:09modify180.10146.541146.616145.641
682023.08.29 14:09modify170.10146.541146.616145.641
692023.08.29 14:09modify160.10147.141146.616145.641
702023.08.29 14:12s/l160.10146.616146.616145.64135.8110303.68
712023.08.29 14:12s/l170.10146.616146.616145.641-5.1110298.57
722023.08.29 14:12s/l180.10146.616146.616145.641-5.1110293.46
732023.08.29 14:12s/l190.10146.616146.616145.641-15.4110278.05
742023.09.05 12:00sell200.10147.3420.0000.000
752023.09.05 12:00modify200.10147.342147.742145.842
762023.09.05 15:01s/l200.10147.742147.742145.842-27.0710250.98
772023.10.26 08:00sell210.10150.4760.0000.000
782023.10.26 08:00modify210.10150.476150.876148.976
792023.10.27 12:46sell220.10149.8760.0000.000
802023.10.27 12:46modify220.10149.876150.401148.976
812023.10.27 12:46sell230.10149.8760.0000.000
822023.10.27 12:46modify230.10149.876150.026148.976
832023.10.27 12:46modify210.10150.476150.026148.976
842023.10.27 12:46modify220.10149.876150.026148.976
852023.10.27 12:54sell240.10149.7240.0000.000
862023.10.27 12:54modify240.10149.724149.951148.976
872023.10.27 12:54modify230.10149.876149.951148.976
882023.10.27 12:54modify220.10149.876149.951148.976
892023.10.27 12:54modify210.10150.476149.951148.976
902023.10.30 15:10t/p210.10148.976149.951148.97696.6710347.65
912023.10.30 15:10t/p220.10148.976149.951148.97658.4010406.05
922023.10.30 15:10t/p230.10148.976149.951148.97658.4010464.45
932023.10.30 15:10t/p240.10148.976149.951148.97648.2010512.65
942023.11.03 16:00buy250.10149.3960.0000.000
952023.11.03 16:00modify250.10149.396148.996150.896
962023.11.06 19:54buy260.10149.9960.0000.000
972023.11.06 19:54modify260.10149.996149.471150.896
982023.11.06 19:54buy270.10149.9960.0000.000
992023.11.06 19:54modify270.10149.996149.846150.896
1002023.11.06 19:54modify250.10149.396149.846150.896
1012023.11.06 19:54modify260.10149.996149.846150.896
1022023.11.07 01:19buy280.10150.1460.0000.000
1032023.11.07 01:19modify280.10150.146149.921150.896
1042023.11.07 01:19modify270.10149.996149.921150.896
1052023.11.07 01:19modify260.10149.996149.921150.896
1062023.11.07 01:19modify250.10149.396149.921150.896
1072023.11.08 12:52t/p250.10150.896149.921150.896101.5010614.15
1082023.11.08 12:52t/p260.10150.896149.921150.89661.0410675.19
1092023.11.08 12:52t/p270.10150.896149.921150.89661.0410736.23
1102023.11.08 12:52t/p280.10150.896149.921150.89650.4010786.63
1112023.11.21 04:00buy290.10147.4090.0000.000
1122023.11.21 04:00modify290.10147.409147.009148.909
1132023.11.21 17:21buy300.10148.0090.0000.000
1142023.11.21 17:21modify300.10148.009147.484148.909
1152023.11.21 17:21buy310.10148.0090.0000.000
1162023.11.21 17:21modify310.10148.009147.859148.909
1172023.11.21 17:21modify290.10147.409147.859148.909
1182023.11.21 17:21modify300.10148.009147.859148.909
1192023.11.21 18:20buy320.10148.1590.0000.000
1202023.11.21 18:20modify320.10148.159147.934148.909
1212023.11.21 18:20modify310.10148.009147.934148.909
1222023.11.21 18:20modify300.10148.009147.934148.909
1232023.11.21 18:20modify290.10147.409147.934148.909
1242023.11.22 06:14t/p290.10148.909147.934148.909101.4310888.05
1252023.11.22 06:14t/p300.10148.909147.934148.90961.1410949.19
1262023.11.22 06:14t/p310.10148.909147.934148.90961.1411010.33
1272023.11.22 06:14t/p320.10148.909147.934148.90951.0711061.39
1282024.01.05 08:00sell330.10145.0740.0000.000
1292024.01.05 08:00modify330.10145.074145.474143.574
1302024.01.05 13:30s/l330.10145.474145.474143.574-27.4911033.90
1312024.01.16 12:00sell340.10146.6030.0000.000
1322024.01.16 12:00modify340.10146.603147.003145.103
1332024.01.16 16:00s/l340.10147.003147.003145.103-27.2111006.69
1342024.01.17 16:00sell350.10148.4480.0000.000
1352024.01.17 16:00modify350.10148.448148.848146.948
1362024.01.18 06:02sell360.10147.8450.0000.000
1372024.01.18 06:02modify360.10147.845148.373146.948
1382024.01.18 06:02sell370.10147.8450.0000.000
1392024.01.18 06:02modify370.10147.845147.998146.948
1402024.01.18 06:02modify350.10148.448147.998146.948
1412024.01.18 06:02modify360.10147.845147.998146.948
1422024.01.18 06:54sell380.10147.6980.0000.000
1432024.01.18 06:54modify380.10147.698147.923146.948
1442024.01.18 06:54modify370.10147.845147.923146.948
1452024.01.18 06:54modify360.10147.845147.923146.948
1462024.01.18 06:54modify350.10148.448147.923146.948
1472024.01.18 08:31s/l350.10147.923147.923146.94829.4611036.15
1482024.01.18 08:31s/l360.10147.923147.923146.948-5.2711030.88
1492024.01.18 08:31s/l370.10147.923147.923146.948-5.2711025.61
1502024.01.18 08:31s/l380.10147.923147.923146.948-15.2111010.40
1512024.02.13 16:00sell390.10150.5940.0000.000
1522024.02.13 16:00modify390.10150.594150.994149.094
1532024.02.15 09:08sell400.10149.9870.0000.000
1542024.02.15 09:08modify400.10149.987150.519149.094
1552024.02.15 09:08sell410.10149.9870.0000.000
1562024.02.15 09:08modify410.10149.987150.144149.094
1572024.02.15 09:08modify390.10150.594150.144149.094
1582024.02.15 09:08modify400.10149.987150.144149.094
1592024.02.15 13:30sell420.10149.8200.0000.000
1602024.02.15 13:30modify420.10149.820150.069149.094
1612024.02.15 13:30modify410.10149.987150.069149.094
1622024.02.15 13:30modify400.10149.987150.069149.094
1632024.02.15 13:30modify390.10150.594150.069149.094
1642024.02.15 13:34s/l390.10150.069150.069149.09426.9511037.35
1652024.02.15 13:34s/l400.10150.069150.069149.094-5.4611031.89
1662024.02.15 13:34s/l410.10150.069150.069149.094-5.4611026.43
1672024.02.15 13:34s/l420.10150.069150.069149.094-16.5911009.84
1682024.03.07 04:00buy430.10148.6990.0000.000
1692024.03.07 04:00modify430.10148.699148.299150.199
1702024.03.07 06:37s/l430.10148.299148.299150.199-26.9710982.87
1712024.03.08 12:00buy440.10147.1280.0000.000
1722024.03.08 12:00modify440.10147.128146.728148.628
1732024.03.08 13:30s/l440.10146.728146.728148.628-27.2710955.60
1742024.03.15 16:00sell450.10149.1370.0000.000
1752024.03.15 16:00modify450.10149.137149.537147.637
1762024.03.19 03:35s/l450.10149.537149.537147.637-30.7710924.83
1772024.03.19 04:00sell460.10149.7010.0000.000
1782024.03.19 04:00modify460.10149.701150.101148.201
1792024.03.19 04:44s/l460.10150.101150.101148.201-26.6510898.18
1802024.04.10 16:00sell470.10152.9020.0000.000
1812024.04.10 16:00modify470.10152.902153.302151.402
1822024.04.11 08:50s/l470.10153.302153.302151.402-32.1210866.06
1832024.04.15 16:00sell480.10154.2560.0000.000
1842024.04.15 16:00modify480.10154.256154.656152.756
1852024.04.16 11:08s/l480.10154.656154.656152.756-27.8810838.18
1862024.04.26 08:00sell490.10156.7030.0000.000
1872024.04.26 08:00modify490.10156.703157.103155.203
1882024.04.26 08:00sell500.10156.0970.0000.000
1892024.04.26 08:00modify500.10156.097156.628155.203
1902024.04.26 08:00sell510.10156.0970.0000.000
1912024.04.26 08:00modify510.10156.097156.253155.203
1922024.04.26 08:00modify490.10156.703156.253155.203
1932024.04.26 08:00modify500.10156.097156.253155.203
1942024.04.26 08:00sell520.10155.9430.0000.000
1952024.04.26 08:00modify520.10155.943156.178155.203
1962024.04.26 08:00modify510.10156.097156.178155.203
1972024.04.26 08:00modify500.10156.097156.178155.203
1982024.04.26 08:00modify490.10156.703156.178155.203
1992024.04.26 08:00s/l490.10156.178156.178155.20333.6110871.79
2002024.04.26 08:00s/l500.10156.178156.178155.203-5.1910866.60
2012024.04.26 08:00s/l510.10156.178156.178155.203-5.1910861.41
2022024.04.26 08:00s/l520.10156.178156.178155.203-15.0510846.36
2032024.05.03 16:00buy530.10152.8840.0000.000
2042024.05.03 16:00modify530.10152.884152.484154.384
2052024.05.05 23:34buy540.10153.4870.0000.000
2062024.05.05 23:34modify540.10153.487152.959154.384
2072024.05.05 23:34buy550.10153.4870.0000.000
2082024.05.05 23:34modify550.10153.487153.334154.384
2092024.05.05 23:34modify530.10152.884153.334154.384
2102024.05.05 23:34modify540.10153.487153.334154.384
2112024.05.05 23:58buy560.10153.6390.0000.000
2122024.05.05 23:58modify560.10153.639153.409154.384
2132024.05.05 23:58modify550.10153.487153.409154.384
2142024.05.05 23:58modify540.10153.487153.409154.384
2152024.05.05 23:58modify530.10152.884153.409154.384
2162024.05.06 00:52s/l530.10153.409153.409154.38434.9310881.28
2172024.05.06 00:52s/l540.10153.409153.409154.384-4.3810876.90
2182024.05.06 00:52s/l550.10153.409153.409154.384-4.3810872.52
2192024.05.06 00:52s/l560.10153.409153.409154.384-14.2910858.22
2202024.06.21 16:00sell570.10159.4510.0000.000
2212024.06.21 16:00modify570.10159.451159.851157.951
2222024.06.21 20:55s/l570.10159.851159.851157.951-25.0210833.20
2232024.06.26 16:00sell580.10160.6820.0000.000
2242024.06.26 16:00modify580.10160.682161.082159.182
2252024.06.28 00:58s/l580.10161.082161.082159.182-32.8810800.32