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 23:59 (2023.07.01 - 2024.07.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 modelled4207Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit469.71Gross profit1346.67Gross loss-876.96
Profit factor1.54Expected payoff9.03
Absolute drawdown85.01Maximal drawdown452.86 (4.23%)Relative drawdown4.23% (452.86)
Total trades52Short positions (won %)31 (32.26%)Long positions (won %)21 (47.62%)
Profit trades (% of total)20 (38.46%)Loss trades (% of total)32 (61.54%)
Largestprofit trade108.11loss trade-39.85
Averageprofit trade67.33loss trade-27.41
Maximumconsecutive wins (profit in money)7 (483.48)consecutive losses (loss in money)10 (-287.55)
Maximalconsecutive profit (count of wins)483.48 (7)consecutive loss (count of losses)-287.55 (10)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.07 16:00buy10.10142.2450.0000.000
22023.07.07 16:00modify10.10142.245141.845143.745
32023.07.10 16:00s/l10.10141.845141.845143.745-27.569972.44
42023.07.11 04:00buy20.10140.8210.0000.000
52023.07.11 04:00modify20.10140.821140.421142.321
62023.07.11 08:00s/l20.10140.421140.421142.321-28.479943.97
72023.07.13 08:00buy30.10138.4000.0000.000
82023.07.13 08:00modify30.10138.400138.000139.900
92023.07.13 20:00s/l30.10138.000138.000139.900-28.989914.99
102023.07.14 04:00buy40.10137.4640.0000.000
112023.07.14 04:00modify40.10137.464137.064138.964
122023.07.14 16:00t/p40.10138.964137.064138.964108.1110023.10
132023.08.01 16:00sell50.10143.3390.0000.000
142023.08.01 16:00modify50.10143.339143.739141.839
152023.08.02 08:00sell60.10142.6390.0000.000
162023.08.02 08:00modify60.10142.639142.964141.839
172023.08.02 08:00modify50.10143.339142.964141.839
182023.08.02 12:00s/l50.10142.964142.964141.83924.2510047.35
192023.08.02 12:00s/l60.10142.964142.964141.839-22.7510024.60
202023.08.10 16:00sell70.10144.4030.0000.000
212023.08.10 16:00modify70.10144.403144.803142.903
222023.08.10 20:00s/l70.10144.803144.803142.903-27.629996.98
232023.08.15 04:00sell80.10145.4960.0000.000
242023.08.15 04:00modify80.10145.496145.896143.996
252023.08.16 16:00s/l80.10145.896145.896143.996-29.449967.54
262023.08.23 16:00buy90.10144.6550.0000.000
272023.08.23 16:00modify90.10144.655144.255146.155
282023.08.24 08:00buy100.10145.3540.0000.000
292023.08.24 08:00modify100.10145.354145.030146.155
302023.08.24 08:00modify90.10144.655145.030146.155
312023.08.25 04:00t/p90.10146.155145.030146.155105.4610072.99
322023.08.25 04:00t/p100.10146.155145.030146.15555.5310128.52
332023.08.29 12:00sell110.10147.1410.0000.000
342023.08.29 12:00modify110.10147.141147.541145.641
352023.08.30 16:00t/p110.10145.641147.541145.641100.7510229.27
362023.09.05 12:00sell120.10147.3420.0000.000
372023.09.05 12:00modify120.10147.342147.742145.842
382023.09.05 16:00s/l120.10147.742147.742145.842-27.0910202.18
392023.09.26 20:00sell130.10149.0390.0000.000
402023.09.26 20:00modify130.10149.039149.439147.539
412023.09.27 16:00s/l130.10149.439149.439147.539-28.7610173.42
422023.10.26 04:00sell140.10150.4180.0000.000
432023.10.26 04:00modify140.10150.418150.818148.918
442023.10.30 16:00t/p140.10148.918150.818148.91896.6210270.04
452023.10.31 20:00sell150.10151.5750.0000.000
462023.10.31 20:00modify150.10151.575151.975150.075
472023.11.01 16:00sell160.10150.9640.0000.000
482023.11.01 16:00modify160.10150.964151.275150.075
492023.11.01 16:00modify150.10151.575151.275150.075
502023.11.01 20:00sell170.10150.8770.0000.000
512023.11.01 20:00modify170.10150.877151.200150.075
522023.11.01 20:00modify160.10150.964151.200150.075
532023.11.01 20:00modify150.10151.575151.200150.075
542023.11.02 00:00sell180.10150.5730.0000.000
552023.11.02 00:00modify180.10150.573151.050150.075
562023.11.02 00:00modify170.10150.877151.050150.075
572023.11.02 00:00modify160.10150.964151.050150.075
582023.11.02 00:00modify150.10151.575151.050150.075
592023.11.02 16:00t/p150.10150.075151.050150.07591.6210361.65
602023.11.02 16:00t/p160.10150.075151.050150.07553.0410414.69
612023.11.02 16:00t/p170.10150.075151.050150.07547.2610461.95
622023.11.02 16:00t/p180.10150.075151.050150.07533.0910495.04
632023.11.03 16:00buy190.10149.3960.0000.000
642023.11.03 16:00modify190.10149.396148.996150.896
652023.11.06 20:00buy200.10150.0070.0000.000
662023.11.06 20:00modify200.10150.007149.696150.896
672023.11.06 20:00modify190.10149.396149.696150.896
682023.11.08 16:00t/p190.10150.896149.696150.896101.5310596.57
692023.11.08 16:00t/p200.10150.896149.696150.89660.3210656.89
702023.11.08 20:00sell210.10151.0320.0000.000
712023.11.08 20:00modify210.10151.032151.432149.532
722023.11.10 08:00s/l210.10151.432151.432149.532-34.4610622.43
732023.11.14 20:00buy220.10150.3780.0000.000
742023.11.14 20:00modify220.10150.378149.978151.878
752023.11.17 12:00s/l220.10149.978149.978151.878-23.2710599.16
762023.11.21 04:00buy230.10147.4090.0000.000
772023.11.21 04:00modify230.10147.409147.009148.909
782023.11.22 08:00t/p230.10148.909147.009148.909101.4010700.56
792023.12.07 12:00buy240.10145.0530.0000.000
802023.12.07 12:00modify240.10145.053144.653146.553
812023.12.07 16:00s/l240.10144.653144.653146.553-27.7710672.79
822023.12.28 08:00buy250.10140.8500.0000.000
832023.12.28 08:00modify250.10140.850140.450142.350
842023.12.28 16:00s/l250.10140.450140.450142.350-28.3910644.40
852024.01.03 16:00sell260.10143.5990.0000.000
862024.01.03 16:00modify260.10143.599143.999142.099
872024.01.04 00:00sell270.10142.9950.0000.000
882024.01.04 00:00modify270.10142.995143.299142.099
892024.01.04 00:00modify260.10143.599143.299142.099
902024.01.04 04:00s/l260.10143.299143.299142.09914.8910659.29
912024.01.04 04:00s/l270.10143.299143.299142.099-21.2010638.09
922024.01.04 16:00sell280.10144.6600.0000.000
932024.01.04 16:00modify280.10144.660145.060143.160
942024.01.05 08:00s/l280.10145.060145.060143.160-29.5810608.51
952024.01.16 12:00sell290.10146.6030.0000.000
962024.01.16 12:00modify290.10146.603147.003145.103
972024.01.16 20:00s/l290.10147.003147.003145.103-27.1610581.35
982024.02.13 16:00sell300.10150.5940.0000.000
992024.02.13 16:00modify300.10150.594150.994149.094
1002024.02.21 00:00sell310.10149.9660.0000.000
1012024.02.21 00:00modify310.10149.966150.294149.094
1022024.02.21 00:00modify300.10150.594150.294149.094
1032024.02.21 20:00s/l300.10150.294150.294149.0943.8910585.24
1042024.02.21 20:00s/l310.10150.294150.294149.094-21.8310563.41
1052024.03.07 04:00buy320.10148.6990.0000.000
1062024.03.07 04:00modify320.10148.699148.299150.199
1072024.03.07 08:00s/l320.10148.299148.299150.199-27.0410536.37
1082024.03.08 12:00buy330.10147.1280.0000.000
1092024.03.08 12:00modify330.10147.128146.728148.628
1102024.03.08 16:00s/l330.10146.728146.728148.628-27.2110509.16
1112024.03.11 08:00buy340.10146.7770.0000.000
1122024.03.11 08:00modify340.10146.777146.377148.277
1132024.03.12 12:00buy350.10147.4660.0000.000
1142024.03.12 12:00modify350.10147.466147.152148.277
1152024.03.12 12:00modify340.10146.777147.152148.277
1162024.03.12 16:00s/l340.10147.152147.152148.27726.0910535.24
1172024.03.12 16:00s/l350.10147.152147.152148.277-21.2610513.98
1182024.03.15 16:00sell360.10149.1370.0000.000
1192024.03.15 16:00modify360.10149.137149.537147.637
1202024.03.19 04:00s/l360.10149.537149.537147.637-30.7310483.25
1212024.03.19 04:00sell370.10149.7010.0000.000
1222024.03.19 04:00modify370.10149.701150.101148.201
1232024.03.19 08:00s/l370.10150.101150.101148.201-26.6110456.64
1242024.04.10 16:00sell380.10152.9020.0000.000
1252024.04.10 16:00modify380.10152.902153.302151.402
1262024.04.11 12:00s/l380.10153.302153.302151.402-32.1610424.48
1272024.04.15 04:00sell390.10153.6710.0000.000
1282024.04.15 04:00modify390.10153.671154.071152.171
1292024.04.15 16:00s/l390.10154.071154.071152.171-25.9210398.56
1302024.04.17 12:00sell400.10154.6290.0000.000
1312024.04.17 12:00modify400.10154.629155.029153.129
1322024.04.24 16:00s/l400.10155.029155.029153.129-39.8510358.71
1332024.04.24 20:00sell410.10155.2960.0000.000
1342024.04.24 20:00modify410.10155.296155.696153.796
1352024.04.25 08:00s/l410.10155.696155.696153.796-31.7310326.98
1362024.04.25 20:00sell420.10155.6300.0000.000
1372024.04.25 20:00modify420.10155.630156.030154.130
1382024.04.26 04:00s/l420.10156.030156.030154.130-27.6510299.33
1392024.04.26 04:00sell430.10155.9430.0000.000
1402024.04.26 04:00modify430.10155.943156.343154.443
1412024.04.26 08:00s/l430.10156.343156.343154.443-25.5210273.81
1422024.05.02 16:00buy440.10153.8120.0000.000
1432024.05.02 16:00modify440.10153.812153.412155.312
1442024.05.02 20:00s/l440.10153.412153.412155.312-26.1110247.70
1452024.05.03 16:00buy450.10152.8840.0000.000
1462024.05.03 16:00modify450.10152.884152.484154.384
1472024.05.06 16:00buy460.10153.8860.0000.000
1482024.05.06 16:00modify460.10153.886153.409154.384
1492024.05.06 16:00modify450.10152.884153.409154.384
1502024.05.07 04:00t/p450.10154.384153.409154.38498.4410346.14
1512024.05.07 04:00t/p460.10154.384153.409154.38432.9210379.06
1522024.05.14 04:00sell470.10156.4140.0000.000
1532024.05.14 04:00modify470.10156.414156.814154.914
1542024.05.15 16:00t/p470.10154.914156.814154.91494.7310473.78
1552024.05.15 16:00buy480.10155.0540.0000.000
1562024.05.15 16:00modify480.10155.054154.654156.554
1572024.05.16 00:00s/l480.10154.654154.654156.554-23.8310449.95
1582024.06.04 20:00buy490.10154.8010.0000.000
1592024.06.04 20:00modify490.10154.801154.401156.301
1602024.06.05 12:00t/p490.10156.301154.401156.30196.7610546.71
1612024.06.20 16:00sell500.10158.7730.0000.000
1622024.06.20 16:00modify500.10158.773159.173157.273
1632024.06.21 16:00s/l500.10159.173159.173157.273-27.0910519.62
1642024.06.21 16:00sell510.10159.4510.0000.000
1652024.06.21 16:00modify510.10159.451159.851157.951
1662024.06.23 20:00s/l510.10159.851159.851157.951-25.0310494.59
1672024.06.26 12:00sell520.10160.3050.0000.000
1682024.06.26 12:00modify520.10160.305160.705158.805
1692024.06.26 16:00s/l520.10160.705160.705158.805-24.8810469.71