Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=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=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test2608Ticks modelled78990Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread30
Total net profit1179.78Gross profit1659.12Gross loss-479.35
Profit factor3.46Expected payoff23.60
Absolute drawdown7.97Maximal drawdown331.69 (3.13%)Relative drawdown3.13% (331.69)
Total trades50Short positions (won %)25 (76.00%)Long positions (won %)25 (72.00%)
Profit trades (% of total)37 (74.00%)Loss trades (% of total)13 (26.00%)
Largestprofit trade82.35loss trade-118.45
Averageprofit trade44.84loss trade-36.87
Maximumconsecutive wins (profit in money)12 (585.49)consecutive losses (loss in money)3 (-127.71)
Maximalconsecutive profit (count of wins)585.49 (12)consecutive loss (count of losses)-131.27 (2)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.10.26 12:00sell10.10150.4280.0000.000
22023.10.26 12:00modify10.10150.428151.928149.228
32023.10.27 10:05sell20.10149.9930.0000.000
42023.10.27 10:05modify20.10149.993150.368149.228
52023.10.27 10:05modify10.10150.428150.368149.228
62023.10.27 13:50sell30.10149.6360.0000.000
72023.10.27 13:50modify30.10149.636150.008149.228
82023.10.27 13:50modify20.10149.993150.008149.228
92023.10.27 13:50modify10.10150.428150.008149.228
102023.10.30 14:40t/p10.10149.228150.008149.22876.8010076.80
112023.10.30 14:40t/p20.10149.228150.008149.22849.4710126.27
122023.10.30 14:40t/p30.10149.228150.008149.22825.5210151.78
132023.11.03 20:00buy40.10149.4960.0000.000
142023.11.03 20:00modify40.10149.496147.996150.696
152023.11.06 18:15buy50.10149.9200.0000.000
162023.11.06 18:15modify50.10149.920149.556150.696
172023.11.06 18:15modify40.10149.496149.556150.696
182023.11.06 19:59buy60.10150.0040.0000.000
192023.11.06 19:59modify60.10150.004149.796150.696
202023.11.06 19:59modify50.10149.920149.796150.696
212023.11.06 19:59modify40.10149.496149.796150.696
222023.11.07 04:30buy70.10150.2870.0000.000
232023.11.07 04:30modify70.10150.287149.916150.696
242023.11.07 04:30modify60.10150.004149.916150.696
252023.11.07 04:30modify50.10149.920149.916150.696
262023.11.07 04:30modify40.10149.496149.916150.696
272023.11.08 06:40t/p40.10150.696149.916150.69682.3510234.13
282023.11.08 06:40t/p50.10150.696149.916150.69653.3110287.44
292023.11.08 06:40t/p60.10150.696149.916150.69647.7310335.16
302023.11.08 06:40t/p70.10150.696149.916150.69628.0410363.20
312023.11.10 16:00sell80.10151.4740.0000.000
322023.11.10 16:00modify80.10151.474152.974150.274
332023.11.14 14:05sell90.10150.9800.0000.000
342023.11.14 14:05modify90.10150.980151.174150.274
352023.11.14 14:05modify80.10151.474151.174150.274
362023.11.14 15:15sell100.10150.6810.0000.000
372023.11.14 15:15modify100.10150.681151.054150.274
382023.11.14 15:15modify90.10150.980151.054150.274
392023.11.14 15:15modify80.10151.474151.054150.274
402023.11.14 20:30t/p80.10150.274151.054150.27476.1710439.37
412023.11.14 20:30t/p90.10150.274151.054150.27446.9810486.35
422023.11.14 20:30t/p100.10150.274151.054150.27427.0810513.43
432023.11.17 16:00buy110.10149.5860.0000.000
442023.11.17 16:00modify110.10149.586148.086150.786
452023.11.20 00:15buy120.10150.0180.0000.000
462023.11.20 00:15modify120.10150.018149.646150.786
472023.11.20 00:15modify110.10149.586149.646150.786
482023.11.20 01:20s/l110.10149.646149.646150.7864.9310518.36
492023.11.20 01:20s/l120.10149.646149.646150.786-24.8710493.49
502023.12.28 16:00buy130.10140.9100.0000.000
512023.12.28 16:00modify130.10140.910139.410142.110
522023.12.28 17:30buy140.10141.3580.0000.000
532023.12.28 17:30modify140.10141.358140.970142.110
542023.12.28 17:30modify130.10140.910140.970142.110
552023.12.28 18:20buy150.10141.4000.0000.000
562023.12.28 18:20modify150.10141.400141.210142.110
572023.12.28 18:20modify140.10141.358141.210142.110
582023.12.28 18:20modify130.10140.910141.210142.110
592023.12.29 00:40buy160.10141.6950.0000.000
602023.12.29 00:40modify160.10141.695141.330142.110
612023.12.29 00:40modify150.10141.400141.330142.110
622023.12.29 00:40modify140.10141.358141.330142.110
632023.12.29 00:40modify130.10140.910141.330142.110
642023.12.29 05:40s/l130.10141.330141.330142.11030.6410524.13
652023.12.29 05:40s/l140.10141.330141.330142.110-1.0710523.06
662023.12.29 05:40s/l150.10141.330141.330142.110-4.0410519.02
672023.12.29 05:40s/l160.10141.330141.330142.110-25.8310493.19
682024.01.04 20:00sell170.10144.5770.0000.000
692024.01.04 20:00modify170.10144.577146.077143.377
702024.01.08 07:15sell180.10144.0890.0000.000
712024.01.08 07:15modify180.10144.089144.277143.377
722024.01.08 07:15modify170.10144.577144.277143.377
732024.01.08 07:20s/l170.10144.277144.277143.37717.1010510.29
742024.01.08 07:20s/l180.10144.277144.277143.377-13.0310497.26
752024.01.15 20:00sell190.10145.7890.0000.000
762024.01.15 20:00modify190.10145.789147.289144.589
772024.01.16 17:40s/l190.10147.289147.289144.589-103.6810393.57
782024.02.08 20:00sell200.10149.3860.0000.000
792024.02.08 20:00modify200.10149.386150.886148.186
802024.02.12 13:05sell210.10148.9520.0000.000
812024.02.12 13:05modify210.10148.952149.326148.186
822024.02.12 13:05modify200.10149.386149.326148.186
832024.02.12 14:40s/l200.10149.326149.326148.1860.3210393.90
842024.02.12 14:40s/l210.10149.326149.326148.186-25.0410368.86
852024.03.08 20:00buy220.10147.0780.0000.000
862024.03.08 20:00modify220.10147.078145.578148.278
872024.03.12 06:05buy230.10147.5740.0000.000
882024.03.12 06:05modify230.10147.574147.378148.278
892024.03.12 06:05modify220.10147.078147.378148.278
902024.03.12 06:25buy240.10147.5070.0000.000
912024.03.12 06:25modify240.10147.507147.138148.278
922024.03.12 06:30s/l220.10147.378147.378148.27822.1910391.04
932024.03.12 06:30s/l230.10147.378147.378148.278-13.3010377.74
942024.03.12 06:30close240.10147.343147.138148.278-11.1310366.61
952024.03.15 20:00sell250.10149.0790.0000.000
962024.03.15 20:00modify250.10149.079150.579147.879
972024.03.19 09:30s/l250.10150.579150.579147.879-103.2810263.33
982024.03.20 16:00sell260.10151.6610.0000.000
992024.03.20 16:00modify260.10151.661153.161150.461
1002024.03.20 21:10sell270.10151.2400.0000.000
1012024.03.20 21:10modify270.10151.240151.601150.461
1022024.03.20 21:10modify260.10151.661151.601150.461
1032024.03.20 21:40sell280.10151.1750.0000.000
1042024.03.20 21:40modify280.10151.175151.361150.461
1052024.03.20 21:40modify270.10151.240151.361150.461
1062024.03.20 21:40modify260.10151.661151.361150.461
1072024.03.20 22:50sell290.10150.8800.0000.000
1082024.03.20 22:50modify290.10150.880151.241150.461
1092024.03.20 22:50modify280.10151.175151.241150.461
1102024.03.20 22:50modify270.10151.240151.241150.461
1112024.03.20 22:50modify260.10151.661151.241150.461
1122024.03.21 01:30t/p260.10150.461151.241150.46174.2410337.57
1132024.03.21 01:30t/p270.10150.461151.241150.46146.2610383.83
1142024.03.21 01:30t/p280.10150.461151.241150.46141.9310425.76
1152024.03.21 01:30t/p290.10150.461151.241150.46122.3210448.07
1162024.04.11 12:00sell300.10153.0860.0000.000
1172024.04.11 12:00modify300.10153.086154.586151.886
1182024.04.12 13:15sell310.10152.5900.0000.000
1192024.04.12 13:15modify310.10152.590152.786151.886
1202024.04.12 13:15modify300.10153.086152.786151.886
1212024.04.12 13:20s/l300.10152.786152.786151.88617.7910465.86
1222024.04.12 13:20s/l310.10152.786152.786151.886-12.8210453.04
1232024.04.15 20:00sell320.10154.2230.0000.000
1242024.04.15 20:00modify320.10154.223155.723153.023
1252024.04.25 05:30s/l320.10155.723155.723153.023-118.4510334.59
1262024.05.03 20:00buy330.10152.9180.0000.000
1272024.05.03 20:00modify330.10152.918151.418154.118
1282024.05.05 23:20buy340.10153.4160.0000.000
1292024.05.05 23:20modify340.10153.416153.218154.118
1302024.05.05 23:20modify330.10152.918153.218154.118
1312024.05.06 02:20buy350.10153.7000.0000.000
1322024.05.06 02:20modify350.10153.700153.338154.118
1332024.05.06 02:20modify340.10153.416153.338154.118
1342024.05.06 02:20modify330.10152.918153.338154.118
1352024.05.06 23:20t/p330.10154.118153.338154.11878.7310413.32
1362024.05.06 23:20t/p340.10154.118153.338154.11846.4410459.76
1372024.05.06 23:20t/p350.10154.118153.338154.11827.1110486.87
1382024.05.08 16:00sell360.10155.4260.0000.000
1392024.05.08 16:00modify360.10155.426156.926154.226
1402024.05.15 16:30sell370.10154.9400.0000.000
1412024.05.15 16:30modify370.10154.940155.126154.226
1422024.05.15 16:30modify360.10155.426155.126154.226
1432024.05.15 19:45sell380.10154.9910.0000.000
1442024.05.15 19:45modify380.10154.991155.366154.226
1452024.05.15 19:50modify380.10154.991155.126154.226
1462024.05.15 23:40t/p360.10154.226155.126154.22664.9210551.79
1472024.05.15 23:40t/p370.10154.226155.126154.22646.3110598.10
1482024.05.15 23:40t/p380.10154.226155.126154.22649.6210647.72
1492024.06.04 16:00buy390.10154.9020.0000.000
1502024.06.04 16:00modify390.10154.902153.402156.102
1512024.06.05 01:20buy400.10155.3270.0000.000
1522024.06.05 01:20modify400.10155.327154.962156.102
1532024.06.05 01:20modify390.10154.902154.962156.102
1542024.06.05 02:00buy410.10155.3910.0000.000
1552024.06.05 02:00modify410.10155.391155.202156.102
1562024.06.05 02:00modify400.10155.327155.202156.102
1572024.06.05 02:00modify390.10154.902155.202156.102
1582024.06.05 05:30buy420.10155.6890.0000.000
1592024.06.05 05:30modify420.10155.689155.322156.102
1602024.06.05 05:30modify410.10155.391155.322156.102
1612024.06.05 05:30modify400.10155.327155.322156.102
1622024.06.05 05:30modify390.10154.902155.322156.102
1632024.06.05 07:40t/p390.10156.102155.322156.10277.7510725.47
1642024.06.05 07:40t/p400.10156.102155.322156.10249.6210775.09
1652024.06.05 07:40t/p410.10156.102155.322156.10245.5310820.62
1662024.06.05 07:40t/p420.10156.102155.322156.10226.4510847.07
1672024.07.10 20:00sell430.10161.7340.0000.000
1682024.07.10 20:00modify430.10161.734163.234160.534
1692024.07.11 12:20t/p430.10160.534163.234160.53469.2510916.31
1702024.07.11 20:00buy440.10158.8540.0000.000
1712024.07.11 20:00modify440.10158.854157.354160.054
1722024.07.11 22:50buy450.10159.2760.0000.000
1732024.07.11 22:50modify450.10159.276158.914160.054
1742024.07.11 22:50modify440.10158.854158.914160.054
1752024.07.11 23:20s/l440.10158.914158.914160.0543.7710920.08
1762024.07.11 23:20s/l450.10158.914158.914160.054-22.8010897.28
1772024.07.17 16:00buy460.10156.5960.0000.000
1782024.07.17 16:00modify460.10156.596155.096157.796
1792024.07.18 16:20buy470.10157.0320.0000.000
1802024.07.18 16:20modify470.10157.032156.656157.796
1812024.07.18 16:20modify460.10156.596156.656157.796
1822024.07.18 19:30buy480.10157.3950.0000.000
1832024.07.18 19:30modify480.10157.395157.016157.796
1842024.07.18 19:30modify470.10157.032157.016157.796
1852024.07.18 19:30modify460.10156.596157.016157.796
1862024.07.19 05:40t/p460.10157.796157.016157.79679.6510976.94
1872024.07.19 05:40t/p470.10157.796157.016157.79649.3111026.25
1882024.07.19 05:40t/p480.10157.796157.016157.79626.3111052.56
1892024.07.30 12:00sell490.10154.8840.0000.000
1902024.07.30 12:00modify490.10154.884156.384153.684
1912024.07.30 14:13sell500.10154.4390.0000.000
1922024.07.30 14:13modify500.10154.439154.824153.684
1932024.07.30 14:13modify490.10154.884154.824153.684
1942024.07.30 15:40t/p490.10153.684154.824153.68478.0911130.65
1952024.07.30 15:40t/p500.10153.684154.824153.68449.1311179.78