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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1908Ticks modelled35030405Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit663.42Gross profit1151.49Gross loss-488.07
Profit factor2.36Expected payoff11.44
Absolute drawdown7.97Maximal drawdown408.41 (3.84%)Relative drawdown3.84% (408.41)
Total trades58Short positions (won %)32 (56.25%)Long positions (won %)26 (57.69%)
Profit trades (% of total)33 (56.90%)Loss trades (% of total)25 (43.10%)
Largestprofit trade82.36loss trade-103.68
Averageprofit trade34.89loss trade-19.52
Maximumconsecutive wins (profit in money)13 (622.09)consecutive losses (loss in money)3 (-124.48)
Maximalconsecutive profit (count of wins)622.09 (13)consecutive loss (count of losses)-124.48 (3)
Averageconsecutive wins3consecutive 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 09:14sell20.10150.0070.0000.000
42023.10.27 09:14modify20.10150.007150.368149.228
52023.10.27 09:14modify10.10150.428150.368149.228
62023.10.27 12:08sell30.10149.9480.0000.000
72023.10.27 12:08modify30.10149.948150.128149.228
82023.10.27 12:08modify20.10150.007150.128149.228
92023.10.27 12:08modify10.10150.428150.128149.228
102023.10.27 13:35sell40.10149.6480.0000.000
112023.10.27 13:35modify40.10149.648150.008149.228
122023.10.27 13:35modify30.10149.948150.008149.228
132023.10.27 13:35modify20.10150.007150.008149.228
142023.10.27 13:35modify10.10150.428150.008149.228
152023.10.30 14:06t/p10.10149.228150.008149.22876.7310076.73
162023.10.30 14:06t/p20.10149.228150.008149.22850.3710127.10
172023.10.30 14:06t/p30.10149.228150.008149.22846.4110173.50
182023.10.30 14:06t/p40.10149.228150.008149.22826.3110199.81
192023.11.03 20:00buy50.10149.4960.0000.000
202023.11.03 20:00modify50.10149.496147.996150.696
212023.11.06 18:04buy60.10149.9160.0000.000
222023.11.06 18:04modify60.10149.916149.556150.696
232023.11.06 18:04modify50.10149.496149.556150.696
242023.11.06 19:50buy70.10149.9830.0000.000
252023.11.06 19:50modify70.10149.983149.796150.696
262023.11.06 19:50modify60.10149.916149.796150.696
272023.11.06 19:50modify50.10149.496149.796150.696
282023.11.07 04:48buy80.10150.2770.0000.000
292023.11.07 04:48modify80.10150.277149.916150.696
302023.11.07 04:48modify70.10149.983149.916150.696
312023.11.07 04:48modify60.10149.916149.916150.696
322023.11.07 04:48modify50.10149.496149.916150.696
332023.11.08 06:17t/p50.10150.696149.916150.69682.3610282.16
342023.11.08 06:17t/p60.10150.696149.916150.69653.5810335.74
352023.11.08 06:17t/p70.10150.696149.916150.69649.1310384.87
362023.11.08 06:17t/p80.10150.696149.916150.69628.7110413.58
372023.11.10 16:00sell90.10151.4740.0000.000
382023.11.10 16:00modify90.10151.474152.974150.274
392023.11.14 13:36sell100.10151.0520.0000.000
402023.11.14 13:36modify100.10151.052151.414150.274
412023.11.14 13:36modify90.10151.474151.414150.274
422023.11.14 13:41sell110.10150.9940.0000.000
432023.11.14 13:41modify110.10150.994151.174150.274
442023.11.14 13:41modify100.10151.052151.174150.274
452023.11.14 13:41modify90.10151.474151.174150.274
462023.11.14 15:12sell120.10150.6910.0000.000
472023.11.14 15:12modify120.10150.691151.054150.274
482023.11.14 15:12modify110.10150.994151.054150.274
492023.11.14 15:12modify100.10151.052151.054150.274
502023.11.14 15:12modify90.10151.474151.054150.274
512023.11.14 20:29t/p90.10150.274151.054150.27476.1610489.74
522023.11.14 20:29t/p100.10150.274151.054150.27451.7710541.51
532023.11.14 20:29t/p110.10150.274151.054150.27447.9110589.42
542023.11.14 20:29t/p120.10150.274151.054150.27427.7510617.17
552023.11.17 16:00buy130.10149.5860.0000.000
562023.11.17 16:00modify130.10149.586148.086150.786
572023.11.20 00:00buy140.10150.0100.0000.000
582023.11.20 00:00modify140.10150.010149.646150.786
592023.11.20 00:00modify130.10149.586149.646150.786
602023.11.20 01:06s/l130.10149.646149.646150.7864.9210622.09
612023.11.20 01:06s/l140.10149.646149.646150.786-24.3310597.76
622023.12.28 16:00buy150.10140.9100.0000.000
632023.12.28 16:00modify150.10140.910139.410142.110
642023.12.28 17:05buy160.10141.3310.0000.000
652023.12.28 17:05modify160.10141.331140.970142.110
662023.12.28 17:05modify150.10140.910140.970142.110
672023.12.28 17:07buy170.10141.3910.0000.000
682023.12.28 17:07modify170.10141.391141.210142.110
692023.12.28 17:07modify160.10141.331141.210142.110
702023.12.28 17:07modify150.10140.910141.210142.110
712023.12.28 18:00s/l150.10141.210141.210142.11021.2410619.00
722023.12.28 18:00s/l160.10141.210141.210142.110-8.5710610.43
732023.12.28 18:00s/l170.10141.210141.210142.110-12.8210597.61
742024.01.04 20:00sell180.10144.5770.0000.000
752024.01.04 20:00modify180.10144.577146.077143.377
762024.01.05 15:05sell190.10144.1570.0000.000
772024.01.05 15:05modify190.10144.157144.517143.377
782024.01.05 15:05modify180.10144.577144.517143.377
792024.01.05 15:06sell200.10144.0970.0000.000
802024.01.05 15:06modify200.10144.097144.277143.377
812024.01.05 15:06modify190.10144.157144.277143.377
822024.01.05 15:06modify180.10144.577144.277143.377
832024.01.05 15:09s/l180.10144.277144.277143.37718.9510616.55
842024.01.05 15:09s/l190.10144.277144.277143.377-8.3210608.23
852024.01.05 15:09s/l200.10144.277144.277143.377-12.4810595.75
862024.01.15 20:00sell210.10145.7890.0000.000
872024.01.15 20:00modify210.10145.789147.289144.589
882024.01.16 17:30s/l210.10147.289147.289144.589-103.6810492.07
892024.02.08 20:00sell220.10149.3860.0000.000
902024.02.08 20:00modify220.10149.386150.886148.186
912024.02.12 12:08sell230.10148.9660.0000.000
922024.02.12 12:08modify230.10148.966149.326148.186
932024.02.12 12:08modify220.10149.386149.326148.186
942024.02.12 14:23s/l220.10149.326149.326148.1860.3310492.40
952024.02.12 14:23s/l230.10149.326149.326148.186-24.1110468.29
962024.03.08 20:00buy240.10147.0780.0000.000
972024.03.08 20:00modify240.10147.078145.578148.278
982024.03.12 05:36buy250.10147.4980.0000.000
992024.03.12 05:36modify250.10147.498147.138148.278
1002024.03.12 05:36modify240.10147.078147.138148.278
1012024.03.12 05:37buy260.10147.5580.0000.000
1022024.03.12 05:37modify260.10147.558147.378148.278
1032024.03.12 05:37modify250.10147.498147.378148.278
1042024.03.12 05:37modify240.10147.078147.378148.278
1052024.03.12 06:08s/l240.10147.378147.378148.27822.1810490.47
1062024.03.12 06:08s/l250.10147.378147.378148.278-8.1410482.33
1072024.03.12 06:08s/l260.10147.378147.378148.278-12.2110470.12
1082024.03.15 20:00sell270.10149.0790.0000.000
1092024.03.15 20:00modify270.10149.079150.579147.879
1102024.03.19 09:27s/l270.10150.579150.579147.879-103.3110366.81
1112024.03.20 16:00sell280.10151.6610.0000.000
1122024.03.20 16:00modify280.10151.661153.161150.461
1132024.03.20 18:00sell290.10151.2270.0000.000
1142024.03.20 18:00modify290.10151.227151.601150.461
1152024.03.20 18:00modify280.10151.661151.601150.461
1162024.03.20 18:13s/l280.10151.601151.601150.4613.9610370.77
1172024.03.20 18:13s/l290.10151.601151.601150.461-24.6710346.10
1182024.04.11 12:00sell300.10153.0860.0000.000
1192024.04.11 12:00modify300.10153.086154.586151.886
1202024.04.12 13:06sell310.10152.6640.0000.000
1212024.04.12 13:06modify310.10152.664153.026151.886
1222024.04.12 13:06modify300.10153.086153.026151.886
1232024.04.12 13:07sell320.10152.5970.0000.000
1242024.04.12 13:07modify320.10152.597152.786151.886
1252024.04.12 13:07modify310.10152.664152.786151.886
1262024.04.12 13:07modify300.10153.086152.786151.886
1272024.04.12 13:15s/l300.10152.786152.786151.88617.8010363.90
1282024.04.12 13:15s/l310.10152.786152.786151.886-7.9810355.92
1292024.04.12 13:15s/l320.10152.786152.786151.886-12.3710343.55
1302024.04.15 20:00sell330.10154.2230.0000.000
1312024.04.15 20:00modify330.10154.223155.723153.023
1322024.04.19 02:18sell340.10153.8010.0000.000
1332024.04.19 02:18modify340.10153.801154.163153.023
1342024.04.19 02:18modify330.10154.223154.163153.023
1352024.04.19 02:18sell350.10153.7430.0000.000
1362024.04.19 02:18modify350.10153.743153.923153.023
1372024.04.19 02:18modify340.10153.801153.923153.023
1382024.04.19 02:18modify330.10154.223153.923153.023
1392024.04.19 02:40s/l330.10153.923153.923153.0238.4310351.97
1402024.04.19 02:40s/l340.10153.923153.923153.023-7.9310344.04
1412024.04.19 02:40s/l350.10153.923153.923153.023-11.6910332.35
1422024.05.03 20:00buy360.10152.9180.0000.000
1432024.05.03 20:00modify360.10152.918151.418154.118
1442024.05.05 23:33buy370.10153.3450.0000.000
1452024.05.05 23:33modify370.10153.345152.978154.118
1462024.05.05 23:33modify360.10152.918152.978154.118
1472024.05.05 23:33buy380.10153.3990.0000.000
1482024.05.05 23:33modify380.10153.399153.218154.118
1492024.05.05 23:33modify370.10153.345153.218154.118
1502024.05.05 23:33modify360.10152.918153.218154.118
1512024.05.05 23:58buy390.10153.6980.0000.000
1522024.05.05 23:58modify390.10153.698153.338154.118
1532024.05.05 23:58modify380.10153.399153.338154.118
1542024.05.05 23:58modify370.10153.345153.338154.118
1552024.05.05 23:58modify360.10152.918153.338154.118
1562024.05.06 00:55s/l360.10153.338153.338154.11828.3010360.65
1572024.05.06 00:55s/l370.10153.338153.338154.1180.4510361.10
1582024.05.06 00:55s/l380.10153.338153.338154.118-3.0710358.03
1592024.05.06 00:55s/l390.10153.338153.338154.118-22.5710335.45
1602024.05.08 16:00sell400.10155.4260.0000.000
1612024.05.08 16:00modify400.10155.426156.926154.226
1622024.05.15 12:30sell410.10154.9870.0000.000
1632024.05.15 12:30modify410.10154.987155.366154.226
1642024.05.15 12:30modify400.10155.426155.366154.226
1652024.05.15 12:30sell420.10154.9390.0000.000
1662024.05.15 12:30modify420.10154.939155.126154.226
1672024.05.15 12:30modify410.10154.987155.126154.226
1682024.05.15 12:30modify400.10155.426155.126154.226
1692024.05.15 12:34s/l400.10155.126155.126154.2266.4310341.88
1702024.05.15 12:34s/l410.10155.126155.126154.226-8.9610332.92
1712024.05.15 12:34s/l420.10155.126155.126154.226-12.0510320.87
1722024.06.04 16:00buy430.10154.9020.0000.000
1732024.06.04 16:00modify430.10154.902153.402156.102
1742024.06.05 00:08buy440.10155.3230.0000.000
1752024.06.05 00:08modify440.10155.323154.962156.102
1762024.06.05 00:08modify430.10154.902154.962156.102
1772024.06.05 00:11buy450.10155.3830.0000.000
1782024.06.05 00:11modify450.10155.383155.202156.102
1792024.06.05 00:11modify440.10155.323155.202156.102
1802024.06.05 00:11modify430.10154.902155.202156.102
1812024.06.05 00:42s/l430.10155.202155.202156.10220.2410341.11
1822024.06.05 00:42s/l440.10155.202155.202156.102-7.8010333.31
1832024.06.05 00:42s/l450.10155.202155.202156.102-11.6610321.65
1842024.07.10 20:00sell460.10161.7340.0000.000
1852024.07.10 20:00modify460.10161.734163.234160.534
1862024.07.11 12:30sell470.10161.2450.0000.000
1872024.07.11 12:30modify470.10161.245161.434160.534
1882024.07.11 12:30modify460.10161.734161.434160.534
1892024.07.11 12:30sell480.10160.9420.0000.000
1902024.07.11 12:30modify480.10160.942161.314160.534
1912024.07.11 12:30modify470.10161.245161.314160.534
1922024.07.11 12:30modify460.10161.734161.314160.534
1932024.07.11 12:42t/p460.10160.534161.314160.53469.2310390.88
1942024.07.11 12:42t/p470.10160.534161.314160.53444.2910435.17
1952024.07.11 12:42t/p480.10160.534161.314160.53425.4210460.59
1962024.07.11 20:00buy490.10158.8540.0000.000
1972024.07.11 20:00modify490.10158.854157.354160.054
1982024.07.11 22:08buy500.10159.2760.0000.000
1992024.07.11 22:08modify500.10159.276158.914160.054
2002024.07.11 22:08modify490.10158.854158.914160.054
2012024.07.11 23:05buy510.10159.3460.0000.000
2022024.07.11 23:05modify510.10159.346159.154160.054
2032024.07.11 23:05modify500.10159.276159.154160.054
2042024.07.11 23:05modify490.10158.854159.154160.054
2052024.07.11 23:28s/l490.10159.154159.154160.05418.8510479.44
2062024.07.11 23:28s/l500.10159.154159.154160.054-7.6710471.77
2072024.07.11 23:28s/l510.10159.154159.154160.054-12.0710459.70
2082024.07.17 16:00buy520.10156.5960.0000.000
2092024.07.17 16:00modify520.10156.596155.096157.796
2102024.07.18 16:00buy530.10157.0180.0000.000
2112024.07.18 16:00modify530.10157.018156.656157.796
2122024.07.18 16:00modify520.10156.596156.656157.796
2132024.07.18 16:38buy540.10157.0770.0000.000
2142024.07.18 16:38modify540.10157.077156.896157.796
2152024.07.18 16:38modify530.10157.018156.896157.796
2162024.07.18 16:38modify520.10156.596156.896157.796
2172024.07.18 19:07buy550.10157.3760.0000.000
2182024.07.18 19:07modify550.10157.376157.016157.796
2192024.07.18 19:07modify540.10157.077157.016157.796
2202024.07.18 19:07modify530.10157.018157.016157.796
2212024.07.18 19:07modify520.10156.596157.016157.796
2222024.07.19 05:41t/p520.10157.796157.016157.79679.6810539.38
2232024.07.19 05:41t/p530.10157.796157.016157.79650.2210589.60
2242024.07.19 05:41t/p540.10157.796157.016157.79646.4810636.08
2252024.07.19 05:41t/p550.10157.796157.016157.79627.5310663.61
2262024.07.30 12:00sell560.10154.8840.0000.000
2272024.07.30 12:00modify560.10154.884156.384153.684
2282024.07.30 13:17sell570.10154.4610.0000.000
2292024.07.30 13:17modify570.10154.461154.824153.684
2302024.07.30 13:17modify560.10154.884154.824153.684
2312024.07.30 13:24sell580.10154.4040.0000.000
2322024.07.30 13:24modify580.10154.404154.584153.684
2332024.07.30 13:24modify570.10154.461154.584153.684
2342024.07.30 13:24modify560.10154.884154.584153.684
2352024.07.30 14:02s/l560.10154.584154.584153.68419.4110683.02
2362024.07.30 14:02s/l570.10154.584154.584153.684-7.9610675.06
2372024.07.30 14:02s/l580.10154.584154.584153.684-11.6410663.42