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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 errors1
Initial deposit10000.00Spread30
Total net profit1481.11Gross profit2246.71Gross loss-765.60
Profit factor2.93Expected payoff23.51
Absolute drawdown40.30Maximal drawdown264.64 (2.44%)Relative drawdown2.44% (264.64)
Total trades63Short positions (won %)22 (59.09%)Long positions (won %)41 (65.85%)
Profit trades (% of total)40 (63.49%)Loss trades (% of total)23 (36.51%)
Largestprofit trade109.52loss trade-48.30
Averageprofit trade56.17loss trade-33.29
Maximumconsecutive wins (profit in money)8 (452.80)consecutive losses (loss in money)5 (-184.92)
Maximalconsecutive profit (count of wins)452.80 (8)consecutive loss (count of losses)-184.92 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.11 04:00buy10.10146.4880.0000.000
22023.09.11 04:00modify10.10146.488145.888147.988
32023.09.12 12:40buy20.10147.1900.0000.000
42023.09.12 12:40modify20.10147.190146.938147.988
52023.09.12 12:40modify10.10146.488146.938147.988
62023.09.13 00:40buy30.10147.3400.0000.000
72023.09.13 00:40modify30.10147.340146.863147.988
82023.09.13 00:40modify20.10147.190146.863147.988
92023.09.13 00:40modify10.10146.488146.863147.988
102023.09.13 01:40buy40.10147.4710.0000.000
112023.09.13 01:40modify40.10147.471147.013147.988
122023.09.13 01:40modify30.10147.340147.013147.988
132023.09.13 01:40modify20.10147.190147.013147.988
142023.09.13 01:40modify10.10146.488147.013147.988
152023.09.20 07:20t/p10.10147.988147.013147.988109.5210109.52
162023.09.20 07:20t/p20.10147.988147.013147.98861.1910170.70
172023.09.20 07:20t/p30.10147.988147.013147.98850.1410220.84
182023.09.20 07:20t/p40.10147.988147.013147.98841.2910262.13
192023.10.31 12:00sell50.10150.7360.0000.000
202023.10.31 12:00modify50.10150.736151.336149.236
212023.10.31 14:40s/l50.10151.336151.336149.236-39.6410222.49
222023.11.03 16:00buy60.10149.3960.0000.000
232023.11.03 16:00modify60.10149.396148.796150.896
242023.11.06 21:30buy70.10150.0860.0000.000
252023.11.06 21:30modify70.10150.086149.846150.896
262023.11.06 21:30modify60.10149.396149.846150.896
272023.11.07 03:59buy80.10150.2250.0000.000
282023.11.07 03:59modify80.10150.225149.771150.896
292023.11.07 03:59modify70.10150.086149.771150.896
302023.11.07 03:59modify60.10149.396149.771150.896
312023.11.07 06:30buy90.10150.3940.0000.000
322023.11.07 06:30modify90.10150.394149.921150.896
332023.11.07 06:30modify80.10150.225149.921150.896
342023.11.07 06:30modify70.10150.086149.921150.896
352023.11.07 06:30modify60.10149.396149.921150.896
362023.11.08 12:40t/p60.10150.896149.921150.896102.1410324.63
372023.11.08 12:40t/p70.10150.896149.921150.89655.5010380.13
382023.11.08 12:40t/p80.10150.896149.921150.89645.3810425.50
392023.11.08 12:40t/p90.10150.896149.921150.89634.1810459.68
402023.11.17 12:00buy100.10149.5350.0000.000
412023.11.17 12:00modify100.10149.535148.935151.035
422023.11.20 02:40s/l100.10148.935148.935151.035-39.3910420.29
432023.11.20 12:00buy110.10148.2350.0000.000
442023.11.20 12:00modify110.10148.235147.635149.735
452023.11.21 03:30s/l110.10147.635147.635149.735-39.7610380.53
462023.11.21 04:00buy120.10147.4090.0000.000
472023.11.21 04:00modify120.10147.409146.809148.909
482023.11.21 19:55buy130.10148.3970.0000.000
492023.11.21 19:55modify130.10148.397147.934148.909
502023.11.21 19:55modify120.10147.409147.934148.909
512023.11.21 23:25buy140.10148.2350.0000.000
522023.11.21 23:25modify140.10148.235147.784148.909
532023.11.21 23:30modify140.10148.235147.934148.909
542023.11.21 23:45buy150.10148.0940.0000.000
552023.11.21 23:45modify150.10148.094147.859148.909
562023.11.21 23:50modify150.10148.094147.934148.909
572023.11.22 06:30t/p120.10148.909147.934148.909101.6010482.13
582023.11.22 06:30t/p130.10148.909147.934148.90935.2810517.41
592023.11.22 06:30t/p140.10148.909147.934148.90946.1510563.55
602023.11.22 06:30t/p150.10148.909147.934148.90955.6210619.17
612023.12.07 08:00buy160.10145.7430.0000.000
622023.12.07 08:00modify160.10145.743145.143147.243
632023.12.07 08:40s/l160.10145.143145.143147.243-41.3610577.81
642023.12.11 08:00sell170.10146.3780.0000.000
652023.12.11 08:00modify170.10146.378146.978144.878
662023.12.12 01:40sell180.10145.5360.0000.000
672023.12.12 01:40modify180.10145.536146.003144.878
682023.12.12 01:40modify170.10146.378146.003144.878
692023.12.12 02:25sell190.10145.6920.0000.000
702023.12.12 02:25modify190.10145.692145.928144.878
712023.12.12 02:30modify190.10145.692146.003144.878
722023.12.12 06:00sell200.10145.3740.0000.000
732023.12.12 06:00modify200.10145.374145.853144.878
742023.12.12 06:00modify180.10145.536145.853144.878
752023.12.12 06:00modify190.10145.692145.853144.878
762023.12.12 06:00modify170.10146.378145.853144.878
772023.12.12 13:05t/p170.10144.878145.853144.878101.7210679.53
782023.12.12 13:05t/p180.10144.878145.853144.87845.4310724.96
792023.12.12 13:05t/p190.10144.878145.853144.87856.2010781.16
802023.12.12 13:05t/p200.10144.878145.853144.87834.2510815.41
812023.12.28 08:00buy210.10140.8500.0000.000
822023.12.28 08:00modify210.10140.850140.250142.350
832023.12.28 15:15s/l210.10140.250140.250142.350-42.7810772.63
842023.12.28 16:00buy220.10140.9100.0000.000
852023.12.28 16:00modify220.10140.910140.310142.410
862023.12.28 18:40buy230.10141.6140.0000.000
872023.12.28 18:40modify230.10141.614141.360142.410
882023.12.28 18:40modify220.10140.910141.360142.410
892023.12.28 20:30s/l220.10141.360141.360142.41031.8410804.47
902023.12.28 20:30s/l230.10141.360141.360142.410-17.9710786.50
912024.01.03 16:00sell240.10143.5990.0000.000
922024.01.03 16:00modify240.10143.599144.199142.099
932024.01.04 00:05sell250.10142.8950.0000.000
942024.01.04 00:05modify250.10142.895143.149142.099
952024.01.04 00:05modify240.10143.599143.149142.099
962024.01.04 00:30s/l240.10143.149143.149142.09925.8910812.39
972024.01.04 00:30s/l250.10143.149143.149142.099-17.7310794.66
982024.01.04 12:00sell260.10144.2540.0000.000
992024.01.04 12:00modify260.10144.254144.854142.754
1002024.01.04 14:40s/l260.10144.854144.854142.754-41.4210753.24
1012024.01.17 16:00sell270.10148.4480.0000.000
1022024.01.17 16:00modify270.10148.448149.048146.948
1032024.01.18 06:30sell280.10147.7720.0000.000
1042024.01.18 06:30modify280.10147.772147.998146.948
1052024.01.18 06:30modify270.10148.448147.998146.948
1062024.01.18 13:20s/l270.10147.998147.998146.94824.8510778.08
1072024.01.18 13:20s/l280.10147.998147.998146.948-15.2610762.82
1082024.01.24 16:00buy290.10146.9720.0000.000
1092024.01.24 16:00modify290.10146.972146.372148.472
1102024.01.24 20:40buy300.10147.6540.0000.000
1112024.01.24 20:40modify300.10147.654147.422148.472
1122024.01.24 20:40modify290.10146.972147.422148.472
1132024.01.24 22:40s/l290.10147.422147.422148.47230.5310793.35
1142024.01.24 22:40s/l300.10147.422147.422148.472-15.7410777.61
1152024.02.02 16:00sell310.10148.2780.0000.000
1162024.02.02 16:00modify310.10148.278148.878146.778
1172024.02.05 15:40s/l310.10148.878148.878146.778-42.1410735.47
1182024.02.13 16:00sell320.10150.5940.0000.000
1192024.02.13 16:00modify320.10150.594151.194149.094
1202024.02.15 14:25sell330.10149.9030.0000.000
1212024.02.15 14:25modify330.10149.903150.144149.094
1222024.02.15 14:25modify320.10150.594150.144149.094
1232024.02.15 15:40s/l320.10150.144150.144149.09422.5910758.06
1242024.02.15 15:40s/l330.10150.144150.144149.094-16.0510742.01
1252024.03.07 08:00buy340.10147.9680.0000.000
1262024.03.07 08:00modify340.10147.968147.368149.468
1272024.03.08 09:30s/l340.10147.368147.368149.468-39.8510702.16
1282024.03.08 12:00buy350.10147.1280.0000.000
1292024.03.08 12:00modify350.10147.128146.528148.628
1302024.03.08 13:40s/l350.10146.528146.528148.628-40.9610661.20
1312024.03.19 08:00sell360.10150.2590.0000.000
1322024.03.19 08:00modify360.10150.259150.859148.759
1332024.03.19 15:40s/l360.10150.859150.859148.759-39.7610621.44
1342024.04.10 16:00sell370.10152.9020.0000.000
1352024.04.10 16:00modify370.10152.902153.502151.402
1362024.04.15 01:10s/l370.10153.502153.502151.402-48.3010573.14
1372024.04.26 08:00sell380.10156.7030.0000.000
1382024.04.26 08:00modify380.10156.703157.303155.203
1392024.04.26 08:40t/p380.10155.203157.303155.20396.7810669.92
1402024.05.03 16:00buy390.10152.8840.0000.000
1412024.05.03 16:00modify390.10152.884152.284154.384
1422024.05.05 23:30buy400.10153.5740.0000.000
1432024.05.05 23:30modify400.10153.574153.334154.384
1442024.05.05 23:30modify390.10152.884153.334154.384
1452024.05.05 23:40buy410.10153.7330.0000.000
1462024.05.05 23:40modify410.10153.733153.259154.384
1472024.05.05 23:40modify400.10153.574153.259154.384
1482024.05.05 23:40modify390.10152.884153.259154.384
1492024.05.06 03:20buy420.10153.8740.0000.000
1502024.05.06 03:20modify420.10153.874153.409154.384
1512024.05.06 03:20modify410.10153.733153.409154.384
1522024.05.06 03:20modify400.10153.574153.409154.384
1532024.05.06 03:20modify390.10152.884153.409154.384
1542024.05.07 01:40t/p390.10154.384153.409154.38498.9410768.86
1552024.05.07 01:40t/p400.10154.384153.409154.38454.2710823.12
1562024.05.07 01:40t/p410.10154.384153.409154.38443.9710867.09
1572024.05.07 01:40t/p420.10154.384153.409154.38433.9310901.02
1582024.05.15 16:00buy430.10155.0540.0000.000
1592024.05.15 16:00modify430.10155.054154.454156.554
1602024.05.15 23:30s/l430.10154.454154.454156.554-38.8710862.15
1612024.06.03 16:00buy440.10156.0690.0000.000
1622024.06.03 16:00modify440.10156.069155.469157.569
1632024.06.04 07:40s/l440.10155.469155.469157.569-37.7110824.44
1642024.06.04 12:00buy450.10154.8970.0000.000
1652024.06.04 12:00modify450.10154.897154.297156.397
1662024.06.05 04:30buy460.10155.5970.0000.000
1672024.06.05 04:30modify460.10155.597155.347156.397
1682024.06.05 04:30modify450.10154.897155.347156.397
1692024.06.05 05:40buy470.10155.7360.0000.000
1702024.06.05 05:40modify470.10155.736155.272156.397
1712024.06.05 05:40modify460.10155.597155.272156.397
1722024.06.05 05:40modify450.10154.897155.272156.397
1732024.06.05 14:33t/p450.10156.397155.272156.39796.7710921.21
1742024.06.05 14:33t/p460.10156.397155.272156.39751.1310972.34
1752024.06.05 14:33t/p470.10156.397155.272156.39742.2411014.58
1762024.06.12 16:00buy480.10155.9110.0000.000
1772024.06.12 16:00modify480.10155.911155.311157.411
1782024.06.12 19:40buy490.10156.9020.0000.000
1792024.06.12 19:40modify490.10156.902156.436157.411
1802024.06.12 19:40modify480.10155.911156.436157.411
1812024.06.12 21:45buy500.10156.6060.0000.000
1822024.06.12 21:45modify500.10156.606156.361157.411
1832024.06.12 21:50modify500.10156.606156.436157.411
1842024.06.12 23:45buy510.10156.7600.0000.000
1852024.06.12 23:45modify510.10156.760156.286157.411
1862024.06.12 23:50modify510.10156.760156.436157.411
1872024.06.14 03:30t/p480.10157.411156.436157.41198.7811113.36
1882024.06.14 03:30t/p490.10157.411156.436157.41135.9211149.29
1892024.06.14 03:30t/p500.10157.411156.436157.41154.6911203.98
1902024.06.14 03:30t/p510.10157.411156.436157.41144.9311248.91
1912024.07.11 16:00buy520.10158.6120.0000.000
1922024.07.11 16:00modify520.10158.612158.012160.112
1932024.07.11 22:40buy530.10159.3110.0000.000
1942024.07.11 22:40modify530.10159.311159.062160.112
1952024.07.11 22:40modify520.10158.612159.062160.112
1962024.07.11 23:20s/l520.10159.062159.062160.11228.3311277.24
1972024.07.11 23:20s/l530.10159.062159.062160.112-15.6811261.56
1982024.07.17 08:00buy540.10157.1000.0000.000
1992024.07.17 08:00modify540.10157.100156.500158.600
2002024.07.17 08:30s/l540.10156.500156.500158.600-38.3511223.21
2012024.07.24 08:00buy550.10154.6200.0000.000
2022024.07.24 08:00modify550.10154.620154.020156.120
2032024.07.24 12:30s/l550.10154.020154.020156.120-38.9811184.23
2042024.07.25 04:00buy560.10152.3450.0000.000
2052024.07.25 04:00modify560.10152.345151.745153.845
2062024.07.25 13:30t/p560.10153.845151.745153.84597.4211281.65
2072024.08.02 16:00buy570.10147.0110.0000.000
2082024.08.02 16:00modify570.10147.011146.411148.511
2092024.08.04 22:20s/l570.10146.411146.411148.511-41.0011240.65
2102024.08.15 16:00sell580.10148.9130.0000.000
2112024.08.15 16:00modify580.10148.913149.513147.413
2122024.08.16 11:20sell590.10148.2100.0000.000
2132024.08.16 11:20modify590.10148.210148.463147.413
2142024.08.16 11:20modify580.10148.913148.463147.413
2152024.08.16 12:20sell600.10147.9250.0000.000
2162024.08.16 12:20modify600.10147.925148.388147.413
2172024.08.16 12:20modify590.10148.210148.388147.413
2182024.08.16 12:20modify580.10148.913148.388147.413
2192024.08.16 14:35sell610.10148.0790.0000.000
2202024.08.16 14:35modify610.10148.079148.538147.413
2212024.08.16 14:40modify610.10148.079148.388147.413
2222024.08.19 01:40t/p580.10147.413148.388147.41398.1011338.75
2232024.08.19 01:40t/p590.10147.413148.388147.41352.2411390.99
2242024.08.19 01:40t/p600.10147.413148.388147.41332.9011423.89
2252024.08.19 01:40t/p610.10147.413148.388147.41343.3511467.23
2262024.08.30 16:00sell620.10145.9550.0000.000
2272024.08.30 16:00modify620.10145.955146.555144.455
2282024.08.30 20:13sell630.10145.2580.0000.000
2292024.08.30 20:13modify630.10145.258145.505144.455
2302024.08.30 20:13modify620.10145.955145.505144.455
2312024.08.30 20:20s/l620.10145.505145.505144.45530.7711498.00
2322024.08.30 20:20s/l630.10145.505145.505144.455-16.8911481.11