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=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 test1908Ticks modelled35030405Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1483.75Gross profit2334.00Gross loss-850.25
Profit factor2.75Expected payoff21.20
Absolute drawdown40.30Maximal drawdown308.24 (2.84%)Relative drawdown2.84% (308.24)
Total trades70Short positions (won %)24 (50.00%)Long positions (won %)46 (67.39%)
Profit trades (% of total)43 (61.43%)Loss trades (% of total)27 (38.57%)
Largestprofit trade109.54loss trade-48.31
Averageprofit trade54.28loss trade-31.49
Maximumconsecutive wins (profit in money)9 (487.65)consecutive losses (loss in money)7 (-231.25)
Maximalconsecutive profit (count of wins)487.65 (9)consecutive loss (count of losses)-231.25 (7)
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 12:24buy20.10147.1650.0000.000
42023.09.12 12:24modify20.10147.165146.938147.988
52023.09.12 12:24modify10.10146.488146.938147.988
62023.09.13 00:51buy30.10147.3180.0000.000
72023.09.13 00:51modify30.10147.318146.863147.988
82023.09.13 00:51modify20.10147.165146.863147.988
92023.09.13 00:51modify10.10146.488146.863147.988
102023.09.13 01:31buy40.10147.4630.0000.000
112023.09.13 01:31modify40.10147.463147.013147.988
122023.09.13 01:31modify30.10147.318147.013147.988
132023.09.13 01:31modify20.10147.165147.013147.988
142023.09.13 01:31modify10.10146.488147.013147.988
152023.09.20 07:02t/p10.10147.988147.013147.988109.5410109.54
162023.09.20 07:02t/p20.10147.988147.013147.98862.8810172.41
172023.09.20 07:02t/p30.10147.988147.013147.98851.6310224.04
182023.09.20 07:02t/p40.10147.988147.013147.98841.8410265.88
192023.10.31 12:00sell50.10150.7360.0000.000
202023.10.31 12:00modify50.10150.736151.336149.236
212023.10.31 14:52s/l50.10151.336151.336149.236-39.6410226.24
222023.11.03 16:00buy60.10149.3960.0000.000
232023.11.03 16:00modify60.10149.396148.796150.896
242023.11.06 21:26buy70.10150.0720.0000.000
252023.11.06 21:26modify70.10150.072149.846150.896
262023.11.06 21:26modify60.10149.396149.846150.896
272023.11.07 03:48buy80.10150.2220.0000.000
282023.11.07 03:48modify80.10150.222149.771150.896
292023.11.07 03:48modify70.10150.072149.771150.896
302023.11.07 03:48modify60.10149.396149.771150.896
312023.11.07 06:22buy90.10150.3760.0000.000
322023.11.07 06:22modify90.10150.376149.921150.896
332023.11.07 06:22modify80.10150.222149.921150.896
342023.11.07 06:22modify70.10150.072149.921150.896
352023.11.07 06:22modify60.10149.396149.921150.896
362023.11.08 12:52t/p60.10150.896149.921150.896102.1410328.38
372023.11.08 12:52t/p70.10150.896149.921150.89656.4310384.81
382023.11.08 12:52t/p80.10150.896149.921150.89645.5810430.38
392023.11.08 12:52t/p90.10150.896149.921150.89635.3710465.75
402023.11.17 12:00buy100.10149.5350.0000.000
412023.11.17 12:00modify100.10149.535148.935151.035
422023.11.20 02:53s/l100.10148.935148.935151.035-39.3710426.38
432023.11.20 12:00buy110.10148.2350.0000.000
442023.11.20 12:00modify110.10148.235147.635149.735
452023.11.21 03:21s/l110.10147.635147.635149.735-39.7310386.65
462023.11.21 04:00buy120.10147.4090.0000.000
472023.11.21 04:00modify120.10147.409146.809148.909
482023.11.21 18:11buy130.10148.0850.0000.000
492023.11.21 18:11modify130.10148.085147.859148.909
502023.11.21 18:11modify120.10147.409147.859148.909
512023.11.21 18:24buy140.10148.2360.0000.000
522023.11.21 18:24modify140.10148.236147.784148.909
532023.11.21 18:24modify130.10148.085147.784148.909
542023.11.21 18:24modify120.10147.409147.784148.909
552023.11.21 18:33buy150.10148.3880.0000.000
562023.11.21 18:33modify150.10148.388147.934148.909
572023.11.21 18:33modify140.10148.236147.934148.909
582023.11.21 18:33modify130.10148.085147.934148.909
592023.11.21 18:33modify120.10147.409147.934148.909
602023.11.22 06:14t/p120.10148.909147.934148.909101.6410488.29
612023.11.22 06:14t/p130.10148.909147.934148.90956.2510544.54
622023.11.22 06:14t/p140.10148.909147.934148.90946.1110590.64
632023.11.22 06:14t/p150.10148.909147.934148.90935.9010626.54
642023.12.07 08:00buy160.10145.7430.0000.000
652023.12.07 08:00modify160.10145.743145.143147.243
662023.12.07 08:44s/l160.10145.143145.143147.243-41.3410585.20
672023.12.11 08:00sell170.10146.3780.0000.000
682023.12.11 08:00modify170.10146.378146.978144.878
692023.12.12 01:03sell180.10145.7030.0000.000
702023.12.12 01:03modify180.10145.703145.928144.878
712023.12.12 01:03modify170.10146.378145.928144.878
722023.12.12 01:17sell190.10145.5510.0000.000
732023.12.12 01:17modify190.10145.551146.003144.878
742023.12.12 01:17modify180.10145.703146.003144.878
752023.12.12 01:17modify170.10146.378146.003144.878
762023.12.12 05:18sell200.10145.4030.0000.000
772023.12.12 05:18modify200.10145.403145.853144.878
782023.12.12 05:18modify190.10145.551145.853144.878
792023.12.12 05:18modify180.10145.703145.853144.878
802023.12.12 05:18modify170.10146.378145.853144.878
812023.12.12 13:31t/p170.10144.878145.853144.878101.7010686.90
822023.12.12 13:31t/p180.10144.878145.853144.87856.9410743.84
832023.12.12 13:31t/p190.10144.878145.853144.87846.4510790.29
842023.12.12 13:31t/p200.10144.878145.853144.87836.2410826.53
852023.12.28 08:00buy210.10140.8500.0000.000
862023.12.28 08:00modify210.10140.850140.250142.350
872023.12.28 15:44s/l210.10140.250140.250142.350-42.7810783.75
882023.12.28 16:00buy220.10140.9100.0000.000
892023.12.28 16:00modify220.10140.910140.310142.410
902023.12.28 18:27buy230.10141.5870.0000.000
912023.12.28 18:27modify230.10141.587141.360142.410
922023.12.28 18:27modify220.10140.910141.360142.410
932023.12.28 20:24s/l220.10141.360141.360142.41031.8310815.58
942023.12.28 20:24s/l230.10141.360141.360142.410-16.0610799.52
952024.01.03 16:00sell240.10143.5990.0000.000
962024.01.03 16:00modify240.10143.599144.199142.099
972024.01.04 00:04sell250.10142.9230.0000.000
982024.01.04 00:04modify250.10142.923143.149142.099
992024.01.04 00:04modify240.10143.599143.149142.099
1002024.01.04 00:34s/l240.10143.149143.149142.09925.9110825.43
1012024.01.04 00:34s/l250.10143.149143.149142.099-15.7910809.64
1022024.01.04 12:00sell260.10144.2540.0000.000
1032024.01.04 12:00modify260.10144.254144.854142.754
1042024.01.04 14:35s/l260.10144.854144.854142.754-41.4210768.22
1052024.01.17 16:00sell270.10148.4480.0000.000
1062024.01.17 16:00modify270.10148.448149.048146.948
1072024.01.18 06:10sell280.10147.7730.0000.000
1082024.01.18 06:10modify280.10147.773147.998146.948
1092024.01.18 06:10modify270.10148.448147.998146.948
1102024.01.18 13:02s/l270.10147.998147.998146.94824.8810793.09
1112024.01.18 13:02s/l280.10147.998147.998146.948-15.2010777.89
1122024.01.24 16:00buy290.10146.9720.0000.000
1132024.01.24 16:00modify290.10146.972146.372148.472
1142024.01.24 20:57buy300.10147.6470.0000.000
1152024.01.24 20:57modify300.10147.647147.422148.472
1162024.01.24 20:57modify290.10146.972147.422148.472
1172024.01.24 22:00s/l290.10147.422147.422148.47230.5310808.42
1182024.01.24 22:00s/l300.10147.422147.422148.472-15.2610793.16
1192024.02.02 16:00sell310.10148.2780.0000.000
1202024.02.02 16:00modify310.10148.278148.878146.778
1212024.02.05 15:57s/l310.10148.878148.878146.778-42.1410751.02
1222024.02.13 16:00sell320.10150.5940.0000.000
1232024.02.13 16:00modify320.10150.594151.194149.094
1242024.02.15 13:30sell330.10149.7590.0000.000
1252024.02.15 13:30modify330.10149.759150.219149.094
1262024.02.15 13:30modify320.10150.594150.219149.094
1272024.02.15 13:30sell340.10149.5950.0000.000
1282024.02.15 13:30modify340.10149.595150.069149.094
1292024.02.15 13:30modify330.10149.759150.069149.094
1302024.02.15 13:30modify320.10150.594150.069149.094
1312024.02.15 13:34sell350.10149.9160.0000.000
1322024.02.15 13:34modify350.10149.916150.144149.094
1332024.02.15 13:34modify350.10149.916150.069149.094
1342024.02.15 13:34s/l320.10150.069150.069149.09427.6110778.63
1352024.02.15 13:34s/l330.10150.069150.069149.094-20.6510757.98
1362024.02.15 13:34s/l340.10150.069150.069149.094-31.5810726.40
1372024.02.15 13:34s/l350.10150.069150.069149.094-10.1910716.21
1382024.03.07 08:00buy360.10147.9680.0000.000
1392024.03.07 08:00modify360.10147.968147.368149.468
1402024.03.08 09:30s/l360.10147.368147.368149.468-39.8010676.41
1412024.03.08 12:00buy370.10147.1280.0000.000
1422024.03.08 12:00modify370.10147.128146.528148.628
1432024.03.08 13:31s/l370.10146.528146.528148.628-40.9510635.46
1442024.03.19 08:00sell380.10150.2590.0000.000
1452024.03.19 08:00modify380.10150.259150.859148.759
1462024.03.19 15:37s/l380.10150.859150.859148.759-39.7710595.69
1472024.04.10 16:00sell390.10152.9020.0000.000
1482024.04.10 16:00modify390.10152.902153.502151.402
1492024.04.15 01:01s/l390.10153.502153.502151.402-48.3110547.38
1502024.04.26 08:00sell400.10156.7030.0000.000
1512024.04.26 08:00modify400.10156.703157.303155.203
1522024.04.26 08:00sell410.10156.0130.0000.000
1532024.04.26 08:00modify410.10156.013156.253155.203
1542024.04.26 08:00modify400.10156.703156.253155.203
1552024.04.26 08:00s/l400.10156.253156.253155.20328.8010576.18
1562024.04.26 08:00s/l410.10156.253156.253155.203-15.3510560.83
1572024.05.03 16:00buy420.10152.8840.0000.000
1582024.05.03 16:00modify420.10152.884152.284154.384
1592024.05.05 23:53buy430.10153.5640.0000.000
1602024.05.05 23:53modify430.10153.564153.334154.384
1612024.05.05 23:53modify420.10152.884153.334154.384
1622024.05.05 23:58buy440.10153.7190.0000.000
1632024.05.05 23:58modify440.10153.719153.259154.384
1642024.05.05 23:58modify430.10153.564153.259154.384
1652024.05.05 23:58modify420.10152.884153.259154.384
1662024.05.06 03:20buy450.10153.8590.0000.000
1672024.05.06 03:20modify450.10153.859153.409154.384
1682024.05.06 03:20modify440.10153.719153.409154.384
1692024.05.06 03:20modify430.10153.564153.409154.384
1702024.05.06 03:20modify420.10152.884153.409154.384
1712024.05.07 01:42t/p420.10154.384153.409154.38498.9810659.81
1722024.05.07 01:42t/p430.10154.384153.409154.38454.9410714.74
1732024.05.07 01:42t/p440.10154.384153.409154.38444.9010759.64
1742024.05.07 01:42t/p450.10154.384153.409154.38434.9210794.56
1752024.05.15 16:00buy460.10155.0540.0000.000
1762024.05.15 16:00modify460.10155.054154.454156.554
1772024.05.15 23:21s/l460.10154.454154.454156.554-38.8510755.71
1782024.06.03 16:00buy470.10156.0690.0000.000
1792024.06.03 16:00modify470.10156.069155.469157.569
1802024.06.04 07:53s/l470.10155.469155.469157.569-37.6910718.02
1812024.06.04 12:00buy480.10154.8970.0000.000
1822024.06.04 12:00modify480.10154.897154.297156.397
1832024.06.05 03:00buy490.10155.5750.0000.000
1842024.06.05 03:00modify490.10155.575155.347156.397
1852024.06.05 03:00modify480.10154.897155.347156.397
1862024.06.05 05:37buy500.10155.7250.0000.000
1872024.06.05 05:37modify500.10155.725155.272156.397
1882024.06.05 05:37modify490.10155.575155.272156.397
1892024.06.05 05:37modify480.10154.897155.272156.397
1902024.06.05 06:35buy510.10155.8720.0000.000
1912024.06.05 06:35modify510.10155.872155.422156.397
1922024.06.05 06:35modify500.10155.725155.422156.397
1932024.06.05 06:35modify490.10155.575155.422156.397
1942024.06.05 06:35modify480.10154.897155.422156.397
1952024.06.05 14:11t/p480.10156.397155.422156.39796.8210814.84
1962024.06.05 14:11t/p490.10156.397155.422156.39752.5610867.40
1972024.06.05 14:11t/p500.10156.397155.422156.39742.9710910.37
1982024.06.05 14:11t/p510.10156.397155.422156.39733.5710943.94
1992024.06.12 16:00buy520.10155.9110.0000.000
2002024.06.12 16:00modify520.10155.911155.311157.411
2012024.06.12 18:50buy530.10156.5890.0000.000
2022024.06.12 18:50modify530.10156.589156.361157.411
2032024.06.12 18:50modify520.10155.911156.361157.411
2042024.06.12 19:10buy540.10156.7370.0000.000
2052024.06.12 19:10modify540.10156.737156.286157.411
2062024.06.12 19:10modify530.10156.589156.286157.411
2072024.06.12 19:10modify520.10155.911156.286157.411
2082024.06.12 19:31buy550.10156.8870.0000.000
2092024.06.12 19:31modify550.10156.887156.436157.411
2102024.06.12 19:31modify540.10156.737156.436157.411
2112024.06.12 19:31modify530.10156.589156.436157.411
2122024.06.12 19:31modify520.10155.911156.436157.411
2132024.06.14 03:07t/p520.10157.411156.436157.41198.9211042.86
2142024.06.14 03:07t/p530.10157.411156.436157.41155.8511098.72
2152024.06.14 03:07t/p540.10157.411156.436157.41146.4411145.16
2162024.06.14 03:07t/p550.10157.411156.436157.41136.9211182.08
2172024.07.11 16:00buy560.10158.6120.0000.000
2182024.07.11 16:00modify560.10158.612158.012160.112
2192024.07.11 22:09buy570.10159.2870.0000.000
2202024.07.11 22:09modify570.10159.287159.062160.112
2212024.07.11 22:09modify560.10158.612159.062160.112
2222024.07.11 23:15buy580.10159.4380.0000.000
2232024.07.11 23:15modify580.10159.438158.987160.112
2242024.07.11 23:15modify570.10159.287158.987160.112
2252024.07.11 23:15modify560.10158.612158.987160.112
2262024.07.11 23:28s/l560.10158.987158.987160.11223.5911205.67
2272024.07.11 23:28s/l570.10158.987158.987160.112-18.8711186.80
2282024.07.11 23:28s/l580.10158.987158.987160.112-28.3611158.44
2292024.07.17 08:00buy590.10157.1000.0000.000
2302024.07.17 08:00modify590.10157.100156.500158.600
2312024.07.17 08:39s/l590.10156.500156.500158.600-38.3411120.10
2322024.07.24 08:00buy600.10154.6200.0000.000
2332024.07.24 08:00modify600.10154.620154.020156.120
2342024.07.24 12:15s/l600.10154.020154.020156.120-38.9611081.14
2352024.07.25 04:00buy610.10152.3450.0000.000
2362024.07.25 04:00modify610.10152.345151.745153.845
2372024.07.25 12:30buy620.10153.0460.0000.000
2382024.07.25 12:30modify620.10153.046152.795153.845
2392024.07.25 12:30modify610.10152.345152.795153.845
2402024.07.25 12:30buy630.10153.1760.0000.000
2412024.07.25 12:30modify630.10153.176152.720153.845
2422024.07.25 12:30modify620.10153.046152.720153.845
2432024.07.25 12:30modify610.10152.345152.720153.845
2442024.07.25 12:30buy640.10153.3230.0000.000
2452024.07.25 12:30modify640.10153.323152.870153.845
2462024.07.25 12:30modify630.10153.176152.870153.845
2472024.07.25 12:30modify620.10153.046152.870153.845
2482024.07.25 12:30modify610.10152.345152.870153.845
2492024.07.25 13:05t/p610.10153.845152.870153.84597.4911178.63
2502024.07.25 13:05t/p620.10153.845152.870153.84551.9311230.56
2512024.07.25 13:05t/p630.10153.845152.870153.84543.4811274.04
2522024.07.25 13:05t/p640.10153.845152.870153.84533.9311307.97
2532024.08.02 16:00buy650.10147.0110.0000.000
2542024.08.02 16:00modify650.10147.011146.411148.511
2552024.08.04 22:00s/l650.10146.411146.411148.511-40.9811266.99
2562024.08.15 16:00sell660.10148.9130.0000.000
2572024.08.15 16:00modify660.10148.913149.513147.413
2582024.08.16 11:06sell670.10148.2350.0000.000
2592024.08.16 11:06modify670.10148.235148.463147.413
2602024.08.16 11:06modify660.10148.913148.463147.413
2612024.08.16 11:33sell680.10148.0870.0000.000
2622024.08.16 11:33modify680.10148.087148.538147.413
2632024.08.16 11:33modify670.10148.235148.538147.413
2642024.08.16 11:33modify660.10148.913148.538147.413
2652024.08.16 12:03sell690.10147.9380.0000.000
2662024.08.16 12:03modify690.10147.938148.388147.413
2672024.08.16 12:03modify680.10148.087148.388147.413
2682024.08.16 12:03modify670.10148.235148.388147.413
2692024.08.16 12:03modify660.10148.913148.388147.413
2702024.08.19 01:51t/p660.10147.413148.388147.41398.0611365.05
2712024.08.19 01:51t/p670.10147.413148.388147.41353.9211418.97
2722024.08.19 01:51t/p680.10147.413148.388147.41343.8811462.85
2732024.08.19 01:51t/p690.10147.413148.388147.41333.7711496.61
2742024.08.30 16:00sell700.10145.9550.0000.000
2752024.08.30 16:00modify700.10145.955146.555144.455
2762024.08.30 20:59close at stop700.10146.143146.555144.455-12.8611483.75