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=0; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=10; 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 modelled78994Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit1298.04Gross profit2793.58Gross loss-1495.54
Profit factor1.87Expected payoff14.92
Absolute drawdown72.07Maximal drawdown767.75 (6.64%)Relative drawdown6.64% (767.75)
Total trades87Short positions (won %)39 (56.41%)Long positions (won %)48 (60.42%)
Profit trades (% of total)51 (58.62%)Loss trades (% of total)36 (41.38%)
Largestprofit trade109.52loss trade-106.87
Averageprofit trade54.78loss trade-41.54
Maximumconsecutive wins (profit in money)9 (528.84)consecutive losses (loss in money)5 (-227.38)
Maximalconsecutive profit (count of wins)528.84 (9)consecutive loss (count of losses)-296.39 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.01 04:00buy10.10145.4820.0000.000
22023.09.01 04:00modify10.10145.482144.082146.982
32023.09.01 15:40buy20.10146.2520.0000.000
42023.09.01 15:40modify20.10146.252145.932146.982
52023.09.01 15:40buy30.10146.2520.0000.000
62023.09.01 15:40modify30.10146.252145.932146.982
72023.09.01 15:40modify10.10145.482145.932146.982
82023.09.04 07:40buy40.10146.4860.0000.000
92023.09.04 07:40modify40.10146.486146.007146.982
102023.09.04 07:40modify30.10146.252146.007146.982
112023.09.04 07:40modify20.10146.252146.007146.982
122023.09.04 07:40modify10.10145.482146.007146.982
132023.09.05 06:30t/p10.10146.982146.007146.982103.8710103.87
142023.09.05 06:30t/p20.10146.982146.007146.98251.4910155.35
152023.09.05 06:30t/p30.10146.982146.007146.98251.4910206.84
162023.09.05 06:30t/p40.10146.982146.007146.98234.6610241.50
172023.09.11 04:00buy50.10146.4880.0000.000
182023.09.11 04:00modify50.10146.488145.088147.988
192023.09.12 13:40buy60.10147.2560.0000.000
202023.09.12 13:40modify60.10147.256146.938147.988
212023.09.12 13:40buy70.10147.2560.0000.000
222023.09.12 13:40modify70.10147.256146.938147.988
232023.09.12 13:40modify50.10146.488146.938147.988
242023.09.13 01:40buy80.10147.4710.0000.000
252023.09.13 01:40modify80.10147.471147.013147.988
262023.09.13 01:40modify70.10147.256147.013147.988
272023.09.13 01:40modify60.10147.256147.013147.988
282023.09.13 01:40modify50.10146.488147.013147.988
292023.09.20 07:20t/p50.10147.988147.013147.988109.5210351.02
302023.09.20 07:20t/p60.10147.988147.013147.98856.7310407.74
312023.09.20 07:20t/p70.10147.988147.013147.98856.7310464.47
322023.09.20 07:20t/p80.10147.988147.013147.98841.2910505.76
332023.09.20 08:00sell90.10148.1410.0000.000
342023.09.20 08:00modify90.10148.141149.541146.641
352023.09.21 14:40sell100.10147.3670.0000.000
362023.09.21 14:40modify100.10147.367147.691146.641
372023.09.21 14:40sell110.10147.3670.0000.000
382023.09.21 14:40modify110.10147.367147.691146.641
392023.09.21 14:40modify90.10148.141147.691146.641
402023.09.22 00:05s/l90.10147.691147.691146.64123.0810528.84
412023.09.22 00:05s/l100.10147.691147.691146.641-23.7810505.06
422023.09.22 00:05s/l110.10147.691147.691146.641-23.7810481.28
432023.09.29 08:00buy120.10148.7980.0000.000
442023.09.29 08:00modify120.10148.798147.398150.298
452023.10.01 23:55buy130.10149.5700.0000.000
462023.10.01 23:55modify130.10149.570149.248150.298
472023.10.01 23:55buy140.10149.5700.0000.000
482023.10.01 23:55modify140.10149.570149.248150.298
492023.10.01 23:55modify120.10148.798149.248150.298
502023.10.02 02:30buy150.10149.7940.0000.000
512023.10.02 02:30modify150.10149.794149.323150.298
522023.10.02 02:30modify140.10149.570149.323150.298
532023.10.02 02:30modify130.10149.570149.323150.298
542023.10.02 02:30modify120.10148.798149.323150.298
552023.10.03 14:20s/l120.10149.323149.323150.29837.0310518.30
562023.10.03 14:20s/l130.10149.323149.323150.298-14.7410503.56
572023.10.03 14:20s/l140.10149.323149.323150.298-14.7410488.82
582023.10.03 14:20s/l150.10149.323149.323150.298-30.6710458.15
592023.11.02 04:00buy160.10150.3800.0000.000
602023.11.02 04:00modify160.10150.380148.980151.880
612023.11.09 12:55buy170.10151.1320.0000.000
622023.11.09 12:55modify170.10151.132150.830151.880
632023.11.09 12:55buy180.10151.1320.0000.000
642023.11.09 12:55modify180.10151.132150.830151.880
652023.11.09 12:55modify160.10150.380150.830151.880
662023.11.09 20:30buy190.10151.3770.0000.000
672023.11.09 20:30modify190.10151.377150.905151.880
682023.11.09 20:30modify180.10151.132150.905151.880
692023.11.09 20:30modify170.10151.132150.905151.880
702023.11.09 20:30modify160.10150.380150.905151.880
712023.11.13 14:40t/p160.10151.880150.905151.880106.9210565.06
722023.11.13 14:40t/p170.10151.880150.905151.88051.0610616.12
732023.11.13 14:40t/p180.10151.880150.905151.88051.0610667.18
742023.11.13 14:40t/p190.10151.880150.905151.88034.9310702.10
752023.11.21 04:00buy200.10147.4090.0000.000
762023.11.21 04:00modify200.10147.409146.009148.909
772023.11.21 18:20buy210.10148.1850.0000.000
782023.11.21 18:20modify210.10148.185147.859148.909
792023.11.21 18:20buy220.10148.1850.0000.000
802023.11.21 18:20modify220.10148.185147.859148.909
812023.11.21 18:20modify200.10147.409147.859148.909
822023.11.21 19:55buy230.10148.3970.0000.000
832023.11.21 19:55modify230.10148.397147.934148.909
842023.11.21 19:55modify220.10148.185147.934148.909
852023.11.21 19:55modify210.10148.185147.934148.909
862023.11.21 19:55modify200.10147.409147.934148.909
872023.11.22 06:30t/p200.10148.909147.934148.909101.6010803.70
882023.11.22 06:30t/p210.10148.909147.934148.90949.5110853.21
892023.11.22 06:30t/p220.10148.909147.934148.90949.5110902.72
902023.11.22 06:30t/p230.10148.909147.934148.90935.2810938.00
912023.12.07 08:00buy240.10145.7430.0000.000
922023.12.07 08:00modify240.10145.743144.343147.243
932023.12.07 15:30s/l240.10144.343144.343147.243-97.0610840.94
942023.12.11 08:00sell250.10146.3780.0000.000
952023.12.11 08:00modify250.10146.378147.778144.878
962023.12.12 02:15sell260.10145.6180.0000.000
972023.12.12 02:15modify260.10145.618145.928144.878
982023.12.12 02:15sell270.10145.6180.0000.000
992023.12.12 02:15modify270.10145.618145.928144.878
1002023.12.12 02:15modify250.10146.378145.928144.878
1012023.12.12 06:00sell280.10145.3740.0000.000
1022023.12.12 06:00modify280.10145.374145.853144.878
1032023.12.12 06:00modify270.10145.618145.853144.878
1042023.12.12 06:00modify260.10145.618145.853144.878
1052023.12.12 06:00modify250.10146.378145.853144.878
1062023.12.12 13:05t/p250.10144.878145.853144.878101.7210942.65
1072023.12.12 13:05t/p260.10144.878145.853144.87851.0910993.74
1082023.12.12 13:05t/p270.10144.878145.853144.87851.0911044.83
1092023.12.12 13:05t/p280.10144.878145.853144.87834.2511079.08
1102023.12.19 08:00sell290.10144.1630.0000.000
1112023.12.19 08:00modify290.10144.163145.563142.663
1122023.12.20 04:50sell300.10143.3970.0000.000
1132023.12.20 04:50modify300.10143.397143.713142.663
1142023.12.20 04:50sell310.10143.3970.0000.000
1152023.12.20 04:50modify310.10143.397143.713142.663
1162023.12.20 04:50modify290.10144.163143.713142.663
1172023.12.20 05:40s/l290.10143.713143.713142.66329.4711108.55
1182023.12.20 05:40s/l300.10143.713143.713142.663-21.9911086.56
1192023.12.20 05:40s/l310.10143.713143.713142.663-21.9911064.57
1202023.12.27 08:00sell320.10142.7860.0000.000
1212023.12.27 08:00modify320.10142.786144.186141.286
1222023.12.27 18:30sell330.10142.0270.0000.000
1232023.12.27 18:30modify330.10142.027142.336141.286
1242023.12.27 18:30sell340.10142.0270.0000.000
1252023.12.27 18:30modify340.10142.027142.336141.286
1262023.12.27 18:30modify320.10142.786142.336141.286
1272023.12.27 20:30sell350.10141.8000.0000.000
1282023.12.27 20:30modify350.10141.800142.261141.286
1292023.12.27 20:30modify340.10142.027142.261141.286
1302023.12.27 20:30modify330.10142.027142.261141.286
1312023.12.27 20:30modify320.10142.786142.261141.286
1322023.12.28 00:05t/p320.10141.286142.261141.286100.6711165.24
1332023.12.28 00:05t/p330.10141.286142.261141.28646.9411212.17
1342023.12.28 00:05t/p340.10141.286142.261141.28646.9411259.11
1352023.12.28 00:05t/p350.10141.286142.261141.28630.8711289.98
1362024.02.05 08:00sell360.10148.4780.0000.000
1372024.02.05 08:00modify360.10148.478149.878146.978
1382024.02.07 01:40sell370.10147.7090.0000.000
1392024.02.07 01:40modify370.10147.709148.028146.978
1402024.02.07 01:40sell380.10147.7090.0000.000
1412024.02.07 01:40modify380.10147.709148.028146.978
1422024.02.07 01:40modify360.10148.478148.028146.978
1432024.02.07 06:30s/l360.10148.028148.028146.97826.7111316.69
1442024.02.07 06:30s/l370.10148.028148.028146.978-21.5511295.14
1452024.02.07 06:30s/l380.10148.028148.028146.978-21.5511273.59
1462024.02.08 08:00sell390.10148.7320.0000.000
1472024.02.08 08:00modify390.10148.732150.132147.232
1482024.02.13 13:30s/l390.10150.132150.132147.232-98.7511174.84
1492024.02.19 04:00buy400.10149.9640.0000.000
1502024.02.19 04:00modify400.10149.964148.564151.464
1512024.02.22 17:15buy410.10150.7180.0000.000
1522024.02.22 17:15modify410.10150.718150.414151.464
1532024.02.22 17:15buy420.10150.7180.0000.000
1542024.02.22 17:15modify420.10150.718150.414151.464
1552024.02.22 17:15modify400.10149.964150.414151.464
1562024.02.23 00:40s/l400.10150.414150.414151.46435.3711210.21
1572024.02.23 00:40s/l410.10150.414150.414151.464-19.3111190.90
1582024.02.23 00:40s/l420.10150.414150.414151.464-19.3111171.59
1592024.02.28 08:00sell430.10150.7400.0000.000
1602024.02.28 08:00modify430.10150.740152.140149.240
1612024.02.29 02:40sell440.10149.7600.0000.000
1622024.02.29 02:40modify440.10149.760150.215149.240
1632024.02.29 02:40modify430.10150.740150.215149.240
1642024.02.29 10:35sell450.10149.9860.0000.000
1652024.02.29 10:35modify450.10149.986150.290149.240
1662024.02.29 10:35sell460.10149.9860.0000.000
1672024.02.29 10:35modify460.10149.986150.290149.240
1682024.02.29 10:40modify460.10149.986150.215149.240
1692024.02.29 10:40modify450.10149.986150.215149.240
1702024.02.29 15:15t/p430.10149.240150.215149.24094.9811266.56
1712024.02.29 15:15t/p440.10149.240150.215149.24034.8511301.41
1722024.02.29 15:15t/p450.10149.240150.215149.24049.9911351.40
1732024.02.29 15:15t/p460.10149.240150.215149.24049.9911401.39
1742024.03.06 08:00buy470.10149.5650.0000.000
1752024.03.06 08:00modify470.10149.565148.165151.065
1762024.03.07 06:40s/l470.10148.165148.165151.065-91.8011309.59
1772024.03.08 04:00buy480.10147.8420.0000.000
1782024.03.08 04:00modify480.10147.842146.442149.342
1792024.03.15 07:59buy490.10148.5980.0000.000
1802024.03.15 07:59modify490.10148.598148.292149.342
1812024.03.15 07:59buy500.10148.5980.0000.000
1822024.03.15 07:59modify500.10148.598148.292149.342
1832024.03.15 07:59modify480.10147.842148.292149.342
1842024.03.15 08:46buy510.10148.8370.0000.000
1852024.03.15 08:46modify510.10148.837148.367149.342
1862024.03.15 08:46modify500.10148.598148.367149.342
1872024.03.15 08:46modify490.10148.598148.367149.342
1882024.03.15 08:46modify480.10147.842148.367149.342
1892024.03.19 01:20t/p480.10149.342148.367149.342108.6211418.20
1902024.03.19 01:20t/p490.10149.342148.367149.34251.6411469.84
1912024.03.19 01:20t/p500.10149.342148.367149.34251.6411521.48
1922024.03.19 01:20t/p510.10149.342148.367149.34235.6411557.12
1932024.03.19 04:00sell520.10149.7010.0000.000
1942024.03.19 04:00modify520.10149.701151.101148.201
1952024.03.20 00:20s/l520.10151.101151.101148.201-94.4411462.67
1962024.04.08 04:00sell530.10151.7690.0000.000
1972024.04.08 04:00modify530.10151.769153.169150.269
1982024.04.10 20:30s/l530.10153.169153.169150.269-95.0811367.59
1992024.04.15 04:00sell540.10153.6710.0000.000
2002024.04.15 04:00modify540.10153.671155.071152.171
2012024.04.24 12:30s/l540.10155.071155.071152.171-106.8711260.73
2022024.04.26 04:00sell550.10155.9430.0000.000
2032024.04.26 04:00modify550.10155.943157.343154.443
2042024.04.26 08:40sell560.10154.9650.0000.000
2052024.04.26 08:40modify560.10154.965155.418154.443
2062024.04.26 08:40modify550.10155.943155.418154.443
2072024.04.26 08:55s/l550.10155.418155.418154.44333.7311294.46
2082024.04.26 08:55s/l560.10155.418155.418154.443-29.1111265.35
2092024.05.08 04:00sell570.10155.1610.0000.000
2102024.05.08 04:00modify570.10155.161156.561153.661
2112024.05.14 06:40s/l570.10156.561156.561153.661-100.4811164.86
2122024.05.27 04:00buy580.10156.7320.0000.000
2132024.05.27 04:00modify580.10156.732155.332158.232
2142024.05.29 16:30buy590.10157.7090.0000.000
2152024.05.29 16:30modify590.10157.709157.257158.232
2162024.05.29 16:30modify580.10156.732157.257158.232
2172024.05.30 01:40buy600.10157.4820.0000.000
2182024.05.30 01:40modify600.10157.482157.182158.232
2192024.05.30 01:40buy610.10157.4820.0000.000
2202024.05.30 01:40modify610.10157.482157.182158.232
2212024.05.30 01:45modify610.10157.482157.257158.232
2222024.05.30 01:45modify600.10157.482157.257158.232
2232024.05.30 04:30s/l580.10157.257157.257158.23237.9311202.79
2242024.05.30 04:30s/l590.10157.257157.257158.232-26.0211176.77
2252024.05.30 04:30s/l600.10157.257157.257158.232-14.3211162.45
2262024.05.30 04:30s/l610.10157.257157.257158.232-14.3211148.13
2272024.06.04 08:00buy620.10155.4160.0000.000
2282024.06.04 08:00modify620.10155.416154.016156.916
2292024.06.05 07:50buy630.10156.1850.0000.000
2302024.06.05 07:50modify630.10156.185155.866156.916
2312024.06.05 07:50buy640.10156.1850.0000.000
2322024.06.05 07:50modify640.10156.185155.866156.916
2332024.06.05 07:50modify620.10155.416155.866156.916
2342024.06.05 13:40s/l620.10155.866155.866156.91629.7811177.91
2352024.06.05 13:40s/l630.10155.866155.866156.916-20.4711157.44
2362024.06.05 13:40s/l640.10155.866155.866156.916-20.4711136.97
2372024.06.10 04:00sell650.10157.1490.0000.000
2382024.06.10 04:00modify650.10157.149158.549155.649
2392024.06.12 12:55sell660.10156.1580.0000.000
2402024.06.12 12:55modify660.10156.158156.624155.649
2412024.06.12 12:55modify650.10157.149156.624155.649
2422024.06.12 18:40s/l650.10156.624156.624155.64929.8111166.78
2432024.06.12 18:40s/l660.10156.624156.624155.649-29.7411137.04
2442024.06.18 08:00sell670.10158.1300.0000.000
2452024.06.18 08:00modify670.10158.130159.530156.630
2462024.06.21 14:40s/l670.10159.530159.530156.630-96.9211040.12
2472024.07.02 04:00sell680.10161.6600.0000.000
2482024.07.02 04:00modify680.10161.660163.060160.160
2492024.07.05 01:50sell690.10160.9020.0000.000
2502024.07.05 01:50modify690.10160.902161.210160.160
2512024.07.05 01:50sell700.10160.9020.0000.000
2522024.07.05 01:50modify700.10160.902161.210160.160
2532024.07.05 01:50modify680.10161.660161.210160.160
2542024.07.05 05:55sell710.10160.6790.0000.000
2552024.07.05 05:55modify710.10160.679161.135160.160
2562024.07.05 05:55modify700.10160.902161.135160.160
2572024.07.05 05:55modify690.10160.902161.135160.160
2582024.07.05 05:55modify680.10161.660161.135160.160
2592024.07.05 12:40s/l680.10161.135161.135160.16023.3511063.47
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2622024.07.05 12:40s/l710.10161.135161.135160.160-28.2911006.26
2632024.07.08 04:00buy720.10160.5160.0000.000
2642024.07.08 04:00modify720.10160.516159.116162.016
2652024.07.09 14:30buy730.10161.2800.0000.000
2662024.07.09 14:30modify730.10161.280160.966162.016
2672024.07.09 14:30buy740.10161.2800.0000.000
2682024.07.09 14:30modify740.10161.280160.966162.016
2692024.07.09 14:30modify720.10160.516160.966162.016
2702024.07.10 01:00buy750.10161.4960.0000.000
2712024.07.10 01:00modify750.10161.496161.041162.016
2722024.07.10 01:00modify740.10161.280161.041162.016
2732024.07.10 01:00modify730.10161.280161.041162.016
2742024.07.10 01:00modify720.10160.516161.041162.016
2752024.07.11 12:10s/l720.10161.041161.041162.01637.1411043.40
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2792024.07.17 08:00buy760.10157.1000.0000.000
2802024.07.17 08:00modify760.10157.100155.700158.600
2812024.07.17 23:30s/l760.10155.700155.700158.600-89.9410905.51
2822024.07.23 04:00buy770.10156.3090.0000.000
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2852024.07.25 04:00buy780.10152.3450.0000.000
2862024.07.25 04:00modify780.10152.345150.945153.845
2872024.07.25 12:20buy790.10153.1190.0000.000
2882024.07.25 12:20modify790.10153.119152.795153.845
2892024.07.25 12:20buy800.10153.1190.0000.000
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2912024.07.25 12:20modify780.10152.345152.795153.845
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2952024.07.30 08:00sell810.10154.8980.0000.000
2962024.07.30 08:00modify810.10154.898156.298153.398
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2982024.08.07 04:00sell820.10147.1290.0000.000
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3002024.08.07 22:40sell830.10146.3530.0000.000
3012024.08.07 22:40modify830.10146.353146.679145.629
3022024.08.07 22:40sell840.10146.3530.0000.000
3032024.08.07 22:40modify840.10146.353146.679145.629
3042024.08.07 22:40modify820.10147.129146.679145.629
3052024.08.07 23:40t/p820.10145.629146.679145.629103.0311208.70
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3082024.08.19 04:00buy850.10146.4890.0000.000
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3102024.08.20 05:30buy860.10147.2450.0000.000
3112024.08.20 05:30modify860.10147.245146.939147.989
3122024.08.20 05:30buy870.10147.2450.0000.000
3132024.08.20 05:30modify870.10147.245146.939147.989
3142024.08.20 05:30modify850.10146.489146.939147.989
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