Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 test2613Ticks modelled79294Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread30
Total net profit1176.39Gross profit1838.15Gross loss-661.75
Profit factor2.78Expected payoff20.28
Absolute drawdown17.67Maximal drawdown234.29 (11.79%)Relative drawdown14.68% (210.53)
Total trades58Short positions (won %)22 (63.64%)Long positions (won %)36 (61.11%)
Profit trades (% of total)36 (62.07%)Loss trades (% of total)22 (37.93%)
Largestprofit trade100.89loss trade-103.99
Averageprofit trade51.06loss trade-30.08
Maximumconsecutive wins (profit in money)8 (407.07)consecutive losses (loss in money)3 (-124.42)
Maximalconsecutive profit (count of wins)407.07 (8)consecutive loss (count of losses)-124.42 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.21 04:00buy10.10147.4090.0000.000
22023.11.21 04:00modify10.10147.409145.909148.809
32023.11.21 17:30buy20.10147.9850.0000.000
42023.11.21 17:30modify20.10147.985147.549148.809
52023.11.21 17:30modify10.10147.409147.549148.809
62023.11.21 18:20buy30.10148.1850.0000.000
72023.11.21 18:20modify30.10148.185147.899148.809
82023.11.21 18:20buy40.10148.1850.0000.000
92023.11.21 18:20modify40.10148.185147.969148.809
102023.11.21 18:20modify20.10147.985147.969148.809
112023.11.21 18:20modify10.10147.409147.969148.809
122023.11.21 18:25modify30.10148.185147.969148.809
132023.11.22 06:20t/p10.10148.809147.969148.80994.991094.99
142023.11.22 06:20t/p20.10148.809147.969148.80956.311151.31
152023.11.22 06:20t/p30.10148.809147.969148.80942.871194.18
162023.11.22 06:20t/p40.10148.809147.969148.80942.871237.05
172023.12.07 08:00buy50.10145.7430.0000.000
182023.12.07 08:00modify50.10145.743144.243147.143
192023.12.07 15:30s/l50.10144.243144.243147.143-103.991133.06
202023.12.11 08:00sell60.10146.3780.0000.000
212023.12.11 08:00modify60.10146.378147.878144.978
222023.12.12 00:55sell70.10145.7930.0000.000
232023.12.12 00:55modify70.10145.793146.238144.978
242023.12.12 00:55modify60.10146.378146.238144.978
252023.12.12 03:50sell80.10145.5870.0000.000
262023.12.12 03:50modify80.10145.587145.888144.978
272023.12.12 03:50sell90.10145.5870.0000.000
282023.12.12 03:50modify90.10145.587145.818144.978
292023.12.12 03:50modify70.10145.793145.818144.978
302023.12.12 03:50modify60.10146.378145.818144.978
312023.12.12 03:55modify80.10145.587145.818144.978
322023.12.12 13:05t/p60.10144.978145.818144.97894.991228.05
332023.12.12 13:05t/p70.10144.978145.818144.97856.261284.31
342023.12.12 13:05t/p80.10144.978145.818144.97842.041326.35
352023.12.12 13:05t/p90.10144.978145.818144.97842.041368.39
362023.12.19 08:00sell100.10144.1630.0000.000
372023.12.19 08:00modify100.10144.163145.663142.763
382023.12.20 04:20sell110.10143.5920.0000.000
392023.12.20 04:20modify110.10143.592144.023142.763
402023.12.20 04:20modify100.10144.163144.023142.763
412023.12.20 04:40sell120.10143.3650.0000.000
422023.12.20 04:40modify120.10143.365143.673142.763
432023.12.20 04:40sell130.10143.3650.0000.000
442023.12.20 04:40modify130.10143.365143.603142.763
452023.12.20 04:40modify110.10143.592143.603142.763
462023.12.20 04:40modify100.10144.163143.603142.763
472023.12.20 04:45modify120.10143.365143.603142.763
482023.12.20 05:30s/l100.10143.603143.603142.76337.321405.71
492023.12.20 05:30s/l110.10143.603143.603142.763-0.771404.94
502023.12.20 05:30s/l120.10143.603143.603142.763-16.571388.37
512023.12.20 05:30s/l130.10143.603143.603142.763-16.571371.80
522024.03.07 08:00buy140.10147.9680.0000.000
532024.03.07 08:00modify140.10147.968146.468149.368
542024.03.15 00:50buy150.10148.5400.0000.000
552024.03.15 00:50modify150.10148.540148.108149.368
562024.03.15 00:50modify140.10147.968148.108149.368
572024.03.15 06:40s/l140.10148.108148.108149.36817.151388.95
582024.03.15 06:40s/l150.10148.108148.108149.368-29.171359.78
592024.04.29 08:00buy160.10155.5910.0000.000
602024.04.29 08:00modify160.10155.591154.091156.991
612024.04.29 11:50buy170.10156.3630.0000.000
622024.04.29 11:50modify170.10156.363156.081156.991
632024.04.29 11:50buy180.10156.3630.0000.000
642024.04.29 11:50modify180.10156.363156.151156.991
652024.04.29 11:50modify160.10155.591156.151156.991
662024.04.29 11:55modify170.10156.363156.151156.991
672024.04.29 12:05s/l160.10156.151156.151156.99135.861395.64
682024.04.29 12:05s/l170.10156.151156.151156.991-13.581382.06
692024.04.29 12:05s/l180.10156.151156.151156.991-13.581368.48
702024.05.02 00:00buy190.10155.7560.0000.000
712024.05.02 00:00modify190.10155.756154.256157.156
722024.05.02 14:30s/l190.10154.256154.256157.156-97.261271.22
732024.05.16 00:00buy200.10154.3310.0000.000
742024.05.16 00:00modify200.10154.331152.831155.731
752024.05.16 11:30buy210.10154.8930.0000.000
762024.05.16 11:30modify210.10154.893154.471155.731
772024.05.16 11:30modify200.10154.331154.471155.731
782024.05.17 01:30t/p200.10155.731154.471155.73190.851362.07
792024.05.17 01:30t/p210.10155.731154.471155.73154.761416.83
802024.06.04 12:00buy220.10154.8970.0000.000
812024.06.04 12:00modify220.10154.897153.397156.297
822024.06.05 00:40buy230.10155.4650.0000.000
832024.06.05 00:40modify230.10155.465155.037156.297
842024.06.05 00:40modify220.10154.897155.037156.297
852024.06.05 05:30buy240.10155.6890.0000.000
862024.06.05 05:30modify240.10155.689155.387156.297
872024.06.05 05:30buy250.10155.6890.0000.000
882024.06.05 05:30modify250.10155.689155.457156.297
892024.06.05 05:30modify230.10155.465155.457156.297
902024.06.05 05:30modify220.10154.897155.457156.297
912024.06.05 05:35modify240.10155.689155.457156.297
922024.06.05 08:40t/p220.10156.297155.457156.29790.531507.37
932024.06.05 08:40t/p230.10156.297155.457156.29753.231560.60
942024.06.05 08:40t/p240.10156.297155.457156.29738.901599.50
952024.06.05 08:40t/p250.10156.297155.457156.29738.901638.40
962024.07.17 12:00buy260.10156.5400.0000.000
972024.07.17 12:00modify260.10156.540155.040157.940
982024.07.18 16:30buy270.10157.1090.0000.000
992024.07.18 16:30modify270.10157.109156.680157.940
1002024.07.18 16:30modify260.10156.540156.680157.940
1012024.07.18 18:55buy280.10157.3140.0000.000
1022024.07.18 18:55modify280.10157.314157.030157.940
1032024.07.18 18:55buy290.10157.3140.0000.000
1042024.07.18 18:55modify290.10157.314157.100157.940
1052024.07.18 18:55modify270.10157.109157.100157.940
1062024.07.18 18:55modify260.10156.540157.100157.940
1072024.07.18 19:00modify280.10157.314157.100157.940
1082024.07.19 00:05s/l260.10157.100157.100157.94039.501677.90
1092024.07.19 00:05s/l270.10157.100157.100157.9400.391678.29
1102024.07.19 00:05s/l280.10157.100157.100157.940-12.661665.64
1112024.07.19 00:05s/l290.10157.100157.100157.940-12.661652.98
1122024.07.24 12:00buy300.10154.2170.0000.000
1132024.07.24 12:00modify300.10154.217152.717155.617
1142024.07.25 01:40s/l300.10152.717152.717155.617-95.381557.60
1152024.07.25 04:00buy310.10152.3450.0000.000
1162024.07.25 04:00modify310.10152.345150.845153.745
1172024.07.25 12:20buy320.10153.1190.0000.000
1182024.07.25 12:20modify320.10153.119152.835153.745
1192024.07.25 12:20buy330.10153.1190.0000.000
1202024.07.25 12:20modify330.10153.119152.905153.745
1212024.07.25 12:20modify310.10152.345152.905153.745
1222024.07.25 12:25modify320.10153.119152.905153.745
1232024.07.25 13:20t/p310.10153.745152.905153.74591.041648.64
1242024.07.25 13:20t/p320.10153.745152.905153.74540.711689.35
1252024.07.25 13:20t/p330.10153.745152.905153.74540.711730.06
1262024.07.31 08:00buy340.10150.9510.0000.000
1272024.07.31 08:00modify340.10150.951149.451152.351
1282024.08.01 00:40s/l340.10149.451149.451152.351-97.551632.51
1292024.08.07 04:00sell350.10147.1290.0000.000
1302024.08.07 04:00modify350.10147.129148.629145.729
1312024.08.07 22:40sell360.10146.3530.0000.000
1322024.08.07 22:40modify360.10146.353146.639145.729
1332024.08.07 22:40sell370.10146.3530.0000.000
1342024.08.07 22:40modify370.10146.353146.569145.729
1352024.08.07 22:40modify350.10147.129146.569145.729
1362024.08.07 22:45modify360.10146.353146.569145.729
1372024.08.07 23:40t/p350.10145.729146.569145.72996.161728.67
1382024.08.07 23:40t/p360.10145.729146.569145.72942.861771.53
1392024.08.07 23:40t/p370.10145.729146.569145.72942.861814.39
1402024.08.19 04:00buy380.10146.4890.0000.000
1412024.08.19 04:00modify380.10146.489144.989147.889
1422024.08.20 02:50buy390.10147.0540.0000.000
1432024.08.20 02:50modify390.10147.054146.629147.889
1442024.08.20 02:50modify380.10146.489146.629147.889
1452024.08.20 07:40s/l380.10146.629146.629147.88910.531824.92
1462024.08.20 07:40s/l390.10146.629146.629147.889-29.041795.88
1472024.08.26 00:00buy400.10143.9500.0000.000
1482024.08.26 00:00modify400.10143.950142.450145.350
1492024.08.26 16:55buy410.10144.5340.0000.000
1502024.08.26 16:55modify410.10144.534144.090145.350
1512024.08.26 16:55modify400.10143.950144.090145.350
1522024.08.27 02:10buy420.10144.7370.0000.000
1532024.08.27 02:10modify420.10144.737144.440145.350
1542024.08.27 02:10buy430.10144.7370.0000.000
1552024.08.27 02:10modify430.10144.737144.510145.350
1562024.08.27 02:10modify410.10144.534144.510145.350
1572024.08.27 02:10modify400.10143.950144.510145.350
1582024.08.27 02:15modify420.10144.737144.510145.350
1592024.08.27 11:40s/l400.10144.510144.510145.35039.721835.60
1602024.08.27 11:40s/l410.10144.510144.510145.350-0.701834.90
1612024.08.27 11:40s/l420.10144.510144.510145.350-15.711819.19
1622024.08.27 11:40s/l430.10144.510144.510145.350-15.711803.48
1632024.09.11 04:00buy440.10141.4260.0000.000
1642024.09.11 04:00modify440.10141.426139.926142.826
1652024.09.11 17:10buy450.10142.0060.0000.000
1662024.09.11 17:10modify450.10142.006141.566142.826
1672024.09.11 17:10modify440.10141.426141.566142.826
1682024.09.12 00:30t/p440.10142.826141.566142.826100.891904.37
1692024.09.12 00:30t/p450.10142.826141.566142.82660.291964.66
1702024.09.27 08:00buy460.10143.2210.0000.000
1712024.09.27 08:00modify460.10143.221141.721144.621
1722024.09.27 08:15buy470.10143.7990.0000.000
1732024.09.27 08:15modify470.10143.799143.361144.621
1742024.09.27 08:15modify460.10143.221143.361144.621
1752024.09.27 08:30s/l460.10143.361143.361144.6219.781974.44
1762024.09.27 08:30s/l470.10143.361143.361144.621-30.571943.87
1772024.10.01 04:00sell480.10144.2780.0000.000
1782024.10.01 04:00modify480.10144.278145.778142.878
1792024.10.01 08:40sell490.10143.6970.0000.000
1802024.10.01 08:40modify490.10143.697144.138142.878
1812024.10.01 08:40modify480.10144.278144.138142.878
1822024.10.01 13:30sell500.10143.5080.0000.000
1832024.10.01 13:30modify500.10143.508143.788142.878
1842024.10.01 13:30sell510.10143.5080.0000.000
1852024.10.01 13:30modify510.10143.508143.718142.878
1862024.10.01 13:30modify490.10143.697143.718142.878
1872024.10.01 13:30modify480.10144.278143.718142.878
1882024.10.01 13:35modify500.10143.508143.718142.878
1892024.10.01 14:40s/l480.10143.718143.718142.87838.931982.80
1902024.10.01 14:40s/l490.10143.718143.718142.878-1.451981.35
1912024.10.01 14:40s/l500.10143.718143.718142.878-14.591966.76
1922024.10.01 14:40s/l510.10143.718143.718142.878-14.591952.17
1932024.10.23 12:00sell520.10153.0530.0000.000
1942024.10.23 12:00modify520.10153.053154.553151.653
1952024.10.23 18:33sell530.10152.4700.0000.000
1962024.10.23 18:33modify530.10152.470152.913151.653
1972024.10.23 18:33modify520.10153.053152.913151.653
1982024.10.24 05:25sell540.10152.2670.0000.000
1992024.10.24 05:25modify540.10152.267152.563151.653
2002024.10.24 05:25sell550.10152.2670.0000.000
2012024.10.24 05:25modify550.10152.267152.493151.653
2022024.10.24 05:25modify530.10152.470152.493151.653
2032024.10.24 05:25modify520.10153.053152.493151.653
2042024.10.24 05:30modify540.10152.267152.493151.653
2052024.10.24 17:40t/p520.10151.653152.493151.65387.372039.54
2062024.10.24 17:40t/p530.10151.653152.493151.65348.912088.45
2072024.10.24 17:40t/p540.10151.653152.493151.65340.512128.96
2082024.10.24 17:40t/p550.10151.653152.493151.65340.512169.47
2092024.10.28 04:00sell560.10153.6300.0000.000
2102024.10.28 04:00modify560.10153.630155.130152.230
2112024.10.28 10:10sell570.10152.8430.0000.000
2122024.10.28 10:10modify570.10152.843153.140152.230
2132024.10.28 10:10sell580.10152.8430.0000.000
2142024.10.28 10:10modify580.10152.843153.070152.230
2152024.10.28 10:10modify560.10153.630153.070152.230
2162024.10.28 10:15modify570.10152.843153.070152.230
2172024.10.28 14:40s/l560.10153.070153.070152.23036.582206.05
2182024.10.28 14:40s/l570.10153.070153.070152.230-14.832191.22
2192024.10.28 14:40s/l580.10153.070153.070152.230-14.832176.39