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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1913Ticks modelled37866308Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit531.94Gross profit1301.57Gross loss-769.63
Profit factor1.69Expected payoff8.31
Absolute drawdown28.86Maximal drawdown364.62 (23.40%)Relative drawdown23.40% (364.62)
Total trades64Short positions (won %)22 (45.45%)Long positions (won %)42 (54.76%)
Profit trades (% of total)33 (51.56%)Loss trades (% of total)31 (48.44%)
Largestprofit trade95.04loss trade-103.99
Averageprofit trade39.44loss trade-24.83
Maximumconsecutive wins (profit in money)10 (492.87)consecutive losses (loss in money)4 (-124.72)
Maximalconsecutive profit (count of wins)492.87 (10)consecutive loss (count of losses)-125.23 (2)
Averageconsecutive wins2consecutive 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 17:06buy20.10147.9710.0000.000
42023.11.21 17:06modify20.10147.971147.549148.809
52023.11.21 17:06modify10.10147.409147.549148.809
62023.11.21 18:22buy30.10148.1810.0000.000
72023.11.21 18:22modify30.10148.181147.899148.809
82023.11.21 18:22buy40.10148.1810.0000.000
92023.11.21 18:22modify40.10148.181147.969148.809
102023.11.21 18:22modify20.10147.971147.969148.809
112023.11.21 18:22modify10.10147.409147.969148.809
122023.11.21 18:22modify30.10148.181147.969148.809
132023.11.22 06:05t/p10.10148.809147.969148.80995.041095.04
142023.11.22 06:05t/p20.10148.809147.969148.80957.271152.32
152023.11.22 06:05t/p30.10148.809147.969148.80943.161195.48
162023.11.22 06:05t/p40.10148.809147.969148.80943.161238.64
172023.12.07 08:00buy50.10145.7430.0000.000
182023.12.07 08:00modify50.10145.743144.243147.143
192023.12.07 15:33s/l50.10144.243144.243147.143-103.991134.65
202023.12.11 08:00sell60.10146.3780.0000.000
212023.12.11 08:00modify60.10146.378147.878144.978
222023.12.12 00:21sell70.10145.8170.0000.000
232023.12.12 00:21modify70.10145.817146.238144.978
242023.12.12 00:21modify60.10146.378146.238144.978
252023.12.12 01:12sell80.10145.6060.0000.000
262023.12.12 01:12modify80.10145.606145.888144.978
272023.12.12 01:12sell90.10145.6060.0000.000
282023.12.12 01:12modify90.10145.606145.818144.978
292023.12.12 01:12modify70.10145.817145.818144.978
302023.12.12 01:12modify60.10146.378145.818144.978
312023.12.12 01:12modify80.10145.606145.818144.978
322023.12.12 01:50s/l60.10145.818145.818144.97836.751171.40
332023.12.12 01:50s/l70.10145.818145.818144.978-0.071171.33
342023.12.12 01:50s/l80.10145.818145.818144.978-14.541156.79
352023.12.12 01:50s/l90.10145.818145.818144.978-14.541142.25
362023.12.19 08:00sell100.10144.1630.0000.000
372023.12.19 08:00modify100.10144.163145.663142.763
382023.12.19 16:23sell110.10143.5960.0000.000
392023.12.19 16:23modify110.10143.596144.023142.763
402023.12.19 16:23modify100.10144.163144.023142.763
412023.12.20 00:02s/l100.10144.023144.023142.7638.061150.31
422023.12.20 00:02s/l110.10144.023144.023142.763-31.311118.99
432024.03.07 08:00buy120.10147.9680.0000.000
442024.03.07 08:00modify120.10147.968146.468149.368
452024.03.15 00:21buy130.10148.5290.0000.000
462024.03.15 00:21modify130.10148.529148.108149.368
472024.03.15 00:21modify120.10147.968148.108149.368
482024.03.15 06:53s/l120.10148.108148.108149.36817.151136.15
492024.03.15 06:53s/l130.10148.108148.108149.368-28.431107.72
502024.04.29 08:00buy140.10155.5910.0000.000
512024.04.29 08:00modify140.10155.591154.091156.991
522024.04.29 11:33buy150.10156.1600.0000.000
532024.04.29 11:33modify150.10156.160155.731156.991
542024.04.29 11:33modify140.10155.591155.731156.991
552024.04.29 11:48buy160.10156.3610.0000.000
562024.04.29 11:48modify160.10156.361156.081156.991
572024.04.29 11:48buy170.10156.3610.0000.000
582024.04.29 11:48modify170.10156.361156.151156.991
592024.04.29 11:48modify150.10156.160156.151156.991
602024.04.29 11:48modify140.10155.591156.151156.991
612024.04.29 11:48modify160.10156.361156.151156.991
622024.04.29 12:04s/l140.10156.151156.151156.99135.861143.58
632024.04.29 12:04s/l150.10156.151156.151156.991-0.581143.00
642024.04.29 12:04s/l160.10156.151156.151156.991-13.451129.55
652024.04.29 12:04s/l170.10156.151156.151156.991-13.451116.10
662024.05.02 00:00buy180.10155.7560.0000.000
672024.05.02 00:00modify180.10155.756154.256157.156
682024.05.02 14:04s/l180.10154.256154.256157.156-97.241018.86
692024.05.16 00:00buy190.10154.3310.0000.000
702024.05.16 00:00modify190.10154.331152.831155.731
712024.05.16 11:27buy200.10154.8910.0000.000
722024.05.16 11:27modify200.10154.891154.471155.731
732024.05.16 11:27modify190.10154.331154.471155.731
742024.05.16 12:37buy210.10155.1060.0000.000
752024.05.16 12:37modify210.10155.106154.821155.731
762024.05.16 12:37buy220.10155.1060.0000.000
772024.05.16 12:37modify220.10155.106154.891155.731
782024.05.16 12:37modify200.10154.891154.891155.731
792024.05.16 12:37modify190.10154.331154.891155.731
802024.05.16 12:37modify210.10155.106154.891155.731
812024.05.17 01:14t/p190.10155.731154.891155.73190.861109.72
822024.05.17 01:14t/p200.10155.731154.891155.73154.901164.62
832024.05.17 01:14t/p210.10155.731154.891155.73141.091205.71
842024.05.17 01:14t/p220.10155.731154.891155.73141.091246.81
852024.06.04 12:00buy230.10154.8970.0000.000
862024.06.04 12:00modify230.10154.897153.397156.297
872024.06.05 00:16buy240.10155.4580.0000.000
882024.06.05 00:16modify240.10155.458155.037156.297
892024.06.05 00:16modify230.10154.897155.037156.297
902024.06.05 05:05buy250.10155.6700.0000.000
912024.06.05 05:05modify250.10155.670155.387156.297
922024.06.05 05:05buy260.10155.6700.0000.000
932024.06.05 05:05modify260.10155.670155.457156.297
942024.06.05 05:05modify240.10155.458155.457156.297
952024.06.05 05:05modify230.10154.897155.457156.297
962024.06.05 05:05modify250.10155.670155.457156.297
972024.06.05 08:55t/p230.10156.297155.457156.29790.541337.35
982024.06.05 08:55t/p240.10156.297155.457156.29753.681391.03
992024.06.05 08:55t/p250.10156.297155.457156.29740.121431.15
1002024.06.05 08:55t/p260.10156.297155.457156.29740.121471.27
1012024.07.17 12:00buy270.10156.5400.0000.000
1022024.07.17 12:00modify270.10156.540155.040157.940
1032024.07.18 16:38buy280.10157.1000.0000.000
1042024.07.18 16:38modify280.10157.100156.680157.940
1052024.07.18 16:38modify270.10156.540156.680157.940
1062024.07.18 18:42buy290.10157.3100.0000.000
1072024.07.18 18:42modify290.10157.310157.030157.940
1082024.07.18 18:42buy300.10157.3100.0000.000
1092024.07.18 18:42modify300.10157.310157.100157.940
1102024.07.18 18:42modify280.10157.100157.100157.940
1112024.07.18 18:42modify270.10156.540157.100157.940
1122024.07.18 18:42modify290.10157.310157.100157.940
1132024.07.19 00:02s/l270.10157.100157.100157.94039.491510.76
1142024.07.19 00:02s/l280.10157.100157.100157.9400.961511.73
1152024.07.19 00:02s/l290.10157.100157.100157.940-12.411499.32
1162024.07.19 00:02s/l300.10157.100157.100157.940-12.411486.91
1172024.07.24 12:00buy310.10154.2170.0000.000
1182024.07.24 12:00modify310.10154.217152.717155.617
1192024.07.25 01:34s/l310.10152.717152.717155.617-95.331391.58
1202024.07.25 04:00buy320.10152.3450.0000.000
1212024.07.25 04:00modify320.10152.345150.845153.745
1222024.07.25 05:18buy330.10152.9080.0000.000
1232024.07.25 05:18modify330.10152.908152.485153.745
1242024.07.25 05:18modify320.10152.345152.485153.745
1252024.07.25 07:21s/l320.10152.485152.485153.7459.181400.76
1262024.07.25 07:21s/l330.10152.485152.485153.745-27.751373.01
1272024.07.31 08:00buy340.10150.9510.0000.000
1282024.07.31 08:00modify340.10150.951149.451152.351
1292024.08.01 00:57s/l340.10149.451149.451152.351-97.481275.53
1302024.08.07 04:00sell350.10147.1290.0000.000
1312024.08.07 04:00modify350.10147.129148.629145.729
1322024.08.07 06:35sell360.10146.5520.0000.000
1332024.08.07 06:35modify360.10146.552146.989145.729
1342024.08.07 06:35modify350.10147.129146.989145.729
1352024.08.07 07:23sell370.10146.3590.0000.000
1362024.08.07 07:23modify370.10146.359146.639145.729
1372024.08.07 07:23sell380.10146.3590.0000.000
1382024.08.07 07:23modify380.10146.359146.569145.729
1392024.08.07 07:23modify360.10146.552146.569145.729
1402024.08.07 07:23modify350.10147.129146.569145.729
1412024.08.07 07:23modify370.10146.359146.569145.729
1422024.08.07 07:41s/l350.10146.569146.569145.72938.211313.74
1432024.08.07 07:41s/l360.10146.569146.569145.729-1.161312.58
1442024.08.07 07:41s/l370.10146.569146.569145.729-14.321298.26
1452024.08.07 07:41s/l380.10146.569146.569145.729-14.321283.94
1462024.08.19 04:00buy390.10146.4890.0000.000
1472024.08.19 04:00modify390.10146.489144.989147.889
1482024.08.20 02:57buy400.10147.0490.0000.000
1492024.08.20 02:57modify400.10147.049146.629147.889
1502024.08.20 02:57modify390.10146.489146.629147.889
1512024.08.20 05:24buy410.10147.2630.0000.000
1522024.08.20 05:24modify410.10147.263146.979147.889
1532024.08.20 05:24buy420.10147.2630.0000.000
1542024.08.20 05:24modify420.10147.263147.049147.889
1552024.08.20 05:24modify400.10147.049147.049147.889
1562024.08.20 05:24modify390.10146.489147.049147.889
1572024.08.20 05:24modify410.10147.263147.049147.889
1582024.08.20 06:35s/l390.10147.049147.049147.88939.041322.98
1592024.08.20 06:35s/l400.10147.049147.049147.8890.001322.98
1602024.08.20 06:35s/l410.10147.049147.049147.889-14.551308.43
1612024.08.20 06:35s/l420.10147.049147.049147.889-14.551293.88
1622024.08.26 00:00buy430.10143.9500.0000.000
1632024.08.26 00:00modify430.10143.950142.450145.350
1642024.08.26 15:19buy440.10144.5110.0000.000
1652024.08.26 15:19modify440.10144.511144.090145.350
1662024.08.26 15:19modify430.10143.950144.090145.350
1672024.08.27 00:14buy450.10144.7220.0000.000
1682024.08.27 00:14modify450.10144.722144.440145.350
1692024.08.27 00:14buy460.10144.7220.0000.000
1702024.08.27 00:14modify460.10144.722144.510145.350
1712024.08.27 00:14modify440.10144.511144.510145.350
1722024.08.27 00:14modify430.10143.950144.510145.350
1732024.08.27 00:14modify450.10144.722144.510145.350
1742024.08.27 11:53s/l430.10144.510144.510145.35039.711333.59
1752024.08.27 11:53s/l440.10144.510144.510145.3500.891334.49
1762024.08.27 11:53s/l450.10144.510144.510145.350-14.671319.82
1772024.08.27 11:53s/l460.10144.510144.510145.350-14.671305.15
1782024.09.11 04:00buy470.10141.4260.0000.000
1792024.09.11 04:00modify470.10141.426139.926142.826
1802024.09.11 12:30buy480.10141.9970.0000.000
1812024.09.11 12:30modify480.10141.997141.566142.826
1822024.09.11 12:30modify470.10141.426141.566142.826
1832024.09.11 12:30buy490.10142.2070.0000.000
1842024.09.11 12:30modify490.10142.207141.916142.826
1852024.09.11 12:30buy500.10142.2070.0000.000
1862024.09.11 12:30modify500.10142.207141.986142.826
1872024.09.11 12:30modify480.10141.997141.986142.826
1882024.09.11 12:30modify470.10141.426141.986142.826
1892024.09.11 12:30modify490.10142.207141.986142.826
1902024.09.11 12:30s/l470.10141.986141.986142.82639.441344.59
1912024.09.11 12:30s/l480.10141.986141.986142.826-0.781343.81
1922024.09.11 12:30s/l490.10141.986141.986142.826-15.571328.24
1932024.09.11 12:30s/l500.10141.986141.986142.826-15.571312.67
1942024.09.27 08:00buy510.10143.2210.0000.000
1952024.09.27 08:00modify510.10143.221141.721144.621
1962024.09.27 08:23buy520.10143.7820.0000.000
1972024.09.27 08:23modify520.10143.782143.361144.621
1982024.09.27 08:23modify510.10143.221143.361144.621
1992024.09.27 08:30s/l510.10143.361143.361144.6219.771322.44
2002024.09.27 08:30s/l520.10143.361143.361144.621-29.371293.07
2012024.10.01 04:00sell530.10144.2780.0000.000
2022024.10.01 04:00modify530.10144.278145.778142.878
2032024.10.01 08:30sell540.10143.7180.0000.000
2042024.10.01 08:30modify540.10143.718144.138142.878
2052024.10.01 08:30modify530.10144.278144.138142.878
2062024.10.01 13:33sell550.10143.5060.0000.000
2072024.10.01 13:33modify550.10143.506143.788142.878
2082024.10.01 13:33sell560.10143.5060.0000.000
2092024.10.01 13:33modify560.10143.506143.718142.878
2102024.10.01 13:33modify540.10143.718143.718142.878
2112024.10.01 13:33modify530.10144.278143.718142.878
2122024.10.01 13:33modify550.10143.506143.718142.878
2132024.10.01 14:00s/l530.10143.718143.718142.87838.971332.04
2142024.10.01 14:00s/l540.10143.718143.718142.8780.001332.04
2152024.10.01 14:00s/l550.10143.718143.718142.878-14.751317.29
2162024.10.01 14:00s/l560.10143.718143.718142.878-14.751302.54
2172024.10.23 12:00sell570.10153.0530.0000.000
2182024.10.23 12:00modify570.10153.053154.553151.653
2192024.10.23 18:21sell580.10152.4930.0000.000
2202024.10.23 18:21modify580.10152.493152.913151.653
2212024.10.23 18:21modify570.10153.053152.913151.653
2222024.10.24 04:07sell590.10152.2800.0000.000
2232024.10.24 04:07modify590.10152.280152.563151.653
2242024.10.24 04:07sell600.10152.2800.0000.000
2252024.10.24 04:07modify600.10152.280152.493151.653
2262024.10.24 04:07modify580.10152.493152.493151.653
2272024.10.24 04:07modify570.10153.053152.493151.653
2282024.10.24 04:07modify590.10152.280152.493151.653
2292024.10.24 17:27t/p570.10151.653152.493151.65387.331389.87
2302024.10.24 17:27t/p580.10151.653152.493151.65350.401440.27
2312024.10.24 17:27t/p590.10151.653152.493151.65341.351481.62
2322024.10.24 17:27t/p600.10151.653152.493151.65341.351522.97
2332024.10.28 04:00sell610.10153.6300.0000.000
2342024.10.28 04:00modify610.10153.630155.130152.230
2352024.10.28 09:05sell620.10153.0690.0000.000
2362024.10.28 09:05modify620.10153.069153.490152.230
2372024.10.28 09:05modify610.10153.630153.490152.230
2382024.10.28 10:03sell630.10152.8590.0000.000
2392024.10.28 10:03modify630.10152.859153.140152.230
2402024.10.28 10:03sell640.10152.8590.0000.000
2412024.10.28 10:03modify640.10152.859153.070152.230
2422024.10.28 10:03modify620.10153.069153.070152.230
2432024.10.28 10:03modify610.10153.630153.070152.230
2442024.10.28 10:03modify630.10152.859153.070152.230
2452024.10.28 14:42s/l610.10153.070153.070152.23036.591559.56
2462024.10.28 14:42s/l620.10153.070153.070152.230-0.061559.50
2472024.10.28 14:42s/l630.10153.070153.070152.230-13.781545.72
2482024.10.28 14:42s/l640.10153.070153.070152.230-13.781531.94