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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 profit1136.45Gross profit1267.86Gross loss-131.41
Profit factor9.65Expected payoff36.66
Absolute drawdown12.39Maximal drawdown180.39 (7.79%)Relative drawdown8.89% (104.16)
Total trades31Short positions (won %)14 (85.71%)Long positions (won %)17 (70.59%)
Profit trades (% of total)24 (77.42%)Loss trades (% of total)7 (22.58%)
Largestprofit trade102.23loss trade-31.20
Averageprofit trade52.83loss trade-18.77
Maximumconsecutive wins (profit in money)12 (683.75)consecutive losses (loss in money)2 (-52.15)
Maximalconsecutive profit (count of wins)683.75 (12)consecutive loss (count of losses)-52.15 (2)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 20:00buy10.10149.4960.0000.000
22023.11.03 20:00modify10.10149.496149.096150.996
32023.11.06 20:20buy20.10150.0230.0000.000
42023.11.06 20:20modify20.10150.023149.571150.996
52023.11.06 20:20modify10.10149.496149.571150.996
62023.11.06 21:56buy30.10150.0990.0000.000
72023.11.06 21:56modify30.10150.099149.871150.996
82023.11.06 21:56modify20.10150.023149.871150.996
92023.11.06 21:56modify10.10149.496149.871150.996
102023.11.07 13:24buy40.10150.6220.0000.000
112023.11.07 13:24modify40.10150.622150.171150.996
122023.11.07 13:24modify30.10150.099150.171150.996
132023.11.07 13:24modify20.10150.023150.171150.996
142023.11.07 13:24modify10.10149.496150.171150.996
152023.11.08 19:42t/p10.10150.996150.171150.996102.231102.23
162023.11.08 19:42t/p20.10150.996150.171150.99666.371168.59
172023.11.08 19:42t/p30.10150.996150.171150.99661.341229.93
182023.11.08 19:42t/p40.10150.996150.171150.99625.731255.66
192023.11.17 16:00buy50.10149.5860.0000.000
202023.11.17 16:00modify50.10149.586149.186151.086
212023.11.20 02:31s/l50.10149.186149.186151.086-25.851229.82
222024.03.08 20:00buy60.10147.0780.0000.000
232024.03.08 20:00modify60.10147.078146.678148.578
242024.03.11 00:53s/l60.10146.678146.678148.578-26.311203.51
252024.04.16 16:00sell70.10154.5730.0000.000
262024.04.16 16:00modify70.10154.573154.973153.073
272024.04.18 02:13sell80.10154.0470.0000.000
282024.04.18 02:13modify80.10154.047154.498153.073
292024.04.18 02:13modify70.10154.573154.498153.073
302024.04.18 02:14sell90.10153.9730.0000.000
312024.04.18 02:14modify90.10153.973154.198153.073
322024.04.18 02:14modify80.10154.047154.198153.073
332024.04.18 02:14modify70.10154.573154.198153.073
342024.04.18 03:07s/l70.10154.198154.198153.07317.671221.18
352024.04.18 03:07s/l80.10154.198154.198153.073-9.791211.39
362024.04.18 03:07s/l90.10154.198154.198153.073-14.591196.80
372024.05.03 20:00buy100.10152.9180.0000.000
382024.05.03 20:00modify100.10152.918152.518154.418
392024.05.05 23:33buy110.10153.4450.0000.000
402024.05.05 23:33modify110.10153.445152.993154.418
412024.05.05 23:33modify100.10152.918152.993154.418
422024.05.05 23:53buy120.10153.5210.0000.000
432024.05.05 23:53modify120.10153.521153.293154.418
442024.05.05 23:53modify110.10153.445153.293154.418
452024.05.05 23:53modify100.10152.918153.293154.418
462024.05.06 23:01buy130.10154.0450.0000.000
472024.05.06 23:01modify130.10154.045153.593154.418
482024.05.06 23:01modify120.10153.521153.593154.418
492024.05.06 23:01modify110.10153.445153.593154.418
502024.05.06 23:01modify100.10152.918153.593154.418
512024.05.07 01:44t/p100.10154.418153.593154.41899.071295.86
522024.05.07 01:44t/p110.10154.418153.593154.41864.941360.80
532024.05.07 01:44t/p120.10154.418153.593154.41860.021420.81
542024.05.07 01:44t/p130.10154.418153.593154.41825.121445.94
552024.05.14 12:00sell140.10156.4500.0000.000
562024.05.14 12:00modify140.10156.450156.850154.950
572024.05.15 08:24sell150.10155.9240.0000.000
582024.05.15 08:24modify150.10155.924156.375154.950
592024.05.15 08:24modify140.10156.450156.375154.950
602024.05.15 08:28sell160.10155.8470.0000.000
612024.05.15 08:28modify160.10155.847156.075154.950
622024.05.15 08:28modify150.10155.924156.075154.950
632024.05.15 08:28modify140.10156.450156.075154.950
642024.05.15 12:30sell170.10155.3080.0000.000
652024.05.15 12:30modify170.10155.308155.775154.950
662024.05.15 12:30modify160.10155.847155.775154.950
672024.05.15 12:30modify150.10155.924155.775154.950
682024.05.15 12:30modify140.10156.450155.775154.950
692024.05.15 12:30t/p140.10154.950155.775154.95095.171541.10
702024.05.15 12:30t/p150.10154.950155.775154.95062.871603.97
712024.05.15 12:30t/p160.10154.950155.775154.95057.901661.87
722024.05.15 12:30t/p170.10154.950155.775154.95023.111684.98
732024.07.10 20:00sell180.10161.7340.0000.000
742024.07.10 20:00modify180.10161.734162.134160.234
752024.07.11 12:30sell190.10161.1970.0000.000
762024.07.11 12:30modify190.10161.197161.659160.234
772024.07.11 12:30modify180.10161.734161.659160.234
782024.07.11 12:42sell200.10160.6060.0000.000
792024.07.11 12:42modify200.10160.606161.059160.234
802024.07.11 12:42modify190.10161.197161.059160.234
812024.07.11 12:42modify180.10161.734161.059160.234
822024.07.11 12:42t/p180.10160.234161.059160.23488.661773.64
832024.07.11 12:42t/p190.10160.234161.059160.23460.121833.76
842024.07.11 12:42t/p200.10160.234161.059160.23423.221856.98
852024.07.11 20:00buy210.10158.8540.0000.000
862024.07.11 20:00modify210.10158.854158.454160.354
872024.07.11 23:06buy220.10159.3810.0000.000
882024.07.11 23:06modify220.10159.381158.929160.354
892024.07.11 23:06modify210.10158.854158.929160.354
902024.07.11 23:15buy230.10159.4540.0000.000
912024.07.11 23:15modify230.10159.454159.229160.354
922024.07.11 23:15modify220.10159.381159.229160.354
932024.07.11 23:15modify210.10158.854159.229160.354
942024.07.11 23:28s/l210.10159.229159.229160.35423.561880.54
952024.07.11 23:28s/l220.10159.229159.229160.354-9.551870.99
962024.07.11 23:28s/l230.10159.229159.229160.354-14.131856.86
972024.07.30 12:00sell240.10154.8840.0000.000
982024.07.30 12:00modify240.10154.884155.284153.384
992024.07.30 13:27sell250.10154.3590.0000.000
1002024.07.30 13:27modify250.10154.359154.809153.384
1012024.07.30 13:27modify240.10154.884154.809153.384
1022024.07.30 15:04sell260.10154.2800.0000.000
1032024.07.30 15:04modify260.10154.280154.509153.384
1042024.07.30 15:04modify250.10154.359154.509153.384
1052024.07.30 15:04modify240.10154.884154.509153.384
1062024.07.30 15:47sell270.10153.7570.0000.000
1072024.07.30 15:47modify270.10153.757154.209153.384
1082024.07.30 15:47modify260.10154.280154.209153.384
1092024.07.30 15:47modify250.10154.359154.209153.384
1102024.07.30 15:47modify240.10154.884154.209153.384
1112024.07.30 16:30t/p240.10153.384154.209153.38497.791954.65
1122024.07.30 16:30t/p250.10153.384154.209153.38463.572018.22
1132024.07.30 16:30t/p260.10153.384154.209153.38458.422076.64
1142024.07.30 16:30t/p270.10153.384154.209153.38424.322100.96
1152024.09.16 12:00buy280.10139.9140.0000.000
1162024.09.16 12:00modify280.10139.914139.514141.414
1172024.09.16 12:41buy290.10140.4420.0000.000
1182024.09.16 12:41modify290.10140.442139.989141.414
1192024.09.16 12:41modify280.10139.914139.989141.414
1202024.09.16 14:00buy300.10140.5140.0000.000
1212024.09.16 14:00modify300.10140.514140.289141.414
1222024.09.16 14:00modify290.10140.442140.289141.414
1232024.09.16 14:00modify280.10139.914140.289141.414
1242024.09.16 23:16buy310.10141.0410.0000.000
1252024.09.16 23:16modify310.10141.041140.589141.414
1262024.09.16 23:16modify300.10140.514140.589141.414
1272024.09.16 23:16modify290.10140.442140.589141.414
1282024.09.16 23:16modify280.10139.914140.589141.414
1292024.09.17 00:15s/l280.10140.589140.589141.41448.972149.94
1302024.09.17 00:15s/l290.10140.589140.589141.41411.412161.35
1312024.09.17 00:15s/l300.10140.589140.589141.4146.292167.64
1322024.09.17 00:15s/l310.10140.589140.589141.414-31.202136.45