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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.3; 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=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 profit1014.46Gross profit1458.93Gross loss-444.46
Profit factor3.28Expected payoff20.70
Absolute drawdown43.89Maximal drawdown233.27 (11.76%)Relative drawdown16.73% (223.88)
Total trades49Short positions (won %)28 (57.14%)Long positions (won %)21 (52.38%)
Profit trades (% of total)27 (55.10%)Loss trades (% of total)22 (44.90%)
Largestprofit trade103.02loss trade-42.97
Averageprofit trade54.03loss trade-20.20
Maximumconsecutive wins (profit in money)5 (287.62)consecutive losses (loss in money)4 (-83.18)
Maximalconsecutive profit (count of wins)287.62 (5)consecutive loss (count of losses)-83.18 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.12.07 12:00buy10.10145.0530.0000.000
22023.12.07 12:00modify10.10145.053144.453146.553
32023.12.07 14:51s/l10.10144.453144.453146.553-41.54958.46
42023.12.19 12:00sell20.10144.7920.0000.000
52023.12.19 12:00modify20.10144.792145.392143.292
62023.12.19 14:51sell30.10144.1150.0000.000
72023.12.19 14:51modify30.10144.115144.417143.292
82023.12.19 14:51modify20.10144.792144.417143.292
92023.12.19 14:54sell40.10144.0420.0000.000
102023.12.19 14:54modify40.10144.042144.267143.292
112023.12.19 14:54sell50.10144.0420.0000.000
122023.12.19 14:54modify50.10144.042144.267143.292
132023.12.19 14:54modify30.10144.115144.267143.292
142023.12.19 14:54modify20.10144.792144.267143.292
152023.12.20 11:06t/p20.10143.292144.267143.292103.021061.48
162023.12.20 11:06t/p30.10143.292144.267143.29255.781117.25
172023.12.20 11:06t/p40.10143.292144.267143.29250.681167.93
182023.12.20 11:06t/p50.10143.292144.267143.29250.681218.61
192024.01.03 16:00sell60.10143.5990.0000.000
202024.01.03 16:00modify60.10143.599144.199142.099
212024.01.04 00:04sell70.10142.9230.0000.000
222024.01.04 00:04modify70.10142.923143.224142.099
232024.01.04 00:04modify60.10143.599143.224142.099
242024.01.04 00:40s/l60.10143.224143.224142.09921.191239.80
252024.01.04 00:40s/l70.10143.224143.224142.099-21.021218.78
262024.01.04 16:00sell80.10144.6600.0000.000
272024.01.04 16:00modify80.10144.660145.260143.160
282024.01.05 06:31s/l80.10145.260145.260143.160-42.971175.80
292024.04.29 04:00sell90.10159.3960.0000.000
302024.04.29 04:00modify90.10159.396159.996157.896
312024.04.29 04:05sell100.10158.7110.0000.000
322024.04.29 04:05modify100.10158.711159.021157.896
332024.04.29 04:05modify90.10159.396159.021157.896
342024.04.29 04:05sell110.10158.6290.0000.000
352024.04.29 04:05modify110.10158.629158.871157.896
362024.04.29 04:05sell120.10158.6290.0000.000
372024.04.29 04:05modify120.10158.629158.871157.896
382024.04.29 04:05modify100.10158.711158.871157.896
392024.04.29 04:05modify90.10159.396158.871157.896
402024.04.29 04:06s/l90.10158.871158.871157.89633.041208.84
412024.04.29 04:06s/l100.10158.871158.871157.896-10.071198.77
422024.04.29 04:06s/l110.10158.871158.871157.896-15.241183.53
432024.04.29 04:06s/l120.10158.871158.871157.896-15.241168.29
442024.05.02 12:00buy130.10154.7690.0000.000
452024.05.02 12:00modify130.10154.769154.169156.269
462024.05.02 14:52s/l130.10154.169154.169156.269-38.921129.37
472024.05.03 16:00buy140.10152.8840.0000.000
482024.05.03 16:00modify140.10152.884152.284154.384
492024.05.05 23:53buy150.10153.5640.0000.000
502024.05.05 23:53modify150.10153.564153.259154.384
512024.05.05 23:53modify140.10152.884153.259154.384
522024.05.05 23:58buy160.10153.6390.0000.000
532024.05.05 23:58modify160.10153.639153.409154.384
542024.05.05 23:58buy170.10153.6390.0000.000
552024.05.05 23:58modify170.10153.639153.409154.384
562024.05.05 23:58modify150.10153.564153.409154.384
572024.05.05 23:58modify140.10152.884153.409154.384
582024.05.06 00:52s/l140.10153.409153.409154.38435.191164.57
592024.05.06 00:52s/l150.10153.409153.409154.384-9.141155.43
602024.05.06 00:52s/l160.10153.409153.409154.384-14.031141.40
612024.05.06 00:52s/l170.10153.409153.409154.384-14.031127.38
622024.05.16 04:00buy180.10153.9990.0000.000
632024.05.16 04:00modify180.10153.999153.399155.499
642024.05.16 08:18buy190.10154.6740.0000.000
652024.05.16 08:18modify190.10154.674154.374155.499
662024.05.16 08:18modify180.10153.999154.374155.499
672024.05.16 08:25buy200.10154.7540.0000.000
682024.05.16 08:25modify200.10154.754154.524155.499
692024.05.16 08:25buy210.10154.7540.0000.000
702024.05.16 08:25modify210.10154.754154.524155.499
712024.05.16 08:25modify190.10154.674154.524155.499
722024.05.16 08:25modify180.10153.999154.524155.499
732024.05.16 13:48t/p180.10155.499154.524155.49996.461223.84
742024.05.16 13:48t/p190.10155.499154.524155.49953.051276.89
752024.05.16 13:48t/p200.10155.499154.524155.49947.911324.80
762024.05.16 13:48t/p210.10155.499154.524155.49947.911372.71
772024.07.11 16:00buy220.10158.6120.0000.000
782024.07.11 16:00modify220.10158.612158.012160.112
792024.07.11 22:09buy230.10159.2870.0000.000
802024.07.11 22:09modify230.10159.287158.987160.112
812024.07.11 22:09modify220.10158.612158.987160.112
822024.07.11 23:06buy240.10159.3630.0000.000
832024.07.11 23:06modify240.10159.363159.137160.112
842024.07.11 23:06buy250.10159.3630.0000.000
852024.07.11 23:06modify250.10159.363159.137160.112
862024.07.11 23:06modify230.10159.287159.137160.112
872024.07.11 23:06modify220.10158.612159.137160.112
882024.07.11 23:28s/l220.10159.137159.137160.11232.991405.70
892024.07.11 23:28s/l230.10159.137159.137160.112-9.431396.27
902024.07.11 23:28s/l240.10159.137159.137160.112-14.211382.06
912024.07.11 23:28s/l250.10159.137159.137160.112-14.211367.85
922024.07.24 16:00buy260.10153.4130.0000.000
932024.07.24 16:00modify260.10153.413152.813154.913
942024.07.24 18:48buy270.10154.0890.0000.000
952024.07.24 18:48modify270.10154.089153.788154.913
962024.07.24 18:48modify260.10153.413153.788154.913
972024.07.24 21:42s/l260.10153.788153.788154.91324.391392.24
982024.07.24 21:42s/l270.10153.788153.788154.913-19.571372.67
992024.07.25 04:00buy280.10152.3450.0000.000
1002024.07.25 04:00modify280.10152.345151.745153.845
1012024.07.25 12:30buy290.10153.0460.0000.000
1022024.07.25 12:30modify290.10153.046152.720153.845
1032024.07.25 12:30modify280.10152.345152.720153.845
1042024.07.25 12:30buy300.10153.1100.0000.000
1052024.07.25 12:30modify300.10153.110152.870153.845
1062024.07.25 12:30buy310.10153.1100.0000.000
1072024.07.25 12:30modify310.10153.110152.870153.845
1082024.07.25 12:30modify290.10153.046152.870153.845
1092024.07.25 12:30modify280.10152.345152.870153.845
1102024.07.25 13:05t/p280.10153.845152.870153.84597.491470.16
1112024.07.25 13:05t/p290.10153.845152.870153.84551.931522.09
1122024.07.25 13:05t/p300.10153.845152.870153.84547.771569.86
1132024.07.25 13:05t/p310.10153.845152.870153.84547.771617.63
1142024.08.02 16:00buy320.10147.0110.0000.000
1152024.08.02 16:00modify320.10147.011146.411148.511
1162024.08.04 22:00s/l320.10146.411146.411148.511-40.981576.65
1172024.08.15 16:00sell330.10148.9130.0000.000
1182024.08.15 16:00modify330.10148.913149.513147.413
1192024.08.16 11:06sell340.10148.2350.0000.000
1202024.08.16 11:06modify340.10148.235148.538147.413
1212024.08.16 11:06modify330.10148.913148.538147.413
1222024.08.16 11:09sell350.10148.1620.0000.000
1232024.08.16 11:09modify350.10148.162148.388147.413
1242024.08.16 11:09sell360.10148.1620.0000.000
1252024.08.16 11:09modify360.10148.162148.388147.413
1262024.08.16 11:09modify340.10148.235148.388147.413
1272024.08.16 11:09modify330.10148.913148.388147.413
1282024.08.19 01:51t/p330.10147.413148.388147.41398.421675.07
1292024.08.19 01:51t/p340.10147.413148.388147.41354.101729.17
1302024.08.19 01:51t/p350.10147.413148.388147.41349.151778.31
1312024.08.19 01:51t/p360.10147.413148.388147.41349.151827.46
1322024.09.19 04:00sell370.10143.1680.0000.000
1332024.09.19 04:00modify370.10143.168143.768141.668
1342024.09.19 06:12sell380.10142.4920.0000.000
1352024.09.19 06:12modify380.10142.492142.793141.668
1362024.09.19 06:12modify370.10143.168142.793141.668
1372024.09.19 06:41sell390.10142.4170.0000.000
1382024.09.19 06:41modify390.10142.417142.643141.668
1392024.09.19 06:41sell400.10142.4170.0000.000
1402024.09.19 06:41modify400.10142.417142.643141.668
1412024.09.19 06:41modify380.10142.492142.643141.668
1422024.09.19 06:41modify370.10143.168142.643141.668
1432024.09.19 08:05s/l370.10142.643142.643141.66836.811864.27
1442024.09.19 08:05s/l380.10142.643142.643141.668-10.591853.68
1452024.09.19 08:05s/l390.10142.643142.643141.668-15.841837.84
1462024.09.19 08:05s/l400.10142.643142.643141.668-15.841822.00
1472024.10.02 16:00sell410.10146.0460.0000.000
1482024.10.02 16:00modify410.10146.046146.646144.546
1492024.10.02 22:28s/l410.10146.646146.646144.546-40.911781.09
1502024.10.04 16:00sell420.10148.6960.0000.000
1512024.10.04 16:00modify420.10148.696149.296147.196
1522024.10.07 13:06sell430.10148.0200.0000.000
1532024.10.07 13:06modify430.10148.020148.321147.196
1542024.10.07 13:06modify420.10148.696148.321147.196
1552024.10.07 13:07sell440.10147.9450.0000.000
1562024.10.07 13:07modify440.10147.945148.171147.196
1572024.10.07 13:07sell450.10147.9450.0000.000
1582024.10.07 13:07modify450.10147.945148.171147.196
1592024.10.07 13:07modify430.10148.020148.171147.196
1602024.10.07 13:07modify420.10148.696148.171147.196
1612024.10.07 14:19s/l420.10148.171148.171147.19633.771814.86
1622024.10.07 14:19s/l430.10148.171148.171147.196-10.191804.67
1632024.10.07 14:19s/l440.10148.171148.171147.196-15.251789.42
1642024.10.07 14:19s/l450.10148.171148.171147.196-15.251774.17
1652024.10.23 12:00sell460.10153.0530.0000.000
1662024.10.23 12:00modify460.10153.053153.653151.553
1672024.10.24 02:47sell470.10152.3710.0000.000
1682024.10.24 02:47modify470.10152.371152.678151.553
1692024.10.24 02:47modify460.10153.053152.678151.553
1702024.10.24 04:04sell480.10152.3030.0000.000
1712024.10.24 04:04modify480.10152.303152.528151.553
1722024.10.24 04:04sell490.10152.3030.0000.000
1732024.10.24 04:04modify490.10152.303152.528151.553
1742024.10.24 04:04modify470.10152.371152.528151.553
1752024.10.24 04:04modify460.10153.053152.528151.553
1762024.10.25 05:14t/p460.10151.553152.528151.55392.331866.49
1772024.10.25 05:14t/p470.10151.553152.528151.55352.321918.81
1782024.10.25 05:14t/p480.10151.553152.528151.55347.831966.64
1792024.10.25 05:14t/p490.10151.553152.528151.55347.832014.46