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=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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 test2613Ticks modelled79294Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit1328.89Gross profit1759.84Gross loss-430.96
Profit factor4.08Expected payoff27.12
Absolute drawdown39.38Maximal drawdown293.76 (15.40%)Relative drawdown15.40% (293.76)
Total trades49Short positions (won %)35 (74.29%)Long positions (won %)14 (42.86%)
Profit trades (% of total)32 (65.31%)Loss trades (% of total)17 (34.69%)
Largestprofit trade104.95loss trade-32.94
Averageprofit trade55.00loss trade-25.35
Maximumconsecutive wins (profit in money)13 (733.33)consecutive losses (loss in money)7 (-156.48)
Maximalconsecutive profit (count of wins)733.33 (13)consecutive loss (count of losses)-156.48 (7)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.08 08:00sell10.10150.6820.0000.000
22023.11.08 08:00modify10.10150.682151.082149.182
32023.11.08 19:40s/l10.10151.082151.082149.182-26.48973.52
42023.11.13 08:00sell20.10151.7410.0000.000
52023.11.13 08:00modify20.10151.741152.141150.241
62023.11.14 13:30sell30.10151.1320.0000.000
72023.11.14 13:30modify30.10151.132151.591150.241
82023.11.14 13:30modify20.10151.741151.591150.241
92023.11.14 14:30sell40.10150.8410.0000.000
102023.11.14 14:30modify40.10150.841151.066150.241
112023.11.14 14:30sell50.10150.8410.0000.000
122023.11.14 14:30modify50.10150.841151.216150.241
132023.11.14 14:30modify30.10151.132151.216150.241
142023.11.14 14:30modify20.10151.741151.216150.241
152023.11.14 14:35modify40.10150.841151.216150.241
162023.11.14 20:40t/p20.10150.241151.216150.24198.211071.73
172023.11.14 20:40t/p30.10150.241151.216150.24159.321131.05
182023.11.14 20:40t/p40.10150.241151.216150.24139.951171.00
192023.11.14 20:40t/p50.10150.241151.216150.24139.951210.95
202023.12.07 08:00buy60.10145.7430.0000.000
212023.12.07 08:00modify60.10145.743145.343147.243
222023.12.07 08:30s/l60.10145.343145.343147.243-27.531183.42
232023.12.11 08:00sell70.10146.3780.0000.000
242023.12.11 08:00modify70.10146.378146.778144.878
252023.12.12 00:50sell80.10145.7560.0000.000
262023.12.12 00:50modify80.10145.756146.228144.878
272023.12.12 00:50modify70.10146.378146.228144.878
282023.12.12 05:20sell90.10145.4710.0000.000
292023.12.12 05:20modify90.10145.471145.703144.878
302023.12.12 05:20sell100.10145.4710.0000.000
312023.12.12 05:20modify100.10145.471145.853144.878
322023.12.12 05:20modify80.10145.756145.853144.878
332023.12.12 05:20modify70.10146.378145.853144.878
342023.12.12 05:25modify90.10145.471145.853144.878
352023.12.12 13:05t/p70.10144.878145.853144.878101.901285.31
362023.12.12 13:05t/p80.10144.878145.853144.87860.621345.93
372023.12.12 13:05t/p90.10144.878145.853144.87840.941386.87
382023.12.12 13:05t/p100.10144.878145.853144.87840.941427.81
392023.12.19 08:00sell110.10144.1630.0000.000
402023.12.19 08:00modify110.10144.163144.563142.663
412023.12.19 08:30s/l110.10144.563144.563142.663-27.671400.14
422023.12.27 08:00sell120.10142.7860.0000.000
432023.12.27 08:00modify120.10142.786143.186141.286
442023.12.27 16:10sell130.10142.1620.0000.000
452023.12.27 16:10modify130.10142.162142.636141.286
462023.12.27 16:10modify120.10142.786142.636141.286
472023.12.27 16:50sell140.10141.8640.0000.000
482023.12.27 16:50modify140.10141.864142.111141.286
492023.12.27 16:50sell150.10141.8640.0000.000
502023.12.27 16:50modify150.10141.864142.261141.286
512023.12.27 16:50modify130.10142.162142.261141.286
522023.12.27 16:50modify120.10142.786142.261141.286
532023.12.27 16:55modify140.10141.864142.261141.286
542023.12.28 00:05t/p120.10141.286142.261141.286101.211501.35
552023.12.28 00:05t/p130.10141.286142.261141.28657.041558.39
562023.12.28 00:05t/p140.10141.286142.261141.28635.941594.33
572023.12.28 00:05t/p150.10141.286142.261141.28635.941630.28
582024.02.05 08:00sell160.10148.4780.0000.000
592024.02.05 08:00modify160.10148.478148.878146.978
602024.02.05 15:40s/l160.10148.878148.878146.978-26.871603.41
612024.02.08 08:00sell170.10148.7320.0000.000
622024.02.08 08:00modify170.10148.732149.132147.232
632024.02.08 10:40s/l170.10149.132149.132147.232-26.811576.60
642024.02.20 08:00sell180.10150.3590.0000.000
652024.02.20 08:00modify180.10150.359150.759148.859
662024.02.20 15:30sell190.10149.7390.0000.000
672024.02.20 15:30modify190.10149.739150.209148.859
682024.02.20 15:30modify180.10150.359150.209148.859
692024.02.21 08:40s/l180.10150.209150.209148.8598.331584.92
702024.02.21 08:40s/l190.10150.209150.209148.859-32.941551.98
712024.02.28 08:00sell200.10150.7400.0000.000
722024.02.28 08:00modify200.10150.740151.140149.240
732024.02.29 02:10sell210.10150.1400.0000.000
742024.02.29 02:10modify210.10150.140150.590149.240
752024.02.29 02:10modify200.10150.740150.590149.240
762024.02.29 03:45sell220.10149.8390.0000.000
772024.02.29 03:45modify220.10149.839150.065149.240
782024.02.29 03:45sell230.10149.8390.0000.000
792024.02.29 03:45modify230.10149.839150.215149.240
802024.02.29 03:45modify210.10150.140150.215149.240
812024.02.29 03:45modify200.10150.740150.215149.240
822024.02.29 03:50modify220.10149.839150.215149.240
832024.02.29 15:15t/p200.10149.240150.215149.24095.521647.50
842024.02.29 15:15t/p210.10149.240150.215149.24060.311707.81
852024.02.29 15:15t/p220.10149.240150.215149.24040.141747.95
862024.02.29 15:15t/p230.10149.240150.215149.24040.141788.09
872024.03.06 08:00buy240.10149.5650.0000.000
882024.03.06 08:00modify240.10149.565149.165151.065
892024.03.06 16:40s/l240.10149.165149.165151.065-26.821761.27
902024.03.11 08:00buy250.10146.7770.0000.000
912024.03.11 08:00modify250.10146.777146.377148.277
922024.03.12 03:55buy260.10147.3910.0000.000
932024.03.12 03:55modify260.10147.391146.927148.277
942024.03.12 03:55modify250.10146.777146.927148.277
952024.03.12 18:45buy270.10147.6990.0000.000
962024.03.12 18:45modify270.10147.699147.452148.277
972024.03.12 18:45buy280.10147.6990.0000.000
982024.03.12 18:45modify280.10147.699147.302148.277
992024.03.12 18:45modify260.10147.391147.302148.277
1002024.03.12 18:45modify250.10146.777147.302148.277
1012024.03.12 18:50modify270.10147.699147.302148.277
1022024.03.13 01:05s/l250.10147.302147.302148.27737.591798.86
1032024.03.13 01:05s/l260.10147.302147.302148.277-5.081793.78
1042024.03.13 01:05s/l270.10147.302147.302148.277-26.001767.78
1052024.03.13 01:05s/l280.10147.302147.302148.277-26.001741.78
1062024.03.15 08:00sell290.10148.5670.0000.000
1072024.03.15 08:00modify290.10148.567148.967147.067
1082024.03.15 13:40s/l290.10148.967148.967147.067-26.841714.94
1092024.06.04 08:00buy300.10155.4160.0000.000
1102024.06.04 08:00modify300.10155.416155.016156.916
1112024.06.04 10:20s/l300.10155.016155.016156.916-25.801689.14
1122024.06.18 08:00sell310.10158.1300.0000.000
1132024.06.18 08:00modify310.10158.130158.530156.630
1142024.06.20 12:40s/l310.10158.530158.530156.630-31.871657.27
1152024.07.03 08:00sell320.10161.7660.0000.000
1162024.07.03 08:00modify320.10161.766162.166160.266
1172024.07.03 14:46sell330.10160.8510.0000.000
1182024.07.03 14:46modify330.10160.851161.091160.266
1192024.07.03 14:46sell340.10160.8510.0000.000
1202024.07.03 14:46modify340.10160.851161.241160.266
1212024.07.03 14:46modify320.10161.766161.241160.266
1222024.07.03 14:53s/l330.10161.091161.091160.266-14.901642.37
1232024.07.03 14:53s/l320.10161.241161.241160.26632.541674.91
1242024.07.03 14:53s/l340.10161.241161.241160.266-24.171650.74
1252024.07.17 08:00buy350.10157.1000.0000.000
1262024.07.17 08:00modify350.10157.100156.700158.600
1272024.07.17 08:30s/l350.10156.700156.700158.600-25.571625.17
1282024.07.30 08:00sell360.10154.8980.0000.000
1292024.07.30 08:00modify360.10154.898155.298153.398
1302024.07.30 13:33sell370.10154.2910.0000.000
1312024.07.30 13:33modify370.10154.291154.748153.398
1322024.07.30 13:33modify360.10154.898154.748153.398
1332024.07.30 15:30sell380.10153.9930.0000.000
1342024.07.30 15:30modify380.10153.993154.223153.398
1352024.07.30 15:30sell390.10153.9930.0000.000
1362024.07.30 15:30modify390.10153.993154.373153.398
1372024.07.30 15:30modify370.10154.291154.373153.398
1382024.07.30 15:30modify360.10154.898154.373153.398
1392024.07.30 15:35modify380.10153.993154.373153.398
1402024.07.30 16:40t/p360.10153.398154.373153.39897.931723.10
1412024.07.30 16:40t/p370.10153.398154.373153.39858.301781.40
1422024.07.30 16:40t/p380.10153.398154.373153.39838.851820.25
1432024.07.30 16:40t/p390.10153.398154.373153.39838.851859.10
1442024.09.24 08:00sell400.10144.4530.0000.000
1452024.09.24 08:00modify400.10144.453144.853142.953
1462024.09.24 11:15sell410.10143.8280.0000.000
1472024.09.24 11:15modify410.10143.828144.303142.953
1482024.09.24 11:15modify400.10144.453144.303142.953
1492024.09.24 16:30sell420.10143.5430.0000.000
1502024.09.24 16:30modify420.10143.543143.778142.953
1512024.09.24 16:30sell430.10143.5430.0000.000
1522024.09.24 16:30modify430.10143.543143.928142.953
1532024.09.24 16:30modify410.10143.828143.928142.953
1542024.09.24 16:30modify400.10144.453143.928142.953
1552024.09.24 16:35modify420.10143.543143.928142.953
1562024.09.24 22:40t/p400.10142.953143.928142.953104.951964.05
1572024.09.24 22:40t/p410.10142.953143.928142.95361.222025.27
1582024.09.24 22:40t/p420.10142.953143.928142.95341.282066.55
1592024.09.24 22:40t/p430.10142.953143.928142.95341.282107.83
1602024.10.08 08:00buy440.10147.6220.0000.000
1612024.10.08 08:00modify440.10147.622147.222149.122
1622024.10.08 13:30buy450.10148.2250.0000.000
1632024.10.08 13:30modify450.10148.225147.772149.122
1642024.10.08 13:30modify440.10147.622147.772149.122
1652024.10.09 06:55buy460.10148.5390.0000.000
1662024.10.09 06:55modify460.10148.539148.297149.122
1672024.10.09 06:55buy470.10148.5390.0000.000
1682024.10.09 06:55modify470.10148.539148.147149.122
1692024.10.09 06:55modify450.10148.225148.147149.122
1702024.10.09 06:55modify440.10147.622148.147149.122
1712024.10.09 06:55modify460.10148.539148.147149.122
1722024.10.09 14:30t/p440.10149.122148.147149.122101.532209.36
1732024.10.09 14:30t/p450.10149.122148.147149.12261.102270.47
1742024.10.09 14:30t/p460.10149.122148.147149.12239.092309.56
1752024.10.09 14:30t/p470.10149.122148.147149.12239.092348.65
1762024.10.31 08:00buy480.10152.2760.0000.000
1772024.10.31 08:00modify480.10152.276151.876153.776
1782024.10.31 11:33buy490.10152.8770.0000.000
1792024.10.31 11:33modify490.10152.877152.426153.776
1802024.10.31 11:33modify480.10152.276152.426153.776
1812024.10.31 15:30s/l480.10152.426152.426153.7769.852358.50
1822024.10.31 15:30s/l490.10152.426152.426153.776-29.612328.89