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=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 test1913Ticks modelled37866308Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1326.77Gross profit1768.73Gross loss-441.97
Profit factor4.00Expected payoff26.54
Absolute drawdown39.38Maximal drawdown313.04 (16.33%)Relative drawdown16.33% (313.04)
Total trades50Short positions (won %)36 (72.22%)Long positions (won %)14 (42.86%)
Profit trades (% of total)32 (64.00%)Loss trades (% of total)18 (36.00%)
Largestprofit trade104.94loss trade-31.88
Averageprofit trade55.27loss trade-24.55
Maximumconsecutive wins (profit in money)13 (736.39)consecutive losses (loss in money)6 (-141.21)
Maximalconsecutive profit (count of wins)736.39 (13)consecutive loss (count of losses)-141.21 (6)
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 19:52s/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 13:35sell30.10151.1380.0000.000
72023.11.14 13:35modify30.10151.138151.591150.241
82023.11.14 13:35modify20.10151.741151.591150.241
92023.11.14 13:46sell40.10150.8410.0000.000
102023.11.14 13:46modify40.10150.841151.066150.241
112023.11.14 13:46sell50.10150.8410.0000.000
122023.11.14 13:46modify50.10150.841151.216150.241
132023.11.14 13:46modify30.10151.138151.216150.241
142023.11.14 13:46modify20.10151.741151.216150.241
152023.11.14 13:46modify40.10150.841151.216150.241
162023.11.14 20:35t/p20.10150.241151.216150.24198.181071.70
172023.11.14 20:35t/p30.10150.241151.216150.24159.701131.40
182023.11.14 20:35t/p40.10150.241151.216150.24139.941171.34
192023.11.14 20:35t/p50.10150.241151.216150.24139.941211.28
202023.12.07 08:00buy60.10145.7430.0000.000
212023.12.07 08:00modify60.10145.743145.343147.243
222023.12.07 08:28s/l60.10145.343145.343147.243-27.521183.76
232023.12.11 08:00sell70.10146.3780.0000.000
242023.12.11 08:00modify70.10146.378146.778144.878
252023.12.12 00:33sell80.10145.7780.0000.000
262023.12.12 00:33modify80.10145.778146.228144.878
272023.12.12 00:33modify70.10146.378146.228144.878
282023.12.12 05:07sell90.10145.4720.0000.000
292023.12.12 05:07modify90.10145.472145.703144.878
302023.12.12 05:07sell100.10145.4720.0000.000
312023.12.12 05:07modify100.10145.472145.853144.878
322023.12.12 05:07modify80.10145.778145.853144.878
332023.12.12 05:07modify70.10146.378145.853144.878
342023.12.12 05:07modify90.10145.472145.853144.878
352023.12.12 13:31t/p70.10144.878145.853144.878101.881285.63
362023.12.12 13:31t/p80.10144.878145.853144.87862.121347.75
372023.12.12 13:31t/p90.10144.878145.853144.87841.001388.75
382023.12.12 13:31t/p100.10144.878145.853144.87841.001429.75
392023.12.19 08:00sell110.10144.1630.0000.000
402023.12.19 08:00modify110.10144.163144.563142.663
412023.12.19 08:35s/l110.10144.563144.563142.663-27.671402.08
422023.12.27 08:00sell120.10142.7860.0000.000
432023.12.27 08:00modify120.10142.786143.186141.286
442023.12.27 16:01sell130.10142.1860.0000.000
452023.12.27 16:01modify130.10142.186142.636141.286
462023.12.27 16:01modify120.10142.786142.636141.286
472023.12.27 16:24sell140.10141.8860.0000.000
482023.12.27 16:24modify140.10141.886142.111141.286
492023.12.27 16:24sell150.10141.8860.0000.000
502023.12.27 16:24modify150.10141.886142.261141.286
512023.12.27 16:24modify130.10142.186142.261141.286
522023.12.27 16:24modify120.10142.786142.261141.286
532023.12.27 16:24modify140.10141.886142.261141.286
542023.12.28 00:07t/p120.10141.286142.261141.286101.181503.26
552023.12.28 00:07t/p130.10141.286142.261141.28658.711561.97
562023.12.28 00:07t/p140.10141.286142.261141.28637.481599.45
572023.12.28 00:07t/p150.10141.286142.261141.28637.481636.94
582024.02.05 08:00sell160.10148.4780.0000.000
592024.02.05 08:00modify160.10148.478148.878146.978
602024.02.05 15:57s/l160.10148.878148.878146.978-26.861610.08
612024.02.08 08:00sell170.10148.7320.0000.000
622024.02.08 08:00modify170.10148.732149.132147.232
632024.02.08 10:55s/l170.10149.132149.132147.232-26.821583.26
642024.02.20 08:00sell180.10150.3590.0000.000
652024.02.20 08:00modify180.10150.359150.759148.859
662024.02.20 15:01sell190.10149.7590.0000.000
672024.02.20 15:01modify190.10149.759150.209148.859
682024.02.20 15:01modify180.10150.359150.209148.859
692024.02.21 08:27s/l180.10150.209150.209148.8598.331591.58
702024.02.21 08:27s/l190.10150.209150.209148.859-31.621559.96
712024.02.28 08:00sell200.10150.7400.0000.000
722024.02.28 08:00modify200.10150.740151.140149.240
732024.02.29 02:06sell210.10150.1400.0000.000
742024.02.29 02:06modify210.10150.140150.590149.240
752024.02.29 02:06modify200.10150.740150.590149.240
762024.02.29 02:38sell220.10149.8400.0000.000
772024.02.29 02:38modify220.10149.840150.065149.240
782024.02.29 02:38sell230.10149.8400.0000.000
792024.02.29 02:38modify230.10149.840150.215149.240
802024.02.29 02:38modify210.10150.140150.215149.240
812024.02.29 02:38modify200.10150.740150.215149.240
822024.02.29 02:38modify220.10149.840150.215149.240
832024.02.29 15:35t/p200.10149.240150.215149.24095.521655.48
842024.02.29 15:35t/p210.10149.240150.215149.24060.311715.79
852024.02.29 15:35t/p220.10149.240150.215149.24040.211756.00
862024.02.29 15:35t/p230.10149.240150.215149.24040.211796.21
872024.03.06 08:00buy240.10149.5650.0000.000
882024.03.06 08:00modify240.10149.565149.165151.065
892024.03.06 16:55s/l240.10149.165149.165151.065-26.811769.40
902024.03.11 08:00buy250.10146.7770.0000.000
912024.03.11 08:00modify250.10146.777146.377148.277
922024.03.12 02:17buy260.10147.3810.0000.000
932024.03.12 02:17modify260.10147.381146.927148.277
942024.03.12 02:17modify250.10146.777146.927148.277
952024.03.12 12:34buy270.10147.6800.0000.000
962024.03.12 12:34modify270.10147.680147.452148.277
972024.03.12 12:34buy280.10147.6800.0000.000
982024.03.12 12:34modify280.10147.680147.302148.277
992024.03.12 12:34modify260.10147.381147.302148.277
1002024.03.12 12:34modify250.10146.777147.302148.277
1012024.03.12 12:34modify270.10147.680147.302148.277
1022024.03.12 12:40s/l250.10147.302147.302148.27736.601806.00
1032024.03.12 12:40s/l260.10147.302147.302148.277-5.361800.64
1042024.03.12 12:40s/l270.10147.302147.302148.277-25.661774.98
1052024.03.12 12:40s/l280.10147.302147.302148.277-25.661749.32
1062024.03.15 08:00sell290.10148.5670.0000.000
1072024.03.15 08:00modify290.10148.567148.967147.067
1082024.03.15 13:30s/l290.10148.967148.967147.067-26.851722.47
1092024.06.04 08:00buy300.10155.4160.0000.000
1102024.06.04 08:00modify300.10155.416155.016156.916
1112024.06.04 10:09s/l300.10155.016155.016156.916-25.801696.67
1122024.06.18 08:00sell310.10158.1300.0000.000
1132024.06.18 08:00modify310.10158.130158.530156.630
1142024.06.20 12:57s/l310.10158.530158.530156.630-31.881664.79
1152024.07.03 08:00sell320.10161.7660.0000.000
1162024.07.03 08:00modify320.10161.766162.166160.266
1172024.07.03 14:10sell330.10161.1550.0000.000
1182024.07.03 14:10modify330.10161.155161.616160.266
1192024.07.03 14:10modify320.10161.766161.616160.266
1202024.07.03 14:13sell340.10160.8660.0000.000
1212024.07.03 14:13modify340.10160.866161.091160.266
1222024.07.03 14:13sell350.10160.8660.0000.000
1232024.07.03 14:13modify350.10160.866161.241160.266
1242024.07.03 14:13modify330.10161.155161.241160.266
1252024.07.03 14:13modify320.10161.766161.241160.266
1262024.07.03 14:13modify340.10160.866161.241160.266
1272024.07.03 14:28s/l320.10161.241161.241160.26632.561697.35
1282024.07.03 14:28s/l330.10161.241161.241160.266-5.331692.02
1292024.07.03 14:28s/l340.10161.241161.241160.266-23.261668.76
1302024.07.03 14:28s/l350.10161.241161.241160.266-23.261645.50
1312024.07.17 08:00buy360.10157.1000.0000.000
1322024.07.17 08:00modify360.10157.100156.700158.600
1332024.07.17 08:12s/l360.10156.700156.700158.600-25.531619.97
1342024.07.30 08:00sell370.10154.8980.0000.000
1352024.07.30 08:00modify370.10154.898155.298153.398
1362024.07.30 13:55sell380.10154.2980.0000.000
1372024.07.30 13:55modify380.10154.298154.748153.398
1382024.07.30 13:55modify370.10154.898154.748153.398
1392024.07.30 15:05sell390.10153.9780.0000.000
1402024.07.30 15:05modify390.10153.978154.223153.398
1412024.07.30 15:05sell400.10153.9780.0000.000
1422024.07.30 15:05modify400.10153.978154.373153.398
1432024.07.30 15:05modify380.10154.298154.373153.398
1442024.07.30 15:05modify370.10154.898154.373153.398
1452024.07.30 15:05modify390.10153.978154.373153.398
1462024.07.30 16:30t/p370.10153.398154.373153.39897.781717.75
1472024.07.30 16:30t/p380.10153.398154.373153.39858.671776.42
1482024.07.30 16:30t/p390.10153.398154.373153.39837.811814.23
1492024.07.30 16:30t/p400.10153.398154.373153.39837.811852.04
1502024.09.24 08:00sell410.10144.4530.0000.000
1512024.09.24 08:00modify410.10144.453144.853142.953
1522024.09.24 11:05sell420.10143.8500.0000.000
1532024.09.24 11:05modify420.10143.850144.303142.953
1542024.09.24 11:05modify410.10144.453144.303142.953
1552024.09.24 14:09sell430.10143.5510.0000.000
1562024.09.24 14:09modify430.10143.551143.778142.953
1572024.09.24 14:09sell440.10143.5510.0000.000
1582024.09.24 14:09modify440.10143.551143.928142.953
1592024.09.24 14:09modify420.10143.850143.928142.953
1602024.09.24 14:09modify410.10144.453143.928142.953
1612024.09.24 14:09modify430.10143.551143.928142.953
1622024.09.24 22:53t/p410.10142.953143.928142.953104.941956.98
1632024.09.24 22:53t/p420.10142.953143.928142.95362.752019.73
1642024.09.24 22:53t/p430.10142.953143.928142.95341.832061.56
1652024.09.24 22:53t/p440.10142.953143.928142.95341.832103.39
1662024.10.08 08:00buy450.10147.6220.0000.000
1672024.10.08 08:00modify450.10147.622147.222149.122
1682024.10.08 13:39buy460.10148.2250.0000.000
1692024.10.08 13:39modify460.10148.225147.772149.122
1702024.10.08 13:39modify450.10147.622147.772149.122
1712024.10.09 05:05buy470.10148.5220.0000.000
1722024.10.09 05:05modify470.10148.522148.297149.122
1732024.10.09 05:05buy480.10148.5220.0000.000
1742024.10.09 05:05modify480.10148.522148.147149.122
1752024.10.09 05:05modify460.10148.225148.147149.122
1762024.10.09 05:05modify450.10147.622148.147149.122
1772024.10.09 05:05modify470.10148.522148.147149.122
1782024.10.09 14:00t/p450.10149.122148.147149.122101.552204.94
1792024.10.09 14:00t/p460.10149.122148.147149.12261.112266.06
1802024.10.09 14:00t/p470.10149.122148.147149.12240.232306.29
1812024.10.09 14:00t/p480.10149.122148.147149.12240.232346.52
1822024.10.31 08:00buy490.10152.2760.0000.000
1832024.10.31 08:00modify490.10152.276151.876153.776
1842024.10.31 11:35buy500.10152.8770.0000.000
1852024.10.31 11:35modify500.10152.877152.426153.776
1862024.10.31 11:35modify490.10152.276152.426153.776
1872024.10.31 15:23s/l490.10152.426152.426153.7769.842356.36
1882024.10.31 15:23s/l500.10152.426152.426153.776-29.592326.77