Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=70; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test2615Ticks modelled79435Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1112.26Gross profit1686.36Gross loss-574.10
Profit factor2.94Expected payoff22.25
Absolute drawdown231.95Maximal drawdown234.30 (23.37%)Relative drawdown23.37% (234.30)
Total trades50Short positions (won %)34 (70.59%)Long positions (won %)16 (75.00%)
Profit trades (% of total)36 (72.00%)Loss trades (% of total)14 (28.00%)
Largestprofit trade92.04loss trade-59.66
Averageprofit trade46.84loss trade-41.01
Maximumconsecutive wins (profit in money)8 (430.61)consecutive losses (loss in money)3 (-150.58)
Maximalconsecutive profit (count of wins)430.61 (8)consecutive loss (count of losses)-150.58 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.04 20:00sell10.10144.5770.0000.000
22024.01.04 20:00modify10.10144.577145.277143.277
32024.01.05 06:40s/l10.10145.277145.277143.277-49.76950.24
42024.01.15 20:00sell20.10145.7890.0000.000
52024.01.15 20:00modify20.10145.789146.489144.489
62024.01.16 08:40s/l20.10146.489146.489144.489-49.39900.85
72024.02.08 20:00sell30.10149.3860.0000.000
82024.02.08 20:00modify30.10149.386150.086148.086
92024.02.13 13:30s/l30.10150.086150.086148.086-51.43849.42
102024.03.08 20:00buy40.10147.0780.0000.000
112024.03.08 20:00modify40.10147.078146.378148.378
122024.03.12 05:40buy50.10147.6240.0000.000
132024.03.12 05:40modify50.10147.624147.143148.378
142024.03.12 05:40modify40.10147.078147.143148.378
152024.03.12 12:15s/l40.10147.143147.143148.3786.38855.80
162024.03.12 12:15s/l50.10147.143147.143148.378-32.71823.09
172024.03.15 20:00sell60.10149.0790.0000.000
182024.03.15 20:00modify60.10149.079149.779147.779
192024.03.19 03:40s/l60.10149.779149.779147.779-49.90773.19
202024.03.20 16:00sell70.10151.6610.0000.000
212024.03.20 16:00modify70.10151.661152.361150.361
222024.03.20 19:45sell80.10151.1380.0000.000
232024.03.20 19:45modify80.10151.138151.596150.361
242024.03.20 19:45modify70.10151.661151.596150.361
252024.03.20 22:50sell90.10150.8800.0000.000
262024.03.20 22:50modify90.10150.880151.336150.361
272024.03.20 22:50modify80.10151.138151.336150.361
282024.03.20 22:50modify70.10151.661151.336150.361
292024.03.20 23:59sell100.10150.7380.0000.000
302024.03.20 23:59modify100.10150.738151.206150.361
312024.03.20 23:59modify90.10150.880151.206150.361
322024.03.20 23:59modify80.10151.138151.206150.361
332024.03.20 23:59modify70.10151.661151.206150.361
342024.03.21 01:40t/p70.10150.361151.206150.36181.68854.87
352024.03.21 01:40t/p80.10150.361151.206150.36146.88901.75
362024.03.21 01:40t/p90.10150.361151.206150.36129.72931.46
372024.03.21 01:40t/p100.10150.361151.206150.36120.27951.73
382024.04.11 12:00sell110.10153.0860.0000.000
392024.04.11 12:00modify110.10153.086153.786151.786
402024.04.15 04:30s/l110.10153.786153.786151.786-48.72903.02
412024.04.15 20:00sell120.10154.2230.0000.000
422024.04.15 20:00modify120.10154.223154.923152.923
432024.04.24 06:20s/l120.10154.923154.923152.923-59.66843.36
442024.05.03 20:00buy130.10152.9180.0000.000
452024.05.03 20:00modify130.10152.918152.218154.218
462024.05.06 02:20buy140.10153.7000.0000.000
472024.05.06 02:20modify140.10153.700153.243154.218
482024.05.06 02:20modify130.10152.918153.243154.218
492024.05.06 02:40buy150.10153.8420.0000.000
502024.05.06 02:40modify150.10153.842153.373154.218
512024.05.06 02:40modify140.10153.700153.373154.218
522024.05.06 02:40modify130.10152.918153.373154.218
532024.05.06 23:33t/p130.10154.218153.373154.21885.25928.61
542024.05.06 23:33t/p140.10154.218153.373154.21833.58962.19
552024.05.06 23:33t/p150.10154.218153.373154.21824.37986.56
562024.05.08 16:00sell160.10155.4260.0000.000
572024.05.08 16:00modify160.10155.426156.126154.126
582024.05.13 15:30s/l160.10156.126156.126154.126-52.86933.70
592024.05.14 12:00sell170.10156.4500.0000.000
602024.05.14 12:00modify170.10156.450157.150155.150
612024.05.15 08:20sell180.10155.9220.0000.000
622024.05.15 08:20modify180.10155.922156.385155.150
632024.05.15 08:20modify170.10156.450156.385155.150
642024.05.15 08:55sell190.10155.6490.0000.000
652024.05.15 08:55modify190.10155.649156.125155.150
662024.05.15 08:55modify180.10155.922156.125155.150
672024.05.15 08:55modify170.10156.450156.125155.150
682024.05.15 12:10sell200.10155.5170.0000.000
692024.05.15 12:10modify200.10155.517155.995155.150
702024.05.15 12:10modify190.10155.649155.995155.150
712024.05.15 12:10modify180.10155.922155.995155.150
722024.05.15 12:10modify170.10156.450155.995155.150
732024.05.15 12:30t/p170.10155.150155.995155.15082.201015.90
742024.05.15 12:30t/p180.10155.150155.995155.15049.771065.67
752024.05.15 12:30t/p190.10155.150155.995155.15032.171097.84
762024.05.15 12:30t/p200.10155.150155.995155.15023.661121.50
772024.06.04 16:00buy210.10154.9020.0000.000
782024.06.04 16:00modify210.10154.902154.202156.202
792024.06.05 00:50buy220.10155.4340.0000.000
802024.06.05 00:50modify220.10155.434154.967156.202
812024.06.05 00:50modify210.10154.902154.967156.202
822024.06.05 05:30buy230.10155.6890.0000.000
832024.06.05 05:30modify230.10155.689155.227156.202
842024.06.05 05:30modify220.10155.434155.227156.202
852024.06.05 05:30modify210.10154.902155.227156.202
862024.06.05 08:30t/p210.10156.202155.227156.20284.181205.68
872024.06.05 08:30t/p220.10156.202155.227156.20249.151254.83
882024.06.05 08:30t/p230.10156.202155.227156.20232.831287.66
892024.07.10 20:00sell240.10161.7340.0000.000
902024.07.10 20:00modify240.10161.734162.434160.434
912024.07.11 12:30t/p240.10160.434162.434160.43476.651364.30
922024.07.11 20:00buy250.10158.8540.0000.000
932024.07.11 20:00modify250.10158.854158.154160.154
942024.07.11 23:40s/l250.10158.154158.154160.154-44.381319.92
952024.07.17 16:00buy260.10156.5960.0000.000
962024.07.17 16:00modify260.10156.596155.896157.896
972024.07.17 23:30s/l260.10155.896155.896157.896-44.971274.95
982024.07.30 12:00sell270.10154.8840.0000.000
992024.07.30 12:00modify270.10154.884155.584153.584
1002024.07.30 13:46sell280.10154.3500.0000.000
1012024.07.30 13:46modify280.10154.350154.819153.584
1022024.07.30 13:46modify270.10154.884154.819153.584
1032024.07.30 16:30t/p270.10153.584154.819153.58484.731359.68
1042024.07.30 16:30t/p280.10153.584154.819153.58449.921409.60
1052024.09.16 12:00buy290.10139.9140.0000.000
1062024.09.16 12:00modify290.10139.914139.214141.214
1072024.09.16 13:30buy300.10140.4370.0000.000
1082024.09.16 13:30modify300.10140.437139.979141.214
1092024.09.16 13:30modify290.10139.914139.979141.214
1102024.09.16 14:05buy310.10140.7020.0000.000
1112024.09.16 14:05modify310.10140.702140.239141.214
1122024.09.16 14:05modify300.10140.437140.239141.214
1132024.09.16 14:05modify290.10139.914140.239141.214
1142024.09.16 15:59buy320.10140.8300.0000.000
1152024.09.16 15:59modify320.10140.830140.369141.214
1162024.09.16 15:59modify310.10140.702140.369141.214
1172024.09.16 15:59modify300.10140.437140.369141.214
1182024.09.16 15:59modify290.10139.914140.369141.214
1192024.09.16 23:15t/p290.10141.214140.369141.21492.041501.64
1202024.09.16 23:15t/p300.10141.214140.369141.21455.011556.65
1212024.09.16 23:15t/p310.10141.214140.369141.21436.251592.90
1222024.09.16 23:15t/p320.10141.214140.369141.21427.191620.09
1232024.10.14 20:00sell330.10149.7630.0000.000
1242024.10.14 20:00modify330.10149.763150.463148.463
1252024.10.15 07:30sell340.10149.2290.0000.000
1262024.10.15 07:30modify340.10149.229149.698148.463
1272024.10.15 07:30modify330.10149.763149.698148.463
1282024.10.15 09:30sell350.10148.9630.0000.000
1292024.10.15 09:30modify350.10148.963149.438148.463
1302024.10.15 09:30modify340.10149.229149.438148.463
1312024.10.15 09:30modify330.10149.763149.438148.463
1322024.10.15 09:40sell360.10148.8480.0000.000
1332024.10.15 09:40modify360.10148.848149.308148.463
1342024.10.15 09:40modify350.10148.963149.308148.463
1352024.10.15 09:40modify340.10149.229149.308148.463
1362024.10.15 09:40modify330.10149.763149.308148.463
1372024.10.15 11:30s/l330.10149.308149.308148.46328.861648.96
1382024.10.15 11:30s/l340.10149.308149.308148.463-5.291643.67
1392024.10.15 11:30s/l350.10149.308149.308148.463-23.101620.57
1402024.10.15 11:30s/l360.10149.308149.308148.463-30.801589.77
1412024.10.23 16:00sell370.10152.8210.0000.000
1422024.10.23 16:00modify370.10152.821153.521151.521
1432024.10.24 04:20sell380.10152.2920.0000.000
1442024.10.24 04:20modify380.10152.292152.756151.521
1452024.10.24 04:20modify370.10152.821152.756151.521
1462024.10.24 07:15sell390.10152.0250.0000.000
1472024.10.24 07:15modify390.10152.025152.496151.521
1482024.10.24 07:15modify380.10152.292152.496151.521
1492024.10.24 07:15modify370.10152.821152.496151.521
1502024.10.24 14:50sell400.10151.8890.0000.000
1512024.10.24 14:50modify400.10151.889152.366151.521
1522024.10.24 14:50modify390.10152.025152.366151.521
1532024.10.24 14:50modify380.10152.292152.366151.521
1542024.10.24 14:50modify370.10152.821152.366151.521
1552024.10.25 05:05t/p370.10151.521152.366151.52179.381669.15
1562024.10.25 05:05t/p380.10151.521152.366151.52149.281718.43
1572024.10.25 05:05t/p390.10151.521152.366151.52131.661750.09
1582024.10.25 05:05t/p400.10151.521152.366151.52122.681772.77
1592024.11.29 12:00buy410.10150.0660.0000.000
1602024.11.29 12:00modify410.10150.066149.366151.366
1612024.12.02 02:20buy420.10150.5980.0000.000
1622024.12.02 02:20modify420.10150.598150.131151.366
1632024.12.02 02:20modify410.10150.066150.131151.366
1642024.12.02 07:40s/l410.10150.131150.131151.3665.311778.08
1652024.12.02 07:40s/l420.10150.131150.131151.366-31.141746.94
1662024.12.19 20:00sell430.10157.4200.0000.000
1672024.12.19 20:00modify430.10157.420158.120156.120
1682024.12.20 02:40sell440.10156.8790.0000.000
1692024.12.20 02:40modify440.10156.879157.355156.120
1702024.12.20 02:40modify430.10157.420157.355156.120
1712024.12.20 09:40sell450.10156.6200.0000.000
1722024.12.20 09:40modify450.10156.620157.095156.120
1732024.12.20 09:40modify440.10156.879157.095156.120
1742024.12.20 09:40modify430.10157.420157.095156.120
1752024.12.20 15:59sell460.10156.5030.0000.000
1762024.12.20 15:59modify460.10156.503156.965156.120
1772024.12.20 15:59modify450.10156.620156.965156.120
1782024.12.20 15:59modify440.10156.879156.965156.120
1792024.12.20 15:59modify430.10157.420156.965156.120
1802024.12.20 17:20t/p430.10156.120156.965156.12081.671828.61
1812024.12.20 17:20t/p440.10156.120156.965156.12048.621877.23
1822024.12.20 17:20t/p450.10156.120156.965156.12032.031909.26
1832024.12.20 17:20t/p460.10156.120156.965156.12024.541933.80
1842024.12.26 20:00sell470.10157.9850.0000.000
1852024.12.26 20:00modify470.10157.985158.685156.685
1862024.12.30 13:40sell480.10157.4480.0000.000
1872024.12.30 13:40modify480.10157.448157.920156.685
1882024.12.30 13:40modify470.10157.985157.920156.685
1892024.12.30 14:40sell490.10157.0660.0000.000
1902024.12.30 14:40modify490.10157.066157.530156.685
1912024.12.30 14:40modify480.10157.448157.530156.685
1922024.12.30 14:40modify470.10157.985157.530156.685
1932024.12.30 16:35sell500.10157.1870.0000.000
1942024.12.30 16:35modify500.10157.187157.660156.685
1952024.12.30 16:40modify500.10157.187157.530156.685
1962024.12.31 01:20t/p470.10156.685157.530156.68578.182011.98
1972024.12.31 01:20t/p480.10156.685157.530156.68547.112059.09
1982024.12.31 01:20t/p490.10156.685157.530156.68522.722081.82
1992024.12.31 01:20t/p500.10156.685157.530156.68530.442112.26