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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1914Ticks modelled39495493Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit779.84Gross profit1479.81Gross loss-699.97
Profit factor2.11Expected payoff13.22
Absolute drawdown350.83Maximal drawdown353.18 (35.24%)Relative drawdown35.24% (353.18)
Total trades59Short positions (won %)38 (52.63%)Long positions (won %)21 (71.43%)
Profit trades (% of total)35 (59.32%)Loss trades (% of total)24 (40.68%)
Largestprofit trade92.06loss trade-52.87
Averageprofit trade42.28loss trade-29.17
Maximumconsecutive wins (profit in money)13 (567.62)consecutive losses (loss in money)6 (-140.80)
Maximalconsecutive profit (count of wins)567.62 (13)consecutive loss (count of losses)-150.64 (3)
Averageconsecutive wins4consecutive losses3
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 06:31s/l10.10145.277145.277143.277-49.79950.21
42024.01.15 20:00sell20.10145.7890.0000.000
52024.01.15 20:00modify20.10145.789146.489144.489
62024.01.16 08:41s/l20.10146.489146.489144.489-49.39900.82
72024.02.08 20:00sell30.10149.3860.0000.000
82024.02.08 20:00modify30.10149.386150.086148.086
92024.02.13 13:32s/l30.10150.086150.086148.086-51.46849.36
102024.03.08 20:00buy40.10147.0780.0000.000
112024.03.08 20:00modify40.10147.078146.378148.378
122024.03.12 05:47buy50.10147.6100.0000.000
132024.03.12 05:47modify50.10147.610147.143148.378
142024.03.12 05:47modify40.10147.078147.143148.378
152024.03.12 12:30buy60.10147.9880.0000.000
162024.03.12 12:30modify60.10147.988147.533148.378
172024.03.12 12:30modify50.10147.610147.533148.378
182024.03.12 12:30modify40.10147.078147.533148.378
192024.03.12 12:30buy70.10147.8760.0000.000
202024.03.12 12:30modify70.10147.876147.403148.378
212024.03.12 12:30modify70.10147.876147.533148.378
222024.03.12 12:32s/l40.10147.533147.533148.37832.81882.17
232024.03.12 12:32s/l50.10147.533147.533148.378-5.22876.95
242024.03.12 12:32s/l60.10147.533147.533148.378-30.84846.11
252024.03.12 12:32s/l70.10147.533147.533148.378-23.25822.86
262024.03.15 20:00sell80.10149.0790.0000.000
272024.03.15 20:00modify80.10149.079149.779147.779
282024.03.19 03:40s/l80.10149.779149.779147.779-49.96772.90
292024.03.20 16:00sell90.10151.6610.0000.000
302024.03.20 16:00modify90.10151.661152.361150.361
312024.03.20 18:37sell100.10151.1370.0000.000
322024.03.20 18:37modify100.10151.137151.596150.361
332024.03.20 18:37modify90.10151.661151.596150.361
342024.03.20 18:45sell110.10150.8760.0000.000
352024.03.20 18:45modify110.10150.876151.336150.361
362024.03.20 18:45modify100.10151.137151.336150.361
372024.03.20 18:45modify90.10151.661151.336150.361
382024.03.20 18:53sell120.10150.7460.0000.000
392024.03.20 18:53modify120.10150.746151.206150.361
402024.03.20 18:53modify110.10150.876151.206150.361
412024.03.20 18:53modify100.10151.137151.206150.361
422024.03.20 18:53modify90.10151.661151.206150.361
432024.03.20 19:25s/l90.10151.206151.206150.36130.10803.00
442024.03.20 19:25s/l100.10151.206151.206150.361-4.56798.44
452024.03.20 19:25s/l110.10151.206151.206150.361-21.82776.62
462024.03.20 19:25s/l120.10151.206151.206150.361-30.42746.20
472024.04.11 12:00sell130.10153.0860.0000.000
482024.04.11 12:00modify130.10153.086153.786151.786
492024.04.15 04:14s/l130.10153.786153.786151.786-48.73697.48
502024.04.15 20:00sell140.10154.2230.0000.000
512024.04.15 20:00modify140.10154.223154.923152.923
522024.04.19 02:19sell150.10153.6980.0000.000
532024.04.19 02:19modify150.10153.698154.158152.923
542024.04.19 02:19modify140.10154.223154.158152.923
552024.04.19 03:07s/l140.10154.158154.158152.923-5.44692.04
562024.04.19 03:07s/l150.10154.158154.158152.923-29.84662.20
572024.05.03 20:00buy160.10152.9180.0000.000
582024.05.03 20:00modify160.10152.918152.218154.218
592024.05.05 23:33buy170.10153.4390.0000.000
602024.05.05 23:33modify170.10153.439152.983154.218
612024.05.05 23:33modify160.10152.918152.983154.218
622024.05.05 23:58buy180.10153.6980.0000.000
632024.05.05 23:58modify180.10153.698153.243154.218
642024.05.05 23:58modify170.10153.439153.243154.218
652024.05.05 23:58modify160.10152.918153.243154.218
662024.05.06 02:58buy190.10153.8340.0000.000
672024.05.06 02:58modify190.10153.834153.373154.218
682024.05.06 02:58modify180.10153.698153.373154.218
692024.05.06 02:58modify170.10153.439153.373154.218
702024.05.06 02:58modify160.10152.918153.373154.218
712024.05.06 23:16t/p160.10154.218153.373154.21885.27747.47
722024.05.06 23:16t/p170.10154.218153.373154.21851.49798.96
732024.05.06 23:16t/p180.10154.218153.373154.21834.70833.66
742024.05.06 23:16t/p190.10154.218153.373154.21824.90858.56
752024.05.08 16:00sell200.10155.4260.0000.000
762024.05.08 16:00modify200.10155.426156.126154.126
772024.05.13 15:04s/l200.10156.126156.126154.126-52.87805.69
782024.05.14 12:00sell210.10156.4500.0000.000
792024.05.14 12:00modify210.10156.450157.150155.150
802024.05.15 08:24sell220.10155.9260.0000.000
812024.05.15 08:24modify220.10155.926156.385155.150
822024.05.15 08:24modify210.10156.450156.385155.150
832024.05.15 08:37sell230.10155.6680.0000.000
842024.05.15 08:37modify230.10155.668156.125155.150
852024.05.15 08:37modify220.10155.926156.125155.150
862024.05.15 08:37modify210.10156.450156.125155.150
872024.05.15 12:06sell240.10155.5400.0000.000
882024.05.15 12:06modify240.10155.540155.995155.150
892024.05.15 12:06modify230.10155.668155.995155.150
902024.05.15 12:06modify220.10155.926155.995155.150
912024.05.15 12:06modify210.10156.450155.995155.150
922024.05.15 12:30t/p210.10155.150155.995155.15082.20887.89
932024.05.15 12:30t/p220.10155.150155.995155.15050.02937.91
942024.05.15 12:30t/p230.10155.150155.995155.15033.39971.30
952024.05.15 12:30t/p240.10155.150155.995155.15025.14996.44
962024.06.04 16:00buy250.10154.9020.0000.000
972024.06.04 16:00modify250.10154.902154.202156.202
982024.06.05 00:15buy260.10155.4220.0000.000
992024.06.05 00:15modify260.10155.422154.967156.202
1002024.06.05 00:15modify250.10154.902154.967156.202
1012024.06.05 05:05buy270.10155.6830.0000.000
1022024.06.05 05:05modify270.10155.683155.227156.202
1032024.06.05 05:05modify260.10155.422155.227156.202
1042024.06.05 05:05modify250.10154.902155.227156.202
1052024.06.05 06:18buy280.10155.8130.0000.000
1062024.06.05 06:18modify280.10155.813155.357156.202
1072024.06.05 06:18modify270.10155.683155.357156.202
1082024.06.05 06:18modify260.10155.422155.357156.202
1092024.06.05 06:18modify250.10154.902155.357156.202
1102024.06.05 08:33t/p250.10156.202155.357156.20284.211080.65
1112024.06.05 08:33t/p260.10156.202155.357156.20249.941130.59
1122024.06.05 08:33t/p270.10156.202155.357156.20233.231163.82
1132024.06.05 08:33t/p280.10156.202155.357156.20224.901188.72
1142024.07.10 20:00sell290.10161.7340.0000.000
1152024.07.10 20:00modify290.10161.734162.434160.434
1162024.07.11 12:30sell300.10161.2110.0000.000
1172024.07.11 12:30modify300.10161.211161.669160.434
1182024.07.11 12:30modify290.10161.734161.669160.434
1192024.07.11 12:30sell310.10160.9420.0000.000
1202024.07.11 12:30modify310.10160.942161.409160.434
1212024.07.11 12:30modify300.10161.211161.409160.434
1222024.07.11 12:30modify290.10161.734161.409160.434
1232024.07.11 12:31sell320.10160.8220.0000.000
1242024.07.11 12:31modify320.10160.822161.279160.434
1252024.07.11 12:31modify310.10160.942161.279160.434
1262024.07.11 12:31modify300.10161.211161.279160.434
1272024.07.11 12:31modify290.10161.734161.279160.434
1282024.07.11 12:42t/p290.10160.434161.279160.43476.221264.94
1292024.07.11 12:42t/p300.10160.434161.279160.43448.431313.37
1302024.07.11 12:42t/p310.10160.434161.279160.43431.671345.04
1312024.07.11 12:42t/p320.10160.434161.279160.43424.181369.22
1322024.07.11 20:00buy330.10158.8540.0000.000
1332024.07.11 20:00modify330.10158.854158.154160.154
1342024.07.11 23:06buy340.10159.3740.0000.000
1352024.07.11 23:06modify340.10159.374158.919160.154
1362024.07.11 23:06modify330.10158.854158.919160.154
1372024.07.11 23:28s/l330.10158.919158.919160.1544.091373.31
1382024.07.11 23:28s/l340.10158.919158.919160.154-28.631344.68
1392024.07.17 16:00buy350.10156.5960.0000.000
1402024.07.17 16:00modify350.10156.596155.896157.896
1412024.07.17 23:05s/l350.10155.896155.896157.896-44.901299.78
1422024.07.30 12:00sell360.10154.8840.0000.000
1432024.07.30 12:00modify360.10154.884155.584153.584
1442024.07.30 13:27sell370.10154.3620.0000.000
1452024.07.30 13:27modify370.10154.362154.819153.584
1462024.07.30 13:27modify360.10154.884154.819153.584
1472024.07.30 15:04sell380.10154.0890.0000.000
1482024.07.30 15:04modify380.10154.089154.559153.584
1492024.07.30 15:04modify370.10154.362154.559153.584
1502024.07.30 15:04modify360.10154.884154.559153.584
1512024.07.30 15:04sell390.10153.9640.0000.000
1522024.07.30 15:04modify390.10153.964154.429153.584
1532024.07.30 15:04modify380.10154.089154.429153.584
1542024.07.30 15:04modify370.10154.362154.429153.584
1552024.07.30 15:04modify360.10154.884154.429153.584
1562024.07.30 15:04s/l360.10154.429154.429153.58429.461329.24
1572024.07.30 15:04s/l370.10154.429154.429153.584-4.341324.90
1582024.07.30 15:04s/l380.10154.429154.429153.584-22.011302.89
1592024.07.30 15:04s/l390.10154.429154.429153.584-30.111272.78
1602024.09.16 12:00buy400.10139.9140.0000.000
1612024.09.16 12:00modify400.10139.914139.214141.214
1622024.09.16 12:41buy410.10140.4340.0000.000
1632024.09.16 12:41modify410.10140.434139.979141.214
1642024.09.16 12:41modify400.10139.914139.979141.214
1652024.09.16 14:07buy420.10140.6940.0000.000
1662024.09.16 14:07modify420.10140.694140.239141.214
1672024.09.16 14:07modify410.10140.434140.239141.214
1682024.09.16 14:07modify400.10139.914140.239141.214
1692024.09.16 15:33buy430.10140.8240.0000.000
1702024.09.16 15:33modify430.10140.824140.369141.214
1712024.09.16 15:33modify420.10140.694140.369141.214
1722024.09.16 15:33modify410.10140.434140.369141.214
1732024.09.16 15:33modify400.10139.914140.369141.214
1742024.09.16 23:18t/p400.10141.214140.369141.21492.061364.84
1752024.09.16 23:18t/p410.10141.214140.369141.21455.241420.08
1762024.09.16 23:18t/p420.10141.214140.369141.21436.831456.91
1772024.09.16 23:18t/p430.10141.214140.369141.21427.621484.53
1782024.10.14 20:00sell440.10149.7630.0000.000
1792024.10.14 20:00modify440.10149.763150.463148.463
1802024.10.15 07:01sell450.10149.2400.0000.000
1812024.10.15 07:01modify450.10149.240149.698148.463
1822024.10.15 07:01modify440.10149.763149.698148.463
1832024.10.15 09:22sell460.10148.9830.0000.000
1842024.10.15 09:22modify460.10148.983149.438148.463
1852024.10.15 09:22modify450.10149.240149.438148.463
1862024.10.15 09:22modify440.10149.763149.438148.463
1872024.10.15 09:50sell470.10148.8530.0000.000
1882024.10.15 09:50modify470.10148.853149.308148.463
1892024.10.15 09:50modify460.10148.983149.308148.463
1902024.10.15 09:50modify450.10149.240149.308148.463
1912024.10.15 09:50modify440.10149.763149.308148.463
1922024.10.15 11:23s/l440.10149.308149.308148.46328.871513.40
1932024.10.15 11:23s/l450.10149.308149.308148.463-4.551508.85
1942024.10.15 11:23s/l460.10149.308149.308148.463-21.761487.09
1952024.10.15 11:23s/l470.10149.308149.308148.463-30.471456.62
1962024.10.23 16:00sell480.10152.8210.0000.000
1972024.10.23 16:00modify480.10152.821153.521151.521
1982024.10.24 04:07sell490.10152.3010.0000.000
1992024.10.24 04:07modify490.10152.301152.756151.521
2002024.10.24 04:07modify480.10152.821152.756151.521
2012024.10.24 07:04sell500.10152.0410.0000.000
2022024.10.24 07:04modify500.10152.041152.496151.521
2032024.10.24 07:04modify490.10152.301152.496151.521
2042024.10.24 07:04modify480.10152.821152.496151.521
2052024.10.24 09:30sell510.10151.9080.0000.000
2062024.10.24 09:30modify510.10151.908152.366151.521
2072024.10.24 09:30modify500.10152.041152.366151.521
2082024.10.24 09:30modify490.10152.301152.366151.521
2092024.10.24 09:30modify480.10152.821152.366151.521
2102024.10.25 05:14t/p480.10151.521152.366151.52179.371535.99
2112024.10.25 05:14t/p490.10151.521152.366151.52149.871585.86
2122024.10.25 05:14t/p500.10151.521152.366151.52132.711618.57
2132024.10.25 05:14t/p510.10151.521152.366151.52123.931642.51
2142024.11.29 12:00buy520.10150.0660.0000.000
2152024.11.29 12:00modify520.10150.066149.366151.366
2162024.12.02 02:00buy530.10150.5860.0000.000
2172024.12.02 02:00modify530.10150.586150.131151.366
2182024.12.02 02:00modify520.10150.066150.131151.366
2192024.12.02 07:33s/l520.10150.131150.131151.3665.311647.82
2202024.12.02 07:33s/l530.10150.131150.131151.366-30.311617.51
2212024.12.19 20:00sell540.10157.4200.0000.000
2222024.12.19 20:00modify540.10157.420158.120156.120
2232024.12.20 02:51sell550.10156.8950.0000.000
2242024.12.20 02:51modify550.10156.895157.355156.120
2252024.12.20 02:51modify540.10157.420157.355156.120
2262024.12.20 09:20sell560.10156.6380.0000.000
2272024.12.20 09:20modify560.10156.638157.095156.120
2282024.12.20 09:20modify550.10156.895157.095156.120
2292024.12.20 09:20modify540.10157.420157.095156.120
2302024.12.20 13:30sell570.10156.5050.0000.000
2312024.12.20 13:30modify570.10156.505156.965156.120
2322024.12.20 13:30modify560.10156.638156.965156.120
2332024.12.20 13:30modify550.10156.895156.965156.120
2342024.12.20 13:30modify540.10157.420156.965156.120
2352024.12.20 17:01t/p540.10156.120156.965156.12081.661699.17
2362024.12.20 17:01t/p550.10156.120156.965156.12049.641748.81
2372024.12.20 17:01t/p560.10156.120156.965156.12033.181781.99
2382024.12.20 17:01t/p570.10156.120156.965156.12024.661806.65
2392024.12.26 20:00sell580.10157.9850.0000.000
2402024.12.26 20:00modify580.10157.985158.685156.685
2412024.12.27 16:19sell590.10157.4570.0000.000
2422024.12.27 16:19modify590.10157.457157.920156.685
2432024.12.27 16:19modify580.10157.985157.920156.685
2442024.12.27 19:22s/l580.10157.920157.920156.6852.511809.16
2452024.12.27 19:22s/l590.10157.920157.920156.685-29.321779.84