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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=8; 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 profit501.65Gross profit778.13Gross loss-276.48
Profit factor2.81Expected payoff11.94
Absolute drawdown14.28Maximal drawdown201.26 (12.07%)Relative drawdown13.32% (174.29)
Total trades42Short positions (won %)18 (33.33%)Long positions (won %)24 (58.33%)
Profit trades (% of total)20 (47.62%)Loss trades (% of total)22 (52.38%)
Largestprofit trade100.27loss trade-24.98
Averageprofit trade38.91loss trade-12.57
Maximumconsecutive wins (profit in money)5 (285.88)consecutive losses (loss in money)3 (-31.92)
Maximalconsecutive profit (count of wins)285.88 (5)consecutive loss (count of losses)-31.92 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.04.29 04:00sell10.10159.3960.0000.000
22024.04.29 04:00modify10.10159.396160.896157.996
32024.04.29 04:05sell20.10158.8210.0000.000
42024.04.29 04:05modify20.10158.821159.186157.996
52024.04.29 04:05modify10.10159.396159.186157.996
62024.04.29 04:06sell30.10158.5990.0000.000
72024.04.29 04:06modify30.10158.599159.046157.996
82024.04.29 04:06sell40.10158.5990.0000.000
92024.04.29 04:06modify40.10158.599158.836157.996
102024.04.29 04:06modify20.10158.821158.836157.996
112024.04.29 04:06modify10.10159.396158.836157.996
122024.04.29 04:06modify30.10158.599158.836157.996
132024.04.29 04:06s/l10.10158.836158.836157.99635.251035.25
142024.04.29 04:06s/l20.10158.836158.836157.996-0.951034.30
152024.04.29 04:06s/l30.10158.836158.836157.996-14.921019.38
162024.04.29 04:06s/l40.10158.836158.836157.996-14.921004.46
172024.05.16 04:00buy50.10153.9990.0000.000
182024.05.16 04:00modify50.10153.999152.499155.399
192024.05.16 08:14buy60.10154.5610.0000.000
202024.05.16 08:14modify60.10154.561154.209155.399
212024.05.16 08:14modify50.10153.999154.209155.399
222024.05.16 08:25buy70.10154.7690.0000.000
232024.05.16 08:25modify70.10154.769154.349155.399
242024.05.16 08:25buy80.10154.7690.0000.000
252024.05.16 08:25modify80.10154.769154.559155.399
262024.05.16 08:25modify60.10154.561154.559155.399
272024.05.16 08:25modify50.10153.999154.559155.399
282024.05.16 08:25modify70.10154.769154.559155.399
292024.05.16 13:07t/p50.10155.399154.559155.39990.091094.55
302024.05.16 13:07t/p60.10155.399154.559155.39953.921148.47
312024.05.16 13:07t/p70.10155.399154.559155.39940.541189.01
322024.05.16 13:07t/p80.10155.399154.559155.39940.541229.55
332024.07.25 04:00buy90.10152.3450.0000.000
342024.07.25 04:00modify90.10152.345150.845153.745
352024.07.25 05:18buy100.10152.9080.0000.000
362024.07.25 05:18modify100.10152.908152.555153.745
372024.07.25 05:18modify90.10152.345152.555153.745
382024.07.25 06:04s/l90.10152.555152.555153.74513.761243.31
392024.07.25 06:04s/l100.10152.555152.555153.745-23.141220.17
402024.08.01 04:00buy110.10149.5920.0000.000
412024.08.01 04:00modify110.10149.592148.092150.992
422024.08.01 06:30buy120.10150.1550.0000.000
432024.08.01 06:30modify120.10150.155149.802150.992
442024.08.01 06:30modify110.10149.592149.802150.992
452024.08.01 06:40buy130.10150.3620.0000.000
462024.08.01 06:40modify130.10150.362149.942150.992
472024.08.01 06:40buy140.10150.3620.0000.000
482024.08.01 06:40modify140.10150.362150.152150.992
492024.08.01 06:40modify120.10150.155150.152150.992
502024.08.01 06:40modify110.10149.592150.152150.992
512024.08.01 06:40modify130.10150.362150.152150.992
522024.08.01 06:45s/l110.10150.152150.152150.99237.301257.47
532024.08.01 06:45s/l120.10150.152150.152150.992-0.201257.27
542024.08.01 06:45s/l130.10150.152150.152150.992-13.991243.28
552024.08.01 06:45s/l140.10150.152150.152150.992-13.991229.29
562024.08.07 04:00sell150.10147.1290.0000.000
572024.08.07 04:00modify150.10147.129148.629145.729
582024.08.07 06:35sell160.10146.5520.0000.000
592024.08.07 06:35modify160.10146.552146.919145.729
602024.08.07 06:35modify150.10147.129146.919145.729
612024.08.07 07:10s/l150.10146.919146.919145.72914.291243.58
622024.08.07 07:10s/l160.10146.919146.919145.729-24.981218.60
632024.08.19 04:00buy170.10146.4890.0000.000
642024.08.19 04:00modify170.10146.489144.989147.889
652024.08.20 02:57buy180.10147.0490.0000.000
662024.08.20 02:57modify180.10147.049146.699147.889
672024.08.20 02:57modify170.10146.489146.699147.889
682024.08.20 05:24buy190.10147.2630.0000.000
692024.08.20 05:24modify190.10147.263146.839147.889
702024.08.20 05:24buy200.10147.2630.0000.000
712024.08.20 05:24modify200.10147.263147.049147.889
722024.08.20 05:24modify180.10147.049147.049147.889
732024.08.20 05:24modify170.10146.489147.049147.889
742024.08.20 05:24modify190.10147.263147.049147.889
752024.08.20 06:35s/l170.10147.049147.049147.88939.061257.66
762024.08.20 06:35s/l180.10147.049147.049147.8890.001257.66
772024.08.20 06:35s/l190.10147.049147.049147.889-14.551243.11
782024.08.20 06:35s/l200.10147.049147.049147.889-14.551228.56
792024.09.11 04:00buy210.10141.4260.0000.000
802024.09.11 04:00modify210.10141.426139.926142.826
812024.09.11 12:30buy220.10141.9970.0000.000
822024.09.11 12:30modify220.10141.997141.636142.826
832024.09.11 12:30modify210.10141.426141.636142.826
842024.09.11 12:30buy230.10142.2070.0000.000
852024.09.11 12:30modify230.10142.207141.776142.826
862024.09.11 12:30buy240.10142.2070.0000.000
872024.09.11 12:30modify240.10142.207141.986142.826
882024.09.11 12:30modify220.10141.997141.986142.826
892024.09.11 12:30modify210.10141.426141.986142.826
902024.09.11 12:30modify230.10142.207141.986142.826
912024.09.11 12:30s/l210.10141.986141.986142.82639.441268.00
922024.09.11 12:30s/l220.10141.986141.986142.826-0.781267.22
932024.09.11 12:30s/l230.10141.986141.986142.826-15.571251.65
942024.09.11 12:30s/l240.10141.986141.986142.826-15.571236.08
952024.09.13 04:00buy250.10141.0060.0000.000
962024.09.13 04:00modify250.10141.006139.506142.406
972024.09.17 13:53buy260.10141.5740.0000.000
982024.09.17 13:53modify260.10141.574141.216142.406
992024.09.17 13:53modify250.10141.006141.216142.406
1002024.09.17 14:12buy270.10141.7800.0000.000
1012024.09.17 14:12modify270.10141.780141.356142.406
1022024.09.17 14:12buy280.10141.7800.0000.000
1032024.09.17 14:12modify280.10141.780141.566142.406
1042024.09.17 14:12modify260.10141.574141.566142.406
1052024.09.17 14:12modify250.10141.006141.566142.406
1062024.09.17 14:12modify270.10141.780141.566142.406
1072024.09.17 20:40t/p250.10142.406141.566142.406100.271336.35
1082024.09.17 20:40t/p260.10142.406141.566142.40658.421394.77
1092024.09.17 20:40t/p270.10142.406141.566142.40643.961438.73
1102024.09.17 20:40t/p280.10142.406141.566142.40643.961482.69
1112024.09.19 04:00sell290.10143.1680.0000.000
1122024.09.19 04:00modify290.10143.168144.668141.768
1132024.09.19 05:58sell300.10142.6060.0000.000
1142024.09.19 05:58modify300.10142.606142.958141.768
1152024.09.19 05:58modify290.10143.168142.958141.768
1162024.09.19 06:41sell310.10142.3950.0000.000
1172024.09.19 06:41modify310.10142.395142.818141.768
1182024.09.19 06:41sell320.10142.3950.0000.000
1192024.09.19 06:41modify320.10142.395142.608141.768
1202024.09.19 06:41modify300.10142.606142.608141.768
1212024.09.19 06:41modify290.10143.168142.608141.768
1222024.09.19 06:41modify310.10142.395142.608141.768
1232024.09.19 08:05s/l290.10142.608142.608141.76839.271521.96
1242024.09.19 08:05s/l300.10142.608142.608141.768-0.141521.82
1252024.09.19 08:05s/l310.10142.608142.608141.768-14.941506.88
1262024.09.19 08:05s/l320.10142.608142.608141.768-14.941491.94
1272024.10.28 04:00sell330.10153.6300.0000.000
1282024.10.28 04:00modify330.10153.630155.130152.230
1292024.10.28 09:05sell340.10153.0690.0000.000
1302024.10.28 09:05modify340.10153.069153.420152.230
1312024.10.28 09:05modify330.10153.630153.420152.230
1322024.10.28 10:03sell350.10152.8590.0000.000
1332024.10.28 10:03modify350.10152.859153.280152.230
1342024.10.28 10:03sell360.10152.8590.0000.000
1352024.10.28 10:03modify360.10152.859153.070152.230
1362024.10.28 10:03modify340.10153.069153.070152.230
1372024.10.28 10:03modify330.10153.630153.070152.230
1382024.10.28 10:03modify350.10152.859153.070152.230
1392024.10.28 14:42s/l330.10153.070153.070152.23036.591528.53
1402024.10.28 14:42s/l340.10153.070153.070152.230-0.061528.47
1412024.10.28 14:42s/l350.10153.070153.070152.230-13.781514.69
1422024.10.28 14:42s/l360.10153.070153.070152.230-13.781500.91
1432024.11.06 04:00sell370.10153.9340.0000.000
1442024.11.06 04:00modify370.10153.934155.434152.534
1452024.11.06 05:00sell380.10153.3740.0000.000
1462024.11.06 05:00modify380.10153.374153.724152.534
1472024.11.06 05:00modify370.10153.934153.724152.534
1482024.11.06 05:20sell390.10153.1640.0000.000
1492024.11.06 05:20modify390.10153.164153.584152.534
1502024.11.06 05:20sell400.10153.1640.0000.000
1512024.11.06 05:20modify400.10153.164153.374152.534
1522024.11.06 05:20modify380.10153.374153.374152.534
1532024.11.06 05:20modify370.10153.934153.374152.534
1542024.11.06 05:20modify390.10153.164153.374152.534
1552024.11.06 05:23s/l370.10153.374153.374152.53436.521537.43
1562024.11.06 05:23s/l380.10153.374153.374152.5340.001537.43
1572024.11.06 05:23s/l390.10153.374153.374152.534-13.691523.74
1582024.11.06 05:23s/l400.10153.374153.374152.534-13.691510.05
1592024.11.29 04:00buy410.10150.1260.0000.000
1602024.11.29 04:00modify410.10150.126148.626151.526
1612024.12.02 02:12buy420.10150.6870.0000.000
1622024.12.02 02:12modify420.10150.687150.336151.526
1632024.12.02 02:12modify410.10150.126150.336151.526
1642024.12.02 06:39s/l410.10150.336150.336151.52614.951525.00
1652024.12.02 06:39s/l420.10150.336150.336151.526-23.351501.65