Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 20:00 (2024.03.01 - 2025.03.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=20; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test2608Ticks modelled79162Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1490.35Gross profit1997.30Gross loss-506.95
Profit factor3.94Expected payoff29.81
Absolute drawdown2.99Maximal drawdown234.11 (9.53%)Relative drawdown11.57% (161.93)
Total trades50Short positions (won %)25 (60.00%)Long positions (won %)25 (88.00%)
Profit trades (% of total)37 (74.00%)Loss trades (% of total)13 (26.00%)
Largestprofit trade97.36loss trade-84.92
Averageprofit trade53.98loss trade-39.00
Maximumconsecutive wins (profit in money)12 (744.86)consecutive losses (loss in money)2 (-101.66)
Maximalconsecutive profit (count of wins)744.86 (12)consecutive loss (count of losses)-101.66 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.03.04 20:00sell10.10150.5510.0000.000
22024.03.04 20:00modify10.10150.551151.751149.151
32024.03.05 14:35sell20.10150.1140.0000.000
42024.03.05 14:35modify20.10150.114150.481149.151
52024.03.05 14:35modify10.10150.551150.481149.151
62024.03.06 08:45sell30.10149.7560.0000.000
72024.03.06 08:45modify30.10149.756150.201149.151
82024.03.06 08:45sell40.10149.7560.0000.000
92024.03.06 08:45modify40.10149.756149.991149.151
102024.03.06 08:45modify20.10150.114149.991149.151
112024.03.06 08:45modify10.10150.551149.991149.151
122024.03.06 08:50modify30.10149.756149.991149.151
132024.03.06 17:05t/p10.10149.151149.991149.15191.071091.07
142024.03.06 17:05t/p20.10149.151149.991149.15163.171154.25
152024.03.06 17:05t/p30.10149.151149.991149.15140.561194.81
162024.03.06 17:05t/p40.10149.151149.991149.15140.561235.37
172024.04.04 20:00buy50.10151.2610.0000.000
182024.04.04 20:00modify50.10151.261150.061152.661
192024.04.05 13:00buy60.10151.6860.0000.000
202024.04.05 13:00modify60.10151.686151.331152.661
212024.04.05 13:00modify50.10151.261151.331152.661
222024.04.10 13:40t/p50.10152.661151.331152.66194.061329.43
232024.04.10 13:40t/p60.10152.661151.331152.66165.631395.05
242024.04.24 20:00sell70.10155.2960.0000.000
252024.04.24 20:00modify70.10155.296156.496153.896
262024.04.26 07:20s/l70.10156.496156.496153.896-82.211312.84
272024.05.22 20:00sell80.10156.7060.0000.000
282024.05.22 20:00modify80.10156.706157.906155.306
292024.06.03 19:45sell90.10156.2710.0000.000
302024.06.03 19:45modify90.10156.271156.636155.306
312024.06.03 19:45modify80.10156.706156.636155.306
322024.06.04 08:40t/p80.10155.306156.636155.30672.001384.85
332024.06.04 08:40t/p90.10155.306156.636155.30660.761445.61
342024.06.06 20:00buy100.10155.6410.0000.000
352024.06.06 20:00modify100.10155.641154.441157.041
362024.06.07 14:05t/p100.10157.041154.441157.04189.731535.34
372024.08.14 20:00sell110.10147.3410.0000.000
382024.08.14 20:00modify110.10147.341148.541145.941
392024.08.15 12:30s/l110.10148.541148.541145.941-84.921450.42
402024.08.26 20:00sell120.10144.5980.0000.000
412024.08.26 20:00modify120.10144.598145.798143.198
422024.08.27 14:40sell130.10144.1500.0000.000
432024.08.27 14:40modify130.10144.150144.528143.198
442024.08.27 14:40modify120.10144.598144.528143.198
452024.08.27 23:25sell140.10143.8170.0000.000
462024.08.27 23:25modify140.10143.817144.248143.198
472024.08.27 23:25sell150.10143.8170.0000.000
482024.08.27 23:25modify150.10143.817144.038143.198
492024.08.27 23:25modify130.10144.150144.038143.198
502024.08.27 23:25modify120.10144.598144.038143.198
512024.08.27 23:30modify140.10143.817144.038143.198
522024.08.28 00:20s/l120.10144.038144.038143.19836.071486.49
532024.08.28 00:20s/l130.10144.038144.038143.1986.381492.87
542024.08.28 00:20s/l140.10144.038144.038143.198-16.741476.14
552024.08.28 00:20s/l150.10144.038144.038143.198-16.741459.40
562024.08.28 20:00sell160.10144.7010.0000.000
572024.08.28 20:00modify160.10144.701145.901143.301
582024.08.28 22:40sell170.10144.2780.0000.000
592024.08.28 22:40modify170.10144.278144.631143.301
602024.08.28 22:40modify160.10144.701144.631143.301
612024.08.29 01:40s/l160.10144.631144.631143.3010.651460.04
622024.08.29 01:40s/l170.10144.631144.631143.301-28.591431.45
632024.09.11 20:00sell180.10142.3730.0000.000
642024.09.11 20:00modify180.10142.373143.573140.973
652024.09.12 18:50sell190.10141.9520.0000.000
662024.09.12 18:50modify190.10141.952142.303140.973
672024.09.12 18:50modify180.10142.373142.303140.973
682024.09.12 23:20sell200.10141.5770.0000.000
692024.09.12 23:20modify200.10141.577142.023140.973
702024.09.12 23:20sell210.10141.5770.0000.000
712024.09.12 23:20modify210.10141.577141.813140.973
722024.09.12 23:20modify190.10141.952141.813140.973
732024.09.12 23:20modify180.10142.373141.813140.973
742024.09.12 23:26modify200.10141.577141.813140.973
752024.09.13 02:40t/p180.10140.973141.813140.97393.841525.29
762024.09.13 02:40t/p190.10140.973141.813140.97368.131593.42
772024.09.13 02:40t/p200.10140.973141.813140.97341.501634.92
782024.09.13 02:40t/p210.10140.973141.813140.97341.501676.42
792024.09.24 20:00buy220.10143.2690.0000.000
802024.09.24 20:00modify220.10143.269142.069144.669
812024.09.25 06:55buy230.10143.7120.0000.000
822024.09.25 06:55modify230.10143.712143.339144.669
832024.09.25 06:55modify220.10143.269143.339144.669
842024.09.25 08:20buy240.10144.0440.0000.000
852024.09.25 08:20modify240.10144.044143.619144.669
862024.09.25 08:20buy250.10144.0440.0000.000
872024.09.25 08:20modify250.10144.044143.829144.669
882024.09.25 08:20modify230.10143.712143.829144.669
892024.09.25 08:20modify220.10143.269143.829144.669
902024.09.25 08:26modify240.10144.044143.829144.669
912024.09.25 17:30t/p220.10144.669143.829144.66997.361773.79
922024.09.25 17:30t/p230.10144.669143.829144.66966.151839.94
932024.09.25 17:30t/p240.10144.669143.829144.66943.201883.14
942024.09.25 17:30t/p250.10144.669143.829144.66943.201926.34
952024.10.07 20:00buy260.10148.1030.0000.000
962024.10.07 20:00modify260.10148.103146.903149.503
972024.10.09 06:55buy270.10148.5390.0000.000
982024.10.09 06:55modify270.10148.539148.173149.503
992024.10.09 06:55modify260.10148.103148.173149.503
1002024.10.09 12:30buy280.10148.8780.0000.000
1012024.10.09 12:30modify280.10148.878148.453149.503
1022024.10.09 12:30buy290.10148.8780.0000.000
1032024.10.09 12:30modify290.10148.878148.663149.503
1042024.10.09 12:30modify270.10148.539148.663149.503
1052024.10.09 12:30modify260.10148.103148.663149.503
1062024.10.09 12:35modify280.10148.878148.663149.503
1072024.10.10 04:33t/p260.10149.503148.663149.50396.582022.92
1082024.10.10 04:33t/p270.10149.503148.663149.50366.242089.16
1092024.10.10 04:33t/p280.10149.503148.663149.50343.582132.74
1102024.10.10 04:33t/p290.10149.503148.663149.50343.582176.31
1112024.10.25 20:00sell300.10152.2550.0000.000
1122024.10.25 20:00modify300.10152.255153.455150.855
1132024.10.28 00:40s/l300.10153.455153.455150.855-79.572096.75
1142024.11.05 20:00buy310.10151.4810.0000.000
1152024.11.05 20:00modify310.10151.481150.281152.881
1162024.11.06 00:40t/p310.10152.881150.281152.88192.152188.90
1172024.12.02 20:00buy320.10149.5520.0000.000
1182024.12.02 20:00modify320.10149.552148.352150.952
1192024.12.03 01:40buy330.10150.0010.0000.000
1202024.12.03 01:40modify330.10150.001149.622150.952
1212024.12.03 01:40modify320.10149.552149.622150.952
1222024.12.03 12:40s/l320.10149.622149.622150.9525.272194.17
1232024.12.03 12:40s/l330.10149.622149.622150.952-25.342168.83
1242024.12.05 20:00buy340.10150.0500.0000.000
1252024.12.05 20:00modify340.10150.050148.850151.450
1262024.12.09 08:30buy350.10150.4940.0000.000
1272024.12.09 08:30modify350.10150.494150.120151.450
1282024.12.09 08:30modify340.10150.050150.120151.450
1292024.12.09 12:50buy360.10150.8340.0000.000
1302024.12.09 12:50modify360.10150.834150.400151.450
1312024.12.09 12:50buy370.10150.8340.0000.000
1322024.12.09 12:50modify370.10150.834150.610151.450
1332024.12.09 12:50modify350.10150.494150.610151.450
1342024.12.09 12:50modify340.10150.050150.610151.450
1352024.12.09 12:55modify360.10150.834150.610151.450
1362024.12.10 00:40t/p340.10151.450150.610151.45094.202263.03
1372024.12.10 00:40t/p350.10151.450150.610151.45063.702326.73
1382024.12.10 00:40t/p360.10151.450150.610151.45041.252367.99
1392024.12.10 00:40t/p370.10151.450150.610151.45041.252409.24
1402024.12.31 20:00sell380.10157.3080.0000.000
1412024.12.31 20:00modify380.10157.308158.508155.908
1422025.01.02 09:45sell390.10156.8860.0000.000
1432025.01.02 09:45modify390.10156.886157.238155.908
1442025.01.02 09:45modify380.10157.308157.238155.908
1452025.01.02 11:30s/l380.10157.238157.238155.908-1.142408.10
1462025.01.02 11:30s/l390.10157.238157.238155.908-22.382385.72
1472025.01.02 20:00sell400.10157.6170.0000.000
1482025.01.02 20:00modify400.10157.617158.817156.217
1492025.01.03 00:40sell410.10157.1710.0000.000
1502025.01.03 00:40modify410.10157.171157.547156.217
1512025.01.03 00:40modify400.10157.617157.547156.217
1522025.01.05 23:40s/l400.10157.547157.547156.2173.042388.76
1532025.01.05 23:40s/l410.10157.547157.547156.217-23.872364.89
1542025.01.23 20:00buy420.10155.8310.0000.000
1552025.01.23 20:00modify420.10155.831154.631157.231
1562025.01.24 00:55buy430.10156.2730.0000.000
1572025.01.24 00:55modify430.10156.273155.901157.231
1582025.01.24 00:55modify420.10155.831155.901157.231
1592025.01.24 02:40s/l420.10155.901155.901157.2315.082369.97
1602025.01.24 02:40s/l430.10155.901155.901157.231-23.862346.11
1612025.02.04 20:00buy440.10154.3150.0000.000
1622025.02.04 20:00modify440.10154.315153.115155.715
1632025.02.05 03:40s/l440.10153.115153.115155.715-77.802268.31
1642025.02.24 20:00sell450.10149.6740.0000.000
1652025.02.24 20:00modify450.10149.674150.874148.274
1662025.02.25 07:50sell460.10149.2480.0000.000
1672025.02.25 07:50modify460.10149.248149.604148.274
1682025.02.25 07:50modify450.10149.674149.604148.274
1692025.02.25 08:40s/l450.10149.604149.604148.2743.282271.59
1702025.02.25 08:40s/l460.10149.604149.604148.274-23.792247.80
1712025.02.26 20:00buy470.10148.8690.0000.000
1722025.02.26 20:00modify470.10148.869147.669150.269
1732025.02.27 02:35buy480.10149.2940.0000.000
1742025.02.27 02:35modify480.10149.294148.939150.269
1752025.02.27 02:35modify470.10148.869148.939150.269
1762025.02.28 03:40buy490.10149.6550.0000.000
1772025.02.28 03:40modify490.10149.655149.219150.269
1782025.02.28 03:40buy500.10149.6550.0000.000
1792025.02.28 03:40modify500.10149.655149.429150.269
1802025.02.28 03:40modify480.10149.294149.429150.269
1812025.02.28 03:40modify470.10148.869149.429150.269
1822025.02.28 03:45modify490.10149.655149.429150.269
1832025.02.28 07:30t/p470.10150.269149.429150.26995.462343.27
1842025.02.28 07:30t/p480.10150.269149.429150.26965.422408.69
1852025.02.28 07:30t/p490.10150.269149.429150.26940.832449.52
1862025.02.28 07:30t/p500.10150.269149.429150.26940.832490.35