Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 modelled4230Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit-196.41Gross profit2051.44Gross loss-2247.85
Profit factor0.91Expected payoff-3.85
Absolute drawdown368.60Maximal drawdown647.18 (6.19%)Relative drawdown6.19% (647.18)
Total trades51Short positions (won %)29 (44.83%)Long positions (won %)22 (63.64%)
Profit trades (% of total)27 (52.94%)Loss trades (% of total)24 (47.06%)
Largestprofit trade109.30loss trade-118.80
Averageprofit trade75.98loss trade-93.66
Maximumconsecutive wins (profit in money)9 (640.97)consecutive losses (loss in money)4 (-453.21)
Maximalconsecutive profit (count of wins)640.97 (9)consecutive loss (count of losses)-453.21 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.01 12:00sell10.10136.8160.0000.000
22023.05.01 12:00modify10.10136.816138.316135.316
32023.05.03 04:00sell20.10136.0560.0000.000
42023.05.03 04:00modify20.10136.056136.366135.316
52023.05.03 04:00modify10.10136.816136.366135.316
62023.05.03 16:00t/p10.10135.316136.366135.316106.8710106.87
72023.05.03 16:00t/p20.10135.316136.366135.31654.6710161.54
82023.05.04 12:00buy30.10134.4470.0000.000
92023.05.04 12:00modify30.10134.447132.947135.947
102023.05.08 00:00buy40.10135.2220.0000.000
112023.05.08 00:00modify40.10135.222134.897135.947
122023.05.08 00:00modify30.10134.447134.897135.947
132023.05.08 04:00s/l30.10134.897134.897135.94735.1610196.69
142023.05.08 04:00s/l40.10134.897134.897135.947-24.0910172.60
152023.05.17 08:00sell50.10136.9840.0000.000
162023.05.17 08:00modify50.10136.984138.484135.484
172023.05.18 16:00s/l50.10138.484138.484135.484-114.2110058.39
182023.05.25 04:00sell60.10139.6560.0000.000
192023.05.25 04:00modify60.10139.656141.156138.156
202023.06.01 16:00sell70.10138.7420.0000.000
212023.06.01 16:00modify70.10138.742139.131138.156
222023.06.01 16:00modify60.10139.656139.131138.156
232023.06.02 12:00s/l60.10139.131139.131138.15621.9610080.35
242023.06.02 12:00s/l70.10139.131139.131138.156-29.9810050.38
252023.06.15 04:00sell80.10141.0740.0000.000
262023.06.15 04:00modify80.10141.074142.574139.574
272023.06.22 16:00s/l80.10142.574142.574139.574-118.809931.57
282023.06.28 12:00sell90.10144.1890.0000.000
292023.06.28 12:00modify90.10144.189145.689142.689
302023.07.07 16:00t/p90.10142.689145.689142.68983.7110015.28
312023.07.14 04:00buy100.10137.4640.0000.000
322023.07.14 04:00modify100.10137.464135.964138.964
332023.07.14 16:00t/p100.10138.964135.964138.964108.1110123.39
342023.07.19 04:00sell110.10139.2790.0000.000
352023.07.19 04:00modify110.10139.279140.779137.779
362023.07.21 08:00s/l110.10140.779140.779137.779-113.9910009.41
372023.07.21 08:00sell120.10141.3700.0000.000
382023.07.21 08:00modify120.10141.370142.870139.870
392023.07.27 04:00t/p120.10139.870142.870139.87095.3910104.79
402023.07.27 04:00buy130.10139.8530.0000.000
412023.07.27 04:00modify130.10139.853138.353141.353
422023.07.28 08:00s/l130.10138.353138.353141.353-106.439998.37
432023.07.31 08:00sell140.10142.1730.0000.000
442023.07.31 08:00modify140.10142.173143.673140.673
452023.08.03 08:00s/l140.10143.673143.673140.673-114.839883.54
462023.08.08 04:00sell150.10143.3330.0000.000
472023.08.08 04:00modify150.10143.333144.833141.833
482023.08.11 00:00s/l150.10144.833144.833141.833-113.439770.11
492023.08.21 12:00sell160.10145.8340.0000.000
502023.08.21 12:00modify160.10145.834147.334144.334
512023.08.29 16:00s/l160.10147.334147.334144.334-118.539651.58
522023.09.01 04:00buy170.10145.4820.0000.000
532023.09.01 04:00modify170.10145.482143.982146.982
542023.09.01 16:00buy180.10146.2330.0000.000
552023.09.01 16:00modify180.10146.233145.932146.982
562023.09.01 16:00modify170.10145.482145.932146.982
572023.09.05 08:00t/p170.10146.982145.932146.982103.899755.47
582023.09.05 08:00t/p180.10146.982145.932146.98252.779808.24
592023.09.11 04:00buy190.10146.4880.0000.000
602023.09.11 04:00modify190.10146.488144.988147.988
612023.09.20 08:00t/p190.10147.988144.988147.988109.309917.54
622023.09.20 08:00sell200.10148.1410.0000.000
632023.09.20 08:00modify200.10148.141149.641146.641
642023.09.27 20:00s/l200.10149.641149.641146.641-114.109803.43
652023.09.29 08:00buy210.10148.7980.0000.000
662023.09.29 08:00modify210.10148.798147.298150.298
672023.10.03 16:00s/l210.10147.298147.298150.298-98.779704.66
682023.10.27 12:00buy220.10150.1130.0000.000
692023.10.27 12:00modify220.10150.113148.613151.613
702023.10.31 20:00t/p220.10151.613148.613151.613100.759805.41
712023.11.02 04:00buy230.10150.3800.0000.000
722023.11.02 04:00modify230.10150.380148.880151.880
732023.11.13 16:00t/p230.10151.880148.880151.880106.939912.34
742023.11.17 12:00buy240.10149.5350.0000.000
752023.11.17 12:00modify240.10149.535148.035151.035
762023.11.21 04:00s/l240.10148.035148.035151.035-99.999812.34
772023.11.21 04:00buy250.10147.4090.0000.000
782023.11.21 04:00modify250.10147.409145.909148.909
792023.11.22 08:00t/p250.10148.909145.909148.909101.599913.94
802023.12.07 08:00buy260.10145.7430.0000.000
812023.12.07 08:00modify260.10145.743144.243147.243
822023.12.07 16:00s/l260.10144.243144.243147.243-104.149809.80
832023.12.11 08:00sell270.10146.3780.0000.000
842023.12.11 08:00modify270.10146.378147.878144.878
852023.12.12 04:00sell280.10145.5980.0000.000
862023.12.12 04:00modify280.10145.598145.928144.878
872023.12.12 04:00modify270.10146.378145.928144.878
882023.12.12 16:00t/p270.10144.878145.928144.878100.999910.79
892023.12.12 16:00t/p280.10144.878145.928144.87849.429960.21
902023.12.14 12:00buy290.10141.4480.0000.000
912023.12.14 12:00modify290.10141.448139.948142.948
922023.12.15 20:00buy300.10142.2100.0000.000
932023.12.15 20:00modify300.10142.210141.898142.948
942023.12.15 20:00modify290.10141.448141.898142.948
952023.12.18 00:00buy310.10142.3580.0000.000
962023.12.18 00:00modify310.10142.358141.973142.948
972023.12.18 00:00modify300.10142.210141.973142.948
982023.12.18 00:00modify290.10141.448141.973142.948
992023.12.18 16:00t/p290.10142.948141.973142.948106.6010066.81
1002023.12.18 16:00t/p300.10142.948141.973142.94852.4610119.27
1012023.12.18 16:00t/p310.10142.948141.973142.94841.2310160.50
1022023.12.19 08:00sell320.10144.1630.0000.000
1032023.12.19 08:00modify320.10144.163145.663142.663
1042023.12.20 08:00sell330.10143.5430.0000.000
1052023.12.20 08:00modify330.10143.543144.088142.663
1062023.12.20 08:00modify320.10144.163144.088142.663
1072023.12.21 16:00t/p320.10142.663144.088142.66397.5910258.09
1082023.12.21 16:00t/p330.10142.663144.088142.66355.9610314.05
1092023.12.27 08:00sell340.10142.7860.0000.000
1102023.12.27 08:00modify340.10142.786144.286141.286
1112023.12.27 20:00sell350.10141.8860.0000.000
1122023.12.27 20:00modify350.10141.886142.261141.286
1132023.12.27 20:00modify340.10142.786142.261141.286
1142023.12.28 04:00t/p340.10141.286142.261141.286100.2010414.25
1152023.12.28 04:00t/p350.10141.286142.261141.28636.5210450.77
1162024.01.02 12:00sell360.10141.8250.0000.000
1172024.01.02 12:00modify360.10141.825143.325140.325
1182024.01.03 16:00s/l360.10143.325143.325140.325-106.4110344.36
1192024.01.04 12:00sell370.10144.2540.0000.000
1202024.01.04 12:00modify370.10144.254145.754142.754
1212024.01.05 16:00s/l370.10145.754145.754142.754-106.0310238.33
1222024.01.15 12:00sell380.10145.6700.0000.000
1232024.01.15 12:00modify380.10145.670147.170144.170
1242024.01.16 20:00s/l380.10147.170147.170144.170-103.8310134.51
1252024.02.05 08:00sell390.10148.4780.0000.000
1262024.02.05 08:00modify390.10148.478149.978146.978
1272024.02.13 16:00s/l390.10149.978149.978146.978-115.4010019.11
1282024.02.19 04:00buy400.10149.9640.0000.000
1292024.02.19 04:00modify400.10149.964148.464151.464
1302024.02.22 20:00buy410.10150.5810.0000.000
1312024.02.22 20:00modify410.10150.581150.039151.464
1322024.02.22 20:00modify400.10149.964150.039151.464
1332024.02.26 12:00buy420.10150.7160.0000.000
1342024.02.26 12:00modify420.10150.716150.414151.464
1352024.02.26 12:00modify410.10150.581150.414151.464
1362024.02.26 12:00modify400.10149.964150.414151.464
1372024.02.27 08:00s/l400.10150.414150.414151.46437.0810056.19
1382024.02.27 08:00s/l410.10150.414150.414151.464-8.4310047.76
1392024.02.27 08:00s/l420.10150.414150.414151.464-19.2010028.56
1402024.02.28 08:00sell430.10150.7400.0000.000
1412024.02.28 08:00modify430.10150.740152.240149.240
1422024.02.29 04:00sell440.10149.8120.0000.000
1432024.02.29 04:00modify440.10149.812150.215149.240
1442024.02.29 04:00modify430.10150.740150.215149.240
1452024.02.29 16:00t/p430.10149.240150.215149.24094.2910122.85
1462024.02.29 16:00t/p440.10149.240150.215149.24038.2210161.07
1472024.03.06 08:00buy450.10149.5650.0000.000
1482024.03.06 08:00modify450.10149.565148.065151.065
1492024.03.07 08:00s/l450.10148.065148.065151.065-98.7210062.35
1502024.03.08 04:00buy460.10147.8420.0000.000
1512024.03.08 04:00modify460.10147.842146.342149.342
1522024.03.15 08:00buy470.10148.5970.0000.000
1532024.03.15 08:00modify470.10148.597148.292149.342
1542024.03.15 08:00modify460.10147.842148.292149.342
1552024.03.19 04:00t/p460.10149.342148.292149.342108.2510170.60
1562024.03.19 04:00t/p470.10149.342148.292149.34251.5610222.16
1572024.03.19 04:00sell480.10149.7010.0000.000
1582024.03.19 04:00modify480.10149.701151.201148.201
1592024.03.20 04:00s/l480.10151.201151.201148.201-101.0910121.07
1602024.04.08 04:00sell490.10151.7690.0000.000
1612024.04.08 04:00modify490.10151.769153.269150.269
1622024.04.11 12:00s/l490.10153.269153.269150.269-107.8510013.22
1632024.04.15 04:00sell500.10153.6710.0000.000
1642024.04.15 04:00modify500.10153.671155.171152.171
1652024.04.24 16:00s/l500.10155.171155.171152.171-114.499898.74
1662024.04.26 04:00sell510.10155.9430.0000.000
1672024.04.26 04:00modify510.10155.943157.443154.443
1682024.04.26 16:00s/l510.10157.443157.443154.443-95.159803.59