Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=25; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 test2604Ticks modelled78717Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit876.56Gross profit1377.30Gross loss-500.74
Profit factor2.75Expected payoff18.26
Absolute drawdown113.30Maximal drawdown356.42 (3.40%)Relative drawdown3.40% (356.42)
Total trades48Short positions (won %)26 (50.00%)Long positions (won %)22 (72.73%)
Profit trades (% of total)29 (60.42%)Loss trades (% of total)19 (39.58%)
Largestprofit trade94.87loss trade-52.82
Averageprofit trade47.49loss trade-26.35
Maximumconsecutive wins (profit in money)12 (737.83)consecutive losses (loss in money)6 (-135.16)
Maximalconsecutive profit (count of wins)737.83 (12)consecutive loss (count of losses)-135.16 (6)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.07 12:00buy10.10143.2670.0000.000
22023.07.07 12:00modify10.10143.267142.667144.667
32023.07.07 12:05s/l10.10142.667142.667144.667-42.069957.94
42023.07.11 16:00buy20.10140.5460.0000.000
52023.07.11 16:00modify20.10140.546139.946141.946
62023.07.12 00:30s/l20.10139.946139.946141.946-42.229915.72
72023.07.12 20:00buy30.10138.4860.0000.000
82023.07.12 20:00modify30.10138.486137.886139.886
92023.07.13 05:40buy40.10138.8510.0000.000
102023.07.13 05:40modify40.10138.851138.556139.886
112023.07.13 05:40modify30.10138.486138.556139.886
122023.07.13 06:30s/l30.10138.556138.556139.8867.149922.86
132023.07.13 06:30s/l40.10138.556138.556139.886-21.309901.56
142023.07.21 16:00sell50.10141.7460.0000.000
152023.07.21 16:00modify50.10141.746142.346140.346
162023.07.24 01:40sell60.10141.3940.0000.000
172023.07.24 01:40modify60.10141.394141.676140.346
182023.07.24 01:40modify50.10141.746141.676140.346
192023.07.24 14:15sell70.10141.0230.0000.000
202023.07.24 14:15modify70.10141.023141.256140.346
212023.07.24 14:15sell80.10141.0230.0000.000
222023.07.24 14:15modify80.10141.023141.256140.346
232023.07.24 14:15modify60.10141.394141.256140.346
242023.07.24 14:15modify50.10141.746141.256140.346
252023.07.24 14:30s/l50.10141.256141.256140.34632.669934.22
262023.07.24 14:30s/l60.10141.256141.256140.3469.769943.98
272023.07.24 14:30s/l70.10141.256141.256140.346-16.499927.49
282023.07.24 14:30s/l80.10141.256141.256140.346-16.499911.00
292023.10.26 12:00sell90.10150.4280.0000.000
302023.10.26 12:00modify90.10150.428151.028149.028
312023.10.27 06:15sell100.10150.0780.0000.000
322023.10.27 06:15modify100.10150.078150.358149.028
332023.10.27 06:15modify90.10150.428150.358149.028
342023.10.27 12:40sell110.10149.7240.0000.000
352023.10.27 12:40modify110.10149.724149.938149.028
362023.10.27 12:40sell120.10149.7240.0000.000
372023.10.27 12:40modify120.10149.724149.938149.028
382023.10.27 12:40modify100.10150.078149.938149.028
392023.10.27 12:40modify90.10150.428149.938149.028
402023.10.30 15:30t/p90.10149.028149.938149.02889.9810000.97
412023.10.30 15:30t/p100.10149.028149.938149.02868.4910069.46
422023.10.30 15:30t/p110.10149.028149.938149.02844.7210114.18
432023.10.30 15:30t/p120.10149.028149.938149.02844.7210158.90
442023.11.03 20:00buy130.10149.4960.0000.000
452023.11.03 20:00modify130.10149.496148.896150.896
462023.11.06 13:40buy140.10149.8670.0000.000
472023.11.06 13:40modify140.10149.867149.566150.896
482023.11.06 13:40modify130.10149.496149.566150.896
492023.11.07 03:30buy150.10150.2150.0000.000
502023.11.07 03:30modify150.10150.215149.986150.896
512023.11.07 03:30buy160.10150.2150.0000.000
522023.11.07 03:30modify160.10150.215149.986150.896
532023.11.07 03:30modify140.10149.867149.986150.896
542023.11.07 03:30modify130.10149.496149.986150.896
552023.11.08 12:40t/p130.10150.896149.986150.89694.8710253.77
562023.11.08 12:40t/p140.10150.896149.986150.89669.5810323.36
572023.11.08 12:40t/p150.10150.896149.986150.89645.8310369.18
582023.11.08 12:40t/p160.10150.896149.986150.89645.8310415.01
592023.12.28 16:00buy170.10140.9100.0000.000
602023.12.28 16:00modify170.10140.910140.310142.310
612023.12.28 17:20buy180.10141.2660.0000.000
622023.12.28 17:20modify180.10141.266140.980142.310
632023.12.28 17:20modify170.10140.910140.980142.310
642023.12.28 18:40buy190.10141.6140.0000.000
652023.12.28 18:40modify190.10141.614141.400142.310
662023.12.28 18:40buy200.10141.6140.0000.000
672023.12.28 18:40modify200.10141.614141.400142.310
682023.12.28 18:40modify180.10141.266141.400142.310
692023.12.28 18:40modify170.10140.910141.400142.310
702023.12.28 20:20s/l170.10141.400141.400142.31034.6510449.66
712023.12.28 20:20s/l180.10141.400141.400142.3109.4710459.13
722023.12.28 20:20s/l190.10141.400141.400142.310-15.1410443.99
732023.12.28 20:20s/l200.10141.400141.400142.310-15.1410428.85
742024.01.04 20:00sell210.10144.5770.0000.000
752024.01.04 20:00modify210.10144.577145.177143.177
762024.01.05 06:30s/l210.10145.177145.177143.177-43.3310385.52
772024.01.17 12:00sell220.10147.6620.0000.000
782024.01.17 12:00modify220.10147.662148.262146.262
792024.01.17 14:30s/l220.10148.262148.262146.262-40.4710345.05
802024.01.17 20:00sell230.10148.2680.0000.000
812024.01.17 20:00modify230.10148.268148.868146.868
822024.01.18 02:15sell240.10147.9050.0000.000
832024.01.18 02:15modify240.10147.905148.198146.868
842024.01.18 02:15modify230.10148.268148.198146.868
852024.01.18 13:30s/l230.10148.198148.198146.868-1.3110343.74
862024.01.18 13:30s/l240.10148.198148.198146.868-19.7710323.97
872024.02.08 20:00sell250.10149.3860.0000.000
882024.02.08 20:00modify250.10149.386149.986147.986
892024.02.12 10:40sell260.10149.0360.0000.000
902024.02.12 10:40modify260.10149.036149.316147.986
912024.02.12 10:40modify250.10149.386149.316147.986
922024.02.12 14:30s/l250.10149.316149.316147.9860.6610324.63
932024.02.12 14:30s/l260.10149.316149.316147.986-18.7610305.87
942024.03.08 20:00buy270.10147.0780.0000.000
952024.03.08 20:00modify270.10147.078146.478148.478
962024.03.12 02:40buy280.10147.4550.0000.000
972024.03.12 02:40modify280.10147.455147.148148.478
982024.03.12 02:40modify270.10147.078147.148148.478
992024.03.12 12:15s/l270.10147.148147.148148.4786.1510312.02
1002024.03.12 12:15s/l280.10147.148147.148148.478-20.8810291.14
1012024.03.15 20:00sell290.10149.0790.0000.000
1022024.03.15 20:00modify290.10149.079149.679147.679
1032024.03.19 03:30s/l290.10149.679149.679147.679-44.1010247.04
1042024.03.20 16:00sell300.10151.6610.0000.000
1052024.03.20 16:00modify300.10151.661152.261150.261
1062024.03.20 19:25sell310.10150.9340.0000.000
1072024.03.20 19:25modify310.10150.934151.171150.261
1082024.03.20 19:25sell320.10150.9340.0000.000
1092024.03.20 19:25modify320.10150.934151.171150.261
1102024.03.20 19:25modify300.10151.661151.171150.261
1112024.03.20 19:40s/l300.10151.171151.171150.26132.3910279.43
1122024.03.20 19:40s/l310.10151.171151.171150.261-15.6710263.76
1132024.03.20 19:40s/l320.10151.171151.171150.261-15.6710248.09
1142024.04.11 12:00sell330.10153.0860.0000.000
1152024.04.11 12:00modify330.10153.086153.686151.686
1162024.04.12 14:40sell340.10152.7300.0000.000
1172024.04.12 14:40modify340.10152.730153.016151.686
1182024.04.12 14:40modify330.10153.086153.016151.686
1192024.04.12 15:20s/l330.10153.016153.016151.6862.5710250.66
1202024.04.12 15:20s/l340.10153.016153.016151.686-18.6810231.98
1212024.04.15 20:00sell350.10154.2230.0000.000
1222024.04.15 20:00modify350.10154.223154.823152.823
1232024.04.22 16:20s/l350.10154.823154.823152.823-52.8210179.15
1242024.04.25 12:00sell360.10155.5560.0000.000
1252024.04.25 12:00modify360.10155.556156.156154.156
1262024.04.26 03:40s/l360.10156.156156.156154.156-40.4310138.72
1272024.05.03 20:00buy370.10152.9180.0000.000
1282024.05.03 20:00modify370.10152.918152.318154.318
1292024.05.05 22:33buy380.10153.2740.0000.000
1302024.05.05 22:33modify380.10153.274152.988154.318
1312024.05.05 22:33modify370.10152.918152.988154.318
1322024.05.06 02:10buy390.10153.6290.0000.000
1332024.05.06 02:10modify390.10153.629153.408154.318
1342024.05.06 02:10buy400.10153.6290.0000.000
1352024.05.06 02:10modify400.10153.629153.408154.318
1362024.05.06 02:10modify380.10153.274153.408154.318
1372024.05.06 02:10modify370.10152.918153.408154.318
1382024.05.07 01:40t/p370.10154.318153.408154.31892.0410230.77
1392024.05.07 01:40t/p380.10154.318153.408154.31868.9910299.76
1402024.05.07 01:40t/p390.10154.318153.408154.31845.3110345.07
1412024.05.07 01:40t/p400.10154.318153.408154.31845.3110390.37
1422024.05.14 12:00sell410.10156.4500.0000.000
1432024.05.14 12:00modify410.10156.450157.050155.050
1442024.05.15 07:30sell420.10156.0770.0000.000
1452024.05.15 07:30modify420.10156.077156.380155.050
1462024.05.15 07:30modify410.10156.450156.380155.050
1472024.05.15 10:55sell430.10155.7370.0000.000
1482024.05.15 10:55modify430.10155.737155.960155.050
1492024.05.15 10:55sell440.10155.7370.0000.000
1502024.05.15 10:55modify440.10155.737155.960155.050
1512024.05.15 10:55modify420.10156.077155.960155.050
1522024.05.15 10:55modify410.10156.450155.960155.050
1532024.05.15 12:40t/p410.10155.050155.960155.05088.4510478.82
1542024.05.15 12:40t/p420.10155.050155.960155.05066.3610545.18
1552024.05.15 12:40t/p430.10155.050155.960155.05044.3910589.57
1562024.05.15 12:40t/p440.10155.050155.960155.05044.3910633.96
1572024.06.04 16:00buy450.10154.9020.0000.000
1582024.06.04 16:00modify450.10154.902154.302156.302
1592024.06.05 00:20buy460.10155.2790.0000.000
1602024.06.05 00:20modify460.10155.279154.972156.302
1612024.06.05 00:20modify450.10154.902154.972156.302
1622024.06.05 03:40buy470.10155.6230.0000.000
1632024.06.05 03:40modify470.10155.623155.392156.302
1642024.06.05 03:40buy480.10155.6230.0000.000
1652024.06.05 03:40modify480.10155.623155.392156.302
1662024.06.05 03:40modify460.10155.279155.392156.302
1672024.06.05 03:40modify450.10154.902155.392156.302
1682024.06.05 09:15t/p450.10156.302155.392156.30290.2710724.23
1692024.06.05 09:15t/p460.10156.302155.392156.30265.4510789.68
1702024.06.05 09:15t/p470.10156.302155.392156.30243.4410833.12
1712024.06.05 09:15t/p480.10156.302155.392156.30243.4410876.56