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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1903Ticks modelled33338346Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit435.42Gross profit945.06Gross loss-509.65
Profit factor1.85Expected payoff9.07
Absolute drawdown112.34Maximal drawdown310.39 (2.97%)Relative drawdown2.97% (310.39)
Total trades48Short positions (won %)26 (50.00%)Long positions (won %)22 (54.55%)
Profit trades (% of total)25 (52.08%)Loss trades (% of total)23 (47.92%)
Largestprofit trade94.87loss trade-44.10
Averageprofit trade37.80loss trade-22.16
Maximumconsecutive wins (profit in money)9 (512.68)consecutive losses (loss in money)5 (-123.86)
Maximalconsecutive profit (count of wins)512.68 (9)consecutive loss (count of losses)-123.86 (5)
Averageconsecutive wins3consecutive 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 12:30s/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 00:14s/l20.10139.946139.946141.946-42.179915.77
72023.07.12 20:00buy30.10138.4860.0000.000
82023.07.12 20:00modify30.10138.486137.886139.886
92023.07.13 05:58buy40.10138.8370.0000.000
102023.07.13 05:58modify40.10138.837138.556139.886
112023.07.13 05:58modify30.10138.486138.556139.886
122023.07.13 06:26s/l30.10138.556138.556139.8867.149922.91
132023.07.13 06:26s/l40.10138.556138.556139.886-20.289902.63
142023.07.21 16:00sell50.10141.7460.0000.000
152023.07.21 16:00modify50.10141.746142.346140.346
162023.07.24 01:54sell60.10141.3950.0000.000
172023.07.24 01:54modify60.10141.395141.676140.346
182023.07.24 01:54modify50.10141.746141.676140.346
192023.07.24 11:29sell70.10141.0460.0000.000
202023.07.24 11:29modify70.10141.046141.256140.346
212023.07.24 11:29sell80.10141.0460.0000.000
222023.07.24 11:29modify80.10141.046141.256140.346
232023.07.24 11:29modify60.10141.395141.256140.346
242023.07.24 11:29modify50.10141.746141.256140.346
252023.07.24 13:45s/l50.10141.256141.256140.34632.689935.31
262023.07.24 13:45s/l60.10141.256141.256140.3469.849945.15
272023.07.24 13:45s/l70.10141.256141.256140.346-14.869930.29
282023.07.24 13:45s/l80.10141.256141.256140.346-14.869915.43
292023.10.26 12:00sell90.10150.4280.0000.000
302023.10.26 12:00modify90.10150.428151.028149.028
312023.10.27 06:00sell100.10150.0780.0000.000
322023.10.27 06:00modify100.10150.078150.358149.028
332023.10.27 06:00modify90.10150.428150.358149.028
342023.10.27 12:54sell110.10149.7280.0000.000
352023.10.27 12:54modify110.10149.728149.938149.028
362023.10.27 12:54sell120.10149.7280.0000.000
372023.10.27 12:54modify120.10149.728149.938149.028
382023.10.27 12:54modify100.10150.078149.938149.028
392023.10.27 12:54modify90.10150.428149.938149.028
402023.10.30 15:09t/p90.10149.028149.938149.02889.9210005.34
412023.10.30 15:09t/p100.10149.028149.938149.02868.4410073.78
422023.10.30 15:09t/p110.10149.028149.938149.02844.9610118.74
432023.10.30 15:09t/p120.10149.028149.938149.02844.9610163.70
442023.11.03 20:00buy130.10149.4960.0000.000
452023.11.03 20:00modify130.10149.496148.896150.896
462023.11.06 13:12buy140.10149.8470.0000.000
472023.11.06 13:12modify140.10149.847149.566150.896
482023.11.06 13:12modify130.10149.496149.566150.896
492023.11.07 03:42buy150.10150.2000.0000.000
502023.11.07 03:42modify150.10150.200149.986150.896
512023.11.07 03:42buy160.10150.2000.0000.000
522023.11.07 03:42modify160.10150.200149.986150.896
532023.11.07 03:42modify140.10149.847149.986150.896
542023.11.07 03:42modify130.10149.496149.986150.896
552023.11.08 12:52t/p130.10150.896149.986150.89694.8710258.57
562023.11.08 12:52t/p140.10150.896149.986150.89670.9110329.49
572023.11.08 12:52t/p150.10150.896149.986150.89646.8310376.31
582023.11.08 12:52t/p160.10150.896149.986150.89646.8310423.14
592023.12.28 16:00buy170.10140.9100.0000.000
602023.12.28 16:00modify170.10140.910140.310142.310
612023.12.28 16:01buy180.10141.2600.0000.000
622023.12.28 16:01modify180.10141.260140.980142.310
632023.12.28 16:01modify170.10140.910140.980142.310
642023.12.28 16:04s/l170.10140.980140.980142.3104.9710428.11
652023.12.28 16:04s/l180.10140.980140.980142.310-19.8610408.25
662024.01.04 20:00sell190.10144.5770.0000.000
672024.01.04 20:00modify190.10144.577145.177143.177
682024.01.05 06:25s/l190.10145.177145.177143.177-43.3310364.92
692024.01.17 12:00sell200.10147.6620.0000.000
702024.01.17 12:00modify200.10147.662148.262146.262
712024.01.17 14:46s/l200.10148.262148.262146.262-40.4710324.45
722024.01.17 20:00sell210.10148.2680.0000.000
732024.01.17 20:00modify210.10148.268148.868146.868
742024.01.18 01:05sell220.10147.9180.0000.000
752024.01.18 01:05modify220.10147.918148.198146.868
762024.01.18 01:05modify210.10148.268148.198146.868
772024.01.18 13:30s/l210.10148.198148.198146.868-1.3110323.14
782024.01.18 13:30s/l220.10148.198148.198146.868-18.8910304.25
792024.02.08 20:00sell230.10149.3860.0000.000
802024.02.08 20:00modify230.10149.386149.986147.986
812024.02.09 13:33sell240.10149.0350.0000.000
822024.02.09 13:33modify240.10149.035149.316147.986
832024.02.09 13:33modify230.10149.386149.316147.986
842024.02.09 13:35s/l230.10149.316149.316147.9862.6810306.93
852024.02.09 13:35s/l240.10149.316149.316147.986-18.8210288.11
862024.03.08 20:00buy250.10147.0780.0000.000
872024.03.08 20:00modify250.10147.078146.478148.478
882024.03.12 02:50buy260.10147.4320.0000.000
892024.03.12 02:50modify260.10147.432147.148148.478
902024.03.12 02:50modify250.10147.078147.148148.478
912024.03.12 12:30buy270.10147.8060.0000.000
922024.03.12 12:30modify270.10147.806147.568148.478
932024.03.12 12:30buy280.10147.8060.0000.000
942024.03.12 12:30modify280.10147.806147.568148.478
952024.03.12 12:30modify260.10147.432147.568148.478
962024.03.12 12:30modify250.10147.078147.568148.478
972024.03.12 12:32s/l250.10147.568147.568148.47834.6010322.71
982024.03.12 12:32s/l260.10147.568147.568148.4789.2210331.93
992024.03.12 12:32s/l270.10147.568147.568148.478-16.1310315.80
1002024.03.12 12:32s/l280.10147.568147.568148.478-16.1310299.67
1012024.03.15 20:00sell290.10149.0790.0000.000
1022024.03.15 20:00modify290.10149.079149.679147.679
1032024.03.19 03:35s/l290.10149.679149.679147.679-44.1010255.57
1042024.03.20 16:00sell300.10151.6610.0000.000
1052024.03.20 16:00modify300.10151.661152.261150.261
1062024.03.20 18:00sell310.10151.3110.0000.000
1072024.03.20 18:00modify310.10151.311151.591150.261
1082024.03.20 18:00modify300.10151.661151.591150.261
1092024.03.20 18:13s/l300.10151.591151.591150.2614.6110260.18
1102024.03.20 18:13s/l310.10151.591151.591150.261-18.4710241.71
1112024.04.11 12:00sell320.10153.0860.0000.000
1122024.04.11 12:00modify320.10153.086153.686151.686
1132024.04.12 13:04sell330.10152.7320.0000.000
1142024.04.12 13:04modify330.10152.732153.016151.686
1152024.04.12 13:04modify320.10153.086153.016151.686
1162024.04.12 13:34s/l320.10153.016153.016151.6862.5710244.28
1172024.04.12 13:34s/l330.10153.016153.016151.686-18.5610225.72
1182024.04.15 20:00sell340.10154.2230.0000.000
1192024.04.15 20:00modify340.10154.223154.823152.823
1202024.04.19 02:10sell350.10153.8700.0000.000
1212024.04.19 02:10modify350.10153.870154.153152.823
1222024.04.19 02:10modify340.10154.223154.153152.823
1232024.04.19 03:07s/l340.10154.153154.153152.823-7.5210218.20
1242024.04.19 03:07s/l350.10154.153154.153152.823-18.3610199.84
1252024.04.25 12:00sell360.10155.5560.0000.000
1262024.04.25 12:00modify360.10155.556156.156154.156
1272024.04.26 03:37s/l360.10156.156156.156154.156-40.4310159.40
1282024.05.03 20:00buy370.10152.9180.0000.000
1292024.05.03 20:00modify370.10152.918152.318154.318
1302024.05.05 22:44buy380.10153.2690.0000.000
1312024.05.05 22:44modify380.10153.269152.988154.318
1322024.05.05 22:44modify370.10152.918152.988154.318
1332024.05.05 23:57buy390.10153.6180.0000.000
1342024.05.05 23:57modify390.10153.618153.408154.318
1352024.05.05 23:57buy400.10153.6180.0000.000
1362024.05.05 23:57modify400.10153.618153.408154.318
1372024.05.05 23:57modify380.10153.269153.408154.318
1382024.05.05 23:57modify370.10152.918153.408154.318
1392024.05.06 00:52s/l370.10153.408153.408154.31832.6410192.04
1402024.05.06 00:52s/l380.10153.408153.408154.3189.7610201.80
1412024.05.06 00:52s/l390.10153.408153.408154.318-12.9910188.80
1422024.05.06 00:52s/l400.10153.408153.408154.318-12.9910175.81
1432024.05.14 12:00sell410.10156.4500.0000.000
1442024.05.14 12:00modify410.10156.450157.050155.050
1452024.05.15 07:29sell420.10156.1000.0000.000
1462024.05.15 07:29modify420.10156.100156.380155.050
1472024.05.15 07:29modify410.10156.450156.380155.050
1482024.05.15 08:35sell430.10155.7450.0000.000
1492024.05.15 08:35modify430.10155.745155.960155.050
1502024.05.15 08:35sell440.10155.7450.0000.000
1512024.05.15 08:35modify440.10155.745155.960155.050
1522024.05.15 08:35modify420.10156.100155.960155.050
1532024.05.15 08:35modify410.10156.450155.960155.050
1542024.05.15 12:30t/p410.10155.050155.960155.05088.2910264.10
1552024.05.15 12:30t/p420.10155.050155.960155.05067.7210331.82
1562024.05.15 12:30t/p430.10155.050155.960155.05044.8310376.65
1572024.05.15 12:30t/p440.10155.050155.960155.05044.8310421.48
1582024.06.04 16:00buy450.10154.9020.0000.000
1592024.06.04 16:00modify450.10154.902154.302156.302
1602024.06.05 00:05buy460.10155.2560.0000.000
1612024.06.05 00:05modify460.10155.256154.972156.302
1622024.06.05 00:05modify450.10154.902154.972156.302
1632024.06.05 03:00buy470.10155.6020.0000.000
1642024.06.05 03:00modify470.10155.602155.392156.302
1652024.06.05 03:00buy480.10155.6020.0000.000
1662024.06.05 03:00modify480.10155.602155.392156.302
1672024.06.05 03:00modify460.10155.256155.392156.302
1682024.06.05 03:00modify450.10154.902155.392156.302
1692024.06.05 03:18s/l450.10155.392155.392156.30232.2310453.71
1702024.06.05 03:18s/l460.10155.392155.392156.3028.7510462.46
1712024.06.05 03:18s/l470.10155.392155.392156.302-13.5210448.94
1722024.06.05 03:18s/l480.10155.392155.392156.302-13.5210435.42