Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=50; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 test2613Ticks modelled79294Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1275.93Gross profit1727.70Gross loss-451.77
Profit factor3.82Expected payoff23.63
Absolute drawdown12.39Maximal drawdown234.42 (16.28%)Relative drawdown16.28% (234.42)
Total trades54Short positions (won %)33 (66.67%)Long positions (won %)21 (71.43%)
Profit trades (% of total)37 (68.52%)Loss trades (% of total)17 (31.48%)
Largestprofit trade92.04loss trade-37.05
Averageprofit trade46.69loss trade-26.57
Maximumconsecutive wins (profit in money)9 (450.93)consecutive losses (loss in money)4 (-104.54)
Maximalconsecutive profit (count of wins)450.93 (9)consecutive loss (count of losses)-104.54 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 20:00buy10.10149.4960.0000.000
22023.11.03 20:00modify10.10149.496148.996150.796
32023.11.06 19:30buy20.10149.9670.0000.000
42023.11.06 19:30modify20.10149.967149.691150.796
52023.11.06 19:30modify10.10149.496149.691150.796
62023.11.07 04:30buy30.10150.2870.0000.000
72023.11.07 04:30modify30.10150.287149.886150.796
82023.11.07 04:30modify20.10149.967149.886150.796
92023.11.07 04:30modify10.10149.496149.886150.796
102023.11.07 06:40buy40.10150.4290.0000.000
112023.11.07 06:40modify40.10150.429149.951150.796
122023.11.07 06:40modify30.10150.287149.951150.796
132023.11.07 06:40modify20.10149.967149.951150.796
142023.11.07 06:40modify10.10149.496149.951150.796
152023.11.08 12:20t/p10.10150.796149.951150.79689.101089.10
162023.11.08 12:20t/p20.10150.796149.951150.79656.911146.00
172023.11.08 12:20t/p30.10150.796149.951150.79634.721180.73
182023.11.08 12:20t/p40.10150.796149.951150.79625.301206.03
192023.11.10 16:00sell50.10151.4740.0000.000
202023.11.10 16:00modify50.10151.474151.974150.174
212023.11.14 13:55sell60.10151.0000.0000.000
222023.11.14 13:55modify60.10151.000151.279150.174
232023.11.14 13:55modify50.10151.474151.279150.174
242023.11.14 15:15sell70.10150.6810.0000.000
252023.11.14 15:15modify70.10150.681151.084150.174
262023.11.14 15:15modify60.10151.000151.084150.174
272023.11.14 15:15modify50.10151.474151.084150.174
282023.11.14 18:20sell80.10150.5640.0000.000
292023.11.14 18:20modify80.10150.564151.019150.174
302023.11.14 18:20modify70.10150.681151.019150.174
312023.11.14 18:20modify60.10151.000151.019150.174
322023.11.14 18:20modify50.10151.474151.019150.174
332023.11.15 13:05t/p50.10150.174151.019150.17481.591287.62
342023.11.15 13:05t/p60.10150.174151.019150.17453.351340.97
352023.11.15 13:05t/p70.10150.174151.019150.17432.101373.06
362023.11.15 13:05t/p80.10150.174151.019150.17424.311397.37
372023.11.17 16:00buy90.10149.5860.0000.000
382023.11.17 16:00modify90.10149.586149.086150.886
392023.11.20 02:40s/l90.10149.086149.086150.886-32.621364.75
402023.12.28 16:00buy100.10140.9100.0000.000
412023.12.28 16:00modify100.10140.910140.410142.210
422023.12.28 20:55buy110.10141.3790.0000.000
432023.12.28 20:55modify110.10141.379141.105142.210
442023.12.28 20:55modify100.10140.910141.105142.210
452023.12.29 00:40buy120.10141.6950.0000.000
462023.12.29 00:40modify120.10141.695141.300142.210
472023.12.29 00:40modify110.10141.379141.300142.210
482023.12.29 00:40modify100.10140.910141.300142.210
492023.12.29 05:40s/l100.10141.300141.300142.21028.561393.32
502023.12.29 05:40s/l110.10141.300141.300142.210-4.641388.68
512023.12.29 05:40s/l120.10141.300141.300142.210-27.961360.72
522024.01.04 20:00sell130.10144.5770.0000.000
532024.01.04 20:00modify130.10144.577145.077143.277
542024.01.05 06:30s/l130.10145.077145.077143.277-36.101324.62
552024.01.15 20:00sell140.10145.7890.0000.000
562024.01.15 20:00modify140.10145.789146.289144.489
572024.01.16 05:40s/l140.10146.289146.289144.489-35.841288.77
582024.02.08 20:00sell150.10149.3860.0000.000
592024.02.08 20:00modify150.10149.386149.886148.086
602024.02.12 12:40sell160.10148.9260.0000.000
612024.02.12 12:40modify160.10148.926149.191148.086
622024.02.12 12:40modify150.10149.386149.191148.086
632024.02.12 13:40s/l150.10149.191149.191148.0869.741298.52
642024.02.12 13:40s/l160.10149.191149.191148.086-17.751280.77
652024.03.08 20:00buy170.10147.0780.0000.000
662024.03.08 20:00modify170.10147.078146.578148.378
672024.03.11 01:05s/l170.10146.578146.578148.378-33.161247.61
682024.03.15 20:00sell180.10149.0790.0000.000
692024.03.15 20:00modify180.10149.079149.579147.779
702024.03.19 03:30s/l180.10149.579149.579147.779-36.731210.88
712024.03.20 16:00sell190.10151.6610.0000.000
722024.03.20 16:00modify190.10151.661152.161150.361
732024.03.20 21:30sell200.10151.2040.0000.000
742024.03.20 21:30modify200.10151.204151.466150.361
752024.03.20 21:30modify190.10151.661151.466150.361
762024.03.20 22:50sell210.10150.8800.0000.000
772024.03.20 22:50modify210.10150.880151.271150.361
782024.03.20 22:50modify200.10151.204151.271150.361
792024.03.20 22:50modify190.10151.661151.271150.361
802024.03.20 23:59sell220.10150.7380.0000.000
812024.03.20 23:59modify220.10150.738151.206150.361
822024.03.20 23:59modify210.10150.880151.206150.361
832024.03.20 23:59modify200.10151.204151.206150.361
842024.03.20 23:59modify190.10151.661151.206150.361
852024.03.21 01:40t/p190.10150.361151.206150.36181.511292.39
862024.03.21 01:40t/p200.10150.361151.206150.36151.101343.49
872024.03.21 01:40t/p210.10150.361151.206150.36129.551373.05
882024.03.21 01:40t/p220.10150.361151.206150.36120.101393.15
892024.04.11 12:00sell230.10153.0860.0000.000
902024.04.11 12:00modify230.10153.086153.586151.786
912024.04.15 01:20s/l230.10153.586153.586151.786-35.891357.26
922024.04.15 20:00sell240.10154.2230.0000.000
932024.04.15 20:00modify240.10154.223154.723152.923
942024.04.16 11:40s/l240.10154.723154.723152.923-33.971323.29
952024.04.16 16:00sell250.10154.5730.0000.000
962024.04.16 16:00modify250.10154.573155.073153.273
972024.04.18 03:15sell260.10154.1100.0000.000
982024.04.18 03:15modify260.10154.110154.378153.273
992024.04.18 03:15modify250.10154.573154.378153.273
1002024.04.18 05:15s/l250.10154.378154.378153.2735.981329.26
1012024.04.18 05:15s/l260.10154.378154.378153.273-17.361311.90
1022024.05.03 20:00buy270.10152.9180.0000.000
1032024.05.03 20:00modify270.10152.918152.418154.218
1042024.05.06 02:20buy280.10153.7000.0000.000
1052024.05.06 02:20modify280.10153.700153.308154.218
1062024.05.06 02:20modify270.10152.918153.308154.218
1072024.05.06 02:40buy290.10153.8420.0000.000
1082024.05.06 02:40modify290.10153.842153.373154.218
1092024.05.06 02:40modify280.10153.700153.373154.218
1102024.05.06 02:40modify270.10152.918153.373154.218
1112024.05.06 23:33t/p270.10154.218153.373154.21885.231397.14
1122024.05.06 23:33t/p280.10154.218153.373154.21833.581430.72
1132024.05.06 23:33t/p290.10154.218153.373154.21824.371455.09
1142024.05.08 16:00sell300.10155.4260.0000.000
1152024.05.08 16:00modify300.10155.426155.926154.126
1162024.05.09 09:30s/l300.10155.926155.926154.126-37.051418.04
1172024.05.14 12:00sell310.10156.4500.0000.000
1182024.05.14 12:00modify310.10156.450156.950155.150
1192024.05.15 07:50sell320.10155.9890.0000.000
1202024.05.15 07:50modify320.10155.989156.255155.150
1212024.05.15 07:50modify310.10156.450156.255155.150
1222024.05.15 08:55sell330.10155.6490.0000.000
1232024.05.15 08:55modify330.10155.649156.060155.150
1242024.05.15 08:55modify320.10155.989156.060155.150
1252024.05.15 08:55modify310.10156.450156.060155.150
1262024.05.15 12:10sell340.10155.5170.0000.000
1272024.05.15 12:10modify340.10155.517155.995155.150
1282024.05.15 12:10modify330.10155.649155.995155.150
1292024.05.15 12:10modify320.10155.989155.995155.150
1302024.05.15 12:10modify310.10156.450155.995155.150
1312024.05.15 12:30t/p310.10155.150155.995155.15082.151500.18
1322024.05.15 12:30t/p320.10155.150155.995155.15054.091554.27
1332024.05.15 12:30t/p330.10155.150155.995155.15032.171586.44
1342024.05.15 12:30t/p340.10155.150155.995155.15023.661610.10
1352024.06.04 16:00buy350.10154.9020.0000.000
1362024.06.04 16:00modify350.10154.902154.402156.202
1372024.06.05 00:30buy360.10155.3720.0000.000
1382024.06.05 00:30modify360.10155.372155.097156.202
1392024.06.05 00:30modify350.10154.902155.097156.202
1402024.06.05 05:30buy370.10155.6890.0000.000
1412024.06.05 05:30modify370.10155.689155.292156.202
1422024.06.05 05:30modify360.10155.372155.292156.202
1432024.06.05 05:30modify350.10154.902155.292156.202
1442024.06.05 08:30t/p350.10156.202155.292156.20284.161694.27
1452024.06.05 08:30t/p360.10156.202155.292156.20253.121747.39
1462024.06.05 08:30t/p370.10156.202155.292156.20232.831780.22
1472024.07.10 20:00sell380.10161.7340.0000.000
1482024.07.10 20:00modify380.10161.734162.234160.434
1492024.07.11 12:30t/p380.10160.434162.234160.43476.481856.70
1502024.07.11 20:00buy390.10158.8540.0000.000
1512024.07.11 20:00modify390.10158.854158.354160.154
1522024.07.11 22:40buy400.10159.3110.0000.000
1532024.07.11 22:40modify400.10159.311159.049160.154
1542024.07.11 22:40modify390.10158.854159.049160.154
1552024.07.11 23:20s/l390.10159.049159.049160.15412.271868.97
1562024.07.11 23:20s/l400.10159.049159.049160.154-16.501852.47
1572024.07.17 16:00buy410.10156.5960.0000.000
1582024.07.17 16:00modify410.10156.596156.096157.896
1592024.07.17 18:40s/l410.10156.096156.096157.896-32.041820.43
1602024.07.30 12:00sell420.10154.8840.0000.000
1612024.07.30 12:00modify420.10154.884155.384153.584
1622024.07.30 15:10sell430.10154.4270.0000.000
1632024.07.30 15:10modify430.10154.427154.689153.584
1642024.07.30 15:10modify420.10154.884154.689153.584
1652024.07.30 16:30t/p420.10153.584154.689153.58484.731905.16
1662024.07.30 16:30t/p430.10153.584154.689153.58454.941960.10
1672024.09.16 12:00buy440.10139.9140.0000.000
1682024.09.16 12:00modify440.10139.914139.414141.214
1692024.09.16 14:05buy450.10140.7020.0000.000
1702024.09.16 14:05modify450.10140.702140.304141.214
1712024.09.16 14:05modify440.10139.914140.304141.214
1722024.09.16 15:59buy460.10140.8300.0000.000
1732024.09.16 15:59modify460.10140.830140.369141.214
1742024.09.16 15:59modify450.10140.702140.369141.214
1752024.09.16 15:59modify440.10139.914140.369141.214
1762024.09.16 23:15t/p440.10141.214140.369141.21492.042052.14
1772024.09.16 23:15t/p450.10141.214140.369141.21436.252088.39
1782024.09.16 23:15t/p460.10141.214140.369141.21427.192115.58
1792024.10.14 20:00sell470.10149.7630.0000.000
1802024.10.14 20:00modify470.10149.763150.263148.463
1812024.10.15 06:40sell480.10149.3040.0000.000
1822024.10.15 06:40modify480.10149.304149.568148.463
1832024.10.15 06:40modify470.10149.763149.568148.463
1842024.10.15 09:30sell490.10148.9630.0000.000
1852024.10.15 09:30modify490.10148.963149.373148.463
1862024.10.15 09:30modify480.10149.304149.373148.463
1872024.10.15 09:30modify470.10149.763149.373148.463
1882024.10.15 09:40sell500.10148.8480.0000.000
1892024.10.15 09:40modify500.10148.848149.308148.463
1902024.10.15 09:40modify490.10148.963149.308148.463
1912024.10.15 09:40modify480.10149.304149.308148.463
1922024.10.15 09:40modify470.10149.763149.308148.463
1932024.10.15 11:30s/l470.10149.308149.308148.46328.812144.38
1942024.10.15 11:30s/l480.10149.308149.308148.463-0.272144.11
1952024.10.15 11:30s/l490.10149.308149.308148.463-23.102121.01
1962024.10.15 11:30s/l500.10149.308149.308148.463-30.802090.21
1972024.10.23 16:00sell510.10152.8210.0000.000
1982024.10.23 16:00modify510.10152.821153.321151.521
1992024.10.24 02:40sell520.10152.3390.0000.000
2002024.10.24 02:40modify520.10152.339152.626151.521
2012024.10.24 02:40modify510.10152.821152.626151.521
2022024.10.24 07:15sell530.10152.0250.0000.000
2032024.10.24 07:15modify530.10152.025152.431151.521
2042024.10.24 07:15modify520.10152.339152.431151.521
2052024.10.24 07:15modify510.10152.821152.431151.521
2062024.10.24 14:50sell540.10151.8890.0000.000
2072024.10.24 14:50modify540.10151.889152.366151.521
2082024.10.24 14:50modify530.10152.025152.366151.521
2092024.10.24 14:50modify520.10152.339152.366151.521
2102024.10.24 14:50modify510.10152.821152.366151.521
2112024.10.25 05:05t/p510.10151.521152.366151.52179.162169.37
2122024.10.25 05:05t/p520.10151.521152.366151.52152.332221.70
2132024.10.25 05:05t/p530.10151.521152.366151.52131.612253.30
2142024.10.25 05:05t/p540.10151.521152.366151.52122.632275.93