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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1913Ticks modelled37866308Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1152.81Gross profit1686.22Gross loss-533.41
Profit factor3.16Expected payoff18.59
Absolute drawdown12.39Maximal drawdown311.29 (21.54%)Relative drawdown21.54% (311.29)
Total trades62Short positions (won %)38 (60.53%)Long positions (won %)24 (75.00%)
Profit trades (% of total)41 (66.13%)Loss trades (% of total)21 (33.87%)
Largestprofit trade92.06loss trade-37.06
Averageprofit trade41.13loss trade-25.40
Maximumconsecutive wins (profit in money)12 (535.15)consecutive losses (loss in money)4 (-103.27)
Maximalconsecutive profit (count of wins)535.15 (12)consecutive loss (count of losses)-103.27 (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 19:15buy20.10149.9520.0000.000
42023.11.06 19:15modify20.10149.952149.691150.796
52023.11.06 19:15modify10.10149.496149.691150.796
62023.11.07 04:48buy30.10150.2770.0000.000
72023.11.07 04:48modify30.10150.277149.886150.796
82023.11.07 04:48modify20.10149.952149.886150.796
92023.11.07 04:48modify10.10149.496149.886150.796
102023.11.07 06:38buy40.10150.4120.0000.000
112023.11.07 06:38modify40.10150.412149.951150.796
122023.11.07 06:38modify30.10150.277149.951150.796
132023.11.07 06:38modify20.10149.952149.951150.796
142023.11.07 06:38modify10.10149.496149.951150.796
152023.11.08 12:16t/p10.10150.796149.951150.79689.091089.09
162023.11.08 12:16t/p20.10150.796149.951150.79657.901146.98
172023.11.08 12:16t/p30.10150.796149.951150.79635.371182.36
182023.11.08 12:16t/p40.10150.796149.951150.79626.421208.78
192023.11.10 16:00sell50.10151.4740.0000.000
202023.11.10 16:00modify50.10151.474151.974150.174
212023.11.14 13:36sell60.10151.0180.0000.000
222023.11.14 13:36modify60.10151.018151.279150.174
232023.11.14 13:36modify50.10151.474151.279150.174
242023.11.14 15:12sell70.10150.6910.0000.000
252023.11.14 15:12modify70.10150.691151.084150.174
262023.11.14 15:12modify60.10151.018151.084150.174
272023.11.14 15:12modify50.10151.474151.084150.174
282023.11.14 18:01sell80.10150.5630.0000.000
292023.11.14 18:01modify80.10150.563151.019150.174
302023.11.14 18:01modify70.10150.691151.019150.174
312023.11.14 18:01modify60.10151.018151.019150.174
322023.11.14 18:01modify50.10151.474151.019150.174
332023.11.15 13:30t/p50.10150.174151.019150.17481.571290.35
342023.11.15 13:30t/p60.10150.174151.019150.17454.541344.89
352023.11.15 13:30t/p70.10150.174151.019150.17432.761377.64
362023.11.15 13:30t/p80.10150.174151.019150.17424.241401.88
372023.11.17 16:00buy90.10149.5860.0000.000
382023.11.17 16:00modify90.10149.586149.086150.886
392023.11.20 02:33s/l90.10149.086149.086150.886-32.581369.30
402023.12.28 16:00buy100.10140.9100.0000.000
412023.12.28 16:00modify100.10140.910140.410142.210
422023.12.28 17:05buy110.10141.3650.0000.000
432023.12.28 17:05modify110.10141.365141.105142.210
442023.12.28 17:05modify100.10140.910141.105142.210
452023.12.29 00:56buy120.10141.6910.0000.000
462023.12.29 00:56modify120.10141.691141.300142.210
472023.12.29 00:56modify110.10141.365141.300142.210
482023.12.29 00:56modify100.10140.910141.300142.210
492023.12.29 05:28s/l100.10141.300141.300142.21028.561397.87
502023.12.29 05:28s/l110.10141.300141.300142.210-3.641394.23
512023.12.29 05:28s/l120.10141.300141.300142.210-27.671366.56
522024.01.04 20:00sell130.10144.5770.0000.000
532024.01.04 20:00modify130.10144.577145.077143.277
542024.01.05 06:23s/l130.10145.077145.077143.277-36.121330.44
552024.01.15 20:00sell140.10145.7890.0000.000
562024.01.15 20:00modify140.10145.789146.289144.489
572024.01.16 05:40s/l140.10146.289146.289144.489-35.841294.59
582024.02.08 20:00sell150.10149.3860.0000.000
592024.02.08 20:00modify150.10149.386149.886148.086
602024.02.12 12:16sell160.10148.9300.0000.000
612024.02.12 12:16modify160.10148.930149.191148.086
622024.02.12 12:16modify150.10149.386149.191148.086
632024.02.12 13:39s/l150.10149.191149.191148.0869.741304.34
642024.02.12 13:39s/l160.10149.191149.191148.086-17.491286.85
652024.03.08 20:00buy170.10147.0780.0000.000
662024.03.08 20:00modify170.10147.078146.578148.378
672024.03.11 01:10s/l170.10146.578146.578148.378-33.151253.70
682024.03.15 20:00sell180.10149.0790.0000.000
692024.03.15 20:00modify180.10149.079149.579147.779
702024.03.19 03:35s/l180.10149.579149.579147.779-36.751216.95
712024.03.20 16:00sell190.10151.6610.0000.000
722024.03.20 16:00modify190.10151.661152.161150.361
732024.03.20 18:37sell200.10151.2060.0000.000
742024.03.20 18:37modify200.10151.206151.466150.361
752024.03.20 18:37modify190.10151.661151.466150.361
762024.03.20 18:45sell210.10150.8760.0000.000
772024.03.20 18:45modify210.10150.876151.271150.361
782024.03.20 18:45modify200.10151.206151.271150.361
792024.03.20 18:45modify190.10151.661151.271150.361
802024.03.20 18:53sell220.10150.7460.0000.000
812024.03.20 18:53modify220.10150.746151.206150.361
822024.03.20 18:53modify210.10150.876151.206150.361
832024.03.20 18:53modify200.10151.206151.206150.361
842024.03.20 18:53modify190.10151.661151.206150.361
852024.03.20 19:25s/l190.10151.206151.206150.36130.101247.05
862024.03.20 19:25s/l200.10151.206151.206150.3610.001247.05
872024.03.20 19:25s/l210.10151.206151.206150.361-21.821225.23
882024.03.20 19:25s/l220.10151.206151.206150.361-30.421194.81
892024.04.11 12:00sell230.10153.0860.0000.000
902024.04.11 12:00modify230.10153.086153.586151.786
912024.04.12 13:07sell240.10152.6300.0000.000
922024.04.12 13:07modify240.10152.630152.891151.786
932024.04.12 13:07modify230.10153.086152.891151.786
942024.04.12 13:16s/l230.10152.891152.891151.78611.091205.90
952024.04.12 13:16s/l240.10152.891152.891151.786-17.071188.83
962024.04.15 20:00sell250.10154.2230.0000.000
972024.04.15 20:00modify250.10154.223154.723152.923
982024.04.16 11:19s/l250.10154.723154.723152.923-33.971154.86
992024.04.16 16:00sell260.10154.5730.0000.000
1002024.04.16 16:00modify260.10154.573155.073153.273
1012024.04.18 02:13sell270.10154.1170.0000.000
1022024.04.18 02:13modify270.10154.117154.378153.273
1032024.04.18 02:13modify260.10154.573154.378153.273
1042024.04.18 05:16s/l260.10154.378154.378153.2735.981160.83
1052024.04.18 05:16s/l270.10154.378154.378153.273-16.911143.92
1062024.05.03 20:00buy280.10152.9180.0000.000
1072024.05.03 20:00modify280.10152.918152.418154.218
1082024.05.05 23:33buy290.10153.3810.0000.000
1092024.05.05 23:33modify290.10153.381153.113154.218
1102024.05.05 23:33modify280.10152.918153.113154.218
1112024.05.05 23:58buy300.10153.6980.0000.000
1122024.05.05 23:58modify300.10153.698153.308154.218
1132024.05.05 23:58modify290.10153.381153.308154.218
1142024.05.05 23:58modify280.10152.918153.308154.218
1152024.05.06 02:58buy310.10153.8340.0000.000
1162024.05.06 02:58modify310.10153.834153.373154.218
1172024.05.06 02:58modify300.10153.698153.373154.218
1182024.05.06 02:58modify290.10153.381153.373154.218
1192024.05.06 02:58modify280.10152.918153.373154.218
1202024.05.06 23:16t/p280.10154.218153.373154.21885.251229.18
1212024.05.06 23:16t/p290.10154.218153.373154.21855.231284.41
1222024.05.06 23:16t/p300.10154.218153.373154.21834.681319.09
1232024.05.06 23:16t/p310.10154.218153.373154.21824.901343.99
1242024.05.08 16:00sell320.10155.4260.0000.000
1252024.05.08 16:00modify320.10155.426155.926154.126
1262024.05.09 09:26s/l320.10155.926155.926154.126-37.061306.93
1272024.05.14 12:00sell330.10156.4500.0000.000
1282024.05.14 12:00modify330.10156.450156.950155.150
1292024.05.15 07:38sell340.10155.9870.0000.000
1302024.05.15 07:38modify340.10155.987156.255155.150
1312024.05.15 07:38modify330.10156.450156.255155.150
1322024.05.15 08:37sell350.10155.6680.0000.000
1332024.05.15 08:37modify350.10155.668156.060155.150
1342024.05.15 08:37modify340.10155.987156.060155.150
1352024.05.15 08:37modify330.10156.450156.060155.150
1362024.05.15 12:06sell360.10155.5400.0000.000
1372024.05.15 12:06modify360.10155.540155.995155.150
1382024.05.15 12:06modify350.10155.668155.995155.150
1392024.05.15 12:06modify340.10155.987155.995155.150
1402024.05.15 12:06modify330.10156.450155.995155.150
1412024.05.15 12:30t/p330.10155.150155.995155.15082.151389.08
1422024.05.15 12:30t/p340.10155.150155.995155.15053.961443.04
1432024.05.15 12:30t/p350.10155.150155.995155.15033.391476.43
1442024.05.15 12:30t/p360.10155.150155.995155.15025.141501.57
1452024.06.04 16:00buy370.10154.9020.0000.000
1462024.06.04 16:00modify370.10154.902154.402156.202
1472024.06.05 00:09buy380.10155.3580.0000.000
1482024.06.05 00:09modify380.10155.358155.097156.202
1492024.06.05 00:09modify370.10154.902155.097156.202
1502024.06.05 05:05buy390.10155.6830.0000.000
1512024.06.05 05:05modify390.10155.683155.292156.202
1522024.06.05 05:05modify380.10155.358155.292156.202
1532024.06.05 05:05modify370.10154.902155.292156.202
1542024.06.05 06:18buy400.10155.8130.0000.000
1552024.06.05 06:18modify400.10155.813155.357156.202
1562024.06.05 06:18modify390.10155.683155.357156.202
1572024.06.05 06:18modify380.10155.358155.357156.202
1582024.06.05 06:18modify370.10154.902155.357156.202
1592024.06.05 08:33t/p370.10156.202155.357156.20284.191585.76
1602024.06.05 08:33t/p380.10156.202155.357156.20254.031639.79
1612024.06.05 08:33t/p390.10156.202155.357156.20233.231673.02
1622024.06.05 08:33t/p400.10156.202155.357156.20224.901697.92
1632024.07.10 20:00sell410.10161.7340.0000.000
1642024.07.10 20:00modify410.10161.734162.234160.434
1652024.07.11 12:30sell420.10160.9420.0000.000
1662024.07.11 12:30modify420.10160.942161.344160.434
1672024.07.11 12:30modify410.10161.734161.344160.434
1682024.07.11 12:31sell430.10160.8220.0000.000
1692024.07.11 12:31modify430.10160.822161.279160.434
1702024.07.11 12:31modify420.10160.942161.279160.434
1712024.07.11 12:31modify410.10161.734161.279160.434
1722024.07.11 12:42t/p410.10160.434161.279160.43476.051773.97
1732024.07.11 12:42t/p420.10160.434161.279160.43431.671805.64
1742024.07.11 12:42t/p430.10160.434161.279160.43424.181829.82
1752024.07.11 20:00buy440.10158.8540.0000.000
1762024.07.11 20:00modify440.10158.854158.354160.154
1772024.07.11 22:09buy450.10159.3110.0000.000
1782024.07.11 22:09modify450.10159.311159.049160.154
1792024.07.11 22:09modify440.10158.854159.049160.154
1802024.07.11 23:28s/l440.10159.049159.049160.15412.261842.08
1812024.07.11 23:28s/l450.10159.049159.049160.154-16.481825.60
1822024.07.17 16:00buy460.10156.5960.0000.000
1832024.07.17 16:00modify460.10156.596156.096157.896
1842024.07.17 18:59s/l460.10156.096156.096157.896-32.031793.57
1852024.07.30 12:00sell470.10154.8840.0000.000
1862024.07.30 12:00modify470.10154.884155.384153.584
1872024.07.30 13:19sell480.10154.4280.0000.000
1882024.07.30 13:19modify480.10154.428154.689153.584
1892024.07.30 13:19modify470.10154.884154.689153.584
1902024.07.30 15:04sell490.10154.0890.0000.000
1912024.07.30 15:04modify490.10154.089154.494153.584
1922024.07.30 15:04modify480.10154.428154.494153.584
1932024.07.30 15:04modify470.10154.884154.494153.584
1942024.07.30 15:04sell500.10153.9640.0000.000
1952024.07.30 15:04modify500.10153.964154.429153.584
1962024.07.30 15:04modify490.10154.089154.429153.584
1972024.07.30 15:04modify480.10154.428154.429153.584
1982024.07.30 15:04modify470.10154.884154.429153.584
1992024.07.30 15:04s/l470.10154.429154.429153.58429.461823.03
2002024.07.30 15:04s/l480.10154.429154.429153.584-0.061822.97
2012024.07.30 15:04s/l490.10154.429154.429153.584-22.011800.96
2022024.07.30 15:04s/l500.10154.429154.429153.584-30.111770.85
2032024.09.16 12:00buy510.10139.9140.0000.000
2042024.09.16 12:00modify510.10139.914139.414141.214
2052024.09.16 12:40buy520.10140.3780.0000.000
2062024.09.16 12:40modify520.10140.378140.109141.214
2072024.09.16 12:40modify510.10139.914140.109141.214
2082024.09.16 14:07buy530.10140.6940.0000.000
2092024.09.16 14:07modify530.10140.694140.304141.214
2102024.09.16 14:07modify520.10140.378140.304141.214
2112024.09.16 14:07modify510.10139.914140.304141.214
2122024.09.16 15:33buy540.10140.8240.0000.000
2132024.09.16 15:33modify540.10140.824140.369141.214
2142024.09.16 15:33modify530.10140.694140.369141.214
2152024.09.16 15:33modify520.10140.378140.369141.214
2162024.09.16 15:33modify510.10139.914140.369141.214
2172024.09.16 23:18t/p510.10141.214140.369141.21492.061862.91
2182024.09.16 23:18t/p520.10141.214140.369141.21459.201922.11
2192024.09.16 23:18t/p530.10141.214140.369141.21436.831958.94
2202024.09.16 23:18t/p540.10141.214140.369141.21427.621986.56
2212024.10.14 20:00sell550.10149.7630.0000.000
2222024.10.14 20:00modify550.10149.763150.263148.463
2232024.10.15 06:52sell560.10149.3080.0000.000
2242024.10.15 06:52modify560.10149.308149.568148.463
2252024.10.15 06:52modify550.10149.763149.568148.463
2262024.10.15 09:22sell570.10148.9830.0000.000
2272024.10.15 09:22modify570.10148.983149.373148.463
2282024.10.15 09:22modify560.10149.308149.373148.463
2292024.10.15 09:22modify550.10149.763149.373148.463
2302024.10.15 09:50sell580.10148.8530.0000.000
2312024.10.15 09:50modify580.10148.853149.308148.463
2322024.10.15 09:50modify570.10148.983149.308148.463
2332024.10.15 09:50modify560.10149.308149.308148.463
2342024.10.15 09:50modify550.10149.763149.308148.463
2352024.10.15 11:23s/l550.10149.308149.308148.46328.822015.38
2362024.10.15 11:23s/l560.10149.308149.308148.4630.002015.38
2372024.10.15 11:23s/l570.10149.308149.308148.463-21.761993.62
2382024.10.15 11:23s/l580.10149.308149.308148.463-30.471963.15
2392024.10.23 16:00sell590.10152.8210.0000.000
2402024.10.23 16:00modify590.10152.821153.321151.521
2412024.10.24 02:49sell600.10152.3640.0000.000
2422024.10.24 02:49modify600.10152.364152.626151.521
2432024.10.24 02:49modify590.10152.821152.626151.521
2442024.10.24 07:04sell610.10152.0410.0000.000
2452024.10.24 07:04modify610.10152.041152.431151.521
2462024.10.24 07:04modify600.10152.364152.431151.521
2472024.10.24 07:04modify590.10152.821152.431151.521
2482024.10.24 09:30sell620.10151.9080.0000.000
2492024.10.24 09:30modify620.10151.908152.366151.521
2502024.10.24 09:30modify610.10152.041152.366151.521
2512024.10.24 09:30modify600.10152.364152.366151.521
2522024.10.24 09:30modify590.10152.821152.366151.521
2532024.10.25 05:14t/p590.10151.521152.366151.52179.152042.30
2542024.10.25 05:14t/p600.10151.521152.366151.52153.982096.27
2552024.10.25 05:14t/p610.10151.521152.366151.52132.662128.93
2562024.10.25 05:14t/p620.10151.521152.366151.52123.882152.81