Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 modelled79436Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit1044.97Gross profit1208.72Gross loss-163.75
Profit factor7.38Expected payoff29.86
Absolute drawdown99.48Maximal drawdown192.53 (10.89%)Relative drawdown11.40% (173.05)
Total trades35Short positions (won %)12 (83.33%)Long positions (won %)23 (78.26%)
Profit trades (% of total)28 (80.00%)Loss trades (% of total)7 (20.00%)
Largestprofit trade99.96loss trade-33.60
Averageprofit trade43.17loss trade-23.39
Maximumconsecutive wins (profit in money)9 (453.86)consecutive losses (loss in money)2 (-41.46)
Maximalconsecutive profit (count of wins)453.86 (9)consecutive loss (count of losses)-41.46 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.04 20:00sell10.10144.5770.0000.000
22024.01.04 20:00modify10.10144.577146.077143.177
32024.01.05 15:33sell20.10143.8060.0000.000
42024.01.05 15:33modify20.10143.806144.227143.177
52024.01.05 15:33modify10.10144.577144.227143.177
62024.01.05 15:53s/l10.10144.227144.227143.17722.651022.65
72024.01.05 15:53s/l20.10144.227144.227143.177-29.17993.48
82024.03.08 20:00buy30.10147.0780.0000.000
92024.03.08 20:00modify30.10147.078145.578148.478
102024.03.12 14:20buy40.10147.8540.0000.000
112024.03.12 14:20modify40.10147.854147.428148.478
122024.03.12 14:20modify30.10147.078147.428148.478
132024.03.12 21:45buy50.10147.6420.0000.000
142024.03.12 21:45modify50.10147.642147.148148.478
152024.03.12 21:50modify50.10147.642147.428148.478
162024.03.13 00:40s/l30.10147.428147.428148.47826.701020.18
172024.03.13 00:40s/l40.10147.428147.428148.478-27.92992.26
182024.03.13 00:40s/l50.10147.428147.428148.478-13.54978.72
192024.05.03 20:00buy60.10152.9180.0000.000
202024.05.03 20:00modify60.10152.918151.418154.318
212024.05.06 00:00buy70.10153.6880.0000.000
222024.05.06 00:00modify70.10153.688153.268154.318
232024.05.06 00:00modify60.10152.918153.268154.318
242024.05.06 00:55buy80.10153.5070.0000.000
252024.05.06 00:55modify80.10153.507152.988154.318
262024.05.06 01:00modify80.10153.507153.268154.318
272024.05.07 00:55buy90.10154.0580.0000.000
282024.05.07 00:55modify90.10154.058153.828154.318
292024.05.07 00:55modify70.10153.688153.828154.318
302024.05.07 00:55modify80.10153.507153.828154.318
312024.05.07 00:55modify60.10152.918153.828154.318
322024.05.07 01:40t/p60.10154.318153.828154.31892.611071.32
332024.05.07 01:40t/p70.10154.318153.828154.31841.771113.09
342024.05.07 01:40t/p80.10154.318153.828154.31853.491166.58
352024.05.07 01:40t/p90.10154.318153.828154.31816.841183.42
362024.06.04 16:00buy100.10154.9020.0000.000
372024.06.04 16:00modify100.10154.902153.402156.302
382024.06.05 00:40buy110.10155.4650.0000.000
392024.06.05 00:40modify110.10155.465154.972156.302
402024.06.05 00:40modify100.10154.902154.972156.302
412024.06.05 05:30buy120.10155.6890.0000.000
422024.06.05 05:30modify120.10155.689155.252156.302
432024.06.05 05:30modify110.10155.465155.252156.302
442024.06.05 05:30modify100.10154.902155.252156.302
452024.06.05 07:20buy130.10156.0380.0000.000
462024.06.05 07:20modify130.10156.038155.812156.302
472024.06.05 07:20modify120.10155.689155.812156.302
482024.06.05 07:20modify110.10155.465155.812156.302
492024.06.05 07:20modify100.10154.902155.812156.302
502024.06.05 09:15t/p100.10156.302155.812156.30290.551273.97
512024.06.05 09:15t/p110.10156.302155.812156.30253.551327.52
522024.06.05 09:15t/p120.10156.302155.812156.30239.221366.74
532024.06.05 09:15t/p130.10156.302155.812156.30216.891383.63
542024.07.11 20:00buy140.10158.8540.0000.000
552024.07.11 20:00modify140.10158.854157.354160.254
562024.07.12 02:15buy150.10159.4140.0000.000
572024.07.12 02:15modify150.10159.414158.924160.254
582024.07.12 02:15modify140.10158.854158.924160.254
592024.07.12 02:40s/l140.10158.924158.924160.2545.391389.02
602024.07.12 02:40s/l150.10158.924158.924160.254-30.871358.15
612024.07.17 16:00buy160.10156.5960.0000.000
622024.07.17 16:00modify160.10156.596155.096157.996
632024.07.18 16:50buy170.10157.1600.0000.000
642024.07.18 16:50modify170.10157.160156.666157.996
652024.07.18 16:50modify160.10156.596156.666157.996
662024.07.18 19:30buy180.10157.3950.0000.000
672024.07.18 19:30modify180.10157.395156.946157.996
682024.07.18 19:30modify170.10157.160156.946157.996
692024.07.18 19:30modify160.10156.596156.946157.996
702024.07.19 12:40buy190.10157.7250.0000.000
712024.07.19 12:40modify190.10157.725157.506157.996
722024.07.19 12:40modify180.10157.395157.506157.996
732024.07.19 12:40modify170.10157.160157.506157.996
742024.07.19 12:40modify160.10156.596157.506157.996
752024.07.19 13:40s/l160.10157.506157.506157.99661.741419.89
762024.07.19 13:40s/l170.10157.506157.506157.99622.971442.86
772024.07.19 13:40s/l180.10157.506157.506157.9968.041450.89
782024.07.19 13:40s/l190.10157.506157.506157.996-13.911436.98
792024.07.30 12:00sell200.10154.8840.0000.000
802024.07.30 12:00modify200.10154.884156.384153.484
812024.07.30 14:00sell210.10154.3180.0000.000
822024.07.30 14:00modify210.10154.318154.814153.484
832024.07.30 14:00modify200.10154.884154.814153.484
842024.07.30 16:30t/p200.10153.484154.814153.48491.251528.23
852024.07.30 16:30t/p210.10153.484154.814153.48454.361582.59
862024.09.16 12:00buy220.10139.9140.0000.000
872024.09.16 12:00modify220.10139.914138.414141.314
882024.09.16 13:50buy230.10140.4860.0000.000
892024.09.16 13:50modify230.10140.486139.984141.314
902024.09.16 13:50modify220.10139.914139.984141.314
912024.09.16 14:05buy240.10140.7020.0000.000
922024.09.16 14:05modify240.10140.702140.264141.314
932024.09.16 14:05modify230.10140.486140.264141.314
942024.09.16 14:05modify220.10139.914140.264141.314
952024.09.17 13:10buy250.10141.0420.0000.000
962024.09.17 13:10modify250.10141.042140.824141.314
972024.09.17 13:10modify240.10140.702140.824141.314
982024.09.17 13:10modify230.10140.486140.824141.314
992024.09.17 13:10modify220.10139.914140.824141.314
1002024.09.17 13:30t/p220.10141.314140.824141.31499.961682.55
1012024.09.17 13:30t/p230.10141.314140.824141.31459.521742.07
1022024.09.17 13:30t/p240.10141.314140.824141.31444.251786.32
1032024.09.17 13:30t/p250.10141.314140.824141.31419.231805.55
1042024.10.23 16:00sell260.10152.8210.0000.000
1052024.10.23 16:00modify260.10152.821154.321151.421
1062024.10.24 06:40sell270.10152.0490.0000.000
1072024.10.24 06:40modify270.10152.049152.471151.421
1082024.10.24 06:40modify260.10152.821152.471151.421
1092024.10.24 12:45sell280.10152.2320.0000.000
1102024.10.24 12:45modify280.10152.232152.751151.421
1112024.10.24 12:50modify280.10152.232152.471151.421
1122024.10.24 16:55sell290.10151.6870.0000.000
1132024.10.24 16:55modify290.10151.687151.911151.421
1142024.10.24 16:55modify270.10152.049151.911151.421
1152024.10.24 16:55modify280.10152.232151.911151.421
1162024.10.24 16:55modify260.10152.821151.911151.421
1172024.10.24 19:33s/l260.10151.911151.911151.42155.081860.63
1182024.10.24 19:33s/l270.10151.911151.911151.4219.091869.72
1192024.10.24 19:33s/l280.10151.911151.911151.42121.131890.85
1202024.10.24 19:33s/l290.10151.911151.911151.421-14.741876.11
1212024.11.29 12:00buy300.10150.0660.0000.000
1222024.11.29 12:00modify300.10150.066148.566151.466
1232024.12.02 03:35buy310.10150.6400.0000.000
1242024.12.02 03:35modify310.10150.640150.136151.466
1252024.12.02 03:35modify300.10150.066150.136151.466
1262024.12.02 07:40s/l300.10150.136150.136151.4665.651881.76
1272024.12.02 07:40s/l310.10150.136150.136151.466-33.601848.16
1282024.12.19 20:00sell320.10157.4200.0000.000
1292024.12.19 20:00modify320.10157.420158.920156.020
1302024.12.20 03:15sell330.10156.8330.0000.000
1312024.12.20 03:15modify330.10156.833157.350156.020
1322024.12.20 03:15modify320.10157.420157.350156.020
1332024.12.20 09:50sell340.10156.6470.0000.000
1342024.12.20 09:50modify340.10156.647157.070156.020
1352024.12.20 09:50modify330.10156.833157.070156.020
1362024.12.20 09:50modify320.10157.420157.070156.020
1372024.12.20 16:30sell350.10156.2750.0000.000
1382024.12.20 16:30modify350.10156.275156.510156.020
1392024.12.20 16:30modify340.10156.647156.510156.020
1402024.12.20 16:30modify330.10156.833156.510156.020
1412024.12.20 16:30modify320.10157.420156.510156.020
1422024.12.20 17:40t/p320.10156.020156.510156.02088.141936.30
1432024.12.20 17:40t/p330.10156.020156.510156.02052.121988.42
1442024.12.20 17:40t/p340.10156.020156.510156.02040.202028.62
1452024.12.20 17:40t/p350.10156.020156.510156.02016.352044.97