Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 20:00 (2024.09.01 - 2025.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=9; 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=120; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test2605Ticks modelled79066Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1468.67Gross profit1921.57Gross loss-452.91
Profit factor4.24Expected payoff25.32
Absolute drawdown5.05Maximal drawdown240.61 (16.18%)Relative drawdown16.18% (240.61)
Total trades58Short positions (won %)32 (71.88%)Long positions (won %)26 (65.38%)
Profit trades (% of total)40 (68.97%)Loss trades (% of total)18 (31.03%)
Largestprofit trade98.98loss trade-79.76
Averageprofit trade48.04loss trade-25.16
Maximumconsecutive wins (profit in money)12 (711.62)consecutive losses (loss in money)2 (-95.27)
Maximalconsecutive profit (count of wins)711.62 (12)consecutive loss (count of losses)-95.27 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.09.06 08:00buy10.10142.5520.0000.000
22024.09.06 08:00modify10.10142.552141.352143.952
32024.09.06 09:40buy20.10142.9200.0000.000
42024.09.06 09:40modify20.10142.920142.622143.952
52024.09.06 09:40modify10.10142.552142.622143.952
62024.09.06 12:15t/p10.10143.952142.622143.95297.191097.19
72024.09.06 12:15t/p20.10143.952142.622143.95271.651168.84
82024.10.04 16:00sell30.10148.6960.0000.000
92024.10.04 16:00modify30.10148.696149.896147.296
102024.10.07 01:40sell40.10148.3230.0000.000
112024.10.07 01:40modify40.10148.323148.626147.296
122024.10.07 01:40modify30.10148.696148.626147.296
132024.10.07 03:05s/l30.10148.626148.626147.2963.271172.11
142024.10.07 03:05s/l40.10148.626148.626147.296-20.391151.72
152024.10.14 16:00sell50.10149.8250.0000.000
162024.10.14 16:00modify50.10149.825151.025148.425
172024.10.15 05:50sell60.10149.4630.0000.000
182024.10.15 05:50modify60.10149.463149.755148.425
192024.10.15 05:50modify50.10149.825149.755148.425
202024.10.15 08:30sell70.10149.1120.0000.000
212024.10.15 08:30modify70.10149.112149.475148.425
222024.10.15 08:30modify60.10149.463149.475148.425
232024.10.15 08:30modify50.10149.825149.475148.425
242024.10.15 09:30sell80.10148.9630.0000.000
252024.10.15 09:30modify80.10148.963149.335148.425
262024.10.15 09:30modify70.10149.112149.335148.425
272024.10.15 09:30modify60.10149.463149.335148.425
282024.10.15 09:30modify50.10149.825149.335148.425
292024.10.15 11:30s/l50.10149.335149.335148.42531.381183.10
302024.10.15 11:30s/l60.10149.335149.335148.4258.571191.67
312024.10.15 11:30s/l70.10149.335149.335148.425-14.941176.73
322024.10.15 11:30s/l80.10149.335149.335148.425-24.911151.82
332024.10.23 08:00sell90.10152.3690.0000.000
342024.10.23 08:00modify90.10152.369153.569150.969
352024.10.24 08:55sell100.10152.0070.0000.000
362024.10.24 08:55modify100.10152.007152.299150.969
372024.10.24 08:55modify90.10152.369152.299150.969
382024.10.24 12:40s/l90.10152.299152.299150.9690.301152.13
392024.10.24 12:40s/l100.10152.299152.299150.969-19.171132.96
402024.10.28 04:00sell110.10153.6300.0000.000
412024.10.28 04:00modify110.10153.630154.830152.230
422024.10.28 06:50sell120.10153.2620.0000.000
432024.10.28 06:50modify120.10153.262153.560152.230
442024.10.28 06:50modify110.10153.630153.560152.230
452024.10.28 09:40sell130.10152.9020.0000.000
462024.10.28 09:40modify130.10152.902153.280152.230
472024.10.28 09:40modify120.10153.262153.280152.230
482024.10.28 09:40modify110.10153.630153.280152.230
492024.10.28 16:40s/l110.10153.280153.280152.23022.831155.79
502024.10.28 16:40s/l120.10153.280153.280152.230-1.181154.61
512024.10.28 16:40s/l130.10153.280153.280152.230-24.661129.95
522024.11.15 00:00sell140.10156.4800.0000.000
532024.11.15 00:00modify140.10156.480157.680155.080
542024.11.15 07:40sell150.10155.7590.0000.000
552024.11.15 07:40modify150.10155.759156.130155.080
562024.11.15 07:40modify140.10156.480156.130155.080
572024.11.15 08:06sell160.10155.6350.0000.000
582024.11.15 08:06modify160.10155.635155.990155.080
592024.11.15 08:06modify150.10155.759155.990155.080
602024.11.15 08:06modify140.10156.480155.990155.080
612024.11.15 15:40t/p140.10155.080155.990155.08090.401220.35
622024.11.15 15:40t/p150.10155.080155.990155.08043.841264.19
632024.11.15 15:40t/p160.10155.080155.990155.08035.841300.03
642024.11.27 08:00buy170.10151.9810.0000.000
652024.11.27 08:00modify170.10151.981150.781153.381
662024.11.27 16:40s/l170.10150.781150.781153.381-79.761220.27
672024.11.29 04:00buy180.10150.1260.0000.000
682024.11.29 04:00modify180.10150.126148.926151.526
692024.11.29 17:15buy190.10150.4760.0000.000
702024.11.29 17:15modify190.10150.476150.196151.526
712024.11.29 17:15modify180.10150.126150.196151.526
722024.11.29 17:20s/l180.10150.196150.196151.5264.661224.93
732024.11.29 17:20s/l190.10150.196150.196151.526-18.651206.28
742024.12.19 04:00sell200.10155.2570.0000.000
752024.12.19 04:00modify200.10155.257156.457153.857
762024.12.19 07:20s/l200.10156.457156.457153.857-76.621129.66
772025.02.05 16:00buy210.10152.1660.0000.000
782025.02.05 16:00modify210.10152.166150.966153.566
792025.02.06 00:35buy220.10152.5190.0000.000
802025.02.06 00:35modify220.10152.519152.236153.566
812025.02.06 00:35modify210.10152.166152.236153.566
822025.02.06 01:20s/l210.10152.236152.236153.5666.301135.95
832025.02.06 01:20s/l220.10152.236152.236153.566-18.601117.35
842025.02.12 16:00sell230.10154.4390.0000.000
852025.02.12 16:00modify230.10154.439155.639153.039
862025.02.13 07:25sell240.10154.0830.0000.000
872025.02.13 07:25modify240.10154.083154.369153.039
882025.02.13 07:25modify230.10154.439154.369153.039
892025.02.13 11:15sell250.10153.7310.0000.000
902025.02.13 11:15modify250.10153.731154.089153.039
912025.02.13 11:15modify240.10154.083154.089153.039
922025.02.13 11:15modify230.10154.439154.089153.039
932025.02.13 16:06t/p230.10153.039154.089153.03987.231204.58
942025.02.13 16:06t/p240.10153.039154.089153.03968.251272.83
952025.02.13 16:06t/p250.10153.039154.089153.03945.241318.07
962025.02.20 16:00buy260.10149.5430.0000.000
972025.02.20 16:00modify260.10149.543148.343150.943
982025.02.21 00:50buy270.10149.8950.0000.000
992025.02.21 00:50modify270.10149.895149.613150.943
1002025.02.21 00:50modify260.10149.543149.613150.943
1012025.02.21 03:35buy280.10150.3920.0000.000
1022025.02.21 03:35modify280.10150.392150.033150.943
1032025.02.21 03:35modify270.10149.895150.033150.943
1042025.02.21 03:35modify260.10149.543150.033150.943
1052025.02.21 04:20buy290.10150.2480.0000.000
1062025.02.21 04:20modify290.10150.248149.893150.943
1072025.02.21 04:25modify290.10150.248150.033150.943
1082025.02.21 14:30s/l260.10150.033150.033150.94333.241351.31
1092025.02.21 14:30s/l270.10150.033150.033150.9439.201360.51
1102025.02.21 14:30s/l280.10150.033150.033150.943-23.931336.58
1112025.02.21 14:30s/l290.10150.033150.033150.943-14.331322.25
1122025.04.03 12:00buy300.10146.0680.0000.000
1132025.04.03 12:00modify300.10146.068144.868147.468
1142025.04.03 16:50buy310.10146.4190.0000.000
1152025.04.03 16:50modify310.10146.419146.138147.468
1162025.04.03 16:50modify300.10146.068146.138147.468
1172025.04.03 17:30s/l300.10146.138146.138147.4684.791327.04
1182025.04.03 17:30s/l310.10146.138146.138147.468-19.241307.80
1192025.04.04 04:00buy320.10145.6930.0000.000
1202025.04.04 04:00modify320.10145.693144.493147.093
1212025.04.04 07:20buy330.10146.0530.0000.000
1222025.04.04 07:20modify330.10146.053145.763147.093
1232025.04.04 07:20modify320.10145.693145.763147.093
1242025.04.04 09:05buy340.10146.5510.0000.000
1252025.04.04 09:05modify340.10146.551146.183147.093
1262025.04.04 09:05modify330.10146.053146.183147.093
1272025.04.04 09:05modify320.10145.693146.183147.093
1282025.04.04 09:55buy350.10146.4020.0000.000
1292025.04.04 09:55modify350.10146.402146.043147.093
1302025.04.04 09:55modify350.10146.402146.183147.093
1312025.04.04 10:10s/l320.10146.183146.183147.09333.531341.33
1322025.04.04 10:10s/l330.10146.183146.183147.0938.901350.23
1332025.04.04 10:10s/l340.10146.183146.183147.093-25.181325.05
1342025.04.04 10:10s/l350.10146.183146.183147.093-14.991310.06
1352025.04.21 04:00buy360.10140.7860.0000.000
1362025.04.21 04:00modify360.10140.786139.586142.186
1372025.04.22 18:50buy370.10141.5030.0000.000
1382025.04.22 18:50modify370.10141.503141.136142.186
1392025.04.22 18:50modify360.10140.786141.136142.186
1402025.04.22 19:59buy380.10141.6390.0000.000
1412025.04.22 19:59modify380.10141.639141.276142.186
1422025.04.22 19:59modify370.10141.503141.276142.186
1432025.04.22 19:59modify360.10140.786141.276142.186
1442025.04.22 21:30t/p360.10142.186141.276142.18698.981409.03
1452025.04.22 21:30t/p370.10142.186141.276142.18648.011457.04
1462025.04.22 21:30t/p380.10142.186141.276142.18638.451495.49
1472025.05.01 16:00sell390.10145.4810.0000.000
1482025.05.01 16:00modify390.10145.481146.681144.081
1492025.05.02 07:30sell400.10145.1240.0000.000
1502025.05.02 07:30modify400.10145.124145.411144.081
1512025.05.02 07:30modify390.10145.481145.411144.081
1522025.05.02 10:25sell410.10144.6410.0000.000
1532025.05.02 10:25modify410.10144.641144.991144.081
1542025.05.02 10:25modify400.10145.124144.991144.081
1552025.05.02 10:25modify390.10145.481144.991144.081
1562025.05.02 10:45sell420.10144.7630.0000.000
1572025.05.02 10:45modify420.10144.763145.131144.081
1582025.05.02 10:50modify420.10144.763144.991144.081
1592025.05.02 13:33t/p390.10144.081144.991144.08195.951591.45
1602025.05.02 13:33t/p400.10144.081144.991144.08172.551664.00
1612025.05.02 13:33t/p410.10144.081144.991144.08138.951702.95
1622025.05.02 13:33t/p420.10144.081144.991144.08147.441750.39
1632025.05.12 08:00sell430.10147.9160.0000.000
1642025.05.12 08:00modify430.10147.916149.116146.516
1652025.05.13 17:15sell440.10147.5610.0000.000
1662025.05.13 17:15modify440.10147.561147.846146.516
1672025.05.13 17:15modify430.10147.916147.846146.516
1682025.05.14 03:10sell450.10147.2040.0000.000
1692025.05.14 03:10modify450.10147.204147.566146.516
1702025.05.14 03:10modify440.10147.561147.566146.516
1712025.05.14 03:10modify430.10147.916147.566146.516
1722025.05.14 03:50sell460.10147.0620.0000.000
1732025.05.14 03:50modify460.10147.062147.426146.516
1742025.05.14 03:50modify450.10147.204147.426146.516
1752025.05.14 03:50modify440.10147.561147.426146.516
1762025.05.14 03:50modify430.10147.916147.426146.516
1772025.05.14 08:30t/p430.10146.516147.426146.51692.721843.11
1782025.05.14 08:30t/p440.10146.516147.426146.51669.911913.02
1792025.05.14 08:30t/p450.10146.516147.426146.51646.971959.99
1802025.05.14 08:30t/p460.10146.516147.426146.51637.271997.26
1812025.05.22 08:00buy470.10143.0810.0000.000
1822025.05.22 08:00modify470.10143.081141.881144.481
1832025.05.22 11:15buy480.10143.8090.0000.000
1842025.05.22 11:15modify480.10143.809143.431144.481
1852025.05.22 11:15modify470.10143.081143.431144.481
1862025.05.22 11:40s/l470.10143.431143.431144.48124.422021.68
1872025.05.22 11:40s/l480.10143.431143.431144.481-26.371995.31
1882025.06.23 08:00sell490.10147.3300.0000.000
1892025.06.23 08:00modify490.10147.330148.530145.930
1902025.06.23 16:10sell500.10146.4830.0000.000
1912025.06.23 16:10modify500.10146.483146.840145.930
1922025.06.23 16:10modify490.10147.330146.840145.930
1932025.06.23 22:40t/p490.10145.930146.840145.93096.042091.35
1942025.06.23 22:40t/p500.10145.930146.840145.93037.942129.29
1952025.07.01 12:00buy510.10142.7690.0000.000
1962025.07.01 12:00modify510.10142.769141.569144.169
1972025.07.01 12:40buy520.10143.1240.0000.000
1982025.07.01 12:40modify520.10143.124142.839144.169
1992025.07.01 12:40modify510.10142.769142.839144.169
2002025.07.01 14:46buy530.10143.4700.0000.000
2012025.07.01 14:46modify530.10143.470143.119144.169
2022025.07.01 14:46modify520.10143.124143.119144.169
2032025.07.01 14:46modify510.10142.769143.119144.169
2042025.07.01 15:20buy540.10143.6340.0000.000
2052025.07.01 15:20modify540.10143.634143.259144.169
2062025.07.01 15:20modify530.10143.470143.259144.169
2072025.07.01 15:20modify520.10143.124143.259144.169
2082025.07.01 15:20modify510.10142.769143.259144.169
2092025.07.02 09:40t/p510.10144.169143.259144.16997.632226.91
2102025.07.02 09:40t/p520.10144.169143.259144.16973.022299.93
2112025.07.02 09:40t/p530.10144.169143.259144.16949.032348.95
2122025.07.02 09:40t/p540.10144.169143.259144.16937.662386.61
2132025.07.08 12:00sell550.10146.5880.0000.000
2142025.07.08 12:00modify550.10146.588147.788145.188
2152025.07.09 22:33sell560.10146.2150.0000.000
2162025.07.09 22:33modify560.10146.215146.518145.188
2172025.07.09 22:33modify550.10146.588146.518145.188
2182025.07.10 00:30sell570.10145.8850.0000.000
2192025.07.10 00:30modify570.10145.885146.238145.188
2202025.07.10 00:30modify560.10146.215146.238145.188
2212025.07.10 00:30modify550.10146.588146.238145.188
2222025.07.10 03:40s/l550.10146.238146.238145.18818.202404.81
2232025.07.10 03:40s/l560.10146.238146.238145.188-5.862398.96
2242025.07.10 03:40s/l570.10146.238146.238145.188-24.132374.83
2252025.07.15 16:00sell580.10148.7570.0000.000
2262025.07.15 16:00modify580.10148.757149.957147.357
2272025.07.16 15:40t/p580.10147.357149.957147.35793.842468.67