Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01)
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=120; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test2617Ticks modelled80190Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit1441.99Gross profit2480.73Gross loss-1038.74
Profit factor2.39Expected payoff20.31
Absolute drawdown129.92Maximal drawdown291.24 (2.87%)Relative drawdown2.87% (291.24)
Total trades71Short positions (won %)43 (76.74%)Long positions (won %)28 (46.43%)
Profit trades (% of total)46 (64.79%)Loss trades (% of total)25 (35.21%)
Largestprofit trade99.49loss trade-93.55
Averageprofit trade53.93loss trade-41.55
Maximumconsecutive wins (profit in money)11 (654.88)consecutive losses (loss in money)3 (-39.83)
Maximalconsecutive profit (count of wins)654.88 (11)consecutive loss (count of losses)-184.30 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.11 16:00sell10.10163.6120.0000.000
22022.04.11 16:00modify10.10163.612164.812162.312
32022.04.12 17:40sell20.10162.9340.0000.000
42022.04.12 17:40modify20.10162.934163.352162.312
52022.04.12 17:40sell30.10162.9340.0000.000
62022.04.12 17:40modify30.10162.934163.287162.312
72022.04.12 17:40modify10.10163.612163.287162.312
82022.04.12 17:45modify20.10162.934163.287162.312
92022.04.13 01:30s/l10.10163.287163.287162.31221.7810021.78
102022.04.13 01:30s/l20.10163.287163.287162.312-28.099993.69
112022.04.13 01:30s/l30.10163.287163.287162.312-28.099965.60
122022.05.12 20:00buy40.10156.6410.0000.000
132022.05.12 20:00modify40.10156.641155.441157.941
142022.05.13 00:55buy50.10157.2920.0000.000
152022.05.13 00:55modify50.10157.292156.901157.941
162022.05.13 00:55buy60.10157.2920.0000.000
172022.05.13 00:55modify60.10157.292156.966157.941
182022.05.13 00:55modify40.10156.641156.966157.941
192022.05.13 01:00modify50.10157.292156.966157.941
202022.05.13 03:20buy70.10157.6200.0000.000
212022.05.13 03:20modify70.10157.620157.226157.941
222022.05.13 03:20modify60.10157.292157.226157.941
232022.05.13 03:20modify50.10157.292157.226157.941
242022.05.13 03:20modify40.10156.641157.226157.941
252022.05.13 06:30s/l40.10157.226157.226157.94145.3510010.95
262022.05.13 06:30s/l50.10157.226157.226157.941-5.0010005.95
272022.05.13 06:30s/l60.10157.226157.226157.941-5.0010000.95
282022.05.13 06:30s/l70.10157.226157.226157.941-29.839971.12
292022.05.17 16:00sell80.10161.2400.0000.000
302022.05.17 16:00modify80.10161.240162.440159.940
312022.05.18 08:20sell90.10160.2460.0000.000
322022.05.18 08:20modify90.10160.246160.655159.940
332022.05.18 08:20modify80.10161.240160.655159.940
342022.05.18 08:40t/p80.10159.940160.655159.94096.9110068.03
352022.05.18 08:40t/p90.10159.940160.655159.94023.1410091.17
362022.05.30 20:00sell100.10161.4150.0000.000
372022.05.30 20:00modify100.10161.415162.615160.115
382022.06.01 00:33s/l100.10162.615162.615160.115-93.559997.62
392022.06.07 08:00sell110.10165.6990.0000.000
402022.06.07 08:00modify110.10165.699166.899164.399
412022.06.07 15:40s/l110.10166.899166.899164.399-90.759906.87
422022.06.08 20:00sell120.10168.3290.0000.000
432022.06.08 20:00modify120.10168.329169.529167.029
442022.06.09 05:30sell130.10167.6670.0000.000
452022.06.09 05:30modify130.10167.667168.069167.029
462022.06.09 05:30sell140.10167.6670.0000.000
472022.06.09 05:30modify140.10167.667168.004167.029
482022.06.09 05:30modify120.10168.329168.004167.029
492022.06.09 05:35modify130.10167.667168.004167.029
502022.06.09 07:20sell150.10167.3320.0000.000
512022.06.09 07:20modify150.10167.332167.744167.029
522022.06.09 07:20modify140.10167.667167.744167.029
532022.06.09 07:20modify130.10167.667167.744167.029
542022.06.09 07:20modify120.10168.329167.744167.029
552022.06.09 07:40t/p120.10167.029167.744167.02994.1110000.98
562022.06.09 07:40t/p130.10167.029167.744167.02948.2410049.22
572022.06.09 07:40t/p140.10167.029167.744167.02948.2410097.46
582022.06.09 07:40t/p150.10167.029167.744167.02922.9110120.37
592022.06.13 00:00buy160.10165.5050.0000.000
602022.06.13 00:00modify160.10165.505164.305166.805
612022.06.13 04:40buy170.10166.1590.0000.000
622022.06.13 04:40modify170.10166.159165.765166.805
632022.06.13 04:40buy180.10166.1590.0000.000
642022.06.13 04:40modify180.10166.159165.830166.805
652022.06.13 04:40modify160.10165.505165.830166.805
662022.06.13 04:45modify170.10166.159165.830166.805
672022.06.13 05:30s/l160.10165.830165.830166.80524.6010144.97
682022.06.13 05:30s/l170.10165.830165.830166.805-24.9110120.06
692022.06.13 05:30s/l180.10165.830165.830166.805-24.9110095.15
702022.06.14 00:00buy190.10163.0270.0000.000
712022.06.14 00:00modify190.10163.027161.827164.327
722022.06.14 04:20buy200.10164.0320.0000.000
732022.06.14 04:20modify200.10164.032163.612164.327
742022.06.14 04:20modify190.10163.027163.612164.327
752022.06.14 07:40s/l190.10163.612163.612164.32744.2910139.44
762022.06.14 07:40s/l200.10163.612163.612164.327-31.7910107.65
772022.06.17 12:00sell210.10165.1640.0000.000
782022.06.17 12:00modify210.10165.164166.364163.864
792022.06.20 02:05sell220.10164.5030.0000.000
802022.06.20 02:05modify220.10164.503164.904163.864
812022.06.20 02:05sell230.10164.5030.0000.000
822022.06.20 02:05modify230.10164.503164.839163.864
832022.06.20 02:05modify210.10165.164164.839163.864
842022.06.20 02:10modify220.10164.503164.839163.864
852022.06.20 02:40s/l210.10164.839164.839163.86423.1710130.82
862022.06.20 02:40s/l220.10164.839164.839163.864-25.4110105.41
872022.06.20 02:40s/l230.10164.839164.839163.864-25.4110080.00
882022.07.01 08:00buy240.10163.8950.0000.000
892022.07.01 08:00modify240.10163.895162.695165.195
902022.07.01 11:40s/l240.10162.695162.695165.195-90.849989.16
912022.07.08 00:00sell250.10163.4890.0000.000
922022.07.08 00:00modify250.10163.489164.689162.189
932022.07.08 07:40t/p250.10162.189164.689162.18998.3110087.47
942022.08.15 16:00buy260.10160.9740.0000.000
952022.08.15 16:00modify260.10160.974159.774162.274
962022.08.16 11:50buy270.10161.6400.0000.000
972022.08.16 11:50modify270.10161.640161.234162.274
982022.08.16 11:50buy280.10161.6400.0000.000
992022.08.16 11:50modify280.10161.640161.299162.274
1002022.08.16 11:50modify260.10160.974161.299162.274
1012022.08.16 11:55modify270.10161.640161.299162.274
1022022.08.16 12:40t/p260.10162.274161.299162.27499.4910186.95
1032022.08.16 12:40t/p270.10162.274161.299162.27448.0010234.95
1042022.08.16 12:40t/p280.10162.274161.299162.27448.0010282.95
1052022.09.07 12:00sell290.10165.5950.0000.000
1062022.09.07 12:00modify290.10165.595166.795164.295
1072022.09.08 08:05sell300.10164.9440.0000.000
1082022.09.08 08:05modify300.10164.944165.335164.295
1092022.09.08 08:05sell310.10164.9440.0000.000
1102022.09.08 08:05modify310.10164.944165.270164.295
1112022.09.08 08:05modify290.10165.595165.270164.295
1122022.09.08 08:10modify300.10164.944165.270164.295
1132022.09.08 08:30s/l290.10165.270165.270164.29520.3810303.33
1142022.09.08 08:30s/l300.10165.270165.270164.295-24.6510278.68
1152022.09.08 08:30s/l310.10165.270165.270164.295-24.6510254.03
1162022.10.04 04:00sell320.10163.7900.0000.000
1172022.10.04 04:00modify320.10163.790164.990162.490
1182022.10.04 07:30s/l320.10164.990164.990162.490-90.7510163.28
1192022.10.13 20:00sell330.10166.6400.0000.000
1202022.10.13 20:00modify330.10166.640167.840165.340
1212022.10.14 11:40t/p330.10165.340167.840165.34096.9110260.19
1222022.10.26 12:00sell340.10170.0800.0000.000
1232022.10.26 12:00modify340.10170.080171.280168.780
1242022.10.27 05:05sell350.10169.4120.0000.000
1252022.10.27 05:05modify350.10169.412169.820168.780
1262022.10.27 05:05sell360.10169.4120.0000.000
1272022.10.27 05:05modify360.10169.412169.755168.780
1282022.10.27 05:05modify340.10170.080169.755168.780
1292022.10.27 05:10modify350.10169.412169.755168.780
1302022.10.27 06:40t/p340.10168.780169.755168.78094.1110354.30
1312022.10.27 06:40t/p350.10168.780169.755168.78047.7910402.09
1322022.10.27 06:40t/p360.10168.780169.755168.78047.7910449.88
1332022.11.04 00:00buy370.10165.7830.0000.000
1342022.11.04 00:00modify370.10165.783164.583167.083
1352022.11.07 00:10buy380.10166.4400.0000.000
1362022.11.07 00:10modify380.10166.440166.043167.083
1372022.11.07 00:10buy390.10166.4400.0000.000
1382022.11.07 00:10modify390.10166.440166.108167.083
1392022.11.07 00:10modify370.10165.783166.108167.083
1402022.11.07 00:15modify380.10166.440166.108167.083
1412022.11.07 03:20buy400.10166.7780.0000.000
1422022.11.07 03:20modify400.10166.778166.368167.083
1432022.11.07 03:20modify390.10166.440166.368167.083
1442022.11.07 03:20modify380.10166.440166.368167.083
1452022.11.07 03:20modify370.10165.783166.368167.083
1462022.11.07 08:20t/p370.10167.083166.368167.08399.4910549.37
1472022.11.07 08:20t/p380.10167.083166.368167.08348.6810598.05
1482022.11.07 08:20t/p390.10167.083166.368167.08348.6810646.73
1492022.11.07 08:20t/p400.10167.083166.368167.08323.0910669.82
1502022.11.08 00:00sell410.10168.7950.0000.000
1512022.11.08 00:00modify410.10168.795169.995167.495
1522022.11.08 09:25sell420.10167.8030.0000.000
1532022.11.08 09:25modify420.10167.803168.210167.495
1542022.11.08 09:25modify410.10168.795168.210167.495
1552022.11.08 13:05t/p410.10167.495168.210167.49598.3110768.13
1562022.11.08 13:05t/p420.10167.495168.210167.49523.2910791.42
1572022.12.16 20:00buy430.10166.1730.0000.000
1582022.12.16 20:00modify430.10166.173164.973167.473
1592022.12.20 01:20buy440.10166.8370.0000.000
1602022.12.20 01:20modify440.10166.837166.433167.473
1612022.12.20 01:20buy450.10166.8370.0000.000
1622022.12.20 01:20modify450.10166.837166.498167.473
1632022.12.20 01:20modify430.10166.173166.498167.473
1642022.12.20 01:25modify440.10166.837166.498167.473
1652022.12.20 03:10s/l430.10166.498166.498167.47326.7410818.16
1662022.12.20 03:10s/l440.10166.498166.498167.473-25.6610792.50
1672022.12.20 03:10s/l450.10166.498166.498167.473-25.6610766.84
1682022.12.20 12:00buy460.10161.1140.0000.000
1692022.12.20 12:00modify460.10161.114159.914162.414
1702022.12.20 15:40s/l460.10159.914159.914162.414-90.8410676.00
1712022.12.20 20:00buy470.10160.0790.0000.000
1722022.12.20 20:00modify470.10160.079158.879161.379
1732022.12.21 02:35buy480.10160.7440.0000.000
1742022.12.21 02:35modify480.10160.744160.339161.379
1752022.12.21 02:35buy490.10160.7440.0000.000
1762022.12.21 02:35modify490.10160.744160.404161.379
1772022.12.21 02:35modify470.10160.079160.404161.379
1782022.12.21 02:40modify480.10160.744160.404161.379
1792022.12.21 05:15buy500.10161.0660.0000.000
1802022.12.21 05:15modify500.10161.066160.664161.379
1812022.12.21 05:15modify490.10160.744160.664161.379
1822022.12.21 05:15modify480.10160.744160.664161.379
1832022.12.21 05:15modify470.10160.079160.664161.379
1842022.12.21 06:30s/l470.10160.664160.664161.37945.3510721.35
1852022.12.21 06:30s/l480.10160.664160.664161.379-6.0610715.29
1862022.12.21 06:30s/l490.10160.664160.664161.379-6.0610709.23
1872022.12.21 06:30s/l500.10160.664160.664161.379-30.4410678.79
1882022.12.28 16:00sell510.10161.5400.0000.000
1892022.12.28 16:00modify510.10161.540162.740160.240
1902022.12.29 06:20sell520.10160.8640.0000.000
1912022.12.29 06:20modify520.10160.864161.280160.240
1922022.12.29 06:20sell530.10160.8640.0000.000
1932022.12.29 06:20modify530.10160.864161.215160.240
1942022.12.29 06:20modify510.10161.540161.215160.240
1952022.12.29 06:25modify520.10160.864161.215160.240
1962022.12.29 14:10sell540.10160.5600.0000.000
1972022.12.29 14:10modify540.10160.560160.955160.240
1982022.12.29 14:10modify530.10160.864160.955160.240
1992022.12.29 14:10modify520.10160.864160.955160.240
2002022.12.29 14:10modify510.10161.540160.955160.240
2012022.12.29 14:40t/p510.10160.240160.955160.24094.1010772.89
2022022.12.29 14:40t/p520.10160.240160.955160.24047.1810820.07
2032022.12.29 14:40t/p530.10160.240160.955160.24047.1810867.25
2042022.12.29 14:40t/p540.10160.240160.955160.24024.1910891.44
2052022.12.30 16:00buy550.10158.7350.0000.000
2062022.12.30 16:00modify550.10158.735157.535160.035
2072023.01.02 10:40s/l550.10157.535157.535160.035-89.7710801.67
2082023.01.09 16:00sell560.10160.8470.0000.000
2092023.01.09 16:00modify560.10160.847162.047159.547
2102023.01.12 00:30sell570.10160.1860.0000.000
2112023.01.12 00:30modify570.10160.186160.587159.547
2122023.01.12 00:30sell580.10160.1860.0000.000
2132023.01.12 00:30modify580.10160.186160.522159.547
2142023.01.12 00:30modify560.10160.847160.522159.547
2152023.01.12 00:35modify570.10160.186160.522159.547
2162023.01.12 05:15sell590.10159.8580.0000.000
2172023.01.12 05:15modify590.10159.858160.262159.547
2182023.01.12 05:15modify580.10160.186160.262159.547
2192023.01.12 05:15modify570.10160.186160.262159.547
2202023.01.12 05:15modify560.10160.847160.262159.547
2212023.01.12 09:40t/p560.10159.547160.262159.54791.3110892.98
2222023.01.12 09:40t/p570.10159.547160.262159.54748.3210941.30
2232023.01.12 09:40t/p580.10159.547160.262159.54748.3210989.62
2242023.01.12 09:40t/p590.10159.547160.262159.54723.5211013.14
2252023.01.12 20:00buy600.10158.0670.0000.000
2262023.01.12 20:00modify600.10158.067156.867159.367
2272023.01.13 06:40s/l600.10156.867156.867159.367-89.7710923.37
2282023.01.18 08:00sell610.10160.4010.0000.000
2292023.01.18 08:00modify610.10160.401161.601159.101
2302023.01.18 09:50sell620.10159.4080.0000.000
2312023.01.18 09:50modify620.10159.408159.816159.101
2322023.01.18 09:50modify610.10160.401159.816159.101
2332023.01.18 09:55s/l610.10159.816159.816159.10144.2410967.61
2342023.01.18 09:55s/l620.10159.816159.816159.101-30.8510936.76
2352023.02.03 00:00buy630.10157.3970.0000.000
2362023.02.03 00:00modify630.10157.397156.197158.697
2372023.02.03 15:40t/p630.10158.697156.197158.69798.4111035.17
2382023.02.15 00:00sell640.10161.8990.0000.000
2392023.02.15 00:00modify640.10161.899163.099160.599
2402023.02.15 19:40sell650.10161.2450.0000.000
2412023.02.15 19:40modify650.10161.245161.639160.599
2422023.02.15 19:40sell660.10161.2450.0000.000
2432023.02.15 19:40modify660.10161.245161.574160.599
2442023.02.15 19:40modify640.10161.899161.574160.599
2452023.02.15 19:45modify650.10161.245161.574160.599
2462023.02.16 13:50sell670.10160.9130.0000.000
2472023.02.16 13:50modify670.10160.913161.314160.599
2482023.02.16 13:50modify660.10161.245161.314160.599
2492023.02.16 13:50modify650.10161.245161.314160.599
2502023.02.16 13:50modify640.10161.899161.314160.599
2512023.02.16 20:40t/p640.10160.599161.314160.59994.1111129.28
2522023.02.16 20:40t/p650.10160.599161.314160.59944.6511173.92
2532023.02.16 20:40t/p660.10160.599161.314160.59944.6511218.57
2542023.02.16 20:40t/p670.10160.599161.314160.59923.7511242.32
2552023.02.21 20:00sell680.10163.4160.0000.000
2562023.02.21 20:00modify680.10163.416164.616162.116
2572023.02.22 08:33sell690.10162.7460.0000.000
2582023.02.22 08:33modify690.10162.746163.156162.116
2592023.02.22 08:33sell700.10162.7460.0000.000
2602023.02.22 08:33modify700.10162.746163.091162.116
2612023.02.22 08:33modify680.10163.416163.091162.116
2622023.02.22 08:40modify690.10162.746163.091162.116
2632023.02.22 15:50sell710.10162.4370.0000.000
2642023.02.22 15:50modify710.10162.437162.831162.116
2652023.02.22 15:50modify700.10162.746162.831162.116
2662023.02.22 15:50modify690.10162.746162.831162.116
2672023.02.22 15:50modify680.10163.416162.831162.116
2682023.02.23 09:40t/p680.10162.116162.831162.11692.7111335.03
2692023.02.23 09:40t/p690.10162.116162.831162.11643.4411378.47
2702023.02.23 09:40t/p700.10162.116162.831162.11643.4411421.91
2712023.02.23 09:40t/p710.10162.116162.831162.11620.0811441.99