Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 20:00 (2022.05.01 - 2023.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 modelled79952Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit1475.33Gross profit2739.21Gross loss-1263.88
Profit factor2.17Expected payoff17.56
Absolute drawdown67.81Maximal drawdown638.01 (5.81%)Relative drawdown5.81% (638.01)
Total trades84Short positions (won %)36 (52.78%)Long positions (won %)48 (66.67%)
Profit trades (% of total)51 (60.71%)Loss trades (% of total)33 (39.29%)
Largestprofit trade99.76loss trade-109.78
Averageprofit trade53.71loss trade-38.30
Maximumconsecutive wins (profit in money)15 (937.09)consecutive losses (loss in money)3 (-312.39)
Maximalconsecutive profit (count of wins)937.09 (15)consecutive loss (count of losses)-312.39 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.18 20:00buy10.10158.3020.0000.000
22022.05.18 20:00modify10.10158.302156.902159.602
32022.05.19 01:50buy20.10158.8510.0000.000
42022.05.19 01:50modify20.10158.851158.432159.602
52022.05.19 01:50modify10.10158.302158.432159.602
62022.05.19 04:30t/p10.10159.602158.432159.60298.7110098.71
72022.05.19 04:30t/p20.10159.602158.432159.60255.1910153.90
82022.06.07 16:00sell30.10166.9110.0000.000
92022.06.07 16:00modify30.10166.911168.311165.611
102022.06.08 11:40s/l30.10168.311168.311165.611-104.2610049.63
112022.06.08 12:00sell40.10168.1460.0000.000
122022.06.08 12:00modify40.10168.146169.546166.846
132022.06.09 05:40sell50.10167.4130.0000.000
142022.06.09 05:40modify50.10167.413167.756166.846
152022.06.09 05:40sell60.10167.4130.0000.000
162022.06.09 05:40modify60.10167.413167.626166.846
172022.06.09 05:40modify40.10168.146167.626166.846
182022.06.09 05:45modify50.10167.413167.626166.846
192022.06.09 05:55s/l40.10167.626167.626166.84634.0610083.70
202022.06.09 05:55s/l50.10167.626167.626166.846-15.6510068.05
212022.06.09 05:55s/l60.10167.626167.626166.846-15.6510052.40
222022.06.10 16:00buy70.10165.4860.0000.000
232022.06.10 16:00modify70.10165.486164.086166.786
242022.06.13 05:15buy80.10166.0290.0000.000
252022.06.13 05:15modify80.10166.029165.616166.786
262022.06.13 05:15modify70.10165.486165.616166.786
272022.06.13 06:10s/l70.10165.616165.616166.78610.6110063.00
282022.06.13 06:10s/l80.10165.616165.616166.786-30.3510032.65
292022.06.13 12:00buy90.10163.6110.0000.000
302022.06.13 12:00modify90.10163.611162.211164.911
312022.06.14 04:40buy100.10164.3480.0000.000
322022.06.14 04:40modify100.10164.348164.001164.911
332022.06.14 04:40buy110.10164.3480.0000.000
342022.06.14 04:40modify110.10164.348164.131164.911
352022.06.14 04:40modify90.10163.611164.131164.911
362022.06.14 04:45modify100.10164.348164.131164.911
372022.06.14 04:55s/l90.10164.131164.131164.91139.2810071.93
382022.06.14 04:55s/l100.10164.131164.131164.911-15.9510055.98
392022.06.14 04:55s/l110.10164.131164.131164.911-15.9510040.03
402022.06.14 12:00buy120.10162.3660.0000.000
412022.06.14 12:00modify120.10162.366160.966163.666
422022.06.15 18:50buy130.10162.9110.0000.000
432022.06.15 18:50modify130.10162.911162.496163.666
442022.06.15 18:50modify120.10162.366162.496163.666
452022.06.15 22:20buy140.10163.0900.0000.000
462022.06.15 22:20modify140.10163.090162.756163.666
472022.06.15 22:20buy150.10163.0900.0000.000
482022.06.15 22:20modify150.10163.090162.886163.666
492022.06.15 22:20modify130.10162.911162.886163.666
502022.06.15 22:20modify120.10162.366162.886163.666
512022.06.15 22:25modify140.10163.090162.886163.666
522022.06.16 01:05t/p120.10163.666162.886163.66699.7610139.79
532022.06.16 01:05t/p130.10163.666162.886163.66658.6610198.45
542022.06.16 01:05t/p140.10163.666162.886163.66645.5110243.95
552022.06.16 01:05t/p150.10163.666162.886163.66645.5110289.46
562022.06.21 20:00sell160.10167.6660.0000.000
572022.06.21 20:00modify160.10167.666169.066166.366
582022.06.21 23:33sell170.10167.1160.0000.000
592022.06.21 23:33modify170.10167.116167.536166.366
602022.06.21 23:33modify160.10167.666167.536166.366
612022.06.22 06:45sell180.10166.9360.0000.000
622022.06.22 06:45modify180.10166.936167.276166.366
632022.06.22 06:45sell190.10166.9360.0000.000
642022.06.22 06:45modify190.10166.936167.146166.366
652022.06.22 06:45modify170.10167.116167.146166.366
662022.06.22 06:45modify160.10167.666167.146166.366
672022.06.22 06:50modify180.10166.936167.146166.366
682022.06.22 07:20t/p160.10166.366167.146166.36694.1510383.60
692022.06.22 07:20t/p170.10166.366167.146166.36653.7410437.34
702022.06.22 07:20t/p180.10166.366167.146166.36641.8910479.23
712022.06.22 07:20t/p190.10166.366167.146166.36641.8910521.12
722022.07.01 12:00buy200.10162.9280.0000.000
732022.07.01 12:00modify200.10162.928161.528164.228
742022.07.01 18:20buy210.10163.4740.0000.000
752022.07.01 18:20modify210.10163.474163.058164.228
762022.07.01 18:20modify200.10162.928163.058164.228
772022.07.01 18:55buy220.10163.6460.0000.000
782022.07.01 18:55modify220.10163.646163.318164.228
792022.07.01 18:55buy230.10163.6460.0000.000
802022.07.01 18:55modify230.10163.646163.448164.228
812022.07.01 18:55modify210.10163.474163.448164.228
822022.07.01 18:55modify200.10162.928163.448164.228
832022.07.01 19:00modify220.10163.646163.448164.228
842022.07.03 23:40s/l200.10163.448163.448164.22838.2110559.33
852022.07.03 23:40s/l210.10163.448163.448164.228-1.9210557.41
862022.07.03 23:40s/l220.10163.448163.448164.228-14.5610542.85
872022.07.03 23:40s/l230.10163.448163.448164.228-14.5610528.29
882022.07.05 16:00buy240.10161.9710.0000.000
892022.07.05 16:00modify240.10161.971160.571163.271
902022.07.05 20:30buy250.10162.5150.0000.000
912022.07.05 20:30modify250.10162.515162.101163.271
922022.07.05 20:30modify240.10161.971162.101163.271
932022.07.05 21:15s/l240.10162.101162.101163.2719.5510537.84
942022.07.05 21:15s/l250.10162.101162.101163.271-30.4310507.41
952022.07.06 12:00buy260.10160.9680.0000.000
962022.07.06 12:00modify260.10160.968159.568162.268
972022.07.06 16:55buy270.10161.7000.0000.000
982022.07.06 16:55modify270.10161.700161.358162.268
992022.07.06 16:55buy280.10161.7000.0000.000
1002022.07.06 16:55modify280.10161.700161.488162.268
1012022.07.06 16:55modify260.10160.968161.488162.268
1022022.07.06 17:00modify270.10161.700161.488162.268
1032022.07.07 03:05t/p260.10162.268161.488162.26898.7010606.11
1042022.07.07 03:05t/p270.10162.268161.488162.26844.9110651.01
1052022.07.07 03:05t/p280.10162.268161.488162.26844.9110695.92
1062022.07.28 16:00buy290.10163.0710.0000.000
1072022.07.28 16:00modify290.10163.071161.671164.371
1082022.07.28 20:50buy300.10163.6160.0000.000
1092022.07.28 20:50modify300.10163.616163.201164.371
1102022.07.28 20:50modify290.10163.071163.201164.371
1112022.07.29 00:30buy310.10163.8130.0000.000
1122022.07.29 00:30modify310.10163.813163.461164.371
1132022.07.29 00:30buy320.10163.8130.0000.000
1142022.07.29 00:30modify320.10163.813163.591164.371
1152022.07.29 00:30modify300.10163.616163.591164.371
1162022.07.29 00:30modify290.10163.071163.591164.371
1172022.07.29 00:35modify310.10163.813163.591164.371
1182022.07.29 01:40s/l290.10163.591163.591164.37139.2710735.18
1192022.07.29 01:40s/l300.10163.591163.591164.371-0.7810734.40
1202022.07.29 01:40s/l310.10163.591163.591164.371-16.3210718.08
1212022.07.29 01:40s/l320.10163.591163.591164.371-16.3210701.76
1222022.09.22 12:00buy330.10159.8470.0000.000
1232022.09.22 12:00modify330.10159.847158.447161.147
1242022.09.22 15:40buy340.10160.3700.0000.000
1252022.09.22 15:40modify340.10160.370159.977161.147
1262022.09.22 15:40modify330.10159.847159.977161.147
1272022.09.23 01:20s/l330.10159.977159.977161.14710.6210712.37
1282022.09.23 01:20s/l340.10159.977159.977161.147-27.8210684.55
1292022.09.26 16:00buy350.10154.5930.0000.000
1302022.09.26 16:00modify350.10154.593153.193155.893
1312022.09.27 00:10buy360.10155.3290.0000.000
1322022.09.27 00:10modify360.10155.329154.983155.893
1332022.09.27 00:10buy370.10155.3290.0000.000
1342022.09.27 00:10modify370.10155.329155.113155.893
1352022.09.27 00:10modify350.10154.593155.113155.893
1362022.09.27 00:15modify360.10155.329155.113155.893
1372022.09.27 04:40t/p350.10155.893155.113155.89396.6010781.14
1382022.09.27 04:40t/p360.10155.893155.113155.89341.4510822.59
1392022.09.27 04:40t/p370.10155.893155.113155.89341.4510864.04
1402022.09.28 12:00buy380.10153.1570.0000.000
1412022.09.28 12:00modify380.10153.157151.757154.457
1422022.09.28 12:40t/p380.10154.457151.757154.45795.5410959.58
1432022.09.29 12:00sell390.10157.2660.0000.000
1442022.09.29 12:00modify390.10157.266158.666155.966
1452022.09.29 13:40s/l390.10158.666158.666155.966-102.8810856.70
1462022.09.30 16:00sell400.10161.1000.0000.000
1472022.09.30 16:00modify400.10161.100162.500159.800
1482022.10.03 04:40sell410.10160.5570.0000.000
1492022.10.03 04:40modify410.10160.557160.970159.800
1502022.10.03 04:40modify400.10161.100160.970159.800
1512022.10.03 05:05s/l400.10160.970160.970159.8008.1810864.88
1522022.10.03 05:05s/l410.10160.970160.970159.800-30.3510834.53
1532022.10.03 20:00sell420.10163.7930.0000.000
1542022.10.03 20:00modify420.10163.793165.193162.493
1552022.10.04 07:40s/l420.10165.193165.193162.493-104.2610730.27
1562022.10.04 16:00sell430.10165.1660.0000.000
1572022.10.04 16:00modify430.10165.166166.566163.866
1582022.10.05 03:40sell440.10164.6270.0000.000
1592022.10.05 03:40modify440.10164.627165.036163.866
1602022.10.05 03:40modify430.10165.166165.036163.866
1612022.10.05 06:20s/l430.10165.036165.036163.8668.1710738.44
1622022.10.05 06:20s/l440.10165.036165.036163.866-30.0510708.39
1632022.10.06 16:00buy450.10161.3780.0000.000
1642022.10.06 16:00modify450.10161.378159.978162.678
1652022.10.06 20:40buy460.10162.1090.0000.000
1662022.10.06 20:40modify460.10162.109161.768162.678
1672022.10.06 20:40buy470.10162.1090.0000.000
1682022.10.06 20:40modify470.10162.109161.898162.678
1692022.10.06 20:40modify450.10161.378161.898162.678
1702022.10.06 20:45modify460.10162.109161.898162.678
1712022.10.06 21:00s/l450.10161.898161.898162.67838.2110746.60
1722022.10.06 21:00s/l460.10161.898161.898162.678-15.5110731.09
1732022.10.06 21:00s/l470.10161.898161.898162.678-15.5110715.58
1742022.10.12 16:00sell480.10162.9260.0000.000
1752022.10.12 16:00modify480.10162.926164.326161.626
1762022.10.13 11:20s/l480.10164.326164.326161.626-107.0310608.55
1772022.10.13 12:00sell490.10165.2040.0000.000
1782022.10.13 12:00modify490.10165.204166.604163.904
1792022.10.13 12:30sell500.10164.6550.0000.000
1802022.10.13 12:30modify500.10164.655165.074163.904
1812022.10.13 12:30modify490.10165.204165.074163.904
1822022.10.13 12:55s/l490.10165.074165.074163.9049.5610618.11
1832022.10.13 12:55s/l500.10165.074165.074163.904-30.7810587.33
1842022.10.17 16:00sell510.10169.8890.0000.000
1852022.10.17 16:00modify510.10169.889171.289168.589
1862022.10.17 17:30sell520.10169.3520.0000.000
1872022.10.17 17:30modify520.10169.352169.759168.589
1882022.10.17 17:30modify510.10169.889169.759168.589
1892022.10.17 19:05sell530.10169.1660.0000.000
1902022.10.17 19:05modify530.10169.166169.499168.589
1912022.10.17 19:05sell540.10169.1660.0000.000
1922022.10.17 19:05modify540.10169.166169.369168.589
1932022.10.17 19:05modify520.10169.352169.369168.589
1942022.10.17 19:05modify510.10169.889169.369168.589
1952022.10.17 19:10modify530.10169.166169.369168.589
1962022.10.17 20:40s/l510.10169.369169.369168.58938.2110625.54
1972022.10.17 20:40s/l520.10169.369169.369168.589-1.2510624.29
1982022.10.17 20:40s/l530.10169.369169.369168.589-14.9210609.37
1992022.10.17 20:40s/l540.10169.369169.369168.589-14.9210594.45
2002022.10.21 16:00buy550.10165.2010.0000.000
2012022.10.21 16:00modify550.10165.201163.801166.501
2022022.10.21 16:30buy560.10165.9350.0000.000
2032022.10.21 16:30modify560.10165.935165.591166.501
2042022.10.21 16:30buy570.10165.9350.0000.000
2052022.10.21 16:30modify570.10165.935165.721166.501
2062022.10.21 16:30modify550.10165.201165.721166.501
2072022.10.21 16:35modify560.10165.935165.721166.501
2082022.10.21 17:30t/p550.10166.501165.721166.50195.5410689.99
2092022.10.21 17:30t/p560.10166.501165.721166.50141.5910731.58
2102022.10.21 17:30t/p570.10166.501165.721166.50141.5910773.17
2112022.11.03 12:00buy580.10166.7410.0000.000
2122022.11.03 12:00modify580.10166.741165.341168.041
2132022.11.03 13:40s/l580.10165.341165.341168.041-102.8910670.28
2142022.11.07 20:00sell590.10169.0350.0000.000
2152022.11.07 20:00modify590.10169.035170.435167.735
2162022.11.07 22:40sell600.10168.5100.0000.000
2172022.11.07 22:40modify600.10168.510168.905167.735
2182022.11.07 22:40modify590.10169.035168.905167.735
2192022.11.07 23:30s/l590.10168.905168.905167.7359.5510679.83
2202022.11.07 23:30s/l600.10168.905168.905167.735-29.0310650.80
2212022.11.11 12:00buy610.10164.0770.0000.000
2222022.11.11 12:00modify610.10164.077162.677165.377
2232022.11.14 09:30t/p610.10165.377162.677165.37796.6010747.40
2242022.12.30 12:00buy620.10158.6360.0000.000
2252022.12.30 12:00modify620.10158.636157.236159.936
2262023.01.03 01:20s/l620.10157.236157.236159.936-100.7810646.62
2272023.01.04 16:00sell630.10158.9990.0000.000
2282023.01.04 16:00modify630.10158.999160.399157.699
2292023.01.09 07:30s/l630.10160.399160.399157.699-109.7810536.84
2302023.01.12 16:00buy640.10157.8550.0000.000
2312023.01.12 16:00modify640.10157.855156.455159.155
2322023.01.13 12:40s/l640.10156.455156.455159.155-101.8310435.01
2332023.02.02 16:00buy650.10157.8870.0000.000
2342023.02.02 16:00modify650.10157.887156.487159.187
2352023.02.05 22:00t/p650.10159.187156.487159.18796.6010531.60
2362023.02.13 16:00sell660.10161.1690.0000.000
2372023.02.13 16:00modify660.10161.169162.569159.869
2382023.02.13 20:20sell670.10160.6410.0000.000
2392023.02.13 20:20modify670.10160.641161.039159.869
2402023.02.13 20:20modify660.10161.169161.039159.869
2412023.02.13 22:00sell680.10160.4380.0000.000
2422023.02.13 22:00modify680.10160.438160.779159.869
2432023.02.13 22:00sell690.10160.4380.0000.000
2442023.02.13 22:00modify690.10160.438160.649159.869
2452023.02.13 22:00modify670.10160.641160.649159.869
2462023.02.13 22:00modify660.10161.169160.649159.869
2472023.02.13 22:06modify680.10160.438160.649159.869
2482023.02.13 22:20s/l660.10160.649160.649159.86938.2210569.82
2492023.02.13 22:20s/l670.10160.649160.649159.869-0.5810569.24
2502023.02.13 22:20s/l680.10160.649160.649159.869-15.5010553.74
2512023.02.13 22:20s/l690.10160.649160.649159.869-15.5010538.24
2522023.02.21 16:00sell700.10163.5880.0000.000
2532023.02.21 16:00modify700.10163.588164.988162.288
2542023.02.22 08:06sell710.10163.0480.0000.000
2552023.02.22 08:06modify710.10163.048163.458162.288
2562023.02.22 08:06modify700.10163.588163.458162.288
2572023.02.22 12:30sell720.10162.8610.0000.000
2582023.02.22 12:30modify720.10162.861163.198162.288
2592023.02.22 12:30sell730.10162.8610.0000.000
2602023.02.22 12:30modify730.10162.861163.068162.288
2612023.02.22 12:30modify710.10163.048163.068162.288
2622023.02.22 12:30modify700.10163.588163.068162.288
2632023.02.22 12:35modify720.10162.861163.068162.288
2642023.02.23 09:30t/p700.10162.288163.068162.28890.0010628.25
2652023.02.23 09:30t/p710.10162.288163.068162.28851.7010679.95
2662023.02.23 09:30t/p720.10162.288163.068162.28837.9610717.92
2672023.02.23 09:30t/p730.10162.288163.068162.28837.9610755.88
2682023.02.28 12:00sell740.10165.4230.0000.000
2692023.02.28 12:00modify740.10165.423166.823164.123
2702023.02.28 16:00sell750.10164.9030.0000.000
2712023.02.28 16:00modify750.10164.903165.293164.123
2722023.02.28 16:00modify740.10165.423165.293164.123
2732023.02.28 16:30sell760.10164.6980.0000.000
2742023.02.28 16:30modify760.10164.698165.033164.123
2752023.02.28 16:30sell770.10164.6980.0000.000
2762023.02.28 16:30modify770.10164.698164.903164.123
2772023.02.28 16:30modify750.10164.903164.903164.123
2782023.02.28 16:30modify740.10165.423164.903164.123
2792023.02.28 16:35modify760.10164.698164.903164.123
2802023.02.28 18:40t/p740.10164.123164.903164.12395.5310851.41
2812023.02.28 18:40t/p750.10164.123164.903164.12357.3210908.73
2822023.02.28 18:40t/p760.10164.123164.903164.12342.2610950.99
2832023.02.28 18:40t/p770.10164.123164.903164.12342.2610993.25
2842023.03.15 16:00buy780.10159.8200.0000.000
2852023.03.15 16:00modify780.10159.820158.420161.120
2862023.03.15 17:50buy790.10160.3520.0000.000
2872023.03.15 17:50modify790.10160.352159.950161.120
2882023.03.15 17:50modify780.10159.820159.950161.120
2892023.03.15 18:30t/p780.10161.120159.950161.12095.5411088.79
2902023.03.15 18:30t/p790.10161.120159.950161.12056.4411145.23
2912023.03.16 12:00buy800.10159.8100.0000.000
2922023.03.16 12:00modify800.10159.810158.410161.110
2932023.03.16 14:30buy810.10160.3560.0000.000
2942023.03.16 14:30modify810.10160.356159.940161.110
2952023.03.16 14:30modify800.10159.810159.940161.110
2962023.03.16 15:40t/p800.10161.110159.940161.11095.5411240.77
2972023.03.16 15:40t/p810.10161.110159.940161.11055.4111296.18
2982023.03.24 12:00buy820.10158.8880.0000.000
2992023.03.24 12:00modify820.10158.888157.488160.188
3002023.03.24 15:30buy830.10159.6190.0000.000
3012023.03.24 15:30modify830.10159.619159.278160.188
3022023.03.24 15:30buy840.10159.6190.0000.000
3032023.03.24 15:30modify840.10159.619159.408160.188
3042023.03.24 15:30modify820.10158.888159.408160.188
3052023.03.24 15:35modify830.10159.619159.408160.188
3062023.03.26 22:40t/p820.10160.188159.408160.18895.5311391.71
3072023.03.26 22:40t/p830.10160.188159.408160.18841.8111433.52
3082023.03.26 22:40t/p840.10160.188159.408160.18841.8111475.33