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)
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=90; IT_TakeProfit=120; 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=25; 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=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 test1912Ticks modelled54122288Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit950.90Gross profit1817.32Gross loss-866.43
Profit factor2.10Expected payoff13.03
Absolute drawdown18.82Maximal drawdown227.20 (2.11%)Relative drawdown2.16% (220.77)
Total trades73Short positions (won %)43 (60.47%)Long positions (won %)30 (70.00%)
Profit trades (% of total)47 (64.38%)Loss trades (% of total)26 (35.62%)
Largestprofit trade89.25loss trade-67.51
Averageprofit trade38.67loss trade-33.32
Maximumconsecutive wins (profit in money)5 (225.90)consecutive losses (loss in money)3 (-160.10)
Maximalconsecutive profit (count of wins)225.90 (5)consecutive loss (count of losses)-160.10 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.12 20:00buy10.10156.6410.0000.000
22022.05.12 20:00modify10.10156.641155.741157.841
32022.05.13 00:31buy20.10157.1220.0000.000
42022.05.13 00:31modify20.10157.122156.761157.841
52022.05.13 00:31modify10.10156.641156.761157.841
62022.05.13 00:52buy30.10157.3020.0000.000
72022.05.13 00:52modify30.10157.302156.941157.841
82022.05.13 00:52modify20.10157.122156.941157.841
92022.05.13 00:52modify10.10156.641156.941157.841
102022.05.13 01:15buy40.10157.4850.0000.000
112022.05.13 01:15modify40.10157.485157.061157.841
122022.05.13 01:15modify30.10157.302157.061157.841
132022.05.13 01:15modify20.10157.122157.061157.841
142022.05.13 01:15modify10.10156.641157.061157.841
152022.05.13 01:25t/p10.10157.841157.061157.84189.2410089.24
162022.05.13 01:25t/p20.10157.841157.061157.84152.8310142.07
172022.05.13 01:25t/p30.10157.841157.061157.84139.6110181.68
182022.05.13 01:25t/p40.10157.841157.061157.84126.1610207.84
192022.05.17 16:00sell50.10161.2400.0000.000
202022.05.17 16:00modify50.10161.240162.140160.040
212022.05.18 04:35sell60.10160.7600.0000.000
222022.05.18 04:35modify60.10160.760161.120160.040
232022.05.18 04:35modify50.10161.240161.120160.040
242022.05.18 05:03s/l50.10161.120161.120160.0407.4410215.27
252022.05.18 05:03s/l60.10161.120161.120160.040-26.4610188.81
262022.05.30 20:00sell70.10161.4150.0000.000
272022.05.30 20:00modify70.10161.415162.315160.215
282022.05.31 15:51s/l70.10162.315162.315160.215-67.5110121.30
292022.06.07 08:00sell80.10165.6990.0000.000
302022.06.07 08:00modify80.10165.699166.599164.499
312022.06.07 14:53s/l80.10166.599166.599164.499-66.1310055.17
322022.06.08 20:00sell90.10168.3290.0000.000
332022.06.08 20:00modify90.10168.329169.229167.129
342022.06.09 05:18sell100.10167.8490.0000.000
352022.06.09 05:18modify100.10167.849168.209167.129
362022.06.09 05:18modify90.10168.329168.209167.129
372022.06.09 05:35sell110.10167.6680.0000.000
382022.06.09 05:35modify110.10167.668168.029167.129
392022.06.09 05:35modify100.10167.849168.029167.129
402022.06.09 05:35modify90.10168.329168.029167.129
412022.06.09 05:46sell120.10167.4880.0000.000
422022.06.09 05:46modify120.10167.488167.909167.129
432022.06.09 05:46modify110.10167.668167.909167.129
442022.06.09 05:46modify100.10167.849167.909167.129
452022.06.09 05:46modify90.10168.329167.909167.129
462022.06.09 07:31t/p90.10167.129167.909167.12984.0310139.21
472022.06.09 07:31t/p100.10167.129167.909167.12952.9110192.12
482022.06.09 07:31t/p110.10167.129167.909167.12939.6110231.73
492022.06.09 07:31t/p120.10167.129167.909167.12926.3810258.11
502022.06.13 00:00buy130.10165.5050.0000.000
512022.06.13 00:00modify130.10165.505164.605166.705
522022.06.13 04:09buy140.10166.0040.0000.000
532022.06.13 04:09modify140.10166.004165.625166.705
542022.06.13 04:09modify130.10165.505165.625166.705
552022.06.13 06:00s/l130.10165.625165.625166.7058.8110266.92
562022.06.13 06:00s/l140.10165.625165.625166.705-27.8610239.06
572022.06.14 00:00buy150.10163.0270.0000.000
582022.06.14 00:00modify150.10163.027162.127164.227
592022.06.14 03:27buy160.10163.5120.0000.000
602022.06.14 03:27modify160.10163.512163.147164.227
612022.06.14 03:27modify150.10163.027163.147164.227
622022.06.14 03:28buy170.10163.6880.0000.000
632022.06.14 03:28modify170.10163.688163.327164.227
642022.06.14 03:28modify160.10163.512163.327164.227
652022.06.14 03:28modify150.10163.027163.327164.227
662022.06.14 03:29buy180.10163.8690.0000.000
672022.06.14 03:29modify180.10163.869163.447164.227
682022.06.14 03:29modify170.10163.688163.447164.227
692022.06.14 03:29modify160.10163.512163.447164.227
702022.06.14 03:29modify150.10163.027163.447164.227
712022.06.14 04:10t/p150.10164.227163.447164.22788.1910327.25
722022.06.14 04:10t/p160.10164.227163.447164.22752.5510379.80
732022.06.14 04:10t/p170.10164.227163.447164.22739.6210419.42
742022.06.14 04:10t/p180.10164.227163.447164.22726.3110445.73
752022.06.17 12:00sell190.10165.1640.0000.000
762022.06.17 12:00modify190.10165.164166.064163.964
772022.06.17 13:13sell200.10164.6840.0000.000
782022.06.17 13:13modify200.10164.684165.044163.964
792022.06.17 13:13modify190.10165.164165.044163.964
802022.06.17 13:31s/l190.10165.044165.044163.9648.8210454.55
812022.06.17 13:31s/l200.10165.044165.044163.964-26.4610428.09
822022.07.01 08:00buy210.10163.8950.0000.000
832022.07.01 08:00modify210.10163.895162.995165.095
842022.07.01 08:42buy220.10164.3870.0000.000
852022.07.01 08:42modify220.10164.387164.015165.095
862022.07.01 08:42modify210.10163.895164.015165.095
872022.07.01 08:57s/l210.10164.015164.015165.0958.8210436.91
882022.07.01 08:57s/l220.10164.015164.015165.095-27.3310409.58
892022.07.08 00:00sell230.10163.4890.0000.000
902022.07.08 00:00modify230.10163.489164.389162.289
912022.07.08 02:58sell240.10162.9890.0000.000
922022.07.08 02:58modify240.10162.989163.369162.289
932022.07.08 02:58modify230.10163.489163.369162.289
942022.07.08 03:03sell250.10162.8240.0000.000
952022.07.08 03:03modify250.10162.824163.189162.289
962022.07.08 03:03modify240.10162.989163.189162.289
972022.07.08 03:03modify230.10163.489163.189162.289
982022.07.08 03:12s/l230.10163.189163.189162.28922.0410431.62
992022.07.08 03:12s/l240.10163.189163.189162.289-14.7010416.92
1002022.07.08 03:12s/l250.10163.189163.189162.289-26.8210390.10
1012022.08.15 16:00buy260.10160.9740.0000.000
1022022.08.15 16:00modify260.10160.974160.074162.174
1032022.08.16 09:12buy270.10161.4550.0000.000
1042022.08.16 09:12modify270.10161.455161.094162.174
1052022.08.16 09:12modify260.10160.974161.094162.174
1062022.08.16 11:22buy280.10161.6370.0000.000
1072022.08.16 11:22modify280.10161.637161.274162.174
1082022.08.16 11:22modify270.10161.455161.274162.174
1092022.08.16 11:22modify260.10160.974161.274162.174
1102022.08.16 12:21buy290.10161.8140.0000.000
1112022.08.16 12:21modify290.10161.814161.394162.174
1122022.08.16 12:21modify280.10161.637161.394162.174
1132022.08.16 12:21modify270.10161.455161.394162.174
1142022.08.16 12:21modify260.10160.974161.394162.174
1152022.08.16 12:55t/p260.10162.174161.394162.17489.2510479.34
1162022.08.16 12:55t/p270.10162.174161.394162.17452.8410532.18
1172022.08.16 12:55t/p280.10162.174161.394162.17439.4610571.64
1182022.08.16 12:55t/p290.10162.174161.394162.17426.4610598.10
1192022.09.07 12:00sell300.10165.5950.0000.000
1202022.09.07 12:00modify300.10165.595166.495164.395
1212022.09.08 07:47sell310.10165.1100.0000.000
1222022.09.08 07:47modify310.10165.110165.475164.395
1232022.09.08 07:47modify300.10165.595165.475164.395
1242022.09.08 08:22sell320.10164.9340.0000.000
1252022.09.08 08:22modify320.10164.934165.295164.395
1262022.09.08 08:22modify310.10165.110165.295164.395
1272022.09.08 08:22modify300.10165.595165.295164.395
1282022.09.08 08:28s/l300.10165.295165.295164.39517.8910616.00
1292022.09.08 08:28s/l310.10165.295165.295164.395-13.6010602.40
1302022.09.08 08:28s/l320.10165.295165.295164.395-26.5310575.87
1312022.10.04 04:00sell330.10163.7900.0000.000
1322022.10.04 04:00modify330.10163.790164.690162.590
1332022.10.04 06:40s/l330.10164.690164.690162.590-66.1310509.74
1342022.10.13 20:00sell340.10166.6400.0000.000
1352022.10.13 20:00modify340.10166.640167.540165.440
1362022.10.14 07:25sell350.10166.1570.0000.000
1372022.10.14 07:25modify350.10166.157166.520165.440
1382022.10.14 07:25modify340.10166.640166.520165.440
1392022.10.14 07:52s/l340.10166.520166.520165.4407.4410517.18
1402022.10.14 07:52s/l350.10166.520166.520165.440-26.6710490.51
1412022.10.26 12:00sell360.10170.0800.0000.000
1422022.10.26 12:00modify360.10170.080170.980168.880
1432022.10.26 14:03sell370.10169.6000.0000.000
1442022.10.26 14:03modify370.10169.600169.960168.880
1452022.10.26 14:03modify360.10170.080169.960168.880
1462022.10.26 14:47s/l360.10169.960169.960168.8808.8110499.32
1472022.10.26 14:47s/l370.10169.960169.960168.880-26.4610472.86
1482022.11.04 00:00buy380.10165.7830.0000.000
1492022.11.04 00:00modify380.10165.783164.883166.983
1502022.11.04 04:50buy390.10166.2650.0000.000
1512022.11.04 04:50modify390.10166.265165.903166.983
1522022.11.04 04:50modify380.10165.783165.903166.983
1532022.11.04 05:40s/l380.10165.903165.903166.9838.8210481.68
1542022.11.04 05:40s/l390.10165.903165.903166.983-26.6010455.08
1552022.11.08 00:00sell400.10168.7950.0000.000
1562022.11.08 00:00modify400.10168.795169.695167.595
1572022.11.08 07:41sell410.10168.3130.0000.000
1582022.11.08 07:41modify410.10168.313168.675167.595
1592022.11.08 07:41modify400.10168.795168.675167.595
1602022.11.08 08:19sell420.10168.1350.0000.000
1612022.11.08 08:19modify420.10168.135168.495167.595
1622022.11.08 08:19modify410.10168.313168.495167.595
1632022.11.08 08:19modify400.10168.795168.495167.595
1642022.11.08 08:59sell430.10167.9530.0000.000
1652022.11.08 08:59modify430.10167.953168.375167.595
1662022.11.08 08:59modify420.10168.135168.375167.595
1672022.11.08 08:59modify410.10168.313168.375167.595
1682022.11.08 08:59modify400.10168.795168.375167.595
1692022.11.08 10:57t/p400.10167.595168.375167.59588.1810543.26
1702022.11.08 10:57t/p410.10167.595168.375167.59552.7610596.02
1712022.11.08 10:57t/p420.10167.595168.375167.59539.6810635.70
1722022.11.08 10:57t/p430.10167.595168.375167.59526.3110662.01
1732022.12.16 20:00buy440.10166.1730.0000.000
1742022.12.16 20:00modify440.10166.173165.273167.373
1752022.12.18 22:04s/l440.10165.273165.273167.373-66.1410595.87
1762022.12.20 12:00buy450.10161.1140.0000.000
1772022.12.20 12:00modify450.10161.114160.214162.314
1782022.12.20 15:26s/l450.10160.214160.214162.314-66.1410529.73
1792022.12.20 20:00buy460.10160.0790.0000.000
1802022.12.20 20:00modify460.10160.079159.179161.279
1812022.12.20 22:57buy470.10160.5590.0000.000
1822022.12.20 22:57modify470.10160.559160.199161.279
1832022.12.20 22:57modify460.10160.079160.199161.279
1842022.12.20 23:03buy480.10160.7400.0000.000
1852022.12.20 23:03modify480.10160.740160.379161.279
1862022.12.20 23:03modify470.10160.559160.379161.279
1872022.12.20 23:03modify460.10160.079160.379161.279
1882022.12.21 00:04s/l460.10160.379160.379161.27923.1010552.82
1892022.12.21 00:04s/l470.10160.379160.379161.279-12.1710540.65
1902022.12.21 00:04s/l480.10160.379160.379161.279-25.4710515.17
1912022.12.28 16:00sell490.10161.5400.0000.000
1922022.12.28 16:00modify490.10161.540162.440160.340
1932022.12.29 01:08sell500.10161.0600.0000.000
1942022.12.29 01:08modify500.10161.060161.420160.340
1952022.12.29 01:08modify490.10161.540161.420160.340
1962022.12.29 02:27sell510.10160.8790.0000.000
1972022.12.29 02:27modify510.10160.879161.240160.340
1982022.12.29 02:27modify500.10161.060161.240160.340
1992022.12.29 02:27modify490.10161.540161.240160.340
2002022.12.29 13:03sell520.10160.6990.0000.000
2012022.12.29 13:03modify520.10160.699161.120160.340
2022022.12.29 13:03modify510.10160.879161.120160.340
2032022.12.29 13:03modify500.10161.060161.120160.340
2042022.12.29 13:03modify490.10161.540161.120160.340
2052022.12.29 14:07t/p490.10160.340161.120160.34084.0310599.21
2062022.12.29 14:07t/p500.10160.340161.120160.34052.9110652.12
2072022.12.29 14:07t/p510.10160.340161.120160.34039.6110691.73
2082022.12.29 14:07t/p520.10160.340161.120160.34026.3810718.11
2092022.12.30 16:00buy530.10158.7350.0000.000
2102022.12.30 16:00modify530.10158.735157.835159.935
2112022.12.30 16:57buy540.10159.2180.0000.000
2122022.12.30 16:57modify540.10159.218158.855159.935
2132022.12.30 16:57modify530.10158.735158.855159.935
2142022.12.30 17:27s/l530.10158.855158.855159.9358.8210726.93
2152022.12.30 17:27s/l540.10158.855158.855159.935-26.6710700.26
2162023.01.09 16:00sell550.10160.8470.0000.000
2172023.01.09 16:00modify550.10160.847161.747159.647
2182023.01.09 23:30sell560.10160.3650.0000.000
2192023.01.09 23:30modify560.10160.365160.727159.647
2202023.01.09 23:30modify550.10160.847160.727159.647
2212023.01.10 00:04s/l550.10160.727160.727159.6477.4410707.69
2222023.01.10 00:04s/l560.10160.727160.727159.647-27.9810679.71
2232023.01.12 20:00buy570.10158.0670.0000.000
2242023.01.12 20:00modify570.10158.067157.167159.267
2252023.01.13 06:33s/l570.10157.167157.167159.267-65.0810614.63
2262023.01.18 08:00sell580.10160.4010.0000.000
2272023.01.18 08:00modify580.10160.401161.301159.201
2282023.01.18 08:22sell590.10159.9060.0000.000
2292023.01.18 08:22modify590.10159.906160.281159.201
2302023.01.18 08:22modify580.10160.401160.281159.201
2312023.01.18 09:30sell600.10159.7400.0000.000
2322023.01.18 09:30modify600.10159.740160.101159.201
2332023.01.18 09:30modify590.10159.906160.101159.201
2342023.01.18 09:30modify580.10160.401160.101159.201
2352023.01.18 09:30sell610.10159.5610.0000.000
2362023.01.18 09:30modify610.10159.561159.981159.201
2372023.01.18 09:30modify600.10159.740159.981159.201
2382023.01.18 09:30modify590.10159.906159.981159.201
2392023.01.18 09:30modify580.10160.401159.981159.201
2402023.01.18 09:58s/l580.10159.981159.981159.20130.8610645.49
2412023.01.18 09:58s/l590.10159.981159.981159.201-5.5110639.98
2422023.01.18 09:58s/l600.10159.981159.981159.201-17.7110622.27
2432023.01.18 09:58s/l610.10159.981159.981159.201-30.8610591.41
2442023.02.03 00:00buy620.10157.3970.0000.000
2452023.02.03 00:00modify620.10157.397156.497158.597
2462023.02.03 14:16buy630.10157.8780.0000.000
2472023.02.03 14:16modify630.10157.878157.517158.597
2482023.02.03 14:16modify620.10157.397157.517158.597
2492023.02.03 14:21buy640.10158.0590.0000.000
2502023.02.03 14:21modify640.10158.059157.697158.597
2512023.02.03 14:21modify630.10157.878157.697158.597
2522023.02.03 14:21modify620.10157.397157.697158.597
2532023.02.03 15:00buy650.10158.2400.0000.000
2542023.02.03 15:00modify650.10158.240157.817158.597
2552023.02.03 15:00modify640.10158.059157.817158.597
2562023.02.03 15:00modify630.10157.878157.817158.597
2572023.02.03 15:00modify620.10157.397157.817158.597
2582023.02.03 15:23t/p620.10158.597157.817158.59788.1910679.60
2592023.02.03 15:23t/p630.10158.597157.817158.59752.8410732.44
2602023.02.03 15:23t/p640.10158.597157.817158.59739.5410771.98
2612023.02.03 15:23t/p650.10158.597157.817158.59726.2410798.22
2622023.02.15 00:00sell660.10161.8990.0000.000
2632023.02.15 00:00modify660.10161.899162.799160.699
2642023.02.15 01:44sell670.10161.4170.0000.000
2652023.02.15 01:44modify670.10161.417161.779160.699
2662023.02.15 01:44modify660.10161.899161.779160.699
2672023.02.15 04:38s/l660.10161.779161.779160.6998.8210807.04
2682023.02.15 04:38s/l670.10161.779161.779160.699-26.6010780.44
2692023.02.21 20:00sell680.10163.4160.0000.000
2702023.02.21 20:00modify680.10163.416164.316162.216
2712023.02.22 08:38sell690.10162.9350.0000.000
2722023.02.22 08:38modify690.10162.935163.296162.216
2732023.02.22 08:38modify680.10163.416163.296162.216
2742023.02.22 08:51sell700.10162.7460.0000.000
2752023.02.22 08:51modify700.10162.746163.116162.216
2762023.02.22 08:51modify690.10162.935163.116162.216
2772023.02.22 08:51modify680.10163.416163.116162.216
2782023.02.22 15:39sell710.10162.5760.0000.000
2792023.02.22 15:39modify710.10162.576162.996162.216
2802023.02.22 15:39modify700.10162.746162.996162.216
2812023.02.22 15:39modify690.10162.935162.996162.216
2822023.02.22 15:39modify680.10163.416162.996162.216
2832023.02.23 09:20t/p680.10162.216162.996162.21682.6510863.09
2842023.02.23 09:20t/p690.10162.216162.996162.21648.6910911.79
2852023.02.23 09:20t/p700.10162.216162.996162.21634.8010946.59
2862023.02.23 09:20t/p710.10162.216162.996162.21622.3110968.91
2872023.04.12 00:00sell720.10166.0470.0000.000
2882023.04.12 00:00modify720.10166.047166.947164.847
2892023.04.12 12:30sell730.10165.5620.0000.000
2902023.04.12 12:30modify730.10165.562165.927164.847
2912023.04.12 12:30modify720.10166.047165.927164.847
2922023.04.12 12:30s/l720.10165.927165.927164.8478.8110977.72
2932023.04.12 12:30s/l730.10165.927165.927164.847-26.8210950.90