Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01)
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=90; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=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 test2617Ticks modelled80213Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit1152.44Gross profit1788.37Gross loss-635.93
Profit factor2.81Expected payoff19.53
Absolute drawdown99.41Maximal drawdown211.79 (1.87%)Relative drawdown1.87% (211.79)
Total trades59Short positions (won %)37 (78.38%)Long positions (won %)22 (50.00%)
Profit trades (% of total)40 (67.80%)Loss trades (% of total)19 (32.20%)
Largestprofit trade86.16loss trade-64.62
Averageprofit trade44.71loss trade-33.47
Maximumconsecutive wins (profit in money)5 (287.58)consecutive losses (loss in money)3 (-142.33)
Maximalconsecutive profit (count of wins)287.58 (5)consecutive loss (count of losses)-142.33 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.07 08:00sell10.10165.6990.0000.000
22022.06.07 08:00modify10.10165.699166.599164.499
32022.06.07 14:40s/l10.10166.599166.599164.499-64.499935.51
42022.06.08 20:00sell20.10168.3290.0000.000
52022.06.08 20:00modify20.10168.329169.229167.129
62022.06.09 05:50sell30.10167.4770.0000.000
72022.06.09 05:50modify30.10167.477167.909167.129
82022.06.09 05:50modify20.10168.329167.909167.129
92022.06.09 07:30t/p20.10167.129167.909167.12981.9610017.47
102022.06.09 07:30t/p30.10167.129167.909167.12924.9410042.41
112022.06.13 00:00buy40.10165.5050.0000.000
122022.06.13 00:00modify40.10165.505164.605166.705
132022.06.13 05:05buy50.10165.9960.0000.000
142022.06.13 05:05modify50.10165.996165.805166.705
152022.06.13 05:05modify40.10165.505165.805166.705
162022.06.13 05:30s/l40.10165.805165.805166.70521.5410063.95
172022.06.13 05:30s/l50.10165.805165.805166.705-13.7210050.23
182022.06.14 00:00buy60.10163.0270.0000.000
192022.06.14 00:00modify60.10163.027162.127164.227
202022.06.14 03:20buy70.10163.5290.0000.000
212022.06.14 03:20modify70.10163.529163.327164.227
222022.06.14 03:20modify60.10163.027163.327164.227
232022.06.14 03:30buy80.10163.7550.0000.000
242022.06.14 03:30modify80.10163.755163.327164.227
252022.06.14 03:59buy90.10163.8940.0000.000
262022.06.14 03:59modify90.10163.894163.447164.227
272022.06.14 03:59modify80.10163.755163.447164.227
282022.06.14 03:59modify70.10163.529163.447164.227
292022.06.14 03:59modify60.10163.027163.447164.227
302022.06.14 04:40t/p60.10164.227163.447164.22786.1610136.39
312022.06.14 04:40t/p70.10164.227163.447164.22750.1210186.51
322022.06.14 04:40t/p80.10164.227163.447164.22733.8910220.40
332022.06.14 04:40t/p90.10164.227163.447164.22723.9110244.31
342022.06.17 12:00sell100.10165.1640.0000.000
352022.06.17 12:00modify100.10165.164166.064163.964
362022.06.17 17:05sell110.10164.6820.0000.000
372022.06.17 17:05modify110.10164.682164.864163.964
382022.06.17 17:05modify100.10165.164164.864163.964
392022.06.17 17:30s/l100.10164.864164.864163.96421.5010265.81
402022.06.17 17:30s/l110.10164.864164.864163.964-13.0410252.77
412022.07.01 08:00buy120.10163.8950.0000.000
422022.07.01 08:00modify120.10163.895162.995165.095
432022.07.01 08:40buy130.10164.3920.0000.000
442022.07.01 08:40modify130.10164.392164.195165.095
452022.07.01 08:40modify120.10163.895164.195165.095
462022.07.01 08:55s/l120.10164.195164.195165.09521.5410274.31
472022.07.01 08:55s/l130.10164.195164.195165.095-14.1410260.17
482022.07.08 00:00sell140.10163.4890.0000.000
492022.07.08 00:00modify140.10163.489164.389162.289
502022.07.08 03:40sell150.10162.7490.0000.000
512022.07.08 03:40modify150.10162.749163.189162.289
522022.07.08 03:40modify140.10163.489163.189162.289
532022.07.08 05:05sell160.10162.6240.0000.000
542022.07.08 05:05modify160.10162.624163.069162.289
552022.07.08 05:05modify150.10162.749163.069162.289
562022.07.08 05:05modify140.10163.489163.069162.289
572022.07.08 07:40t/p140.10162.289163.069162.28985.9910346.16
582022.07.08 07:40t/p150.10162.289163.069162.28932.9610379.12
592022.07.08 07:40t/p160.10162.289163.069162.28924.0110403.13
602022.08.15 16:00buy170.10160.9740.0000.000
612022.08.15 16:00modify170.10160.974160.074162.174
622022.08.16 09:50buy180.10161.4680.0000.000
632022.08.16 09:50modify180.10161.468161.274162.174
642022.08.16 09:50modify170.10160.974161.274162.174
652022.08.16 10:00s/l170.10161.274161.274162.17422.5710425.69
662022.08.16 10:00s/l180.10161.274161.274162.174-13.9310411.76
672022.09.07 12:00sell190.10165.5950.0000.000
682022.09.07 12:00modify190.10165.595166.495164.395
692022.09.09 10:10sell200.10164.8680.0000.000
702022.09.09 10:10modify200.10164.868165.295164.395
712022.09.09 10:10modify190.10165.595165.295164.395
722022.09.09 10:20sell210.10164.7410.0000.000
732022.09.09 10:20modify210.10164.741165.175164.395
742022.09.09 10:20modify200.10164.868165.175164.395
752022.09.09 10:20modify190.10165.595165.175164.395
762022.09.09 10:40t/p190.10164.395165.175164.39580.6110492.38
772022.09.09 10:40t/p200.10164.395165.175164.39533.8910526.27
782022.09.09 10:40t/p210.10164.395165.175164.39524.7910551.06
792022.10.04 04:00sell220.10163.7900.0000.000
802022.10.04 04:00modify220.10163.790164.690162.590
812022.10.04 06:05s/l220.10164.690164.690162.590-64.4910486.57
822022.10.13 20:00sell230.10166.6400.0000.000
832022.10.13 20:00modify230.10166.640167.540165.440
842022.10.14 11:40t/p230.10165.440167.540165.44084.6510571.21
852022.10.26 12:00sell240.10170.0800.0000.000
862022.10.26 12:00modify240.10170.080170.980168.880
872022.10.27 05:10sell250.10169.3450.0000.000
882022.10.27 05:10modify250.10169.345169.780168.880
892022.10.27 05:10modify240.10170.080169.780168.880
902022.10.27 05:20sell260.10169.2110.0000.000
912022.10.27 05:20modify260.10169.211169.660168.880
922022.10.27 05:20modify250.10169.345169.660168.880
932022.10.27 05:20modify240.10170.080169.660168.880
942022.10.27 05:40t/p240.10168.880169.660168.88081.9610653.17
952022.10.27 05:40t/p250.10168.880169.660168.88033.3210686.49
962022.10.27 05:40t/p260.10168.880169.660168.88023.7110710.20
972022.11.04 00:00buy270.10165.7830.0000.000
982022.11.04 00:00modify270.10165.783164.883166.983
992022.11.04 04:50buy280.10166.2770.0000.000
1002022.11.04 04:50modify280.10166.277166.083166.983
1012022.11.04 04:50modify270.10165.783166.083166.983
1022022.11.04 05:20s/l270.10166.083166.083166.98321.5410731.74
1032022.11.04 05:20s/l280.10166.083166.083166.983-13.9310717.81
1042022.11.08 00:00sell290.10168.7950.0000.000
1052022.11.08 00:00modify290.10168.795169.695167.595
1062022.11.08 07:50sell300.10168.3050.0000.000
1072022.11.08 07:50modify300.10168.305168.495167.595
1082022.11.08 07:50modify290.10168.795168.495167.595
1092022.11.08 10:40t/p290.10167.595168.495167.59585.9910803.80
1102022.11.08 10:40t/p300.10167.595168.495167.59550.8810854.68
1112022.12.16 20:00buy310.10166.1730.0000.000
1122022.12.16 20:00modify310.10166.173165.273167.373
1132022.12.18 22:00s/l310.10165.273165.273167.373-64.6210790.06
1142022.12.20 12:00buy320.10161.1140.0000.000
1152022.12.20 12:00modify320.10161.114160.214162.314
1162022.12.20 15:30s/l320.10160.214160.214162.314-64.6210725.44
1172022.12.20 20:00buy330.10160.0790.0000.000
1182022.12.20 20:00modify330.10160.079159.179161.279
1192022.12.20 22:40buy340.10160.5630.0000.000
1202022.12.20 22:40modify340.10160.563160.379161.279
1212022.12.20 22:40modify330.10160.079160.379161.279
1222022.12.20 22:55s/l330.10160.379160.379161.27921.5410746.98
1232022.12.20 22:55s/l340.10160.379160.379161.279-13.2210733.76
1242022.12.28 16:00sell350.10161.5400.0000.000
1252022.12.28 16:00modify350.10161.540162.440160.340
1262022.12.29 06:30sell360.10160.7980.0000.000
1272022.12.29 06:30modify360.10160.798161.240160.340
1282022.12.29 06:30modify350.10161.540161.240160.340
1292022.12.29 09:35sell370.10161.0490.0000.000
1302022.12.29 09:35modify370.10161.049161.240160.340
1312022.12.29 13:20sell380.10160.6970.0000.000
1322022.12.29 13:20modify380.10160.697161.120160.340
1332022.12.29 13:20modify360.10160.798161.120160.340
1342022.12.29 13:20modify370.10161.049161.120160.340
1352022.12.29 13:20modify350.10161.540161.120160.340
1362022.12.29 14:40t/p350.10160.340161.120160.34081.9610815.72
1372022.12.29 14:40t/p360.10160.340161.120160.34032.8210848.54
1382022.12.29 14:40t/p370.10160.340161.120160.34050.8010899.34
1392022.12.29 14:40t/p380.10160.340161.120160.34025.5810924.92
1402022.12.30 16:00buy390.10158.7350.0000.000
1412022.12.30 16:00modify390.10158.735157.835159.935
1422022.12.30 17:15buy400.10159.2400.0000.000
1432022.12.30 17:15modify400.10159.240159.035159.935
1442022.12.30 17:15modify390.10158.735159.035159.935
1452022.12.30 17:20s/l390.10159.035159.035159.93521.5410946.46
1462022.12.30 17:20s/l400.10159.035159.035159.935-14.7210931.74
1472023.01.09 16:00sell410.10160.8470.0000.000
1482023.01.09 16:00modify410.10160.847161.747159.647
1492023.01.09 23:40sell420.10160.3450.0000.000
1502023.01.09 23:40modify420.10160.345160.547159.647
1512023.01.09 23:40modify410.10160.847160.547159.647
1522023.01.10 00:05s/l410.10160.547160.547159.64720.1610951.89
1532023.01.10 00:05s/l420.10160.547160.547159.647-15.8110936.08
1542023.01.12 20:00buy430.10158.0670.0000.000
1552023.01.12 20:00modify430.10158.067157.167159.267
1562023.01.13 06:20s/l430.10157.167157.167159.267-63.5910872.48
1572023.01.18 08:00sell440.10160.4010.0000.000
1582023.01.18 08:00modify440.10160.401161.301159.201
1592023.01.18 11:45sell450.10159.9190.0000.000
1602023.01.18 11:45modify450.10159.919160.101159.201
1612023.01.18 11:45modify440.10160.401160.101159.201
1622023.01.18 12:45sell460.10159.6740.0000.000
1632023.01.18 12:45modify460.10159.674160.101159.201
1642023.01.18 13:30t/p440.10159.201160.101159.20185.9910958.47
1652023.01.18 13:30t/p450.10159.201160.101159.20151.4511009.92
1662023.01.18 13:30t/p460.10159.201160.101159.20133.8911043.81
1672023.02.03 00:00buy470.10157.3970.0000.000
1682023.02.03 00:00modify470.10157.397156.497158.597
1692023.02.03 15:40t/p470.10158.597156.497158.59786.1611129.97
1702023.02.15 00:00sell480.10161.8990.0000.000
1712023.02.15 00:00modify480.10161.899162.799160.699
1722023.02.15 07:50sell490.10161.1630.0000.000
1732023.02.15 07:50modify490.10161.163161.599160.699
1742023.02.15 07:50modify480.10161.899161.599160.699
1752023.02.15 08:45sell500.10161.3900.0000.000
1762023.02.15 08:45modify500.10161.390161.599160.699
1772023.02.15 11:26sell510.10161.0570.0000.000
1782023.02.15 11:26modify510.10161.057161.479160.699
1792023.02.15 11:26modify490.10161.163161.479160.699
1802023.02.15 11:26modify500.10161.390161.479160.699
1812023.02.15 11:26modify480.10161.899161.479160.699
1822023.02.15 16:40s/l480.10161.479161.479160.69930.0911160.06
1832023.02.15 16:40s/l490.10161.479161.479160.699-22.6511137.41
1842023.02.15 16:40s/l500.10161.479161.479160.699-6.3811131.03
1852023.02.15 16:40s/l510.10161.479161.479160.699-30.2411100.79
1862023.02.21 20:00sell520.10163.4160.0000.000
1872023.02.21 20:00modify520.10163.416164.316162.216
1882023.02.22 08:20sell530.10162.9180.0000.000
1892023.02.22 08:20modify530.10162.918163.116162.216
1902023.02.22 08:20modify520.10163.416163.116162.216
1912023.02.22 16:35sell540.10162.5700.0000.000
1922023.02.22 16:35modify540.10162.570162.996162.216
1932023.02.22 16:35modify530.10162.918162.996162.216
1942023.02.22 16:35modify520.10163.416162.996162.216
1952023.02.22 17:45sell550.10162.6670.0000.000
1962023.02.22 17:45modify550.10162.667163.116162.216
1972023.02.22 17:50modify550.10162.667162.996162.216
1982023.02.23 09:30t/p520.10162.216162.996162.21680.6111181.41
1992023.02.23 09:30t/p530.10162.216162.996162.21646.2811227.68
2002023.02.23 09:30t/p540.10162.216162.996162.21621.3411249.02
2012023.02.23 09:30t/p550.10162.216162.996162.21628.2911277.31
2022023.04.12 00:00sell560.10166.0470.0000.000
2032023.04.12 00:00modify560.10166.047166.947164.847
2042023.04.13 14:00sell570.10165.5500.0000.000
2052023.04.13 14:00modify570.10165.550165.747164.847
2062023.04.13 14:00modify560.10166.047165.747164.847
2072023.04.13 14:30s/l560.10165.747165.747164.84717.4711294.77
2082023.04.13 14:30s/l570.10165.747165.747164.847-14.1211280.65
2092023.05.02 20:00buy580.10170.3520.0000.000
2102023.05.02 20:00modify580.10170.352169.452171.552
2112023.05.03 10:40s/l580.10169.452169.452171.552-63.5911217.06
2122023.05.11 04:00buy590.10169.3510.0000.000
2132023.05.11 04:00modify590.10169.351168.451170.551
2142023.05.11 12:40s/l590.10168.451168.451170.551-64.6211152.44