Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01)
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=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=3; 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 modelled80170Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit1589.86Gross profit2640.79Gross loss-1050.93
Profit factor2.51Expected payoff21.48
Absolute drawdown127.65Maximal drawdown391.44 (3.81%)Relative drawdown3.81% (391.44)
Total trades74Short positions (won %)38 (52.63%)Long positions (won %)36 (77.78%)
Profit trades (% of total)48 (64.86%)Loss trades (% of total)26 (35.14%)
Largestprofit trade106.65loss trade-64.09
Averageprofit trade55.02loss trade-40.42
Maximumconsecutive wins (profit in money)11 (664.58)consecutive losses (loss in money)4 (-177.44)
Maximalconsecutive profit (count of wins)664.58 (11)consecutive loss (count of losses)-187.36 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.02 08:00buy10.10159.6630.0000.000
22022.08.02 08:00modify10.10159.663158.763161.163
32022.08.02 13:55buy20.10160.5020.0000.000
42022.08.02 13:55modify20.10160.502160.113161.163
52022.08.02 13:55modify10.10159.663160.113161.163
62022.08.02 15:20t/p10.10161.163160.113161.163104.6410104.64
72022.08.02 15:20t/p20.10161.163160.113161.16346.1110150.75
82022.09.06 08:00sell30.10163.9530.0000.000
92022.09.06 08:00modify30.10163.953164.853162.453
102022.09.06 15:30s/l30.10164.853164.853162.453-62.7810087.97
112022.09.22 12:00buy40.10159.8470.0000.000
122022.09.22 12:00modify40.10159.847158.947161.347
132022.09.22 22:50buy50.10160.4540.0000.000
142022.09.22 22:50modify50.10160.454159.922161.347
152022.09.22 22:50modify40.10159.847159.922161.347
162022.09.23 01:30s/l40.10159.922159.922161.3476.2310094.20
172022.09.23 01:30s/l50.10159.922159.922161.347-36.1110058.09
182022.09.23 12:00buy60.10157.8990.0000.000
192022.09.23 12:00modify60.10157.899156.999159.399
202022.09.23 14:30s/l60.10156.999156.999159.399-62.799995.30
212022.09.28 12:00buy70.10153.1570.0000.000
222022.09.28 12:00modify70.10153.157152.257154.657
232022.09.28 13:45buy80.10153.7580.0000.000
242022.09.28 13:45modify80.10153.758153.232154.657
252022.09.28 13:45modify70.10153.157153.232154.657
262022.09.28 14:20t/p70.10154.657153.232154.657104.6410099.94
272022.09.28 14:20t/p80.10154.657153.232154.65762.7210162.66
282022.09.28 20:00sell90.10156.8180.0000.000
292022.09.28 20:00modify90.10156.818157.718155.318
302022.09.29 01:30sell100.10155.9640.0000.000
312022.09.29 01:30modify100.10155.964156.368155.318
322022.09.29 01:30modify90.10156.818156.368155.318
332022.09.29 06:35sell110.10156.2150.0000.000
342022.09.29 06:35modify110.10156.215156.743155.318
352022.09.29 06:40s/l90.10156.368156.368155.31827.4710190.13
362022.09.29 06:40s/l100.10156.368156.368155.318-28.1810161.95
372022.09.29 06:40close110.10156.536156.743155.318-22.3910139.56
382022.09.29 16:00sell120.10159.5490.0000.000
392022.09.29 16:00modify120.10159.549160.449158.049
402022.09.29 20:40s/l120.10160.449160.449158.049-62.7810076.78
412022.10.03 20:00sell130.10163.7930.0000.000
422022.10.03 20:00modify130.10163.793164.693162.293
432022.10.04 06:05s/l130.10164.693164.693162.293-64.0910012.69
442022.10.06 16:00buy140.10161.3780.0000.000
452022.10.06 16:00modify140.10161.378160.478162.878
462022.10.06 17:55buy150.10162.2180.0000.000
472022.10.06 17:55modify150.10162.218161.828162.878
482022.10.06 17:55modify140.10161.378161.828162.878
492022.10.06 18:35buy160.10161.9980.0000.000
502022.10.06 18:35modify160.10161.998161.453162.878
512022.10.06 18:40s/l140.10161.828161.828162.87831.4010044.09
522022.10.06 18:40s/l150.10161.828161.828162.878-27.2010016.89
532022.10.06 18:40close160.10161.716161.453162.878-19.689997.21
542022.10.12 16:00sell170.10162.9260.0000.000
552022.10.12 16:00modify170.10162.926163.826161.426
562022.10.13 07:15sell180.10162.3080.0000.000
572022.10.13 07:15modify180.10162.308162.851161.426
582022.10.13 07:15modify170.10162.926162.851161.426
592022.10.13 07:40s/l170.10162.851162.851161.4261.319998.52
602022.10.13 07:40s/l180.10162.851162.851161.426-37.889960.64
612022.10.13 12:00sell190.10165.2040.0000.000
622022.10.13 12:00modify190.10165.204166.104163.704
632022.10.13 13:30sell200.10164.5770.0000.000
642022.10.13 13:30modify200.10164.577165.129163.704
652022.10.13 13:30modify190.10165.204165.129163.704
662022.10.13 14:20s/l190.10165.129165.129163.7045.239965.87
672022.10.13 14:20s/l200.10165.129165.129163.704-38.519927.36
682022.10.17 16:00sell210.10169.8890.0000.000
692022.10.17 16:00modify210.10169.889170.789168.389
702022.10.17 17:55sell220.10169.2640.0000.000
712022.10.17 17:55modify220.10169.264169.814168.389
722022.10.17 17:55modify210.10169.889169.814168.389
732022.10.17 19:30sell230.10169.0370.0000.000
742022.10.17 19:30modify230.10169.037169.439168.389
752022.10.17 19:30modify220.10169.264169.439168.389
762022.10.17 19:30modify210.10169.889169.439168.389
772022.10.18 02:25sell240.10168.8180.0000.000
782022.10.18 02:25modify240.10168.818169.364168.389
792022.10.18 02:25modify230.10169.037169.364168.389
802022.10.18 02:25modify220.10169.264169.364168.389
812022.10.18 02:25modify210.10169.889169.364168.389
822022.10.18 03:40s/l210.10169.364169.364168.38935.329962.68
832022.10.18 03:40s/l220.10169.364169.364168.389-8.289954.40
842022.10.18 03:40s/l230.10169.364169.364168.389-24.129930.29
852022.10.18 03:40s/l240.10169.364169.364168.389-38.089892.21
862022.10.21 16:00buy250.10165.2010.0000.000
872022.10.21 16:00modify250.10165.201164.301166.701
882022.10.21 16:40buy260.10166.2670.0000.000
892022.10.21 16:40modify260.10166.267165.726166.701
902022.10.21 16:40modify250.10165.201165.726166.701
912022.10.21 17:10buy270.10166.0400.0000.000
922022.10.21 17:10modify270.10166.040165.651166.701
932022.10.21 17:15modify270.10166.040165.726166.701
942022.10.21 17:30t/p250.10166.701165.726166.701104.659996.86
952022.10.21 17:30t/p260.10166.701165.726166.70130.2810027.14
962022.10.21 17:30t/p270.10166.701165.726166.70146.1210073.26
972022.10.24 08:00sell280.10169.0410.0000.000
982022.10.24 08:00modify280.10169.041169.941167.541
992022.10.24 15:20sell290.10168.2040.0000.000
1002022.10.24 15:20modify290.10168.204168.591167.541
1012022.10.24 15:20modify280.10169.041168.591167.541
1022022.10.24 15:59sell300.10167.9750.0000.000
1032022.10.24 15:59modify300.10167.975168.516167.541
1042022.10.24 15:59modify290.10168.204168.516167.541
1052022.10.24 15:59modify280.10169.041168.516167.541
1062022.10.25 00:30s/l280.10168.516168.516167.54135.3110108.57
1072022.10.25 00:30s/l290.10168.516168.516167.541-23.0710085.50
1082022.10.25 00:30s/l300.10168.516168.516167.541-39.0510046.46
1092022.11.03 16:00buy310.10165.7120.0000.000
1102022.11.03 16:00modify310.10165.712164.812167.212
1112022.11.04 16:50buy320.10166.3370.0000.000
1122022.11.04 16:50modify320.10166.337165.787167.212
1132022.11.04 16:50modify310.10165.712165.787167.212
1142022.11.07 01:20buy330.10166.5630.0000.000
1152022.11.07 01:20modify330.10166.563166.162167.212
1162022.11.07 01:20modify320.10166.337166.162167.212
1172022.11.07 01:20modify310.10165.712166.162167.212
1182022.11.07 02:55buy340.10166.7900.0000.000
1192022.11.07 02:55modify340.10166.790166.237167.212
1202022.11.07 02:55modify330.10166.563166.237167.212
1212022.11.07 02:55modify320.10166.337166.237167.212
1222022.11.07 02:55modify310.10165.712166.237167.212
1232022.11.07 08:20t/p310.10167.212166.237167.212106.6510153.10
1242022.11.07 08:20t/p320.10167.212166.237167.21262.0510215.15
1252022.11.07 08:20t/p330.10167.212166.237167.21245.2810260.43
1262022.11.07 08:20t/p340.10167.212166.237167.21229.4410289.87
1272022.11.07 20:00sell350.10169.0350.0000.000
1282022.11.07 20:00modify350.10169.035169.935167.535
1292022.11.08 06:40sell360.10168.4270.0000.000
1302022.11.08 06:40modify360.10168.427168.960167.535
1312022.11.08 06:40modify350.10169.035168.960167.535
1322022.11.08 08:26sell370.10168.2040.0000.000
1332022.11.08 08:26modify370.10168.204168.585167.535
1342022.11.08 08:26modify360.10168.427168.585167.535
1352022.11.08 08:26modify350.10169.035168.585167.535
1362022.11.08 09:45sell380.10167.9800.0000.000
1372022.11.08 09:45modify380.10167.980168.510167.535
1382022.11.08 09:45modify370.10168.204168.510167.535
1392022.11.08 09:45modify360.10168.427168.510167.535
1402022.11.08 09:45modify350.10169.035168.510167.535
1412022.11.08 12:40t/p350.10167.535168.510167.535103.3210393.19
1422022.11.08 12:40t/p360.10167.535168.510167.53562.2210455.41
1432022.11.08 12:40t/p370.10167.535168.510167.53546.6710502.08
1442022.11.08 12:40t/p380.10167.535168.510167.53531.0410533.12
1452022.12.20 04:00buy390.10162.0190.0000.000
1462022.12.20 04:00modify390.10162.019161.119163.519
1472022.12.20 05:40s/l390.10161.119161.119163.519-62.7910470.33
1482023.01.04 16:00sell400.10158.9990.0000.000
1492023.01.04 16:00modify400.10158.999159.899157.499
1502023.01.04 17:30s/l400.10159.899159.899157.499-62.7810407.55
1512023.01.12 16:00buy410.10157.8550.0000.000
1522023.01.12 16:00modify410.10157.855156.955159.355
1532023.01.13 06:40s/l410.10156.955156.955159.355-61.7910345.76
1542023.01.13 16:00buy420.10155.7860.0000.000
1552023.01.13 16:00modify420.10155.786154.886157.286
1562023.01.13 21:45buy430.10156.3890.0000.000
1572023.01.13 21:45modify430.10156.389155.861157.286
1582023.01.13 21:45modify420.10155.786155.861157.286
1592023.01.16 04:40buy440.10156.6110.0000.000
1602023.01.16 04:40modify440.10156.611156.236157.286
1612023.01.16 04:40modify430.10156.389156.236157.286
1622023.01.16 04:40modify420.10155.786156.236157.286
1632023.01.16 09:15buy450.10156.8460.0000.000
1642023.01.16 09:15modify450.10156.846156.311157.286
1652023.01.16 09:15modify440.10156.611156.311157.286
1662023.01.16 09:15modify430.10156.389156.311157.286
1672023.01.16 09:15modify420.10155.786156.311157.286
1682023.01.17 07:40t/p420.10157.286156.311157.286106.6510452.41
1692023.01.17 07:40t/p430.10157.286156.311157.28664.5810516.98
1702023.01.17 07:40t/p440.10157.286156.311157.28648.0910565.07
1712023.01.17 07:40t/p450.10157.286156.311157.28631.7010596.77
1722023.01.18 04:00sell460.10160.8700.0000.000
1732023.01.18 04:00modify460.10160.870161.770159.370
1742023.01.18 08:20sell470.10160.2600.0000.000
1752023.01.18 08:20modify470.10160.260160.795159.370
1762023.01.18 08:20modify460.10160.870160.795159.370
1772023.01.18 10:20sell480.10159.8000.0000.000
1782023.01.18 10:20modify480.10159.800160.345159.370
1792023.01.18 10:20modify470.10160.260160.345159.370
1802023.01.18 10:20modify460.10160.870160.345159.370
1812023.01.18 10:40t/p460.10159.370160.345159.370104.6310701.40
1822023.01.18 10:40t/p470.10159.370160.345159.37062.0810763.48
1832023.01.18 10:40t/p480.10159.370160.345159.37029.9910793.47
1842023.02.02 20:00buy490.10157.3800.0000.000
1852023.02.02 20:00modify490.10157.380156.480158.880
1862023.02.03 14:40buy500.10158.2310.0000.000
1872023.02.03 14:40modify500.10158.231157.830158.880
1882023.02.03 14:40modify490.10157.380157.830158.880
1892023.02.03 17:30buy510.10158.4410.0000.000
1902023.02.03 17:30modify510.10158.441157.905158.880
1912023.02.03 17:30modify500.10158.231157.905158.880
1922023.02.03 17:30modify490.10157.380157.905158.880
1932023.02.05 22:00t/p490.10158.880157.905158.880105.6510899.12
1942023.02.05 22:00t/p500.10158.880157.905158.88045.2810944.40
1952023.02.05 22:00t/p510.10158.880157.905158.88030.6310975.03
1962023.02.13 16:00sell520.10161.1690.0000.000
1972023.02.13 16:00modify520.10161.169162.069159.669
1982023.02.13 20:55sell530.10160.5570.0000.000
1992023.02.13 20:55modify530.10160.557161.094159.669
2002023.02.13 20:55modify520.10161.169161.094159.669
2012023.02.14 03:33sell540.10160.3310.0000.000
2022023.02.14 03:33modify540.10160.331160.719159.669
2032023.02.14 03:33modify530.10160.557160.719159.669
2042023.02.14 03:33modify520.10161.169160.719159.669
2052023.02.14 05:40sell550.10160.0960.0000.000
2062023.02.14 05:40modify550.10160.096160.644159.669
2072023.02.14 05:40modify540.10160.331160.644159.669
2082023.02.14 05:40modify530.10160.557160.644159.669
2092023.02.14 05:40modify520.10161.169160.644159.669
2102023.02.14 08:30s/l520.10160.644160.644159.66935.3111010.34
2112023.02.14 08:30s/l530.10160.644160.644159.669-7.3811002.96
2122023.02.14 08:30s/l540.10160.644160.644159.669-21.8310981.13
2132023.02.14 08:30s/l550.10160.644160.644159.669-38.2310942.90
2142023.02.21 16:00sell560.10163.5880.0000.000
2152023.02.21 16:00modify560.10163.588164.488162.088
2162023.02.22 08:33sell570.10162.7460.0000.000
2172023.02.22 08:33modify570.10162.746163.138162.088
2182023.02.22 08:33modify560.10163.588163.138162.088
2192023.02.22 17:05sell580.10162.5190.0000.000
2202023.02.22 17:05modify580.10162.519163.063162.088
2212023.02.22 17:05modify570.10162.746163.063162.088
2222023.02.22 17:05modify560.10163.588163.063162.088
2232023.02.23 16:20t/p560.10162.088163.063162.08899.4011042.31
2242023.02.23 16:20t/p570.10162.088163.063162.08841.9811084.28
2252023.02.23 16:20t/p580.10162.088163.063162.08826.1411110.42
2262023.03.13 12:00buy590.10160.8350.0000.000
2272023.03.13 12:00modify590.10160.835159.935162.335
2282023.03.13 14:50buy600.10161.4420.0000.000
2292023.03.13 14:50modify600.10161.442160.910162.335
2302023.03.13 14:50modify590.10160.835160.910162.335
2312023.03.13 15:59buy610.10161.9030.0000.000
2322023.03.13 15:59modify610.10161.903161.360162.335
2332023.03.13 15:59modify600.10161.442161.360162.335
2342023.03.13 15:59modify590.10160.835161.360162.335
2352023.03.13 18:20t/p590.10162.335161.360162.335104.6411215.06
2362023.03.13 18:20t/p600.10162.335161.360162.33562.2911277.35
2372023.03.13 18:20t/p610.10162.335161.360162.33530.1311307.48
2382023.03.15 12:00buy620.10161.1600.0000.000
2392023.03.15 12:00modify620.10161.160160.260162.660
2402023.03.15 12:40s/l620.10160.260160.260162.660-62.7811244.70
2412023.03.24 12:00buy630.10158.8880.0000.000
2422023.03.24 12:00modify630.10158.888157.988160.388
2432023.03.24 13:40buy640.10159.4930.0000.000
2442023.03.24 13:40modify640.10159.493158.963160.388
2452023.03.24 13:40modify630.10158.888158.963160.388
2462023.03.24 15:50buy650.10159.7190.0000.000
2472023.03.24 15:50modify650.10159.719159.338160.388
2482023.03.24 15:50modify640.10159.493159.338160.388
2492023.03.24 15:50modify630.10158.888159.338160.388
2502023.03.24 17:40buy660.10159.9490.0000.000
2512023.03.24 17:40modify660.10159.949159.413160.388
2522023.03.24 17:40modify650.10159.719159.413160.388
2532023.03.24 17:40modify640.10159.493159.413160.388
2542023.03.24 17:40modify630.10158.888159.413160.388
2552023.03.27 06:20t/p630.10160.388159.413160.388105.6511350.35
2562023.03.27 06:20t/p640.10160.388159.413160.38863.4411413.79
2572023.03.27 06:20t/p650.10160.388159.413160.38847.6711461.46
2582023.03.27 06:20t/p660.10160.388159.413160.38831.6311493.09
2592023.04.28 08:00sell670.10169.3860.0000.000
2602023.04.28 08:00modify670.10169.386170.286167.886
2612023.04.28 08:53sell680.10168.7780.0000.000
2622023.04.28 08:53modify680.10168.778169.311167.886
2632023.04.28 08:53modify670.10169.386169.311167.886
2642023.04.28 09:40s/l670.10169.311169.311167.8865.2311498.32
2652023.04.28 09:40s/l680.10169.311169.311167.886-37.1811461.14
2662023.05.05 16:00sell690.10170.5370.0000.000
2672023.05.05 16:00modify690.10170.537171.437169.037
2682023.05.10 18:55sell700.10169.4640.0000.000
2692023.05.10 18:55modify700.10169.464170.012169.037
2702023.05.10 18:55modify690.10170.537170.012169.037
2712023.05.11 11:40t/p690.10169.037170.012169.03796.8011557.93
2722023.05.11 11:40t/p700.10169.037170.012169.03725.8711583.80
2732023.06.16 16:00sell710.10181.7330.0000.000
2742023.06.16 16:00modify710.10181.733182.633180.233
2752023.06.20 12:40t/p710.10180.233182.633180.233102.0211685.82
2762023.07.27 20:00buy720.10177.8170.0000.000
2772023.07.27 20:00modify720.10177.817176.917179.317
2782023.07.27 21:30buy730.10178.4240.0000.000
2792023.07.27 21:30modify730.10178.424177.892179.317
2802023.07.27 21:30modify720.10177.817177.892179.317
2812023.07.27 22:40s/l720.10177.892177.892179.3175.2411691.06
2822023.07.27 22:40s/l730.10177.892177.892179.317-37.1111653.95
2832023.07.28 16:00sell740.10181.0470.0000.000
2842023.07.28 16:00modify740.10181.047181.947179.547
2852023.07.31 01:40s/l740.10181.947181.947179.547-64.0911589.86