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)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; 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=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=2; 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 test1917Ticks modelled48524496Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit168.66Gross profit361.71Gross loss-193.05
Profit factor1.87Expected payoff8.03
Absolute drawdown73.63Maximal drawdown150.24 (1.48%)Relative drawdown1.48% (150.24)
Total trades21Short positions (won %)12 (66.67%)Long positions (won %)9 (44.44%)
Profit trades (% of total)12 (57.14%)Loss trades (% of total)9 (42.86%)
Largestprofit trade85.51loss trade-82.77
Averageprofit trade30.14loss trade-21.45
Maximumconsecutive wins (profit in money)5 (232.12)consecutive losses (loss in money)2 (-97.15)
Maximalconsecutive profit (count of wins)232.12 (5)consecutive loss (count of losses)-97.15 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.15 16:00buy10.10160.9740.0000.000
22022.08.15 16:00modify10.10160.974159.774162.274
32022.08.16 09:11buy20.10161.4290.0000.000
42022.08.16 09:11modify20.10161.429161.234162.274
52022.08.16 09:11modify10.10160.974161.234162.274
62022.08.16 09:50s/l10.10161.234161.234162.27419.1510019.15
72022.08.16 09:50s/l20.10161.234161.234162.274-13.6110005.54
82022.09.07 16:00sell30.10165.5900.0000.000
92022.09.07 16:00modify30.10165.590166.790164.290
102022.09.08 07:46sell40.10165.1340.0000.000
112022.09.08 07:46modify40.10165.134165.330164.290
122022.09.08 07:46modify30.10165.590165.330164.290
132022.09.08 08:11s/l30.10165.330165.330164.29014.2310019.77
142022.09.08 08:11s/l40.10165.330165.330164.290-13.6810006.09
152022.12.16 20:00buy50.10166.1730.0000.000
162022.12.16 20:00modify50.10166.173164.973167.473
172022.12.19 16:11buy60.10166.6290.0000.000
182022.12.19 16:11modify60.10166.629166.433167.473
192022.12.19 16:11modify50.10166.173166.433167.473
202022.12.19 16:48buy70.10166.8880.0000.000
212022.12.19 16:48modify70.10166.888166.498167.473
222022.12.19 16:48buy80.10166.8880.0000.000
232022.12.19 16:48modify80.10166.888166.693167.473
242022.12.19 16:48modify60.10166.629166.693167.473
252022.12.19 16:48modify50.10166.173166.693167.473
262022.12.19 16:48modify70.10166.888166.693167.473
272022.12.19 17:00s/l50.10166.693166.693167.47337.3010043.39
282022.12.19 17:00s/l60.10166.693166.693167.4734.4710047.86
292022.12.19 17:00s/l70.10166.693166.693167.473-13.6110034.25
302022.12.19 17:00s/l80.10166.693166.693167.473-13.6110020.64
312022.12.30 16:00buy90.10158.7350.0000.000
322022.12.30 16:00modify90.10158.735157.535160.035
332022.12.30 16:57buy100.10159.1910.0000.000
342022.12.30 16:57modify100.10159.191158.995160.035
352022.12.30 16:57modify90.10158.735158.995160.035
362022.12.30 17:25s/l90.10158.995158.995160.03518.1510038.79
372022.12.30 17:25s/l100.10158.995158.995160.035-13.6810025.11
382023.01.09 16:00sell110.10160.8470.0000.000
392023.01.09 16:00modify110.10160.847162.047159.547
402023.01.09 23:30sell120.10160.3810.0000.000
412023.01.09 23:30modify120.10160.381160.587159.547
422023.01.09 23:30modify110.10160.847160.587159.547
432023.01.09 23:43s/l110.10160.587160.587159.54718.1510043.26
442023.01.09 23:43s/l120.10160.587160.587159.547-14.3810028.88
452023.01.12 20:00buy130.10158.0670.0000.000
462023.01.12 20:00modify130.10158.067156.867159.367
472023.01.13 06:55s/l130.10156.867156.867159.367-82.779946.10
482023.01.18 08:00sell140.10160.4010.0000.000
492023.01.18 08:00modify140.10160.401161.601159.101
502023.01.18 08:22sell150.10159.9400.0000.000
512023.01.18 08:22modify150.10159.940160.141159.101
522023.01.18 08:22modify140.10160.401160.141159.101
532023.01.18 08:28s/l140.10160.141160.141159.10118.159964.25
542023.01.18 08:28s/l150.10160.141160.141159.101-14.039950.22
552023.02.21 20:00sell160.10163.4160.0000.000
562023.02.21 20:00modify160.10163.416164.616162.116
572023.02.22 08:27sell170.10162.9610.0000.000
582023.02.22 08:27modify170.10162.961163.156162.116
592023.02.22 08:27modify160.10163.416163.156162.116
602023.02.22 15:12sell180.10162.6980.0000.000
612023.02.22 15:12modify180.10162.698163.091162.116
622023.02.22 15:12sell190.10162.6980.0000.000
632023.02.22 15:12modify190.10162.698162.896162.116
642023.02.22 15:12modify170.10162.961162.896162.116
652023.02.22 15:12modify160.10163.416162.896162.116
662023.02.22 15:12modify180.10162.698162.896162.116
672023.02.23 09:24t/p160.10162.116162.896162.11685.5110035.74
682023.02.23 09:24t/p170.10162.116162.896162.11655.0610090.79
692023.02.23 09:24t/p180.10162.116162.896162.11636.7010127.49
702023.02.23 09:24t/p190.10162.116162.896162.11636.7010164.19
712023.06.15 12:00sell200.10178.5810.0000.000
722023.06.15 12:00modify200.10178.581179.781177.281
732023.06.15 12:54sell210.10178.1250.0000.000
742023.06.15 12:54modify210.10178.125178.321177.281
752023.06.15 12:54modify200.10178.581178.321177.281
762023.06.15 13:03s/l200.10178.321178.321177.28118.1510182.34
772023.06.15 13:03s/l210.10178.321178.321177.281-13.6810168.66