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=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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 profit768.81Gross profit1274.65Gross loss-505.84
Profit factor2.52Expected payoff17.88
Absolute drawdown61.59Maximal drawdown350.91 (3.17%)Relative drawdown3.17% (350.91)
Total trades43Short positions (won %)29 (72.41%)Long positions (won %)14 (57.14%)
Profit trades (% of total)29 (67.44%)Loss trades (% of total)14 (32.56%)
Largestprofit trade84.75loss trade-66.72
Averageprofit trade43.95loss trade-36.13
Maximumconsecutive wins (profit in money)6 (311.33)consecutive losses (loss in money)4 (-172.03)
Maximalconsecutive profit (count of wins)311.33 (6)consecutive loss (count of losses)-172.03 (4)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.15 16:00buy10.10160.9740.0000.000
22022.08.15 16:00modify10.10160.974160.074162.174
32022.08.16 09:50buy20.10161.4680.0000.000
42022.08.16 09:50modify20.10161.468161.094162.174
52022.08.16 09:50modify10.10160.974161.094162.174
62022.08.16 11:50buy30.10161.6400.0000.000
72022.08.16 11:50modify30.10161.640161.274162.174
82022.08.16 11:50modify20.10161.468161.274162.174
92022.08.16 11:50modify10.10160.974161.274162.174
102022.08.16 12:40t/p10.10162.174161.274162.17484.7510084.75
112022.08.16 12:40t/p20.10162.174161.274162.17449.2710134.02
122022.08.16 12:40t/p30.10162.174161.274162.17437.2710171.29
132022.09.07 12:00sell40.10165.5950.0000.000
142022.09.07 12:00modify40.10165.595166.495164.395
152022.09.09 10:05sell50.10164.9310.0000.000
162022.09.09 10:05modify50.10164.931165.295164.395
172022.09.09 10:05modify40.10165.595165.295164.395
182022.09.09 10:20sell60.10164.7410.0000.000
192022.09.09 10:20modify60.10164.741164.995164.395
202022.09.09 10:20modify50.10164.931164.995164.395
212022.09.09 10:20modify40.10165.595164.995164.395
222022.09.09 10:40t/p40.10164.395164.995164.39578.5010249.79
232022.09.09 10:40t/p50.10164.395164.995164.39537.4010287.19
242022.09.09 10:40t/p60.10164.395164.995164.39524.1410311.33
252022.10.04 04:00sell70.10163.7900.0000.000
262022.10.04 04:00modify70.10163.790164.690162.590
272022.10.04 06:05s/l70.10164.690164.690162.590-62.8010248.53
282022.10.14 00:00sell80.10166.4690.0000.000
292022.10.14 00:00modify80.10166.469167.369165.269
302022.10.14 11:20sell90.10165.8030.0000.000
312022.10.14 11:20modify90.10165.803166.169165.269
322022.10.14 11:20modify80.10166.469166.169165.269
332022.10.14 11:40t/p80.10165.269166.169165.26983.7410332.27
342022.10.14 11:40t/p90.10165.269166.169165.26937.2610369.53
352022.10.26 12:00sell100.10170.0800.0000.000
362022.10.26 12:00modify100.10170.080170.980168.880
372022.10.27 05:05sell110.10169.4120.0000.000
382022.10.27 05:05modify110.10169.412169.780168.880
392022.10.27 05:05modify100.10170.080169.780168.880
402022.10.27 05:20sell120.10169.2110.0000.000
412022.10.27 05:20modify120.10169.211169.480168.880
422022.10.27 05:20modify110.10169.412169.480168.880
432022.10.27 05:20modify100.10170.080169.480168.880
442022.10.27 05:40t/p100.10168.880169.480168.88079.8110449.34
452022.10.27 05:40t/p110.10168.880169.480168.88037.1210486.46
462022.10.27 05:40t/p120.10168.880169.480168.88023.1010509.56
472022.11.04 00:00buy130.10165.7830.0000.000
482022.11.04 00:00modify130.10165.783164.883166.983
492022.11.04 04:50buy140.10166.2770.0000.000
502022.11.04 04:50modify140.10166.277165.903166.983
512022.11.04 04:50modify130.10165.783165.903166.983
522022.11.04 05:40s/l130.10165.903165.903166.9838.3710517.93
532022.11.04 05:40s/l140.10165.903165.903166.983-26.1010491.83
542022.11.08 00:00sell150.10168.7950.0000.000
552022.11.08 00:00modify150.10168.795169.695167.595
562022.11.08 07:50sell160.10168.3050.0000.000
572022.11.08 07:50modify160.10168.305168.675167.595
582022.11.08 07:50modify150.10168.795168.675167.595
592022.11.08 10:40t/p150.10167.595168.675167.59583.7410575.57
602022.11.08 10:40t/p160.10167.595168.675167.59549.5510625.12
612022.12.20 12:00buy170.10161.1140.0000.000
622022.12.20 12:00modify170.10161.114160.214162.314
632022.12.20 15:30s/l170.10160.214160.214162.314-62.8010562.32
642022.12.28 16:00sell180.10161.5400.0000.000
652022.12.28 16:00modify180.10161.540162.440160.340
662022.12.29 04:50sell190.10160.8590.0000.000
672022.12.29 04:50modify190.10160.859161.240160.340
682022.12.29 04:50modify180.10161.540161.240160.340
692022.12.29 09:35sell200.10161.0490.0000.000
702022.12.29 09:35modify200.10161.049161.420160.340
712022.12.29 09:40modify200.10161.049161.240160.340
722022.12.29 13:20sell210.10160.6970.0000.000
732022.12.29 13:20modify210.10160.697160.940160.340
742022.12.29 13:20modify190.10160.859160.940160.340
752022.12.29 13:20modify200.10161.049160.940160.340
762022.12.29 13:20modify180.10161.540160.940160.340
772022.12.29 14:40t/p180.10160.340160.940160.34079.8110642.13
782022.12.29 14:40t/p190.10160.340160.940160.34036.2110678.34
792022.12.29 14:40t/p200.10160.340160.940160.34049.4710727.81
802022.12.29 14:40t/p210.10160.340160.940160.34024.9110752.72
812022.12.30 16:00buy220.10158.7350.0000.000
822022.12.30 16:00modify220.10158.735157.835159.935
832022.12.30 17:15buy230.10159.2400.0000.000
842022.12.30 17:15modify230.10159.240158.855159.935
852022.12.30 17:15modify220.10158.735158.855159.935
862022.12.30 17:30s/l220.10158.855158.855159.9358.3710761.09
872022.12.30 17:30s/l230.10158.855158.855159.935-26.8710734.22
882023.01.09 16:00sell240.10160.8470.0000.000
892023.01.09 16:00modify240.10160.847161.747159.647
902023.01.09 23:40sell250.10160.3450.0000.000
912023.01.09 23:40modify250.10160.345160.727159.647
922023.01.09 23:40modify240.10160.847160.727159.647
932023.01.10 00:05s/l240.10160.727160.727159.6477.0610741.28
942023.01.10 00:05s/l250.10160.727160.727159.647-27.9610713.32
952023.01.18 08:00sell260.10160.4010.0000.000
962023.01.18 08:00modify260.10160.401161.301159.201
972023.01.18 11:45sell270.10159.9190.0000.000
982023.01.18 11:45modify270.10159.919160.281159.201
992023.01.18 11:45modify260.10160.401160.281159.201
1002023.01.18 13:30t/p260.10159.201160.281159.20183.7310797.05
1012023.01.18 13:30t/p270.10159.201160.281159.20150.1010847.15
1022023.02.03 00:00buy280.10157.3970.0000.000
1032023.02.03 00:00modify280.10157.397156.497158.597
1042023.02.03 15:40t/p280.10158.597156.497158.59783.7410930.89
1052023.02.15 00:00sell290.10161.8990.0000.000
1062023.02.15 00:00modify290.10161.899162.799160.699
1072023.02.15 08:45sell300.10161.3900.0000.000
1082023.02.15 08:45modify300.10161.390161.779160.699
1092023.02.15 08:45modify290.10161.899161.779160.699
1102023.02.15 11:26sell310.10161.0570.0000.000
1112023.02.15 11:26modify310.10161.057161.299160.699
1122023.02.15 11:26modify300.10161.390161.299160.699
1132023.02.15 11:26modify290.10161.899161.299160.699
1142023.02.15 16:20s/l290.10161.299161.299160.69941.8710972.76
1152023.02.15 16:20s/l300.10161.299161.299160.6996.3510979.11
1162023.02.15 16:20s/l310.10161.299161.299160.699-16.8810962.23
1172023.04.12 00:00sell320.10166.0470.0000.000
1182023.04.12 00:00modify320.10166.047166.947164.847
1192023.04.12 12:40sell330.10165.3770.0000.000
1202023.04.12 12:40modify330.10165.377165.747164.847
1212023.04.12 12:40modify320.10166.047165.747164.847
1222023.04.12 13:20s/l320.10165.747165.747164.84720.9310983.16
1232023.04.12 13:20s/l330.10165.747165.747164.847-25.8210957.34
1242023.05.11 04:00buy340.10169.3510.0000.000
1252023.05.11 04:00modify340.10169.351168.451170.551
1262023.05.11 12:40s/l340.10168.451168.451170.551-62.8110894.53
1272023.06.09 12:00sell350.10175.1330.0000.000
1282023.06.09 12:00modify350.10175.133176.033173.933
1292023.06.12 12:40sell360.10174.6490.0000.000
1302023.06.12 12:40modify360.10174.649175.013173.933
1312023.06.12 12:40modify350.10175.133175.013173.933
1322023.06.12 15:30sell370.10174.4640.0000.000
1332023.06.12 15:30modify370.10174.464174.833173.933
1342023.06.12 15:30modify360.10174.649174.833173.933
1352023.06.12 15:30modify350.10175.133174.833173.933
1362023.06.13 00:40s/l350.10174.833174.833173.93318.3210912.85
1372023.06.13 00:40s/l360.10174.833174.833173.933-14.1510898.70
1382023.06.13 00:40s/l370.10174.833174.833173.933-27.0610871.65
1392023.06.14 00:00sell380.10176.6640.0000.000
1402023.06.14 00:00modify380.10176.664177.564175.464
1412023.06.15 00:30s/l380.10177.564177.564175.464-66.7210804.93
1422023.06.15 12:00sell390.10178.5810.0000.000
1432023.06.15 12:00modify390.10178.581179.481177.381
1442023.06.16 02:30s/l390.10179.481179.481177.381-64.1110740.82
1452023.07.06 08:00buy400.10183.1480.0000.000
1462023.07.06 08:00modify400.10183.148182.248184.348
1472023.07.06 11:15buy410.10183.8080.0000.000
1482023.07.06 11:15modify410.10183.808183.448184.348
1492023.07.06 11:15modify400.10183.148183.448184.348
1502023.07.06 11:55buy420.10183.6350.0000.000
1512023.07.06 11:55modify420.10183.635183.268184.348
1522023.07.06 11:59modify420.10183.635183.448184.348
1532023.07.06 13:05buy430.10184.0000.0000.000
1542023.07.06 13:05modify430.10184.000183.748184.348
1552023.07.06 13:05modify410.10183.808183.748184.348
1562023.07.06 13:05modify420.10183.635183.748184.348
1572023.07.06 13:05modify400.10183.148183.748184.348
1582023.07.06 13:30s/l400.10183.748183.748184.34841.8710782.69
1592023.07.06 13:30s/l410.10183.748183.748184.348-4.1910778.50
1602023.07.06 13:30s/l420.10183.748183.748184.3487.8910786.39
1612023.07.06 13:30s/l430.10183.748183.748184.348-17.5810768.81