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=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 test1917Ticks modelled48524496Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit357.37Gross profit975.33Gross loss-617.96
Profit factor1.58Expected payoff7.29
Absolute drawdown61.61Maximal drawdown314.97 (2.97%)Relative drawdown2.97% (314.97)
Total trades49Short positions (won %)31 (54.84%)Long positions (won %)18 (66.67%)
Profit trades (% of total)29 (59.18%)Loss trades (% of total)20 (40.82%)
Largestprofit trade84.77loss trade-66.73
Averageprofit trade33.63loss trade-30.90
Maximumconsecutive wins (profit in money)5 (214.60)consecutive losses (loss in money)4 (-171.21)
Maximalconsecutive profit (count of wins)214.60 (5)consecutive loss (count of losses)-171.21 (4)
Averageconsecutive wins2consecutive losses2
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 09:12buy20.10161.4550.0000.000
42022.08.16 09:12modify20.10161.455161.094162.174
52022.08.16 09:12modify10.10160.974161.094162.174
62022.08.16 11:22buy30.10161.6370.0000.000
72022.08.16 11:22modify30.10161.637161.274162.174
82022.08.16 11:22modify20.10161.455161.274162.174
92022.08.16 11:22modify10.10160.974161.274162.174
102022.08.16 12:21buy40.10161.8140.0000.000
112022.08.16 12:21modify40.10161.814161.574162.174
122022.08.16 12:21modify30.10161.637161.574162.174
132022.08.16 12:21modify20.10161.455161.574162.174
142022.08.16 12:21modify10.10160.974161.574162.174
152022.08.16 12:55t/p10.10162.174161.574162.17484.7710084.77
162022.08.16 12:55t/p20.10162.174161.574162.17450.1910134.96
172022.08.16 12:55t/p30.10162.174161.574162.17437.4910172.45
182022.08.16 12:55t/p40.10162.174161.574162.17425.1310197.58
192022.09.07 12:00sell50.10165.5950.0000.000
202022.09.07 12:00modify50.10165.595166.495164.395
212022.09.08 07:47sell60.10165.1100.0000.000
222022.09.08 07:47modify60.10165.110165.475164.395
232022.09.08 07:47modify50.10165.595165.475164.395
242022.09.08 08:22sell70.10164.9340.0000.000
252022.09.08 08:22modify70.10164.934165.295164.395
262022.09.08 08:22modify60.10165.110165.295164.395
272022.09.08 08:22modify50.10165.595165.295164.395
282022.09.08 08:28s/l50.10165.295165.295164.39517.0210214.60
292022.09.08 08:28s/l60.10165.295165.295164.395-12.9110201.69
302022.09.08 08:28s/l70.10165.295165.295164.395-25.1910176.50
312022.10.04 04:00sell80.10163.7900.0000.000
322022.10.04 04:00modify80.10163.790164.690162.590
332022.10.04 06:40s/l80.10164.690164.690162.590-62.8210113.68
342022.10.14 00:00sell90.10166.4690.0000.000
352022.10.14 00:00modify90.10166.469167.369165.269
362022.10.14 09:34sell100.10165.9880.0000.000
372022.10.14 09:34modify100.10165.988166.349165.269
382022.10.14 09:34modify90.10166.469166.349165.269
392022.10.14 09:45s/l90.10166.349166.349165.2698.3810122.06
402022.10.14 09:45s/l100.10166.349166.349165.269-25.1910096.87
412022.10.26 12:00sell110.10170.0800.0000.000
422022.10.26 12:00modify110.10170.080170.980168.880
432022.10.26 14:03sell120.10169.6000.0000.000
442022.10.26 14:03modify120.10169.600169.960168.880
452022.10.26 14:03modify110.10170.080169.960168.880
462022.10.26 14:47s/l110.10169.960169.960168.8808.3810105.25
472022.10.26 14:47s/l120.10169.960169.960168.880-25.1210080.13
482022.11.04 00:00buy130.10165.7830.0000.000
492022.11.04 00:00modify130.10165.783164.883166.983
502022.11.04 04:50buy140.10166.2650.0000.000
512022.11.04 04:50modify140.10166.265165.903166.983
522022.11.04 04:50modify130.10165.783165.903166.983
532022.11.04 05:40s/l130.10165.903165.903166.9838.3710088.50
542022.11.04 05:40s/l140.10165.903165.903166.983-25.2710063.23
552022.11.08 00:00sell150.10168.7950.0000.000
562022.11.08 00:00modify150.10168.795169.695167.595
572022.11.08 07:41sell160.10168.3130.0000.000
582022.11.08 07:41modify160.10168.313168.675167.595
592022.11.08 07:41modify150.10168.795168.675167.595
602022.11.08 08:19sell170.10168.1350.0000.000
612022.11.08 08:19modify170.10168.135168.495167.595
622022.11.08 08:19modify160.10168.313168.495167.595
632022.11.08 08:19modify150.10168.795168.495167.595
642022.11.08 08:59sell180.10167.9530.0000.000
652022.11.08 08:59modify180.10167.953168.195167.595
662022.11.08 08:59modify170.10168.135168.195167.595
672022.11.08 08:59modify160.10168.313168.195167.595
682022.11.08 08:59modify150.10168.795168.195167.595
692022.11.08 10:57t/p150.10167.595168.195167.59583.7510146.98
702022.11.08 10:57t/p160.10167.595168.195167.59550.1110197.09
712022.11.08 10:57t/p170.10167.595168.195167.59537.6910234.78
722022.11.08 10:57t/p180.10167.595168.195167.59524.9910259.77
732022.12.20 12:00buy190.10161.1140.0000.000
742022.12.20 12:00modify190.10161.114160.214162.314
752022.12.20 15:26s/l190.10160.214160.214162.314-62.8210196.95
762022.12.28 16:00sell200.10161.5400.0000.000
772022.12.28 16:00modify200.10161.540162.440160.340
782022.12.29 01:08sell210.10161.0600.0000.000
792022.12.29 01:08modify210.10161.060161.420160.340
802022.12.29 01:08modify200.10161.540161.420160.340
812022.12.29 02:27sell220.10160.8790.0000.000
822022.12.29 02:27modify220.10160.879161.240160.340
832022.12.29 02:27modify210.10161.060161.240160.340
842022.12.29 02:27modify200.10161.540161.240160.340
852022.12.29 13:03sell230.10160.6990.0000.000
862022.12.29 13:03modify230.10160.699160.940160.340
872022.12.29 13:03modify220.10160.879160.940160.340
882022.12.29 13:03modify210.10161.060160.940160.340
892022.12.29 13:03modify200.10161.540160.940160.340
902022.12.29 14:07t/p200.10160.340160.940160.34079.8410276.79
912022.12.29 14:07t/p210.10160.340160.940160.34050.2610327.05
922022.12.29 14:07t/p220.10160.340160.940160.34037.6210364.67
932022.12.29 14:07t/p230.10160.340160.940160.34025.0610389.73
942022.12.30 16:00buy240.10158.7350.0000.000
952022.12.30 16:00modify240.10158.735157.835159.935
962022.12.30 16:57buy250.10159.2180.0000.000
972022.12.30 16:57modify250.10159.218158.855159.935
982022.12.30 16:57modify240.10158.735158.855159.935
992022.12.30 17:27s/l240.10158.855158.855159.9358.3710398.10
1002022.12.30 17:27s/l250.10158.855158.855159.935-25.3410372.76
1012023.01.09 16:00sell260.10160.8470.0000.000
1022023.01.09 16:00modify260.10160.847161.747159.647
1032023.01.09 23:30sell270.10160.3650.0000.000
1042023.01.09 23:30modify270.10160.365160.727159.647
1052023.01.09 23:30modify260.10160.847160.727159.647
1062023.01.10 00:04s/l260.10160.727160.727159.6477.0710379.83
1072023.01.10 00:04s/l270.10160.727160.727159.647-26.5710353.26
1082023.01.18 08:00sell280.10160.4010.0000.000
1092023.01.18 08:00modify280.10160.401161.301159.201
1102023.01.18 08:22sell290.10159.9060.0000.000
1112023.01.18 08:22modify290.10159.906160.281159.201
1122023.01.18 08:22modify280.10160.401160.281159.201
1132023.01.18 09:30sell300.10159.7400.0000.000
1142023.01.18 09:30modify300.10159.740160.101159.201
1152023.01.18 09:30modify290.10159.906160.101159.201
1162023.01.18 09:30modify280.10160.401160.101159.201
1172023.01.18 09:30sell310.10159.5610.0000.000
1182023.01.18 09:30modify310.10159.561159.801159.201
1192023.01.18 09:30modify300.10159.740159.801159.201
1202023.01.18 09:30modify290.10159.906159.801159.201
1212023.01.18 09:30modify280.10160.401159.801159.201
1222023.01.18 09:44s/l280.10159.801159.801159.20141.8810395.14
1232023.01.18 09:44s/l290.10159.801159.801159.2017.3310402.47
1242023.01.18 09:44s/l300.10159.801159.801159.201-4.2610398.21
1252023.01.18 09:44s/l310.10159.801159.801159.201-16.7510381.46
1262023.02.03 00:00buy320.10157.3970.0000.000
1272023.02.03 00:00modify320.10157.397156.497158.597
1282023.02.03 14:16buy330.10157.8780.0000.000
1292023.02.03 14:16modify330.10157.878157.517158.597
1302023.02.03 14:16modify320.10157.397157.517158.597
1312023.02.03 14:21buy340.10158.0590.0000.000
1322023.02.03 14:21modify340.10158.059157.697158.597
1332023.02.03 14:21modify330.10157.878157.697158.597
1342023.02.03 14:21modify320.10157.397157.697158.597
1352023.02.03 15:00buy350.10158.2400.0000.000
1362023.02.03 15:00modify350.10158.240157.997158.597
1372023.02.03 15:00modify340.10158.059157.997158.597
1382023.02.03 15:00modify330.10157.878157.997158.597
1392023.02.03 15:00modify320.10157.397157.997158.597
1402023.02.03 15:23t/p320.10158.597157.997158.59783.7710465.23
1412023.02.03 15:23t/p330.10158.597157.997158.59750.1910515.42
1422023.02.03 15:23t/p340.10158.597157.997158.59737.5610552.98
1432023.02.03 15:23t/p350.10158.597157.997158.59724.9210577.90
1442023.02.15 00:00sell360.10161.8990.0000.000
1452023.02.15 00:00modify360.10161.899162.799160.699
1462023.02.15 01:44sell370.10161.4170.0000.000
1472023.02.15 01:44modify370.10161.417161.779160.699
1482023.02.15 01:44modify360.10161.899161.779160.699
1492023.02.15 04:38s/l360.10161.779161.779160.6998.3810586.28
1502023.02.15 04:38s/l370.10161.779161.779160.699-25.2710561.01
1512023.04.12 00:00sell380.10166.0470.0000.000
1522023.04.12 00:00modify380.10166.047166.947164.847
1532023.04.12 12:30sell390.10165.5620.0000.000
1542023.04.12 12:30modify390.10165.562165.927164.847
1552023.04.12 12:30modify380.10166.047165.927164.847
1562023.04.12 12:30s/l380.10165.927165.927164.8478.3710569.38
1572023.04.12 12:30s/l390.10165.927165.927164.847-25.4810543.90
1582023.05.11 04:00buy400.10169.3510.0000.000
1592023.05.11 04:00modify400.10169.351168.451170.551
1602023.05.11 12:57s/l400.10168.451168.451170.551-62.8210481.08
1612023.06.09 12:00sell410.10175.1330.0000.000
1622023.06.09 12:00modify410.10175.133176.033173.933
1632023.06.12 12:55sell420.10174.6530.0000.000
1642023.06.12 12:55modify420.10174.653175.013173.933
1652023.06.12 12:55modify410.10175.133175.013173.933
1662023.06.12 15:11sell430.10174.4720.0000.000
1672023.06.12 15:11modify430.10174.472174.833173.933
1682023.06.12 15:11modify420.10174.653174.833173.933
1692023.06.12 15:11modify410.10175.133174.833173.933
1702023.06.13 00:52s/l410.10174.833174.833173.93318.3210499.40
1712023.06.13 00:52s/l420.10174.833174.833173.933-13.8710485.53
1722023.06.13 00:52s/l430.10174.833174.833173.933-26.5010459.03
1732023.06.14 00:00sell440.10176.6640.0000.000
1742023.06.14 00:00modify440.10176.664177.564175.464
1752023.06.15 00:31s/l440.10177.564177.564175.464-66.7310392.30
1762023.06.15 12:00sell450.10178.5810.0000.000
1772023.06.15 12:00modify450.10178.581179.481177.381
1782023.06.16 02:47s/l450.10179.481179.481177.381-64.1210328.19
1792023.07.06 08:00buy460.10183.1480.0000.000
1802023.07.06 08:00modify460.10183.148182.248184.348
1812023.07.06 10:21buy470.10183.6300.0000.000
1822023.07.06 10:21modify470.10183.630183.268184.348
1832023.07.06 10:21modify460.10183.148183.268184.348
1842023.07.06 10:30buy480.10183.8080.0000.000
1852023.07.06 10:30modify480.10183.808183.448184.348
1862023.07.06 10:30modify470.10183.630183.448184.348
1872023.07.06 10:30modify460.10183.148183.448184.348
1882023.07.06 13:13buy490.10183.9880.0000.000
1892023.07.06 13:13modify490.10183.988183.748184.348
1902023.07.06 13:13modify480.10183.808183.748184.348
1912023.07.06 13:13modify470.10183.630183.748184.348
1922023.07.06 13:13modify460.10183.148183.748184.348
1932023.07.06 13:32s/l460.10183.748183.748184.34841.8810370.07
1942023.07.06 13:32s/l470.10183.748183.748184.3488.2410378.31
1952023.07.06 13:32s/l480.10183.748183.748184.348-4.1910374.12
1962023.07.06 13:32s/l490.10183.748183.748184.348-16.7510357.37