Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01)
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=110; 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=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 modelled80177Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit1152.56Gross profit2344.45Gross loss-1191.89
Profit factor1.97Expected payoff15.58
Absolute drawdown300.48Maximal drawdown405.12 (4.01%)Relative drawdown4.01% (405.12)
Total trades74Short positions (won %)36 (44.44%)Long positions (won %)38 (68.42%)
Profit trades (% of total)42 (56.76%)Loss trades (% of total)32 (43.24%)
Largestprofit trade103.40loss trade-75.64
Averageprofit trade55.82loss trade-37.25
Maximumconsecutive wins (profit in money)10 (645.42)consecutive losses (loss in money)4 (-194.51)
Maximalconsecutive profit (count of wins)645.42 (10)consecutive loss (count of losses)-222.27 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.06 08:00sell10.10163.9530.0000.000
22022.09.06 08:00modify10.10163.953165.053162.453
32022.09.06 15:40s/l10.10165.053165.053162.453-74.399925.61
42022.09.22 12:00buy20.10159.8470.0000.000
52022.09.22 12:00modify20.10159.847158.747161.347
62022.09.22 22:50buy30.10160.4540.0000.000
72022.09.22 22:50modify30.10160.454159.922161.347
82022.09.22 22:50modify20.10159.847159.922161.347
92022.09.23 01:30s/l20.10159.922159.922161.3476.049931.65
102022.09.23 01:30s/l30.10159.922159.922161.347-35.039896.61
112022.09.23 12:00buy40.10157.8990.0000.000
122022.09.23 12:00modify40.10157.899156.799159.399
132022.09.23 14:30s/l40.10156.799156.799159.399-74.439822.18
142022.09.28 12:00buy50.10153.1570.0000.000
152022.09.28 12:00modify50.10153.157152.057154.657
162022.09.28 13:45buy60.10153.7580.0000.000
172022.09.28 13:45modify60.10153.758153.232154.657
182022.09.28 13:45modify50.10153.157153.232154.657
192022.09.28 14:20t/p50.10154.657153.232154.657101.499923.67
202022.09.28 14:20t/p60.10154.657153.232154.65760.839984.50
212022.09.28 20:00sell70.10156.8180.0000.000
222022.09.28 20:00modify70.10156.818157.918155.318
232022.09.29 01:30sell80.10155.9640.0000.000
242022.09.29 01:30modify80.10155.964156.368155.318
252022.09.29 01:30sell90.10155.9640.0000.000
262022.09.29 01:30modify90.10155.964156.293155.318
272022.09.29 01:30modify70.10156.818156.293155.318
282022.09.29 01:35modify80.10155.964156.293155.318
292022.09.29 06:30s/l70.10156.293156.293155.31831.7510016.25
302022.09.29 06:30s/l80.10156.293156.293155.318-22.259994.00
312022.09.29 06:30s/l90.10156.293156.293155.318-22.259971.75
322022.09.29 16:00sell100.10159.5490.0000.000
332022.09.29 16:00modify100.10159.549160.649158.049
342022.09.29 21:30s/l100.10160.649160.649158.049-74.389897.37
352022.10.03 20:00sell110.10163.7930.0000.000
362022.10.03 20:00modify110.10163.793164.893162.293
372022.10.04 07:30s/l110.10164.893164.893162.293-75.639821.74
382022.10.06 16:00buy120.10161.3780.0000.000
392022.10.06 16:00modify120.10161.378160.278162.878
402022.10.06 17:55buy130.10162.2180.0000.000
412022.10.06 17:55modify130.10162.218161.828162.878
422022.10.06 17:55buy140.10162.2180.0000.000
432022.10.06 17:55modify140.10162.218161.903162.878
442022.10.06 17:55modify120.10161.378161.903162.878
452022.10.06 18:00modify130.10162.218161.903162.878
462022.10.06 18:35buy150.10161.9980.0000.000
472022.10.06 18:35modify150.10161.998161.453162.878
482022.10.06 18:40s/l120.10161.903161.903162.87835.539857.27
492022.10.06 18:40s/l130.10161.903161.903162.878-21.319835.96
502022.10.06 18:40s/l140.10161.903161.903162.878-21.319814.65
512022.10.06 18:40close150.10161.716161.453162.878-19.089795.57
522022.10.12 16:00sell160.10162.9260.0000.000
532022.10.12 16:00modify160.10162.926164.026161.426
542022.10.13 07:15sell170.10162.3080.0000.000
552022.10.13 07:15modify170.10162.308162.851161.426
562022.10.13 07:15modify160.10162.926162.851161.426
572022.10.13 07:40s/l160.10162.851162.851161.4261.339796.89
582022.10.13 07:40s/l170.10162.851162.851161.426-36.719760.18
592022.10.13 12:00sell180.10165.2040.0000.000
602022.10.13 12:00modify180.10165.204166.304163.704
612022.10.13 13:30sell190.10164.5770.0000.000
622022.10.13 13:30modify190.10164.577165.129163.704
632022.10.13 13:30modify180.10165.204165.129163.704
642022.10.13 14:20s/l180.10165.129165.129163.7045.079765.25
652022.10.13 14:20s/l190.10165.129165.129163.704-37.339727.92
662022.10.17 16:00sell200.10169.8890.0000.000
672022.10.17 16:00modify200.10169.889170.989168.389
682022.10.17 17:55sell210.10169.2640.0000.000
692022.10.17 17:55modify210.10169.264169.814168.389
702022.10.17 17:55modify200.10169.889169.814168.389
712022.10.17 19:30sell220.10169.0370.0000.000
722022.10.17 19:30modify220.10169.037169.439168.389
732022.10.17 19:30sell230.10169.0370.0000.000
742022.10.17 19:30modify230.10169.037169.364168.389
752022.10.17 19:30modify210.10169.264169.364168.389
762022.10.17 19:30modify200.10169.889169.364168.389
772022.10.17 19:35modify220.10169.037169.364168.389
782022.10.17 20:40s/l200.10169.364169.364168.38935.509763.42
792022.10.17 20:40s/l210.10169.364169.364168.389-6.769756.66
802022.10.17 20:40s/l220.10169.364169.364168.389-22.119734.55
812022.10.17 20:40s/l230.10169.364169.364168.389-22.119712.44
822022.10.21 16:00buy240.10165.2010.0000.000
832022.10.21 16:00modify240.10165.201164.101166.701
842022.10.21 17:10buy250.10166.0400.0000.000
852022.10.21 17:10modify250.10166.040165.651166.701
862022.10.21 17:10buy260.10166.0400.0000.000
872022.10.21 17:10modify260.10166.040165.726166.701
882022.10.21 17:10modify240.10165.201165.726166.701
892022.10.21 17:15modify250.10166.040165.726166.701
902022.10.21 17:30t/p240.10166.701165.726166.701101.499813.93
912022.10.21 17:30t/p250.10166.701165.726166.70144.729858.65
922022.10.21 17:30t/p260.10166.701165.726166.70144.729903.37
932022.10.24 08:00sell270.10169.0410.0000.000
942022.10.24 08:00modify270.10169.041170.141167.541
952022.10.24 15:20sell280.10168.2040.0000.000
962022.10.24 15:20modify280.10168.204168.591167.541
972022.10.24 15:20sell290.10168.2040.0000.000
982022.10.24 15:20modify290.10168.204168.516167.541
992022.10.24 15:20modify270.10169.041168.516167.541
1002022.10.24 15:25modify280.10168.204168.516167.541
1012022.10.25 00:30s/l270.10168.516168.516167.54134.259937.62
1022022.10.25 00:30s/l280.10168.516168.516167.541-22.359915.27
1032022.10.25 00:30s/l290.10168.516168.516167.541-22.359892.92
1042022.11.03 16:00buy300.10165.7120.0000.000
1052022.11.03 16:00modify300.10165.712164.612167.212
1062022.11.04 16:50buy310.10166.3370.0000.000
1072022.11.04 16:50modify310.10166.337165.787167.212
1082022.11.04 16:50modify300.10165.712165.787167.212
1092022.11.07 01:20buy320.10166.5630.0000.000
1102022.11.07 01:20modify320.10166.563166.162167.212
1112022.11.07 01:20buy330.10166.5630.0000.000
1122022.11.07 01:20modify330.10166.563166.237167.212
1132022.11.07 01:20modify310.10166.337166.237167.212
1142022.11.07 01:20modify300.10165.712166.237167.212
1152022.11.07 01:25modify320.10166.563166.237167.212
1162022.11.07 08:20t/p300.10167.212166.237167.212103.409996.32
1172022.11.07 08:20t/p310.10167.212166.237167.21260.1610056.48
1182022.11.07 08:20t/p320.10167.212166.237167.21243.9110100.39
1192022.11.07 08:20t/p330.10167.212166.237167.21243.9110144.30
1202022.11.07 20:00sell340.10169.0350.0000.000
1212022.11.07 20:00modify340.10169.035170.135167.535
1222022.11.08 06:40sell350.10168.4270.0000.000
1232022.11.08 06:40modify350.10168.427168.960167.535
1242022.11.08 06:40modify340.10169.035168.960167.535
1252022.11.08 08:26sell360.10168.2040.0000.000
1262022.11.08 08:26modify360.10168.204168.585167.535
1272022.11.08 08:26sell370.10168.2040.0000.000
1282022.11.08 08:26modify370.10168.204168.510167.535
1292022.11.08 08:26modify350.10168.427168.510167.535
1302022.11.08 08:26modify340.10169.035168.510167.535
1312022.11.08 08:33modify360.10168.204168.510167.535
1322022.11.08 12:40t/p340.10167.535168.510167.535100.1810244.48
1332022.11.08 12:40t/p350.10167.535168.510167.53560.3210304.80
1342022.11.08 12:40t/p360.10167.535168.510167.53545.2410350.04
1352022.11.08 12:40t/p370.10167.535168.510167.53545.2410395.28
1362022.12.20 04:00buy380.10162.0190.0000.000
1372022.12.20 04:00modify380.10162.019160.919163.519
1382022.12.20 05:40s/l380.10160.919160.919163.519-74.4210320.86
1392023.01.04 16:00sell390.10158.9990.0000.000
1402023.01.04 16:00modify390.10158.999160.099157.499
1412023.01.04 17:40s/l390.10160.099160.099157.499-74.3910246.47
1422023.01.12 16:00buy400.10157.8550.0000.000
1432023.01.12 16:00modify400.10157.855156.755159.355
1442023.01.13 06:40s/l400.10156.755156.755159.355-73.4610173.00
1452023.01.13 16:00buy410.10155.7860.0000.000
1462023.01.13 16:00modify410.10155.786154.686157.286
1472023.01.13 21:45buy420.10156.3890.0000.000
1482023.01.13 21:45modify420.10156.389155.861157.286
1492023.01.13 21:45modify410.10155.786155.861157.286
1502023.01.16 04:40buy430.10156.6110.0000.000
1512023.01.16 04:40modify430.10156.611156.236157.286
1522023.01.16 04:40buy440.10156.6110.0000.000
1532023.01.16 04:40modify440.10156.611156.311157.286
1542023.01.16 04:40modify420.10156.389156.311157.286
1552023.01.16 04:40modify410.10155.786156.311157.286
1562023.01.16 04:45modify430.10156.611156.311157.286
1572023.01.17 07:40t/p410.10157.286156.311157.286103.4010276.40
1582023.01.17 07:40t/p420.10157.286156.311157.28662.6010339.00
1592023.01.17 07:40t/p430.10157.286156.311157.28646.6310385.63
1602023.01.17 07:40t/p440.10157.286156.311157.28646.6310432.25
1612023.01.18 04:00sell450.10160.8700.0000.000
1622023.01.18 04:00modify450.10160.870161.970159.370
1632023.01.18 08:20sell460.10160.2600.0000.000
1642023.01.18 08:20modify460.10160.260160.795159.370
1652023.01.18 08:20modify450.10160.870160.795159.370
1662023.01.18 10:40t/p450.10159.370160.795159.370101.4310533.68
1672023.01.18 10:40t/p460.10159.370160.795159.37060.1910593.87
1682023.02.02 20:00buy470.10157.3800.0000.000
1692023.02.02 20:00modify470.10157.380156.280158.880
1702023.02.03 14:40buy480.10158.2310.0000.000
1712023.02.03 14:40modify480.10158.231157.830158.880
1722023.02.03 14:40buy490.10158.2310.0000.000
1732023.02.03 14:40modify490.10158.231157.905158.880
1742023.02.03 14:40modify470.10157.380157.905158.880
1752023.02.03 14:45modify480.10158.231157.905158.880
1762023.02.05 22:00t/p470.10158.880157.905158.880102.4610696.33
1772023.02.05 22:00t/p480.10158.880157.905158.88043.9210740.25
1782023.02.05 22:00t/p490.10158.880157.905158.88043.9210784.17
1792023.02.13 16:00sell500.10161.1690.0000.000
1802023.02.13 16:00modify500.10161.169162.269159.669
1812023.02.13 20:55sell510.10160.5570.0000.000
1822023.02.13 20:55modify510.10160.557161.094159.669
1832023.02.13 20:55modify500.10161.169161.094159.669
1842023.02.14 03:33sell520.10160.3310.0000.000
1852023.02.14 03:33modify520.10160.331160.719159.669
1862023.02.14 03:33sell530.10160.3310.0000.000
1872023.02.14 03:33modify530.10160.331160.644159.669
1882023.02.14 03:33modify510.10160.557160.644159.669
1892023.02.14 03:33modify500.10161.169160.644159.669
1902023.02.14 03:40modify520.10160.331160.644159.669
1912023.02.14 08:30s/l500.10160.644160.644159.66934.2510818.42
1922023.02.14 08:30s/l510.10160.644160.644159.669-7.1310811.29
1932023.02.14 08:30s/l520.10160.644160.644159.669-21.1610790.13
1942023.02.14 08:30s/l530.10160.644160.644159.669-21.1610768.97
1952023.02.21 16:00sell540.10163.5880.0000.000
1962023.02.21 16:00modify540.10163.588164.688162.088
1972023.02.22 08:33sell550.10162.7460.0000.000
1982023.02.22 08:33modify550.10162.746163.138162.088
1992023.02.22 08:33sell560.10162.7460.0000.000
2002023.02.22 08:33modify560.10162.746163.063162.088
2012023.02.22 08:33modify540.10163.588163.063162.088
2022023.02.22 08:40modify550.10162.746163.063162.088
2032023.02.22 10:40s/l540.10163.063163.063162.08834.2510803.22
2042023.02.22 10:40s/l550.10163.063163.063162.088-21.4410781.78
2052023.02.22 10:40s/l560.10163.063163.063162.088-21.4410760.34
2062023.03.13 12:00buy570.10160.8350.0000.000
2072023.03.13 12:00modify570.10160.835159.735162.335
2082023.03.13 14:50buy580.10161.4420.0000.000
2092023.03.13 14:50modify580.10161.442160.910162.335
2102023.03.13 14:50modify570.10160.835160.910162.335
2112023.03.13 18:20t/p570.10162.335160.910162.335101.5010861.84
2122023.03.13 18:20t/p580.10162.335160.910162.33560.4310922.27
2132023.03.15 12:00buy590.10161.1600.0000.000
2142023.03.15 12:00modify590.10161.160160.060162.660
2152023.03.15 12:40s/l590.10160.060160.060162.660-74.4210847.85
2162023.03.24 12:00buy600.10158.8880.0000.000
2172023.03.24 12:00modify600.10158.888157.788160.388
2182023.03.24 13:40buy610.10159.4930.0000.000
2192023.03.24 13:40modify610.10159.493158.963160.388
2202023.03.24 13:40modify600.10158.888158.963160.388
2212023.03.24 15:50buy620.10159.7190.0000.000
2222023.03.24 15:50modify620.10159.719159.338160.388
2232023.03.24 15:50buy630.10159.7190.0000.000
2242023.03.24 15:50modify630.10159.719159.413160.388
2252023.03.24 15:50modify610.10159.493159.413160.388
2262023.03.24 15:50modify600.10158.888159.413160.388
2272023.03.24 15:55modify620.10159.719159.413160.388
2282023.03.27 06:20t/p600.10160.388159.413160.388102.4510950.29
2292023.03.27 06:20t/p610.10160.388159.413160.38861.5211011.81
2302023.03.27 06:20t/p620.10160.388159.413160.38846.2311058.03
2312023.03.27 06:20t/p630.10160.388159.413160.38846.2311104.26
2322023.04.28 08:00sell640.10169.3860.0000.000
2332023.04.28 08:00modify640.10169.386170.486167.886
2342023.04.28 08:53sell650.10168.7780.0000.000
2352023.04.28 08:53modify650.10168.778169.311167.886
2362023.04.28 08:53modify640.10169.386169.311167.886
2372023.04.28 09:40s/l640.10169.311169.311167.8865.0711109.33
2382023.04.28 09:40s/l650.10169.311169.311167.886-36.0511073.28
2392023.05.05 16:00sell660.10170.5370.0000.000
2402023.05.05 16:00modify660.10170.537171.637169.037
2412023.05.11 11:40t/p660.10169.037171.637169.03793.9211167.20
2422023.06.16 16:00sell670.10181.7330.0000.000
2432023.06.16 16:00modify670.10181.733182.833180.233
2442023.06.20 12:40t/p670.10180.233182.833180.23398.9311266.13
2452023.07.27 20:00buy680.10177.8170.0000.000
2462023.07.27 20:00modify680.10177.817176.717179.317
2472023.07.27 21:30buy690.10178.4240.0000.000
2482023.07.27 21:30modify690.10178.424177.892179.317
2492023.07.27 21:30modify680.10177.817177.892179.317
2502023.07.27 22:40s/l680.10177.892177.892179.3175.0711271.20
2512023.07.27 22:40s/l690.10177.892177.892179.317-36.0011235.20
2522023.07.28 16:00sell700.10181.0470.0000.000
2532023.07.28 16:00modify700.10181.047182.147179.547
2542023.07.31 02:40s/l700.10182.147182.147179.547-75.6411159.56
2552023.08.23 12:00buy710.10183.7070.0000.000
2562023.08.23 12:00modify710.10183.707182.607185.207
2572023.08.23 19:20buy720.10184.3290.0000.000
2582023.08.23 19:20modify720.10184.329183.782185.207
2592023.08.23 19:20modify710.10183.707183.782185.207
2602023.08.24 07:30buy730.10184.5400.0000.000
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2622023.08.24 07:30buy740.10184.5400.0000.000
2632023.08.24 07:30modify740.10184.540184.232185.207
2642023.08.24 07:30modify720.10184.329184.232185.207
2652023.08.24 07:30modify710.10183.707184.232185.207
2662023.08.24 07:35modify730.10184.540184.232185.207
2672023.08.24 09:40s/l710.10184.232184.232185.20738.3911197.94
2682023.08.24 09:40s/l720.10184.232184.232185.207-3.7011194.24
2692023.08.24 09:40s/l730.10184.232184.232185.207-20.8411173.40
2702023.08.24 09:40s/l740.10184.232184.232185.207-20.8411152.56