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=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=80; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 profit780.94Gross profit1253.28Gross loss-472.34
Profit factor2.65Expected payoff17.35
Absolute drawdown50.95Maximal drawdown348.68 (3.19%)Relative drawdown3.19% (348.68)
Total trades45Short positions (won %)32 (75.00%)Long positions (won %)13 (38.46%)
Profit trades (% of total)29 (64.44%)Loss trades (% of total)16 (35.56%)
Largestprofit trade81.20loss trade-57.85
Averageprofit trade43.22loss trade-29.52
Maximumconsecutive wins (profit in money)6 (269.25)consecutive losses (loss in money)3 (-128.44)
Maximalconsecutive profit (count of wins)269.25 (6)consecutive loss (count of losses)-128.44 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.07 12:00sell10.10165.5950.0000.000
22022.09.07 12:00modify10.10165.595166.395164.395
32022.09.09 10:05sell20.10164.9310.0000.000
42022.09.09 10:05modify20.10164.931165.295164.395
52022.09.09 10:05modify10.10165.595165.295164.395
62022.09.09 10:20sell30.10164.7410.0000.000
72022.09.09 10:20modify30.10164.741165.175164.395
82022.09.09 10:20modify20.10164.931165.175164.395
92022.09.09 10:20modify10.10165.595165.175164.395
102022.09.09 10:40t/p10.10164.395165.175164.39576.1510076.15
112022.09.09 10:40t/p20.10164.395165.175164.39536.2510112.40
122022.09.09 10:40t/p30.10164.395165.175164.39523.4010135.80
132022.10.04 04:00sell40.10163.7900.0000.000
142022.10.04 04:00modify40.10163.790164.590162.590
152022.10.04 06:05s/l40.10164.590164.590162.590-54.1010081.70
162022.10.14 00:00sell50.10166.4690.0000.000
172022.10.14 00:00modify50.10166.469167.269165.269
182022.10.14 11:20sell60.10165.8030.0000.000
192022.10.14 11:20modify60.10165.803166.169165.269
202022.10.14 11:20modify50.10166.469166.169165.269
212022.10.14 11:40t/p50.10165.269166.169165.26981.1410162.84
222022.10.14 11:40t/p60.10165.269166.169165.26936.1110198.95
232022.10.26 12:00sell70.10170.0800.0000.000
242022.10.26 12:00modify70.10170.080170.880168.880
252022.10.27 05:05sell80.10169.4120.0000.000
262022.10.27 05:05modify80.10169.412169.780168.880
272022.10.27 05:05modify70.10170.080169.780168.880
282022.10.27 05:20sell90.10169.2110.0000.000
292022.10.27 05:20modify90.10169.211169.660168.880
302022.10.27 05:20modify80.10169.412169.660168.880
312022.10.27 05:20modify70.10170.080169.660168.880
322022.10.27 05:40t/p70.10168.880169.660168.88077.4010276.34
332022.10.27 05:40t/p80.10168.880169.660168.88035.9810312.32
342022.10.27 05:40t/p90.10168.880169.660168.88022.3810334.70
352022.11.04 00:00buy100.10165.7830.0000.000
362022.11.04 00:00modify100.10165.783164.983166.983
372022.11.04 04:50buy110.10166.2770.0000.000
382022.11.04 04:50modify110.10166.277166.023166.983
392022.11.04 04:50modify100.10165.783166.023166.983
402022.11.04 05:30s/l100.10166.023166.023166.98316.2410350.94
412022.11.04 05:30s/l110.10166.023166.023166.983-17.1910333.75
422022.11.08 00:00sell120.10168.7950.0000.000
432022.11.08 00:00modify120.10168.795169.595167.595
442022.11.08 07:50sell130.10168.3050.0000.000
452022.11.08 07:50modify130.10168.305168.555167.595
462022.11.08 07:50modify120.10168.795168.555167.595
472022.11.08 10:40t/p120.10167.595168.555167.59581.1410414.89
482022.11.08 10:40t/p130.10167.595168.555167.59548.0110462.90
492022.12.20 12:00buy140.10161.1140.0000.000
502022.12.20 12:00modify140.10161.114160.314162.314
512022.12.20 15:30s/l140.10160.314160.314162.314-54.1310408.77
522022.12.28 16:00sell150.10161.5400.0000.000
532022.12.28 16:00modify150.10161.540162.340160.340
542022.12.29 04:50sell160.10160.8590.0000.000
552022.12.29 04:50modify160.10160.859161.240160.340
562022.12.29 04:50modify150.10161.540161.240160.340
572022.12.29 09:35sell170.10161.0490.0000.000
582022.12.29 09:35modify170.10161.049161.300160.340
592022.12.29 09:40modify170.10161.049161.240160.340
602022.12.29 13:20sell180.10160.6970.0000.000
612022.12.29 13:20modify180.10160.697161.120160.340
622022.12.29 13:20modify160.10160.859161.120160.340
632022.12.29 13:20modify170.10161.049161.120160.340
642022.12.29 13:20modify150.10161.540161.120160.340
652022.12.29 14:40t/p150.10160.340161.120160.34077.3910486.16
662022.12.29 14:40t/p160.10160.340161.120160.34035.0910521.25
672022.12.29 14:40t/p170.10160.340161.120160.34047.9410569.19
682022.12.29 14:40t/p180.10160.340161.120160.34024.1410593.33
692022.12.30 16:00buy190.10158.7350.0000.000
702022.12.30 16:00modify190.10158.735157.935159.935
712022.12.30 17:15buy200.10159.2400.0000.000
722022.12.30 17:15modify200.10159.240158.975159.935
732022.12.30 17:15modify190.10158.735158.975159.935
742022.12.30 17:20s/l190.10158.975158.975159.93516.2410609.57
752022.12.30 17:20s/l200.10158.975158.975159.935-17.9310591.64
762023.01.09 16:00sell210.10160.8470.0000.000
772023.01.09 16:00modify210.10160.847161.647159.647
782023.01.09 23:40sell220.10160.3450.0000.000
792023.01.09 23:40modify220.10160.345160.607159.647
802023.01.09 23:40modify210.10160.847160.607159.647
812023.01.10 00:05s/l210.10160.607160.607159.64714.9810606.62
822023.01.10 00:05s/l220.10160.607160.607159.647-18.9710587.65
832023.01.18 08:00sell230.10160.4010.0000.000
842023.01.18 08:00modify230.10160.401161.201159.201
852023.01.18 11:45sell240.10159.9190.0000.000
862023.01.18 11:45modify240.10159.919160.161159.201
872023.01.18 11:45modify230.10160.401160.161159.201
882023.01.18 13:30t/p230.10159.201160.161159.20181.1510668.80
892023.01.18 13:30t/p240.10159.201160.161159.20148.5610717.36
902023.02.03 00:00buy250.10157.3970.0000.000
912023.02.03 00:00modify250.10157.397156.597158.597
922023.02.03 15:40t/p250.10158.597156.597158.59781.2010798.56
932023.02.15 00:00sell260.10161.8990.0000.000
942023.02.15 00:00modify260.10161.899162.699160.699
952023.02.15 08:45sell270.10161.3900.0000.000
962023.02.15 08:45modify270.10161.390161.659160.699
972023.02.15 08:45modify260.10161.899161.659160.699
982023.02.15 11:26sell280.10161.0570.0000.000
992023.02.15 11:26modify280.10161.057161.479160.699
1002023.02.15 11:26modify270.10161.390161.479160.699
1012023.02.15 11:26modify260.10161.899161.479160.699
1022023.02.15 16:40s/l260.10161.479161.479160.69928.4010826.96
1032023.02.15 16:40s/l270.10161.479161.479160.699-6.0210820.94
1042023.02.15 16:40s/l280.10161.479161.479160.699-28.5410792.40
1052023.04.12 00:00sell290.10166.0470.0000.000
1062023.04.12 00:00modify290.10166.047166.847164.847
1072023.04.12 12:40sell300.10165.3770.0000.000
1082023.04.12 12:40modify300.10165.377165.747164.847
1092023.04.12 12:40modify290.10166.047165.747164.847
1102023.04.12 13:20s/l290.10165.747165.747164.84720.2910812.69
1112023.04.12 13:20s/l300.10165.747165.747164.847-25.0210787.67
1122023.05.11 04:00buy310.10169.3510.0000.000
1132023.05.11 04:00modify310.10169.351168.551170.551
1142023.05.11 12:40s/l310.10168.551168.551170.551-54.1310733.54
1152023.06.09 12:00sell320.10175.1330.0000.000
1162023.06.09 12:00modify320.10175.133175.933173.933
1172023.06.12 12:40sell330.10174.6490.0000.000
1182023.06.12 12:40modify330.10174.649174.893173.933
1192023.06.12 12:40modify320.10175.133174.893173.933
1202023.06.12 13:30s/l320.10174.893174.893173.93314.9810748.52
1212023.06.12 13:30s/l330.10174.893174.893173.933-16.5010732.02
1222023.06.14 00:00sell340.10176.6640.0000.000
1232023.06.14 00:00modify340.10176.664177.464175.464
1242023.06.15 00:20s/l340.10177.464177.464175.464-57.8510674.16
1252023.06.15 12:00sell350.10178.5810.0000.000
1262023.06.15 12:00modify350.10178.581179.381177.381
1272023.06.15 15:40s/l350.10179.381179.381177.381-54.0910620.07
1282023.07.06 08:00buy360.10183.1480.0000.000
1292023.07.06 08:00modify360.10183.148182.348184.348
1302023.07.06 11:15buy370.10183.8080.0000.000
1312023.07.06 11:15modify370.10183.808183.448184.348
1322023.07.06 11:15modify360.10183.148183.448184.348
1332023.07.06 11:55buy380.10183.6350.0000.000
1342023.07.06 11:55modify380.10183.635183.388184.348
1352023.07.06 11:59modify380.10183.635183.448184.348
1362023.07.06 13:05buy390.10184.0000.0000.000
1372023.07.06 13:05modify390.10184.000183.568184.348
1382023.07.06 13:05modify370.10183.808183.568184.348
1392023.07.06 13:05modify380.10183.635183.568184.348
1402023.07.06 13:05modify360.10183.148183.568184.348
1412023.07.06 13:40s/l360.10183.568183.568184.34828.4210648.49
1422023.07.06 13:40s/l370.10183.568183.568184.348-16.2410632.25
1432023.07.06 13:40s/l380.10183.568183.568184.348-4.5310627.72
1442023.07.06 13:40s/l390.10183.568183.568184.348-29.2310598.49
1452023.08.22 04:00sell400.10186.5090.0000.000
1462023.08.22 04:00modify400.10186.509187.309185.309
1472023.08.22 10:30sell410.10186.0210.0000.000
1482023.08.22 10:30modify410.10186.021186.269185.309
1492023.08.22 10:30modify400.10186.509186.269185.309
1502023.08.22 13:50sell420.10185.8400.0000.000
1512023.08.22 13:50modify420.10185.840186.209185.309
1522023.08.22 13:50modify410.10186.021186.209185.309
1532023.08.22 13:50modify400.10186.509186.209185.309
1542023.08.22 14:50sell430.10185.6620.0000.000
1552023.08.22 14:50modify430.10185.662186.089185.309
1562023.08.22 14:50modify420.10185.840186.089185.309
1572023.08.22 14:50modify410.10186.021186.089185.309
1582023.08.22 14:50modify400.10186.509186.089185.309
1592023.08.23 07:30t/p400.10185.309186.089185.30979.9010678.39
1602023.08.23 07:30t/p410.10185.309186.089185.30946.9010725.29
1612023.08.23 07:30t/p420.10185.309186.089185.30934.6610759.95
1622023.08.23 07:30t/p430.10185.309186.089185.30922.6210782.57
1632023.08.23 16:00buy440.10183.8940.0000.000
1642023.08.23 16:00modify440.10183.894183.094185.094
1652023.08.23 19:33buy450.10184.3980.0000.000
1662023.08.23 19:33modify450.10184.398184.134185.094
1672023.08.23 19:33modify440.10183.894184.134185.094
1682023.08.23 21:00s/l440.10184.134184.134185.09416.2410798.81
1692023.08.23 21:00s/l450.10184.134184.134185.094-17.8710780.94