Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=35; 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=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 test1911Ticks modelled43362585Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit443.47Gross profit1183.24Gross loss-739.77
Profit factor1.60Expected payoff8.87
Absolute drawdown82.73Maximal drawdown241.33 (2.29%)Relative drawdown2.29% (241.33)
Total trades50Short positions (won %)26 (57.69%)Long positions (won %)24 (41.67%)
Profit trades (% of total)25 (50.00%)Loss trades (% of total)25 (50.00%)
Largestprofit trade101.71loss trade-62.01
Averageprofit trade47.33loss trade-29.59
Maximumconsecutive wins (profit in money)5 (260.98)consecutive losses (loss in money)3 (-70.71)
Maximalconsecutive profit (count of wins)260.98 (5)consecutive loss (count of losses)-119.87 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.03 20:00sell10.10163.7930.0000.000
22022.10.03 20:00modify10.10163.793164.693162.293
32022.10.04 06:40s/l10.10164.693164.693162.293-62.009938.00
42022.10.05 16:00buy20.10163.1990.0000.000
52022.10.05 16:00modify20.10163.199162.299164.699
62022.10.05 18:59buy30.10163.9500.0000.000
72022.10.05 18:59modify30.10163.950163.274164.699
82022.10.05 18:59modify20.10163.199163.274164.699
92022.10.05 19:00buy40.10164.0240.0000.000
102022.10.05 19:00modify40.10164.024163.724164.699
112022.10.05 19:00modify30.10163.950163.724164.699
122022.10.05 19:00modify20.10163.199163.724164.699
132022.10.05 19:51s/l20.10163.724163.724164.69935.269973.26
142022.10.05 19:51s/l30.10163.724163.724164.699-15.179958.09
152022.10.05 19:51s/l40.10163.724163.724164.699-20.149937.95
162022.10.06 16:00buy50.10161.3780.0000.000
172022.10.06 16:00modify50.10161.378160.478162.878
182022.10.06 17:55buy60.10162.1290.0000.000
192022.10.06 17:55modify60.10162.129161.453162.878
202022.10.06 17:55modify50.10161.378161.453162.878
212022.10.06 17:57buy70.10162.2030.0000.000
222022.10.06 17:57modify70.10162.203161.903162.878
232022.10.06 17:57modify60.10162.129161.903162.878
242022.10.06 17:57modify50.10161.378161.903162.878
252022.10.06 18:45s/l50.10161.903161.903162.87835.259973.20
262022.10.06 18:45s/l60.10161.903161.903162.878-15.189958.02
272022.10.06 18:45s/l70.10161.903161.903162.878-20.159937.87
282022.10.11 16:00sell80.10162.5080.0000.000
292022.10.11 16:00modify80.10162.508163.408161.008
302022.10.11 18:44sell90.10161.7530.0000.000
312022.10.11 18:44modify90.10161.753162.433161.008
322022.10.11 18:44modify80.10162.508162.433161.008
332022.10.11 18:45sell100.10161.6780.0000.000
342022.10.11 18:45modify100.10161.678161.983161.008
352022.10.11 18:45modify90.10161.753161.983161.008
362022.10.11 18:45modify80.10162.508161.983161.008
372022.10.11 18:46sell110.10161.4550.0000.000
382022.10.11 18:46modify110.10161.455161.983161.008
392022.10.11 18:56t/p80.10161.008161.983161.008100.7210038.59
402022.10.11 18:56t/p90.10161.008161.983161.00850.0210088.61
412022.10.11 18:56t/p100.10161.008161.983161.00844.9810133.59
422022.10.11 18:56t/p110.10161.008161.983161.00830.0110163.60
432022.10.17 16:00sell120.10169.8890.0000.000
442022.10.17 16:00modify120.10169.889170.789168.389
452022.10.17 18:17sell130.10169.1390.0000.000
462022.10.17 18:17modify130.10169.139169.814168.389
472022.10.17 18:17modify120.10169.889169.814168.389
482022.10.17 18:25sell140.10169.0610.0000.000
492022.10.17 18:25modify140.10169.061169.364168.389
502022.10.17 18:25modify130.10169.139169.364168.389
512022.10.17 18:25modify120.10169.889169.364168.389
522022.10.17 20:40s/l120.10169.364169.364168.38935.2510198.85
532022.10.17 20:40s/l130.10169.364169.364168.389-15.1110183.74
542022.10.17 20:40s/l140.10169.364169.364168.389-20.3410163.40
552022.10.21 16:00buy150.10165.2010.0000.000
562022.10.21 16:00modify150.10165.201164.301166.701
572022.10.21 16:05buy160.10165.9560.0000.000
582022.10.21 16:05modify160.10165.956165.276166.701
592022.10.21 16:05modify150.10165.201165.276166.701
602022.10.21 16:06buy170.10166.0320.0000.000
612022.10.21 16:06modify170.10166.032165.726166.701
622022.10.21 16:06modify160.10165.956165.726166.701
632022.10.21 16:06modify150.10165.201165.726166.701
642022.10.21 16:08s/l150.10165.726165.726166.70135.2510198.65
652022.10.21 16:08s/l160.10165.726165.726166.701-15.4510183.20
662022.10.21 16:08s/l170.10165.726165.726166.701-20.5510162.65
672022.11.03 16:00buy180.10165.7120.0000.000
682022.11.03 16:00modify180.10165.712164.812167.212
692022.11.04 17:46buy190.10166.4620.0000.000
702022.11.04 17:46modify190.10166.462165.787167.212
712022.11.04 17:46modify180.10165.712165.787167.212
722022.11.04 17:49buy200.10166.5390.0000.000
732022.11.04 17:49modify200.10166.539166.237167.212
742022.11.04 17:49modify190.10166.462166.237167.212
752022.11.04 17:49modify180.10165.712166.237167.212
762022.11.04 18:27buy210.10166.7630.0000.000
772022.11.04 18:27modify210.10166.763166.237167.212
782022.11.06 22:06s/l180.10166.237166.237167.21236.2510198.90
792022.11.06 22:06s/l190.10166.237166.237167.212-15.1110183.79
802022.11.06 22:06s/l200.10166.237166.237167.212-20.2810163.51
812022.11.06 22:06s/l210.10166.237166.237167.212-35.3210128.19
822022.11.07 20:00sell220.10169.0350.0000.000
832022.11.07 20:00modify220.10169.035169.935167.535
842022.11.08 07:49sell230.10168.2840.0000.000
852022.11.08 07:49modify230.10168.284168.960167.535
862022.11.08 07:49modify220.10169.035168.960167.535
872022.11.08 08:01sell240.10168.2090.0000.000
882022.11.08 08:01modify240.10168.209168.510167.535
892022.11.08 08:01modify230.10168.284168.510167.535
902022.11.08 08:01modify220.10169.035168.510167.535
912022.11.08 08:58sell250.10167.9840.0000.000
922022.11.08 08:58modify250.10167.984168.510167.535
932022.11.08 12:56t/p220.10167.535168.510167.53599.1510227.33
942022.11.08 12:56t/p230.10167.535168.510167.53550.2910277.62
952022.11.08 12:56t/p240.10167.535168.510167.53545.2610322.88
962022.11.08 12:56t/p250.10167.535168.510167.53530.1510353.03
972023.01.04 16:00sell260.10158.9990.0000.000
982023.01.04 16:00modify260.10158.999159.899157.499
992023.01.04 17:49s/l260.10159.899159.899157.499-60.4310292.60
1002023.01.12 16:00buy270.10157.8550.0000.000
1012023.01.12 16:00modify270.10157.855156.955159.355
1022023.01.13 06:46s/l270.10156.955156.955159.355-59.4410233.16
1032023.01.13 16:00buy280.10155.7860.0000.000
1042023.01.13 16:00modify280.10155.786154.886157.286
1052023.01.13 20:52buy290.10156.5360.0000.000
1062023.01.13 20:52modify290.10156.536155.861157.286
1072023.01.13 20:52modify280.10155.786155.861157.286
1082023.01.15 23:21buy300.10156.6200.0000.000
1092023.01.15 23:21modify300.10156.620156.311157.286
1102023.01.15 23:21modify290.10156.536156.311157.286
1112023.01.15 23:21modify280.10155.786156.311157.286
1122023.01.16 00:36buy310.10156.8390.0000.000
1132023.01.16 00:36modify310.10156.839156.311157.286
1142023.01.16 01:27s/l280.10156.311156.311157.28636.2410269.40
1152023.01.16 01:27s/l290.10156.311156.311157.286-14.1210255.27
1162023.01.16 01:27s/l300.10156.311156.311157.286-19.7610235.51
1172023.01.16 01:27s/l310.10156.311156.311157.286-35.4610200.05
1182023.02.02 20:00buy320.10157.3800.0000.000
1192023.02.02 20:00modify320.10157.380156.480158.880
1202023.02.03 14:32buy330.10158.1360.0000.000
1212023.02.03 14:32modify330.10158.136157.455158.880
1222023.02.03 14:32modify320.10157.380157.455158.880
1232023.02.03 14:39buy340.10158.2070.0000.000
1242023.02.03 14:39modify340.10158.207157.905158.880
1252023.02.03 14:39modify330.10158.136157.905158.880
1262023.02.03 14:39modify320.10157.380157.905158.880
1272023.02.03 15:15buy350.10158.4310.0000.000
1282023.02.03 15:15modify350.10158.431157.905158.880
1292023.02.05 22:00t/p320.10158.880157.905158.880101.7110301.76
1302023.02.05 22:00t/p330.10158.880157.905158.88049.9610351.72
1312023.02.05 22:00t/p340.10158.880157.905158.88045.1910396.91
1322023.02.05 22:00t/p350.10158.880157.905158.88030.1510427.06
1332023.02.13 16:00sell360.10161.1690.0000.000
1342023.02.13 16:00modify360.10161.169162.069159.669
1352023.02.14 01:28sell370.10160.4190.0000.000
1362023.02.14 01:28modify370.10160.419161.094159.669
1372023.02.14 01:28modify360.10161.169161.094159.669
1382023.02.14 01:32sell380.10160.3440.0000.000
1392023.02.14 01:32modify380.10160.344160.644159.669
1402023.02.14 01:32modify370.10160.419160.644159.669
1412023.02.14 01:32modify360.10161.169160.644159.669
1422023.02.14 05:10sell390.10160.1170.0000.000
1432023.02.14 05:10modify390.10160.117160.644159.669
1442023.02.14 08:44s/l360.10160.644160.644159.66933.6810460.73
1452023.02.14 08:44s/l370.10160.644160.644159.669-15.1010445.63
1462023.02.14 08:44s/l380.10160.644160.644159.669-20.1410425.49
1472023.02.14 08:44s/l390.10160.644160.644159.669-35.3810390.11
1482023.05.05 16:00sell400.10170.5370.0000.000
1492023.05.05 16:00modify400.10170.537171.437169.037
1502023.05.10 13:47sell410.10169.7870.0000.000
1512023.05.10 13:47modify410.10169.787170.462169.037
1522023.05.10 13:47modify400.10170.537170.462169.037
1532023.05.10 13:49sell420.10169.7110.0000.000
1542023.05.10 13:49modify420.10169.711170.012169.037
1552023.05.10 13:49modify410.10169.787170.012169.037
1562023.05.10 13:49modify400.10170.537170.012169.037
1572023.05.10 14:03s/l400.10170.012170.012169.03730.5510420.66
1582023.05.10 14:03s/l410.10170.012170.012169.037-15.1010405.56
1592023.05.10 14:03s/l420.10170.012170.012169.037-20.2110385.35
1602023.06.13 16:00sell430.10176.5350.0000.000
1612023.06.13 16:00modify430.10176.535177.435175.035
1622023.06.14 20:45s/l430.10177.435177.435175.035-62.0110323.34
1632023.06.16 16:00sell440.10181.7330.0000.000
1642023.06.16 16:00modify440.10181.733182.633180.233
1652023.06.20 07:03sell450.10180.9800.0000.000
1662023.06.20 07:03modify450.10180.980181.658180.233
1672023.06.20 07:03modify440.10181.733181.658180.233
1682023.06.20 08:51sell460.10180.9080.0000.000
1692023.06.20 08:51modify460.10180.908181.208180.233
1702023.06.20 08:51modify450.10180.980181.208180.233
1712023.06.20 08:51modify440.10181.733181.208180.233
1722023.06.20 10:35sell470.10180.6770.0000.000
1732023.06.20 10:35modify470.10180.677181.208180.233
1742023.06.20 12:04t/p440.10180.233181.208180.23397.5910420.93
1752023.06.20 12:04t/p450.10180.233181.208180.23350.1610471.09
1762023.06.20 12:04t/p460.10180.233181.208180.23345.3310516.42
1772023.06.20 12:04t/p470.10180.233181.208180.23329.8210546.24
1782023.07.27 20:00buy480.10177.8170.0000.000
1792023.07.27 20:00modify480.10177.817176.917179.317
1802023.07.27 20:44buy490.10178.5740.0000.000
1812023.07.27 20:44modify490.10178.574177.892179.317
1822023.07.27 20:44modify480.10177.817177.892179.317
1832023.07.27 22:05s/l480.10177.892177.892179.3175.0410551.28
1842023.07.27 22:05s/l490.10177.892177.892179.317-45.8010505.48
1852023.07.28 16:00sell500.10181.0470.0000.000
1862023.07.28 16:00modify500.10181.047181.947179.547
1872023.07.31 01:36s/l500.10181.947181.947179.547-62.0110443.47