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)
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=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; 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 test2612Ticks modelled79899Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit1072.55Gross profit1615.53Gross loss-542.98
Profit factor2.98Expected payoff21.45
Absolute drawdown105.95Maximal drawdown304.95 (2.73%)Relative drawdown2.73% (304.95)
Total trades50Short positions (won %)36 (77.78%)Long positions (won %)14 (50.00%)
Profit trades (% of total)35 (70.00%)Loss trades (% of total)15 (30.00%)
Largestprofit trade88.34loss trade-58.46
Averageprofit trade46.16loss trade-36.20
Maximumconsecutive wins (profit in money)13 (663.63)consecutive losses (loss in money)4 (-161.58)
Maximalconsecutive profit (count of wins)663.63 (13)consecutive loss (count of losses)-161.58 (4)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 04:00sell10.10163.7900.0000.000
22022.10.04 04:00modify10.10163.790164.590162.490
32022.10.04 06:05s/l10.10164.590164.590162.490-53.759946.25
42022.10.14 00:00sell20.10166.4690.0000.000
52022.10.14 00:00modify20.10166.469167.269165.169
62022.10.14 11:20sell30.10165.8030.0000.000
72022.10.14 11:20modify30.10165.803166.339165.169
82022.10.14 11:20sell40.10165.8030.0000.000
92022.10.14 11:20modify40.10165.803166.144165.169
102022.10.14 11:20modify20.10166.469166.144165.169
112022.10.14 11:25modify30.10165.803166.144165.169
122022.10.14 11:30sell50.10165.4710.0000.000
132022.10.14 11:30modify50.10165.471165.949165.169
142022.10.14 11:30modify40.10165.803165.949165.169
152022.10.14 11:30modify30.10165.803165.949165.169
162022.10.14 11:30modify20.10166.469165.949165.169
172022.10.14 11:40t/p20.10165.169165.949165.16987.3410033.59
182022.10.14 11:40t/p30.10165.169165.949165.16942.5910076.18
192022.10.14 11:40t/p40.10165.169165.949165.16942.5910118.77
202022.10.14 11:40t/p50.10165.169165.949165.16920.2910139.06
212022.10.26 12:00sell60.10170.0800.0000.000
222022.10.26 12:00modify60.10170.080170.880168.780
232022.10.27 05:05sell70.10169.4120.0000.000
242022.10.27 05:05modify70.10169.412169.950168.780
252022.10.27 05:05sell80.10169.4120.0000.000
262022.10.27 05:05modify80.10169.412169.755168.780
272022.10.27 05:05modify60.10170.080169.755168.780
282022.10.27 05:10modify70.10169.412169.755168.780
292022.10.27 06:40t/p60.10168.780169.755168.78082.6310221.69
302022.10.27 06:40t/p70.10168.780169.755168.78042.4610264.15
312022.10.27 06:40t/p80.10168.780169.755168.78042.4610306.61
322022.11.04 00:00buy90.10165.7830.0000.000
332022.11.04 00:00modify90.10165.783164.983167.083
342022.11.07 00:10buy100.10166.4400.0000.000
352022.11.07 00:10modify100.10166.440165.913167.083
362022.11.07 00:10buy110.10166.4400.0000.000
372022.11.07 00:10modify110.10166.440166.108167.083
382022.11.07 00:10modify90.10165.783166.108167.083
392022.11.07 00:15modify100.10166.440166.108167.083
402022.11.07 03:20buy120.10166.7780.0000.000
412022.11.07 03:20modify120.10166.778166.303167.083
422022.11.07 03:20modify110.10166.440166.303167.083
432022.11.07 03:20modify100.10166.440166.303167.083
442022.11.07 03:20modify90.10165.783166.303167.083
452022.11.07 08:20t/p90.10167.083166.303167.08388.3410394.94
462022.11.07 08:20t/p100.10167.083166.303167.08343.2110438.15
472022.11.07 08:20t/p110.10167.083166.303167.08343.2110481.36
482022.11.07 08:20t/p120.10167.083166.303167.08320.5010501.86
492022.11.08 00:00sell130.10168.7950.0000.000
502022.11.08 00:00modify130.10168.795169.595167.495
512022.11.08 09:25sell140.10167.8030.0000.000
522022.11.08 09:25modify140.10167.803168.275167.495
532022.11.08 09:25modify130.10168.795168.275167.495
542022.11.08 13:05t/p130.10167.495168.275167.49587.3310589.19
552022.11.08 13:05t/p140.10167.495168.275167.49520.6910609.88
562022.12.20 12:00buy150.10161.1140.0000.000
572022.12.20 12:00modify150.10161.114160.314162.414
582022.12.20 15:30s/l150.10160.314160.314162.414-53.7510556.13
592022.12.28 16:00sell160.10161.5400.0000.000
602022.12.28 16:00modify160.10161.540162.340160.240
612022.12.29 06:20sell170.10160.8640.0000.000
622022.12.29 06:20modify170.10160.864161.410160.240
632022.12.29 06:20sell180.10160.8640.0000.000
642022.12.29 06:20modify180.10160.864161.215160.240
652022.12.29 06:20modify160.10161.540161.215160.240
662022.12.29 06:25modify170.10160.864161.215160.240
672022.12.29 14:10sell190.10160.5600.0000.000
682022.12.29 14:10modify190.10160.560161.020160.240
692022.12.29 14:10modify180.10160.864161.020160.240
702022.12.29 14:10modify170.10160.864161.020160.240
712022.12.29 14:10modify160.10161.540161.020160.240
722022.12.29 14:40t/p160.10160.240161.020160.24082.6310638.76
732022.12.29 14:40t/p170.10160.240161.020160.24041.9210680.68
742022.12.29 14:40t/p180.10160.240161.020160.24041.9210722.60
752022.12.29 14:40t/p190.10160.240161.020160.24021.5010744.10
762022.12.30 16:00buy200.10158.7350.0000.000
772022.12.30 16:00modify200.10158.735157.935160.035
782022.12.30 18:40s/l200.10157.935157.935160.035-53.7510690.35
792023.01.09 16:00sell210.10160.8470.0000.000
802023.01.09 16:00modify210.10160.847161.647159.547
812023.01.12 00:30sell220.10160.1860.0000.000
822023.01.12 00:30modify220.10160.186160.717159.547
832023.01.12 00:30sell230.10160.1860.0000.000
842023.01.12 00:30modify230.10160.186160.522159.547
852023.01.12 00:30modify210.10160.847160.522159.547
862023.01.12 00:35modify220.10160.186160.522159.547
872023.01.12 05:15sell240.10159.8580.0000.000
882023.01.12 05:15modify240.10159.858160.327159.547
892023.01.12 05:15modify230.10160.186160.327159.547
902023.01.12 05:15modify220.10160.186160.327159.547
912023.01.12 05:15modify210.10160.847160.327159.547
922023.01.12 09:40t/p210.10159.547160.327159.54779.4810769.84
932023.01.12 09:40t/p220.10159.547160.327159.54742.9310812.77
942023.01.12 09:40t/p230.10159.547160.327159.54742.9310855.70
952023.01.12 09:40t/p240.10159.547160.327159.54720.9010876.60
962023.01.18 08:00sell250.10160.4010.0000.000
972023.01.18 08:00modify250.10160.401161.201159.101
982023.01.18 09:50sell260.10159.4080.0000.000
992023.01.18 09:50modify260.10159.408159.881159.101
1002023.01.18 09:50modify250.10160.401159.881159.101
1012023.01.18 09:55s/l250.10159.881159.881159.10134.9410911.54
1022023.01.18 09:55s/l260.10159.881159.881159.101-31.7810879.76
1032023.02.03 00:00buy270.10157.3970.0000.000
1042023.02.03 00:00modify270.10157.397156.597158.697
1052023.02.03 15:40t/p270.10158.697156.597158.69787.3410967.10
1062023.02.15 00:00sell280.10161.8990.0000.000
1072023.02.15 00:00modify280.10161.899162.699160.599
1082023.02.15 19:40sell290.10161.2450.0000.000
1092023.02.15 19:40modify290.10161.245161.769160.599
1102023.02.15 19:40sell300.10161.2450.0000.000
1112023.02.15 19:40modify300.10161.245161.574160.599
1122023.02.15 19:40modify280.10161.899161.574160.599
1132023.02.15 19:45modify290.10161.245161.574160.599
1142023.02.16 13:50sell310.10160.9130.0000.000
1152023.02.16 13:50modify310.10160.913161.379160.599
1162023.02.16 13:50modify300.10161.245161.379160.599
1172023.02.16 13:50modify290.10161.245161.379160.599
1182023.02.16 13:50modify280.10161.899161.379160.599
1192023.02.16 20:40t/p280.10160.599161.379160.59982.6311049.72
1202023.02.16 20:40t/p290.10160.599161.379160.59938.6911088.41
1212023.02.16 20:40t/p300.10160.599161.379160.59938.6911127.10
1222023.02.16 20:40t/p310.10160.599161.379160.59921.0911148.19
1232023.04.12 00:00sell320.10166.0470.0000.000
1242023.04.12 00:00modify320.10166.047166.847164.747
1252023.04.12 12:40sell330.10165.3770.0000.000
1262023.04.12 12:40modify330.10165.377165.917164.747
1272023.04.12 12:40sell340.10165.3770.0000.000
1282023.04.12 12:40modify340.10165.377165.722164.747
1292023.04.12 12:40modify320.10166.047165.722164.747
1302023.04.12 12:45modify330.10165.377165.722164.747
1312023.04.12 13:20s/l320.10165.722165.722164.74721.8311170.02
1322023.04.12 13:20s/l330.10165.722165.722164.747-23.1811146.84
1332023.04.12 13:20s/l340.10165.722165.722164.747-23.1811123.66
1342023.05.11 04:00buy350.10169.3510.0000.000
1352023.05.11 04:00modify350.10169.351168.551170.651
1362023.05.11 12:40s/l350.10168.551168.551170.651-53.7511069.91
1372023.06.09 12:00sell360.10175.1330.0000.000
1382023.06.09 12:00modify360.10175.133175.933173.833
1392023.06.12 15:30sell370.10174.4640.0000.000
1402023.06.12 15:30modify370.10174.464175.003173.833
1412023.06.12 15:30sell380.10174.4640.0000.000
1422023.06.12 15:30modify380.10174.464174.808173.833
1432023.06.12 15:30modify360.10175.133174.808173.833
1442023.06.12 15:35modify370.10174.464174.808173.833
1452023.06.13 00:40s/l360.10174.808174.808173.83318.6911088.59
1462023.06.13 00:40s/l370.10174.808174.808173.833-24.6811063.91
1472023.06.13 00:40s/l380.10174.808174.808173.833-24.6811039.23
1482023.06.14 00:00sell390.10176.6640.0000.000
1492023.06.14 00:00modify390.10176.664177.464175.364
1502023.06.15 00:20s/l390.10177.464177.464175.364-58.4610980.77
1512023.06.15 12:00sell400.10178.5810.0000.000
1522023.06.15 12:00modify400.10178.581179.381177.281
1532023.06.15 15:40s/l400.10179.381179.381177.281-53.7510927.02
1542023.07.06 08:00buy410.10183.1480.0000.000
1552023.07.06 08:00modify410.10183.148182.348184.448
1562023.07.06 10:50buy420.10183.8010.0000.000
1572023.07.06 10:50modify420.10183.801183.278184.448
1582023.07.06 10:50buy430.10183.8010.0000.000
1592023.07.06 10:50modify430.10183.801183.473184.448
1602023.07.06 10:50modify410.10183.148183.473184.448
1612023.07.06 10:55modify420.10183.801183.473184.448
1622023.07.06 12:15s/l410.10183.473183.473184.44821.8410948.86
1632023.07.06 12:15s/l420.10183.473183.473184.448-22.0310926.83
1642023.07.06 12:15s/l430.10183.473183.473184.448-22.0310904.80
1652023.08.22 04:00sell440.10186.5090.0000.000
1662023.08.22 04:00modify440.10186.509187.309185.209
1672023.08.22 13:50sell450.10185.8400.0000.000
1682023.08.22 13:50modify450.10185.840186.379185.209
1692023.08.22 13:50sell460.10185.8400.0000.000
1702023.08.22 13:50modify460.10185.840186.184185.209
1712023.08.22 13:50modify440.10186.509186.184185.209
1722023.08.22 13:55modify450.10185.840186.184185.209
1732023.08.22 16:15sell470.10185.5260.0000.000
1742023.08.22 16:15modify470.10185.526185.989185.209
1752023.08.22 16:15modify460.10185.840185.989185.209
1762023.08.22 16:15modify450.10185.840185.989185.209
1772023.08.22 16:15modify440.10186.509185.989185.209
1782023.08.23 07:40t/p440.10185.209185.989185.20985.7710990.57
1792023.08.23 07:40t/p450.10185.209185.989185.20940.8311031.40
1802023.08.23 07:40t/p460.10185.209185.989185.20940.8311072.23
1812023.08.23 07:40t/p470.10185.209185.989185.20919.7311091.95
1822023.08.23 16:00buy480.10183.8940.0000.000
1832023.08.23 16:00modify480.10183.894183.094185.194
1842023.08.24 09:05buy490.10184.5480.0000.000
1852023.08.24 09:05modify490.10184.548184.024185.194
1862023.08.24 09:05buy500.10184.5480.0000.000
1872023.08.24 09:05modify500.10184.548184.219185.194
1882023.08.24 09:05modify480.10183.894184.219185.194
1892023.08.24 09:10modify490.10184.548184.219185.194
1902023.08.24 10:05s/l480.10184.219184.219185.19424.8011116.75
1912023.08.24 10:05s/l490.10184.219184.219185.194-22.1011094.65
1922023.08.24 10:05s/l500.10184.219184.219185.194-22.1011072.55