Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 test2619Ticks modelled4236Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit1421.14Gross profit3326.54Gross loss-1905.41
Profit factor1.75Expected payoff17.12
Absolute drawdown57.09Maximal drawdown389.58 (3.61%)Relative drawdown3.61% (389.58)
Total trades83Short positions (won %)46 (50.00%)Long positions (won %)37 (56.76%)
Profit trades (% of total)44 (53.01%)Loss trades (% of total)39 (46.99%)
Largestprofit trade105.36loss trade-62.96
Averageprofit trade75.60loss trade-48.86
Maximumconsecutive wins (profit in money)5 (337.19)consecutive losses (loss in money)6 (-360.27)
Maximalconsecutive profit (count of wins)387.57 (4)consecutive loss (count of losses)-360.27 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.12 16:00sell10.10168.3560.0000.000
22022.12.12 16:00modify10.10168.356169.156166.956
32022.12.13 04:00s/l10.10169.156169.156166.956-57.099942.91
42022.12.13 12:00sell20.10169.0580.0000.000
52022.12.13 12:00modify20.10169.058169.858167.658
62022.12.13 16:00t/p20.10167.658169.858167.65896.5110039.42
72022.12.14 12:00buy30.10167.0030.0000.000
82022.12.14 12:00modify30.10167.003166.203168.403
92022.12.15 00:00buy40.10168.1320.0000.000
102022.12.15 00:00modify40.10168.132167.493168.403
112022.12.15 00:00modify30.10167.003167.493168.403
122022.12.15 12:00t/p30.10168.403167.493168.403100.3910139.81
132022.12.15 12:00t/p40.10168.403167.493168.40318.7110158.52
142022.12.21 12:00buy50.10159.5410.0000.000
152022.12.21 12:00modify50.10159.541158.741160.941
162022.12.28 04:00t/p50.10160.941158.741160.941105.3610263.88
172022.12.29 16:00buy60.10160.6250.0000.000
182022.12.29 16:00modify60.10160.625159.825162.025
192022.12.30 04:00s/l60.10159.825159.825162.025-54.0010209.88
202023.01.02 12:00buy70.10157.6240.0000.000
212023.01.02 12:00modify70.10157.624156.824159.024
222023.01.03 04:00s/l70.10156.824156.824159.024-53.9910155.89
232023.01.04 16:00sell80.10158.9990.0000.000
242023.01.04 16:00modify80.10158.999159.799157.599
252023.01.04 20:00s/l80.10159.799159.799157.599-55.1410100.75
262023.01.17 12:00sell90.10157.7120.0000.000
272023.01.17 12:00modify90.10157.712158.512156.312
282023.01.18 04:00s/l90.10158.512158.512156.312-57.1010043.65
292023.01.20 12:00sell100.10160.4690.0000.000
302023.01.20 12:00modify100.10160.469161.269159.069
312023.01.20 16:00s/l100.10161.269161.269159.069-55.159988.50
322023.01.24 16:00buy110.10160.2380.0000.000
332023.01.24 16:00modify110.10160.238159.438161.638
342023.01.27 00:00t/p110.10161.638159.438161.638102.8710091.38
352023.01.31 16:00buy120.10160.0460.0000.000
362023.01.31 16:00modify120.10160.046159.246161.446
372023.02.01 16:00s/l120.10159.246159.246161.446-54.0010037.38
382023.02.01 16:00buy130.10159.3380.0000.000
392023.02.01 16:00modify130.10159.338158.538160.738
402023.02.02 16:00s/l130.10158.538158.538160.738-51.519985.87
412023.02.06 16:00sell140.10159.5780.0000.000
422023.02.06 16:00modify140.10159.578160.378158.178
432023.02.07 12:00t/p140.10158.178160.378158.17894.5610080.42
442023.02.07 16:00buy150.10157.6640.0000.000
452023.02.07 16:00modify150.10157.664156.864159.064
462023.02.08 16:00buy160.10158.8130.0000.000
472023.02.08 16:00modify160.10158.813158.154159.064
482023.02.08 16:00modify150.10157.664158.154159.064
492023.02.09 08:00s/l150.10158.154158.154159.06438.8010119.23
502023.02.09 08:00s/l160.10158.154158.154159.064-41.7710077.46
512023.02.09 16:00sell170.10159.3150.0000.000
522023.02.09 16:00modify170.10159.315160.115157.915
532023.02.10 12:00t/p170.10157.915160.115157.91594.5610172.01
542023.02.13 12:00sell180.10159.9820.0000.000
552023.02.13 12:00modify180.10159.982160.782158.582
562023.02.13 16:00s/l180.10160.782160.782158.582-55.1510116.86
572023.02.14 20:00sell190.10161.9730.0000.000
582023.02.14 20:00modify190.10161.973162.773160.573
592023.02.15 08:00sell200.10161.1060.0000.000
602023.02.15 08:00modify200.10161.106161.343160.573
612023.02.15 08:00modify190.10161.973161.343160.573
622023.02.15 12:00s/l190.10161.343161.343160.57341.4810158.34
632023.02.15 12:00s/l200.10161.343161.343160.573-16.3410142.00
642023.02.21 12:00sell210.10162.9980.0000.000
652023.02.21 12:00modify210.10162.998163.798161.598
662023.02.22 16:00sell220.10162.4220.0000.000
672023.02.22 16:00modify220.10162.422162.928161.598
682023.02.22 16:00modify210.10162.998162.928161.598
692023.02.23 16:00sell230.10162.1330.0000.000
702023.02.23 16:00modify230.10162.133162.368161.598
712023.02.23 16:00modify220.10162.422162.368161.598
722023.02.23 16:00modify210.10162.998162.368161.598
732023.02.24 00:00t/p210.10161.598162.368161.59886.7410228.74
742023.02.24 00:00t/p220.10161.598162.368161.59848.9910277.73
752023.02.24 00:00t/p230.10161.598162.368161.59834.9210312.64
762023.02.24 16:00sell240.10162.8620.0000.000
772023.02.24 16:00modify240.10162.862163.662161.462
782023.02.27 16:00s/l240.10163.662163.662161.462-57.0910255.55
792023.03.01 12:00buy250.10163.1150.0000.000
802023.03.01 12:00modify250.10163.115162.315164.515
812023.03.07 20:00s/l250.10162.315162.315164.515-47.7810207.77
822023.03.10 12:00sell260.10164.0130.0000.000
832023.03.10 12:00modify260.10164.013164.813162.613
842023.03.10 16:00t/p260.10162.613164.813162.61396.5110304.28
852023.03.15 16:00buy270.10159.8200.0000.000
862023.03.15 16:00modify270.10159.820159.020161.220
872023.03.15 20:00t/p270.10161.220159.020161.22096.6610400.94
882023.03.22 12:00sell280.10163.0440.0000.000
892023.03.22 12:00modify280.10163.044163.844161.644
902023.03.22 20:00t/p280.10161.644163.844161.64496.5010497.44
912023.03.24 12:00buy290.10158.8880.0000.000
922023.03.24 12:00modify290.10158.888158.088160.288
932023.03.27 00:00t/p290.10160.288158.088160.28897.9010595.34
942023.03.27 16:00sell300.10161.4420.0000.000
952023.03.27 16:00modify300.10161.442162.242160.042
962023.03.29 04:00s/l300.10162.242162.242160.042-59.0610536.29
972023.03.30 16:00sell310.10164.1220.0000.000
982023.03.30 16:00modify310.10164.122164.922162.722
992023.03.31 00:00s/l310.10164.922164.922162.722-57.1010479.19
1002023.04.11 16:00sell320.10165.8140.0000.000
1012023.04.11 16:00modify320.10165.814166.614164.414
1022023.04.12 08:00s/l320.10166.614166.614164.414-57.0910422.09
1032023.04.24 20:00sell330.10167.6320.0000.000
1042023.04.24 20:00modify330.10167.632168.432166.232
1052023.04.25 12:00sell340.10166.7640.0000.000
1062023.04.25 12:00modify340.10166.764167.002166.232
1072023.04.25 12:00modify330.10167.632167.002166.232
1082023.04.25 16:00t/p330.10166.232167.002166.23294.5610516.65
1092023.04.25 16:00t/p340.10166.232167.002166.23236.6710553.32
1102023.04.25 16:00buy350.10166.0920.0000.000
1112023.04.25 16:00modify350.10166.092165.292167.492
1122023.04.28 00:00t/p350.10167.492165.292167.492102.8710656.19
1132023.05.02 16:00buy360.10170.2710.0000.000
1142023.05.02 16:00modify360.10170.271169.471171.671
1152023.05.03 12:00s/l360.10169.471169.471171.671-54.0010602.20
1162023.05.04 16:00buy370.10168.2760.0000.000
1172023.05.04 16:00modify370.10168.276167.476169.676
1182023.05.05 16:00t/p370.10169.676167.476169.67697.9010700.10
1192023.05.05 16:00sell380.10170.5370.0000.000
1202023.05.05 16:00modify380.10170.537171.337169.137
1212023.05.11 08:00t/p380.10169.137171.337169.13784.7910784.90
1222023.05.17 16:00sell390.10171.5400.0000.000
1232023.05.17 16:00modify390.10171.540172.340170.140
1242023.05.19 16:00s/l390.10172.340172.340170.140-62.9610721.94
1252023.05.26 16:00sell400.10173.3830.0000.000
1262023.05.26 16:00modify400.10173.383174.183171.983
1272023.05.30 12:00s/l400.10174.183174.183171.983-59.0610662.88
1282023.06.01 12:00sell410.10173.8830.0000.000
1292023.06.01 12:00modify410.10173.883174.683172.483
1302023.06.02 16:00s/l410.10174.683174.683172.483-57.1010605.78
1312023.06.05 12:00buy420.10173.7340.0000.000
1322023.06.05 12:00modify420.10173.734172.934175.134
1332023.06.05 16:00s/l420.10172.934172.934175.134-55.2410550.54
1342023.06.07 20:00sell430.10174.3170.0000.000
1352023.06.07 20:00modify430.10174.317175.117172.917
1362023.06.09 08:00s/l430.10175.117175.117172.917-62.9510487.59
1372023.06.13 16:00sell440.10176.5350.0000.000
1382023.06.13 16:00modify440.10176.535177.335175.135
1392023.06.15 00:00s/l440.10177.335177.335175.135-62.9610424.63
1402023.06.20 12:00buy450.10180.3370.0000.000
1412023.06.20 12:00modify450.10180.337179.537181.737
1422023.06.21 20:00buy460.10181.1780.0000.000
1432023.06.21 20:00modify460.10181.178180.967181.737
1442023.06.21 20:00modify450.10180.337180.967181.737
1452023.06.22 00:00s/l450.10180.967180.967181.73748.4710473.10
1462023.06.22 00:00s/l460.10180.967180.967181.737-10.8410462.26
1472023.06.22 16:00sell470.10182.1400.0000.000
1482023.06.22 16:00modify470.10182.140182.940180.740
1492023.06.25 20:00s/l470.10182.940182.940180.740-57.1010405.16
1502023.06.27 16:00sell480.10183.5950.0000.000
1512023.06.27 16:00modify480.10183.595184.395182.195
1522023.06.28 16:00t/p480.10182.195184.395182.19594.5610499.71
1532023.06.30 16:00sell490.10183.6040.0000.000
1542023.06.30 16:00modify490.10183.604184.404182.204
1552023.07.07 12:00t/p490.10182.204184.404182.20482.8410582.55
1562023.07.12 12:00buy500.10180.1650.0000.000
1572023.07.12 12:00modify500.10180.165179.365181.565
1582023.07.13 20:00buy510.10181.2950.0000.000
1592023.07.13 20:00modify510.10181.295180.655181.565
1602023.07.13 20:00modify500.10180.165180.655181.565
1612023.07.14 04:00s/l500.10180.655180.655181.56538.8010621.36
1622023.07.14 04:00s/l510.10180.655180.655181.565-42.9510578.41
1632023.07.19 12:00buy520.10180.3400.0000.000
1642023.07.19 12:00modify520.10180.340179.540181.740
1652023.07.21 08:00t/p520.10181.740179.540181.740101.6310680.04
1662023.07.21 16:00sell530.10182.1630.0000.000
1672023.07.21 16:00modify530.10182.163182.963180.763
1682023.07.27 20:00t/p530.10180.763182.963180.76384.7910764.84
1692023.07.27 20:00buy540.10177.8170.0000.000
1702023.07.27 20:00modify540.10177.817177.017179.217
1712023.07.28 04:00t/p540.10179.217177.017179.21797.9010862.74
1722023.08.02 16:00buy550.10182.0640.0000.000
1732023.08.02 16:00modify550.10182.064181.264183.464
1742023.08.03 12:00s/l550.10181.264181.264183.464-51.5010811.24
1752023.08.04 20:00buy560.10180.7640.0000.000
1762023.08.04 20:00modify560.10180.764179.964182.164
1772023.08.07 16:00buy570.10181.8960.0000.000
1782023.08.07 16:00modify570.10181.896181.254182.164
1792023.08.07 16:00modify560.10180.764181.254182.164
1802023.08.07 20:00t/p560.10182.164181.254182.16497.9110909.15
1812023.08.07 20:00t/p570.10182.164181.254182.16418.5110927.66
1822023.08.11 12:00sell580.10183.9590.0000.000
1832023.08.11 12:00modify580.10183.959184.759182.559
1842023.08.15 00:00s/l580.10184.759184.759182.559-59.0610868.61
1852023.08.15 16:00sell590.10185.2690.0000.000
1862023.08.15 16:00modify590.10185.269186.069183.869
1872023.08.16 20:00s/l590.10186.069186.069183.869-57.1010811.50
1882023.08.21 12:00sell600.10186.0690.0000.000
1892023.08.21 12:00modify600.10186.069186.869184.669
1902023.08.23 08:00sell610.10184.9370.0000.000
1912023.08.23 08:00modify610.10184.937185.579184.669
1922023.08.23 08:00modify600.10186.069185.579184.669
1932023.08.23 12:00t/p600.10184.669185.579184.66992.6010904.11
1942023.08.23 12:00t/p610.10184.669185.579184.66918.4810922.59
1952023.08.30 16:00sell620.10185.6900.0000.000
1962023.08.30 16:00modify620.10185.690186.490184.290
1972023.08.31 20:00t/p620.10184.290186.490184.29090.6411013.23
1982023.08.31 20:00buy630.10184.2930.0000.000
1992023.08.31 20:00modify630.10184.293183.493185.693
2002023.09.05 16:00t/p630.10185.693183.493185.693100.3911113.62
2012023.09.14 16:00buy640.10182.6430.0000.000
2022023.09.14 16:00modify640.10182.643181.843184.043
2032023.09.15 04:00buy650.10183.2190.0000.000
2042023.09.15 04:00modify650.10183.219182.713184.043
2052023.09.15 04:00modify640.10182.643182.713184.043
2062023.09.15 08:00buy660.10183.7740.0000.000
2072023.09.15 08:00modify660.10183.774183.133184.043
2082023.09.15 08:00modify650.10183.219183.133184.043
2092023.09.15 08:00modify640.10182.643183.133184.043
2102023.09.15 16:00s/l640.10183.133183.133184.04335.0711148.69
2112023.09.15 16:00s/l650.10183.133183.133184.043-5.9411142.75
2122023.09.15 16:00s/l660.10183.133183.133184.043-44.2611098.49
2132023.09.26 16:00buy670.10181.1830.0000.000
2142023.09.26 16:00modify670.10181.183180.383182.583
2152023.09.28 12:00buy680.10182.3280.0000.000
2162023.09.28 12:00modify680.10182.328181.673182.583
2172023.09.28 12:00modify670.10181.183181.673182.583
2182023.09.29 04:00t/p670.10182.583181.673182.583102.8811201.38
2192023.09.29 04:00t/p680.10182.583181.673182.58318.8511220.23
2202023.10.02 20:00buy690.10181.1730.0000.000
2212023.10.02 20:00modify690.10181.173180.373182.573
2222023.10.03 16:00s/l690.10180.373180.373182.573-53.9911166.24
2232023.10.10 12:00sell700.10182.4500.0000.000
2242023.10.10 12:00modify700.10182.450183.250181.050
2252023.10.11 16:00s/l700.10183.250183.250181.050-57.1011109.14
2262023.10.11 16:00sell710.10183.2930.0000.000
2272023.10.11 16:00modify710.10183.293184.093181.893
2282023.10.13 16:00t/p710.10181.893184.093181.89388.7011197.84
2292023.10.13 16:00buy720.10181.6160.0000.000
2302023.10.13 16:00modify720.10181.616180.816183.016
2312023.10.16 16:00buy730.10182.4580.0000.000
2322023.10.16 16:00modify730.10182.458182.246183.016
2332023.10.16 16:00modify720.10181.616182.246183.016
2342023.10.17 08:00s/l720.10182.246182.246183.01645.9911243.83
2352023.10.17 08:00s/l730.10182.246182.246183.016-13.4011230.43
2362023.10.23 16:00sell740.10183.2210.0000.000
2372023.10.23 16:00modify740.10183.221184.021181.821
2382023.10.25 12:00t/p740.10181.821184.021181.82192.6011323.03
2392023.10.25 12:00buy750.10181.7230.0000.000
2402023.10.25 12:00modify750.10181.723180.923183.123
2412023.10.30 08:00s/l750.10180.923180.923183.123-49.0311274.01
2422023.11.03 16:00sell760.10184.7790.0000.000
2432023.11.03 16:00modify760.10184.779185.579183.379
2442023.11.06 12:00s/l760.10185.579185.579183.379-57.0911216.92
2452023.11.08 20:00sell770.10185.5170.0000.000
2462023.11.08 20:00modify770.10185.517186.317184.117
2472023.11.12 20:00sell780.10184.9460.0000.000
2482023.11.12 20:00modify780.10184.946185.447184.117
2492023.11.12 20:00modify770.10185.517185.447184.117
2502023.11.13 04:00s/l770.10185.447185.447184.117-4.9311211.98
2512023.11.13 04:00s/l780.10185.447185.447184.117-36.4811175.50
2522023.11.14 16:00sell790.10187.8650.0000.000
2532023.11.14 16:00modify790.10187.865188.665186.465
2542023.11.16 20:00sell800.10187.0150.0000.000
2552023.11.16 20:00modify800.10187.015187.235186.465
2562023.11.16 20:00modify790.10187.865187.235186.465
2572023.11.17 08:00t/p790.10186.465187.235186.46586.7411262.24
2582023.11.17 08:00t/p800.10186.465187.235186.46535.9611298.20
2592023.11.20 12:00buy810.10184.8560.0000.000
2602023.11.20 12:00modify810.10184.856184.056186.256
2612023.11.22 08:00t/p810.10186.256184.056186.25699.1611397.35
2622023.11.22 20:00sell820.10186.8250.0000.000
2632023.11.22 20:00modify820.10186.825187.625185.425
2642023.11.23 16:00s/l820.10187.625187.625185.425-61.0111336.34
2652023.11.24 12:00sell830.10187.9740.0000.000
2662023.11.24 12:00modify830.10187.974188.774186.574
2672023.11.30 04:00t/p830.10186.574188.774186.57484.7911421.14