Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01)
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=9; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=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=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 test1908Ticks modelled36662923Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit1243.14Gross profit1974.01Gross loss-730.88
Profit factor2.70Expected payoff21.81
Absolute drawdown259.68Maximal drawdown285.28 (2.85%)Relative drawdown2.85% (285.28)
Total trades57Short positions (won %)31 (83.87%)Long positions (won %)26 (50.00%)
Profit trades (% of total)39 (68.42%)Loss trades (% of total)18 (31.58%)
Largestprofit trade103.09loss trade-97.90
Averageprofit trade50.62loss trade-40.60
Maximumconsecutive wins (profit in money)9 (502.63)consecutive losses (loss in money)4 (-151.27)
Maximalconsecutive profit (count of wins)502.63 (9)consecutive loss (count of losses)-184.97 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.04 16:00sell10.10158.9990.0000.000
22023.01.04 16:00modify10.10158.999160.299157.499
32023.01.09 05:54s/l10.10160.299160.299157.499-97.909902.10
42023.01.12 16:00buy20.10157.8550.0000.000
52023.01.12 16:00modify20.10157.855156.555159.355
62023.01.13 12:54s/l20.10156.555156.555159.355-87.079815.03
72023.01.13 16:00buy30.10155.7860.0000.000
82023.01.13 16:00modify30.10155.786154.486157.286
92023.01.13 19:57buy40.10156.4630.0000.000
102023.01.13 19:57modify40.10156.463155.861157.286
112023.01.13 19:57modify30.10155.786155.861157.286
122023.01.15 23:21buy50.10156.6200.0000.000
132023.01.15 23:21modify50.10156.620156.161157.286
142023.01.15 23:21modify40.10156.463156.161157.286
152023.01.15 23:21modify30.10155.786156.161157.286
162023.01.16 00:36buy60.10156.8390.0000.000
172023.01.16 00:36modify60.10156.839156.311157.286
182023.01.16 00:36modify50.10156.620156.311157.286
192023.01.16 00:36modify40.10156.463156.311157.286
202023.01.16 00:36modify30.10155.786156.311157.286
212023.01.16 01:27s/l30.10156.311156.311157.28636.879851.91
222023.01.16 01:27s/l40.10156.311156.311157.286-9.119842.80
232023.01.16 01:27s/l50.10156.311156.311157.286-19.779823.04
242023.01.16 01:27s/l60.10156.311156.311157.286-35.869787.18
252023.01.18 04:00sell70.10160.8700.0000.000
262023.01.18 04:00modify70.10160.870162.170159.370
272023.01.18 08:17sell80.10160.1890.0000.000
282023.01.18 08:17modify80.10160.189160.795159.370
292023.01.18 08:17modify70.10160.870160.795159.370
302023.01.18 08:19sell90.10160.0420.0000.000
312023.01.18 08:19modify90.10160.042160.495159.370
322023.01.18 08:19modify80.10160.189160.495159.370
332023.01.18 08:19modify70.10160.870160.495159.370
342023.01.18 09:29sell100.10159.8200.0000.000
352023.01.18 09:29modify100.10159.820160.345159.370
362023.01.18 09:29modify90.10160.042160.345159.370
372023.01.18 09:29modify80.10160.189160.345159.370
382023.01.18 09:29modify70.10160.870160.345159.370
392023.01.18 10:46t/p70.10159.370160.345159.370101.859889.03
402023.01.18 10:46t/p80.10159.370160.345159.37055.619944.64
412023.01.18 10:46t/p90.10159.370160.345159.37045.639990.27
422023.01.18 10:46t/p100.10159.370160.345159.37030.5510020.82
432023.02.02 20:00buy110.10157.3800.0000.000
442023.02.02 20:00modify110.10157.380156.080158.880
452023.02.03 14:21buy120.10158.0560.0000.000
462023.02.03 14:21modify120.10158.056157.455158.880
472023.02.03 14:21modify110.10157.380157.455158.880
482023.02.03 14:39buy130.10158.2070.0000.000
492023.02.03 14:39modify130.10158.207157.755158.880
502023.02.03 14:39modify120.10158.056157.755158.880
512023.02.03 14:39modify110.10157.380157.755158.880
522023.02.03 15:15buy140.10158.4310.0000.000
532023.02.03 15:15modify140.10158.431157.905158.880
542023.02.03 15:15modify130.10158.207157.905158.880
552023.02.03 15:15modify120.10158.056157.905158.880
562023.02.03 15:15modify110.10157.380157.905158.880
572023.02.05 22:00t/p110.10158.880157.905158.880103.0910123.91
582023.02.05 22:00t/p120.10158.880157.905158.88055.9610179.87
592023.02.05 22:00t/p130.10158.880157.905158.88045.7110225.58
602023.02.05 22:00t/p140.10158.880157.905158.88030.5010256.08
612023.02.13 16:00sell150.10161.1690.0000.000
622023.02.13 16:00modify150.10161.169162.469159.669
632023.02.13 22:11sell160.10160.4920.0000.000
642023.02.13 22:11modify160.10160.492161.094159.669
652023.02.13 22:11modify150.10161.169161.094159.669
662023.02.14 01:32sell170.10160.3440.0000.000
672023.02.14 01:32modify170.10160.344160.794159.669
682023.02.14 01:32modify160.10160.492160.794159.669
692023.02.14 01:32modify150.10161.169160.794159.669
702023.02.14 05:10sell180.10160.1170.0000.000
712023.02.14 05:10modify180.10160.117160.644159.669
722023.02.14 05:10modify170.10160.344160.644159.669
732023.02.14 05:10modify160.10160.492160.644159.669
742023.02.14 05:10modify150.10161.169160.644159.669
752023.02.14 08:44s/l150.10160.644160.644159.66933.7310289.81
762023.02.14 08:44s/l160.10160.644160.644159.669-12.2410277.56
772023.02.14 08:44s/l170.10160.644160.644159.669-20.3710257.19
782023.02.14 08:44s/l180.10160.644160.644159.669-35.7910221.40
792023.02.21 16:00sell190.10163.5880.0000.000
802023.02.21 16:00modify190.10163.588164.888162.088
812023.02.22 08:38sell200.10162.9130.0000.000
822023.02.22 08:38modify200.10162.913163.513162.088
832023.02.22 08:38modify190.10163.588163.513162.088
842023.02.22 08:51sell210.10162.7630.0000.000
852023.02.22 08:51modify210.10162.763163.213162.088
862023.02.22 08:51modify200.10162.913163.213162.088
872023.02.22 08:51modify190.10163.588163.213162.088
882023.02.22 15:47sell220.10162.5380.0000.000
892023.02.22 15:47modify220.10162.538163.063162.088
902023.02.22 15:47modify210.10162.763163.063162.088
912023.02.22 15:47modify200.10162.913163.063162.088
922023.02.22 15:47modify190.10163.588163.063162.088
932023.02.23 16:07t/p190.10162.088163.063162.08894.1610315.57
942023.02.23 16:07t/p200.10162.088163.063162.08850.2510365.82
952023.02.23 16:07t/p210.10162.088163.063162.08840.0610405.87
962023.02.23 16:07t/p220.10162.088163.063162.08824.7810430.65
972023.03.13 12:00buy230.10160.8350.0000.000
982023.03.13 12:00modify230.10160.835159.535162.335
992023.03.13 15:01buy240.10161.5120.0000.000
1002023.03.13 15:01modify240.10161.512160.910162.335
1012023.03.13 15:01modify230.10160.835160.910162.335
1022023.03.13 15:03buy250.10161.6610.0000.000
1032023.03.13 15:03modify250.10161.661161.210162.335
1042023.03.13 15:03modify240.10161.512161.210162.335
1052023.03.13 15:03modify230.10160.835161.210162.335
1062023.03.13 15:45buy260.10161.8880.0000.000
1072023.03.13 15:45modify260.10161.888161.360162.335
1082023.03.13 15:45modify250.10161.661161.360162.335
1092023.03.13 15:45modify240.10161.512161.360162.335
1102023.03.13 15:45modify230.10160.835161.360162.335
1112023.03.13 18:08t/p230.10162.335161.360162.335101.8610532.51
1122023.03.13 18:08t/p240.10162.335161.360162.33555.8910588.40
1132023.03.13 18:08t/p250.10162.335161.360162.33545.7710634.17
1142023.03.13 18:08t/p260.10162.335161.360162.33530.3510664.52
1152023.03.15 12:00buy270.10161.1600.0000.000
1162023.03.15 12:00modify270.10161.160159.860162.660
1172023.03.15 13:14s/l270.10159.860159.860162.660-88.2810576.24
1182023.03.24 12:00buy280.10158.8880.0000.000
1192023.03.24 12:00modify280.10158.888157.588160.388
1202023.03.24 14:02buy290.10159.5630.0000.000
1212023.03.24 14:02modify290.10159.563158.963160.388
1222023.03.24 14:02modify280.10158.888158.963160.388
1232023.03.24 14:31buy300.10159.7130.0000.000
1242023.03.24 14:31modify300.10159.713159.263160.388
1252023.03.24 14:31modify290.10159.563159.263160.388
1262023.03.24 14:31modify280.10158.888159.263160.388
1272023.03.24 15:12s/l280.10159.263159.263160.38825.4610601.70
1282023.03.24 15:12s/l290.10159.263159.263160.388-20.3810581.32
1292023.03.24 15:12s/l300.10159.263159.263160.388-30.5610550.76
1302023.04.28 08:00sell310.10169.3860.0000.000
1312023.04.28 08:00modify310.10169.386170.686167.886
1322023.04.28 09:02sell320.10168.7110.0000.000
1332023.04.28 09:02modify320.10168.711169.311167.886
1342023.04.28 09:02modify310.10169.386169.311167.886
1352023.04.28 09:33s/l310.10169.311169.311167.8865.1010555.86
1362023.04.28 09:33s/l320.10169.311169.311167.886-40.7410515.12
1372023.06.16 16:00sell330.10181.7330.0000.000
1382023.06.16 16:00modify330.10181.733183.033180.233
1392023.06.20 07:03sell340.10181.0540.0000.000
1402023.06.20 07:03modify340.10181.054181.658180.233
1412023.06.20 07:03modify330.10181.733181.658180.233
1422023.06.20 08:51sell350.10180.9080.0000.000
1432023.06.20 08:51modify350.10180.908181.358180.233
1442023.06.20 08:51modify340.10181.054181.358180.233
1452023.06.20 08:51modify330.10181.733181.358180.233
1462023.06.20 10:35sell360.10180.6770.0000.000
1472023.06.20 10:35modify360.10180.677181.208180.233
1482023.06.20 10:35modify350.10180.908181.208180.233
1492023.06.20 10:35modify340.10181.054181.208180.233
1502023.06.20 10:35modify330.10181.733181.208180.233
1512023.06.20 12:04t/p330.10180.233181.208180.23398.0010613.12
1522023.06.20 12:04t/p340.10180.233181.208180.23355.7410668.86
1532023.06.20 12:04t/p350.10180.233181.208180.23345.8310714.69
1542023.06.20 12:04t/p360.10180.233181.208180.23330.1510744.84
1552023.07.27 20:00buy370.10177.8170.0000.000
1562023.07.27 20:00modify370.10177.817176.517179.317
1572023.07.27 20:22buy380.10178.4920.0000.000
1582023.07.27 20:22modify380.10178.492177.892179.317
1592023.07.27 20:22modify370.10177.817177.892179.317
1602023.07.27 22:05s/l370.10177.892177.892179.3175.0910749.93
1612023.07.27 22:05s/l380.10177.892177.892179.317-40.7410709.19
1622023.07.31 04:00sell390.10182.1380.0000.000
1632023.07.31 04:00modify390.10182.138183.438180.638
1642023.08.03 07:53sell400.10181.4600.0000.000
1652023.08.03 07:53modify400.10181.460182.063180.638
1662023.08.03 07:53modify390.10182.138182.063180.638
1672023.08.03 07:59sell410.10181.3130.0000.000
1682023.08.03 07:59modify410.10181.313181.763180.638
1692023.08.03 07:59modify400.10181.460181.763180.638
1702023.08.03 07:59modify390.10182.138181.763180.638
1712023.08.03 08:56sell420.10181.0870.0000.000
1722023.08.03 08:56modify420.10181.087181.613180.638
1732023.08.03 08:56modify410.10181.313181.613180.638
1742023.08.03 08:56modify400.10181.460181.613180.638
1752023.08.03 08:56modify390.10182.138181.613180.638
1762023.08.03 11:00t/p390.10180.638181.613180.63892.2310801.42
1772023.08.03 11:00t/p400.10180.638181.613180.63855.8110857.23
1782023.08.03 11:00t/p410.10180.638181.613180.63845.8310903.06
1792023.08.03 11:00t/p420.10180.638181.613180.63830.4910933.55
1802023.08.23 12:00buy430.10183.7070.0000.000
1812023.08.23 12:00modify430.10183.707182.407185.207
1822023.08.23 19:42buy440.10184.3820.0000.000
1832023.08.23 19:42modify440.10184.382183.782185.207
1842023.08.23 19:42modify430.10183.707183.782185.207
1852023.08.24 04:32buy450.10184.5380.0000.000
1862023.08.24 04:32modify450.10184.538184.082185.207
1872023.08.24 04:32modify440.10184.382184.082185.207
1882023.08.24 04:32modify430.10183.707184.082185.207
1892023.08.24 05:51buy460.10184.7580.0000.000
1902023.08.24 05:51modify460.10184.758184.232185.207
1912023.08.24 05:51modify450.10184.538184.232185.207
1922023.08.24 05:51modify440.10184.382184.232185.207
1932023.08.24 05:51modify430.10183.707184.232185.207
1942023.08.24 06:55s/l430.10184.232184.232185.20739.3210972.87
1952023.08.24 06:55s/l440.10184.232184.232185.207-6.5110966.37
1962023.08.24 06:55s/l450.10184.232184.232185.207-20.7810945.59
1972023.08.24 06:55s/l460.10184.232184.232185.207-35.7110909.88
1982023.12.07 12:00buy470.10182.3400.0000.000
1992023.12.07 12:00modify470.10182.340181.040183.840
2002023.12.07 15:55s/l470.10181.040181.040183.840-88.2710821.61
2012023.12.11 12:00sell480.10184.0000.0000.000
2022023.12.11 12:00modify480.10184.000185.300182.500
2032023.12.12 00:00sell490.10183.3230.0000.000
2042023.12.12 00:00modify490.10183.323183.925182.500
2052023.12.12 00:00modify480.10184.000183.925182.500
2062023.12.12 00:20sell500.10183.1750.0000.000
2072023.12.12 00:20modify500.10183.175183.625182.500
2082023.12.12 00:20modify490.10183.323183.625182.500
2092023.12.12 00:20modify480.10184.000183.625182.500
2102023.12.12 01:16sell510.10182.9480.0000.000
2112023.12.12 01:16modify510.10182.948183.475182.500
2122023.12.12 01:16modify500.10183.175183.475182.500
2132023.12.12 01:16modify490.10183.323183.475182.500
2142023.12.12 01:16modify480.10184.000183.475182.500
2152023.12.12 11:30t/p480.10182.500183.475182.50099.9310921.54
2162023.12.12 11:30t/p490.10182.500183.475182.50055.8810977.42
2172023.12.12 11:30t/p500.10182.500183.475182.50045.8311023.25
2182023.12.12 11:30t/p510.10182.500183.475182.50030.4211053.67
2192023.12.14 04:00buy520.10178.8440.0000.000
2202023.12.14 04:00modify520.10178.844177.544180.344
2212023.12.14 10:04buy530.10179.5200.0000.000
2222023.12.14 10:04modify530.10179.520178.919180.344
2232023.12.14 10:04modify520.10178.844178.919180.344
2242023.12.14 11:48s/l520.10178.919178.919180.3445.0911058.76
2252023.12.14 11:48s/l530.10178.919178.919180.344-40.8111017.95
2262023.12.19 12:00sell540.10183.9130.0000.000
2272023.12.19 12:00modify540.10183.913185.213182.413
2282023.12.19 15:05sell550.10183.2360.0000.000
2292023.12.19 15:05modify550.10183.236183.838182.413
2302023.12.19 15:05modify540.10183.913183.838182.413
2312023.12.19 16:58sell560.10183.0880.0000.000
2322023.12.19 16:58modify560.10183.088183.538182.413
2332023.12.19 16:58modify550.10183.236183.538182.413
2342023.12.19 16:58modify540.10183.913183.538182.413
2352023.12.19 22:05sell570.10182.8450.0000.000
2362023.12.19 22:05modify570.10182.845183.388182.413
2372023.12.19 22:05modify560.10183.088183.388182.413
2382023.12.19 22:05modify550.10183.236183.388182.413
2392023.12.19 22:05modify540.10183.913183.388182.413
2402023.12.20 07:00t/p540.10182.413183.388182.41399.9311117.87
2412023.12.20 07:00t/p550.10182.413183.388182.41353.9611171.83
2422023.12.20 07:00t/p560.10182.413183.388182.41343.9111215.73
2432023.12.20 07:00t/p570.10182.413183.388182.41327.4111243.14