Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=150; 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=55; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test2614Ticks modelled4228Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit670.60Gross profit2449.38Gross loss-1778.78
Profit factor1.38Expected payoff12.19
Absolute drawdown28.85Maximal drawdown472.63 (4.46%)Relative drawdown4.46% (472.63)
Total trades55Short positions (won %)31 (54.84%)Long positions (won %)24 (70.83%)
Profit trades (% of total)34 (61.82%)Loss trades (% of total)21 (38.18%)
Largestprofit trade99.98loss trade-127.13
Averageprofit trade72.04loss trade-84.70
Maximumconsecutive wins (profit in money)6 (403.16)consecutive losses (loss in money)4 (-463.04)
Maximalconsecutive profit (count of wins)403.16 (6)consecutive loss (count of losses)-463.04 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.07 16:00buy10.10162.4590.0000.000
22023.03.07 16:00modify10.10162.459160.959163.859
32023.03.10 12:00t/p10.10163.859160.959163.85999.9810099.98
42023.03.10 12:00sell20.10164.0130.0000.000
52023.03.10 12:00modify20.10164.013165.513162.613
62023.03.10 16:00t/p20.10162.613165.513162.61393.8910193.87
72023.03.15 16:00buy30.10159.8200.0000.000
82023.03.15 16:00modify30.10159.820158.320161.220
92023.03.15 20:00t/p30.10161.220158.320161.22093.9410287.81
102023.03.24 12:00buy40.10158.8880.0000.000
112023.03.24 12:00modify40.10158.888157.388160.288
122023.03.27 00:00t/p40.10160.288157.388160.28895.1510382.96
132023.03.29 12:00sell50.10163.1010.0000.000
142023.03.29 12:00modify50.10163.101164.601161.701
152023.03.31 00:00s/l50.10164.601164.601161.701-108.1710274.79
162023.04.04 12:00sell60.10166.0290.0000.000
172023.04.04 12:00modify60.10166.029167.529164.629
182023.04.04 16:00t/p60.10164.629167.529164.62993.8810368.67
192023.04.11 16:00sell70.10165.8140.0000.000
202023.04.11 16:00modify70.10165.814167.314164.414
212023.04.19 08:00s/l70.10167.314167.314164.414-115.7610252.91
222023.04.25 16:00buy80.10166.0920.0000.000
232023.04.25 16:00modify80.10166.092164.592167.492
242023.04.27 16:00buy90.10167.1630.0000.000
252023.04.27 16:00modify90.10167.163166.582167.492
262023.04.27 16:00modify80.10166.092166.582167.492
272023.04.28 00:00t/p80.10167.492166.582167.49299.9810352.89
282023.04.28 00:00t/p90.10167.492166.582167.49223.2910376.18
292023.05.04 16:00buy100.10168.2760.0000.000
302023.05.04 16:00modify100.10168.276166.776169.676
312023.05.05 08:00buy110.10169.0550.0000.000
322023.05.05 08:00modify110.10169.055168.626169.676
332023.05.05 08:00modify100.10168.276168.626169.676
342023.05.05 16:00t/p100.10169.676168.626169.67695.1510471.33
352023.05.05 16:00t/p110.10169.676168.626169.67641.6710513.00
362023.05.05 16:00sell120.10170.5370.0000.000
372023.05.05 16:00modify120.10170.537172.037169.137
382023.05.11 08:00t/p120.10169.137172.037169.13782.5010595.50
392023.05.17 16:00sell130.10171.5400.0000.000
402023.05.17 16:00modify130.10171.540173.040170.140
412023.05.26 12:00s/l130.10173.040173.040170.140-121.4610474.05
422023.05.26 20:00sell140.10173.5950.0000.000
432023.05.26 20:00modify140.10173.595175.095172.195
442023.06.09 08:00s/l140.10175.095175.095172.195-127.1310346.91
452023.06.13 16:00sell150.10176.5350.0000.000
462023.06.13 16:00modify150.10176.535178.035175.135
472023.06.15 04:00s/l150.10178.035178.035175.135-108.1710238.74
482023.06.22 16:00sell160.10182.1400.0000.000
492023.06.22 16:00modify160.10182.140183.640180.740
502023.06.27 16:00s/l160.10183.640183.640180.740-106.2810132.46
512023.06.27 16:00sell170.10183.5950.0000.000
522023.06.27 16:00modify170.10183.595185.095182.195
532023.06.28 16:00t/p170.10182.195185.095182.19591.9910224.46
542023.06.30 16:00sell180.10183.6040.0000.000
552023.06.30 16:00modify180.10183.604185.104182.204
562023.07.07 12:00t/p180.10182.204185.104182.20480.6110305.06
572023.07.12 12:00buy190.10180.1650.0000.000
582023.07.12 12:00modify190.10180.165178.665181.565
592023.07.13 12:00buy200.10180.9390.0000.000
602023.07.13 12:00modify200.10180.939180.515181.565
612023.07.13 12:00modify190.10180.165180.515181.565
622023.07.14 04:00s/l190.10180.515180.515181.56528.3210333.38
632023.07.14 04:00s/l200.10180.515180.515181.565-27.2410306.14
642023.07.21 20:00sell210.10182.2430.0000.000
652023.07.21 20:00modify210.10182.243183.743180.843
662023.07.24 16:00t/p210.10180.843183.743180.84391.9810398.12
672023.07.27 20:00buy220.10177.8170.0000.000
682023.07.27 20:00modify220.10177.817176.317179.217
692023.07.28 04:00t/p220.10179.217176.317179.21795.1610493.28
702023.08.07 16:00sell230.10181.8560.0000.000
712023.08.07 16:00modify230.10181.856183.356180.456
722023.08.10 08:00s/l230.10183.356183.356180.456-110.0710383.21
732023.08.10 12:00sell240.10183.5100.0000.000
742023.08.10 12:00modify240.10183.510185.010182.110
752023.08.15 08:00s/l240.10185.010185.010182.110-106.2810276.93
762023.08.15 16:00sell250.10185.2690.0000.000
772023.08.15 16:00modify250.10185.269186.769183.869
782023.08.22 04:00s/l250.10186.769186.769183.869-113.8610163.07
792023.08.30 20:00sell260.10186.0110.0000.000
802023.08.30 20:00modify260.10186.011187.511184.611
812023.08.31 08:00sell270.10185.4340.0000.000
822023.08.31 08:00modify270.10185.434185.941184.611
832023.08.31 08:00modify260.10186.011185.941184.611
842023.08.31 16:00t/p260.10184.611185.941184.61188.2010251.27
852023.08.31 16:00t/p270.10184.611185.941184.61155.1910306.46
862023.09.07 12:00buy280.10183.5550.0000.000
872023.09.07 12:00modify280.10183.555182.055184.955
882023.09.21 12:00s/l280.10182.055182.055184.955-83.7610222.70
892023.09.28 12:00sell290.10182.2880.0000.000
902023.09.28 12:00modify290.10182.288183.788180.888
912023.10.03 08:00t/p290.10180.888183.788180.88888.1910310.89
922023.10.10 16:00sell300.10182.6030.0000.000
932023.10.10 16:00modify300.10182.603184.103181.203
942023.10.15 20:00t/p300.10181.203184.103181.20384.4010395.29
952023.10.23 16:00sell310.10183.2210.0000.000
962023.10.23 16:00modify310.10183.221184.721181.821
972023.10.25 12:00t/p310.10181.821184.721181.82190.1010485.39
982023.10.25 12:00buy320.10181.7230.0000.000
992023.10.25 12:00modify320.10181.723180.223183.123
1002023.10.27 00:00buy330.10182.5170.0000.000
1012023.10.27 00:00modify330.10182.517182.073183.123
1022023.10.27 00:00modify320.10181.723182.073183.123
1032023.10.27 08:00s/l320.10182.073182.073183.12328.3210513.71
1042023.10.27 08:00s/l330.10182.073182.073183.123-29.7910483.92
1052023.10.31 12:00sell340.10183.5830.0000.000
1062023.10.31 12:00modify340.10183.583185.083182.183
1072023.11.02 08:00sell350.10183.0000.0000.000
1082023.11.02 08:00modify350.10183.000183.513182.183
1092023.11.02 08:00modify340.10183.583183.513182.183
1102023.11.02 16:00s/l340.10183.513183.513182.183-2.8910481.02
1112023.11.02 16:00s/l350.10183.513183.513182.183-34.4010446.62
1122023.11.03 16:00sell360.10184.7790.0000.000
1132023.11.03 16:00modify360.10184.779186.279183.379
1142023.11.14 00:00s/l360.10186.279186.279183.379-117.6510328.97
1152023.11.14 16:00sell370.10187.8650.0000.000
1162023.11.14 16:00modify370.10187.865189.365186.465
1172023.11.17 04:00sell380.10186.7890.0000.000
1182023.11.17 04:00modify380.10186.789187.375186.465
1192023.11.17 04:00modify370.10187.865187.375186.465
1202023.11.17 08:00t/p370.10186.465187.375186.46584.4110413.38
1212023.11.17 08:00t/p380.10186.465187.375186.46521.7310435.11
1222023.11.20 12:00buy390.10184.8560.0000.000
1232023.11.20 12:00modify390.10184.856183.356186.256
1242023.11.21 00:00buy400.10185.6350.0000.000
1252023.11.21 00:00modify400.10185.635185.206186.256
1262023.11.21 00:00modify390.10184.856185.206186.256
1272023.11.21 04:00s/l390.10185.206185.206186.25624.6910459.80
1282023.11.21 04:00s/l400.10185.206185.206186.256-28.7910431.01
1292023.11.23 12:00sell410.10187.3910.0000.000
1302023.11.23 12:00modify410.10187.391188.891185.991
1312023.12.04 04:00t/p410.10185.991188.891185.99176.8210507.82
1322023.12.04 16:00buy420.10185.5370.0000.000
1332023.12.04 16:00modify420.10185.537184.037186.937
1342023.12.05 00:00buy430.10186.1250.0000.000
1352023.12.05 00:00modify430.10186.125185.607186.937
1362023.12.05 00:00modify420.10185.537185.607186.937
1372023.12.05 08:00s/l420.10185.607185.607186.9375.9110513.73
1382023.12.05 08:00s/l430.10185.607185.607186.937-34.7610478.97
1392023.12.11 12:00sell440.10184.0000.0000.000
1402023.12.11 12:00modify440.10184.000185.500182.600
1412023.12.12 12:00t/p440.10182.600185.500182.60091.9910570.96
1422023.12.13 20:00buy450.10180.7730.0000.000
1432023.12.13 20:00modify450.10180.773179.273182.173
1442023.12.14 00:00s/l450.10179.273179.273182.173-97.0310473.94
1452023.12.28 12:00buy460.10180.1600.0000.000
1462023.12.28 12:00modify460.10180.160178.660181.560
1472024.01.03 20:00t/p460.10181.560178.660181.56098.7810572.71
1482024.01.05 20:00sell470.10184.0500.0000.000
1492024.01.05 20:00modify470.10184.050185.550182.650
1502024.01.10 20:00s/l470.10185.550185.550182.650-106.2810466.44
1512024.01.15 16:00sell480.10185.5920.0000.000
1522024.01.15 16:00modify480.10185.592187.092184.192
1532024.01.17 08:00s/l480.10187.092187.092184.192-104.3810362.05
1542024.01.29 16:00buy490.10187.2390.0000.000
1552024.01.29 16:00modify490.10187.239185.739188.639
1562024.02.01 08:00s/l490.10185.739185.739188.639-94.6210267.44
1572024.02.02 16:00sell500.10187.6620.0000.000
1582024.02.02 16:00modify500.10187.662189.162186.262
1592024.02.05 16:00t/p500.10186.262189.162186.26291.9810359.42
1602024.02.13 16:00sell510.10189.7570.0000.000
1612024.02.13 16:00modify510.10189.757191.257188.357
1622024.02.15 08:00t/p510.10188.357191.257188.35786.3110445.73
1632024.02.15 12:00buy520.10188.3690.0000.000
1642024.02.15 12:00modify520.10188.369186.869189.769
1652024.02.16 00:00buy530.10188.9560.0000.000
1662024.02.16 00:00modify530.10188.956188.439189.769
1672024.02.16 00:00modify520.10188.369188.439189.769
1682024.02.16 04:00buy540.10189.1460.0000.000
1692024.02.16 04:00modify540.10189.146188.719189.769
1702024.02.16 04:00modify530.10188.956188.719189.769
1712024.02.16 04:00modify520.10188.369188.719189.769
1722024.02.21 04:00buy550.10189.4340.0000.000
1732024.02.21 04:00modify550.10189.434188.859189.769
1742024.02.21 04:00modify540.10189.146188.859189.769
1752024.02.21 04:00modify530.10188.956188.859189.769
1762024.02.21 04:00modify520.10188.369188.859189.769
1772024.02.21 20:00t/p520.10189.769188.859189.76998.7810544.51
1782024.02.21 20:00t/p530.10189.769188.859189.76958.1810602.69
1792024.02.21 20:00t/p540.10189.769188.859189.76945.4310648.12
1802024.02.21 20:00t/p550.10189.769188.859189.76922.4810670.60