Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 profit654.94Gross profit3622.74Gross loss-2967.80
Profit factor1.22Expected payoff6.89
Absolute drawdown624.28Maximal drawdown776.88 (7.65%)Relative drawdown7.65% (776.88)
Total trades95Short positions (won %)54 (51.85%)Long positions (won %)41 (63.41%)
Profit trades (% of total)54 (56.84%)Loss trades (% of total)41 (43.16%)
Largestprofit trade106.15loss trade-126.26
Averageprofit trade67.09loss trade-72.39
Maximumconsecutive wins (profit in money)10 (681.31)consecutive losses (loss in money)5 (-449.12)
Maximalconsecutive profit (count of wins)681.31 (10)consecutive loss (count of losses)-449.12 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 16:00buy10.10170.2710.0000.000
22023.05.02 16:00modify10.10170.271168.871171.771
32023.05.04 08:00s/l10.10168.871168.871171.771-85.419914.59
42023.05.04 16:00buy20.10168.2760.0000.000
52023.05.04 16:00modify20.10168.276166.876169.776
62023.05.05 04:00buy30.10169.0320.0000.000
72023.05.05 04:00modify30.10169.032168.651169.776
82023.05.05 04:00modify20.10168.276168.651169.776
92023.05.05 16:00t/p20.10169.776168.651169.77696.9310011.52
102023.05.05 16:00t/p30.10169.776168.651169.77647.5710059.09
112023.05.05 16:00sell40.10170.5370.0000.000
122023.05.05 16:00modify40.10170.537171.937169.037
132023.05.11 12:00t/p40.10169.037171.937169.03781.1810140.28
142023.05.12 16:00sell50.10169.0240.0000.000
152023.05.12 16:00modify50.10169.024170.424167.524
162023.05.15 16:00s/l50.10170.424170.424167.524-91.9510048.33
172023.05.16 16:00sell60.10170.6580.0000.000
182023.05.16 16:00modify60.10170.658172.058169.158
192023.05.18 16:00s/l60.10172.058172.058169.158-99.299949.03
202023.05.18 16:00sell70.10172.0300.0000.000
212023.05.18 16:00modify70.10172.030173.430170.530
222023.05.26 16:00s/l70.10173.430173.430170.530-109.109839.93
232023.05.31 08:00buy80.10172.7770.0000.000
242023.05.31 08:00modify80.10172.777171.377174.277
252023.06.01 12:00buy90.10173.9230.0000.000
262023.06.01 12:00modify90.10173.923173.452174.277
272023.06.01 12:00modify80.10172.777173.452174.277
282023.06.01 16:00s/l80.10173.452173.452174.27746.229886.16
292023.06.01 16:00s/l90.10173.452173.452174.277-30.129856.04
302023.06.05 12:00buy100.10173.7340.0000.000
312023.06.05 12:00modify100.10173.734172.334175.234
322023.06.09 08:00t/p100.10175.234172.334175.234102.069958.10
332023.06.12 08:00sell110.10175.6200.0000.000
342023.06.12 08:00modify110.10175.620177.020174.120
352023.06.12 16:00sell120.10174.4850.0000.000
362023.06.12 16:00modify120.10174.485174.945174.120
372023.06.12 16:00modify110.10175.620174.945174.120
382023.06.13 08:00s/l110.10174.945174.945174.12040.709998.80
392023.06.13 08:00s/l120.10174.945174.945174.120-31.869966.94
402023.06.13 12:00sell130.10175.3970.0000.000
412023.06.13 12:00modify130.10175.397176.797173.897
422023.06.13 20:00s/l130.10176.797176.797173.897-89.509877.44
432023.06.19 08:00sell140.10181.7490.0000.000
442023.06.19 08:00modify140.10181.749183.149180.249
452023.06.20 16:00t/p140.10180.249183.149180.24993.449970.87
462023.06.21 20:00sell150.10181.1380.0000.000
472023.06.21 20:00modify150.10181.138182.538179.638
482023.06.22 20:00s/l150.10182.538182.538179.638-96.859874.02
492023.06.23 12:00sell160.10182.2370.0000.000
502023.06.23 12:00modify160.10182.237183.637180.737
512023.06.27 16:00s/l160.10183.637183.637180.737-94.399779.63
522023.06.27 16:00sell170.10183.5950.0000.000
532023.06.27 16:00modify170.10183.595184.995182.095
542023.07.07 12:00t/p170.10182.095184.995182.09566.479846.10
552023.07.07 16:00buy180.10182.6080.0000.000
562023.07.07 16:00modify180.10182.608181.208184.108
572023.07.10 16:00s/l180.10181.208181.208184.108-88.499757.61
582023.07.13 12:00sell190.10180.8990.0000.000
592023.07.13 12:00modify190.10180.899182.299179.399
602023.07.14 16:00s/l190.10182.299182.299179.399-91.959665.66
612023.07.17 12:00buy200.10181.0650.0000.000
622023.07.17 12:00modify200.10181.065179.665182.565
632023.07.21 16:00buy210.10182.2030.0000.000
642023.07.21 16:00modify210.10182.203181.740182.565
652023.07.21 16:00modify200.10181.065181.740182.565
662023.07.24 04:00s/l200.10181.740181.740182.56550.339715.99
672023.07.24 04:00s/l210.10181.740181.740182.565-28.589687.42
682023.07.24 12:00buy220.10181.2440.0000.000
692023.07.24 12:00modify220.10181.244179.844182.744
702023.07.27 20:00s/l220.10179.844179.844182.744-84.399603.03
712023.07.27 20:00buy230.10177.8170.0000.000
722023.07.27 20:00modify230.10177.817176.417179.317
732023.07.28 04:00t/p230.10179.317176.417179.31796.929699.96
742023.07.28 16:00sell240.10181.0470.0000.000
752023.07.28 16:00modify240.10181.047182.447179.547
762023.07.31 08:00s/l240.10182.447182.447179.547-91.949608.02
772023.08.02 08:00buy250.10182.5030.0000.000
782023.08.02 08:00modify250.10182.503181.103184.003
792023.08.03 12:00s/l250.10181.103181.103184.003-86.449521.58
802023.08.04 20:00buy260.10180.7640.0000.000
812023.08.04 20:00modify260.10180.764179.364182.264
822023.08.07 16:00buy270.10181.8960.0000.000
832023.08.07 16:00modify270.10181.896181.439182.264
842023.08.07 16:00modify260.10180.764181.439182.264
852023.08.08 04:00t/p260.10182.264181.439182.26497.959619.53
862023.08.08 04:00t/p270.10182.264181.439182.26424.559644.09
872023.08.08 20:00sell280.10182.8090.0000.000
882023.08.08 20:00modify280.10182.809184.209181.309
892023.08.10 16:00s/l280.10184.209184.209181.309-99.299544.79
902023.08.11 12:00sell290.10183.9590.0000.000
912023.08.11 12:00modify290.10183.959185.359182.459
922023.08.15 20:00s/l290.10185.359185.359182.459-94.409450.39
932023.08.16 12:00sell300.10185.7040.0000.000
942023.08.16 12:00modify300.10185.704187.104184.204
952023.08.23 08:00sell310.10184.9370.0000.000
962023.08.23 08:00modify310.10184.937185.329184.204
972023.08.23 08:00modify300.10185.704185.329184.204
982023.08.23 12:00t/p300.10184.204185.329184.20478.739529.12
992023.08.23 12:00t/p310.10184.204185.329184.20446.869575.98
1002023.08.24 20:00buy320.10183.6720.0000.000
1012023.08.24 20:00modify320.10183.672182.272185.172
1022023.08.28 00:00buy330.10184.5190.0000.000
1032023.08.28 00:00modify330.10184.519184.122185.172
1042023.08.28 00:00modify320.10183.672184.122185.172
1052023.08.29 12:00t/p320.10185.172184.122185.17298.989674.97
1062023.08.29 12:00t/p330.10185.172184.122185.17242.779717.74
1072023.08.29 12:00sell340.10185.2000.0000.000
1082023.08.29 12:00modify340.10185.200186.600183.700
1092023.09.01 16:00t/p340.10183.700186.600183.70083.629801.37
1102023.09.04 08:00sell350.10184.7620.0000.000
1112023.09.04 08:00modify350.10184.762186.162183.262
1122023.09.08 04:00t/p350.10183.262186.162183.26281.179882.54
1132023.09.08 16:00sell360.10184.2330.0000.000
1142023.09.08 16:00modify360.10184.233185.633182.733
1152023.09.11 04:00sell370.10183.0930.0000.000
1162023.09.11 04:00modify370.10183.093183.558182.733
1172023.09.11 04:00modify360.10184.233183.558182.733
1182023.09.11 08:00t/p360.10182.733183.558182.73393.449975.98
1192023.09.11 08:00t/p370.10182.733183.558182.73323.019998.99
1202023.09.13 16:00sell380.10184.1300.0000.000
1212023.09.13 16:00modify380.10184.130185.530182.630
1222023.09.14 16:00t/p380.10182.630185.530182.63088.5310087.52
1232023.09.14 16:00buy390.10182.6430.0000.000
1242023.09.14 16:00modify390.10182.643181.243184.143
1252023.09.15 08:00buy400.10183.7740.0000.000
1262023.09.15 08:00modify400.10183.774183.318184.143
1272023.09.15 08:00modify390.10182.643183.318184.143
1282023.09.15 12:00s/l390.10183.318183.318184.14344.1810131.70
1292023.09.15 12:00s/l400.10183.318183.318184.143-29.1510102.55
1302023.09.18 12:00buy410.10182.8310.0000.000
1312023.09.18 12:00modify410.10182.831181.431184.331
1322023.09.21 12:00s/l410.10181.431181.431184.331-84.3910018.17
1332023.09.21 12:00buy420.10181.5520.0000.000
1342023.09.21 12:00modify420.10181.552180.152183.052
1352023.09.28 12:00buy430.10182.3280.0000.000
1362023.09.28 12:00modify430.10182.328181.927183.052
1372023.09.28 12:00modify420.10181.552181.927183.052
1382023.09.28 16:00s/l420.10181.927181.927183.05231.1510049.32
1392023.09.28 16:00s/l430.10181.927181.927183.052-25.6310023.69
1402023.09.29 12:00sell440.10182.8830.0000.000
1412023.09.29 12:00modify440.10182.883184.283181.383
1422023.10.02 20:00t/p440.10181.383184.283181.38393.4410117.13
1432023.10.04 12:00sell450.10180.5810.0000.000
1442023.10.04 12:00modify450.10180.581181.981179.081
1452023.10.06 12:00s/l450.10181.981181.981179.081-99.2910017.84
1462023.10.09 08:00buy460.10181.5760.0000.000
1472023.10.09 08:00modify460.10181.576180.176183.076
1482023.10.11 08:00t/p460.10183.076180.176183.07697.9610115.80
1492023.10.11 12:00sell470.10182.9090.0000.000
1502023.10.11 12:00modify470.10182.909184.309181.409
1512023.10.13 20:00t/p470.10181.409184.309181.40986.0810201.87
1522023.10.16 16:00sell480.10182.4180.0000.000
1532023.10.16 16:00modify480.10182.418183.818180.918
1542023.10.26 00:00sell490.10181.6440.0000.000
1552023.10.26 00:00modify490.10181.644182.043180.918
1562023.10.26 00:00modify480.10182.418182.043180.918
1572023.10.26 08:00s/l480.10182.043182.043180.918-5.4310196.44
1582023.10.26 08:00s/l490.10182.043182.043180.918-25.5010170.94
1592023.10.26 16:00sell500.10182.2000.0000.000
1602023.10.26 16:00modify500.10182.200183.600180.700
1612023.10.31 00:00sell510.10181.3520.0000.000
1622023.10.31 00:00modify510.10181.352181.750180.700
1632023.10.31 00:00modify500.10182.200181.750180.700
1642023.10.31 04:00s/l500.10181.750181.750180.70021.4210192.35
1652023.10.31 04:00s/l510.10181.750181.750180.700-25.4410166.91
1662023.11.01 16:00buy520.10183.0960.0000.000
1672023.11.01 16:00modify520.10183.096181.696184.596
1682023.11.03 16:00t/p520.10184.596181.696184.596100.0010266.91
1692023.11.03 16:00sell530.10184.7790.0000.000
1702023.11.03 16:00modify530.10184.779186.179183.279
1712023.11.13 20:00s/l530.10186.179186.179183.279-109.1010157.82
1722023.11.14 16:00sell540.10187.8650.0000.000
1732023.11.14 16:00modify540.10187.865189.265186.365
1742023.11.16 16:00sell550.10187.1090.0000.000
1752023.11.16 16:00modify550.10187.109187.490186.365
1762023.11.16 16:00modify540.10187.865187.490186.365
1772023.11.16 20:00sell560.10187.0150.0000.000
1782023.11.16 20:00modify560.10187.015187.415186.365
1792023.11.16 20:00modify550.10187.109187.415186.365
1802023.11.16 20:00modify540.10187.865187.415186.365
1812023.11.17 08:00t/p540.10186.365187.415186.36583.6310241.45
1822023.11.17 08:00t/p550.10186.365187.415186.36545.1110286.56
1832023.11.17 08:00t/p560.10186.365187.415186.36539.1110325.67
1842023.11.21 20:00sell570.10185.9940.0000.000
1852023.11.21 20:00modify570.10185.994187.394184.494
1862023.11.23 12:00s/l570.10187.394187.394184.494-99.2910226.37
1872023.11.23 12:00sell580.10187.3910.0000.000
1882023.11.23 12:00modify580.10187.391188.791185.891
1892023.12.03 20:00sell590.10186.2620.0000.000
1902023.12.03 20:00modify590.10186.262186.716185.891
1912023.12.03 20:00modify580.10187.391186.716185.891
1922023.12.04 04:00t/p580.10185.891186.716185.89173.8310300.20
1932023.12.04 04:00t/p590.10185.891186.716185.89121.2710321.47
1942023.12.05 08:00buy600.10185.1910.0000.000
1952023.12.05 08:00modify600.10185.191183.791186.691
1962023.12.07 08:00s/l600.10183.791183.791186.691-85.4110236.06
1972023.12.08 20:00sell610.10181.9290.0000.000
1982023.12.08 20:00modify610.10181.929183.329180.429
1992023.12.11 08:00s/l610.10183.329183.329180.429-91.9410144.12
2002023.12.12 08:00buy620.10182.7660.0000.000
2012023.12.12 08:00modify620.10182.766181.366184.266
2022023.12.13 20:00s/l620.10181.366181.366184.266-88.4910055.64
2032023.12.14 20:00sell630.10181.0510.0000.000
2042023.12.14 20:00modify630.10181.051182.451179.551
2052023.12.19 08:00s/l630.10182.451182.451179.551-96.849958.79
2062023.12.20 08:00buy640.10181.8070.0000.000
2072023.12.20 08:00modify640.10181.807180.407183.307
2082023.12.21 16:00s/l640.10180.407180.407183.307-86.449872.36
2092023.12.22 16:00sell650.10180.9660.0000.000
2102023.12.22 16:00modify650.10180.966182.366179.466
2112023.12.25 04:00sell660.10180.2070.0000.000
2122023.12.25 04:00modify660.10180.207180.591179.466
2132023.12.25 04:00modify650.10180.966180.591179.466
2142023.12.25 20:00s/l650.10180.591180.591179.46621.529893.88
2152023.12.25 20:00s/l660.10180.591180.591179.466-24.559869.33
2162023.12.26 16:00sell670.10181.1650.0000.000
2172023.12.26 16:00modify670.10181.165182.565179.665
2182023.12.28 16:00t/p670.10179.665182.565179.66586.099955.41
2192024.01.01 20:00buy680.10179.2080.0000.000
2202024.01.01 20:00modify680.10179.208177.808180.708
2212024.01.03 16:00t/p680.10180.708177.808180.70897.9510053.36
2222024.01.05 20:00sell690.10184.0500.0000.000
2232024.01.05 20:00modify690.10184.050185.450182.550
2242024.01.09 04:00sell700.10183.2060.0000.000
2252024.01.09 04:00modify700.10183.206183.600182.550
2262024.01.09 04:00modify690.10184.050183.600182.550
2272024.01.09 08:00s/l690.10183.600183.600182.55023.8710077.23
2282024.01.09 08:00s/l700.10183.600183.600182.550-25.1810052.05
2292024.01.15 08:00sell710.10185.3510.0000.000
2302024.01.15 08:00modify710.10185.351186.751183.851
2312024.01.17 08:00s/l710.10186.751186.751183.851-94.399957.66
2322024.01.17 08:00sell720.10187.1490.0000.000
2332024.01.17 08:00modify720.10187.149188.549185.649
2342024.01.19 04:00s/l720.10188.549188.549185.649-99.309858.35
2352024.01.24 16:00buy730.10187.4270.0000.000
2362024.01.24 16:00modify730.10187.427186.027188.927
2372024.01.26 12:00buy740.10188.2570.0000.000
2382024.01.26 12:00modify740.10188.257187.877188.927
2392024.01.26 12:00modify730.10187.427187.877188.927
2402024.01.29 04:00buy750.10188.2010.0000.000
2412024.01.29 04:00modify750.10188.201187.802188.927
2422024.01.29 08:00s/l730.10187.877187.877188.92733.899892.25
2432024.01.29 08:00s/l740.10187.877187.877188.927-23.289868.97
2442024.01.29 08:00close750.10187.858187.802188.927-21.939847.04
2452024.01.29 16:00buy760.10187.2390.0000.000
2462024.01.29 16:00modify760.10187.239185.839188.739
2472024.02.01 08:00s/l760.10185.839185.839188.739-84.399762.66
2482024.02.05 12:00buy770.10186.6740.0000.000
2492024.02.05 12:00modify770.10186.674185.274188.174
2502024.02.08 04:00buy780.10187.4440.0000.000
2512024.02.08 04:00modify780.10187.444187.049188.174
2522024.02.08 04:00modify770.10186.674187.049188.174
2532024.02.08 12:00t/p770.10188.174187.049188.174101.029863.68
2542024.02.08 12:00t/p780.10188.174187.049188.17446.679910.35
2552024.02.12 12:00buy790.10188.0380.0000.000
2562024.02.12 12:00modify790.10188.038186.638189.538
2572024.02.13 16:00t/p790.10189.538186.638189.53896.9210007.28
2582024.02.14 16:00buy800.10189.0480.0000.000
2592024.02.14 16:00modify800.10189.048187.648190.548
2602024.02.22 12:00t/p800.10190.548187.648190.548106.1510113.43
2612024.02.22 20:00sell810.10190.5760.0000.000
2622024.02.22 20:00modify810.10190.576191.976189.076
2632024.03.07 08:00t/p810.10189.076191.976189.07661.5710175.00
2642024.03.08 12:00buy820.10188.7600.0000.000
2652024.03.08 12:00modify820.10188.760187.360190.260
2662024.03.19 04:00t/p820.10190.260187.360190.260105.1210280.13
2672024.03.21 08:00sell830.10193.3290.0000.000
2682024.03.21 08:00modify830.10193.329194.729191.829
2692024.03.21 12:00sell840.10192.5710.0000.000
2702024.03.21 12:00modify840.10192.571192.954191.829
2712024.03.21 12:00modify830.10193.329192.954191.829
2722024.03.22 04:00t/p830.10191.829192.954191.82993.4310373.55
2732024.03.22 04:00t/p840.10191.829192.954191.82944.9810418.53
2742024.03.25 12:00sell850.10191.1770.0000.000
2752024.03.25 12:00modify850.10191.177192.577189.677
2762024.04.09 12:00s/l850.10192.577192.577189.677-126.2610292.28
2772024.04.09 12:00sell860.10192.5150.0000.000
2782024.04.09 12:00modify860.10192.515193.915191.015
2792024.04.11 00:00sell870.10191.7430.0000.000
2802024.04.11 00:00modify870.10191.743192.140191.015
2812024.04.11 00:00modify860.10192.515192.140191.015
2822024.04.11 08:00s/l860.10192.140192.140191.01514.1710306.44
2832024.04.11 08:00s/l870.10192.140192.140191.015-25.3810281.06
2842024.04.11 20:00sell880.10192.4100.0000.000
2852024.04.11 20:00modify880.10192.410193.810190.910
2862024.04.12 16:00t/p880.10190.910193.810190.91093.4410374.50
2872024.04.15 08:00sell890.10192.0020.0000.000
2882024.04.15 08:00modify890.10192.002193.402190.502
2892024.04.19 04:00t/p890.10190.502193.402190.50281.1810455.69
2902024.04.19 16:00buy900.10191.6260.0000.000
2912024.04.19 16:00modify900.10191.626190.226193.126
2922024.04.24 20:00t/p900.10193.126190.226193.12698.9710554.66
2932024.04.24 20:00sell910.10193.5480.0000.000
2942024.04.24 20:00modify910.10193.548194.948192.048
2952024.04.25 12:00s/l910.10194.948194.948192.048-96.8510457.81
2962024.04.29 08:00buy920.10194.9570.0000.000
2972024.04.29 08:00modify920.10194.957193.557196.457
2982024.04.29 12:00buy930.10195.8040.0000.000
2992024.04.29 12:00modify930.10195.804195.407196.457
3002024.04.29 12:00modify920.10194.957195.407196.457
3012024.04.29 16:00t/p920.10196.457195.407196.45795.9110553.72
3022024.04.29 16:00t/p930.10196.457195.407196.45741.7510595.47
3032024.04.29 20:00buy940.10196.0420.0000.000
3042024.04.29 20:00modify940.10196.042194.642197.542
3052024.04.30 12:00buy950.10196.8680.0000.000
3062024.04.30 12:00modify950.10196.868196.492197.542
3072024.04.30 12:00modify940.10196.042196.492197.542
3082024.04.30 23:59close at stop950.10196.912196.492197.5422.8210598.29
3092024.04.30 23:59close at stop940.10196.912196.492197.54256.6510654.94