Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01)
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=5; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=16; 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 test2603Ticks modelled4205Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit-373.18Gross profit2922.38Gross loss-3295.56
Profit factor0.89Expected payoff-4.78
Absolute drawdown1163.42Maximal drawdown1194.01 (11.90%)Relative drawdown11.90% (1194.01)
Total trades78Short positions (won %)41 (43.90%)Long positions (won %)37 (62.16%)
Profit trades (% of total)41 (52.56%)Loss trades (% of total)37 (47.44%)
Largestprofit trade102.93loss trade-116.31
Averageprofit trade71.28loss trade-89.07
Maximumconsecutive wins (profit in money)9 (738.88)consecutive losses (loss in money)6 (-577.05)
Maximalconsecutive profit (count of wins)738.88 (9)consecutive loss (count of losses)-577.05 (6)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.06 04:00buy10.10183.1270.0000.000
22023.07.06 04:00modify10.10183.127181.627184.627
32023.07.10 12:00s/l10.10181.627181.627184.627-92.979907.03
42023.07.10 12:00buy20.10181.6500.0000.000
52023.07.10 12:00modify20.10181.650180.150183.150
62023.07.12 12:00s/l20.10180.150180.150183.150-92.969814.07
72023.07.13 12:00sell30.10180.8990.0000.000
82023.07.13 12:00modify30.10180.899182.399179.399
92023.07.21 12:00s/l30.10182.399182.399179.399-113.919700.16
102023.07.24 08:00buy40.10181.7380.0000.000
112023.07.24 08:00modify40.10181.738180.238183.238
122023.07.27 20:00s/l40.10180.238180.238183.238-90.479609.69
132023.07.28 12:00sell50.10179.2290.0000.000
142023.07.28 12:00modify50.10179.229180.729177.729
152023.07.28 16:00s/l50.10180.729180.729177.729-94.619515.08
162023.08.02 12:00buy60.10182.2990.0000.000
172023.08.02 12:00modify60.10182.299180.799183.799
182023.08.03 12:00s/l60.10180.799180.799183.799-92.139422.95
192023.08.08 12:00buy70.10181.7580.0000.000
202023.08.08 12:00modify70.10181.758180.258183.258
212023.08.09 04:00buy80.10182.6870.0000.000
222023.08.09 04:00modify80.10182.687182.283183.258
232023.08.09 04:00modify70.10181.758182.283183.258
242023.08.10 08:00t/p70.10183.258182.283183.25897.959520.90
252023.08.10 08:00t/p80.10183.258182.283183.25838.519559.41
262023.08.10 08:00sell90.10183.2770.0000.000
272023.08.10 08:00modify90.10183.277184.777181.777
282023.08.15 00:00s/l90.10184.777184.777181.777-101.859457.56
292023.08.15 08:00sell100.10185.0420.0000.000
302023.08.15 08:00modify100.10185.042186.542183.542
312023.08.21 20:00s/l100.10186.542186.542183.542-109.089348.49
322023.08.23 08:00buy110.10184.9770.0000.000
332023.08.23 08:00modify110.10184.977183.477186.477
342023.08.23 16:00s/l110.10183.477183.477186.477-94.629253.87
352023.08.24 08:00sell120.10184.5700.0000.000
362023.08.24 08:00modify120.10184.570186.070183.070
372023.08.31 00:00s/l120.10186.070186.070183.070-111.499142.38
382023.08.31 12:00buy130.10184.9420.0000.000
392023.08.31 12:00modify130.10184.942183.442186.442
402023.09.07 16:00s/l130.10183.442183.442186.442-88.819053.57
412023.09.08 08:00sell140.10184.1420.0000.000
422023.09.08 08:00modify140.10184.142185.642182.642
432023.09.12 08:00sell150.10183.2910.0000.000
442023.09.12 08:00modify150.10183.291183.692182.642
452023.09.12 08:00modify140.10184.142183.692182.642
462023.09.12 20:00s/l140.10183.692183.692182.64223.559077.12
472023.09.12 20:00s/l150.10183.692183.692182.642-25.299051.83
482023.09.13 04:00sell160.10184.0120.0000.000
492023.09.13 04:00modify160.10184.012185.512182.512
502023.09.15 20:00sell170.10183.1040.0000.000
512023.09.15 20:00modify170.10183.104183.487182.512
522023.09.15 20:00modify160.10184.012183.487182.512
532023.09.19 16:00s/l160.10183.487183.487182.51218.639070.47
542023.09.19 16:00s/l170.10183.487183.487182.512-28.999041.48
552023.09.21 12:00buy180.10181.5520.0000.000
562023.09.21 12:00modify180.10181.552180.052183.052
572023.09.28 12:00buy190.10182.3280.0000.000
582023.09.28 12:00modify190.10182.328182.077183.052
592023.09.28 12:00modify180.10181.552182.077183.052
602023.09.28 16:00s/l180.10182.077182.077183.05238.939080.41
612023.09.28 16:00s/l190.10182.077182.077183.052-15.839064.58
622023.09.29 04:00sell200.10182.5230.0000.000
632023.09.29 04:00modify200.10182.523184.023181.023
642023.10.02 16:00sell210.10181.6710.0000.000
652023.10.02 16:00modify210.10181.671182.073181.023
662023.10.02 16:00modify200.10182.523182.073181.023
672023.10.03 00:00t/p200.10181.023182.073181.02389.789154.37
682023.10.03 00:00t/p210.10181.023182.073181.02338.469192.83
692023.10.04 12:00sell220.10180.5810.0000.000
702023.10.04 12:00modify220.10180.581182.081179.081
712023.10.06 12:00s/l220.10182.081182.081179.081-104.269088.57
722023.10.09 08:00buy230.10181.5760.0000.000
732023.10.09 08:00modify230.10181.576180.076183.076
742023.10.10 12:00buy240.10182.4900.0000.000
752023.10.10 12:00modify240.10182.490182.101183.076
762023.10.10 12:00modify230.10181.576182.101183.076
772023.10.11 08:00t/p230.10183.076182.101183.07696.299184.86
782023.10.11 08:00t/p240.10183.076182.101183.07637.809222.66
792023.10.16 08:00sell250.10182.0980.0000.000
802023.10.16 08:00modify250.10182.098183.598180.598
812023.10.24 08:00s/l250.10183.598183.598180.598-113.919108.74
822023.10.25 12:00buy260.10181.7230.0000.000
832023.10.25 12:00modify260.10181.723180.223183.223
842023.10.31 12:00t/p260.10183.223180.223183.22399.609208.35
852023.11.01 12:00buy270.10183.4190.0000.000
862023.11.01 12:00modify270.10183.419181.919184.919
872023.11.03 20:00t/p270.10184.919181.919184.91997.949306.29
882023.11.06 08:00sell280.10185.3980.0000.000
892023.11.06 08:00modify280.10185.398186.898183.898
902023.11.14 16:00s/l280.10186.898186.898183.898-113.919192.37
912023.11.15 12:00buy290.10187.4520.0000.000
922023.11.15 12:00modify290.10187.452185.952188.952
932023.11.17 12:00s/l290.10185.952185.952188.952-91.309101.08
942023.11.20 00:00sell300.10186.7400.0000.000
952023.11.20 00:00modify300.10186.740188.240185.240
962023.11.20 04:00sell310.10185.8890.0000.000
972023.11.20 04:00modify310.10185.889186.290185.240
982023.11.20 04:00modify300.10186.740186.290185.240
992023.11.20 12:00t/p300.10185.240186.290185.24094.619195.69
1002023.11.20 12:00t/p310.10185.240186.290185.24040.949236.63
1012023.11.21 04:00buy320.10184.8230.0000.000
1022023.11.21 04:00modify320.10184.823183.323186.323
1032023.11.22 08:00t/p320.10186.323183.323186.32395.459332.08
1042023.11.23 12:00sell330.10187.3910.0000.000
1052023.11.23 12:00modify330.10187.391188.891185.891
1062023.12.04 04:00t/p330.10185.891188.891185.89172.909404.97
1072023.12.05 08:00buy340.10185.1910.0000.000
1082023.12.05 08:00modify340.10185.191183.691186.691
1092023.12.07 08:00s/l340.10183.691183.691186.691-91.309313.67
1102023.12.08 12:00sell350.10181.6980.0000.000
1112023.12.08 12:00modify350.10181.698183.198180.198
1122023.12.11 08:00s/l350.10183.198183.198180.198-97.029216.65
1132023.12.12 04:00buy360.10183.1270.0000.000
1142023.12.12 04:00modify360.10183.127181.627184.627
1152023.12.13 20:00s/l360.10181.627181.627184.627-93.809122.85
1162023.12.18 08:00sell370.10180.6890.0000.000
1172023.12.18 08:00modify370.10180.689182.189179.189
1182023.12.19 08:00s/l370.10182.189182.189179.189-97.029025.83
1192023.12.20 04:00buy380.10182.8070.0000.000
1202023.12.20 04:00modify380.10182.807181.307184.307
1212023.12.20 08:00s/l380.10181.307181.307184.307-94.638931.20
1222023.12.21 00:00buy390.10181.4230.0000.000
1232023.12.21 00:00modify390.10181.423179.923182.923
1242023.12.21 16:00s/l390.10179.923179.923182.923-94.628836.58
1252023.12.25 04:00buy400.10180.2470.0000.000
1262023.12.25 04:00modify400.10180.247178.747181.747
1272023.12.27 08:00t/p400.10181.747178.747181.74796.288932.86
1282023.12.27 08:00sell410.10181.7000.0000.000
1292023.12.27 08:00modify410.10181.700183.200180.200
1302023.12.28 12:00t/p410.10180.200183.200180.20087.379020.23
1312024.01.02 08:00sell420.10180.2160.0000.000
1322024.01.02 08:00modify420.10180.216181.716178.716
1332024.01.03 20:00s/l420.10181.716181.716178.716-97.028923.21
1342024.01.08 04:00buy430.10183.5580.0000.000
1352024.01.08 04:00modify430.10183.558182.058185.058
1362024.01.10 16:00t/p430.10185.058182.058185.05896.289019.49
1372024.01.12 04:00buy440.10185.1790.0000.000
1382024.01.12 04:00modify440.10185.179183.679186.679
1392024.01.16 20:00buy450.10186.0330.0000.000
1402024.01.16 20:00modify450.10186.033185.629186.679
1412024.01.16 20:00modify440.10185.179185.629186.679
1422024.01.17 08:00t/p440.10186.679185.629186.67997.129116.61
1432024.01.17 08:00t/p450.10186.679185.629186.67941.589158.19
1442024.01.17 08:00sell460.10187.1490.0000.000
1452024.01.17 08:00modify460.10187.149188.649185.649
1462024.01.19 04:00s/l460.10188.649188.649185.649-104.269053.93
1472024.01.19 12:00buy470.10187.6880.0000.000
1482024.01.19 12:00modify470.10187.688186.188189.188
1492024.01.31 16:00s/l470.10186.188186.188189.188-86.338967.60
1502024.02.01 04:00buy480.10186.1270.0000.000
1512024.02.01 04:00modify480.10186.127184.627187.627
1522024.02.02 16:00t/p480.10187.627184.627187.62795.459063.05
1532024.02.05 12:00buy490.10186.6740.0000.000
1542024.02.05 12:00modify490.10186.674185.174188.174
1552024.02.08 04:00buy500.10187.4440.0000.000
1562024.02.08 04:00modify500.10187.444187.199188.174
1572024.02.08 04:00modify490.10186.674187.199188.174
1582024.02.08 12:00t/p490.10188.174187.199188.17498.789161.83
1592024.02.08 12:00t/p500.10188.174187.199188.17446.059207.88
1602024.02.12 12:00buy510.10188.0380.0000.000
1612024.02.12 12:00modify510.10188.038186.538189.538
1622024.02.13 16:00t/p510.10189.538186.538189.53895.459303.33
1632024.02.14 08:00buy520.10189.0580.0000.000
1642024.02.14 08:00modify520.10189.058187.558190.558
1652024.02.22 12:00t/p520.10190.558187.558190.558102.939406.26
1662024.02.23 12:00sell530.10191.0300.0000.000
1672024.02.23 12:00modify530.10191.030192.530189.530
1682024.02.29 08:00t/p530.10189.530192.530189.53080.139486.40
1692024.03.01 04:00sell540.10189.8840.0000.000
1702024.03.01 04:00modify540.10189.884191.384188.384
1712024.03.07 12:00t/p540.10188.384191.384188.38480.139566.53
1722024.03.08 12:00buy550.10188.7600.0000.000
1732024.03.08 12:00modify550.10188.760187.260190.260
1742024.03.18 00:00buy560.10189.6730.0000.000
1752024.03.18 00:00modify560.10189.673189.285190.260
1762024.03.18 00:00modify550.10188.760189.285190.260
1772024.03.19 04:00t/p550.10190.260189.285190.260102.099668.62
1782024.03.19 04:00t/p560.10190.260189.285190.26037.869706.48
1792024.03.19 04:00sell570.10190.4560.0000.000
1802024.03.19 04:00modify570.10190.456191.956188.956
1812024.03.19 20:00s/l570.10191.956191.956188.956-94.619611.87
1822024.03.21 08:00sell580.10193.3290.0000.000
1832024.03.21 08:00modify580.10193.329194.829191.829
1842024.03.21 12:00sell590.10192.5710.0000.000
1852024.03.21 12:00modify590.10192.571192.804191.829
1862024.03.21 12:00modify580.10193.329192.804191.829
1872024.03.22 04:00t/p580.10191.829192.804191.82992.199704.06
1882024.03.22 04:00t/p590.10191.829192.804191.82944.399748.45
1892024.03.25 12:00sell600.10191.1770.0000.000
1902024.03.25 12:00modify600.10191.177192.677189.677
1912024.04.01 20:00sell610.10190.2710.0000.000
1922024.04.01 20:00modify610.10190.271190.652189.677
1932024.04.01 20:00modify600.10191.177190.652189.677
1942024.04.02 12:00s/l600.10190.652190.652189.67713.819762.26
1952024.04.02 12:00s/l610.10190.652190.652189.677-26.449735.81
1962024.04.11 08:00sell620.10192.3390.0000.000
1972024.04.11 08:00modify620.10192.339193.839190.839
1982024.04.12 16:00t/p620.10190.839193.839190.83992.209828.01
1992024.04.15 04:00sell630.10191.4810.0000.000
2002024.04.15 04:00modify630.10191.481192.981189.981
2012024.04.24 04:00s/l630.10192.981192.981189.981-116.319711.69
2022024.04.26 08:00sell640.10195.9550.0000.000
2032024.04.26 08:00modify640.10195.955197.455194.455
2042024.04.26 12:00t/p640.10194.455197.455194.45594.619806.30
2052024.04.29 08:00buy650.10194.9570.0000.000
2062024.04.29 08:00modify650.10194.957193.457196.457
2072024.04.29 12:00buy660.10195.8040.0000.000
2082024.04.29 12:00modify660.10195.804195.407196.457
2092024.04.29 12:00modify650.10194.957195.407196.457
2102024.04.29 16:00t/p650.10196.457195.407196.45794.639900.93
2112024.04.29 16:00t/p660.10196.457195.407196.45741.199942.12
2122024.04.30 04:00sell670.10196.6290.0000.000
2132024.04.30 04:00modify670.10196.629198.129195.129
2142024.05.02 00:00t/p670.10195.129198.129195.12984.9610027.08
2152024.05.02 00:00buy680.10195.2590.0000.000
2162024.05.02 00:00modify680.10195.259193.759196.759
2172024.05.02 12:00s/l680.10193.759193.759196.759-94.639932.45
2182024.05.06 00:00sell690.10192.6910.0000.000
2192024.05.06 00:00modify690.10192.691194.191191.191
2202024.05.08 12:00s/l690.10194.191194.191191.191-99.449833.02
2212024.05.08 12:00sell700.10194.1160.0000.000
2222024.05.08 12:00modify700.10194.116195.616192.616
2232024.05.13 12:00s/l700.10195.616195.616192.616-106.679726.34
2242024.05.13 12:00sell710.10195.5590.0000.000
2252024.05.13 12:00modify710.10195.559197.059194.059
2262024.05.14 16:00s/l710.10197.059197.059194.059-97.029629.32
2272024.05.15 12:00buy720.10196.3960.0000.000
2282024.05.15 12:00modify720.10196.396194.896197.896
2292024.05.17 04:00buy730.10197.2360.0000.000
2302024.05.17 04:00modify730.10197.236196.846197.896
2312024.05.17 04:00modify720.10196.396196.846197.896
2322024.05.20 00:00t/p720.10197.896196.846197.89698.789728.10
2332024.05.20 00:00t/p730.10197.896196.846197.89642.479770.57
2342024.05.22 08:00sell740.10199.3660.0000.000
2352024.05.22 08:00modify740.10199.366200.866197.866
2362024.06.04 12:00t/p740.10197.866200.866197.86663.249833.82
2372024.06.05 04:00sell750.10198.5750.0000.000
2382024.06.05 04:00modify750.10198.575200.075197.075
2392024.06.10 20:00s/l750.10200.075200.075197.075-106.679727.14
2402024.06.11 04:00sell760.10200.2300.0000.000
2412024.06.11 04:00modify760.10200.230201.730198.730
2422024.06.14 16:00sell770.10199.4720.0000.000
2432024.06.14 16:00modify770.10199.472199.705198.730
2442024.06.14 16:00modify760.10200.230199.705198.730
2452024.06.16 20:00s/l760.10199.705199.705198.73021.059748.19
2462024.06.16 20:00s/l770.10199.705199.705198.730-14.709733.49
2472024.06.19 12:00sell780.10201.0550.0000.000
2482024.06.19 12:00modify780.10201.055202.555199.555
2492024.06.24 16:00s/l780.10202.555202.555199.555-106.679626.82