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 20:00 (2023.07.01 - 2024.07.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test1902Ticks modelled30623603Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit623.01Gross profit861.08Gross loss-238.07
Profit factor3.62Expected payoff15.97
Absolute drawdown116.92Maximal drawdown193.92 (1.92%)Relative drawdown1.92% (193.92)
Total trades39Short positions (won %)17 (70.59%)Long positions (won %)22 (54.55%)
Profit trades (% of total)24 (61.54%)Loss trades (% of total)15 (38.46%)
Largestprofit trade88.89loss trade-31.20
Averageprofit trade35.88loss trade-15.87
Maximumconsecutive wins (profit in money)10 (457.04)consecutive losses (loss in money)2 (-40.00)
Maximalconsecutive profit (count of wins)457.04 (10)consecutive loss (count of losses)-40.00 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.06 08:00buy10.10183.1480.0000.000
22023.07.06 08:00modify10.10183.148181.648184.548
32023.07.06 10:21buy20.10183.6400.0000.000
42023.07.06 10:21modify20.10183.640183.288184.548
52023.07.06 10:21modify10.10183.148183.288184.548
62023.07.06 13:13buy30.10183.9880.0000.000
72023.07.06 13:13modify30.10183.988183.498184.548
82023.07.06 13:13modify20.10183.640183.498184.548
92023.07.06 13:13modify10.10183.148183.498184.548
102023.07.06 14:05s/l10.10183.498183.498184.54822.0110022.01
112023.07.06 14:05s/l20.10183.498183.498184.548-8.9410013.07
122023.07.06 14:05s/l30.10183.498183.498184.548-30.829982.25
132023.08.23 16:00buy40.10183.8940.0000.000
142023.08.23 16:00modify40.10183.894182.394185.294
152023.08.23 19:43buy50.10184.3840.0000.000
162023.08.23 19:43modify50.10184.384184.034185.294
172023.08.23 19:43modify40.10183.894184.034185.294
182023.08.23 21:05s/l40.10184.034184.034185.2948.819991.06
192023.08.23 21:05s/l50.10184.034184.034185.294-22.019969.05
202023.09.21 20:00buy60.10181.4300.0000.000
212023.09.21 20:00modify60.10181.430179.930182.830
222023.09.22 03:17buy70.10181.9200.0000.000
232023.09.22 03:17modify70.10181.920181.570182.830
242023.09.22 03:17modify60.10181.430181.570182.830
252023.09.22 06:48buy80.10182.2760.0000.000
262023.09.22 06:48modify80.10182.276181.780182.830
272023.09.22 06:48modify70.10181.920181.780182.830
282023.09.22 06:48modify60.10181.430181.780182.830
292023.09.22 07:20s/l60.10181.780181.780182.83022.859991.90
302023.09.22 07:20s/l70.10181.780181.780182.830-8.809983.10
312023.09.22 07:20s/l80.10181.780181.780182.830-31.209951.90
322023.11.17 16:00buy90.10185.9950.0000.000
332023.11.17 16:00modify90.10185.995184.495187.395
342023.11.17 20:55buy100.10186.4990.0000.000
352023.11.17 20:55modify100.10186.499186.135187.395
362023.11.17 20:55modify90.10185.995186.135187.395
372023.11.19 22:07s/l90.10186.135186.135187.3958.819960.71
382023.11.19 22:07s/l100.10186.135186.135187.395-22.909937.81
392023.11.24 20:00sell110.10188.4650.0000.000
402023.11.24 20:00modify110.10188.465189.965187.065
412023.11.27 01:33sell120.10187.9730.0000.000
422023.11.27 01:33modify120.10187.973188.325187.065
432023.11.27 01:33modify110.10188.465188.325187.065
442023.11.27 03:36sell130.10187.6250.0000.000
452023.11.27 03:36modify130.10187.625188.115187.065
462023.11.27 03:36modify120.10187.973188.115187.065
472023.11.27 03:36modify110.10188.465188.115187.065
482023.11.27 05:58s/l110.10188.115188.115187.06519.619957.42
492023.11.27 05:58s/l120.10188.115188.115187.065-8.939948.49
502023.11.27 05:58s/l130.10188.115188.115187.065-30.829917.67
512023.12.14 08:00buy140.10179.2510.0000.000
522023.12.14 08:00modify140.10179.251177.751180.651
532023.12.14 12:03buy150.10179.7450.0000.000
542023.12.14 12:03modify150.10179.745179.391180.651
552023.12.14 12:03modify140.10179.251179.391180.651
562023.12.14 12:17buy160.10180.0920.0000.000
572023.12.14 12:17modify160.10180.092179.601180.651
582023.12.14 12:17modify150.10179.745179.601180.651
592023.12.14 12:17modify140.10179.251179.601180.651
602023.12.14 12:21buy170.10180.2330.0000.000
612023.12.14 12:21modify170.10180.233180.021180.651
622023.12.14 12:21modify160.10180.092180.021180.651
632023.12.14 12:21modify150.10179.745180.021180.651
642023.12.14 12:21modify140.10179.251180.021180.651
652023.12.14 12:23s/l140.10180.021180.021180.65148.429966.09
662023.12.14 12:23s/l150.10180.021180.021180.65117.359983.44
672023.12.14 12:23s/l160.10180.021180.021180.651-4.479978.97
682023.12.14 12:23s/l170.10180.021180.021180.651-13.349965.63
692024.02.13 20:00sell180.10189.7040.0000.000
702024.02.13 20:00modify180.10189.704191.204188.304
712024.02.14 07:00sell190.10189.2060.0000.000
722024.02.14 07:00modify190.10189.206189.564188.304
732024.02.14 07:00modify180.10189.704189.564188.304
742024.02.14 08:10sell200.10188.8640.0000.000
752024.02.14 08:10modify200.10188.864189.354188.304
762024.02.14 08:10modify190.10189.206189.354188.304
772024.02.14 08:10modify180.10189.704189.354188.304
782024.02.15 01:42sell210.10188.7230.0000.000
792024.02.15 01:42modify210.10188.723188.934188.304
802024.02.15 01:42modify200.10188.864188.934188.304
812024.02.15 01:42modify190.10189.206188.934188.304
822024.02.15 01:42modify180.10189.704188.934188.304
832024.02.15 08:44t/p180.10188.304188.934188.30478.4210044.05
842024.02.15 08:44t/p190.10188.304188.934188.30449.5010093.55
852024.02.15 08:44t/p200.10188.304188.934188.30427.9910121.54
862024.02.15 08:44t/p210.10188.304188.934188.30426.3610147.90
872024.03.04 20:00sell220.10191.0550.0000.000
882024.03.04 20:00modify220.10191.055192.555189.655
892024.03.05 07:48sell230.10190.5640.0000.000
902024.03.05 07:48modify230.10190.564190.915189.655
912024.03.05 07:48modify220.10191.055190.915189.655
922024.03.05 15:24s/l220.10190.915190.915189.6556.3910154.29
932024.03.05 15:24s/l230.10190.915190.915189.655-22.0810132.21
942024.03.07 12:00buy240.10188.5970.0000.000
952024.03.07 12:00modify240.10188.597187.097189.997
962024.03.07 14:49buy250.10189.0900.0000.000
972024.03.07 14:49modify250.10189.090188.737189.997
982024.03.07 14:49modify240.10188.597188.737189.997
992024.03.07 15:40buy260.10189.4390.0000.000
1002024.03.07 15:40modify260.10189.439188.947189.997
1012024.03.07 15:40modify250.10189.090188.947189.997
1022024.03.07 15:40modify240.10188.597188.947189.997
1032024.03.07 17:10buy270.10189.5770.0000.000
1042024.03.07 17:10modify270.10189.577189.367189.997
1052024.03.07 17:10modify260.10189.439189.367189.997
1062024.03.07 17:10modify250.10189.090189.367189.997
1072024.03.07 17:10modify240.10188.597189.367189.997
1082024.03.08 00:06s/l240.10189.367189.367189.99749.2710181.48
1092024.03.08 00:06s/l250.10189.367189.367189.99718.2510199.73
1102024.03.08 00:06s/l260.10189.367189.367189.997-3.7010196.03
1112024.03.08 00:06s/l270.10189.367189.367189.997-12.3810183.65
1122024.03.20 12:00sell280.10192.5610.0000.000
1132024.03.20 12:00modify280.10192.561194.061191.161
1142024.03.21 15:17sell290.10192.0700.0000.000
1152024.03.21 15:17modify290.10192.070192.421191.161
1162024.03.21 15:17modify280.10192.561192.421191.161
1172024.03.22 02:27sell300.10191.7200.0000.000
1182024.03.22 02:27modify300.10191.720192.211191.161
1192024.03.22 02:27modify290.10192.070192.211191.161
1202024.03.22 02:27modify280.10192.561192.211191.161
1212024.03.22 02:47sell310.10191.5740.0000.000
1222024.03.22 02:47modify310.10191.574191.791191.161
1232024.03.22 02:47modify300.10191.720191.791191.161
1242024.03.22 02:47modify290.10192.070191.791191.161
1252024.03.22 02:47modify280.10192.561191.791191.161
1262024.03.22 06:49t/p280.10191.161191.791191.16178.4110262.06
1272024.03.22 06:49t/p290.10191.161191.791191.16154.7710316.82
1282024.03.22 06:49t/p300.10191.161191.791191.16135.1610351.98
1292024.03.22 06:49t/p310.10191.161191.791191.16125.9810377.96
1302024.05.03 20:00buy320.10191.8930.0000.000
1312024.05.03 20:00modify320.10191.893190.393193.293
1322024.05.05 23:33buy330.10192.3840.0000.000
1332024.05.05 23:33modify330.10192.384192.033193.293
1342024.05.05 23:33modify320.10191.893192.033193.293
1352024.05.05 23:58buy340.10192.7350.0000.000
1362024.05.05 23:58modify340.10192.735192.243193.293
1372024.05.05 23:58modify330.10192.384192.243193.293
1382024.05.05 23:58modify320.10191.893192.243193.293
1392024.05.06 02:04buy350.10192.8800.0000.000
1402024.05.06 02:04modify350.10192.880192.663193.293
1412024.05.06 02:04modify340.10192.735192.663193.293
1422024.05.06 02:04modify330.10192.384192.663193.293
1432024.05.06 02:04modify320.10191.893192.663193.293
1442024.05.06 07:34t/p320.10193.293192.663193.29388.8910466.85
1452024.05.06 07:34t/p330.10193.293192.663193.29358.0110524.86
1462024.05.06 07:34t/p340.10193.293192.663193.29335.9310560.79
1472024.05.06 07:34t/p350.10193.293192.663193.29325.9810586.77
1482024.05.13 20:00sell360.10196.1260.0000.000
1492024.05.13 20:00modify360.10196.126197.626194.726
1502024.05.16 00:26sell370.10195.6350.0000.000
1512024.05.16 00:26modify370.10195.635195.986194.726
1522024.05.16 00:26modify360.10196.126195.986194.726
1532024.05.16 00:54sell380.10195.2850.0000.000
1542024.05.16 00:54modify380.10195.285195.776194.726
1552024.05.16 00:54modify370.10195.635195.776194.726
1562024.05.16 00:54modify360.10196.126195.776194.726
1572024.05.16 00:57sell390.10195.1460.0000.000
1582024.05.16 00:57modify390.10195.146195.356194.726
1592024.05.16 00:57modify380.10195.285195.356194.726
1602024.05.16 00:57modify370.10195.635195.356194.726
1612024.05.16 00:57modify360.10196.126195.356194.726
1622024.05.16 01:49s/l360.10195.356195.356194.72636.3710623.14
1632024.05.16 01:49s/l370.10195.356195.356194.72617.5510640.69
1642024.05.16 01:49s/l380.10195.356195.356194.726-4.4710636.22
1652024.05.16 01:49s/l390.10195.356195.356194.726-13.2110623.01