Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; 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=2; 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 test1907Ticks modelled32394169Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit754.27Gross profit1046.80Gross loss-292.53
Profit factor3.58Expected payoff19.85
Absolute drawdown15.26Maximal drawdown233.76 (2.28%)Relative drawdown2.28% (233.76)
Total trades38Short positions (won %)21 (61.90%)Long positions (won %)17 (64.71%)
Profit trades (% of total)24 (63.16%)Loss trades (% of total)14 (36.84%)
Largestprofit trade107.70loss trade-37.65
Averageprofit trade43.62loss trade-20.89
Maximumconsecutive wins (profit in money)9 (512.69)consecutive losses (loss in money)3 (-64.93)
Maximalconsecutive profit (count of wins)512.69 (9)consecutive loss (count of losses)-64.93 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.21 20:00buy10.10181.4300.0000.000
22023.09.21 20:00modify10.10181.430180.330182.930
32023.09.22 03:17buy20.10181.9570.0000.000
42023.09.22 03:17modify20.10181.957181.505182.930
52023.09.22 03:17modify10.10181.430181.505182.930
62023.09.22 07:09buy30.10182.3360.0000.000
72023.09.22 07:09modify30.10182.336182.105182.930
82023.09.22 07:09modify20.10181.957182.105182.930
92023.09.22 07:09modify10.10181.430182.105182.930
102023.09.22 07:15s/l10.10182.105182.105182.93049.0810049.08
112023.09.22 07:15s/l20.10182.105182.105182.93010.5110059.59
122023.09.22 07:15s/l30.10182.105182.105182.930-16.4010043.19
132023.11.24 20:00sell40.10188.4650.0000.000
142023.11.24 20:00modify40.10188.465189.565186.965
152023.11.27 01:34sell50.10187.9400.0000.000
162023.11.27 01:34modify50.10187.940188.390186.965
172023.11.27 01:34modify40.10188.465188.390186.965
182023.11.27 22:20sell60.10187.5590.0000.000
192023.11.27 22:20modify60.10187.559187.790186.965
202023.11.27 22:20modify50.10187.940187.790186.965
212023.11.27 22:20modify40.10188.465187.790186.965
222023.11.27 23:29sell70.10187.4150.0000.000
232023.11.27 23:29modify70.10187.415187.940186.965
242023.11.27 23:29modify60.10187.559187.940186.965
252023.11.27 23:29modify50.10187.940187.940186.965
262023.11.27 23:29modify40.10188.465187.940186.965
272023.11.28 23:14t/p40.10186.965187.940186.965101.4410144.64
282023.11.28 23:14t/p50.10186.965187.940186.96566.7010211.33
292023.11.28 23:14t/p60.10186.965187.940186.96539.6410250.97
302023.11.28 23:14t/p70.10186.965187.940186.96529.4210280.39
312023.12.14 08:00buy80.10179.2510.0000.000
322023.12.14 08:00modify80.10179.251178.151180.751
332023.12.14 12:03buy90.10179.7770.0000.000
342023.12.14 12:03modify90.10179.777179.326180.751
352023.12.14 12:03modify80.10179.251179.326180.751
362023.12.14 12:18buy100.10180.1530.0000.000
372023.12.14 12:18modify100.10180.153179.926180.751
382023.12.14 12:18modify90.10179.777179.926180.751
392023.12.14 12:18modify80.10179.251179.926180.751
402023.12.14 12:26s/l80.10179.926179.926180.75147.9410328.33
412023.12.14 12:26s/l90.10179.926179.926180.75110.5910338.92
422023.12.14 12:26s/l100.10179.926179.926180.751-16.1210322.80
432024.01.04 20:00sell110.10183.3610.0000.000
442024.01.04 20:00modify110.10183.361184.461181.861
452024.01.09 14:06sell120.10182.8360.0000.000
462024.01.09 14:06modify120.10182.836183.286181.861
472024.01.09 14:06modify110.10183.361183.286181.861
482024.01.09 15:36s/l110.10183.286183.286181.861-2.2710320.53
492024.01.09 15:36s/l120.10183.286183.286181.861-31.9510288.58
502024.03.07 12:00buy130.10188.5970.0000.000
512024.03.07 12:00modify130.10188.597187.497190.097
522024.03.07 14:53buy140.10189.1240.0000.000
532024.03.07 14:53modify140.10189.124188.672190.097
542024.03.07 14:53modify130.10188.597188.672190.097
552024.03.07 15:55buy150.10189.4990.0000.000
562024.03.07 15:55modify150.10189.499189.272190.097
572024.03.07 15:55modify140.10189.124189.272190.097
582024.03.07 15:55modify130.10188.597189.272190.097
592024.03.07 16:28s/l130.10189.272189.272190.09747.9310336.51
602024.03.07 16:28s/l140.10189.272189.272190.09710.5110347.02
612024.03.07 16:28s/l150.10189.272189.272190.097-16.1210330.90
622024.03.20 12:00sell160.10192.5610.0000.000
632024.03.20 12:00modify160.10192.561193.661191.061
642024.03.21 15:19sell170.10192.0330.0000.000
652024.03.21 15:19modify170.10192.033192.486191.061
662024.03.21 15:19modify160.10192.561192.486191.061
672024.03.22 02:29sell180.10191.6560.0000.000
682024.03.22 02:29modify180.10191.656191.886191.061
692024.03.22 02:29modify170.10192.033191.886191.061
702024.03.22 02:29modify160.10192.561191.886191.061
712024.03.22 02:48sell190.10191.5110.0000.000
722024.03.22 02:48modify190.10191.511192.036191.061
732024.03.22 02:48modify180.10191.656192.036191.061
742024.03.22 02:48modify170.10192.033192.036191.061
752024.03.22 02:48modify160.10192.561192.036191.061
762024.03.22 06:55t/p160.10191.061192.036191.06196.3910427.28
772024.03.22 06:55t/p170.10191.061192.036191.06166.4910493.77
782024.03.22 06:55t/p180.10191.061192.036191.06142.2510536.02
792024.03.22 06:55t/p190.10191.061192.036191.06131.9510567.97
802024.05.03 04:00buy200.10192.0950.0000.000
812024.05.03 04:00modify200.10192.095190.995193.595
822024.05.05 23:53buy210.10192.6220.0000.000
832024.05.05 23:53modify210.10192.622192.170193.595
842024.05.05 23:53modify200.10192.095192.170193.595
852024.05.06 02:57buy220.10193.0110.0000.000
862024.05.06 02:57modify220.10193.011192.770193.595
872024.05.06 02:57modify210.10192.622192.770193.595
882024.05.06 02:57modify200.10192.095192.770193.595
892024.05.06 03:29buy230.10193.1510.0000.000
902024.05.06 03:29modify230.10193.151192.620193.595
912024.05.06 03:29modify220.10193.011192.620193.595
922024.05.06 03:29modify210.10192.622192.620193.595
932024.05.06 03:29modify200.10192.095192.620193.595
942024.05.06 14:53t/p200.10193.595192.620193.595107.7010675.67
952024.05.06 14:53t/p210.10193.595192.620193.59570.2610745.93
962024.05.06 14:53t/p220.10193.595192.620193.59541.4910787.42
972024.05.06 14:53t/p230.10193.595192.620193.59531.5410818.96
982024.05.13 20:00sell240.10196.1260.0000.000
992024.05.13 20:00modify240.10196.126197.226194.626
1002024.05.16 00:27sell250.10195.6000.0000.000
1012024.05.16 00:27modify250.10195.600196.051194.626
1022024.05.16 00:27modify240.10196.126196.051194.626
1032024.05.16 00:55sell260.10195.2180.0000.000
1042024.05.16 00:55modify260.10195.218195.451194.626
1052024.05.16 00:55modify250.10195.600195.451194.626
1062024.05.16 00:55modify240.10196.126195.451194.626
1072024.05.16 00:58sell270.10195.0760.0000.000
1082024.05.16 00:58modify270.10195.076195.601194.626
1092024.05.16 00:58modify260.10195.218195.601194.626
1102024.05.16 00:58modify250.10195.600195.601194.626
1112024.05.16 00:58modify240.10196.126195.601194.626
1122024.05.16 02:00s/l240.10195.601195.601194.62624.6210843.59
1132024.05.16 02:00s/l250.10195.601195.601194.626-0.0710843.52
1142024.05.16 02:00s/l260.10195.601195.601194.626-27.2010816.32
1152024.05.16 02:00s/l270.10195.601195.601194.626-37.2910779.03
1162024.07.03 20:00sell280.10206.0030.0000.000
1172024.07.03 20:00modify280.10206.003207.103204.503
1182024.07.04 10:26sell290.10205.4760.0000.000
1192024.07.04 10:26modify290.10205.476205.928204.503
1202024.07.04 10:26modify280.10206.003205.928204.503
1212024.07.05 03:20sell300.10205.1030.0000.000
1222024.07.05 03:20modify300.10205.103205.328204.503
1232024.07.05 03:20modify290.10205.476205.328204.503
1242024.07.05 03:20modify280.10206.003205.328204.503
1252024.07.05 06:38s/l280.10205.328205.328204.50337.8110816.83
1262024.07.05 06:38s/l290.10205.328205.328204.5037.9810824.81
1272024.07.05 06:38s/l300.10205.328205.328204.503-15.9710808.84
1282024.07.25 12:00buy310.10196.6210.0000.000
1292024.07.25 12:00modify310.10196.621195.521198.121
1302024.07.25 12:30buy320.10197.1540.0000.000
1312024.07.25 12:30modify320.10197.154196.696198.121
1322024.07.25 12:30modify310.10196.621196.696198.121
1332024.07.25 12:34buy330.10197.5220.0000.000
1342024.07.25 12:34modify330.10197.522197.296198.121
1352024.07.25 12:34modify320.10197.154197.296198.121
1362024.07.25 12:34modify310.10196.621197.296198.121
1372024.07.25 12:35buy340.10197.6760.0000.000
1382024.07.25 12:35modify340.10197.676197.146198.121
1392024.07.25 12:35modify330.10197.522197.146198.121
1402024.07.25 12:35modify320.10197.154197.146198.121
1412024.07.25 12:35modify310.10196.621197.146198.121
1422024.07.25 12:43s/l310.10197.146197.146198.12137.2910846.13
1432024.07.25 12:43s/l320.10197.146197.146198.121-0.5710845.56
1442024.07.25 12:43s/l330.10197.146197.146198.121-26.7110818.85
1452024.07.25 12:43s/l340.10197.146197.146198.121-37.6510781.20
1462024.08.16 04:00sell350.10191.6330.0000.000
1472024.08.16 04:00modify350.10191.633192.733190.133
1482024.08.16 11:23sell360.10191.1080.0000.000
1492024.08.16 11:23modify360.10191.108191.558190.133
1502024.08.16 11:23modify350.10191.633191.558190.133
1512024.08.16 12:31sell370.10190.7300.0000.000
1522024.08.16 12:31modify370.10190.730190.958190.133
1532024.08.16 12:31modify360.10191.108190.958190.133
1542024.08.16 12:31modify350.10191.633190.958190.133
1552024.08.16 12:58sell380.10190.5820.0000.000
1562024.08.16 12:58modify380.10190.582191.108190.133
1572024.08.16 12:58modify370.10190.730191.108190.133
1582024.08.16 12:58modify360.10191.108191.108190.133
1592024.08.16 12:58modify350.10191.633191.108190.133
1602024.08.16 15:19s/l350.10191.108191.108190.13337.2810818.48
1612024.08.16 15:19s/l360.10191.108191.108190.1330.0010818.48
1622024.08.16 15:19s/l370.10191.108191.108190.133-26.8510791.63
1632024.08.16 15:19s/l380.10191.108191.108190.133-37.3610754.27