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)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test2607Ticks modelled79554Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread40
Total net profit828.95Gross profit1147.77Gross loss-318.81
Profit factor3.60Expected payoff16.92
Absolute drawdown18.32Maximal drawdown176.23 (1.69%)Relative drawdown1.69% (176.23)
Total trades49Short positions (won %)20 (60.00%)Long positions (won %)29 (62.07%)
Profit trades (% of total)30 (61.22%)Loss trades (% of total)19 (38.78%)
Largestprofit trade72.08loss trade-45.09
Averageprofit trade38.26loss trade-16.78
Maximumconsecutive wins (profit in money)7 (334.53)consecutive losses (loss in money)2 (-53.34)
Maximalconsecutive profit (count of wins)334.53 (7)consecutive loss (count of losses)-53.34 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.07 12:00buy10.10183.5550.0000.000
22023.09.07 12:00modify10.10183.555182.955184.555
32023.09.07 15:30buy20.10183.7780.0000.000
42023.09.07 15:30modify20.10183.778183.605184.555
52023.09.07 15:30modify10.10183.555183.605184.555
62023.09.07 16:20s/l10.10183.605183.605184.5553.5410003.54
72023.09.07 16:20s/l20.10183.605183.605184.555-12.289991.26
82023.09.14 16:00buy30.10182.6430.0000.000
92023.09.14 16:00modify30.10182.643182.043183.643
102023.09.14 16:40buy40.10182.8440.0000.000
112023.09.14 16:40modify40.10182.844182.693183.643
122023.09.14 16:40modify30.10182.643182.693183.643
132023.09.15 03:10buy50.10183.1450.0000.000
142023.09.15 03:10modify50.10183.145182.893183.643
152023.09.15 03:10buy60.10183.1450.0000.000
162023.09.15 03:10modify60.10183.145182.993183.643
172023.09.15 03:10modify40.10182.844182.993183.643
182023.09.15 03:10modify30.10182.643182.993183.643
192023.09.15 03:15modify50.10183.145182.993183.643
202023.09.15 07:30t/p30.10183.643182.993183.64372.0810063.34
212023.09.15 07:30t/p40.10183.643182.993183.64357.8210121.16
222023.09.15 07:30t/p50.10183.643182.993183.64335.3310156.49
232023.09.15 07:30t/p60.10183.643182.993183.64335.3310191.82
242023.09.21 12:00buy70.10181.5520.0000.000
252023.09.21 12:00modify70.10181.552180.952182.552
262023.09.22 02:30buy80.10181.7610.0000.000
272023.09.22 02:30modify80.10181.761181.602182.552
282023.09.22 02:30modify70.10181.552181.602182.552
292023.09.22 04:15buy90.10182.0800.0000.000
302023.09.22 04:15modify90.10182.080181.802182.552
312023.09.22 04:15buy100.10182.0800.0000.000
322023.09.22 04:15modify100.10182.080181.902182.552
332023.09.22 04:15modify80.10181.761181.902182.552
342023.09.22 04:15modify70.10181.552181.902182.552
352023.09.22 04:20modify90.10182.080181.902182.552
362023.09.22 04:30s/l70.10181.902181.902182.55225.9710217.80
372023.09.22 04:30s/l80.10181.902181.902182.55210.0010227.80
382023.09.22 04:30s/l90.10181.902181.902182.552-12.6310215.17
392023.09.22 04:30s/l100.10181.902181.902182.552-12.6310202.54
402023.10.03 16:00buy110.10180.0160.0000.000
412023.10.03 16:00modify110.10180.016179.416181.016
422023.10.03 16:40buy120.10180.2310.0000.000
432023.10.03 16:40modify120.10180.231180.066181.016
442023.10.03 16:40modify110.10180.016180.066181.016
452023.10.03 17:00s/l110.10180.066180.066181.0163.5510206.09
462023.10.03 17:00s/l120.10180.066180.066181.016-11.7110194.38
472023.10.06 12:00sell130.10182.0170.0000.000
482023.10.06 12:00modify130.10182.017182.617181.017
492023.10.06 12:40t/p130.10181.017182.617181.01770.9410265.32
502023.11.03 16:00sell140.10184.7790.0000.000
512023.11.03 16:00modify140.10184.779185.379183.779
522023.11.06 07:30s/l140.10185.379185.379183.779-45.0910220.22
532023.11.06 12:00sell150.10185.8820.0000.000
542023.11.06 12:00modify150.10185.882186.482184.882
552023.11.06 17:55sell160.10185.3780.0000.000
562023.11.06 17:55modify160.10185.378185.632184.882
572023.11.06 17:55sell170.10185.3780.0000.000
582023.11.06 17:55modify170.10185.378185.532184.882
592023.11.06 17:55modify150.10185.882185.532184.882
602023.11.06 18:00modify160.10185.378185.532184.882
612023.11.07 10:40t/p150.10184.882185.532184.88268.4110288.63
622023.11.07 10:40t/p160.10184.882185.532184.88232.6610321.29
632023.11.07 10:40t/p170.10184.882185.532184.88232.6610353.94
642023.11.14 16:00sell180.10187.8650.0000.000
652023.11.14 16:00modify180.10187.865188.465186.865
662023.11.15 09:40sell190.10187.3530.0000.000
672023.11.15 09:40modify190.10187.353187.615186.865
682023.11.15 09:40sell200.10187.3530.0000.000
692023.11.15 09:40modify200.10187.353187.515186.865
702023.11.15 09:40modify180.10187.865187.515186.865
712023.11.15 09:45modify190.10187.353187.515186.865
722023.11.15 10:30s/l180.10187.515187.515186.86522.3010376.24
732023.11.15 10:30s/l190.10187.515187.515186.865-11.4910364.75
742023.11.15 10:30s/l200.10187.515187.515186.865-11.4910353.26
752023.11.17 12:00buy210.10185.8520.0000.000
762023.11.17 12:00modify210.10185.852185.252186.852
772023.11.17 18:30buy220.10186.3680.0000.000
782023.11.17 18:30modify220.10186.368186.102186.852
792023.11.17 18:30buy230.10186.3680.0000.000
802023.11.17 18:30modify230.10186.368186.202186.852
812023.11.17 18:30modify210.10185.852186.202186.852
822023.11.17 18:35modify220.10186.368186.202186.852
832023.11.19 22:00s/l210.10186.202186.202186.85224.8310378.09
842023.11.19 22:00s/l220.10186.202186.202186.852-11.7810366.31
852023.11.19 22:00s/l230.10186.202186.202186.852-11.7810354.53
862023.11.20 12:00buy240.10184.8560.0000.000
872023.11.20 12:00modify240.10184.856184.256185.856
882023.11.20 15:35buy250.10185.3720.0000.000
892023.11.20 15:35modify250.10185.372185.106185.856
902023.11.20 15:35buy260.10185.3720.0000.000
912023.11.20 15:35modify260.10185.372185.206185.856
922023.11.20 15:35modify240.10184.856185.206185.856
932023.11.20 15:40s/l240.10185.206185.206185.85624.8310379.36
942023.11.20 15:40s/l260.10185.206185.206185.856-11.7810367.58
952023.11.20 15:40close250.10185.195185.106185.856-12.5610355.02
962023.11.24 16:00sell270.10188.5540.0000.000
972023.11.24 16:00modify270.10188.554189.154187.554
982023.11.24 20:30sell280.10188.3340.0000.000
992023.11.24 20:30modify280.10188.334188.504187.554
1002023.11.24 20:30modify270.10188.554188.504187.554
1012023.11.24 21:15s/l270.10188.504188.504187.5543.5510358.57
1022023.11.24 21:15s/l280.10188.504188.504187.554-12.0610346.51
1032023.12.04 16:00buy290.10185.5370.0000.000
1042023.12.04 16:00modify290.10185.537184.937186.537
1052023.12.04 20:30buy300.10186.0530.0000.000
1062023.12.04 20:30modify300.10186.053185.787186.537
1072023.12.04 20:30buy310.10186.0530.0000.000
1082023.12.04 20:30modify310.10186.053185.887186.537
1092023.12.04 20:30modify290.10185.537185.887186.537
1102023.12.04 20:35modify300.10186.053185.887186.537
1112023.12.04 22:06s/l290.10185.887185.887186.53724.8310371.34
1122023.12.04 22:06s/l300.10185.887185.887186.537-11.7810359.56
1132023.12.04 22:06s/l310.10185.887185.887186.537-11.7810347.78
1142024.01.10 16:00sell320.10185.4520.0000.000
1152024.01.10 16:00modify320.10185.452186.052184.452
1162024.01.10 17:40sell330.10185.2470.0000.000
1172024.01.10 17:40modify330.10185.247185.402184.452
1182024.01.10 17:40modify320.10185.452185.402184.452
1192024.01.10 17:55s/l320.10185.402185.402184.4523.5510351.33
1202024.01.10 17:55s/l330.10185.402185.402184.452-11.0010340.33
1212024.02.08 12:00sell340.10188.0240.0000.000
1222024.02.08 12:00modify340.10188.024188.624187.024
1232024.02.08 14:05sell350.10187.8220.0000.000
1242024.02.08 14:05modify350.10187.822187.974187.024
1252024.02.08 14:05modify340.10188.024187.974187.024
1262024.02.08 14:20s/l340.10187.974187.974187.0243.5510343.88
1272024.02.08 14:20s/l350.10187.974187.974187.024-10.7810333.10
1282024.03.19 16:00sell360.10191.5880.0000.000
1292024.03.19 16:00modify360.10191.588192.188190.588
1302024.03.19 17:40s/l360.10192.188192.188190.588-42.5610290.54
1312024.04.12 16:00buy370.10190.7570.0000.000
1322024.04.12 16:00modify370.10190.757190.157191.757
1332024.04.15 00:13buy380.10190.9620.0000.000
1342024.04.15 00:13modify380.10190.962190.807191.757
1352024.04.15 00:13modify370.10190.757190.807191.757
1362024.04.15 05:40t/p370.10191.757190.807191.75772.0810362.62
1372024.04.15 05:40t/p380.10191.757190.807191.75756.4010419.02
1382024.05.03 16:00buy390.10191.8270.0000.000
1392024.05.03 16:00modify390.10191.827191.227192.827
1402024.05.05 22:20buy400.10192.0370.0000.000
1412024.05.05 22:20modify400.10192.037191.877192.827
1422024.05.05 22:20modify390.10191.827191.877192.827
1432024.05.05 23:10buy410.10192.3270.0000.000
1442024.05.05 23:10modify410.10192.327192.077192.827
1452024.05.05 23:10buy420.10192.3270.0000.000
1462024.05.05 23:10modify420.10192.327192.177192.827
1472024.05.05 23:10modify400.10192.037192.177192.827
1482024.05.05 23:10modify390.10191.827192.177192.827
1492024.05.05 23:15modify410.10192.327192.177192.827
1502024.05.06 00:15t/p390.10192.827192.177192.82772.0810491.10
1512024.05.06 00:15t/p400.10192.827192.177192.82757.1910548.29
1522024.05.06 00:15t/p410.10192.827192.177192.82736.6110584.91
1532024.05.06 00:15t/p420.10192.827192.177192.82736.6110621.52
1542024.07.03 16:00sell430.10206.1080.0000.000
1552024.07.03 16:00modify430.10206.108206.708205.108
1562024.07.03 17:26sell440.10205.9020.0000.000
1572024.07.03 17:26modify440.10205.902206.058205.108
1582024.07.03 17:26modify430.10206.108206.058205.108
1592024.07.03 19:40s/l430.10206.058206.058205.1083.5510625.07
1602024.07.03 19:40s/l440.10206.058206.058205.108-11.0610614.01
1612024.07.10 16:00sell450.10207.6900.0000.000
1622024.07.10 16:00modify450.10207.690208.290206.690
1632024.07.11 12:30t/p450.10206.690208.290206.69063.3410677.35
1642024.07.11 16:00buy460.10204.8580.0000.000
1652024.07.11 16:00modify460.10204.858204.258205.858
1662024.07.11 23:15t/p460.10205.858204.258205.85870.9410748.29
1672024.07.17 12:00buy470.10204.0090.0000.000
1682024.07.17 12:00modify470.10204.009203.409205.009
1692024.07.17 16:30s/l470.10203.409203.409205.009-42.5710705.72
1702024.08.15 16:00sell480.10191.5290.0000.000
1712024.08.15 16:00modify480.10191.529192.129190.529
1722024.08.16 11:20sell490.10191.3020.0000.000
1732024.08.16 11:20modify490.10191.302191.479190.529
1742024.08.16 11:20modify480.10191.529191.479190.529
1752024.08.16 12:40t/p480.10190.529191.479190.52968.4110774.12
1762024.08.16 12:40t/p490.10190.529191.479190.52954.8310828.95