Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; 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=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test2612Ticks modelled4224Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread40
Total net profit488.71Gross profit794.43Gross loss-305.72
Profit factor2.60Expected payoff37.59
Absolute drawdown96.92Maximal drawdown296.31 (21.63%)Relative drawdown21.63% (296.31)
Total trades13Short positions (won %)7 (100.00%)Long positions (won %)6 (33.33%)
Profit trades (% of total)9 (69.23%)Loss trades (% of total)4 (30.77%)
Largestprofit trade100.02loss trade-96.92
Averageprofit trade88.27loss trade-76.43
Maximumconsecutive wins (profit in money)5 (404.92)consecutive losses (loss in money)2 (-188.70)
Maximalconsecutive profit (count of wins)404.92 (5)consecutive loss (count of losses)-188.70 (2)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.12.07 12:00buy10.10182.3400.0000.000
22023.12.07 12:00modify10.10182.340180.840183.840
32023.12.07 20:00s/l10.10180.840180.840183.840-96.92903.08
42023.12.19 12:00sell20.10183.9130.0000.000
52023.12.19 12:00modify20.10183.913185.413182.413
62023.12.20 08:00t/p20.10182.413185.413182.41394.63997.71
72024.04.29 04:00sell30.10199.6010.0000.000
82024.04.29 04:00modify30.10199.601201.101198.101
92024.04.29 08:00t/p30.10198.101201.101198.10196.911094.62
102024.05.02 16:00buy40.10192.3630.0000.000
112024.05.02 16:00modify40.10192.363190.863193.863
122024.05.07 04:00t/p40.10193.863190.863193.863100.021194.63
132024.06.04 12:00buy50.10197.6580.0000.000
142024.06.04 12:00modify50.10197.658196.158199.158
152024.06.05 08:00t/p50.10199.158196.158199.15897.961292.59
162024.07.11 16:00buy60.10204.8580.0000.000
172024.07.11 16:00modify60.10204.858203.358206.358
182024.07.17 20:00s/l60.10203.358203.358206.358-92.801199.79
192024.08.02 16:00buy70.10188.1200.0000.000
202024.08.02 16:00modify70.10188.120186.620189.620
212024.08.05 00:00s/l70.10186.620186.620189.620-95.901103.89
222024.08.15 16:00sell80.10191.5290.0000.000
232024.08.15 16:00modify80.10191.529193.029190.029
242024.08.19 04:00t/p80.10190.029193.029190.02992.341196.23
252024.09.20 12:00sell90.10191.7990.0000.000
262024.09.20 12:00modify90.10191.799193.299190.299
272024.09.23 12:00t/p90.10190.299193.299190.29994.641290.87
282024.10.02 16:00sell100.10193.8030.0000.000
292024.10.02 16:00modify100.10193.803195.303192.303
302024.10.03 12:00t/p100.10192.303195.303192.30390.071380.94
312024.10.04 16:00sell110.10194.8750.0000.000
322024.10.04 16:00modify110.10194.875196.375193.375
332024.10.07 12:00sell120.10193.9600.0000.000
342024.10.07 12:00modify120.10193.960194.200193.375
352024.10.07 12:00modify110.10194.875194.200193.375
362024.10.08 00:00t/p110.10193.375194.200193.37592.351473.29
372024.10.08 00:00t/p120.10193.375194.200193.37535.521508.81
382024.10.31 16:00buy130.10195.8930.0000.000
392024.10.31 16:00modify130.10195.893194.393197.393
402024.10.31 23:59close at stop130.10195.582194.393197.393-20.101488.71