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 20:00 (2023.11.01 - 2024.11.01)
ModelControl points (a very crude method, the results must not be considered)
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 modelled79823Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread40
Total net profit1024.53Gross profit1281.90Gross loss-257.37
Profit factor4.98Expected payoff39.41
Absolute drawdown109.29Maximal drawdown183.07 (10.36%)Relative drawdown12.20% (123.77)
Total trades26Short positions (won %)13 (92.31%)Long positions (won %)13 (69.23%)
Profit trades (% of total)21 (80.77%)Loss trades (% of total)5 (19.23%)
Largestprofit trade100.08loss trade-97.00
Averageprofit trade61.04loss trade-51.47
Maximumconsecutive wins (profit in money)14 (829.77)consecutive losses (loss in money)2 (-112.45)
Maximalconsecutive profit (count of wins)829.77 (14)consecutive loss (count of losses)-112.45 (2)
Averageconsecutive wins7consecutive 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 17:20s/l10.10180.840180.840183.840-97.00903.00
42023.12.19 12:00sell20.10183.9130.0000.000
52023.12.19 12:00modify20.10183.913185.413182.413
62023.12.19 15:50sell30.10183.1450.0000.000
72023.12.19 15:50modify30.10183.145183.538182.413
82023.12.19 15:50sell40.10183.1450.0000.000
92023.12.19 15:50modify40.10183.145183.388182.413
102023.12.19 15:50modify20.10183.913183.388182.413
112023.12.19 15:55modify30.10183.145183.388182.413
122023.12.20 00:50sell50.10182.9920.0000.000
132023.12.20 00:50modify50.10182.992183.238182.413
142023.12.20 00:55modify50.10182.992183.388182.413
152023.12.20 07:20t/p20.10182.413183.388182.41394.70997.70
162023.12.20 07:20t/p30.10182.413183.388182.41345.051042.74
172023.12.20 07:20t/p40.10182.413183.388182.41345.051087.79
182023.12.20 07:20t/p50.10182.413183.388182.41337.431125.22
192024.04.29 04:00sell60.10199.6010.0000.000
202024.04.29 04:00modify60.10199.601201.101198.101
212024.04.29 04:20t/p60.10198.101201.101198.10196.981222.20
222024.05.02 16:00buy70.10192.3630.0000.000
232024.05.02 16:00modify70.10192.363190.863193.863
242024.05.06 03:30buy80.10193.1380.0000.000
252024.05.06 03:30modify80.10193.138192.738193.863
262024.05.06 03:30buy90.10193.1380.0000.000
272024.05.06 03:30modify90.10193.138192.888193.863
282024.05.06 03:30modify70.10192.363192.888193.863
292024.05.06 03:35modify80.10193.138192.888193.863
302024.05.06 07:20buy100.10193.2820.0000.000
312024.05.06 07:20modify100.10193.282193.038193.863
322024.05.06 07:26modify100.10193.282192.888193.863
332024.05.07 01:40t/p70.10193.863192.888193.863100.081322.28
342024.05.07 01:40t/p80.10193.863192.888193.86347.911370.19
352024.05.07 01:40t/p90.10193.863192.888193.86347.911418.10
362024.05.07 01:40t/p100.10193.863192.888193.86338.591456.68
372024.06.04 12:00buy110.10197.6580.0000.000
382024.06.04 12:00modify110.10197.658196.158199.158
392024.06.05 00:30buy120.10198.4150.0000.000
402024.06.05 00:30modify120.10198.415198.033199.158
412024.06.05 00:30buy130.10198.4150.0000.000
422024.06.05 00:30modify130.10198.415198.183199.158
432024.06.05 00:30modify110.10197.658198.183199.158
442024.06.05 00:35modify120.10198.415198.183199.158
452024.06.05 02:05buy140.10198.5650.0000.000
462024.06.05 02:05modify140.10198.565198.333199.158
472024.06.05 02:10modify140.10198.565198.183199.158
482024.06.05 07:20t/p110.10199.158198.183199.15898.021554.70
492024.06.05 07:20t/p120.10199.158198.183199.15848.041602.74
502024.06.05 07:20t/p130.10199.158198.183199.15848.041650.78
512024.06.05 07:20t/p140.10199.158198.183199.15838.341689.12
522024.07.11 16:00buy150.10204.8580.0000.000
532024.07.11 16:00modify150.10204.858203.358206.358
542024.07.11 23:05buy160.10205.7720.0000.000
552024.07.11 23:05modify160.10205.772205.533206.358
562024.07.11 23:05modify150.10204.858205.533206.358
572024.07.11 23:20s/l150.10205.533205.533206.35843.651732.77
582024.07.11 23:20s/l160.10205.533205.533206.358-15.451717.32
592024.08.02 16:00buy170.10188.1200.0000.000
602024.08.02 16:00modify170.10188.120186.620189.620
612024.08.04 23:30s/l170.10186.620186.620189.620-97.001620.32
622024.08.15 16:00sell180.10191.5290.0000.000
632024.08.15 16:00modify180.10191.529193.029190.029
642024.08.16 14:15sell190.10190.6180.0000.000
652024.08.16 14:15modify190.10190.618190.854190.029
662024.08.16 14:15modify180.10191.529190.854190.029
672024.08.16 14:20s/l180.10190.854190.854190.02941.361661.68
682024.08.16 14:20s/l190.10190.854190.854190.029-15.261646.42
692024.09.20 12:00sell200.10191.7990.0000.000
702024.09.20 12:00modify200.10191.799193.299190.299
712024.09.23 08:05t/p200.10190.299193.299190.29994.701741.12
722024.10.02 16:00sell210.10193.8030.0000.000
732024.10.02 16:00modify210.10193.803195.303192.303
742024.10.03 08:40t/p210.10192.303195.303192.30390.131831.25
752024.10.04 16:00sell220.10194.8750.0000.000
762024.10.04 16:00modify220.10194.875196.375193.375
772024.10.07 08:50sell230.10194.0970.0000.000
782024.10.07 08:50modify230.10194.097194.500193.375
792024.10.07 08:50sell240.10194.0970.0000.000
802024.10.07 08:50modify240.10194.097194.350193.375
812024.10.07 08:50modify220.10194.875194.350193.375
822024.10.07 08:55modify230.10194.097194.350193.375
832024.10.07 11:59sell250.10193.9610.0000.000
842024.10.07 11:59modify250.10193.961194.200193.375
852024.10.07 12:00modify250.10193.961194.350193.375
862024.10.07 22:40t/p220.10193.375194.350193.37594.701925.94
872024.10.07 22:40t/p230.10193.375194.350193.37546.681972.62
882024.10.07 22:40t/p240.10193.375194.350193.37546.682019.30
892024.10.07 22:40t/p250.10193.375194.350193.37537.892057.19
902024.10.31 16:00buy260.10195.8930.0000.000
912024.10.31 16:00modify260.10195.893194.393197.393
922024.10.31 23:59close at stop260.10195.388194.393197.393-32.662024.53