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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 test2612Ticks modelled79827Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread40
Total net profit962.08Gross profit1610.06Gross loss-647.97
Profit factor2.48Expected payoff18.15
Absolute drawdown94.18Maximal drawdown171.63 (12.28%)Relative drawdown12.28% (171.63)
Total trades53Short positions (won %)41 (56.10%)Long positions (won %)12 (50.00%)
Profit trades (% of total)29 (54.72%)Loss trades (% of total)24 (45.28%)
Largestprofit trade97.99loss trade-39.16
Averageprofit trade55.52loss trade-27.00
Maximumconsecutive wins (profit in money)6 (360.95)consecutive losses (loss in money)4 (-138.39)
Maximalconsecutive profit (count of wins)360.95 (6)consecutive loss (count of losses)-138.39 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.06 08:00sell10.10185.3980.0000.000
22023.11.06 08:00modify10.10185.398185.898183.898
32023.11.06 11:40s/l10.10185.898185.898183.898-32.32967.68
42023.11.14 08:00sell20.10186.4310.0000.000
52023.11.14 08:00modify20.10186.431186.931184.931
62023.11.14 13:30s/l20.10186.931186.931184.931-32.32935.36
72023.11.14 16:00sell30.10187.8650.0000.000
82023.11.14 16:00modify30.10187.865188.365186.365
92023.11.16 13:15sell40.10187.2580.0000.000
102023.11.16 13:15modify40.10187.258187.565186.365
112023.11.16 13:15modify30.10187.865187.565186.365
122023.11.16 16:20sell50.10187.0230.0000.000
132023.11.16 16:20modify50.10187.023187.340186.365
142023.11.16 16:20modify40.10187.258187.340186.365
152023.11.16 16:20modify30.10187.865187.340186.365
162023.11.16 22:50sell60.10186.8820.0000.000
172023.11.16 22:50modify60.10186.882187.190186.365
182023.11.16 22:50modify50.10187.023187.190186.365
192023.11.16 22:50modify40.10187.258187.190186.365
202023.11.16 22:50modify30.10187.865187.190186.365
212023.11.17 07:33t/p30.10186.365187.190186.36585.531020.89
222023.11.17 07:33t/p40.10186.365187.190186.36555.441076.33
232023.11.17 07:33t/p50.10186.365187.190186.36540.251116.58
242023.11.17 07:33t/p60.10186.365187.190186.36531.131147.70
252023.11.24 16:00sell70.10188.5540.0000.000
262023.11.24 16:00modify70.10188.554189.054187.054
272023.11.27 01:50sell80.10187.9320.0000.000
282023.11.27 01:50modify80.10187.932188.254187.054
292023.11.27 01:50modify70.10188.554188.254187.054
302023.11.27 03:30sell90.10187.7100.0000.000
312023.11.27 03:30modify90.10187.710188.029187.054
322023.11.27 03:30modify80.10187.932188.029187.054
332023.11.27 03:30modify70.10188.554188.029187.054
342023.11.27 05:30s/l70.10188.029188.029187.05431.651179.35
352023.11.27 05:30s/l80.10188.029188.029187.054-6.271173.08
362023.11.27 05:30s/l90.10188.029188.029187.054-20.621152.46
372023.12.07 08:00buy100.10183.3530.0000.000
382023.12.07 08:00modify100.10183.353182.853184.853
392023.12.07 08:30s/l100.10182.853182.853184.853-32.331120.13
402023.12.14 12:00buy110.10179.1100.0000.000
412023.12.14 12:00modify110.10179.110178.610180.610
422023.12.14 13:40t/p110.10180.610178.610180.61096.961217.09
432023.12.19 12:00sell120.10183.9130.0000.000
442023.12.19 12:00modify120.10183.913184.413182.413
452023.12.19 16:40sell130.10183.0760.0000.000
462023.12.19 16:40modify130.10183.076183.388182.413
472023.12.19 16:40modify120.10183.913183.388182.413
482023.12.20 02:05sell140.10182.9310.0000.000
492023.12.20 02:05modify140.10182.931183.238182.413
502023.12.20 02:05modify130.10183.076183.238182.413
512023.12.20 02:05modify120.10183.913183.238182.413
522023.12.20 07:20t/p120.10182.413183.238182.41394.671311.75
532023.12.20 07:20t/p130.10182.413183.238182.41340.571352.32
542023.12.20 07:20t/p140.10182.413183.238182.41333.481385.80
552024.01.04 12:00sell150.10183.0590.0000.000
562024.01.04 12:00modify150.10183.059183.559181.559
572024.01.04 14:30s/l150.10183.559183.559181.559-32.321353.48
582024.01.10 16:00sell160.10185.4520.0000.000
592024.01.10 16:00modify160.10185.452185.952183.952
602024.01.11 14:05s/l160.10185.952185.952183.952-39.161314.32
612024.01.17 08:00sell170.10187.1490.0000.000
622024.01.17 08:00modify170.10187.149187.649185.649
632024.01.17 15:20s/l170.10187.649187.649185.649-32.321282.00
642024.02.08 16:00sell180.10188.3520.0000.000
652024.02.08 16:00modify180.10188.352188.852186.852
662024.02.09 08:05s/l180.10188.852188.852186.852-34.591247.41
672024.03.07 08:00buy190.10188.4500.0000.000
682024.03.07 08:00modify190.10188.450187.950189.950
692024.03.07 15:30buy200.10189.4430.0000.000
702024.03.07 15:30modify200.10189.443189.125189.950
712024.03.07 15:30modify190.10188.450189.125189.950
722024.03.08 00:40s/l190.10189.125189.125189.95044.661292.07
732024.03.08 00:40s/l200.10189.125189.125189.950-19.531272.54
742024.03.19 08:00sell210.10190.8090.0000.000
752024.03.19 08:00modify210.10190.809191.309189.309
762024.03.19 13:40s/l210.10191.309191.309189.309-32.321240.22
772024.04.04 08:00sell220.10192.0670.0000.000
782024.04.04 08:00modify220.10192.067192.567190.567
792024.04.04 18:40sell230.10191.2140.0000.000
802024.04.04 18:40modify230.10191.214191.542190.567
812024.04.04 18:40modify220.10192.067191.542190.567
822024.04.04 18:55s/l220.10191.542191.542190.56733.941274.16
832024.04.04 18:55s/l230.10191.542191.542190.567-21.201252.96
842024.04.25 08:00sell240.10194.6270.0000.000
852024.04.25 08:00modify240.10194.627195.127193.127
862024.04.25 13:20sell250.10194.0220.0000.000
872024.04.25 13:20modify250.10194.022194.327193.127
882024.04.25 13:20modify240.10194.627194.327193.127
892024.04.25 14:30s/l240.10194.327194.327193.12719.391272.35
902024.04.25 14:30s/l250.10194.327194.327193.127-19.711252.64
912024.04.26 08:00sell260.10195.9550.0000.000
922024.04.26 08:00modify260.10195.955196.455194.455
932024.04.26 08:05t/p260.10194.455196.455194.45596.961349.60
942024.05.02 12:00buy270.10193.6840.0000.000
952024.05.02 12:00modify270.10193.684193.184195.184
962024.05.02 13:30s/l270.10193.184193.184195.184-32.321317.28
972024.05.03 16:00buy280.10191.8270.0000.000
982024.05.03 16:00modify280.10191.827191.327193.327
992024.05.06 00:35buy290.10192.6550.0000.000
1002024.05.06 00:35modify290.10192.655192.352193.327
1012024.05.06 00:35modify280.10191.827192.352193.327
1022024.05.06 01:50buy300.10192.8220.0000.000
1032024.05.06 01:50modify300.10192.822192.502193.327
1042024.05.06 01:50modify290.10192.655192.502193.327
1052024.05.06 01:50modify280.10191.827192.502193.327
1062024.05.06 07:33t/p280.10193.327192.502193.32797.991415.26
1072024.05.06 07:33t/p290.10193.327192.502193.32743.441458.70
1082024.05.06 07:33t/p300.10193.327192.502193.32732.651491.35
1092024.05.13 12:00sell310.10195.5590.0000.000
1102024.05.13 12:00modify310.10195.559196.059194.059
1112024.05.13 15:30s/l310.10196.059196.059194.059-32.321459.03
1122024.05.30 08:00buy320.10199.5140.0000.000
1132024.05.30 08:00modify320.10199.514199.014201.014
1142024.05.30 13:15s/l320.10199.014199.014201.014-32.321426.71
1152024.06.12 12:00sell330.10200.7530.0000.000
1162024.06.12 12:00modify330.10200.753201.253199.253
1172024.06.12 15:45sell340.10200.1370.0000.000
1182024.06.12 15:45modify340.10200.137200.453199.253
1192024.06.12 15:45modify330.10200.753200.453199.253
1202024.06.12 18:15sell350.10199.9230.0000.000
1212024.06.12 18:15modify350.10199.923200.228199.253
1222024.06.12 18:15modify340.10200.137200.228199.253
1232024.06.12 18:15modify330.10200.753200.228199.253
1242024.06.12 18:20s/l330.10200.228200.228199.25333.931460.64
1252024.06.12 18:20s/l340.10200.228200.228199.253-5.881454.76
1262024.06.12 18:20s/l350.10200.228200.228199.253-19.711435.05
1272024.07.01 12:00sell360.10204.2220.0000.000
1282024.07.01 12:00modify360.10204.222204.722202.722
1292024.07.01 14:05s/l360.10204.722204.722202.722-32.321402.73
1302024.07.10 16:00sell370.10207.6900.0000.000
1312024.07.10 16:00modify370.10207.690208.190206.190
1322024.07.11 12:30t/p370.10206.190208.190206.19090.101492.83
1332024.07.24 04:00buy380.10199.8830.0000.000
1342024.07.24 04:00modify380.10199.883199.383201.383
1352024.07.24 04:40s/l380.10199.383199.383201.383-32.331460.50
1362024.08.02 16:00buy390.10188.1200.0000.000
1372024.08.02 16:00modify390.10188.120187.620189.620
1382024.08.02 18:40s/l390.10187.620187.620189.620-32.321428.18
1392024.08.15 16:00sell400.10191.5290.0000.000
1402024.08.15 16:00modify400.10191.529192.029190.029
1412024.08.15 20:40s/l400.10192.029192.029190.029-32.321395.86
1422024.08.16 08:00sell410.10191.9270.0000.000
1432024.08.16 08:00modify410.10191.927192.427190.427
1442024.08.16 11:20sell420.10191.3020.0000.000
1452024.08.16 11:20modify420.10191.302191.627190.427
1462024.08.16 11:20modify410.10191.927191.627190.427
1472024.08.16 11:40sell430.10190.9370.0000.000
1482024.08.16 11:40modify430.10190.937191.252190.427
1492024.08.16 11:40modify420.10191.302191.252190.427
1502024.08.16 11:40modify410.10191.927191.252190.427
1512024.08.16 11:59sell440.10191.1010.0000.000
1522024.08.16 11:59modify440.10191.101191.402190.427
1532024.08.16 12:00modify440.10191.101191.252190.427
1542024.08.16 13:15t/p410.10190.427191.252190.42796.961492.82
1552024.08.16 13:15t/p420.10190.427191.252190.42756.561549.38
1562024.08.16 13:15t/p430.10190.427191.252190.42732.971582.35
1572024.08.16 13:15t/p440.10190.427191.252190.42743.571625.92
1582024.09.06 08:00buy450.10187.9050.0000.000
1592024.09.06 08:00modify450.10187.905187.405189.405
1602024.09.06 12:40t/p450.10189.405187.405189.40596.961722.88
1612024.09.19 04:00sell460.10189.1340.0000.000
1622024.09.19 04:00modify460.10189.134189.634187.634
1632024.09.19 06:15sell470.10188.2820.0000.000
1642024.09.19 06:15modify470.10188.282188.609187.634
1652024.09.19 06:15modify460.10189.134188.609187.634
1662024.09.19 06:20s/l460.10188.609188.609187.63433.931756.81
1672024.09.19 06:20s/l470.10188.609188.609187.634-21.141735.67
1682024.10.23 12:00sell480.10198.2130.0000.000
1692024.10.23 12:00modify480.10198.213198.713196.713
1702024.10.23 17:00sell490.10197.6120.0000.000
1712024.10.23 17:00modify490.10197.612197.913196.713
1722024.10.23 17:00modify480.10198.213197.913196.713
1732024.10.23 18:10sell500.10197.2210.0000.000
1742024.10.23 18:10modify500.10197.221197.538196.713
1752024.10.23 18:10modify490.10197.612197.538196.713
1762024.10.23 18:10modify480.10198.213197.538196.713
1772024.10.23 19:45sell510.10197.3670.0000.000
1782024.10.23 19:45modify510.10197.367197.688196.713
1792024.10.23 19:50modify510.10197.367197.538196.713
1802024.10.24 04:33t/p480.10196.713197.538196.71390.101825.77
1812024.10.24 04:33t/p490.10196.713197.538196.71351.261877.03
1822024.10.24 04:33t/p500.10196.713197.538196.71325.981903.01
1832024.10.24 04:33t/p510.10196.713197.538196.71335.421938.43
1842024.10.28 04:00sell520.10198.8350.0000.000
1852024.10.28 04:00modify520.10198.835199.335197.335
1862024.10.28 10:50sell530.10197.8510.0000.000
1872024.10.28 10:50modify530.10197.851198.160197.335
1882024.10.28 10:50modify520.10198.835198.160197.335
1892024.10.28 11:20s/l520.10198.160198.160197.33543.631982.06
1902024.10.28 11:20s/l530.10198.160198.160197.335-19.981962.08