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=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 errors1
Initial deposit1000.00Spread40
Total net profit803.55Gross profit916.18Gross loss-112.63
Profit factor8.13Expected payoff38.26
Absolute drawdown35.55Maximal drawdown99.20 (5.76%)Relative drawdown6.74% (76.25)
Total trades21Short positions (won %)11 (72.73%)Long positions (won %)10 (90.00%)
Profit trades (% of total)17 (80.95%)Loss trades (% of total)4 (19.05%)
Largestprofit trade97.97loss trade-71.09
Averageprofit trade53.89loss trade-28.16
Maximumconsecutive wins (profit in money)11 (572.72)consecutive losses (loss in money)2 (-20.61)
Maximalconsecutive profit (count of wins)572.72 (11)consecutive loss (count of losses)-71.09 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.12.14 08:00buy10.10179.2510.0000.000
22023.12.14 08:00modify10.10179.251178.151180.751
32023.12.14 13:20buy20.10180.3120.0000.000
42023.12.14 13:20modify20.10180.312180.001180.751
52023.12.14 13:20modify10.10179.251180.001180.751
62023.12.14 14:40t/p10.10180.751180.001180.75196.941096.94
72023.12.14 14:40t/p20.10180.751180.001180.75128.371125.31
82024.03.20 12:00sell30.10192.5610.0000.000
92024.03.20 12:00modify30.10192.561193.661191.061
102024.03.21 22:40sell40.10191.8000.0000.000
112024.03.21 22:40modify40.10191.800192.336191.061
122024.03.21 22:40modify30.10192.561192.336191.061
132024.03.22 02:55sell50.10191.6460.0000.000
142024.03.22 02:55modify50.10191.646191.886191.061
152024.03.22 02:55modify40.10191.800191.886191.061
162024.03.22 02:55modify30.10192.561191.886191.061
172024.03.22 04:15sell60.10191.5000.0000.000
182024.03.22 04:15modify60.10191.500191.811191.061
192024.03.22 04:15modify50.10191.646191.811191.061
202024.03.22 04:15modify40.10191.800191.811191.061
212024.03.22 04:15modify30.10192.561191.811191.061
222024.03.22 06:40t/p30.10191.061191.811191.06187.801213.11
232024.03.22 06:40t/p40.10191.061191.811191.06145.471258.57
242024.03.22 06:40t/p50.10191.061191.811191.06137.801296.37
252024.03.22 06:40t/p60.10191.061191.811191.06128.371324.74
262024.05.03 04:00buy70.10192.0950.0000.000
272024.05.03 04:00modify70.10192.095190.995193.595
282024.05.06 00:15buy80.10192.8670.0000.000
292024.05.06 00:15modify80.10192.867192.320193.595
302024.05.06 00:15modify70.10192.095192.320193.595
312024.05.06 02:50buy90.10193.0110.0000.000
322024.05.06 02:50modify90.10193.011192.770193.595
332024.05.06 02:50modify80.10192.867192.770193.595
342024.05.06 02:50modify70.10192.095192.770193.595
352024.05.06 03:59buy100.10193.1590.0000.000
362024.05.06 03:59modify100.10193.159192.845193.595
372024.05.06 03:59modify90.10193.011192.845193.595
382024.05.06 03:59modify80.10192.867192.845193.595
392024.05.06 03:59modify70.10192.095192.845193.595
402024.05.06 14:40t/p70.10193.595192.845193.59597.971422.71
412024.05.06 14:40t/p80.10193.595192.845193.59547.051469.76
422024.05.06 14:40t/p90.10193.595192.845193.59537.741507.50
432024.05.06 14:40t/p100.10193.595192.845193.59528.171535.67
442024.05.13 20:00sell110.10196.1260.0000.000
452024.05.13 20:00modify110.10196.126197.226194.626
462024.05.16 00:40sell120.10195.0520.0000.000
472024.05.16 00:40modify120.10195.052195.376194.626
482024.05.16 00:40modify110.10196.126195.376194.626
492024.05.16 00:55s/l110.10195.376195.376194.62637.051572.72
502024.05.16 00:55s/l120.10195.376195.376194.626-20.931551.79
512024.07.03 20:00sell130.10206.0030.0000.000
522024.07.03 20:00modify130.10206.003207.103204.503
532024.07.05 05:45sell140.10205.2410.0000.000
542024.07.05 05:45modify140.10205.241205.778204.503
552024.07.05 05:45modify130.10206.003205.778204.503
562024.07.05 06:05sell150.10205.0960.0000.000
572024.07.05 06:05modify150.10205.096205.328204.503
582024.07.05 06:05modify140.10205.241205.328204.503
592024.07.05 06:05modify130.10206.003205.328204.503
602024.07.05 06:40s/l130.10205.328205.328204.50334.491586.28
612024.07.05 06:40s/l140.10205.328205.328204.503-5.621580.66
622024.07.05 06:40s/l150.10205.328205.328204.503-14.991565.67
632024.07.11 00:00sell160.10207.7030.0000.000
642024.07.11 00:00modify160.10207.703208.803206.203
652024.07.11 12:20sell170.10206.9530.0000.000
662024.07.11 12:20modify170.10206.953207.478206.203
672024.07.11 12:20modify160.10207.703207.478206.203
682024.07.11 12:30t/p160.10206.203207.478206.20396.941662.61
692024.07.11 12:30t/p170.10206.203207.478206.20348.471711.08
702024.07.24 00:00buy180.10200.9920.0000.000
712024.07.24 00:00modify180.10200.992199.892202.492
722024.07.24 03:40s/l180.10199.892199.892202.492-71.091639.99
732024.07.25 12:00buy190.10196.6210.0000.000
742024.07.25 12:00modify190.10196.621195.521198.121
752024.07.25 12:30buy200.10197.5260.0000.000
762024.07.25 12:30modify200.10197.526197.296198.121
772024.07.25 12:30modify190.10196.621197.296198.121
782024.07.25 12:55buy210.10197.6850.0000.000
792024.07.25 12:55modify210.10197.685197.371198.121
802024.07.25 12:55modify200.10197.526197.371198.121
812024.07.25 12:55modify190.10196.621197.371198.121
822024.07.25 13:30t/p190.10198.121197.371198.12196.941736.93
832024.07.25 13:30t/p200.10198.121197.371198.12138.451775.38
842024.07.25 13:30t/p210.10198.121197.371198.12128.171803.55