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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1912Ticks modelled35309637Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread40
Total net profit620.29Gross profit790.29Gross loss-170.00
Profit factor4.65Expected payoff22.97
Absolute drawdown46.25Maximal drawdown125.27 (11.61%)Relative drawdown11.61% (125.27)
Total trades27Short positions (won %)15 (66.67%)Long positions (won %)12 (50.00%)
Profit trades (% of total)16 (59.26%)Loss trades (% of total)11 (40.74%)
Largestprofit trade97.98loss trade-71.08
Averageprofit trade49.39loss trade-15.45
Maximumconsecutive wins (profit in money)9 (451.17)consecutive losses (loss in money)3 (-29.65)
Maximalconsecutive profit (count of wins)451.17 (9)consecutive loss (count of losses)-71.08 (1)
Averageconsecutive wins3consecutive losses2
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 12:09buy20.10180.0040.0000.000
42023.12.14 12:09modify20.10180.004179.476180.751
52023.12.14 12:09modify10.10179.251179.476180.751
62023.12.14 12:18buy30.10180.1530.0000.000
72023.12.14 12:18modify30.10180.153179.926180.751
82023.12.14 12:18modify20.10180.004179.926180.751
92023.12.14 12:18modify10.10179.251179.926180.751
102023.12.14 12:26s/l10.10179.926179.926180.75143.651043.65
112023.12.14 12:26s/l20.10179.926179.926180.751-5.041038.61
122023.12.14 12:26s/l30.10179.926179.926180.751-14.671023.94
132024.03.20 12:00sell40.10192.5610.0000.000
142024.03.20 12:00modify40.10192.561193.661191.061
152024.03.21 22:54sell50.10191.8110.0000.000
162024.03.21 22:54modify50.10191.811192.336191.061
172024.03.21 22:54modify40.10192.561192.336191.061
182024.03.22 02:29sell60.10191.6560.0000.000
192024.03.22 02:29modify60.10191.656191.886191.061
202024.03.22 02:29modify50.10191.811191.886191.061
212024.03.22 02:29modify40.10192.561191.886191.061
222024.03.22 02:48sell70.10191.5110.0000.000
232024.03.22 02:48modify70.10191.511191.811191.061
242024.03.22 02:48modify60.10191.656191.811191.061
252024.03.22 02:48modify50.10191.811191.811191.061
262024.03.22 02:48modify40.10192.561191.811191.061
272024.03.22 06:55t/p40.10191.061191.811191.06187.821111.76
282024.03.22 06:55t/p50.10191.061191.811191.06146.201157.95
292024.03.22 06:55t/p60.10191.061191.811191.06138.461196.41
302024.03.22 06:55t/p70.10191.061191.811191.06129.091225.50
312024.05.03 04:00buy80.10192.0950.0000.000
322024.05.03 04:00modify80.10192.095190.995193.595
332024.05.06 00:06buy90.10192.8500.0000.000
342024.05.06 00:06modify90.10192.850192.320193.595
352024.05.06 00:06modify80.10192.095192.320193.595
362024.05.06 02:57buy100.10193.0110.0000.000
372024.05.06 02:57modify100.10193.011192.770193.595
382024.05.06 02:57modify90.10192.850192.770193.595
392024.05.06 02:57modify80.10192.095192.770193.595
402024.05.06 03:29buy110.10193.1510.0000.000
412024.05.06 03:29modify110.10193.151192.845193.595
422024.05.06 03:29modify100.10193.011192.845193.595
432024.05.06 03:29modify90.10192.850192.845193.595
442024.05.06 03:29modify80.10192.095192.845193.595
452024.05.06 14:53t/p80.10193.595192.845193.59597.981323.48
462024.05.06 14:53t/p90.10193.595192.845193.59548.151371.63
472024.05.06 14:53t/p100.10193.595192.845193.59537.741409.37
482024.05.06 14:53t/p110.10193.595192.845193.59528.691438.06
492024.05.13 20:00sell120.10196.1260.0000.000
502024.05.13 20:00modify120.10196.126197.226194.626
512024.05.16 00:35sell130.10195.3750.0000.000
522024.05.16 00:35modify130.10195.375195.901194.626
532024.05.16 00:35modify120.10196.126195.901194.626
542024.05.16 00:55sell140.10195.2180.0000.000
552024.05.16 00:55modify140.10195.218195.451194.626
562024.05.16 00:55modify130.10195.375195.451194.626
572024.05.16 00:55modify120.10196.126195.451194.626
582024.05.16 00:58sell150.10195.0760.0000.000
592024.05.16 00:58modify150.10195.076195.376194.626
602024.05.16 00:58modify140.10195.218195.376194.626
612024.05.16 00:58modify130.10195.375195.376194.626
622024.05.16 00:58modify120.10196.126195.376194.626
632024.05.16 01:50s/l120.10195.376195.376194.62637.051475.11
642024.05.16 01:50s/l130.10195.376195.376194.626-0.061475.05
652024.05.16 01:50s/l140.10195.376195.376194.626-10.211464.84
662024.05.16 01:50s/l150.10195.376195.376194.626-19.381445.46
672024.07.03 20:00sell160.10206.0030.0000.000
682024.07.03 20:00modify160.10206.003207.103204.503
692024.07.05 03:10sell170.10205.2440.0000.000
702024.07.05 03:10modify170.10205.244205.778204.503
712024.07.05 03:10modify160.10206.003205.778204.503
722024.07.05 03:20sell180.10205.1030.0000.000
732024.07.05 03:20modify180.10205.103205.328204.503
742024.07.05 03:20modify170.10205.244205.328204.503
752024.07.05 03:20modify160.10206.003205.328204.503
762024.07.05 06:38s/l160.10205.328205.328204.50334.481479.94
772024.07.05 06:38s/l170.10205.328205.328204.503-5.431474.51
782024.07.05 06:38s/l180.10205.328205.328204.503-14.541459.97
792024.07.11 00:00sell190.10207.7030.0000.000
802024.07.11 00:00modify190.10207.703208.803206.203
812024.07.11 12:42sell200.10206.9530.0000.000
822024.07.11 12:42modify200.10206.953207.478206.203
832024.07.11 12:42modify190.10207.703207.478206.203
842024.07.11 12:42sell210.10206.8000.0000.000
852024.07.11 12:42modify210.10206.800207.028206.203
862024.07.11 12:42modify200.10206.953207.028206.203
872024.07.11 12:42modify190.10207.703207.028206.203
882024.07.11 12:42sell220.10206.6450.0000.000
892024.07.11 12:42modify220.10206.645206.953206.203
902024.07.11 12:42modify210.10206.800206.953206.203
912024.07.11 12:42modify200.10206.953206.953206.203
922024.07.11 12:42modify190.10207.703206.953206.203
932024.07.11 12:43t/p190.10206.203206.953206.20396.921556.89
942024.07.11 12:43t/p200.10206.203206.953206.20348.461605.35
952024.07.11 12:43t/p210.10206.203206.953206.20338.581643.93
962024.07.11 12:43t/p220.10206.203206.953206.20328.561672.49
972024.07.24 00:00buy230.10200.9920.0000.000
982024.07.24 00:00modify230.10200.992199.892202.492
992024.07.24 03:03s/l230.10199.892199.892202.492-71.081601.41
1002024.07.25 12:00buy240.10196.6210.0000.000
1012024.07.25 12:00modify240.10196.621195.521198.121
1022024.07.25 12:34buy250.10197.3730.0000.000
1032024.07.25 12:34modify250.10197.373196.846198.121
1042024.07.25 12:34modify240.10196.621196.846198.121
1052024.07.25 12:34buy260.10197.5220.0000.000
1062024.07.25 12:34modify260.10197.522197.296198.121
1072024.07.25 12:34modify250.10197.373197.296198.121
1082024.07.25 12:34modify240.10196.621197.296198.121
1092024.07.25 12:35buy270.10197.6760.0000.000
1102024.07.25 12:35modify270.10197.676197.371198.121
1112024.07.25 12:35modify260.10197.522197.371198.121
1122024.07.25 12:35modify250.10197.373197.371198.121
1132024.07.25 12:35modify240.10196.621197.371198.121
1142024.07.25 12:36s/l240.10197.371197.371198.12148.471649.88
1152024.07.25 12:36s/l250.10197.371197.371198.121-0.131649.75
1162024.07.25 12:36s/l260.10197.371197.371198.121-9.751640.00
1172024.07.25 12:36s/l270.10197.371197.371198.121-19.711620.29