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=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 profit777.75Gross profit917.56Gross loss-139.82
Profit factor6.56Expected payoff20.47
Absolute drawdown25.83Maximal drawdown178.79 (15.03%)Relative drawdown15.03% (178.79)
Total trades38Short positions (won %)22 (54.55%)Long positions (won %)16 (68.75%)
Profit trades (% of total)23 (60.53%)Loss trades (% of total)15 (39.47%)
Largestprofit trade97.85loss trade-29.05
Averageprofit trade39.89loss trade-9.32
Maximumconsecutive wins (profit in money)10 (514.29)consecutive losses (loss in money)4 (-45.78)
Maximalconsecutive profit (count of wins)514.29 (10)consecutive loss (count of losses)-45.78 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.24 20:00sell10.10188.4650.0000.000
22023.11.24 20:00modify10.10188.465189.565186.965
32023.11.27 01:34sell20.10187.9400.0000.000
42023.11.27 01:34modify20.10187.940188.390186.965
52023.11.27 01:34modify10.10188.465188.390186.965
62023.11.27 22:20sell30.10187.5590.0000.000
72023.11.27 22:20modify30.10187.559187.790186.965
82023.11.27 22:20modify20.10187.940187.790186.965
92023.11.27 22:20modify10.10188.465187.790186.965
102023.11.27 23:19sell40.10187.4890.0000.000
112023.11.27 23:19modify40.10187.489187.640186.965
122023.11.27 23:19modify30.10187.559187.640186.965
132023.11.27 23:19modify20.10187.940187.640186.965
142023.11.27 23:19modify10.10188.465187.640186.965
152023.11.28 08:30s/l10.10187.640187.640186.96548.691048.69
162023.11.28 08:30s/l20.10187.640187.640186.96517.091065.78
172023.11.28 08:30s/l30.10187.640187.640186.965-7.511058.27
182023.11.28 08:30s/l40.10187.640187.640186.965-12.021046.24
192023.12.14 08:00buy50.10179.2510.0000.000
202023.12.14 08:00modify50.10179.251178.151180.751
212023.12.14 12:03buy60.10179.7770.0000.000
222023.12.14 12:03modify60.10179.777179.326180.751
232023.12.14 12:03modify50.10179.251179.326180.751
242023.12.14 12:18buy70.10180.1530.0000.000
252023.12.14 12:18modify70.10180.153179.926180.751
262023.12.14 12:18modify60.10179.777179.926180.751
272023.12.14 12:18modify50.10179.251179.926180.751
282023.12.14 12:21buy80.10180.2270.0000.000
292023.12.14 12:21modify80.10180.227180.076180.751
302023.12.14 12:21modify70.10180.153180.076180.751
312023.12.14 12:21modify60.10179.777180.076180.751
322023.12.14 12:21modify50.10179.251180.076180.751
332023.12.14 12:23s/l50.10180.076180.076180.75153.261099.50
342023.12.14 12:23s/l60.10180.076180.076180.75119.311118.81
352023.12.14 12:23s/l70.10180.076180.076180.751-4.971113.84
362023.12.14 12:23s/l80.10180.076180.076180.751-9.751104.09
372024.01.04 20:00sell90.10183.3610.0000.000
382024.01.04 20:00modify90.10183.361184.461181.861
392024.01.09 14:06sell100.10182.8360.0000.000
402024.01.09 14:06modify100.10182.836183.286181.861
412024.01.09 14:06modify90.10183.361183.286181.861
422024.01.09 15:36s/l90.10183.286183.286181.861-2.011102.08
432024.01.09 15:36s/l100.10183.286183.286181.861-29.051073.03
442024.03.07 12:00buy110.10188.5970.0000.000
452024.03.07 12:00modify110.10188.597187.497190.097
462024.03.07 14:53buy120.10189.1240.0000.000
472024.03.07 14:53modify120.10189.124188.672190.097
482024.03.07 14:53modify110.10188.597188.672190.097
492024.03.07 15:55buy130.10189.4990.0000.000
502024.03.07 15:55modify130.10189.499189.272190.097
512024.03.07 15:55modify120.10189.124189.272190.097
522024.03.07 15:55modify110.10188.597189.272190.097
532024.03.07 16:28s/l110.10189.272189.272190.09743.581116.61
542024.03.07 16:28s/l120.10189.272189.272190.0979.551126.16
552024.03.07 16:28s/l130.10189.272189.272190.097-14.661111.50
562024.03.20 12:00sell140.10192.5610.0000.000
572024.03.20 12:00modify140.10192.561193.661191.061
582024.03.21 15:19sell150.10192.0330.0000.000
592024.03.21 15:19modify150.10192.033192.486191.061
602024.03.21 15:19modify140.10192.561192.486191.061
612024.03.22 02:29sell160.10191.6560.0000.000
622024.03.22 02:29modify160.10191.656191.886191.061
632024.03.22 02:29modify150.10192.033191.886191.061
642024.03.22 02:29modify140.10192.561191.886191.061
652024.03.22 02:47sell170.10191.5850.0000.000
662024.03.22 02:47modify170.10191.585191.736191.061
672024.03.22 02:47modify160.10191.656191.736191.061
682024.03.22 02:47modify150.10192.033191.736191.061
692024.03.22 02:47modify140.10192.561191.736191.061
702024.03.22 06:55t/p140.10191.061191.736191.06187.711199.21
712024.03.22 06:55t/p150.10191.061191.736191.06160.471259.67
722024.03.22 06:55t/p160.10191.061191.736191.06138.411298.08
732024.03.22 06:55t/p170.10191.061191.736191.06133.831331.91
742024.05.03 04:00buy180.10192.0950.0000.000
752024.05.03 04:00modify180.10192.095190.995193.595
762024.05.05 23:53buy190.10192.6220.0000.000
772024.05.05 23:53modify190.10192.622192.170193.595
782024.05.05 23:53modify180.10192.095192.170193.595
792024.05.06 02:57buy200.10193.0110.0000.000
802024.05.06 02:57modify200.10193.011192.770193.595
812024.05.06 02:57modify190.10192.622192.770193.595
822024.05.06 02:57modify180.10192.095192.770193.595
832024.05.06 03:27buy210.10193.0780.0000.000
842024.05.06 03:27modify210.10193.078192.920193.595
852024.05.06 03:27modify200.10193.011192.920193.595
862024.05.06 03:27modify190.10192.622192.920193.595
872024.05.06 03:27modify180.10192.095192.920193.595
882024.05.06 14:53t/p180.10193.595192.920193.59597.851429.76
892024.05.06 14:53t/p190.10193.595192.920193.59563.841493.60
902024.05.06 14:53t/p200.10193.595192.920193.59537.691531.29
912024.05.06 14:53t/p210.10193.595192.920193.59533.371564.66
922024.05.13 20:00sell220.10196.1260.0000.000
932024.05.13 20:00modify220.10196.126197.226194.626
942024.05.16 00:27sell230.10195.6000.0000.000
952024.05.16 00:27modify230.10195.600196.051194.626
962024.05.16 00:27modify220.10196.126196.051194.626
972024.05.16 00:55sell240.10195.2180.0000.000
982024.05.16 00:55modify240.10195.218195.451194.626
992024.05.16 00:55modify230.10195.600195.451194.626
1002024.05.16 00:55modify220.10196.126195.451194.626
1012024.05.16 00:57sell250.10195.1490.0000.000
1022024.05.16 00:57modify250.10195.149195.301194.626
1032024.05.16 00:57modify240.10195.218195.301194.626
1042024.05.16 00:57modify230.10195.600195.301194.626
1052024.05.16 00:57modify220.10196.126195.301194.626
1062024.05.16 01:04s/l220.10195.301195.301194.62641.831606.49
1072024.05.16 01:04s/l230.10195.301195.301194.62619.301625.79
1082024.05.16 01:04s/l240.10195.301195.301194.626-5.351620.44
1092024.05.16 01:04s/l250.10195.301195.301194.626-9.811610.63
1102024.07.03 20:00sell260.10206.0030.0000.000
1112024.07.03 20:00modify260.10206.003207.103204.503
1122024.07.04 10:26sell270.10205.4760.0000.000
1132024.07.04 10:26modify270.10205.476205.928204.503
1142024.07.04 10:26modify260.10206.003205.928204.503
1152024.07.05 03:20sell280.10205.1030.0000.000
1162024.07.05 03:20modify280.10205.103205.328204.503
1172024.07.05 03:20modify270.10205.476205.328204.503
1182024.07.05 03:20modify260.10206.003205.328204.503
1192024.07.05 03:22sell290.10205.0200.0000.000
1202024.07.05 03:22modify290.10205.020205.178204.503
1212024.07.05 03:22modify280.10205.103205.178204.503
1222024.07.05 03:22modify270.10205.476205.178204.503
1232024.07.05 03:22modify260.10206.003205.178204.503
1242024.07.05 03:38s/l260.10205.178205.178204.50344.121654.75
1252024.07.05 03:38s/l270.10205.178205.178204.50316.951671.70
1262024.07.05 03:38s/l280.10205.178205.178204.503-4.851666.85
1272024.07.05 03:38s/l290.10205.178205.178204.503-10.201656.65
1282024.07.25 12:00buy300.10196.6210.0000.000
1292024.07.25 12:00modify300.10196.621195.521198.121
1302024.07.25 12:30buy310.10197.1540.0000.000
1312024.07.25 12:30modify310.10197.154196.696198.121
1322024.07.25 12:30modify300.10196.621196.696198.121
1332024.07.25 12:34buy320.10197.5220.0000.000
1342024.07.25 12:34modify320.10197.522197.296198.121
1352024.07.25 12:34modify310.10197.154197.296198.121
1362024.07.25 12:34modify300.10196.621197.296198.121
1372024.07.25 12:35buy330.10197.5970.0000.000
1382024.07.25 12:35modify330.10197.597197.446198.121
1392024.07.25 12:35modify320.10197.522197.446198.121
1402024.07.25 12:35modify310.10197.154197.446198.121
1412024.07.25 12:35modify300.10196.621197.446198.121
1422024.07.25 12:36s/l300.10197.446197.446198.12153.251709.90
1432024.07.25 12:36s/l310.10197.446197.446198.12118.851728.75
1442024.07.25 12:36s/l320.10197.446197.446198.121-4.911723.84
1452024.07.25 12:36s/l330.10197.446197.446198.121-9.751714.09
1462024.08.16 04:00sell340.10191.6330.0000.000
1472024.08.16 04:00modify340.10191.633192.733190.133
1482024.08.16 11:23sell350.10191.1080.0000.000
1492024.08.16 11:23modify350.10191.108191.558190.133
1502024.08.16 11:23modify340.10191.633191.558190.133
1512024.08.16 12:31sell360.10190.7300.0000.000
1522024.08.16 12:31modify360.10190.730190.958190.133
1532024.08.16 12:31modify350.10191.108190.958190.133
1542024.08.16 12:31modify340.10191.633190.958190.133
1552024.08.16 12:31sell370.10190.6540.0000.000
1562024.08.16 12:31modify370.10190.654190.808190.133
1572024.08.16 12:31modify360.10190.730190.808190.133
1582024.08.16 12:31modify350.10191.108190.808190.133
1592024.08.16 12:31modify340.10191.633190.808190.133
1602024.08.16 12:31s/l340.10190.808190.808190.13353.251767.34
1612024.08.16 12:31s/l350.10190.808190.808190.13319.371786.71
1622024.08.16 12:31s/l360.10190.808190.808190.133-5.031781.68
1632024.08.16 12:31s/l370.10190.808190.808190.133-9.941771.74
1642024.10.31 20:00buy380.10195.9090.0000.000
1652024.10.31 20:00modify380.10195.909194.809197.409
1662024.10.31 23:59close at stop380.10196.002194.809197.4096.011777.75