Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=80; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test6556Ticks modelled54643351Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit685.92Gross profit1037.11Gross loss-351.19
Profit factor2.95Expected payoff12.25
Absolute drawdown45.74Maximal drawdown143.72 (1.36%)Relative drawdown1.36% (143.72)
Total trades56Short positions (won %)34 (67.65%)Long positions (won %)22 (45.45%)
Profit trades (% of total)33 (58.93%)Loss trades (% of total)23 (41.07%)
Largestprofit trade75.62loss trade-60.56
Averageprofit trade31.43loss trade-15.27
Maximumconsecutive wins (profit in money)8 (376.67)consecutive losses (loss in money)2 (-71.92)
Maximalconsecutive profit (count of wins)376.67 (8)consecutive loss (count of losses)-71.92 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.19 10:00sell10.10167.2080.0000.000
22022.04.19 10:00modify10.10167.208168.008166.208
32022.04.19 11:38sell20.10166.8580.0000.000
42022.04.19 11:38modify20.10166.858167.008166.208
52022.04.19 11:38modify10.10167.208167.008166.208
62022.04.19 12:45s/l10.10167.008167.008166.20815.1210015.12
72022.04.19 12:45s/l20.10167.008167.008166.208-11.3410003.78
82022.06.08 14:00sell30.10168.3340.0000.000
92022.06.08 14:00modify30.10168.334169.134167.334
102022.06.08 14:16sell40.10167.9830.0000.000
112022.06.08 14:16modify40.10167.983168.134167.334
122022.06.08 14:16modify30.10168.334168.134167.334
132022.06.08 14:18sell50.10167.8330.0000.000
142022.06.08 14:18modify50.10167.833168.034167.334
152022.06.08 14:18modify40.10167.983168.034167.334
162022.06.08 14:18modify30.10168.334168.034167.334
172022.06.08 14:21s/l30.10168.034168.034167.33422.6810026.46
182022.06.08 14:21s/l40.10168.034168.034167.334-3.8610022.60
192022.06.08 14:21s/l50.10168.034168.034167.334-15.2010007.40
202022.07.01 06:00buy60.10163.7680.0000.000
212022.07.01 06:00modify60.10163.768162.968164.768
222022.07.01 08:23buy70.10164.1180.0000.000
232022.07.01 08:23modify70.10164.118163.968164.768
242022.07.01 08:23modify60.10163.768163.968164.768
252022.07.01 08:40buy80.10164.2730.0000.000
262022.07.01 08:40modify80.10164.273164.068164.768
272022.07.01 08:40modify70.10164.118164.068164.768
282022.07.01 08:40modify60.10163.768164.068164.768
292022.07.01 08:48s/l60.10164.068164.068164.76822.7110030.11
302022.07.01 08:48s/l70.10164.068164.068164.768-3.7810026.33
312022.07.01 08:48s/l80.10164.068164.068164.768-15.5210010.81
322022.07.05 18:00buy90.10162.0050.0000.000
332022.07.05 18:00modify90.10162.005161.205163.005
342022.07.05 19:08buy100.10162.3640.0000.000
352022.07.05 19:08modify100.10162.364162.205163.005
362022.07.05 19:08modify90.10162.005162.205163.005
372022.07.05 19:18s/l90.10162.205162.205163.00515.1410025.95
382022.07.05 19:18s/l100.10162.205162.205163.005-12.0410013.91
392022.08.02 03:00buy110.10160.2200.0000.000
402022.08.02 03:00modify110.10160.220159.420161.220
412022.08.02 13:54buy120.10160.5720.0000.000
422022.08.02 13:54modify120.10160.572160.420161.220
432022.08.02 13:54modify110.10160.220160.420161.220
442022.08.02 14:00s/l110.10160.420160.420161.22015.1410029.05
452022.08.02 14:00s/l120.10160.420160.420161.220-11.5110017.54
462022.08.16 15:00sell130.10162.5220.0000.000
472022.08.16 15:00modify130.10162.522163.322161.522
482022.08.16 19:14sell140.10162.1720.0000.000
492022.08.16 19:14modify140.10162.172162.322161.522
502022.08.16 19:14modify130.10162.522162.322161.522
512022.08.16 19:47s/l130.10162.322162.322161.52215.1210032.66
522022.08.16 19:47s/l140.10162.322162.322161.522-11.3410021.32
532022.09.12 09:00sell150.10166.8130.0000.000
542022.09.12 09:00modify150.10166.813167.613165.813
552022.09.12 09:39sell160.10166.4630.0000.000
562022.09.12 09:39modify160.10166.463166.613165.813
572022.09.12 09:39modify150.10166.813166.613165.813
582022.09.12 09:41s/l150.10166.613166.613165.81315.1210036.44
592022.09.12 09:41s/l160.10166.613166.613165.813-11.3410025.10
602022.09.16 10:00buy170.10163.0910.0000.000
612022.09.16 10:00modify170.10163.091162.291164.091
622022.09.16 10:53buy180.10163.4440.0000.000
632022.09.16 10:53modify180.10163.444163.291164.091
642022.09.16 10:53modify170.10163.091163.291164.091
652022.09.16 11:00s/l170.10163.291163.291164.09115.1410040.24
662022.09.16 11:00s/l180.10163.291163.291164.091-11.5810028.66
672022.09.30 02:00sell190.10161.3090.0000.000
682022.09.30 02:00modify190.10161.309162.109160.309
692022.09.30 02:16sell200.10160.9560.0000.000
702022.09.30 02:16modify200.10160.956161.109160.309
712022.09.30 02:16modify190.10161.309161.109160.309
722022.09.30 02:17sell210.10160.8070.0000.000
732022.09.30 02:17modify210.10160.807161.009160.309
742022.09.30 02:17modify200.10160.956161.009160.309
752022.09.30 02:17modify190.10161.309161.009160.309
762022.09.30 02:18sell220.10160.6550.0000.000
772022.09.30 02:18modify220.10160.655160.909160.309
782022.09.30 02:18modify210.10160.807160.909160.309
792022.09.30 02:18modify200.10160.956160.909160.309
802022.09.30 02:18modify190.10161.309160.909160.309
812022.09.30 02:27t/p190.10160.309160.909160.30975.6210104.28
822022.09.30 02:27t/p200.10160.309160.909160.30948.9310153.21
832022.09.30 02:27t/p210.10160.309160.909160.30937.6610190.87
842022.09.30 02:27t/p220.10160.309160.909160.30926.1710217.04
852022.10.13 13:00sell230.10165.1860.0000.000
862022.10.13 13:00modify230.10165.186165.986164.186
872022.10.13 13:17sell240.10164.8320.0000.000
882022.10.13 13:17modify240.10164.832164.986164.186
892022.10.13 13:17modify230.10165.186164.986164.186
902022.10.13 13:20sell250.10164.6840.0000.000
912022.10.13 13:20modify250.10164.684164.886164.186
922022.10.13 13:20modify240.10164.832164.886164.186
932022.10.13 13:20modify230.10165.186164.886164.186
942022.10.13 13:20sell260.10164.5320.0000.000
952022.10.13 13:20modify260.10164.532164.786164.186
962022.10.13 13:20modify250.10164.684164.786164.186
972022.10.13 13:20modify240.10164.832164.786164.186
982022.10.13 13:20modify230.10165.186164.786164.186
992022.10.13 13:20t/p230.10164.186164.786164.18675.6210292.66
1002022.10.13 13:20t/p240.10164.186164.786164.18648.8510341.51
1012022.10.13 13:20t/p250.10164.186164.786164.18637.6610379.17
1022022.10.13 13:20t/p260.10164.186164.786164.18626.1610405.33
1032022.10.13 14:00sell270.10165.0350.0000.000
1042022.10.13 14:00modify270.10165.035165.835164.035
1052022.10.13 15:05s/l270.10165.835165.835164.035-60.5010344.83
1062022.10.13 17:00sell280.10166.7620.0000.000
1072022.10.13 17:00modify280.10166.762167.562165.762
1082022.10.13 17:13sell290.10166.4070.0000.000
1092022.10.13 17:13modify290.10166.407166.562165.762
1102022.10.13 17:13modify280.10166.762166.562165.762
1112022.10.13 17:15s/l280.10166.562166.562165.76215.1310359.96
1122022.10.13 17:15s/l290.10166.562166.562165.762-11.7210348.24
1132022.10.13 18:00sell300.10166.6460.0000.000
1142022.10.13 18:00modify300.10166.646167.446165.646
1152022.10.14 07:21sell310.10166.2960.0000.000
1162022.10.14 07:21modify310.10166.296166.446165.646
1172022.10.14 07:21modify300.10166.646166.446165.646
1182022.10.14 07:25sell320.10166.1360.0000.000
1192022.10.14 07:25modify320.10166.136166.346165.646
1202022.10.14 07:25modify310.10166.296166.346165.646
1212022.10.14 07:25modify300.10166.646166.346165.646
1222022.10.14 07:25s/l300.10166.346166.346165.64621.2910369.53
1232022.10.14 07:25s/l310.10166.346166.346165.646-3.7810365.75
1242022.10.14 07:25s/l320.10166.346166.346165.646-15.8810349.87
1252022.10.17 16:00sell330.10169.8890.0000.000
1262022.10.17 16:00modify330.10169.889170.689168.889
1272022.10.17 16:46sell340.10169.5390.0000.000
1282022.10.17 16:46modify340.10169.539169.689168.889
1292022.10.17 16:46modify330.10169.889169.689168.889
1302022.10.17 17:54sell350.10169.3880.0000.000
1312022.10.17 17:54modify350.10169.388169.589168.889
1322022.10.17 17:54modify340.10169.539169.589168.889
1332022.10.17 17:54modify330.10169.889169.589168.889
1342022.10.17 17:57sell360.10169.2360.0000.000
1352022.10.17 17:57modify360.10169.236169.489168.889
1362022.10.17 17:57modify350.10169.388169.489168.889
1372022.10.17 17:57modify340.10169.539169.489168.889
1382022.10.17 17:57modify330.10169.889169.489168.889
1392022.10.18 01:17t/p330.10168.889169.489168.88974.2210424.09
1402022.10.18 01:17t/p340.10168.889169.489168.88947.7610471.85
1412022.10.18 01:17t/p350.10168.889169.489168.88936.3410508.19
1422022.10.18 01:17t/p360.10168.889169.489168.88924.8410533.03
1432022.11.03 10:00buy370.10166.8330.0000.000
1442022.11.03 10:00modify370.10166.833166.033167.833
1452022.11.03 11:04buy380.10167.1830.0000.000
1462022.11.03 11:04modify380.10167.183167.033167.833
1472022.11.03 11:04modify370.10166.833167.033167.833
1482022.11.03 11:06s/l370.10167.033167.033167.83315.1410548.17
1492022.11.03 11:06s/l380.10167.033167.033167.833-11.3610536.81
1502022.11.28 03:00buy390.10166.9880.0000.000
1512022.11.28 03:00modify390.10166.988166.188167.988
1522022.11.28 12:46buy400.10167.3390.0000.000
1532022.11.28 12:46modify400.10167.339167.188167.988
1542022.11.28 12:46modify390.10166.988167.188167.988
1552022.11.28 13:17s/l390.10167.188167.188167.98815.1410551.95
1562022.11.28 13:17s/l400.10167.188167.188167.988-11.4410540.51
1572022.12.30 10:00buy410.10158.9960.0000.000
1582022.12.30 10:00modify410.10158.996158.196159.996
1592022.12.30 14:18buy420.10159.3460.0000.000
1602022.12.30 14:18modify420.10159.346159.196159.996
1612022.12.30 14:18modify410.10158.996159.196159.996
1622022.12.30 14:22s/l410.10159.196159.196159.99615.1410555.65
1632022.12.30 14:22s/l420.10159.196159.196159.996-11.3610544.29
1642023.01.12 14:00buy430.10158.6680.0000.000
1652023.01.12 14:00modify430.10158.668157.868159.668
1662023.01.12 15:51s/l430.10157.868157.868159.668-60.5610483.73
1672023.02.10 09:00buy440.10158.1380.0000.000
1682023.02.10 09:00modify440.10158.138157.338159.138
1692023.02.10 09:18buy450.10158.5080.0000.000
1702023.02.10 09:18modify450.10158.508158.338159.138
1712023.02.10 09:18modify440.10158.138158.338159.138
1722023.02.10 09:18buy460.10158.6390.0000.000
1732023.02.10 09:18modify460.10158.639158.438159.138
1742023.02.10 09:18modify450.10158.508158.438159.138
1752023.02.10 09:18modify440.10158.138158.438159.138
1762023.02.10 09:18buy470.10158.7900.0000.000
1772023.02.10 09:18modify470.10158.790158.538159.138
1782023.02.10 09:18modify460.10158.639158.538159.138
1792023.02.10 09:18modify450.10158.508158.538159.138
1802023.02.10 09:18modify440.10158.138158.538159.138
1812023.02.10 09:18s/l440.10158.538158.538159.13830.2810514.01
1822023.02.10 09:18s/l450.10158.538158.538159.1382.2710516.28
1832023.02.10 09:18s/l460.10158.538158.538159.138-7.6410508.64
1842023.02.10 09:18s/l470.10158.538158.538159.138-19.0810489.56
1852023.02.13 17:00sell480.10161.0470.0000.000
1862023.02.13 17:00modify480.10161.047161.847160.047
1872023.02.13 19:45sell490.10160.6970.0000.000
1882023.02.13 19:45modify490.10160.697160.847160.047
1892023.02.13 19:45modify480.10161.047160.847160.047
1902023.02.13 20:59sell500.10160.5470.0000.000
1912023.02.13 20:59modify500.10160.547160.747160.047
1922023.02.13 20:59modify490.10160.697160.747160.047
1932023.02.13 20:59modify480.10161.047160.747160.047
1942023.02.13 21:25s/l480.10160.747160.747160.04722.6810512.24
1952023.02.13 21:25s/l490.10160.747160.747160.047-3.7910508.45
1962023.02.13 21:25s/l500.10160.747160.747160.047-15.1310493.32
1972023.02.28 12:00sell510.10165.4230.0000.000
1982023.02.28 12:00modify510.10165.423166.223164.423
1992023.02.28 15:53sell520.10165.0720.0000.000
2002023.02.28 15:53modify520.10165.072165.223164.423
2012023.02.28 15:53modify510.10165.423165.223164.423
2022023.02.28 15:56sell530.10164.9220.0000.000
2032023.02.28 15:56modify530.10164.922165.123164.423
2042023.02.28 15:56modify520.10165.072165.123164.423
2052023.02.28 15:56modify510.10165.423165.123164.423
2062023.02.28 16:42sell540.10164.7730.0000.000
2072023.02.28 16:42modify540.10164.773165.023164.423
2082023.02.28 16:42modify530.10164.922165.023164.423
2092023.02.28 16:42modify520.10165.072165.023164.423
2102023.02.28 16:42modify510.10165.423165.023164.423
2112023.02.28 17:26t/p510.10164.423165.023164.42375.6210568.94
2122023.02.28 17:26t/p520.10164.423165.023164.42349.0810618.02
2132023.02.28 17:26t/p530.10164.423165.023164.42337.7310655.75
2142023.02.28 17:26t/p540.10164.423165.023164.42326.4710682.22
2152023.03.24 11:00buy550.10158.5250.0000.000
2162023.03.24 11:00modify550.10158.525157.725159.525
2172023.03.24 11:20buy560.10158.8760.0000.000
2182023.03.24 11:20modify560.10158.876158.725159.525
2192023.03.24 11:20modify550.10158.525158.725159.525
2202023.03.24 11:25s/l550.10158.725158.725159.52515.1410697.36
2212023.03.24 11:25s/l560.10158.725158.725159.525-11.4410685.92