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)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 test7256Ticks modelled159280Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit2211.10Gross profit3311.79Gross loss-1100.69
Profit factor3.01Expected payoff29.48
Absolute drawdown188.00Maximal drawdown227.62 (2.27%)Relative drawdown2.27% (227.62)
Total trades75Short positions (won %)25 (64.00%)Long positions (won %)50 (64.00%)
Profit trades (% of total)48 (64.00%)Loss trades (% of total)27 (36.00%)
Largestprofit trade115.69loss trade-69.46
Averageprofit trade69.00loss trade-40.77
Maximumconsecutive wins (profit in money)15 (1055.21)consecutive losses (loss in money)4 (-103.15)
Maximalconsecutive profit (count of wins)1055.21 (15)consecutive loss (count of losses)-137.59 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.22 08:00buy10.10165.3330.0000.000
22022.04.22 08:00modify10.10165.333164.433166.833
32022.04.25 01:50s/l10.10164.433164.433166.833-67.069932.94
42022.04.26 15:00buy20.10160.5170.0000.000
52022.04.26 15:00modify20.10160.517159.617162.017
62022.04.27 11:37buy30.10161.2810.0000.000
72022.04.27 11:37modify30.10161.281160.592162.017
82022.04.27 11:37buy40.10161.2810.0000.000
92022.04.27 11:37modify40.10161.281160.967162.017
102022.04.27 11:37modify20.10160.517160.967162.017
112022.04.27 11:40modify30.10161.281160.967162.017
122022.04.27 11:50s/l20.10160.967160.967162.01735.139968.07
132022.04.27 11:50s/l30.10160.967160.967162.017-23.779944.30
142022.04.27 11:50s/l40.10160.967160.967162.017-23.779920.53
152022.05.05 12:00buy50.10161.1540.0000.000
162022.05.05 12:00modify50.10161.154160.254162.654
172022.05.09 10:50buy60.10161.9190.0000.000
182022.05.09 10:50modify60.10161.919161.229162.654
192022.05.09 10:50buy70.10161.9190.0000.000
202022.05.09 10:50modify70.10161.919161.604162.654
212022.05.09 10:50modify50.10161.154161.604162.654
222022.05.09 10:52modify60.10161.919161.604162.654
232022.05.09 13:20s/l50.10161.604161.604162.65436.219956.74
242022.05.09 13:20s/l60.10161.604161.604162.654-23.849932.90
252022.05.09 13:20s/l70.10161.604161.604162.654-23.849909.06
262022.05.12 08:00buy80.10157.2230.0000.000
272022.05.12 08:00modify80.10157.223156.323158.723
282022.05.12 13:40s/l80.10156.323156.323158.723-68.149840.92
292022.05.12 14:00buy90.10156.2010.0000.000
302022.05.12 14:00modify90.10156.201155.301157.701
312022.05.13 00:27buy100.10156.9580.0000.000
322022.05.13 00:27modify100.10156.958156.276157.701
332022.05.13 00:27buy110.10156.9580.0000.000
342022.05.13 00:27modify110.10156.958156.651157.701
352022.05.13 00:27modify90.10156.201156.651157.701
362022.05.13 00:30modify100.10156.958156.651157.701
372022.05.13 01:15t/p90.10157.701156.651157.701114.629955.54
382022.05.13 01:15t/p100.10157.701156.651157.70156.2410011.78
392022.05.13 01:15t/p110.10157.701156.651157.70156.2410068.02
402022.05.17 09:00sell120.10161.4010.0000.000
412022.05.17 09:00modify120.10161.401162.301159.901
422022.05.18 06:53sell130.10160.6320.0000.000
432022.05.18 06:53modify130.10160.632161.326159.901
442022.05.18 06:53sell140.10160.6320.0000.000
452022.05.18 06:53modify140.10160.632160.951159.901
462022.05.18 06:53modify120.10161.401160.951159.901
472022.05.18 06:56modify130.10160.632160.951159.901
482022.05.18 08:05sell150.10160.4150.0000.000
492022.05.18 08:05modify150.10160.415160.726159.901
502022.05.18 08:05modify140.10160.632160.726159.901
512022.05.18 08:05modify130.10160.632160.726159.901
522022.05.18 08:05modify120.10161.401160.726159.901
532022.05.18 08:50t/p120.10159.901160.726159.901112.0310180.05
542022.05.18 08:50t/p130.10159.901160.726159.90155.2810235.33
552022.05.18 08:50t/p140.10159.901160.726159.90155.2810290.61
562022.05.18 08:50t/p150.10159.901160.726159.90138.8710329.48
572022.06.13 14:00buy160.10162.7970.0000.000
582022.06.13 14:00modify160.10162.797161.897164.297
592022.06.14 04:20t/p160.10164.297161.897164.297114.6310444.11
602022.06.14 15:00buy170.10161.5830.0000.000
612022.06.14 15:00modify170.10161.583160.683163.083
622022.06.14 20:40buy180.10162.3550.0000.000
632022.06.14 20:40modify180.10162.355161.658163.083
642022.06.14 20:40buy190.10162.3550.0000.000
652022.06.14 20:40modify190.10162.355162.033163.083
662022.06.14 20:40modify170.10161.583162.033163.083
672022.06.14 20:42modify180.10162.355162.033163.083
682022.06.14 20:50buy200.10162.5690.0000.000
692022.06.14 20:50modify200.10162.569162.258163.083
702022.06.14 20:50modify190.10162.355162.258163.083
712022.06.14 20:50modify180.10162.355162.258163.083
722022.06.14 20:50modify170.10161.583162.258163.083
732022.06.15 00:20s/l170.10162.258162.258163.08352.1710496.28
742022.06.15 00:20s/l180.10162.258162.258163.083-6.2710490.00
752022.06.15 00:20s/l190.10162.258162.258163.083-6.2710483.73
762022.06.15 00:20s/l200.10162.258162.258163.083-22.4710461.26
772022.06.16 09:00buy210.10161.6040.0000.000
782022.06.16 09:00modify210.10161.604160.704163.104
792022.06.16 09:20s/l210.10160.704160.704163.104-68.1410393.12
802022.07.01 15:00buy220.10162.2180.0000.000
812022.07.01 15:00modify220.10162.218161.318163.718
822022.07.01 16:52buy230.10162.9760.0000.000
832022.07.01 16:52modify230.10162.976162.293163.718
842022.07.01 16:52buy240.10162.9760.0000.000
852022.07.01 16:52modify240.10162.976162.668163.718
862022.07.01 16:52modify220.10162.218162.668163.718
872022.07.01 16:55modify230.10162.976162.668163.718
882022.07.03 22:03t/p220.10163.718162.668163.718113.5510506.67
892022.07.03 22:03t/p230.10163.718162.668163.71856.1710562.84
902022.07.03 22:03t/p240.10163.718162.668163.71856.1710619.01
912022.07.05 13:00buy250.10162.6290.0000.000
922022.07.05 13:00modify250.10162.629161.729164.129
932022.07.05 15:16s/l250.10161.729161.729164.129-68.1310550.88
942022.08.02 16:00sell260.10161.6690.0000.000
952022.08.02 16:00modify260.10161.669162.569160.169
962022.08.03 00:20s/l260.10162.569162.569160.169-69.4610481.42
972022.08.04 13:00buy270.10161.7660.0000.000
982022.08.04 13:00modify270.10161.766160.866163.266
992022.08.05 13:59buy280.10162.5440.0000.000
1002022.08.05 13:59modify280.10162.544161.841163.266
1012022.08.05 13:59buy290.10162.5440.0000.000
1022022.08.05 13:59modify290.10162.544162.216163.266
1032022.08.05 13:59modify270.10161.766162.216163.266
1042022.08.05 14:00modify280.10162.544162.216163.266
1052022.08.05 14:20t/p270.10163.266162.216163.266114.6210596.04
1062022.08.05 14:20t/p280.10163.266162.216163.26654.6510650.69
1072022.08.05 14:20t/p290.10163.266162.216163.26654.6510705.34
1082022.09.22 08:00sell300.10164.3230.0000.000
1092022.09.22 08:00modify300.10164.323165.223162.823
1102022.09.22 08:10sell310.10163.3210.0000.000
1112022.09.22 08:10modify310.10163.321163.648162.823
1122022.09.22 08:10modify300.10164.323163.648162.823
1132022.09.22 08:15t/p300.10162.823163.648162.823113.4310818.77
1142022.09.22 08:15t/p310.10162.823163.648162.82337.6510856.42
1152022.09.23 11:00buy320.10157.8830.0000.000
1162022.09.23 11:00modify320.10157.883156.983159.383
1172022.09.23 14:20s/l320.10156.983156.983159.383-68.1310788.29
1182022.09.23 15:00buy330.10156.1690.0000.000
1192022.09.23 15:00modify330.10156.169155.269157.669
1202022.09.25 21:00s/l330.10155.269155.269157.669-68.1410720.15
1212022.09.28 12:00buy340.10153.1570.0000.000
1222022.09.28 12:00modify340.10153.157152.257154.657
1232022.09.28 14:20t/p340.10154.657152.257154.657113.5510833.70
1242022.09.29 14:00sell350.10158.7740.0000.000
1252022.09.29 14:00modify350.10158.774159.674157.274
1262022.09.29 15:02s/l350.10159.674159.674157.274-68.0610765.64
1272022.09.29 21:00sell360.10160.3520.0000.000
1282022.09.29 21:00modify360.10160.352161.252158.852
1292022.09.29 22:15s/l360.10161.252161.252158.852-68.0510697.59
1302022.10.06 16:00buy370.10161.3780.0000.000
1312022.10.06 16:00modify370.10161.378160.478162.878
1322022.10.06 17:45buy380.10162.1440.0000.000
1332022.10.06 17:45modify380.10162.144161.453162.878
1342022.10.06 17:45buy390.10162.1440.0000.000
1352022.10.06 17:45modify390.10162.144161.828162.878
1362022.10.06 17:45modify370.10161.378161.828162.878
1372022.10.06 17:47modify380.10162.144161.828162.878
1382022.10.06 18:50s/l370.10161.828161.828162.87834.0610731.65
1392022.10.06 18:50s/l380.10161.828161.828162.878-23.9310707.72
1402022.10.06 18:50s/l390.10161.828161.828162.878-23.9310683.79
1412022.10.11 21:00buy400.10159.8610.0000.000
1422022.10.11 21:00modify400.10159.861158.961161.361
1432022.10.12 04:20t/p400.10161.361158.961161.361114.6310798.42
1442022.10.12 11:00sell410.10162.3100.0000.000
1452022.10.12 11:00modify410.10162.310163.210160.810
1462022.10.12 18:20s/l410.10163.210163.210160.810-68.0610730.36
1472022.10.13 12:00sell420.10165.2040.0000.000
1482022.10.13 12:00modify420.10165.204166.104163.704
1492022.10.13 13:25sell430.10164.2200.0000.000
1502022.10.13 13:25modify430.10164.220164.529163.704
1512022.10.13 13:25modify420.10165.204164.529163.704
1522022.10.13 13:27s/l420.10164.529164.529163.70451.0410781.40
1532022.10.13 13:27s/l430.10164.529164.529163.704-23.3710758.03
1542022.10.17 15:00sell440.10170.0150.0000.000
1552022.10.17 15:00modify440.10170.015170.915168.515
1562022.10.17 17:59sell450.10169.2640.0000.000
1572022.10.17 17:59modify450.10169.264169.940168.515
1582022.10.17 17:59sell460.10169.2640.0000.000
1592022.10.17 17:59modify460.10169.264169.565168.515
1602022.10.17 17:59modify440.10170.015169.565168.515
1612022.10.17 18:00modify450.10169.264169.565168.515
1622022.10.17 18:25sell470.10169.0170.0000.000
1632022.10.17 18:25modify470.10169.017169.340168.515
1642022.10.17 18:25modify460.10169.264169.340168.515
1652022.10.17 18:25modify450.10169.264169.340168.515
1662022.10.17 18:25modify440.10170.015169.340168.515
1672022.10.17 20:45s/l440.10169.340169.340168.51551.0410809.07
1682022.10.17 20:45s/l450.10169.340169.340168.515-5.7510803.32
1692022.10.17 20:45s/l460.10169.340169.340168.515-5.7510797.57
1702022.10.17 20:45s/l470.10169.340169.340168.515-24.4310773.14
1712022.10.21 16:00buy480.10165.2010.0000.000
1722022.10.21 16:00modify480.10165.201164.301166.701
1732022.10.21 17:40t/p480.10166.701164.301166.701113.5610886.70
1742022.11.03 13:00buy490.10165.7330.0000.000
1752022.11.03 13:00modify490.10165.733164.833167.233
1762022.11.06 23:15buy500.10166.5050.0000.000
1772022.11.06 23:15modify500.10166.505165.808167.233
1782022.11.06 23:15buy510.10166.5050.0000.000
1792022.11.06 23:15modify510.10166.505166.183167.233
1802022.11.06 23:15modify490.10165.733166.183167.233
1812022.11.06 23:17modify500.10166.505166.183167.233
1822022.11.07 01:55buy520.10166.7120.0000.000
1832022.11.07 01:55modify520.10166.712166.408167.233
1842022.11.07 01:55modify510.10166.505166.408167.233
1852022.11.07 01:55modify500.10166.505166.408167.233
1862022.11.07 01:55modify490.10165.733166.408167.233
1872022.11.07 08:20t/p490.10167.233166.408167.233115.6911002.39
1882022.11.07 08:20t/p500.10167.233166.408167.23356.1811058.57
1892022.11.07 08:20t/p510.10167.233166.408167.23356.1811114.75
1902022.11.07 08:20t/p520.10167.233166.408167.23339.4411154.19
1912022.11.11 11:00buy530.10163.8180.0000.000
1922022.11.11 11:00modify530.10163.818162.918165.318
1932022.11.14 08:20buy540.10164.7940.0000.000
1942022.11.14 08:20modify540.10164.794164.493165.318
1952022.11.14 08:20modify530.10163.818164.493165.318
1962022.11.14 09:02t/p530.10165.318164.493165.318114.6311268.82
1972022.11.14 09:02t/p540.10165.318164.493165.31839.6711308.49
1982022.12.01 15:00sell550.10166.9990.0000.000
1992022.12.01 15:00modify550.10166.999167.899165.499
2002022.12.01 16:40sell560.10166.2390.0000.000
2012022.12.01 16:40modify560.10166.239166.924165.499
2022022.12.01 16:40sell570.10166.2390.0000.000
2032022.12.01 16:40modify570.10166.239166.549165.499
2042022.12.01 16:40modify550.10166.999166.549165.499
2052022.12.01 16:42modify560.10166.239166.549165.499
2062022.12.01 16:55sell580.10166.0080.0000.000
2072022.12.01 16:55modify580.10166.008166.324165.499
2082022.12.01 16:55modify570.10166.239166.324165.499
2092022.12.01 16:55modify560.10166.239166.324165.499
2102022.12.01 16:55modify550.10166.999166.324165.499
2112022.12.02 01:45t/p550.10165.499166.324165.499112.0311420.52
2122022.12.02 01:45t/p560.10165.499166.324165.49954.5611475.08
2132022.12.02 01:45t/p570.10165.499166.324165.49954.5611529.64
2142022.12.02 01:45t/p580.10165.499166.324165.49937.0911566.73
2152022.12.20 17:00buy590.10159.2080.0000.000
2162022.12.20 17:00modify590.10159.208158.308160.708
2172022.12.20 19:20buy600.10159.9800.0000.000
2182022.12.20 19:20modify600.10159.980159.283160.708
2192022.12.20 19:20buy610.10159.9800.0000.000
2202022.12.20 19:20modify610.10159.980159.658160.708
2212022.12.20 19:20modify590.10159.208159.658160.708
2222022.12.20 19:22modify600.10159.980159.658160.708
2232022.12.20 20:15buy620.10160.2080.0000.000
2242022.12.20 20:15modify620.10160.208159.883160.708
2252022.12.20 20:15modify610.10159.980159.883160.708
2262022.12.20 20:15modify600.10159.980159.883160.708
2272022.12.20 20:15modify590.10159.208159.883160.708
2282022.12.20 23:15t/p590.10160.708159.883160.708113.5511680.28
2292022.12.20 23:15t/p600.10160.708159.883160.70855.1111735.39
2302022.12.20 23:15t/p610.10160.708159.883160.70855.1111790.50
2312022.12.20 23:15t/p620.10160.708159.883160.70837.8511828.35
2322023.01.04 16:00sell630.10158.9990.0000.000
2332023.01.04 16:00modify630.10158.999159.899157.499
2342023.01.04 17:40s/l630.10159.899159.899157.499-68.0611760.29
2352023.02.10 09:00buy640.10158.1380.0000.000
2362023.02.10 09:00modify640.10158.138157.238159.638
2372023.02.10 09:15buy650.10158.8900.0000.000
2382023.02.10 09:15modify650.10158.890158.213159.638
2392023.02.10 09:15buy660.10158.8900.0000.000
2402023.02.10 09:15modify660.10158.890158.588159.638
2412023.02.10 09:15modify640.10158.138158.588159.638
2422023.02.10 09:17modify650.10158.890158.588159.638
2432023.02.10 09:50s/l640.10158.588158.588159.63834.0611794.35
2442023.02.10 09:50s/l650.10158.588158.588159.638-22.8711771.48
2452023.02.10 09:50s/l660.10158.588158.588159.638-22.8711748.61
2462023.03.13 10:00buy670.10160.9300.0000.000
2472023.03.13 10:00modify670.10160.930160.030162.430
2482023.03.13 15:20buy680.10161.6880.0000.000
2492023.03.13 15:20modify680.10161.688161.005162.430
2502023.03.13 15:20buy690.10161.6880.0000.000
2512023.03.13 15:20modify690.10161.688161.380162.430
2522023.03.13 15:20modify670.10160.930161.380162.430
2532023.03.13 15:22modify680.10161.688161.380162.430
2542023.03.13 16:47buy700.10161.9060.0000.000
2552023.03.13 16:47modify700.10161.906161.605162.430
2562023.03.13 16:47modify690.10161.688161.605162.430
2572023.03.13 16:47modify680.10161.688161.605162.430
2582023.03.13 16:47modify670.10160.930161.605162.430
2592023.03.13 18:15t/p670.10162.430161.605162.430113.5611862.17
2602023.03.13 18:15t/p680.10162.430161.605162.43056.1811918.35
2612023.03.13 18:15t/p690.10162.430161.605162.43056.1811974.53
2622023.03.13 18:15t/p700.10162.430161.605162.43039.6712014.20
2632023.03.15 11:00buy710.10161.2760.0000.000
2642023.03.15 11:00modify710.10161.276160.376162.776
2652023.03.15 12:45s/l710.10160.376160.376162.776-68.1311946.07
2662023.03.16 18:00sell720.10161.8110.0000.000
2672023.03.16 18:00modify720.10161.811162.711160.311
2682023.03.17 11:15sell730.10161.0610.0000.000
2692023.03.17 11:15modify730.10161.061161.736160.311
2702023.03.17 11:15sell740.10161.0610.0000.000
2712023.03.17 11:15modify740.10161.061161.361160.311
2722023.03.17 11:15modify720.10161.811161.361160.311
2732023.03.17 11:17modify730.10161.061161.361160.311
2742023.03.17 11:25sell750.10160.8340.0000.000
2752023.03.17 11:25modify750.10160.834161.136160.311
2762023.03.17 11:25modify740.10161.061161.136160.311
2772023.03.17 11:25modify730.10161.061161.136160.311
2782023.03.17 11:25modify720.10161.811161.136160.311
2792023.03.17 12:32t/p720.10160.311161.136160.311112.0412058.11
2802023.03.17 12:32t/p730.10160.311161.136160.31156.7212114.83
2812023.03.17 12:32t/p740.10160.311161.136160.31156.7212171.55
2822023.03.17 12:32t/p750.10160.311161.136160.31139.5512211.10