Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2022.05.01 21:00 - 2023.04.30 23:00 (2022.05.01 - 2023.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 test7239Ticks modelled158319Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1028.80Gross profit1457.92Gross loss-429.11
Profit factor3.40Expected payoff23.38
Absolute drawdown44.40Maximal drawdown266.73 (2.50%)Relative drawdown2.50% (266.73)
Total trades44Short positions (won %)19 (68.42%)Long positions (won %)25 (68.00%)
Profit trades (% of total)30 (68.18%)Loss trades (% of total)14 (31.82%)
Largestprofit trade96.80loss trade-109.96
Averageprofit trade48.60loss trade-30.65
Maximumconsecutive wins (profit in money)9 (428.90)consecutive losses (loss in money)2 (-129.66)
Maximalconsecutive profit (count of wins)428.90 (9)consecutive loss (count of losses)-129.66 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.12 17:00buy10.10133.0230.0000.000
22022.05.12 17:00modify10.10133.023131.523134.323
32022.05.13 00:55buy20.10133.8120.0000.000
42022.05.13 00:55modify20.10133.812133.348134.323
52022.05.13 00:55modify10.10133.023133.348134.323
62022.05.13 02:47buy30.10134.0000.0000.000
72022.05.13 02:47modify30.10134.000133.478134.323
82022.05.13 02:47modify20.10133.812133.478134.323
92022.05.13 02:47modify10.10133.023133.478134.323
102022.05.13 06:22buy40.10133.6970.0000.000
112022.05.13 06:22modify40.10133.697133.413134.323
122022.05.13 06:25modify40.10133.697133.478134.323
132022.05.13 14:20t/p10.10134.323133.478134.32395.8810095.88
142022.05.13 14:20t/p20.10134.323133.478134.32337.5610133.44
152022.05.13 14:20t/p30.10134.323133.478134.32323.7410157.18
162022.05.13 14:20t/p40.10134.323133.478134.32346.0210203.20
172022.05.17 14:00sell50.10136.5870.0000.000
182022.05.17 14:00modify50.10136.587138.087135.287
192022.05.18 03:27sell60.10135.9290.0000.000
202022.05.18 03:27modify60.10135.929136.197135.287
212022.05.18 03:27modify50.10136.587136.197135.287
222022.05.18 04:32sell70.10135.7790.0000.000
232022.05.18 04:32modify70.10135.779136.262135.287
242022.05.18 04:32modify60.10135.929136.262135.287
252022.05.18 04:32modify50.10136.587136.262135.287
262022.05.18 08:55sell80.10135.5940.0000.000
272022.05.18 08:55modify80.10135.594136.132135.287
282022.05.18 08:55modify70.10135.779136.132135.287
292022.05.18 08:55modify60.10135.929136.132135.287
302022.05.18 08:55modify50.10136.587136.132135.287
312022.05.18 13:50t/p50.10135.287136.132135.28794.9610298.16
322022.05.18 13:50t/p60.10135.287136.132135.28747.1910345.35
332022.05.18 13:50t/p70.10135.287136.132135.28736.1610381.51
342022.05.18 13:50t/p80.10135.287136.132135.28722.5610404.07
352022.05.18 17:00buy90.10134.6200.0000.000
362022.05.18 17:00modify90.10134.620133.120135.920
372022.05.19 03:20buy100.10135.2980.0000.000
382022.05.19 03:20modify100.10135.298135.010135.920
392022.05.19 03:20modify90.10134.620135.010135.920
402022.05.19 04:15buy110.10135.4080.0000.000
412022.05.19 04:15modify110.10135.408134.945135.920
422022.05.19 04:15modify100.10135.298134.945135.920
432022.05.19 04:15modify90.10134.620134.945135.920
442022.05.19 05:50s/l90.10134.945134.945135.92024.8310428.90
452022.05.19 05:50s/l100.10134.945134.945135.920-25.9510402.95
462022.05.19 05:50s/l110.10134.945134.945135.920-34.0310368.92
472022.06.08 14:00sell120.10144.0250.0000.000
482022.06.08 14:00modify120.10144.025145.525142.725
492022.06.09 06:27sell130.10143.3650.0000.000
502022.06.09 06:27modify130.10143.365143.635142.725
512022.06.09 06:27modify120.10144.025143.635142.725
522022.06.09 07:25sell140.10143.0500.0000.000
532022.06.09 07:25modify140.10143.050143.570142.725
542022.06.09 07:25modify130.10143.365143.570142.725
552022.06.09 07:25modify120.10144.025143.570142.725
562022.06.09 11:37t/p120.10142.725143.570142.72593.8010462.72
572022.06.09 11:37t/p130.10142.725143.570142.72547.0410509.76
582022.06.09 11:37t/p140.10142.725143.570142.72523.8910533.65
592022.06.13 15:00buy150.10139.5490.0000.000
602022.06.13 15:00modify150.10139.549138.049140.849
612022.06.13 19:15buy160.10140.2130.0000.000
622022.06.13 19:15modify160.10140.213139.939140.849
632022.06.13 19:15modify150.10139.549139.939140.849
642022.06.13 19:45s/l150.10139.939139.939140.84928.6710562.32
652022.06.13 19:45s/l160.10139.939139.939140.849-20.1410542.18
662022.06.21 16:00sell170.10143.7200.0000.000
672022.06.21 16:00modify170.10143.720145.220142.420
682022.06.22 01:50sell180.10142.9310.0000.000
692022.06.22 01:50modify180.10142.931143.395142.420
702022.06.22 01:50modify170.10143.720143.395142.420
712022.06.22 04:45sell190.10143.0530.0000.000
722022.06.22 04:45modify190.10143.053143.330142.420
732022.06.22 04:47modify190.10143.053143.395142.420
742022.06.22 06:32s/l170.10143.395143.395142.42023.3010565.49
752022.06.22 06:32s/l180.10143.395143.395142.420-34.1110531.38
762022.06.22 06:32s/l190.10143.395143.395142.420-25.1410506.24
772022.06.30 14:00buy200.10141.5940.0000.000
782022.06.30 14:00modify200.10141.594140.094142.894
792022.06.30 15:37buy210.10142.2520.0000.000
802022.06.30 15:37modify210.10142.252141.984142.894
812022.06.30 15:37modify200.10141.594141.984142.894
822022.06.30 16:07s/l200.10141.984141.984142.89428.6710534.91
832022.06.30 16:07s/l210.10141.984141.984142.894-19.7010515.21
842022.07.05 15:00buy220.10139.3530.0000.000
852022.07.05 15:00modify220.10139.353137.853140.653
862022.07.06 11:45s/l220.10137.853137.853140.653-109.9610405.25
872022.07.28 15:00buy230.10136.6600.0000.000
882022.07.28 15:00modify230.10136.660135.160137.960
892022.07.29 00:32buy240.10137.3360.0000.000
902022.07.29 00:32modify240.10137.336137.050137.960
912022.07.29 00:32modify230.10136.660137.050137.960
922022.07.29 02:15s/l230.10137.050137.050137.96028.9810434.23
932022.07.29 02:15s/l240.10137.050137.050137.960-21.0210413.21
942022.08.15 14:00buy250.10135.4010.0000.000
952022.08.15 14:00modify250.10135.401133.901136.701
962022.08.16 11:20buy260.10136.1950.0000.000
972022.08.16 11:20modify260.10136.195135.726136.701
982022.08.16 11:20modify250.10135.401135.726136.701
992022.08.16 13:40t/p250.10136.701135.726136.70195.8710509.07
1002022.08.16 13:40t/p260.10136.701135.726136.70137.1910546.26
1012022.08.16 15:00sell270.10136.7830.0000.000
1022022.08.16 15:00modify270.10136.783138.283135.483
1032022.08.23 05:20sell280.10136.1170.0000.000
1042022.08.23 05:20modify280.10136.117136.393135.483
1052022.08.23 05:20modify270.10136.783136.393135.483
1062022.08.23 07:10sell290.10135.9860.0000.000
1072022.08.23 07:10modify290.10135.986136.458135.483
1082022.08.23 07:10modify280.10136.117136.458135.483
1092022.08.23 07:10modify270.10136.783136.458135.483
1102022.08.23 07:46s/l270.10136.458136.458135.48319.7910566.06
1112022.08.23 07:46s/l280.10136.458136.458135.483-25.0610541.00
1122022.08.23 07:46s/l290.10136.458136.458135.483-34.6910506.31
1132022.11.04 16:00sell300.10145.6730.0000.000
1142022.11.04 16:00modify300.10145.673147.173144.373
1152022.11.10 14:46t/p300.10144.373147.173144.37392.0510598.36
1162022.11.10 17:00buy310.10144.2800.0000.000
1172022.11.10 17:00modify310.10144.280142.780145.580
1182022.11.11 01:37buy320.10144.9320.0000.000
1192022.11.11 01:37modify320.10144.932144.670145.580
1202022.11.11 01:37modify310.10144.280144.670145.580
1212022.11.11 02:50s/l310.10144.670144.670145.58028.9810627.34
1222022.11.11 02:50s/l320.10144.670144.670145.580-19.2610608.08
1232022.12.13 16:00buy330.10143.8210.0000.000
1242022.12.13 16:00modify330.10143.821142.321145.121
1252022.12.14 19:20buy340.10144.6070.0000.000
1262022.12.14 19:20modify340.10144.607144.146145.121
1272022.12.14 19:20modify330.10143.821144.146145.121
1282022.12.14 20:02buy350.10144.4820.0000.000
1292022.12.14 20:02modify350.10144.482144.211145.121
1302022.12.14 20:05modify350.10144.482144.146145.121
1312022.12.15 08:15buy360.10144.8100.0000.000
1322022.12.15 08:15modify360.10144.810144.276145.121
1332022.12.15 08:15modify340.10144.607144.276145.121
1342022.12.15 08:15modify350.10144.482144.276145.121
1352022.12.15 08:15modify330.10143.821144.276145.121
1362022.12.15 09:03t/p330.10145.121144.276145.12196.8010704.88
1372022.12.15 09:03t/p340.10145.121144.276145.12138.7210743.60
1382022.12.15 09:03t/p350.10145.121144.276145.12147.9010791.49
1392022.12.15 09:03t/p360.10145.121144.276145.12122.8610814.35
1402023.01.13 17:00buy370.10138.2420.0000.000
1412023.01.13 17:00modify370.10138.242136.742139.542
1422023.01.16 00:32buy380.10138.9180.0000.000
1432023.01.16 00:32modify380.10138.918138.632139.542
1442023.01.16 00:32modify370.10138.242138.632139.542
1452023.01.16 00:50s/l370.10138.632138.632139.54228.9810843.33
1462023.01.16 00:50s/l380.10138.632138.632139.542-21.0210822.31
1472023.02.13 17:00sell390.10142.2240.0000.000
1482023.02.13 17:00modify390.10142.224143.724140.924
1492023.02.14 05:50sell400.10141.5640.0000.000
1502023.02.14 05:50modify400.10141.564141.834140.924
1512023.02.14 05:50modify390.10142.224141.834140.924
1522023.02.14 08:07s/l390.10141.834141.834140.92428.0710850.39
1532023.02.14 08:07s/l400.10141.834141.834140.924-19.8510830.54
1542023.03.15 15:00buy410.10140.2680.0000.000
1552023.03.15 15:00modify410.10140.268138.768141.568
1562023.03.15 18:50t/p410.10141.568138.768141.56895.5710926.11
1572023.03.21 14:00sell420.10142.5150.0000.000
1582023.03.21 14:00modify420.10142.515144.015141.215
1592023.03.23 19:20t/p420.10141.215144.015141.21593.2111019.31
1602023.03.30 14:00sell430.10144.8380.0000.000
1612023.03.30 14:00modify430.10144.838146.338143.538
1622023.03.30 17:32sell440.10144.1870.0000.000
1632023.03.30 17:32modify440.10144.187144.448143.538
1642023.03.30 17:32modify430.10144.838144.448143.538
1652023.03.30 18:45s/l430.10144.448144.448143.53828.6711047.98
1662023.03.30 18:45s/l440.10144.448144.448143.538-19.1811028.80