Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolGBPJPY (British Pound 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)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test6538Ticks modelled54122288Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit1205.88Gross profit3518.86Gross loss-2312.98
Profit factor1.52Expected payoff5.61
Absolute drawdown372.20Maximal drawdown424.59 (4.22%)Relative drawdown4.22% (424.59)
Total trades215Short positions (won %)97 (59.79%)Long positions (won %)118 (50.85%)
Profit trades (% of total)118 (54.88%)Loss trades (% of total)97 (45.12%)
Largestprofit trade110.27loss trade-110.26
Averageprofit trade29.82loss trade-23.85
Maximumconsecutive wins (profit in money)5 (294.94)consecutive losses (loss in money)2 (-121.64)
Maximalconsecutive profit (count of wins)294.94 (5)consecutive loss (count of losses)-121.64 (2)
Averageconsecutive wins1consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.05 12:00buy10.10161.1540.0000.000
22022.05.05 12:00modify10.10161.154159.654162.654
32022.05.05 13:43buy20.10161.5290.0000.000
42022.05.05 13:43modify20.10161.529161.379162.654
52022.05.05 13:43modify10.10161.154161.379162.654
62022.05.05 13:48s/l10.10161.379161.379162.65416.5310016.53
72022.05.05 13:48s/l20.10161.379161.379162.654-11.0310005.50
82022.05.11 18:00buy30.10158.9690.0000.000
92022.05.11 18:00modify30.10158.969157.469160.469
102022.05.11 18:18buy40.10159.3450.0000.000
112022.05.11 18:18modify40.10159.345159.194160.469
122022.05.11 18:18modify30.10158.969159.194160.469
132022.05.11 18:59s/l30.10159.194159.194160.46916.5310022.03
142022.05.11 18:59s/l40.10159.194159.194160.469-11.1010010.93
152022.05.12 08:00buy50.10157.2230.0000.000
162022.05.12 08:00modify50.10157.223155.723158.723
172022.05.12 13:37s/l50.10155.723155.723158.723-110.259900.68
182022.05.12 14:00buy60.10156.2010.0000.000
192022.05.12 14:00modify60.10156.201154.701157.701
202022.05.12 14:12buy70.10156.5760.0000.000
212022.05.12 14:12modify70.10156.576156.426157.701
222022.05.12 14:12modify60.10156.201156.426157.701
232022.05.12 14:20s/l60.10156.426156.426157.70116.549917.22
242022.05.12 14:20s/l70.10156.426156.426157.701-11.039906.19
252022.05.17 08:00sell80.10160.7560.0000.000
262022.05.17 08:00modify80.10160.756162.256159.256
272022.05.18 07:16sell90.10160.3770.0000.000
282022.05.18 07:16modify90.10160.377160.531159.256
292022.05.18 07:16modify80.10160.756160.531159.256
302022.05.18 07:20s/l80.10160.531160.531159.25615.179921.36
312022.05.18 07:20s/l90.10160.531160.531159.256-11.329910.04
322022.05.18 09:00buy100.10159.9320.0000.000
332022.05.18 09:00modify100.10159.932158.432161.432
342022.05.18 09:42buy110.10160.3080.0000.000
352022.05.18 09:42modify110.10160.308160.157161.432
362022.05.18 09:42modify100.10159.932160.157161.432
372022.05.18 10:59s/l100.10160.157160.157161.43216.549926.58
382022.05.18 10:59s/l110.10160.157160.157161.432-11.099915.49
392022.05.18 16:00buy120.10158.9310.0000.000
402022.05.18 16:00modify120.10158.931157.431160.431
412022.05.19 03:01buy130.10159.3080.0000.000
422022.05.19 03:01modify130.10159.308159.156160.431
432022.05.19 03:01modify120.10158.931159.156160.431
442022.05.19 04:28buy140.10159.8340.0000.000
452022.05.19 04:28modify140.10159.834159.456160.431
462022.05.19 04:28modify130.10159.308159.456160.431
472022.05.19 04:28modify120.10158.931159.456160.431
482022.05.19 05:35s/l120.10159.456159.456160.43141.719957.20
492022.05.19 05:35s/l130.10159.456159.456160.43110.889968.08
502022.05.19 05:35s/l140.10159.456159.456160.431-27.789940.30
512022.05.24 09:00buy150.10159.1450.0000.000
522022.05.24 09:00modify150.10159.145157.645160.645
532022.05.24 10:41buy160.10159.5240.0000.000
542022.05.24 10:41modify160.10159.524159.370160.645
552022.05.24 10:41modify150.10159.145159.370160.645
562022.05.24 11:10s/l150.10159.370159.370160.64516.549956.84
572022.05.24 11:10s/l160.10159.370159.370160.645-11.329945.52
582022.05.24 14:00buy170.10158.5480.0000.000
592022.05.24 14:00modify170.10158.548157.048160.048
602022.05.24 16:08buy180.10158.9260.0000.000
612022.05.24 16:08modify180.10158.926158.773160.048
622022.05.24 16:08modify170.10158.548158.773160.048
632022.05.24 16:30s/l170.10158.773158.773160.04816.549962.06
642022.05.24 16:30s/l180.10158.773158.773160.048-11.249950.82
652022.06.06 09:00sell190.10164.3870.0000.000
662022.06.06 09:00modify190.10164.387165.887162.887
672022.06.06 10:35sell200.10164.0120.0000.000
682022.06.06 10:35modify200.10164.012164.162162.887
692022.06.06 10:35modify190.10164.387164.162162.887
702022.06.06 11:35s/l190.10164.162164.162162.88716.539967.35
712022.06.06 11:35s/l200.10164.162164.162162.887-11.039956.32
722022.06.09 08:00buy210.10166.8320.0000.000
732022.06.09 08:00modify210.10166.832165.332168.332
742022.06.09 08:35buy220.10167.2080.0000.000
752022.06.09 08:35modify220.10167.208167.057168.332
762022.06.09 08:35modify210.10166.832167.057168.332
772022.06.09 09:56s/l210.10167.057167.057168.33216.549972.86
782022.06.09 09:56s/l220.10167.057167.057168.332-11.109961.76
792022.06.13 09:00buy230.10164.1820.0000.000
802022.06.13 09:00modify230.10164.182162.682165.682
812022.06.13 13:55s/l230.10162.682162.682165.682-110.259851.51
822022.06.14 05:00sell240.10163.8850.0000.000
832022.06.14 05:00modify240.10163.885165.385162.385
842022.06.14 08:08sell250.10163.5080.0000.000
852022.06.14 08:08modify250.10163.508163.660162.385
862022.06.14 08:08modify240.10163.885163.660162.385
872022.06.14 08:09s/l240.10163.660163.660162.38516.549868.05
882022.06.14 08:09s/l250.10163.660163.660162.385-11.179856.88
892022.06.16 08:00buy260.10162.3280.0000.000
902022.06.16 08:00modify260.10162.328160.828163.828
912022.06.16 09:16s/l260.10160.828160.828163.828-110.269746.62
922022.06.17 03:00sell270.10164.5580.0000.000
932022.06.17 03:00modify270.10164.558166.058163.058
942022.06.17 06:40sell280.10164.1780.0000.000
952022.06.17 06:40modify280.10164.178164.333163.058
962022.06.17 06:40modify270.10164.558164.333163.058
972022.06.17 06:40s/l270.10164.333164.333163.05816.539763.15
982022.06.17 06:40s/l280.10164.333164.333163.058-11.409751.75
992022.06.17 08:00sell290.10165.1620.0000.000
1002022.06.17 08:00modify290.10165.162166.662163.662
1012022.06.17 13:10sell300.10164.7870.0000.000
1022022.06.17 13:10modify300.10164.787164.937163.662
1032022.06.17 13:10modify290.10165.162164.937163.662
1042022.06.17 13:25s/l290.10164.937164.937163.66216.539768.28
1052022.06.17 13:25s/l300.10164.937164.937163.662-11.039757.25
1062022.06.23 03:00buy310.10165.8680.0000.000
1072022.06.23 03:00modify310.10165.868164.368167.368
1082022.06.23 05:45buy320.10166.2430.0000.000
1092022.06.23 05:45modify320.10166.243166.093167.368
1102022.06.23 05:45modify310.10165.868166.093167.368
1112022.06.23 07:13s/l310.10166.093166.093167.36816.549773.79
1122022.06.23 07:13s/l320.10166.093166.093167.368-11.039762.76
1132022.06.23 08:00buy330.10164.8490.0000.000
1142022.06.23 08:00modify330.10164.849163.349166.349
1152022.06.23 08:13buy340.10165.2240.0000.000
1162022.06.23 08:13modify340.10165.224165.074166.349
1172022.06.23 08:13modify330.10164.849165.074166.349
1182022.06.23 08:24s/l330.10165.074165.074166.34916.539779.29
1192022.06.23 08:24s/l340.10165.074165.074166.349-11.039768.26
1202022.07.01 04:00buy350.10163.8410.0000.000
1212022.07.01 04:00modify350.10163.841162.341165.341
1222022.07.01 08:27buy360.10164.2180.0000.000
1232022.07.01 08:27modify360.10164.218164.066165.341
1242022.07.01 08:27modify350.10163.841164.066165.341
1252022.07.01 08:49s/l350.10164.066164.066165.34116.539784.79
1262022.07.01 08:49s/l360.10164.066164.066165.341-11.189773.61
1272022.07.01 13:00buy370.10162.4630.0000.000
1282022.07.01 13:00modify370.10162.463160.963163.963
1292022.07.01 15:40buy380.10162.8430.0000.000
1302022.07.01 15:40modify380.10162.843162.688163.963
1312022.07.01 15:40modify370.10162.463162.688163.963
1322022.07.01 16:03s/l370.10162.688162.688163.96316.549790.15
1332022.07.01 16:03s/l380.10162.688162.688163.963-11.399778.76
1342022.07.05 09:00buy390.10163.6430.0000.000
1352022.07.05 09:00modify390.10163.643162.143165.143
1362022.07.05 13:18s/l390.10162.143162.143165.143-110.259668.51
1372022.07.07 09:00sell400.10162.9170.0000.000
1382022.07.07 09:00modify400.10162.917164.417161.417
1392022.07.07 11:25sell410.10162.5410.0000.000
1402022.07.07 11:25modify410.10162.541162.692161.417
1412022.07.07 11:25modify400.10162.917162.692161.417
1422022.07.07 11:26s/l400.10162.692162.692161.41716.539685.04
1432022.07.07 11:26s/l410.10162.692162.692161.417-11.109673.94
1442022.07.08 08:00buy420.10162.2730.0000.000
1452022.07.08 08:00modify420.10162.273160.773163.773
1462022.07.08 10:06buy430.10162.6480.0000.000
1472022.07.08 10:06modify430.10162.648162.498163.773
1482022.07.08 10:06modify420.10162.273162.498163.773
1492022.07.08 12:04buy440.10163.1750.0000.000
1502022.07.08 12:04modify440.10163.175162.798163.773
1512022.07.08 12:04modify430.10162.648162.798163.773
1522022.07.08 12:04modify420.10162.273162.798163.773
1532022.07.08 12:13buy450.10163.2490.0000.000
1542022.07.08 12:13modify450.10163.249162.798163.773
1552022.07.08 13:27t/p420.10163.773162.798163.773110.259784.19
1562022.07.08 13:27t/p430.10163.773162.798163.77382.699866.88
1572022.07.08 13:27t/p440.10163.773162.798163.77343.969910.84
1582022.07.08 13:27t/p450.10163.773162.798163.77338.529949.36
1592022.07.14 08:00sell460.10165.0370.0000.000
1602022.07.14 08:00modify460.10165.037166.537163.537
1612022.07.14 08:55sell470.10164.6620.0000.000
1622022.07.14 08:55modify470.10164.662164.812163.537
1632022.07.14 08:55modify460.10165.037164.812163.537
1642022.07.14 09:04s/l460.10164.812164.812163.53716.549965.90
1652022.07.14 09:04s/l470.10164.812164.812163.537-11.029954.88
1662022.07.18 11:00sell480.10165.6180.0000.000
1672022.07.18 11:00modify480.10165.618167.118164.118
1682022.07.18 17:32sell490.10165.2430.0000.000
1692022.07.18 17:32modify490.10165.243165.393164.118
1702022.07.18 17:32modify480.10165.618165.393164.118
1712022.07.19 04:10sell500.10164.7160.0000.000
1722022.07.19 04:10modify500.10164.716165.093164.118
1732022.07.19 04:10modify490.10165.243165.093164.118
1742022.07.19 04:10modify480.10165.618165.093164.118
1752022.07.19 05:33s/l480.10165.093165.093164.11837.239992.11
1762022.07.19 05:33s/l490.10165.093165.093164.1189.6710001.77
1772022.07.19 05:33s/l500.10165.093165.093164.118-27.719974.06
1782022.07.25 12:00sell510.10164.7370.0000.000
1792022.07.25 12:00modify510.10164.737166.237163.237
1802022.07.25 14:34sell520.10164.3610.0000.000
1812022.07.25 14:34modify520.10164.361164.512163.237
1822022.07.25 14:34modify510.10164.737164.512163.237
1832022.07.25 14:44s/l510.10164.512164.512163.23716.549990.60
1842022.07.25 14:44s/l520.10164.512164.512163.237-11.109979.50
1852022.07.27 20:00sell530.10166.0730.0000.000
1862022.07.27 20:00modify530.10166.073167.573164.573
1872022.07.27 23:36sell540.10165.6940.0000.000
1882022.07.27 23:36modify540.10165.694165.848164.573
1892022.07.27 23:36modify530.10166.073165.848164.573
1902022.07.28 01:04sell550.10165.1720.0000.000
1912022.07.28 01:04modify550.10165.172165.548164.573
1922022.07.28 01:04modify540.10165.694165.548164.573
1932022.07.28 01:04modify530.10166.073165.548164.573
1942022.07.28 01:04sell560.10165.0980.0000.000
1952022.07.28 01:04modify560.10165.098165.548164.573
1962022.07.28 01:33t/p530.10164.573165.548164.573106.1510085.65
1972022.07.28 01:33t/p540.10164.573165.548164.57378.2910163.95
1982022.07.28 01:33t/p550.10164.573165.548164.57344.0210207.97
1992022.07.28 01:33t/p560.10164.573165.548164.57338.5810246.55
2002022.07.28 02:00buy570.10164.8230.0000.000
2012022.07.28 02:00modify570.10164.823163.323166.323
2022022.07.28 07:17buy580.10165.2040.0000.000
2032022.07.28 07:17modify580.10165.204165.048166.323
2042022.07.28 07:17modify570.10164.823165.048166.323
2052022.07.28 07:21s/l570.10165.048165.048166.32316.5310263.08
2062022.07.28 07:21s/l580.10165.048165.048166.323-11.4710251.61
2072022.07.28 13:00buy590.10163.5590.0000.000
2082022.07.28 13:00modify590.10163.559162.059165.059
2092022.07.29 05:21s/l590.10162.059162.059165.059-109.2110142.40
2102022.07.29 09:00buy600.10161.8690.0000.000
2112022.07.29 09:00modify600.10161.869160.369163.369
2122022.07.29 10:55buy610.10162.2500.0000.000
2132022.07.29 10:55modify610.10162.250162.094163.369
2142022.07.29 10:55modify600.10161.869162.094163.369
2152022.07.29 13:49s/l600.10162.094162.094163.36916.5410158.94
2162022.07.29 13:49s/l610.10162.094162.094163.369-11.4610147.48
2172022.08.01 02:00buy620.10161.4330.0000.000
2182022.08.01 02:00modify620.10161.433159.933162.933
2192022.08.01 08:00buy630.10161.8100.0000.000
2202022.08.01 08:00modify630.10161.810161.658162.933
2212022.08.01 08:00modify620.10161.433161.658162.933
2222022.08.01 08:13s/l620.10161.658161.658162.93316.5410164.02
2232022.08.01 08:13s/l630.10161.658161.658162.933-11.1710152.85
2242022.08.02 01:00buy640.10160.6880.0000.000
2252022.08.02 01:00modify640.10160.688159.188162.188
2262022.08.02 15:01buy650.10161.0640.0000.000
2272022.08.02 15:01modify650.10161.064160.913162.188
2282022.08.02 15:01modify640.10160.688160.913162.188
2292022.08.02 15:08s/l640.10160.913160.913162.18816.5310169.38
2302022.08.02 15:08s/l650.10160.913160.913162.188-11.1010158.28
2312022.08.04 12:00buy660.10161.7260.0000.000
2322022.08.04 12:00modify660.10161.726160.226163.226
2332022.08.05 07:24buy670.10162.1010.0000.000
2342022.08.05 07:24modify670.10162.101161.951163.226
2352022.08.05 07:24modify660.10161.726161.951163.226
2362022.08.05 08:00s/l660.10161.951161.951163.22617.5810175.86
2372022.08.05 08:00s/l670.10161.951161.951163.226-11.0210164.84
2382022.08.05 15:00sell680.10163.1990.0000.000
2392022.08.05 15:00modify680.10163.199164.699161.699
2402022.08.05 19:21sell690.10162.8230.0000.000
2412022.08.05 19:21modify690.10162.823162.974161.699
2422022.08.05 19:21modify680.10163.199162.974161.699
2432022.08.05 19:39s/l680.10162.974162.974161.69916.5310181.37
2442022.08.05 19:39s/l690.10162.974162.974161.699-11.1010170.27
2452022.08.16 13:00sell700.10162.2450.0000.000
2462022.08.16 13:00modify700.10162.245163.745160.745
2472022.08.18 16:37sell710.10161.8700.0000.000
2482022.08.18 16:37modify710.10161.870162.020160.745
2492022.08.18 16:37modify700.10162.245162.020160.745
2502022.08.18 17:00s/l700.10162.020162.020160.74511.0810181.35
2512022.08.18 17:00s/l710.10162.020162.020160.745-11.0310170.32
2522022.09.06 07:00sell720.10163.6520.0000.000
2532022.09.06 07:00modify720.10163.652165.152162.152
2542022.09.06 22:51s/l720.10165.152165.152162.152-110.2510060.07
2552022.09.09 11:00buy730.10164.5720.0000.000
2562022.09.09 11:00modify730.10164.572163.072166.072
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7192023.03.31 01:00sell2030.10165.1960.0000.000
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