Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2022.06.01 00:00 - 2023.05.31 23:00 (2022.06.01 - 2023.06.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test7259Ticks modelled158736Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1020.61Gross profit2145.75Gross loss-1125.14
Profit factor1.91Expected payoff14.18
Absolute drawdown14.63Maximal drawdown388.83 (3.66%)Relative drawdown3.66% (388.83)
Total trades72Short positions (won %)26 (65.38%)Long positions (won %)46 (65.22%)
Profit trades (% of total)47 (65.28%)Loss trades (% of total)25 (34.72%)
Largestprofit trade94.56loss trade-109.80
Averageprofit trade45.65loss trade-45.01
Maximumconsecutive wins (profit in money)7 (352.05)consecutive losses (loss in money)3 (-232.06)
Maximalconsecutive profit (count of wins)352.05 (7)consecutive loss (count of losses)-232.06 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.08 14:00sell10.10144.0250.0000.000
22022.06.08 14:00modify10.10144.025145.525142.725
32022.06.09 06:27sell20.10143.3650.0000.000
42022.06.09 06:27modify20.10143.365143.570142.725
52022.06.09 06:27modify10.10144.025143.570142.725
62022.06.09 09:50sell30.10142.9830.0000.000
72022.06.09 09:50modify30.10142.983143.570142.725
82022.06.09 11:37t/p10.10142.725143.570142.72591.4210091.42
92022.06.09 11:37t/p20.10142.725143.570142.72545.8610137.28
102022.06.09 11:37t/p30.10142.725143.570142.72518.4910155.77
112022.06.13 15:00buy40.10139.5490.0000.000
122022.06.13 15:00modify40.10139.549138.049140.849
132022.06.13 19:15buy50.10140.2130.0000.000
142022.06.13 19:15modify50.10140.213140.004140.849
152022.06.13 19:15modify40.10139.549140.004140.849
162022.06.13 19:45s/l40.10140.004140.004140.84932.6710188.44
172022.06.13 19:45s/l50.10140.004140.004140.849-15.0110173.43
182022.06.16 11:00buy60.10138.4870.0000.000
192022.06.16 11:00modify60.10138.487136.987139.787
202022.06.16 14:50buy70.10139.2880.0000.000
212022.06.16 14:50modify70.10139.288138.812139.787
222022.06.16 14:50modify60.10138.487138.812139.787
232022.06.16 15:40s/l60.10138.812138.812139.78723.3310196.76
242022.06.16 15:40s/l70.10138.812138.812139.787-34.1810162.58
252022.06.21 10:00sell80.10143.1180.0000.000
262022.06.21 10:00modify80.10143.118144.618141.818
272022.06.23 08:32sell90.10142.4620.0000.000
282022.06.23 08:32modify90.10142.462142.663141.818
292022.06.23 08:32modify80.10143.118142.663141.818
302022.06.23 09:02sell100.10142.0600.0000.000
312022.06.23 09:02modify100.10142.060142.663141.818
322022.06.23 09:17sell110.10142.3290.0000.000
332022.06.23 09:17modify110.10142.329142.793141.818
342022.06.23 09:20modify110.10142.329142.663141.818
352022.06.23 12:50t/p80.10141.818142.663141.81890.8510253.43
362022.06.23 12:50t/p90.10141.818142.663141.81846.1510299.58
372022.06.23 12:50t/p100.10141.818142.663141.81817.3410316.92
382022.06.23 12:50t/p110.10141.818142.663141.81836.6210353.54
392022.06.30 14:00buy120.10141.5940.0000.000
402022.06.30 14:00modify120.10141.594140.094142.894
412022.06.30 15:37buy130.10142.2520.0000.000
422022.06.30 15:37modify130.10142.252142.049142.894
432022.06.30 15:37modify120.10141.594142.049142.894
442022.06.30 15:50s/l120.10142.049142.049142.89432.6710386.21
452022.06.30 15:50s/l130.10142.049142.049142.894-14.5810371.63
462022.07.01 06:00buy140.10141.2540.0000.000
472022.07.01 06:00modify140.10141.254139.754142.554
482022.07.01 09:07buy150.10141.9040.0000.000
492022.07.01 09:07modify150.10141.904141.709142.554
502022.07.01 09:07modify140.10141.254141.709142.554
512022.07.01 09:15s/l140.10141.709141.709142.55432.6710404.30
522022.07.01 09:15s/l150.10141.709141.709142.554-14.0010390.30
532022.07.05 15:00buy160.10139.3530.0000.000
542022.07.05 15:00modify160.10139.353137.853140.653
552022.07.06 11:45s/l160.10137.853137.853140.653-107.4110282.90
562022.07.11 04:00sell170.10139.0630.0000.000
572022.07.11 04:00modify170.10139.063140.563137.763
582022.07.11 07:25sell180.10138.3900.0000.000
592022.07.11 07:25modify180.10138.390138.608137.763
602022.07.11 07:25modify170.10139.063138.608137.763
612022.07.11 07:50sell190.10138.2610.0000.000
622022.07.11 07:50modify190.10138.261138.738137.763
632022.07.11 07:50modify180.10138.390138.738137.763
642022.07.11 07:50modify170.10139.063138.738137.763
652022.07.11 12:15s/l170.10138.738138.738137.76323.2910306.19
662022.07.11 12:15s/l180.10138.738138.738137.763-24.9310281.26
672022.07.11 12:15s/l190.10138.738138.738137.763-34.1810247.08
682022.07.26 13:00buy200.10138.5690.0000.000
692022.07.26 13:00modify200.10138.569137.069139.869
702022.07.27 18:55buy210.10139.3510.0000.000
712022.07.27 18:55modify210.10139.351138.894139.869
722022.07.27 18:55modify200.10138.569138.894139.869
732022.07.27 19:10buy220.10139.2300.0000.000
742022.07.27 19:10modify220.10139.230139.024139.869
752022.07.27 19:12modify220.10139.230138.894139.869
762022.07.27 23:46s/l200.10138.894138.894139.86923.6410270.72
772022.07.27 23:46s/l210.10138.894138.894139.869-32.8110237.91
782022.07.27 23:46s/l220.10138.894138.894139.869-24.1210213.79
792022.07.28 15:00buy230.10136.6600.0000.000
802022.07.28 15:00modify230.10136.660135.160137.960
812022.07.29 00:32buy240.10137.3360.0000.000
822022.07.29 00:32modify240.10137.336137.115137.960
832022.07.29 00:32modify230.10136.660137.115137.960
842022.07.29 00:50s/l230.10137.115137.115137.96032.9710246.76
852022.07.29 00:50s/l240.10137.115137.115137.960-15.8710230.89
862022.08.02 03:00buy250.10134.2870.0000.000
872022.08.02 03:00modify250.10134.287132.787135.587
882022.08.02 16:42buy260.10134.9470.0000.000
892022.08.02 16:42modify260.10134.947134.742135.587
902022.08.02 16:42modify250.10134.287134.742135.587
912022.08.02 17:20buy270.10135.0760.0000.000
922022.08.02 17:20modify270.10135.076134.612135.587
932022.08.02 17:20modify260.10134.947134.612135.587
942022.08.02 17:20modify250.10134.287134.612135.587
952022.08.02 18:15buy280.10135.3430.0000.000
962022.08.02 18:15modify280.10135.343134.742135.587
972022.08.02 18:15modify270.10135.076134.742135.587
982022.08.02 18:15modify260.10134.947134.742135.587
992022.08.02 18:15modify250.10134.287134.742135.587
1002022.08.02 23:20t/p250.10135.587134.742135.58793.3410324.23
1012022.08.02 23:20t/p260.10135.587134.742135.58745.9510370.18
1022022.08.02 23:20t/p270.10135.587134.742135.58736.6910406.87
1032022.08.02 23:20t/p280.10135.587134.742135.58717.5210424.39
1042022.08.15 14:00buy290.10135.4010.0000.000
1052022.08.15 14:00modify290.10135.401133.901136.701
1062022.08.16 11:20buy300.10136.1950.0000.000
1072022.08.16 11:20modify300.10136.195135.726136.701
1082022.08.16 11:20modify290.10135.401135.726136.701
1092022.08.16 13:40t/p290.10136.701135.726136.70193.6510518.05
1102022.08.16 13:40t/p300.10136.701135.726136.70136.3310554.38
1112022.08.16 15:00sell310.10136.7830.0000.000
1122022.08.16 15:00modify310.10136.783138.283135.483
1132022.08.23 05:20sell320.10136.1170.0000.000
1142022.08.23 05:20modify320.10136.117136.328135.483
1152022.08.23 05:20modify310.10136.783136.328135.483
1162022.08.23 06:02s/l310.10136.328136.328135.48328.5610582.94
1172022.08.23 06:02s/l320.10136.328136.328135.483-15.1310567.81
1182022.08.26 15:00sell330.10137.4950.0000.000
1192022.08.26 15:00modify330.10137.495138.995136.195
1202022.08.26 18:02sell340.10136.8420.0000.000
1212022.08.26 18:02modify340.10136.842137.040136.195
1222022.08.26 18:02modify330.10137.495137.040136.195
1232022.08.26 20:15s/l330.10137.040137.040136.19532.6010600.41
1242022.08.26 20:15s/l340.10137.040137.040136.195-14.1910586.22
1252022.09.06 09:00sell350.10141.0950.0000.000
1262022.09.06 09:00modify350.10141.095142.595139.795
1272022.09.07 04:15s/l350.10142.595142.595139.795-108.0710478.15
1282022.09.07 12:00sell360.10143.1990.0000.000
1292022.09.07 12:00modify360.10143.199144.699141.899
1302022.09.09 02:50s/l360.10144.699144.699141.899-109.8010368.35
1312022.09.14 08:00buy370.10143.1660.0000.000
1322022.09.14 08:00modify370.10143.166141.666144.466
1332022.09.20 06:23buy380.10143.8370.0000.000
1342022.09.20 06:23modify380.10143.837143.621144.466
1352022.09.20 06:23modify370.10143.166143.621144.466
1362022.09.20 07:30buy390.10143.9490.0000.000
1372022.09.20 07:30modify390.10143.949143.491144.466
1382022.09.20 07:30modify380.10143.837143.491144.466
1392022.09.20 07:30modify370.10143.166143.491144.466
1402022.09.20 11:45s/l370.10143.491143.491144.46625.1610393.51
1412022.09.20 11:45s/l380.10143.491143.491144.466-24.8510368.66
1422022.09.20 11:45s/l390.10143.491143.491144.466-32.8910335.77
1432022.11.04 16:00sell400.10145.6730.0000.000
1442022.11.04 16:00modify400.10145.673147.173144.373
1452022.11.10 14:46t/p400.10144.373147.173144.37389.7010425.47
1462022.11.10 17:00buy410.10144.2800.0000.000
1472022.11.10 17:00modify410.10144.280142.780145.580
1482022.11.11 01:37buy420.10144.9320.0000.000
1492022.11.11 01:37modify420.10144.932144.735145.580
1502022.11.11 01:37modify410.10144.280144.735145.580
1512022.11.11 01:50s/l410.10144.735144.735145.58032.9710458.44
1522022.11.11 01:50s/l420.10144.735144.735145.580-14.1510444.29
1532022.11.28 04:00buy430.10143.6010.0000.000
1542022.11.28 04:00modify430.10143.601142.101144.901
1552022.11.28 11:05buy440.10144.3970.0000.000
1562022.11.28 11:05modify440.10144.397143.926144.901
1572022.11.28 11:05modify430.10143.601143.926144.901
1582022.11.28 11:40buy450.10144.6480.0000.000
1592022.11.28 11:40modify450.10144.648144.056144.901
1602022.11.28 11:40modify440.10144.397144.056144.901
1612022.11.28 11:40modify430.10143.601144.056144.901
1622022.11.28 13:15t/p430.10144.901144.056144.90193.3410537.63
1632022.11.28 13:15t/p440.10144.901144.056144.90136.1910573.82
1642022.11.28 13:15t/p450.10144.901144.056144.90118.1610591.98
1652022.12.13 16:00buy460.10143.8210.0000.000
1662022.12.13 16:00modify460.10143.821142.321145.121
1672022.12.14 19:20buy470.10144.6070.0000.000
1682022.12.14 19:20modify470.10144.607144.146145.121
1692022.12.14 19:20modify460.10143.821144.146145.121
1702022.12.14 20:02buy480.10144.4820.0000.000
1712022.12.14 20:02modify480.10144.482144.276145.121
1722022.12.14 20:05modify480.10144.482144.146145.121
1732022.12.15 08:25buy490.10144.8840.0000.000
1742022.12.15 08:25modify490.10144.884144.276145.121
1752022.12.15 08:25modify470.10144.607144.276145.121
1762022.12.15 08:25modify480.10144.482144.276145.121
1772022.12.15 08:25modify460.10143.821144.276145.121
1782022.12.15 09:03t/p460.10145.121144.276145.12194.5610686.54
1792022.12.15 09:03t/p470.10145.121144.276145.12137.8210724.36
1802022.12.15 09:03t/p480.10145.121144.276145.12146.7910771.15
1812022.12.15 09:03t/p490.10145.121144.276145.12117.0210788.17
1822022.12.20 07:00buy500.10141.2990.0000.000
1832022.12.20 07:00modify500.10141.299139.799142.599
1842022.12.20 15:50s/l500.10139.799139.799142.599-107.7010680.47
1852023.01.03 11:00buy510.10137.6590.0000.000
1862023.01.03 11:00modify510.10137.659136.159138.959
1872023.01.03 15:16buy520.10138.3140.0000.000
1882023.01.03 15:16modify520.10138.314138.114138.959
1892023.01.03 15:16modify510.10137.659138.114138.959
1902023.01.03 15:26s/l510.10138.114138.114138.95932.6710713.14
1912023.01.03 15:26s/l520.10138.114138.114138.959-14.3610698.78
1922023.01.12 11:00buy530.10141.0190.0000.000
1932023.01.12 11:00modify530.10141.019139.519142.319
1942023.01.13 06:45s/l530.10139.519139.519142.319-107.4010591.39
1952023.01.13 09:00buy540.10139.3390.0000.000
1962023.01.13 09:00modify540.10139.339137.839140.639
1972023.01.18 02:50t/p540.10140.639137.839140.63994.2510685.64
1982023.02.13 11:00sell550.10141.5810.0000.000
1992023.02.13 11:00modify550.10141.581143.081140.281
2002023.02.15 08:45s/l550.10143.081143.081140.281-108.6410577.00
2012023.03.15 15:00buy560.10140.2680.0000.000
2022023.03.15 15:00modify560.10140.268138.768141.568
2032023.03.15 18:25buy570.10141.3320.0000.000
2042023.03.15 18:25modify570.10141.332140.723141.568
2052023.03.15 18:25modify560.10140.268140.723141.568
2062023.03.15 18:50t/p560.10141.568140.723141.56893.3510670.35
2072023.03.15 18:50t/p570.10141.568140.723141.56816.9510687.30
2082023.03.21 13:00sell580.10142.5570.0000.000
2092023.03.21 13:00modify580.10142.557144.057141.257
2102023.03.21 14:20sell590.10141.8960.0000.000
2112023.03.21 14:20modify590.10141.896142.102141.257
2122023.03.21 14:20modify580.10142.557142.102141.257
2132023.03.21 14:27s/l580.10142.102142.102141.25732.6110719.91
2142023.03.21 14:27s/l590.10142.102142.102141.257-14.7610705.15
2152023.03.24 06:00buy600.10140.9930.0000.000
2162023.03.24 06:00modify600.10140.993139.493142.293
2172023.03.24 09:50s/l600.10139.493139.493142.293-107.7010597.45
2182023.03.24 11:00buy610.10139.3680.0000.000
2192023.03.24 11:00modify610.10139.368137.868140.668
2202023.03.24 13:10buy620.10140.0350.0000.000
2212023.03.24 13:10modify620.10140.035139.823140.668
2222023.03.24 13:10modify610.10139.368139.823140.668
2232023.03.24 14:17buy630.10140.4210.0000.000
2242023.03.24 14:17modify630.10140.421139.823140.668
2252023.03.24 15:27buy640.10140.1510.0000.000
2262023.03.24 15:27modify640.10140.151139.693140.668
2272023.03.24 15:30modify640.10140.151139.823140.668
2282023.03.24 16:15t/p610.10140.668139.823140.66893.3510690.80
2292023.03.24 16:15t/p620.10140.668139.823140.66845.4610736.26
2302023.03.24 16:15t/p630.10140.668139.823140.66817.7410754.00
2312023.03.24 16:15t/p640.10140.668139.823140.66837.1310791.13
2322023.03.30 14:00sell650.10144.8380.0000.000
2332023.03.30 14:00modify650.10144.838146.338143.538
2342023.03.30 17:32sell660.10144.1870.0000.000
2352023.03.30 17:32modify660.10144.187144.383143.538
2362023.03.30 17:32modify650.10144.838144.383143.538
2372023.03.30 17:50s/l650.10144.383144.383143.53832.6010823.73
2382023.03.30 17:50s/l660.10144.383144.383143.538-14.0510809.68
2392023.04.04 11:00sell670.10145.1570.0000.000
2402023.04.04 11:00modify670.10145.157146.657143.857
2412023.04.04 14:03sell680.10144.5010.0000.000
2422023.04.04 14:03modify680.10144.501144.702143.857
2432023.04.04 14:03modify670.10145.157144.702143.857
2442023.04.04 14:10sell690.10144.3650.0000.000
2452023.04.04 14:10modify690.10144.365144.832143.857
2462023.04.04 14:10modify680.10144.501144.832143.857
2472023.04.04 14:10modify670.10145.157144.832143.857
2482023.04.04 15:53sell700.10144.1040.0000.000
2492023.04.04 15:53modify700.10144.104144.702143.857
2502023.04.04 15:53modify690.10144.365144.702143.857
2512023.04.04 15:53modify680.10144.501144.702143.857
2522023.04.04 15:53modify670.10145.157144.702143.857
2532023.04.05 00:07t/p670.10143.857144.702143.85792.5810902.26
2542023.04.05 00:07t/p680.10143.857144.702143.85745.5710947.83
2552023.04.05 00:07t/p690.10143.857144.702143.85735.8310983.67
2562023.04.05 00:07t/p700.10143.857144.702143.85717.1211000.79
2572023.05.10 16:00buy710.10147.5380.0000.000
2582023.05.10 16:00modify710.10147.538146.038148.838
2592023.05.15 10:16buy720.10148.1930.0000.000
2602023.05.15 10:16modify720.10148.193147.993148.838
2612023.05.15 10:16modify710.10147.538147.993148.838
2622023.05.15 11:33s/l710.10147.993147.993148.83834.1911034.98
2632023.05.15 11:33s/l720.10147.993147.993148.838-14.3711020.61