Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2022.08.01 00:00 - 2023.07.31 23:00 (2022.08.01 - 2023.08.01)
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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 modelled158604Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1221.19Gross profit2453.07Gross loss-1231.88
Profit factor1.99Expected payoff18.50
Absolute drawdown62.11Maximal drawdown591.53 (5.62%)Relative drawdown5.62% (591.53)
Total trades66Short positions (won %)25 (64.00%)Long positions (won %)41 (70.73%)
Profit trades (% of total)45 (68.18%)Loss trades (% of total)21 (31.82%)
Largestprofit trade106.74loss trade-106.90
Averageprofit trade54.51loss trade-58.66
Maximumconsecutive wins (profit in money)12 (683.39)consecutive losses (loss in money)5 (-376.25)
Maximalconsecutive profit (count of wins)683.39 (12)consecutive loss (count of losses)-376.25 (5)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.02 03:00buy10.10134.2870.0000.000
22022.08.02 03:00modify10.10134.287132.787135.787
32022.08.02 17:25buy20.10135.0520.0000.000
42022.08.02 17:25modify20.10135.052134.512135.787
52022.08.02 17:25modify10.10134.287134.512135.787
62022.08.02 17:40buy30.10135.1280.0000.000
72022.08.02 17:40modify30.10135.128134.662135.787
82022.08.02 17:40modify20.10135.052134.662135.787
92022.08.02 17:40modify10.10134.287134.662135.787
102022.08.02 20:20buy40.10135.4290.0000.000
112022.08.02 20:20modify40.10135.429134.812135.787
122022.08.02 20:20modify30.10135.128134.812135.787
132022.08.02 20:20modify20.10135.052134.812135.787
142022.08.02 20:20modify10.10134.287134.812135.787
152022.08.03 00:15t/p10.10135.787134.812135.787104.9610104.96
162022.08.03 00:15t/p20.10135.787134.812135.78751.5810156.53
172022.08.03 00:15t/p30.10135.787134.812135.78746.2810202.81
182022.08.03 00:15t/p40.10135.787134.812135.78725.2810228.08
192022.08.03 02:00sell50.10135.8990.0000.000
202022.08.03 02:00modify50.10135.899137.399134.399
212022.08.03 03:55sell60.10135.1340.0000.000
222022.08.03 03:55modify60.10135.134135.674134.399
232022.08.03 03:55modify50.10135.899135.674134.399
242022.08.03 06:02s/l50.10135.674135.674134.39915.7010243.78
252022.08.03 06:02s/l60.10135.674135.674134.399-37.6710206.11
262022.08.15 14:00buy70.10135.4010.0000.000
272022.08.15 14:00modify70.10135.401133.901136.901
282022.08.16 11:45buy80.10136.1690.0000.000
292022.08.16 11:45modify80.10136.169135.626136.901
302022.08.16 11:45modify70.10135.401135.626136.901
312022.08.16 12:35buy90.10136.2440.0000.000
322022.08.16 12:35modify90.10136.244135.776136.901
332022.08.16 12:35modify80.10136.169135.776136.901
342022.08.16 12:35modify70.10135.401135.776136.901
352022.08.16 12:55buy100.10136.5550.0000.000
362022.08.16 12:55modify100.10136.555135.926136.901
372022.08.16 12:55modify90.10136.244135.926136.901
382022.08.16 12:55modify80.10136.169135.926136.901
392022.08.16 12:55modify70.10135.401135.926136.901
402022.08.16 13:50t/p70.10136.901135.926136.901104.9610311.07
412022.08.16 13:50t/p80.10136.901135.926136.90151.0710362.14
422022.08.16 13:50t/p90.10136.901135.926136.90145.8410407.98
432022.08.16 13:50t/p100.10136.901135.926136.90124.1410432.12
442022.08.16 15:00sell110.10136.7830.0000.000
452022.08.16 15:00modify110.10136.783138.283135.283
462022.08.23 06:40sell120.10136.0290.0000.000
472022.08.23 06:40modify120.10136.029136.558135.283
482022.08.23 06:40modify110.10136.783136.558135.283
492022.08.23 06:45sell130.10135.9430.0000.000
502022.08.23 06:45modify130.10135.943136.408135.283
512022.08.23 06:45modify120.10136.029136.408135.283
522022.08.23 06:45modify110.10136.783136.408135.283
532022.08.23 07:46s/l110.10136.408136.408135.28322.2310454.35
542022.08.23 07:46s/l120.10136.408136.408135.283-26.4510427.90
552022.08.23 07:46s/l130.10136.408136.408135.283-32.4510395.45
562022.08.26 15:00sell140.10137.4950.0000.000
572022.08.26 15:00modify140.10137.495138.995135.995
582022.08.29 17:07s/l140.10138.995138.995135.995-105.2210290.23
592022.09.06 09:00sell150.10141.0950.0000.000
602022.09.06 09:00modify150.10141.095142.595139.595
612022.09.07 04:15s/l150.10142.595142.595139.595-105.2210185.01
622022.09.07 12:00sell160.10143.1990.0000.000
632022.09.07 12:00modify160.10143.199144.699141.699
642022.09.09 02:50s/l160.10144.699144.699141.699-106.9010078.11
652022.09.14 08:00buy170.10143.1660.0000.000
662022.09.14 08:00modify170.10143.166141.666144.666
672022.09.20 07:15buy180.10143.9370.0000.000
682022.09.20 07:15modify180.10143.937143.391144.666
692022.09.20 07:15modify170.10143.166143.391144.666
702022.09.20 07:20buy190.10143.9960.0000.000
712022.09.20 07:20modify190.10143.996143.541144.666
722022.09.20 07:20modify180.10143.937143.541144.666
732022.09.20 07:20modify170.10143.166143.541144.666
742022.09.20 11:45s/l170.10143.541143.541144.66627.9410106.05
752022.09.20 11:45s/l180.10143.541143.541144.666-27.6310078.42
762022.09.20 11:45s/l190.10143.541143.541144.666-31.7510046.67
772022.11.04 16:00sell200.10145.6730.0000.000
782022.11.04 16:00modify200.10145.673147.173144.173
792022.11.10 14:46t/p200.10144.173147.173144.173101.2810147.95
802022.11.28 04:00buy210.10143.6010.0000.000
812022.11.28 04:00modify210.10143.601142.101145.101
822022.11.28 10:50buy220.10144.3630.0000.000
832022.11.28 10:50modify220.10144.363143.826145.101
842022.11.28 10:50modify210.10143.601143.826145.101
852022.11.28 11:45buy230.10144.7500.0000.000
862022.11.28 11:45modify230.10144.750144.126145.101
872022.11.28 11:45modify220.10144.363144.126145.101
882022.11.28 11:45modify210.10143.601144.126145.101
892022.11.28 16:20s/l210.10144.126144.126145.10136.6310184.58
902022.11.28 16:20s/l220.10144.126144.126145.101-16.5410168.04
912022.11.28 16:20s/l230.10144.126144.126145.101-43.5410124.50
922022.12.13 16:00buy240.10143.8210.0000.000
932022.12.13 16:00modify240.10143.821142.321145.321
942022.12.14 19:27buy250.10144.5960.0000.000
952022.12.14 19:27modify250.10144.596144.046145.321
962022.12.14 19:27modify240.10143.821144.046145.321
972022.12.14 22:27buy260.10144.6590.0000.000
982022.12.14 22:27modify260.10144.659144.196145.321
992022.12.14 22:27modify250.10144.596144.196145.321
1002022.12.14 22:27modify240.10143.821144.196145.321
1012022.12.15 08:45buy270.10144.9730.0000.000
1022022.12.15 08:45modify270.10144.973144.346145.321
1032022.12.15 08:45modify260.10144.659144.346145.321
1042022.12.15 08:45modify250.10144.596144.346145.321
1052022.12.15 08:45modify240.10143.821144.346145.321
1062022.12.15 13:15t/p240.10145.321144.346145.321105.8410230.35
1072022.12.15 13:15t/p250.10145.321144.346145.32151.4810281.83
1082022.12.15 13:15t/p260.10145.321144.346145.32147.0810328.90
1092022.12.15 13:15t/p270.10145.321144.346145.32124.2810353.18
1102022.12.20 07:00buy280.10141.2990.0000.000
1112022.12.20 07:00modify280.10141.299139.799142.799
1122022.12.20 15:50s/l280.10139.799139.799142.799-104.6710248.51
1132023.01.03 11:00buy290.10137.6590.0000.000
1142023.01.03 11:00modify290.10137.659136.159139.159
1152023.01.03 23:15buy300.10138.4870.0000.000
1162023.01.03 23:15modify300.10138.487138.034139.159
1172023.01.03 23:15modify290.10137.659138.034139.159
1182023.01.04 00:12buy310.10138.4160.0000.000
1192023.01.04 00:12modify310.10138.416137.884139.159
1202023.01.04 00:15modify310.10138.416138.034139.159
1212023.01.04 01:50s/l290.10138.034138.034139.15926.4610274.97
1222023.01.04 01:50s/l300.10138.034138.034139.159-31.3110243.65
1232023.01.04 01:50s/l310.10138.034138.034139.159-26.6610216.99
1242023.01.12 11:00buy320.10141.0190.0000.000
1252023.01.12 11:00modify320.10141.019139.519142.519
1262023.01.13 06:45s/l320.10139.519139.519142.519-104.3710112.62
1272023.01.13 09:00buy330.10139.3390.0000.000
1282023.01.13 09:00modify330.10139.339137.839140.839
1292023.01.18 02:50t/p330.10140.839137.839140.839105.5610218.18
1302023.02.13 11:00sell340.10141.5810.0000.000
1312023.02.13 11:00modify340.10141.581143.081140.081
1322023.02.15 08:45s/l340.10143.081143.081140.081-105.7810112.40
1332023.03.15 15:00buy350.10140.2680.0000.000
1342023.03.15 15:00modify350.10140.268138.768141.768
1352023.03.15 19:07buy360.10141.4190.0000.000
1362023.03.15 19:07modify360.10141.419140.793141.768
1372023.03.15 19:07modify350.10140.268140.793141.768
1382023.03.15 19:27buy370.10141.1070.0000.000
1392023.03.15 19:27modify370.10141.107140.643141.768
1402023.03.15 19:27modify370.10141.107140.793141.768
1412023.03.15 19:47buy380.10141.0400.0000.000
1422023.03.15 19:47modify380.10141.040140.493141.768
1432023.03.15 19:50modify380.10141.040140.793141.768
1442023.03.15 23:45s/l350.10140.793140.793141.76836.6410149.04
1452023.03.15 23:45s/l360.10140.793140.793141.768-43.6810105.36
1462023.03.15 23:45s/l370.10140.793140.793141.768-21.9110083.45
1472023.03.15 23:45s/l380.10140.793140.793141.768-17.2310066.22
1482023.03.21 13:00sell390.10142.5570.0000.000
1492023.03.21 13:00modify390.10142.557144.057141.057
1502023.03.23 18:40sell400.10141.8060.0000.000
1512023.03.23 18:40modify400.10141.806142.332141.057
1522023.03.23 18:40modify390.10142.557142.332141.057
1532023.03.23 20:47sell410.10141.7240.0000.000
1542023.03.23 20:47modify410.10141.724142.182141.057
1552023.03.23 20:47modify400.10141.806142.182141.057
1562023.03.23 20:47modify390.10142.557142.182141.057
1572023.03.24 01:20t/p390.10141.057142.182141.057101.8410168.06
1582023.03.24 01:20t/p400.10141.057142.182141.05751.7010219.76
1592023.03.24 01:20t/p410.10141.057142.182141.05745.9710265.73
1602023.03.24 06:00buy420.10140.9930.0000.000
1612023.03.24 06:00modify420.10140.993139.493142.493
1622023.03.24 09:50s/l420.10139.493139.493142.493-104.6610161.07
1632023.03.24 11:00buy430.10139.3680.0000.000
1642023.03.24 11:00modify430.10139.368137.868140.868
1652023.03.24 13:15buy440.10140.2050.0000.000
1662023.03.24 13:15modify440.10140.205139.743140.868
1672023.03.24 13:15modify430.10139.368139.743140.868
1682023.03.24 13:50buy450.10140.5090.0000.000
1692023.03.24 13:50modify450.10140.509139.893140.868
1702023.03.24 13:50modify440.10140.205139.893140.868
1712023.03.24 13:50modify430.10139.368139.893140.868
1722023.03.24 15:17buy460.10140.1290.0000.000
1732023.03.24 15:17modify460.10140.129139.593140.868
1742023.03.24 15:20modify460.10140.129139.893140.868
1752023.03.26 22:15t/p430.10140.868139.893140.868104.6710265.74
1762023.03.26 22:15t/p440.10140.868139.893140.86846.2610312.00
1772023.03.26 22:15t/p450.10140.868139.893140.86825.0510337.05
1782023.03.26 22:15t/p460.10140.868139.893140.86851.5610388.61
1792023.03.30 14:00sell470.10144.8380.0000.000
1802023.03.30 14:00modify470.10144.838146.338143.338
1812023.03.31 19:15sell480.10143.9900.0000.000
1822023.03.31 19:15modify480.10143.990144.463143.338
1832023.03.31 19:15modify470.10144.838144.463143.338
1842023.04.02 21:15s/l470.10144.463144.463143.33825.6010414.21
1852023.04.02 21:15s/l480.10144.463144.463143.338-33.0010381.21
1862023.04.04 11:00sell490.10145.1570.0000.000
1872023.04.04 11:00modify490.10145.157146.657143.657
1882023.04.04 14:32sell500.10144.3260.0000.000
1892023.04.04 14:32modify500.10144.326144.782143.657
1902023.04.04 14:32modify490.10145.157144.782143.657
1912023.04.04 15:25sell510.10144.3910.0000.000
1922023.04.04 15:25modify510.10144.391144.932143.657
1932023.04.04 15:27modify510.10144.391144.782143.657
1942023.04.04 16:15sell520.10144.0260.0000.000
1952023.04.04 16:15modify520.10144.026144.632143.657
1962023.04.04 16:15modify500.10144.326144.632143.657
1972023.04.04 16:15modify510.10144.391144.632143.657
1982023.04.04 16:15modify490.10145.157144.632143.657
1992023.04.05 08:20t/p490.10143.657144.632143.657104.1010485.31
2002023.04.05 08:20t/p500.10143.657144.632143.65746.1210531.43
2012023.04.05 08:20t/p510.10143.657144.632143.65750.6610582.08
2022023.04.05 08:20t/p520.10143.657144.632143.65725.1910607.27
2032023.05.01 02:00sell530.10150.4290.0000.000
2042023.05.01 02:00modify530.10150.429151.929148.929
2052023.05.03 08:25sell540.10149.6550.0000.000
2062023.05.03 08:25modify540.10149.655150.204148.929
2072023.05.03 08:25modify530.10150.429150.204148.929
2082023.05.03 11:12sell550.10149.6020.0000.000
2092023.05.03 11:12modify550.10149.602150.054148.929
2102023.05.03 11:12modify540.10149.655150.054148.929
2112023.05.03 11:12modify530.10150.429150.054148.929
2122023.05.03 19:45sell560.10149.3010.0000.000
2132023.05.03 19:45modify560.10149.301149.904148.929
2142023.05.03 19:45modify550.10149.602149.904148.929
2152023.05.03 19:45modify540.10149.655149.904148.929
2162023.05.03 19:45modify530.10150.429149.904148.929
2172023.05.03 21:20t/p530.10148.929149.904148.929103.5410710.81
2182023.05.03 21:20t/p540.10148.929149.904148.92950.6610761.47
2192023.05.03 21:20t/p550.10148.929149.904148.92946.9610808.43
2202023.05.03 21:20t/p560.10148.929149.904148.92925.9610834.39
2212023.05.10 16:00buy570.10147.5380.0000.000
2222023.05.10 16:00modify570.10147.538146.038149.038
2232023.05.16 13:55buy580.10148.3790.0000.000
2242023.05.16 13:55modify580.10148.379147.913149.038
2252023.05.16 13:55modify570.10147.538147.913149.038
2262023.05.16 14:35buy590.10148.2910.0000.000
2272023.05.16 14:35modify590.10148.291147.763149.038
2282023.05.16 14:37modify590.10148.291147.913149.038
2292023.05.17 14:15buy600.10148.6830.0000.000
2302023.05.17 14:15modify600.10148.683148.063149.038
2312023.05.17 14:15modify580.10148.379148.063149.038
2322023.05.17 14:15modify590.10148.291148.063149.038
2332023.05.17 14:15modify570.10147.538148.063149.038
2342023.05.17 16:45t/p570.10149.038148.063149.038106.7410941.13
2352023.05.17 16:45t/p580.10149.038148.063149.03846.2810987.41
2362023.05.17 16:45t/p590.10149.038148.063149.03852.4211039.82
2372023.05.17 16:45t/p600.10149.038148.063149.03824.7711064.59
2382023.06.15 07:00sell610.10152.7540.0000.000
2392023.06.15 07:00modify610.10152.754154.254151.254
2402023.06.16 06:40s/l610.10154.254154.254151.254-105.2210959.37
2412023.07.11 13:00buy620.10154.3010.0000.000
2422023.07.11 13:00modify620.10154.301152.801155.801
2432023.07.14 06:45buy630.10155.0520.0000.000
2442023.07.14 06:45modify630.10155.052154.526155.801
2452023.07.14 06:45modify620.10154.301154.526155.801
2462023.07.14 06:55buy640.10155.1260.0000.000
2472023.07.14 06:55modify640.10155.126154.676155.801
2482023.07.14 06:55modify630.10155.052154.676155.801
2492023.07.14 06:55modify620.10154.301154.676155.801
2502023.07.14 09:35buy650.10155.4370.0000.000
2512023.07.14 09:35modify650.10155.437154.826155.801
2522023.07.14 09:35modify640.10155.126154.826155.801
2532023.07.14 09:35modify630.10155.052154.826155.801
2542023.07.14 09:35modify620.10154.301154.826155.801
2552023.07.14 12:50t/p620.10155.801154.826155.801106.1511065.52
2562023.07.14 12:50t/p630.10155.801154.826155.80152.2611117.78
2572023.07.14 12:50t/p640.10155.801154.826155.80147.1011164.88
2582023.07.14 12:50t/p650.10155.801154.826155.80125.4011190.28
2592023.07.31 10:00sell660.10156.9790.0000.000
2602023.07.31 10:00modify660.10156.979158.479155.479
2612023.07.31 23:59close at stop660.10156.536158.479155.47930.9111221.19