Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:59 (2022.09.01 - 2023.09.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 test7259Ticks modelled13518Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit1167.57Gross profit3004.13Gross loss-1836.56
Profit factor1.64Expected payoff17.17
Absolute drawdown181.77Maximal drawdown699.97 (6.64%)Relative drawdown6.64% (699.97)
Total trades68Short positions (won %)28 (60.71%)Long positions (won %)40 (60.00%)
Profit trades (% of total)41 (60.29%)Loss trades (% of total)27 (39.71%)
Largestprofit trade101.41loss trade-107.69
Averageprofit trade73.27loss trade-68.02
Maximumconsecutive wins (profit in money)7 (520.35)consecutive losses (loss in money)5 (-353.34)
Maximalconsecutive profit (count of wins)520.35 (7)consecutive loss (count of losses)-353.34 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.06 08:00sell10.10163.9530.0000.000
22022.09.06 08:00modify10.10163.953165.453162.553
32022.09.07 05:00s/l10.10165.453165.453162.553-102.699897.31
42022.09.16 08:00buy20.10163.1790.0000.000
52022.09.16 08:00modify20.10163.179161.679164.579
62022.09.20 00:00buy30.10163.8970.0000.000
72022.09.20 00:00modify30.10163.897163.389164.579
82022.09.20 00:00buy40.10163.8970.0000.000
92022.09.20 00:00modify40.10163.897163.529164.579
102022.09.20 00:00modify20.10163.179163.529164.579
112022.09.20 01:00modify30.10163.897163.529164.579
122022.09.20 02:00s/l20.10163.529163.529164.57925.599922.90
132022.09.20 02:00s/l30.10163.529163.529164.579-24.909898.00
142022.09.20 02:00s/l40.10163.529163.529164.579-24.909873.10
152022.09.21 07:00buy50.10162.8720.0000.000
162022.09.21 07:00modify50.10162.872161.372164.272
172022.09.22 08:00t/p50.10164.272161.372164.27297.609970.70
182022.09.22 08:00sell60.10164.3230.0000.000
192022.09.22 08:00modify60.10164.323165.823162.923
202022.09.22 09:00t/p60.10162.923165.823162.92394.6810065.38
212022.09.23 15:00buy70.10156.1690.0000.000
222022.09.23 15:00modify70.10156.169154.669157.569
232022.09.26 00:00s/l70.10154.669154.669157.569-100.549964.83
242022.09.26 01:00buy80.10149.5780.0000.000
252022.09.26 01:00modify80.10149.578148.078150.978
262022.09.26 02:00t/p80.10150.978148.078150.97894.7310059.56
272022.09.27 17:00buy90.10154.6210.0000.000
282022.09.27 17:00modify90.10154.621153.121156.021
292022.09.27 19:00buy100.10155.3450.0000.000
302022.09.27 19:00modify100.10155.345154.831156.021
312022.09.27 19:00buy110.10155.3450.0000.000
322022.09.27 19:00modify110.10155.345154.971156.021
332022.09.27 19:00modify90.10154.621154.971156.021
342022.09.27 20:00modify100.10155.345154.971156.021
352022.09.28 01:00s/l90.10154.971154.971156.02124.6410084.20
362022.09.28 01:00s/l100.10154.971154.971156.021-24.3410059.85
372022.09.28 01:00s/l110.10154.971154.971156.021-24.3410035.51
382022.09.28 03:00buy120.10153.8360.0000.000
392022.09.28 03:00modify120.10153.836152.336155.236
402022.09.28 11:00t/p120.10155.236152.336155.23694.7310130.24
412022.09.28 12:00buy130.10153.1570.0000.000
422022.09.28 12:00modify130.10153.157151.657154.557
432022.09.28 15:00t/p130.10154.557151.657154.55794.7310224.97
442022.09.29 14:00sell140.10158.7740.0000.000
452022.09.29 14:00modify140.10158.774160.274157.374
462022.09.29 17:00s/l140.10160.274160.274157.374-101.4310123.54
472022.09.30 09:00sell150.10161.8210.0000.000
482022.09.30 09:00modify150.10161.821163.321160.421
492022.09.30 11:00t/p150.10160.421163.321160.42194.6710218.21
502022.10.04 08:00sell160.10164.7840.0000.000
512022.10.04 08:00modify160.10164.784166.284163.384
522022.10.05 14:00t/p160.10163.384166.284163.38493.4210311.63
532022.10.06 16:00buy170.10161.3780.0000.000
542022.10.06 16:00modify170.10161.378159.878162.778
552022.10.11 21:00s/l170.10159.878159.878162.778-98.6210213.00
562022.10.13 12:00sell180.10165.2040.0000.000
572022.10.13 12:00modify180.10165.204166.704163.804
582022.10.13 16:00s/l180.10166.704166.704163.804-101.4310111.57
592022.10.13 16:00sell190.10166.8960.0000.000
602022.10.13 16:00modify190.10166.896168.396165.496
612022.10.14 12:00t/p190.10165.496168.396165.49693.4210204.99
622022.10.14 12:00buy200.10165.4860.0000.000
632022.10.14 12:00modify200.10165.486163.986166.886
642022.10.14 15:00t/p200.10166.886163.986166.88694.7210299.71
652022.10.17 15:00sell210.10170.0150.0000.000
662022.10.17 15:00modify210.10170.015171.515168.615
672022.10.18 08:00t/p210.10168.615171.515168.61593.4210393.13
682022.10.18 10:00buy220.10168.0620.0000.000
692022.10.18 10:00modify220.10168.062166.562169.462
702022.10.18 17:00buy230.10168.7830.0000.000
712022.10.18 17:00modify230.10168.783168.272169.462
722022.10.18 17:00buy240.10168.7830.0000.000
732022.10.18 17:00modify240.10168.783168.412169.462
742022.10.18 17:00modify220.10168.062168.412169.462
752022.10.18 18:00s/l220.10168.412168.412169.46223.6810416.81
762022.10.18 18:00s/l240.10168.412168.412169.462-25.1110391.70
772022.10.18 18:00close230.10168.901168.272169.4627.9810399.68
782022.10.20 15:00sell250.10169.3500.0000.000
792022.10.20 15:00modify250.10169.350170.850167.950
802022.10.21 09:00t/p250.10167.950170.850167.95093.4210493.10
812022.10.25 14:00sell260.10169.7420.0000.000
822022.10.25 14:00modify260.10169.742171.242168.342
832022.10.28 17:00s/l260.10171.242171.242168.342-107.6810385.41
842022.11.03 09:00buy270.10166.7830.0000.000
852022.11.03 09:00modify270.10166.783165.283168.183
862022.11.03 15:00s/l270.10165.283165.283168.183-101.4910283.92
872022.11.07 09:00sell280.10167.7510.0000.000
882022.11.07 09:00modify280.10167.751169.251166.351
892022.11.09 16:00t/p280.10166.351169.251166.35192.1710376.09
902022.11.14 09:00sell290.10165.2700.0000.000
912022.11.14 09:00modify290.10165.270166.770163.870
922022.11.14 21:00sell300.10164.1940.0000.000
932022.11.14 21:00modify300.10164.194164.710163.870
942022.11.14 21:00modify290.10165.270164.710163.870
952022.11.15 00:00s/l290.10164.710164.710163.87036.6210412.71
962022.11.15 00:00s/l300.10164.710164.710163.870-36.1410376.57
972022.11.28 02:00buy310.10166.9840.0000.000
982022.11.28 02:00modify310.10166.984165.484168.384
992022.11.30 07:00s/l310.10165.484165.484168.384-99.5810276.99
1002022.12.01 15:00sell320.10166.9990.0000.000
1012022.12.01 15:00modify320.10166.999168.499165.599
1022022.12.01 21:00t/p320.10165.599168.499165.59994.6710371.66
1032022.12.09 16:00sell330.10167.9280.0000.000
1042022.12.09 16:00modify330.10167.928169.428166.528
1052022.12.11 22:00sell340.10167.2000.0000.000
1062022.12.11 22:00modify340.10167.200167.718166.528
1072022.12.11 22:00sell350.10167.2000.0000.000
1082022.12.11 22:00modify350.10167.200167.578166.528
1092022.12.11 22:00modify330.10167.928167.578166.528
1102022.12.11 23:00modify340.10167.200167.578166.528
1112022.12.12 06:00s/l330.10167.578167.578166.52822.4110394.07
1122022.12.12 06:00s/l340.10167.578167.578166.528-26.8210367.25
1132022.12.12 06:00s/l350.10167.578167.578166.528-26.8210340.43
1142022.12.13 14:00buy360.10167.7770.0000.000
1152022.12.13 14:00modify360.10167.777166.277169.177
1162022.12.16 10:00s/l360.10166.277166.277169.177-96.7110243.71
1172022.12.16 10:00buy370.10166.6350.0000.000
1182022.12.16 10:00modify370.10166.635165.135168.035
1192022.12.18 22:00s/l370.10165.135165.135168.035-101.4910142.22
1202022.12.20 04:00buy380.10162.0190.0000.000
1212022.12.20 04:00modify380.10162.019160.519163.419
1222022.12.20 10:00s/l380.10160.519160.519163.419-101.4910040.73
1232023.01.03 10:00buy390.10155.5350.0000.000
1242023.01.03 10:00modify390.10155.535154.035156.935
1252023.01.03 15:00t/p390.10156.935154.035156.93594.7210135.45
1262023.01.04 16:00sell400.10158.9990.0000.000
1272023.01.04 16:00modify400.10158.999160.499157.599
1282023.01.09 08:00s/l400.10160.499160.499157.599-107.6910027.76
1292023.01.12 14:00buy410.10158.6680.0000.000
1302023.01.12 14:00modify410.10158.668157.168160.068
1312023.01.13 07:00s/l410.10157.168157.168160.068-100.539927.23
1322023.01.18 03:00sell420.10160.1880.0000.000
1332023.01.18 03:00modify420.10160.188161.688158.788
1342023.01.18 15:00t/p420.10158.788161.688158.78894.6710021.90
1352023.02.02 13:00buy430.10157.8740.0000.000
1362023.02.02 13:00modify430.10157.874156.374159.274
1372023.02.05 22:00t/p430.10159.274156.374159.27495.6810117.57
1382023.02.10 08:00buy440.10158.1340.0000.000
1392023.02.10 08:00modify440.10158.134156.634159.534
1402023.02.13 09:00t/p440.10159.534156.634159.53495.6910213.26
1412023.02.21 10:00sell450.10162.7270.0000.000
1422023.02.21 10:00modify450.10162.727164.227161.327
1432023.02.24 01:00t/p450.10161.327164.227161.32788.4210301.67
1442023.03.01 12:00buy460.10163.1150.0000.000
1452023.03.01 12:00modify460.10163.115161.615164.515
1462023.03.02 00:00buy470.10163.8200.0000.000
1472023.03.02 00:00modify470.10163.820163.325164.515
1482023.03.02 00:00buy480.10163.8200.0000.000
1492023.03.02 00:00modify480.10163.820163.465164.515
1502023.03.02 00:00modify460.10163.115163.465164.515
1512023.03.02 01:00modify470.10163.820163.465164.515
1522023.03.02 09:00s/l460.10163.465163.465164.51526.5510328.22
1532023.03.02 09:00s/l470.10163.465163.465164.515-24.0210304.20
1542023.03.02 09:00s/l480.10163.465163.465164.515-24.0210280.18
1552023.03.10 10:00sell490.10163.9690.0000.000
1562023.03.10 10:00modify490.10163.969165.469162.569
1572023.03.10 16:00t/p490.10162.569165.469162.56994.6710374.85
1582023.03.13 10:00buy500.10160.9300.0000.000
1592023.03.13 10:00modify500.10160.930159.430162.330
1602023.03.13 19:00t/p500.10162.330159.430162.33094.7310469.58
1612023.03.15 17:00buy510.10159.4430.0000.000
1622023.03.15 17:00modify510.10159.443157.943160.843
1632023.03.15 19:00t/p510.10160.843157.943160.84394.7210564.30
1642023.03.17 12:00buy520.10160.9440.0000.000
1652023.03.17 12:00modify520.10160.944159.444162.344
1662023.03.20 08:00s/l520.10159.444159.444162.344-100.5310463.76
1672023.03.24 10:00buy530.10158.5110.0000.000
1682023.03.24 10:00modify530.10158.511157.011159.911
1692023.03.24 17:00t/p530.10159.911157.011159.91194.7210558.48
1702023.04.04 10:00sell540.10166.1770.0000.000
1712023.04.04 10:00modify540.10166.177167.677164.777
1722023.04.04 15:00t/p540.10164.777167.677164.77794.6710653.15
1732023.04.13 14:00buy550.10165.5900.0000.000
1742023.04.13 14:00modify550.10165.590164.090166.990
1752023.04.18 09:00t/p550.10166.990164.090166.99097.6010750.75
1762023.04.28 15:00sell560.10170.9350.0000.000
1772023.04.28 15:00modify560.10170.935172.435169.535
1782023.05.03 02:00sell570.10169.8560.0000.000
1792023.05.03 02:00modify570.10169.856170.375169.535
1802023.05.03 02:00modify560.10170.935170.375169.535
1812023.05.03 11:00t/p560.10169.535170.375169.53590.9210841.67
1822023.05.03 11:00t/p570.10169.535170.375169.53521.7110863.38
1832023.05.11 14:00buy580.10168.0060.0000.000
1842023.05.11 14:00modify580.10168.006166.506169.406
1852023.05.12 16:00buy590.10169.0640.0000.000
1862023.05.12 16:00modify590.10169.064168.566169.406
1872023.05.12 16:00modify580.10168.006168.566169.406
1882023.05.15 04:00t/p580.10169.406168.566169.40696.6410960.02
1892023.05.15 04:00t/p590.10169.406168.566169.40624.1010984.11
1902023.06.22 12:00sell600.10181.5370.0000.000
1912023.06.22 12:00modify600.10181.537183.037180.137
1922023.06.27 07:00s/l600.10183.037183.037180.137-105.1810878.93
1932023.07.21 08:00sell610.10181.9320.0000.000
1942023.07.21 08:00modify610.10181.932183.432180.532
1952023.07.26 12:00sell620.10181.2270.0000.000
1962023.07.26 12:00modify620.10181.227181.722180.532
1972023.07.26 12:00sell630.10181.2270.0000.000
1982023.07.26 12:00modify630.10181.227181.582180.532
1992023.07.26 12:00modify610.10181.932181.582180.532
2002023.07.26 13:00modify620.10181.227181.582180.532
2012023.07.26 16:00s/l610.10181.582181.582180.53219.9210898.85
2022023.07.26 16:00s/l620.10181.582181.582180.532-24.0110874.84
2032023.07.26 16:00s/l630.10181.582181.582180.532-24.0110850.83
2042023.08.03 09:00buy640.10181.0980.0000.000
2052023.08.03 09:00modify640.10181.098179.598182.498
2062023.08.07 15:00buy650.10181.8200.0000.000
2072023.08.07 15:00modify650.10181.820181.308182.498
2082023.08.07 15:00buy660.10181.8200.0000.000
2092023.08.07 15:00modify660.10181.820181.448182.498
2102023.08.07 15:00modify640.10181.098181.448182.498
2112023.08.07 16:00modify650.10181.820181.448182.498
2122023.08.07 18:00buy670.10182.1560.0000.000
2132023.08.07 18:00modify670.10182.156181.658182.498
2142023.08.07 18:00modify660.10181.820181.658182.498
2152023.08.07 18:00modify650.10181.820181.658182.498
2162023.08.07 18:00modify640.10181.098181.658182.498
2172023.08.08 01:00t/p640.10182.498181.658182.49897.6010948.42
2182023.08.08 01:00t/p650.10182.498181.658182.49846.8310995.25
2192023.08.08 01:00t/p660.10182.498181.658182.49846.8311042.07
2202023.08.08 01:00t/p670.10182.498181.658182.49824.1011066.17
2212023.08.23 09:00buy680.10184.3290.0000.000
2222023.08.23 09:00modify680.10184.329182.829185.729
2232023.08.30 17:00t/p680.10185.729182.829185.729101.4111167.57