Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=7; 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 test6535Ticks modelled43362585Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit725.53Gross profit1026.14Gross loss-300.61
Profit factor3.41Expected payoff13.19
Absolute drawdown33.33Maximal drawdown141.19 (1.37%)Relative drawdown1.37% (141.19)
Total trades55Short positions (won %)29 (72.41%)Long positions (won %)26 (61.54%)
Profit trades (% of total)37 (67.27%)Loss trades (% of total)18 (32.73%)
Largestprofit trade70.15loss trade-26.88
Averageprofit trade27.73loss trade-16.70
Maximumconsecutive wins (profit in money)5 (160.96)consecutive losses (loss in money)2 (-50.60)
Maximalconsecutive profit (count of wins)165.56 (4)consecutive loss (count of losses)-50.60 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 09:00sell10.10164.6970.0000.000
22022.10.04 09:00modify10.10164.697165.097163.697
32022.10.04 09:08sell20.10164.4440.0000.000
42022.10.04 09:08modify20.10164.444164.647163.697
52022.10.04 09:08modify10.10164.697164.647163.697
62022.10.04 09:26sell30.10164.0970.0000.000
72022.10.04 09:26modify30.10164.097164.447163.697
82022.10.04 09:26modify20.10164.444164.447163.697
92022.10.04 09:26modify10.10164.697164.447163.697
102022.10.04 09:53s/l10.10164.447164.447163.69716.8010016.80
112022.10.04 09:53s/l20.10164.447164.447163.697-0.2010016.60
122022.10.04 09:53s/l30.10164.447164.447163.697-23.529993.08
132022.10.06 12:00buy40.10162.9340.0000.000
142022.10.06 12:00modify40.10162.934162.534163.934
152022.10.06 12:37buy50.10163.1870.0000.000
162022.10.06 12:37modify50.10163.187162.984163.934
172022.10.06 12:37modify40.10162.934162.984163.934
182022.10.06 12:51s/l40.10162.984162.984163.9343.369996.44
192022.10.06 12:51s/l50.10162.984162.984163.934-13.649982.80
202022.10.06 17:00buy60.10161.5540.0000.000
212022.10.06 17:00modify60.10161.554161.154162.554
222022.10.06 17:15buy70.10161.8100.0000.000
232022.10.06 17:15modify70.10161.810161.604162.554
242022.10.06 17:15modify60.10161.554161.604162.554
252022.10.06 17:55buy80.10162.1540.0000.000
262022.10.06 17:55modify80.10162.154161.804162.554
272022.10.06 17:55modify70.10161.810161.804162.554
282022.10.06 17:55modify60.10161.554161.804162.554
292022.10.06 18:49s/l60.10161.804161.804162.55416.809999.60
302022.10.06 18:49s/l70.10161.804161.804162.554-0.409999.20
312022.10.06 18:49s/l80.10161.804161.804162.554-23.529975.68
322022.10.11 17:00sell90.10162.4640.0000.000
332022.10.11 17:00modify90.10162.464162.864161.464
342022.10.11 17:27sell100.10162.2130.0000.000
352022.10.11 17:27modify100.10162.213162.414161.464
362022.10.11 17:27modify90.10162.464162.414161.464
372022.10.11 18:44sell110.10161.8640.0000.000
382022.10.11 18:44modify110.10161.864162.214161.464
392022.10.11 18:44modify100.10162.213162.214161.464
402022.10.11 18:44modify90.10162.464162.214161.464
412022.10.11 18:45sell120.10161.6600.0000.000
422022.10.11 18:45modify120.10161.660162.114161.464
432022.10.11 18:45modify110.10161.864162.114161.464
442022.10.11 18:45modify100.10162.213162.114161.464
452022.10.11 18:45modify90.10162.464162.114161.464
462022.10.11 18:46t/p90.10161.464162.114161.46467.2010042.88
472022.10.11 18:46t/p100.10161.464162.114161.46450.3410093.22
482022.10.11 18:46t/p110.10161.464162.114161.46426.8810120.10
492022.10.11 18:46t/p120.10161.464162.114161.46413.1810133.28
502022.10.13 13:00sell130.10165.1860.0000.000
512022.10.13 13:00modify130.10165.186165.586164.186
522022.10.13 13:06sell140.10164.9350.0000.000
532022.10.13 13:06modify140.10164.935165.136164.186
542022.10.13 13:06modify130.10165.186165.136164.186
552022.10.13 13:08s/l130.10165.136165.136164.1863.3610136.64
562022.10.13 13:08s/l140.10165.136165.136164.186-13.5010123.14
572022.10.13 14:00sell150.10165.0350.0000.000
582022.10.13 14:00modify150.10165.035165.435164.035
592022.10.13 14:51s/l150.10165.435165.435164.035-26.8810096.26
602022.10.17 16:00sell160.10169.8890.0000.000
612022.10.17 16:00modify160.10169.889170.289168.889
622022.10.17 16:20sell170.10169.6380.0000.000
632022.10.17 16:20modify170.10169.638169.839168.889
642022.10.17 16:20modify160.10169.889169.839168.889
652022.10.17 17:57sell180.10169.2830.0000.000
662022.10.17 17:57modify180.10169.283169.639168.889
672022.10.17 17:57modify170.10169.638169.639168.889
682022.10.17 17:57modify160.10169.889169.639168.889
692022.10.17 18:25sell190.10169.0880.0000.000
702022.10.17 18:25modify190.10169.088169.539168.889
712022.10.17 18:25modify180.10169.283169.539168.889
722022.10.17 18:25modify170.10169.638169.539168.889
732022.10.17 18:25modify160.10169.889169.539168.889
742022.10.18 01:17t/p160.10168.889169.539168.88965.6310161.89
752022.10.18 01:17t/p170.10168.889169.539168.88948.7610210.65
762022.10.18 01:17t/p180.10168.889169.539168.88924.9110235.56
772022.10.18 01:17t/p190.10168.889169.539168.88911.8010247.36
782022.10.28 16:00sell200.10170.8980.0000.000
792022.10.28 16:00modify200.10170.898171.298169.898
802022.10.28 18:58s/l200.10171.298171.298169.898-26.8810220.48
812022.11.03 10:00buy210.10166.8330.0000.000
822022.11.03 10:00modify210.10166.833166.433167.833
832022.11.03 11:00buy220.10167.0840.0000.000
842022.11.03 11:00modify220.10167.084166.883167.833
852022.11.03 11:00modify210.10166.833166.883167.833
862022.11.03 11:14s/l210.10166.883166.883167.8333.3610223.84
872022.11.03 11:14s/l220.10166.883166.883167.833-13.5010210.34
882022.12.16 10:00buy230.10166.6350.0000.000
892022.12.16 10:00modify230.10166.635166.235167.635
902022.12.16 10:43buy240.10166.8850.0000.000
912022.12.16 10:43modify240.10166.885166.685167.635
922022.12.16 10:43modify230.10166.635166.685167.635
932022.12.16 11:23buy250.10167.2380.0000.000
942022.12.16 11:23modify250.10167.238166.885167.635
952022.12.16 11:23modify240.10166.885166.885167.635
962022.12.16 11:23modify230.10166.635166.885167.635
972022.12.16 12:57s/l230.10166.885166.885167.63516.8010227.14
982022.12.16 12:57s/l240.10166.885166.885167.6350.0010227.14
992022.12.16 12:57s/l250.10166.885166.885167.635-23.7210203.42
1002022.12.30 10:00buy260.10158.9960.0000.000
1012022.12.30 10:00modify260.10158.996158.596159.996
1022022.12.30 11:57s/l260.10158.596158.596159.996-26.8810176.54
1032023.01.12 14:00buy270.10158.6680.0000.000
1042023.01.12 14:00modify270.10158.668158.268159.668
1052023.01.12 14:20buy280.10158.9200.0000.000
1062023.01.12 14:20modify280.10158.920158.718159.668
1072023.01.12 14:20modify270.10158.668158.718159.668
1082023.01.12 14:37s/l270.10158.718158.718159.6683.3610179.90
1092023.01.12 14:37s/l280.10158.718158.718159.668-13.5710166.33
1102023.02.10 09:00buy290.10158.1380.0000.000
1112023.02.10 09:00modify290.10158.138157.738159.138
1122023.02.10 09:18buy300.10158.3980.0000.000
1132023.02.10 09:18modify300.10158.398158.188159.138
1142023.02.10 09:18modify290.10158.138158.188159.138
1152023.02.10 09:18buy310.10158.7400.0000.000
1162023.02.10 09:18modify310.10158.740158.388159.138
1172023.02.10 09:18modify300.10158.398158.388159.138
1182023.02.10 09:18modify290.10158.138158.388159.138
1192023.02.10 09:19buy320.10158.9380.0000.000
1202023.02.10 09:19modify320.10158.938158.488159.138
1212023.02.10 09:19modify310.10158.740158.488159.138
1222023.02.10 09:19modify300.10158.398158.488159.138
1232023.02.10 09:19modify290.10158.138158.488159.138
1242023.02.10 09:20t/p290.10159.138158.488159.13867.1910233.52
1252023.02.10 09:20t/p300.10159.138158.488159.13849.7210283.24
1262023.02.10 09:20t/p310.10159.138158.488159.13826.7410309.98
1272023.02.10 09:20t/p320.10159.138158.488159.13813.4310323.41
1282023.02.13 17:00sell330.10161.0470.0000.000
1292023.02.13 17:00modify330.10161.047161.447160.047
1302023.02.13 17:33sell340.10160.7950.0000.000
1312023.02.13 17:33modify340.10160.795160.997160.047
1322023.02.13 17:33modify330.10161.047160.997160.047
1332023.02.13 18:56s/l330.10160.997160.997160.0473.3610326.77
1342023.02.13 18:56s/l340.10160.997160.997160.047-13.5710313.20
1352023.03.10 12:00sell350.10164.0130.0000.000
1362023.03.10 12:00modify350.10164.013164.413163.013
1372023.03.10 13:30sell360.10163.7620.0000.000
1382023.03.10 13:30modify360.10163.762163.963163.013
1392023.03.10 13:30modify350.10164.013163.963163.013
1402023.03.10 13:30s/l350.10163.963163.963163.0133.3610316.56
1412023.03.10 13:30s/l360.10163.963163.963163.013-13.5010303.06
1422023.03.24 11:00buy370.10158.5250.0000.000
1432023.03.24 11:00modify370.10158.525158.125159.525
1442023.03.24 11:19buy380.10158.7760.0000.000
1452023.03.24 11:19modify380.10158.776158.575159.525
1462023.03.24 11:19modify370.10158.525158.575159.525
1472023.03.24 12:04s/l370.10158.575158.575159.5253.3610306.42
1482023.03.24 12:04s/l380.10158.575158.575159.525-13.5010292.92
1492023.04.04 12:00sell390.10166.0290.0000.000
1502023.04.04 12:00modify390.10166.029166.429165.029
1512023.04.04 12:32sell400.10165.7790.0000.000
1522023.04.04 12:32modify400.10165.779165.979165.029
1532023.04.04 12:32modify390.10166.029165.979165.029
1542023.04.04 14:00sell410.10165.4260.0000.000
1552023.04.04 14:00modify410.10165.426165.779165.029
1562023.04.04 14:00modify400.10165.779165.779165.029
1572023.04.04 14:00modify390.10166.029165.779165.029
1582023.04.04 14:00sell420.10165.2230.0000.000
1592023.04.04 14:00modify420.10165.223165.679165.029
1602023.04.04 14:00modify410.10165.426165.679165.029
1612023.04.04 14:00modify400.10165.779165.679165.029
1622023.04.04 14:00modify390.10166.029165.679165.029
1632023.04.04 14:03t/p390.10165.029165.679165.02967.1910360.11
1642023.04.04 14:03t/p400.10165.029165.679165.02950.3910410.50
1652023.04.04 14:03t/p410.10165.029165.679165.02926.6810437.18
1662023.04.04 14:03t/p420.10165.029165.679165.02913.0410450.22
1672023.06.16 09:00sell430.10180.4580.0000.000
1682023.06.16 09:00modify430.10180.458180.858179.458
1692023.06.16 09:37sell440.10180.2070.0000.000
1702023.06.16 09:37modify440.10180.207180.408179.458
1712023.06.16 09:37modify430.10180.458180.408179.458
1722023.06.16 09:48s/l430.10180.408180.408179.4583.3610453.58
1732023.06.16 09:48s/l440.10180.408180.408179.458-13.5110440.07
1742023.07.21 10:00sell450.10182.2560.0000.000
1752023.07.21 10:00modify450.10182.256182.656181.256
1762023.07.21 11:48sell460.10181.9980.0000.000
1772023.07.21 11:48modify460.10181.998182.206181.256
1782023.07.21 11:48modify450.10182.256182.206181.256
1792023.07.21 12:20sell470.10181.6560.0000.000
1802023.07.21 12:20modify470.10181.656182.006181.256
1812023.07.21 12:20modify460.10181.998182.006181.256
1822023.07.21 12:20modify450.10182.256182.006181.256
1832023.07.21 12:28sell480.10181.4490.0000.000
1842023.07.21 12:28modify480.10181.449181.906181.256
1852023.07.21 12:28modify470.10181.656181.906181.256
1862023.07.21 12:28modify460.10181.998181.906181.256
1872023.07.21 12:28modify450.10182.256181.906181.256
1882023.07.21 12:32t/p450.10181.256181.906181.25667.1810507.25
1892023.07.21 12:32t/p460.10181.256181.906181.25649.8510557.10
1902023.07.21 12:32t/p470.10181.256181.906181.25626.8710583.97
1912023.07.21 12:32t/p480.10181.256181.906181.25612.9710596.94
1922023.08.03 13:00buy490.10180.8850.0000.000
1932023.08.03 13:00modify490.10180.885180.485181.885
1942023.08.03 14:40buy500.10181.1350.0000.000
1952023.08.03 14:40modify500.10181.135180.935181.885
1962023.08.03 14:40modify490.10180.885180.935181.885
1972023.08.03 14:47s/l490.10180.935180.935181.8853.3610600.30
1982023.08.03 14:47s/l500.10180.935180.935181.885-13.4410586.86
1992023.08.23 13:00buy510.10183.7860.0000.000
2002023.08.23 13:00modify510.10183.786183.386184.786
2012023.08.23 13:48s/l510.10183.386183.386184.786-26.8810559.98
2022023.08.23 15:00buy520.10183.6300.0000.000
2032023.08.23 15:00modify520.10183.630183.230184.630
2042023.08.23 15:33buy530.10183.8850.0000.000
2052023.08.23 15:33modify530.10183.885183.680184.630
2062023.08.23 15:33modify520.10183.630183.680184.630
2072023.08.23 17:40buy540.10184.2320.0000.000
2082023.08.23 17:40modify540.10184.232183.880184.630
2092023.08.23 17:40modify530.10183.885183.880184.630
2102023.08.23 17:40modify520.10183.630183.880184.630
2112023.08.24 03:28buy550.10184.4410.0000.000
2122023.08.24 03:28modify550.10184.441183.980184.630
2132023.08.24 03:28modify540.10184.232183.980184.630
2142023.08.24 03:28modify530.10183.885183.980184.630
2152023.08.24 03:28modify520.10183.630183.980184.630
2162023.08.24 04:57t/p520.10184.630183.980184.63070.1510630.12
2172023.08.24 04:57t/p530.10184.630183.980184.63053.0110683.13
2182023.08.24 04:57t/p540.10184.630183.980184.63029.7010712.83
2192023.08.24 04:57t/p550.10184.630183.980184.63012.7010725.53