Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.01.01 23:00 - 2023.12.29 21:00 (2023.01.01 - 2024.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 test7223Ticks modelled157945Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread40
Total net profit1353.55Gross profit1760.50Gross loss-406.95
Profit factor4.33Expected payoff25.54
Absolute drawdown76.87Maximal drawdown229.35 (2.08%)Relative drawdown2.08% (229.35)
Total trades53Short positions (won %)39 (76.92%)Long positions (won %)14 (57.14%)
Profit trades (% of total)38 (71.70%)Loss trades (% of total)15 (28.30%)
Largestprofit trade96.30loss trade-88.29
Averageprofit trade46.33loss trade-27.13
Maximumconsecutive wins (profit in money)10 (608.74)consecutive losses (loss in money)2 (-113.08)
Maximalconsecutive profit (count of wins)608.74 (10)consecutive loss (count of losses)-113.08 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.24 12:00buy10.10160.3540.0000.000
22023.01.24 12:00modify10.10160.354159.054161.754
32023.01.24 14:55buy20.10160.8610.0000.000
42023.01.24 14:55modify20.10160.861160.494161.754
52023.01.24 14:55modify10.10160.354160.494161.754
62023.01.24 15:15s/l10.10160.494160.494161.7549.5110009.51
72023.01.24 15:15s/l20.10160.494160.494161.754-24.929984.59
82023.02.07 11:00buy30.10158.3240.0000.000
92023.02.07 11:00modify30.10158.324157.024159.724
102023.02.08 15:55buy40.10158.8380.0000.000
112023.02.08 15:55modify40.10158.838158.464159.724
122023.02.08 15:55modify30.10158.324158.464159.724
132023.02.08 22:00s/l30.10158.464158.464159.72410.739995.32
142023.02.08 22:00s/l40.10158.464158.464159.724-25.409969.92
152023.02.10 09:00buy50.10158.1380.0000.000
162023.02.10 09:00modify50.10158.138156.838159.538
172023.02.10 09:42buy60.10158.8630.0000.000
182023.02.10 09:42modify60.10158.863158.488159.538
192023.02.10 09:42modify50.10158.138158.488159.538
202023.02.10 09:50s/l50.10158.488158.488159.53823.779993.69
212023.02.10 09:50s/l60.10158.488158.488159.538-25.479968.22
222023.02.28 12:00sell70.10165.4230.0000.000
232023.02.28 12:00modify70.10165.423166.723164.023
242023.02.28 15:59sell80.10164.9080.0000.000
252023.02.28 15:59modify80.10164.908165.283164.023
262023.02.28 15:59modify70.10165.423165.283164.023
272023.02.28 16:45sell90.10164.6980.0000.000
282023.02.28 16:45modify90.10164.698165.073164.023
292023.02.28 16:45modify80.10164.908165.073164.023
302023.02.28 16:45modify70.10165.423165.073164.023
312023.02.28 17:25sell100.10164.3010.0000.000
322023.02.28 17:25modify100.10164.301164.793164.023
332023.02.28 17:25modify90.10164.698164.793164.023
342023.02.28 17:25modify80.10164.908164.793164.023
352023.02.28 17:25modify70.10165.423164.793164.023
362023.02.28 19:15t/p70.10164.023164.793164.02395.0810063.30
372023.02.28 19:15t/p80.10164.023164.793164.02360.1010123.40
382023.02.28 19:15t/p90.10164.023164.793164.02345.8410169.24
392023.02.28 19:15t/p100.10164.023164.793164.02318.8810188.12
402023.03.10 12:00sell110.10164.0130.0000.000
412023.03.10 12:00modify110.10164.013165.313162.613
422023.03.10 15:20t/p110.10162.613165.313162.61395.0710283.19
432023.03.24 11:00buy120.10158.5250.0000.000
442023.03.24 11:00modify120.10158.525157.225159.925
452023.03.24 14:25buy130.10159.6510.0000.000
462023.03.24 14:25modify130.10159.651159.155159.925
472023.03.24 14:25modify120.10158.525159.155159.925
482023.03.24 16:50t/p120.10159.925159.155159.92595.0810378.27
492023.03.24 16:50t/p130.10159.925159.155159.92518.6010396.87
502023.04.04 12:00sell140.10166.0290.0000.000
512023.04.04 12:00modify140.10166.029167.329164.629
522023.04.04 14:02sell150.10165.5310.0000.000
532023.04.04 14:02modify150.10165.531165.889164.629
542023.04.04 14:02modify140.10166.029165.889164.629
552023.04.04 15:35t/p140.10164.629165.889164.62995.0710491.94
562023.04.04 15:35t/p150.10164.629165.889164.62961.2510553.19
572023.04.19 09:00sell160.10167.7440.0000.000
582023.04.19 09:00modify160.10167.744169.044166.344
592023.04.19 11:15sell170.10167.2390.0000.000
602023.04.19 11:15modify170.10167.239167.604166.344
612023.04.19 11:15modify160.10167.744167.604166.344
622023.04.19 12:02sell180.10167.0230.0000.000
632023.04.19 12:02modify180.10167.023167.394166.344
642023.04.19 12:02modify170.10167.239167.394166.344
652023.04.19 12:02modify160.10167.744167.394166.344
662023.04.19 13:50s/l160.10167.394167.394166.34423.7710576.96
672023.04.19 13:50s/l170.10167.394167.394166.344-10.5310566.43
682023.04.19 13:50s/l180.10167.394167.394166.344-25.2010541.23
692023.04.21 08:00buy190.10166.0800.0000.000
702023.04.21 08:00modify190.10166.080164.780167.480
712023.04.21 14:57buy200.10166.5780.0000.000
722023.04.21 14:57modify200.10166.578166.220167.480
732023.04.21 14:57modify190.10166.080166.220167.480
742023.04.21 15:59buy210.10166.7820.0000.000
752023.04.21 15:59modify210.10166.782166.430167.480
762023.04.21 15:59modify200.10166.578166.430167.480
772023.04.21 15:59modify190.10166.080166.430167.480
782023.04.24 03:32buy220.10167.2040.0000.000
792023.04.24 03:32modify220.10167.204166.710167.480
802023.04.24 03:32modify210.10166.782166.710167.480
812023.04.24 03:32modify200.10166.578166.710167.480
822023.04.24 03:32modify190.10166.080166.710167.480
832023.04.24 06:40s/l190.10166.710166.710167.48044.0010585.24
842023.04.24 06:40s/l200.10166.710166.710167.48010.1810595.42
852023.04.24 06:40s/l210.10166.710166.710167.480-3.6710591.76
862023.04.24 06:40s/l220.10166.710166.710167.480-33.5510558.21
872023.07.21 10:00sell230.10182.2560.0000.000
882023.07.21 10:00modify230.10182.256183.556180.856
892023.07.21 12:50sell240.10181.1110.0000.000
902023.07.21 12:50modify240.10181.111181.626180.856
912023.07.21 12:50modify230.10182.256181.626180.856
922023.07.21 13:15s/l230.10181.626181.626180.85642.7810600.99
932023.07.21 13:15s/l240.10181.626181.626180.856-34.9810566.01
942023.07.31 10:00sell250.10182.9580.0000.000
952023.07.31 10:00modify250.10182.958184.258181.558
962023.08.02 05:50sell260.10182.4560.0000.000
972023.08.02 05:50modify260.10182.456182.818181.558
982023.08.02 05:50modify250.10182.958182.818181.558
992023.08.02 06:27sell270.10182.2490.0000.000
1002023.08.02 06:27modify270.10182.249182.608181.558
1012023.08.02 06:27modify260.10182.456182.608181.558
1022023.08.02 06:27modify250.10182.958182.608181.558
1032023.08.02 07:46s/l250.10182.608182.608181.55819.9210585.93
1042023.08.02 07:46s/l260.10182.608182.608181.558-10.3210575.61
1052023.08.02 07:46s/l270.10182.608182.608181.558-24.3810551.23
1062023.08.08 04:00sell280.10182.8170.0000.000
1072023.08.08 04:00modify280.10182.817184.117181.417
1082023.08.08 07:15sell290.10182.3190.0000.000
1092023.08.08 07:15modify290.10182.319182.677181.417
1102023.08.08 07:15modify280.10182.817182.677181.417
1112023.08.08 09:55sell300.10182.0990.0000.000
1122023.08.08 09:55modify300.10182.099182.467181.417
1132023.08.08 09:55modify290.10182.319182.467181.417
1142023.08.08 09:55modify280.10182.817182.467181.417
1152023.08.08 11:45sell310.10181.6910.0000.000
1162023.08.08 11:45modify310.10181.691182.187181.417
1172023.08.08 11:45modify300.10182.099182.187181.417
1182023.08.08 11:45modify290.10182.319182.187181.417
1192023.08.08 11:45modify280.10182.817182.187181.417
1202023.08.08 12:37t/p280.10181.417182.187181.41795.0810646.31
1212023.08.08 12:37t/p290.10181.417182.187181.41761.2610707.57
1222023.08.08 12:37t/p300.10181.417182.187181.41746.3210753.89
1232023.08.08 12:37t/p310.10181.417182.187181.41718.6110772.50
1242023.10.06 09:00sell320.10181.6440.0000.000
1252023.10.06 09:00modify320.10181.644182.944180.244
1262023.10.06 12:59sell330.10181.1260.0000.000
1272023.10.06 12:59modify330.10181.126181.504180.244
1282023.10.06 12:59modify320.10181.644181.504180.244
1292023.10.06 13:20s/l320.10181.504181.504180.2449.5110782.01
1302023.10.06 13:20s/l330.10181.504181.504180.244-25.6710756.34
1312023.10.10 10:00sell340.10182.6060.0000.000
1322023.10.10 10:00modify340.10182.606183.906181.206
1332023.10.13 11:17sell350.10182.1160.0000.000
1342023.10.13 11:17modify350.10182.116182.466181.206
1352023.10.13 11:17modify340.10182.606182.466181.206
1362023.10.13 14:35sell360.10181.8800.0000.000
1372023.10.13 14:35modify360.10181.880182.256181.206
1382023.10.13 14:35modify350.10182.116182.256181.206
1392023.10.13 14:35modify340.10182.606182.256181.206
1402023.10.13 17:05sell370.10181.4810.0000.000
1412023.10.13 17:05modify370.10181.481181.976181.206
1422023.10.13 17:05modify360.10181.880181.976181.206
1432023.10.13 17:05modify350.10182.116181.976181.206
1442023.10.13 17:05modify340.10182.606181.976181.206
1452023.10.15 21:00t/p340.10181.206181.976181.20685.4610841.80
1462023.10.15 21:00t/p350.10181.206181.976181.20661.8010903.60
1472023.10.15 21:00t/p360.10181.206181.976181.20645.7710949.37
1482023.10.15 21:00t/p370.10181.206181.976181.20618.6810968.05
1492023.10.31 12:00sell380.10183.5830.0000.000
1502023.10.31 12:00modify380.10183.583184.883182.183
1512023.11.01 13:45sell390.10183.0780.0000.000
1522023.11.01 13:45modify390.10183.078183.443182.183
1532023.11.01 13:45modify380.10183.583183.443182.183
1542023.11.01 14:20s/l380.10183.443183.443182.1837.5910975.64
1552023.11.01 14:20s/l390.10183.443183.443182.183-24.7910950.85
1562023.11.13 10:00sell400.10185.8180.0000.000
1572023.11.13 10:00modify400.10185.818187.118184.418
1582023.11.13 15:25sell410.10185.3100.0000.000
1592023.11.13 15:25modify410.10185.310185.678184.418
1602023.11.13 15:25modify400.10185.818185.678184.418
1612023.11.13 15:32s/l400.10185.678185.678184.4189.5110960.36
1622023.11.13 15:32s/l410.10185.678185.678184.418-24.9910935.37
1632023.11.22 10:00sell420.10186.8160.0000.000
1642023.11.22 10:00modify420.10186.816188.116185.416
1652023.11.22 11:16sell430.10186.3110.0000.000
1662023.11.22 11:16modify430.10186.311186.676185.416
1672023.11.22 11:16modify420.10186.816186.676185.416
1682023.11.22 13:45s/l420.10186.676186.676185.4169.5010944.87
1692023.11.22 13:45s/l430.10186.676186.676185.416-24.7910920.08
1702023.12.07 11:00buy440.10182.3710.0000.000
1712023.12.07 11:00modify440.10182.371181.071183.771
1722023.12.07 15:50s/l440.10181.071181.071183.771-88.2910831.79
1732023.12.11 09:00sell450.10183.5340.0000.000
1742023.12.11 09:00modify450.10183.534184.834182.134
1752023.12.12 00:55sell460.10183.0300.0000.000
1762023.12.12 00:55modify460.10183.030183.394182.134
1772023.12.12 00:55modify450.10183.534183.394182.134
1782023.12.12 05:59sell470.10182.8150.0000.000
1792023.12.12 05:59modify470.10182.815183.184182.134
1802023.12.12 05:59modify460.10183.030183.184182.134
1812023.12.12 05:59modify450.10183.534183.184182.134
1822023.12.13 10:40sell480.10182.3920.0000.000
1832023.12.13 10:40modify480.10182.392182.904182.134
1842023.12.13 10:40modify470.10182.815182.904182.134
1852023.12.13 10:40modify460.10183.030182.904182.134
1862023.12.13 10:40modify450.10183.534182.904182.134
1872023.12.13 14:03t/p450.10182.134182.904182.13491.2310923.02
1882023.12.13 14:03t/p460.10182.134182.904182.13458.9310981.94
1892023.12.13 14:03t/p470.10182.134182.904182.13444.3311026.27
1902023.12.13 14:03t/p480.10182.134182.904182.13417.5311043.80
1912023.12.19 12:00sell490.10183.9130.0000.000
1922023.12.19 12:00modify490.10183.913185.213182.513
1932023.12.19 15:10sell500.10183.4070.0000.000
1942023.12.19 15:10modify500.10183.407183.773182.513
1952023.12.19 15:10modify490.10183.913183.773182.513
1962023.12.19 17:40sell510.10183.1930.0000.000
1972023.12.19 17:40modify510.10183.193183.563182.513
1982023.12.19 17:40modify500.10183.407183.563182.513
1992023.12.19 17:40modify490.10183.913183.563182.513
2002023.12.20 03:59sell520.10182.7670.0000.000
2012023.12.20 03:59modify520.10182.767183.283182.513
2022023.12.20 03:59modify510.10183.193183.283182.513
2032023.12.20 03:59modify500.10183.407183.283182.513
2042023.12.20 03:59modify490.10183.913183.283182.513
2052023.12.20 04:50t/p490.10182.513183.283182.51393.1611136.95
2062023.12.20 04:50t/p500.10182.513183.283182.51358.7911195.74
2072023.12.20 04:50t/p510.10182.513183.283182.51344.2611240.00
2082023.12.20 04:50t/p520.10182.513183.283182.51317.2511257.25
2092023.12.28 12:00buy530.10180.1600.0000.000
2102023.12.28 12:00modify530.10180.160178.860181.560
2112023.12.29 21:43t/p530.10181.560178.860181.56096.3011353.55