Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 test7248Ticks modelled157921Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit978.90Gross profit1332.92Gross loss-354.03
Profit factor3.77Expected payoff22.25
Absolute drawdown88.43Maximal drawdown307.61 (2.85%)Relative drawdown2.85% (307.61)
Total trades44Short positions (won %)22 (59.09%)Long positions (won %)22 (72.73%)
Profit trades (% of total)29 (65.91%)Loss trades (% of total)15 (34.09%)
Largestprofit trade99.59loss trade-95.90
Averageprofit trade45.96loss trade-23.60
Maximumconsecutive wins (profit in money)8 (400.25)consecutive losses (loss in money)3 (-126.97)
Maximalconsecutive profit (count of wins)400.25 (8)consecutive loss (count of losses)-126.97 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.10 16:00buy10.10147.5380.0000.000
22023.05.10 16:00modify10.10147.538146.038149.038
32023.05.16 13:55buy20.10148.3790.0000.000
42023.05.16 13:55modify20.10148.379147.988149.038
52023.05.16 13:55modify10.10147.538147.988149.038
62023.05.16 14:35buy30.10148.2910.0000.000
72023.05.16 14:35modify30.10148.291148.063149.038
82023.05.16 14:37modify30.10148.291147.988149.038
92023.05.17 14:15buy40.10148.6830.0000.000
102023.05.17 14:15modify40.10148.683148.288149.038
112023.05.17 14:15modify20.10148.379148.288149.038
122023.05.17 14:15modify30.10148.291148.288149.038
132023.05.17 14:15modify10.10147.538148.288149.038
142023.05.17 16:45t/p10.10149.038148.288149.03899.5910099.59
152023.05.17 16:45t/p20.10149.038148.288149.03842.6610142.25
162023.05.17 16:45t/p30.10149.038148.288149.03848.2910190.54
172023.05.17 16:45t/p40.10149.038148.288149.03822.7010213.24
182023.08.10 15:00sell50.10159.0920.0000.000
192023.08.10 15:00modify50.10159.092160.592157.592
202023.08.14 01:20sell60.10158.2510.0000.000
212023.08.14 01:20modify60.10158.251158.642157.592
222023.08.14 01:20modify50.10159.092158.642157.592
232023.08.14 06:03sell70.10158.3260.0000.000
242023.08.14 06:03modify70.10158.326158.567157.592
252023.08.14 06:06modify70.10158.326158.642157.592
262023.08.14 07:20s/l50.10158.642158.642157.59225.9710239.21
272023.08.14 07:20s/l60.10158.642158.642157.592-25.0010214.21
282023.08.14 07:20s/l70.10158.642158.642157.592-20.2010194.01
292023.08.23 12:00buy80.10157.2580.0000.000
302023.08.23 12:00modify80.10157.258155.758158.758
312023.08.24 11:20buy90.10158.0260.0000.000
322023.08.24 11:20modify90.10158.026157.783158.758
332023.08.24 11:20modify80.10157.258157.783158.758
342023.08.24 14:20s/l80.10157.783157.783158.75835.1410229.15
352023.08.24 14:20s/l90.10157.783157.783158.758-15.5410213.61
362023.08.31 18:00buy100.10157.8190.0000.000
372023.08.31 18:00modify100.10157.819156.319159.319
382023.09.13 01:10buy110.10158.5710.0000.000
392023.09.13 01:10modify110.10158.571158.344159.319
402023.09.13 01:10modify100.10157.819158.344159.319
412023.09.13 01:25buy120.10158.6630.0000.000
422023.09.13 01:25modify120.10158.663158.269159.319
432023.09.13 01:25modify110.10158.571158.269159.319
442023.09.13 01:25modify100.10157.819158.269159.319
452023.09.13 05:50s/l100.10158.269158.269159.31934.5710248.18
462023.09.13 05:50s/l110.10158.269158.269159.319-19.3110228.87
472023.09.13 05:50s/l120.10158.269158.269159.319-25.1910203.68
482023.09.14 18:00buy130.10156.8480.0000.000
492023.09.14 18:00modify130.10156.848155.348158.348
502023.09.15 07:50buy140.10157.6130.0000.000
512023.09.15 07:50modify140.10157.613157.373158.348
522023.09.15 07:50modify130.10156.848157.373158.348
532023.09.15 08:50buy150.10157.6740.0000.000
542023.09.15 08:50modify150.10157.674157.298158.348
552023.09.15 08:50modify140.10157.613157.298158.348
562023.09.15 08:50modify130.10156.848157.298158.348
572023.09.19 06:50buy160.10157.9920.0000.000
582023.09.19 06:50modify160.10157.992157.598158.348
592023.09.19 06:50modify150.10157.674157.598158.348
602023.09.19 06:50modify140.10157.613157.598158.348
612023.09.19 06:50modify130.10156.848157.598158.348
622023.09.20 07:46t/p130.10158.348157.598158.34898.0010301.68
632023.09.20 07:46t/p140.10158.348157.598158.34848.5710350.25
642023.09.20 07:46t/p150.10158.348157.598158.34844.6710394.93
652023.09.20 07:46t/p160.10158.348157.598158.34823.2910418.21
662023.10.10 11:00sell170.10157.7590.0000.000
672023.10.10 11:00modify170.10157.759159.259156.259
682023.10.15 21:30sell180.10156.9830.0000.000
692023.10.15 21:30modify180.10156.983157.234156.259
702023.10.15 21:30modify170.10157.759157.234156.259
712023.10.15 21:50s/l170.10157.234157.234156.25926.5810444.79
722023.10.15 21:50s/l180.10157.234157.234156.259-16.0410428.75
732023.10.31 11:00sell190.10160.6870.0000.000
742023.10.31 11:00modify190.10160.687162.187159.187
752023.11.01 01:50sell200.10159.9190.0000.000
762023.11.01 01:50modify200.10159.919160.162159.187
772023.11.01 01:50modify190.10160.687160.162159.187
782023.11.01 02:45sell210.10159.8450.0000.000
792023.11.01 02:45modify210.10159.845160.237159.187
802023.11.01 02:45modify200.10159.919160.237159.187
812023.11.01 02:45modify190.10160.687160.237159.187
822023.11.01 09:45sell220.10159.5550.0000.000
832023.11.01 09:45modify220.10159.555159.937159.187
842023.11.01 09:45modify210.10159.845159.937159.187
852023.11.01 09:45modify200.10159.919159.937159.187
862023.11.01 09:45modify190.10160.687159.937159.187
872023.11.01 15:50t/p190.10159.187159.937159.18794.4910523.25
882023.11.01 15:50t/p200.10159.187159.937159.18746.8010570.05
892023.11.01 15:50t/p210.10159.187159.937159.18742.0710612.12
902023.11.01 15:50t/p220.10159.187159.937159.18723.5310635.65
912023.11.14 19:00sell230.10163.6270.0000.000
922023.11.14 19:00modify230.10163.627165.127162.127
932023.11.17 08:16sell240.10162.7810.0000.000
942023.11.17 08:16modify240.10162.781163.177162.127
952023.11.17 08:16modify230.10163.627163.177162.127
962023.11.17 08:59sell250.10162.4870.0000.000
972023.11.17 08:59modify250.10162.487162.877162.127
982023.11.17 08:59modify240.10162.781162.877162.127
992023.11.17 08:59modify230.10163.627162.877162.127
1002023.11.17 15:32s/l230.10162.877162.877162.12740.9610676.61
1012023.11.17 15:32s/l240.10162.877162.877162.127-6.1410670.47
1022023.11.17 15:32s/l250.10162.877162.877162.127-24.9310645.54
1032023.12.07 12:00buy260.10156.2270.0000.000
1042023.12.07 12:00modify260.10156.227154.727157.727
1052023.12.07 17:45s/l260.10154.727154.727157.727-95.9010549.64
1062023.12.07 19:00buy270.10155.0850.0000.000
1072023.12.07 19:00modify270.10155.085153.585156.585
1082023.12.08 10:50buy280.10155.8490.0000.000
1092023.12.08 10:50modify280.10155.849155.610156.585
1102023.12.08 10:50modify270.10155.085155.610156.585
1112023.12.08 12:20s/l270.10155.610155.610156.58534.0910583.73
1122023.12.08 12:20s/l280.10155.610155.610156.585-15.2810568.45
1132024.01.04 17:00sell290.10158.4180.0000.000
1142024.01.04 17:00modify290.10158.418159.918156.918
1152024.01.09 00:50sell300.10157.5920.0000.000
1162024.01.09 00:50modify300.10157.592157.968156.918
1172024.01.09 00:50modify290.10158.418157.968156.918
1182024.01.09 01:59sell310.10157.2780.0000.000
1192024.01.09 01:59modify310.10157.278157.668156.918
1202024.01.09 01:59modify300.10157.592157.668156.918
1212024.01.09 01:59modify290.10158.418157.668156.918
1222024.01.09 06:15s/l290.10157.668157.668156.91843.7510612.20
1232024.01.09 06:15s/l300.10157.668157.668156.918-4.8610607.34
1242024.01.09 06:15s/l310.10157.668157.668156.918-24.9310582.41
1252024.01.10 17:00sell320.10159.6600.0000.000
1262024.01.10 17:00modify320.10159.660161.160158.160
1272024.01.12 18:22sell330.10158.8250.0000.000
1282024.01.12 18:22modify330.10158.825159.210158.160
1292024.01.12 18:22modify320.10159.660159.210158.160
1302024.01.15 00:22sell340.10158.9070.0000.000
1312024.01.15 00:22modify340.10158.907159.135158.160
1322024.01.15 00:25modify340.10158.907159.210158.160
1332024.01.15 05:40s/l320.10159.210159.210158.16021.7910604.20
1342024.01.15 05:40s/l330.10159.210159.210158.160-26.0110578.19
1352024.01.15 05:40s/l340.10159.210159.210158.160-19.3610558.83
1362024.03.08 12:00buy350.10160.8720.0000.000
1372024.03.08 12:00modify350.10160.872159.372162.372
1382024.03.13 08:50buy360.10161.6370.0000.000
1392024.03.13 08:50modify360.10161.637161.397162.372
1402024.03.13 08:50modify350.10160.872161.397162.372
1412024.03.13 09:20s/l350.10161.397161.397162.37235.1510593.99
1422024.03.13 09:20s/l360.10161.397161.397162.372-15.3410578.65
1432024.04.03 16:00sell370.10164.2140.0000.000
1442024.04.03 16:00modify370.10164.214165.714162.714
1452024.04.12 09:42sell380.10163.3820.0000.000
1462024.04.12 09:42modify380.10163.382163.764162.714
1472024.04.12 09:42modify370.10164.214163.764162.714
1482024.04.12 09:52sell390.10163.4460.0000.000
1492024.04.12 09:52modify390.10163.446163.689162.714
1502024.04.12 09:55modify390.10163.446163.764162.714
1512024.04.12 12:27sell400.10163.0610.0000.000
1522024.04.12 12:27modify400.10163.061163.464162.714
1532024.04.12 12:27modify380.10163.382163.464162.714
1542024.04.12 12:27modify390.10163.446163.464162.714
1552024.04.12 12:27modify370.10164.214163.464162.714
1562024.04.12 12:50t/p370.10162.714163.464162.71480.5310659.18
1572024.04.12 12:50t/p380.10162.714163.464162.71442.7010701.88
1582024.04.12 12:50t/p390.10162.714163.464162.71446.7910748.67
1592024.04.12 12:50t/p400.10162.714163.464162.71422.1810770.85
1602024.04.12 14:00buy410.10162.7770.0000.000
1612024.04.12 14:00modify410.10162.777161.277164.277
1622024.04.15 01:20buy420.10163.6230.0000.000
1632024.04.15 01:20modify420.10163.623163.227164.277
1642024.04.15 01:20modify410.10162.777163.227164.277
1652024.04.15 01:40buy430.10163.5410.0000.000
1662024.04.15 01:40modify430.10163.541163.302164.277
1672024.04.15 01:42modify430.10163.541163.227164.277
1682024.04.15 05:20buy440.10163.9210.0000.000
1692024.04.15 05:20modify440.10163.921163.527164.277
1702024.04.15 05:20modify420.10163.623163.527164.277
1712024.04.15 05:20modify430.10163.541163.527164.277
1722024.04.15 05:20modify410.10162.777163.527164.277
1732024.04.15 13:10t/p410.10164.277163.527164.27796.4310867.28
1742024.04.15 13:10t/p420.10164.277163.527164.27741.8110909.09
1752024.04.15 13:10t/p430.10164.277163.527164.27747.0510956.14
1762024.04.15 13:10t/p440.10164.277163.527164.27722.7610978.90