Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
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=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test7201Ticks modelled156692Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit935.97Gross profit1385.55Gross loss-449.58
Profit factor3.08Expected payoff17.02
Absolute drawdown66.24Maximal drawdown172.59 (1.64%)Relative drawdown1.64% (172.59)
Total trades55Short positions (won %)32 (75.00%)Long positions (won %)23 (65.22%)
Profit trades (% of total)39 (70.91%)Loss trades (% of total)16 (29.09%)
Largestprofit trade89.66loss trade-69.21
Averageprofit trade35.53loss trade-28.10
Maximumconsecutive wins (profit in money)7 (373.34)consecutive losses (loss in money)2 (-137.91)
Maximalconsecutive profit (count of wins)373.34 (7)consecutive loss (count of losses)-137.91 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.11 13:00buy10.10154.3010.0000.000
22023.07.11 13:00modify10.10154.301153.201155.701
32023.07.11 13:55buy20.10154.8020.0000.000
42023.07.11 13:55modify20.10154.802154.441155.701
52023.07.11 13:55modify10.10154.301154.441155.701
62023.07.11 15:50s/l10.10154.441154.441155.7018.8110008.81
72023.07.11 15:50s/l20.10154.441154.441155.701-22.719986.10
82023.07.31 10:00sell30.10156.9790.0000.000
92023.07.31 10:00modify30.10156.979158.079155.579
102023.07.31 16:27sell40.10156.4630.0000.000
112023.07.31 16:27modify40.10156.463156.839155.579
122023.07.31 16:27modify30.10156.979156.839155.579
132023.08.01 01:50s/l30.10156.839156.839155.5797.449993.54
142023.08.01 01:50s/l40.10156.839156.839155.579-25.039968.50
152023.08.10 15:00sell50.10159.0920.0000.000
162023.08.10 15:00modify50.10159.092160.192157.692
172023.08.14 00:12sell60.10158.5880.0000.000
182023.08.14 00:12modify60.10158.588158.952157.692
192023.08.14 00:12modify50.10159.092158.952157.692
202023.08.14 06:42sell70.10158.3220.0000.000
212023.08.14 06:42modify70.10158.322158.532157.692
222023.08.14 06:42modify60.10158.588158.532157.692
232023.08.14 06:42modify50.10159.092158.532157.692
242023.08.14 07:15s/l50.10158.532158.532157.69232.4910000.99
252023.08.14 07:15s/l60.10158.532158.532157.6923.5310004.52
262023.08.14 07:15s/l70.10158.532158.532157.692-13.219991.31
272023.08.23 12:00buy80.10157.2580.0000.000
282023.08.23 12:00modify80.10157.258156.158158.658
292023.08.24 07:45buy90.10157.7580.0000.000
302023.08.24 07:45modify90.10157.758157.398158.658
312023.08.24 07:45modify80.10157.258157.398158.658
322023.08.24 13:20buy100.10158.0300.0000.000
332023.08.24 13:20modify100.10158.030157.818158.658
342023.08.24 13:20modify90.10157.758157.818158.658
352023.08.24 13:20modify80.10157.258157.818158.658
362023.08.24 14:20s/l80.10157.818157.818158.65836.8010028.11
372023.08.24 14:20s/l90.10157.818157.818158.6583.7710031.88
382023.08.24 14:20s/l100.10157.818157.818158.658-13.3410018.54
392023.08.31 11:00buy110.10158.6910.0000.000
402023.08.31 11:00modify110.10158.691157.591160.091
412023.09.01 01:20s/l110.10157.591157.591160.091-68.709949.84
422023.09.14 18:00buy120.10156.8480.0000.000
432023.09.14 18:00modify120.10156.848155.748158.248
442023.09.15 06:20buy130.10157.3640.0000.000
452023.09.15 06:20modify130.10157.364156.988158.248
462023.09.15 06:20modify120.10156.848156.988158.248
472023.09.15 08:15buy140.10157.6250.0000.000
482023.09.15 08:15modify140.10157.625157.408158.248
492023.09.15 08:15modify130.10157.364157.408158.248
502023.09.15 08:15modify120.10156.848157.408158.248
512023.09.15 14:02buy150.10157.8280.0000.000
522023.09.15 14:02modify150.10157.828157.338158.248
532023.09.15 14:02modify140.10157.625157.338158.248
542023.09.15 14:02modify130.10157.364157.338158.248
552023.09.15 14:02modify120.10156.848157.338158.248
562023.09.19 12:20t/p120.10158.248157.338158.24889.6610039.50
572023.09.19 12:20t/p130.10158.248157.338158.24856.6710096.17
582023.09.19 12:20t/p140.10158.248157.338158.24840.2410136.41
592023.09.19 12:20t/p150.10158.248157.338158.24827.4710163.87
602023.10.10 11:00sell160.10157.7590.0000.000
612023.10.10 11:00modify160.10157.759158.859156.359
622023.10.13 16:35sell170.10157.2670.0000.000
632023.10.13 16:35modify170.10157.267157.619156.359
642023.10.13 16:35modify160.10157.759157.619156.359
652023.10.15 21:30sell180.10156.9830.0000.000
662023.10.15 21:30modify180.10156.983157.199156.359
672023.10.15 21:30modify170.10157.267157.199156.359
682023.10.15 21:30modify160.10157.759157.199156.359
692023.10.15 21:50s/l160.10157.199157.199156.35928.3710192.24
702023.10.15 21:50s/l170.10157.199157.199156.3594.2810196.52
712023.10.15 21:50s/l180.10157.199157.199156.359-13.5910182.93
722023.10.31 11:00sell190.10160.6870.0000.000
732023.10.31 11:00modify190.10160.687161.787159.287
742023.10.31 14:37sell200.10160.1830.0000.000
752023.10.31 14:37modify200.10160.183160.547159.287
762023.10.31 14:37modify190.10160.687160.547159.287
772023.11.01 02:40sell210.10159.8910.0000.000
782023.11.01 02:40modify210.10159.891160.127159.287
792023.11.01 02:40modify200.10160.183160.127159.287
802023.11.01 02:40modify190.10160.687160.127159.287
812023.11.01 08:20sell220.10159.7070.0000.000
822023.11.01 08:20modify220.10159.707160.197159.287
832023.11.01 08:20modify210.10159.891160.197159.287
842023.11.01 08:20modify200.10160.183160.197159.287
852023.11.01 08:20modify190.10160.687160.197159.287
862023.11.01 13:45t/p190.10159.287160.197159.28786.7210269.65
872023.11.01 13:45t/p200.10159.287160.197159.28755.0110324.66
882023.11.01 13:45t/p210.10159.287160.197159.28738.0010362.66
892023.11.01 13:45t/p220.10159.287160.197159.28726.4310389.09
902023.11.14 19:00sell230.10163.6270.0000.000
912023.11.14 19:00modify230.10163.627164.727162.227
922023.11.17 08:26sell240.10162.8430.0000.000
932023.11.17 08:26modify240.10162.843163.067162.227
942023.11.17 08:26modify230.10163.627163.067162.227
952023.11.17 10:20t/p230.10162.227163.067162.22781.2110470.29
962023.11.17 10:20t/p240.10162.227163.067162.22738.7610509.05
972023.12.01 19:00buy250.10159.8340.0000.000
982023.12.01 19:00modify250.10159.834158.734161.234
992023.12.04 15:20s/l250.10158.734158.734161.234-68.7010440.35
1002023.12.07 12:00buy260.10156.2270.0000.000
1012023.12.07 12:00modify260.10156.227155.127157.627
1022023.12.07 17:40s/l260.10155.127155.127157.627-69.2110371.14
1032023.12.07 19:00buy270.10155.0850.0000.000
1042023.12.07 19:00modify270.10155.085153.985156.485
1052023.12.07 21:45buy280.10155.5900.0000.000
1062023.12.07 21:45modify280.10155.590155.225156.485
1072023.12.07 21:45modify270.10155.085155.225156.485
1082023.12.07 23:20s/l270.10155.225155.225156.4858.8110379.95
1092023.12.07 23:20s/l280.10155.225155.225156.485-22.9710356.98
1102023.12.11 09:00sell290.10157.4190.0000.000
1112023.12.11 09:00modify290.10157.419158.519156.019
1122023.12.12 02:22sell300.10156.9210.0000.000
1132023.12.12 02:22modify300.10156.921157.279156.019
1142023.12.12 02:22modify290.10157.419157.279156.019
1152023.12.12 05:10sell310.10156.6390.0000.000
1162023.12.12 05:10modify310.10156.639156.859156.019
1172023.12.12 05:10modify300.10156.921156.859156.019
1182023.12.12 05:10modify290.10157.419156.859156.019
1192023.12.12 08:10s/l290.10156.859156.859156.01933.8710390.85
1202023.12.12 08:10s/l300.10156.859156.859156.0193.9110394.76
1212023.12.12 08:10s/l310.10156.859156.859156.019-13.8410380.92
1222023.12.18 16:00sell320.10156.1900.0000.000
1232023.12.18 16:00modify320.10156.190157.290154.790
1242023.12.19 00:32sell330.10155.4110.0000.000
1252023.12.19 00:32modify330.10155.411155.630154.790
1262023.12.19 00:32modify320.10156.190155.630154.790
1272023.12.19 00:45s/l320.10155.630155.630154.79033.8610414.78
1282023.12.19 00:45s/l330.10155.630155.630154.790-13.7810401.00
1292023.12.19 12:00sell340.10158.3550.0000.000
1302023.12.19 12:00modify340.10158.355159.455156.955
1312023.12.19 17:57sell350.10157.8380.0000.000
1322023.12.19 17:57modify350.10157.838158.215156.955
1332023.12.19 17:57modify340.10158.355158.215156.955
1342023.12.20 03:50sell360.10157.5680.0000.000
1352023.12.20 03:50modify360.10157.568157.795156.955
1362023.12.20 03:50modify350.10157.838157.795156.955
1372023.12.20 03:50modify340.10158.355157.795156.955
1382023.12.20 07:52sell370.10157.3510.0000.000
1392023.12.20 07:52modify370.10157.351157.865156.955
1402023.12.20 07:52modify360.10157.568157.865156.955
1412023.12.20 07:52modify350.10157.838157.865156.955
1422023.12.20 07:52modify340.10158.355157.865156.955
1432023.12.20 11:15t/p340.10156.955157.865156.95586.7110487.70
1442023.12.20 11:15t/p350.10156.955157.865156.95554.1810541.88
1452023.12.20 11:15t/p360.10156.955157.865156.95538.5610580.44
1462023.12.20 11:15t/p370.10156.955157.865156.95524.9110605.35
1472024.01.04 17:00sell380.10158.4180.0000.000
1482024.01.04 17:00modify380.10158.418159.518157.018
1492024.01.08 04:12sell390.10157.9250.0000.000
1502024.01.08 04:12modify390.10157.925158.278157.018
1512024.01.08 04:12modify380.10158.418158.278157.018
1522024.01.08 12:10s/l380.10158.278158.278157.0186.0610611.41
1532024.01.08 12:10s/l390.10158.278158.278157.018-22.2110589.20
1542024.01.10 17:00sell400.10159.6600.0000.000
1552024.01.10 17:00modify400.10159.660160.760158.260
1562024.01.11 23:37sell410.10159.1640.0000.000
1572024.01.11 23:37modify410.10159.164159.520158.260
1582024.01.11 23:37modify400.10159.660159.520158.260
1592024.01.12 00:20s/l400.10159.520159.520158.2603.3110592.51
1602024.01.12 00:20s/l410.10159.520159.520158.260-23.7710568.74
1612024.03.07 09:00buy420.10161.2410.0000.000
1622024.03.07 09:00modify420.10161.241160.141162.641
1632024.03.07 14:50buy430.10161.7540.0000.000
1642024.03.07 14:50modify430.10161.754161.381162.641
1652024.03.07 14:50modify420.10161.241161.381162.641
1662024.03.07 16:55buy440.10162.0250.0000.000
1672024.03.07 16:55modify440.10162.025161.801162.641
1682024.03.07 16:55modify430.10161.754161.801162.641
1692024.03.07 16:55modify420.10161.241161.801162.641
1702024.03.08 00:15s/l420.10161.801161.801162.64135.7610604.50
1712024.03.08 00:15s/l430.10161.801161.801162.6413.4810607.98
1722024.03.08 00:15s/l440.10161.801161.801162.641-13.5810594.40
1732024.03.22 08:00buy450.10163.9330.0000.000
1742024.03.22 08:00modify450.10163.933162.833165.333
1752024.03.26 12:50buy460.10164.4360.0000.000
1762024.03.26 12:50modify460.10164.436164.073165.333
1772024.03.26 12:50modify450.10163.933164.073165.333
1782024.03.26 14:37s/l450.10164.073164.073165.3339.8510604.24
1792024.03.26 14:37s/l460.10164.073164.073165.333-22.8410581.40
1802024.04.03 16:00sell470.10164.2140.0000.000
1812024.04.03 16:00modify470.10164.214165.314162.814
1822024.04.05 00:32sell480.10163.7230.0000.000
1832024.04.05 00:32modify480.10163.723164.074162.814
1842024.04.05 00:32modify470.10164.214164.074162.814
1852024.04.05 07:50s/l470.10164.074164.074162.8143.3110584.72
1862024.04.05 07:50s/l480.10164.074164.074162.814-22.0910562.63
1872024.04.12 14:00buy490.10162.7770.0000.000
1882024.04.12 14:00modify490.10162.777161.677164.177
1892024.04.14 22:50buy500.10163.2730.0000.000
1902024.04.14 22:50modify500.10163.273162.917164.177
1912024.04.14 22:50modify490.10162.777162.917164.177
1922024.04.15 01:15buy510.10163.5570.0000.000
1932024.04.15 01:15modify510.10163.557163.337164.177
1942024.04.15 01:15modify500.10163.273163.337164.177
1952024.04.15 01:15modify490.10162.777163.337164.177
1962024.04.15 02:50buy520.10163.7670.0000.000
1972024.04.15 02:50modify520.10163.767163.267164.177
1982024.04.15 02:50modify510.10163.557163.267164.177
1992024.04.15 02:50modify500.10163.273163.267164.177
2002024.04.15 02:50modify490.10162.777163.267164.177
2012024.04.15 12:50t/p490.10164.177163.267164.17788.6210651.25
2022024.04.15 12:50t/p500.10164.177163.267164.17757.4110708.66
2032024.04.15 12:50t/p510.10164.177163.267164.17739.0210747.68
2042024.04.15 12:50t/p520.10164.177163.267164.17725.8010773.48
2052024.04.16 13:00sell530.10164.5240.0000.000
2062024.04.16 13:00modify530.10164.524165.624163.124
2072024.04.19 01:32sell540.10164.0190.0000.000
2082024.04.19 01:32modify540.10164.019164.384163.124
2092024.04.19 01:32modify530.10164.524164.384163.124
2102024.04.19 02:10sell550.10163.5210.0000.000
2112024.04.19 02:10modify550.10163.521164.034163.124
2122024.04.19 02:10modify540.10164.019164.034163.124
2132024.04.19 02:10modify530.10164.524164.034163.124
2142024.04.19 02:20t/p530.10163.124164.034163.12481.2110854.69
2152024.04.19 02:20t/p540.10163.124164.034163.12456.3110911.00
2162024.04.19 02:20t/p550.10163.124164.034163.12424.9710935.97