Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPJPY (British Pound 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=1; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=110; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 test7200Ticks modelled157077Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread40
Total net profit1046.92Gross profit1258.53Gross loss-211.61
Profit factor5.95Expected payoff25.53
Absolute drawdown48.80Maximal drawdown144.82 (1.43%)Relative drawdown1.43% (144.82)
Total trades41Short positions (won %)14 (78.57%)Long positions (won %)27 (70.37%)
Profit trades (% of total)30 (73.17%)Loss trades (% of total)11 (26.83%)
Largestprofit trade77.10loss trade-69.15
Averageprofit trade41.95loss trade-19.24
Maximumconsecutive wins (profit in money)17 (790.46)consecutive losses (loss in money)3 (-31.94)
Maximalconsecutive profit (count of wins)790.46 (17)consecutive loss (count of losses)-69.15 (1)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.21 08:00sell10.10181.9320.0000.000
22023.07.21 08:00modify10.10181.932183.032180.732
32023.07.24 09:55sell20.10181.2000.0000.000
42023.07.24 09:55modify20.10181.200181.452180.732
52023.07.24 09:55modify10.10181.932181.452180.732
62023.07.24 17:20s/l10.10181.452181.452180.73227.7610027.76
72023.07.24 17:20s/l20.10181.452181.452180.732-15.8410011.92
82023.08.23 09:00buy30.10184.3290.0000.000
92023.08.23 09:00modify30.10184.329183.229185.529
102023.08.29 03:20buy40.10184.9400.0000.000
112023.08.29 03:20modify40.10184.940184.569185.529
122023.08.29 03:20buy50.10184.9400.0000.000
132023.08.29 03:20modify50.10184.940184.689185.529
142023.08.29 03:20modify30.10184.329184.689185.529
152023.08.29 03:22modify40.10184.940184.689185.529
162023.08.29 06:50s/l30.10184.689184.689185.52927.6110039.53
172023.08.29 06:50s/l40.10184.689184.689185.529-15.7810023.75
182023.08.29 06:50s/l50.10184.689184.689185.529-15.7810007.97
192023.09.21 12:00buy60.10181.5520.0000.000
202023.09.21 12:00modify60.10181.552180.452182.752
212023.09.22 06:45buy70.10182.1640.0000.000
222023.09.22 06:45modify70.10182.164181.792182.752
232023.09.22 06:45buy80.10182.1640.0000.000
242023.09.22 06:45modify80.10182.164181.912182.752
252023.09.22 06:45modify60.10181.552181.912182.752
262023.09.22 06:47modify70.10182.164181.912182.752
272023.09.22 06:50buy90.10182.2760.0000.000
282023.09.22 06:50modify90.10182.276182.032182.752
292023.09.22 06:50modify80.10182.164182.032182.752
302023.09.22 06:50modify70.10182.164182.032182.752
312023.09.22 06:50modify60.10181.552182.032182.752
322023.09.22 07:15s/l60.10182.032182.032182.75231.0110038.98
332023.09.22 07:15s/l70.10182.032182.032182.752-8.3010030.68
342023.09.22 07:15s/l80.10182.032182.032182.752-8.3010022.38
352023.09.22 07:15s/l90.10182.032182.032182.752-15.3410007.04
362023.10.31 10:00sell100.10183.6820.0000.000
372023.10.31 10:00modify100.10183.682184.782182.482
382023.11.01 13:45sell110.10183.0780.0000.000
392023.11.01 13:45modify110.10183.078183.442182.482
402023.11.01 13:45sell120.10183.0780.0000.000
412023.11.01 13:45modify120.10183.078183.322182.482
422023.11.01 13:45modify100.10183.682183.322182.482
432023.11.01 13:47modify110.10183.078183.322182.482
442023.11.01 14:15s/l100.10183.322183.322182.48220.2110027.25
452023.11.01 14:15s/l110.10183.322183.322182.482-15.3410011.91
462023.11.01 14:15s/l120.10183.322183.322182.482-15.349996.57
472023.11.14 15:00sell130.10187.8530.0000.000
482023.11.14 15:00modify130.10187.853188.953186.653
492023.11.16 14:59sell140.10187.2420.0000.000
502023.11.16 14:59modify140.10187.242187.613186.653
512023.11.16 14:59sell150.10187.2420.0000.000
522023.11.16 14:59modify150.10187.242187.493186.653
532023.11.16 14:59modify130.10187.853187.493186.653
542023.11.16 15:00modify140.10187.242187.493186.653
552023.11.16 15:45sell160.10187.1280.0000.000
562023.11.16 15:45modify160.10187.128187.373186.653
572023.11.16 15:45modify150.10187.242187.373186.653
582023.11.16 15:45modify140.10187.242187.373186.653
592023.11.16 15:45modify130.10187.853187.373186.653
602023.11.17 07:16t/p130.10186.653187.373186.65363.3610059.92
612023.11.17 07:16t/p140.10186.653187.373186.65334.6110094.53
622023.11.17 07:16t/p150.10186.653187.373186.65334.6110129.14
632023.11.17 07:16t/p160.10186.653187.373186.65327.4410156.57
642023.11.17 09:00buy170.10185.4900.0000.000
652023.11.17 09:00modify170.10185.490184.390186.690
662023.11.17 16:20buy180.10186.0990.0000.000
672023.11.17 16:20modify180.10186.099185.730186.690
682023.11.17 16:20buy190.10186.0990.0000.000
692023.11.17 16:20modify190.10186.099185.850186.690
702023.11.17 16:20modify170.10185.490185.850186.690
712023.11.17 16:22modify180.10186.099185.850186.690
722023.11.17 16:50buy200.10186.2270.0000.000
732023.11.17 16:50modify200.10186.227185.970186.690
742023.11.17 16:50modify190.10186.099185.970186.690
752023.11.17 16:50modify180.10186.099185.970186.690
762023.11.17 16:50modify170.10185.490185.970186.690
772023.11.19 23:45t/p170.10186.690185.970186.69075.4410232.01
782023.11.19 23:45t/p180.10186.690185.970186.69037.1510269.16
792023.11.19 23:45t/p190.10186.690185.970186.69037.1510306.31
802023.11.19 23:45t/p200.10186.690185.970186.69029.1110335.42
812023.12.07 09:00buy210.10182.8010.0000.000
822023.12.07 09:00modify210.10182.801181.701184.001
832023.12.07 14:45s/l210.10181.701181.701184.001-69.1510266.27
842023.12.14 04:00buy220.10178.8440.0000.000
852023.12.14 04:00modify220.10178.844177.744180.044
862023.12.14 09:02buy230.10179.4620.0000.000
872023.12.14 09:02modify230.10179.462179.084180.044
882023.12.14 09:02buy240.10179.4620.0000.000
892023.12.14 09:02modify240.10179.462179.204180.044
902023.12.14 09:02modify220.10178.844179.204180.044
912023.12.14 09:05modify230.10179.462179.204180.044
922023.12.14 09:20s/l220.10179.204179.204180.04422.6310288.90
932023.12.14 09:20s/l230.10179.204179.204180.044-16.2210272.68
942023.12.14 09:20s/l240.10179.204179.204180.044-16.2210256.46
952023.12.19 09:00sell250.10183.3420.0000.000
962023.12.19 09:00modify250.10183.342184.442182.142
972023.12.20 03:55sell260.10182.7240.0000.000
982023.12.20 03:55modify260.10182.724183.102182.142
992023.12.20 03:55sell270.10182.7240.0000.000
1002023.12.20 03:55modify270.10182.724182.982182.142
1012023.12.20 03:55modify250.10183.342182.982182.142
1022023.12.20 03:57modify260.10182.724182.982182.142
1032023.12.20 04:27sell280.10182.6000.0000.000
1042023.12.20 04:27modify280.10182.600182.862182.142
1052023.12.20 04:27modify270.10182.724182.862182.142
1062023.12.20 04:27modify260.10182.724182.862182.142
1072023.12.20 04:27modify250.10183.342182.862182.142
1082023.12.20 07:15t/p250.10182.142182.862182.14273.0110329.47
1092023.12.20 07:15t/p260.10182.142182.862182.14236.5810366.05
1102023.12.20 07:15t/p270.10182.142182.862182.14236.5810402.63
1112023.12.20 07:15t/p280.10182.142182.862182.14228.7810431.41
1122024.04.12 14:00buy290.10190.4720.0000.000
1132024.04.12 14:00modify290.10190.472189.372191.672
1142024.04.14 23:50buy300.10191.0950.0000.000
1152024.04.14 23:50modify300.10191.095190.712191.672
1162024.04.14 23:50buy310.10191.0950.0000.000
1172024.04.14 23:50modify310.10191.095190.832191.672
1182024.04.14 23:50modify290.10190.472190.832191.672
1192024.04.14 23:52modify300.10191.095190.832191.672
1202024.04.15 01:10buy320.10191.2020.0000.000
1212024.04.15 01:10modify320.10191.202190.952191.672
1222024.04.15 01:10modify310.10191.095190.952191.672
1232024.04.15 01:10modify300.10191.095190.952191.672
1242024.04.15 01:10modify290.10190.472190.952191.672
1252024.04.15 05:15t/p290.10191.672190.952191.67276.2710507.68
1262024.04.15 05:15t/p300.10191.672190.952191.67237.1010544.78
1272024.04.15 05:15t/p310.10191.672190.952191.67237.1010581.88
1282024.04.15 05:15t/p320.10191.672190.952191.67229.5510611.43
1292024.04.19 02:00buy330.10191.3100.0000.000
1302024.04.19 02:00modify330.10191.310190.210192.510
1312024.04.19 06:45buy340.10191.9160.0000.000
1322024.04.19 06:45modify340.10191.916191.550192.510
1332024.04.19 06:45buy350.10191.9160.0000.000
1342024.04.19 06:45modify350.10191.916191.670192.510
1352024.04.19 06:45modify330.10191.310191.670192.510
1362024.04.19 06:47modify340.10191.916191.670192.510
1372024.04.19 06:50buy360.10192.0350.0000.000
1382024.04.19 06:50modify360.10192.035191.790192.510
1392024.04.19 06:50modify350.10191.916191.790192.510
1402024.04.19 06:50modify340.10191.916191.790192.510
1412024.04.19 06:50modify330.10191.310191.790192.510
1422024.04.19 12:32t/p330.10192.510191.790192.51075.4410686.87
1432024.04.19 12:32t/p340.10192.510191.790192.51037.3410724.21
1442024.04.19 12:32t/p350.10192.510191.790192.51037.3410761.55
1452024.04.19 12:32t/p360.10192.510191.790192.51029.8610791.41
1462024.04.29 02:00sell370.10199.3140.0000.000
1472024.04.29 02:00modify370.10199.314200.414198.114
1482024.04.29 04:15t/p370.10198.114200.414198.11475.4310866.84
1492024.05.02 15:00buy380.10192.3750.0000.000
1502024.05.02 15:00modify380.10192.375191.275193.575
1512024.05.06 02:20buy390.10192.9890.0000.000
1522024.05.06 02:20modify390.10192.989192.615193.575
1532024.05.06 02:20buy400.10192.9890.0000.000
1542024.05.06 02:20modify400.10192.989192.735193.575
1552024.05.06 02:20modify380.10192.375192.735193.575
1562024.05.06 02:22modify390.10192.989192.735193.575
1572024.05.06 03:15buy410.10193.1090.0000.000
1582024.05.06 03:15modify410.10193.109192.855193.575
1592024.05.06 03:15modify400.10192.989192.855193.575
1602024.05.06 03:15modify390.10192.989192.855193.575
1612024.05.06 03:15modify380.10192.375192.855193.575
1622024.05.06 14:45t/p380.10193.575192.855193.57577.1010943.94
1632024.05.06 14:45t/p390.10193.575192.855193.57536.8410980.78
1642024.05.06 14:45t/p400.10193.575192.855193.57536.8411017.62
1652024.05.06 14:45t/p410.10193.575192.855193.57529.3011046.92