Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=5; 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 test7218Ticks modelled157290Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit1877.72Gross profit2721.84Gross loss-844.12
Profit factor3.22Expected payoff28.89
Absolute drawdown35.08Maximal drawdown385.78 (3.53%)Relative drawdown3.53% (385.78)
Total trades65Short positions (won %)24 (83.33%)Long positions (won %)41 (63.41%)
Profit trades (% of total)46 (70.77%)Loss trades (% of total)19 (29.23%)
Largestprofit trade109.22loss trade-101.46
Averageprofit trade59.17loss trade-44.43
Maximumconsecutive wins (profit in money)9 (587.96)consecutive losses (loss in money)5 (-268.44)
Maximalconsecutive profit (count of wins)587.96 (9)consecutive loss (count of losses)-268.44 (5)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.11 04:00buy10.10157.0740.0000.000
22023.09.11 04:00modify10.10157.074155.774158.574
32023.09.12 15:52buy20.10157.8260.0000.000
42023.09.12 15:52modify20.10157.826157.149158.574
52023.09.12 15:52modify10.10157.074157.149158.574
62023.09.12 17:20buy30.10157.9950.0000.000
72023.09.12 17:20modify30.10157.995157.449158.574
82023.09.12 17:20modify20.10157.826157.449158.574
92023.09.12 17:20modify10.10157.074157.449158.574
102023.09.13 01:15t/p10.10158.574157.449158.574107.7610107.76
112023.09.13 01:15t/p20.10158.574157.449158.57453.7310161.49
122023.09.13 01:15t/p30.10158.574157.449158.57441.7610203.26
132023.12.08 01:00buy40.10154.6370.0000.000
142023.12.08 01:00modify40.10154.637153.337156.137
152023.12.08 06:20buy50.10155.4040.0000.000
162023.12.08 06:20modify50.10155.404154.712156.137
172023.12.08 06:20modify40.10154.637154.712156.137
182023.12.08 06:50buy60.10155.5380.0000.000
192023.12.08 06:50modify60.10155.538155.012156.137
202023.12.08 06:50modify50.10155.404155.012156.137
212023.12.08 06:50modify40.10154.637155.012156.137
222023.12.08 07:25buy70.10155.6200.0000.000
232023.12.08 07:25modify70.10155.620155.162156.137
242023.12.08 07:25modify60.10155.538155.162156.137
252023.12.08 07:25modify50.10155.404155.162156.137
262023.12.08 07:25modify40.10154.637155.162156.137
272023.12.08 07:46s/l40.10155.162155.162156.13737.2110240.47
282023.12.08 07:46s/l50.10155.162155.162156.137-17.1510223.32
292023.12.08 07:46s/l60.10155.162155.162156.137-26.6510196.67
302023.12.08 07:46s/l70.10155.162155.162156.137-32.4610164.21
312023.12.11 01:00sell80.10156.5670.0000.000
322023.12.11 01:00modify80.10156.567157.867155.067
332023.12.13 20:05sell90.10155.8090.0000.000
342023.12.13 20:05modify90.10155.809156.492155.067
352023.12.13 20:05modify80.10156.567156.492155.067
362023.12.13 20:15sell100.10155.5710.0000.000
372023.12.13 20:15modify100.10155.571156.042155.067
382023.12.13 20:15modify90.10155.809156.042155.067
392023.12.13 20:15modify80.10156.567156.042155.067
402023.12.13 20:35sell110.10155.6670.0000.000
412023.12.13 20:35modify110.10155.667156.192155.067
422023.12.13 20:37modify110.10155.667156.042155.067
432023.12.13 22:20t/p80.10155.067156.042155.067103.2010267.41
442023.12.13 22:20t/p90.10155.067156.042155.06752.5910320.00
452023.12.13 22:20t/p100.10155.067156.042155.06735.7210355.72
462023.12.13 22:20t/p110.10155.067156.042155.06742.5210398.24
472023.12.15 00:00sell120.10156.4120.0000.000
482023.12.15 00:00modify120.10156.412157.712154.912
492023.12.15 05:20sell130.10155.6600.0000.000
502023.12.15 05:20modify130.10155.660156.337154.912
512023.12.15 05:20modify120.10156.412156.337154.912
522023.12.15 08:20sell140.10155.5090.0000.000
532023.12.15 08:20modify140.10155.509156.037154.912
542023.12.15 08:20modify130.10155.660156.037154.912
552023.12.15 08:20modify120.10156.412156.037154.912
562023.12.15 11:47sell150.10155.4280.0000.000
572023.12.15 11:47modify150.10155.428155.887154.912
582023.12.15 11:47modify140.10155.509155.887154.912
592023.12.15 11:47modify130.10155.660155.887154.912
602023.12.15 11:47modify120.10156.412155.887154.912
612023.12.15 13:37t/p120.10154.912155.887154.912106.3010504.54
622023.12.15 13:37t/p130.10154.912155.887154.91253.0110557.55
632023.12.15 13:37t/p140.10154.912155.887154.91242.3110599.86
642023.12.15 13:37t/p150.10154.912155.887154.91236.5710636.43
652023.12.19 03:00sell160.10156.8990.0000.000
662023.12.19 03:00modify160.10156.899158.199155.399
672023.12.19 08:45s/l160.10158.199158.199155.399-92.1310544.30
682023.12.21 03:00buy170.10156.4960.0000.000
692023.12.21 03:00modify170.10156.496155.196157.996
702023.12.26 15:50buy180.10157.2560.0000.000
712023.12.26 15:50modify180.10157.256156.571157.996
722023.12.26 15:50modify170.10156.496156.571157.996
732023.12.27 00:05buy190.10157.4090.0000.000
742023.12.27 00:05modify190.10157.409156.871157.996
752023.12.27 00:05modify180.10157.256156.871157.996
762023.12.27 00:05modify170.10156.496156.871157.996
772023.12.27 01:32buy200.10157.4820.0000.000
782023.12.27 01:32modify200.10157.482157.021157.996
792023.12.27 01:32modify190.10157.409157.021157.996
802023.12.27 01:32modify180.10157.256157.021157.996
812023.12.27 01:32modify170.10156.496157.021157.996
822023.12.27 14:40t/p170.10157.996157.021157.996109.2210653.52
832023.12.27 14:40t/p180.10157.996157.021157.99653.1710706.69
842023.12.27 14:40t/p190.10157.996157.021157.99641.6110748.30
852023.12.27 14:40t/p200.10157.996157.021157.99636.4310784.73
862024.02.29 03:00buy210.10162.3440.0000.000
872024.02.29 03:00modify210.10162.344161.044163.844
882024.03.04 06:40buy220.10163.1060.0000.000
892024.03.04 06:40modify220.10163.106162.419163.844
902024.03.04 06:40modify210.10162.344162.419163.844
912024.03.04 10:40buy230.10163.2450.0000.000
922024.03.04 10:40modify230.10163.245162.719163.844
932024.03.04 10:40modify220.10163.106162.719163.844
942024.03.04 10:40modify210.10162.344162.719163.844
952024.03.04 10:50buy240.10163.3430.0000.000
962024.03.04 10:50modify240.10163.343162.869163.844
972024.03.04 10:50modify230.10163.245162.869163.844
982024.03.04 10:50modify220.10163.106162.869163.844
992024.03.04 10:50modify210.10162.344162.869163.844
1002024.03.05 13:45s/l210.10162.869162.869163.84439.3810824.12
1012024.03.05 13:45s/l220.10162.869162.869163.844-16.0710808.05
1022024.03.05 13:45s/l230.10162.869162.869163.844-25.9210782.14
1032024.03.05 13:45s/l240.10162.869162.869163.844-32.8710749.27
1042024.03.07 02:00buy250.10161.9870.0000.000
1052024.03.07 02:00modify250.10161.987160.687163.487
1062024.03.07 13:20s/l250.10160.687160.687163.487-92.1310657.14
1072024.03.12 03:00sell260.10161.2240.0000.000
1082024.03.12 03:00modify260.10161.224162.524159.724
1092024.03.18 00:50s/l260.10162.524162.524159.724-101.4610555.68
1102024.04.05 01:00buy270.10163.6360.0000.000
1112024.04.05 01:00modify270.10163.636162.336165.136
1122024.04.07 22:02buy280.10164.3910.0000.000
1132024.04.07 22:02modify280.10164.391163.711165.136
1142024.04.07 22:02modify270.10163.636163.711165.136
1152024.04.08 02:50buy290.10164.5640.0000.000
1162024.04.08 02:50modify290.10164.564164.011165.136
1172024.04.08 02:50modify280.10164.391164.011165.136
1182024.04.08 02:50modify270.10163.636164.011165.136
1192024.04.08 13:15buy300.10164.6190.0000.000
1202024.04.08 13:15modify300.10164.619164.161165.136
1212024.04.08 13:15modify290.10164.564164.161165.136
1222024.04.08 13:15modify280.10164.391164.161165.136
1232024.04.08 13:15modify270.10163.636164.161165.136
1242024.04.09 12:50t/p270.10165.136164.161165.136107.7610663.44
1252024.04.09 12:50t/p280.10165.136164.161165.13654.2510717.69
1262024.04.09 12:50t/p290.10165.136164.161165.13641.2610758.95
1272024.04.09 12:50t/p300.10165.136164.161165.13637.3610796.32
1282024.04.19 02:00buy310.10163.8030.0000.000
1292024.04.19 02:00modify310.10163.803162.503165.303
1302024.04.19 07:40buy320.10164.5690.0000.000
1312024.04.19 07:40modify320.10164.569163.878165.303
1322024.04.19 07:40modify310.10163.803163.878165.303
1332024.04.19 09:45buy330.10164.7300.0000.000
1342024.04.19 09:45modify330.10164.730164.178165.303
1352024.04.19 09:45modify320.10164.569164.178165.303
1362024.04.19 09:45modify310.10163.803164.178165.303
1372024.04.19 12:15buy340.10164.7910.0000.000
1382024.04.19 12:15modify340.10164.791164.328165.303
1392024.04.19 12:15modify330.10164.730164.328165.303
1402024.04.19 12:15modify320.10164.569164.328165.303
1412024.04.19 12:15modify310.10163.803164.328165.303
1422024.04.23 07:33t/p310.10165.303164.328165.303107.7610904.08
1432024.04.23 07:33t/p320.10165.303164.328165.30353.4710957.55
1442024.04.23 07:33t/p330.10165.303164.328165.30342.0610999.61
1452024.04.23 07:33t/p340.10165.303164.328165.30337.7311037.34
1462024.04.29 02:00sell350.10170.5150.0000.000
1472024.04.29 02:00modify350.10170.515171.815169.015
1482024.04.29 04:20t/p350.10169.015171.815169.015106.3011143.64
1492024.05.06 00:00sell360.10165.3040.0000.000
1502024.05.06 00:00modify360.10165.304166.604163.804
1512024.05.08 01:45s/l360.10166.604166.604163.804-95.2411048.40
1522024.05.16 01:00buy370.10167.4220.0000.000
1532024.05.16 01:00modify370.10167.422166.122168.922
1542024.05.16 08:40buy380.10168.1940.0000.000
1552024.05.16 08:40modify380.10168.194167.497168.922
1562024.05.16 08:40modify370.10167.422167.497168.922
1572024.05.16 11:20buy390.10168.3480.0000.000
1582024.05.16 11:20modify390.10168.348167.797168.922
1592024.05.16 11:20modify380.10168.194167.797168.922
1602024.05.16 11:20modify370.10167.422167.797168.922
1612024.05.16 12:02buy400.10168.4070.0000.000
1622024.05.16 12:02modify400.10168.407167.947168.922
1632024.05.16 12:02modify390.10168.348167.947168.922
1642024.05.16 12:02modify380.10168.194167.947168.922
1652024.05.16 12:02modify370.10167.422167.947168.922
1662024.05.17 00:32t/p370.10168.922167.947168.922107.0311155.43
1672024.05.17 00:32t/p380.10168.922167.947168.92252.3211207.76
1682024.05.17 00:32t/p390.10168.922167.947168.92241.4011249.16
1692024.05.17 00:32t/p400.10168.922167.947168.92237.2211286.39
1702024.06.14 04:00sell410.10169.4980.0000.000
1712024.06.14 04:00modify410.10169.498170.798167.998
1722024.06.14 08:25sell420.10168.5010.0000.000
1732024.06.14 08:25modify420.10168.501168.973167.998
1742024.06.14 08:25modify410.10169.498168.973167.998
1752024.06.14 09:40t/p410.10167.998168.973167.998106.3011392.69
1762024.06.14 09:40t/p420.10167.998168.973167.99835.6411428.33
1772024.07.24 04:00buy430.10168.1840.0000.000
1782024.07.24 04:00modify430.10168.184166.884169.684
1792024.07.24 13:40s/l430.10166.884166.884169.684-92.1311336.20
1802024.07.25 02:00buy440.10165.6940.0000.000
1812024.07.25 02:00modify440.10165.694164.394167.194
1822024.07.25 12:59buy450.10166.5940.0000.000
1832024.07.25 12:59modify450.10166.594166.069167.194
1842024.07.25 12:59modify440.10165.694166.069167.194
1852024.07.25 13:20t/p440.10167.194166.069167.194106.3111442.51
1862024.07.25 13:20t/p450.10167.194166.069167.19442.5311485.04
1872024.07.31 04:00sell460.10166.1770.0000.000
1882024.07.31 04:00modify460.10166.177167.477164.677
1892024.07.31 05:37sell470.10165.4140.0000.000
1902024.07.31 05:37modify470.10165.414166.102164.677
1912024.07.31 05:37modify460.10166.177166.102164.677
1922024.07.31 06:20sell480.10165.1770.0000.000
1932024.07.31 06:20modify480.10165.177165.652164.677
1942024.07.31 06:20modify470.10165.414165.652164.677
1952024.07.31 06:20modify460.10166.177165.652164.677
1962024.07.31 06:30sell490.10165.2710.0000.000
1972024.07.31 06:30modify490.10165.271165.802164.677
1982024.07.31 06:32modify490.10165.271165.652164.677
1992024.07.31 07:15t/p460.10164.677165.652164.677106.3011591.34
2002024.07.31 07:15t/p470.10164.677165.652164.67752.2311643.57
2012024.07.31 07:15t/p480.10164.677165.652164.67735.4311679.00
2022024.07.31 07:15t/p490.10164.677165.652164.67742.0911721.09
2032024.08.01 01:00buy500.10161.8290.0000.000
2042024.08.01 01:00modify500.10161.829160.529163.329
2052024.08.01 12:10buy510.10162.5910.0000.000
2062024.08.01 12:10modify510.10162.591161.904163.329
2072024.08.01 12:10modify500.10161.829161.904163.329
2082024.08.01 12:20buy520.10162.7390.0000.000
2092024.08.01 12:20modify520.10162.739162.204163.329
2102024.08.01 12:20modify510.10162.591162.204163.329
2112024.08.01 12:20modify500.10161.829162.204163.329
2122024.08.01 12:32s/l500.10162.204162.204163.32926.5711747.66
2132024.08.01 12:32s/l510.10162.204162.204163.329-27.4311720.23
2142024.08.01 12:32s/l520.10162.204162.204163.329-37.9211682.31
2152024.08.06 03:00sell530.10159.1320.0000.000
2162024.08.06 03:00modify530.10159.132160.432157.632
2172024.08.06 08:15sell540.10158.2270.0000.000
2182024.08.06 08:15modify540.10158.227158.757157.632
2192024.08.06 08:15modify530.10159.132158.757157.632
2202024.08.06 08:45sell550.10158.3810.0000.000
2212024.08.06 08:45modify550.10158.381159.057157.632
2222024.08.06 08:47modify550.10158.381158.757157.632
2232024.08.06 09:03sell560.10158.1310.0000.000
2242024.08.06 09:03modify560.10158.131158.607157.632
2252024.08.06 09:03modify540.10158.227158.607157.632
2262024.08.06 09:03modify550.10158.381158.607157.632
2272024.08.06 09:03modify530.10159.132158.607157.632
2282024.08.06 10:02t/p530.10157.632158.607157.632106.3011788.61
2292024.08.06 10:02t/p540.10157.632158.607157.63242.1611830.77
2302024.08.06 10:02t/p550.10157.632158.607157.63253.0811883.85
2312024.08.06 10:02t/p560.10157.632158.607157.63235.3611919.21
2322024.08.07 02:00sell570.10160.2050.0000.000
2332024.08.07 02:00modify570.10160.205161.505158.705
2342024.08.07 23:32sell580.10159.2260.0000.000
2352024.08.07 23:32modify580.10159.226159.680158.705
2362024.08.07 23:32modify570.10160.205159.680158.705
2372024.08.07 23:45s/l570.10159.680159.680158.70537.2111956.42
2382024.08.07 23:45s/l580.10159.680159.680158.705-32.1711924.25
2392024.08.08 00:00buy590.10159.8800.0000.000
2402024.08.08 00:00modify590.10159.880158.580161.380
2412024.08.08 15:12buy600.10160.6430.0000.000
2422024.08.08 15:12modify600.10160.643159.955161.380
2432024.08.08 15:12modify590.10159.880159.955161.380
2442024.08.08 17:40buy610.10160.7980.0000.000
2452024.08.08 17:40modify610.10160.798160.255161.380
2462024.08.08 17:40modify600.10160.643160.255161.380
2472024.08.08 17:40modify590.10159.880160.255161.380
2482024.08.08 17:45buy620.10160.8560.0000.000
2492024.08.08 17:45modify620.10160.856160.405161.380
2502024.08.08 17:45modify610.10160.798160.405161.380
2512024.08.08 17:45modify600.10160.643160.405161.380
2522024.08.08 17:45modify590.10159.880160.405161.380
2532024.08.09 04:50s/l590.10160.405160.405161.38037.9311962.18
2542024.08.09 04:50s/l600.10160.405160.405161.380-16.1511946.04
2552024.08.09 04:50s/l610.10160.405160.405161.380-27.1411918.90
2562024.08.09 04:50s/l620.10160.405160.405161.380-31.2511887.66
2572024.08.19 04:00buy630.10161.7060.0000.000
2582024.08.19 04:00modify630.10161.706160.406163.206
2592024.08.19 21:47buy640.10162.4650.0000.000
2602024.08.19 21:47modify640.10162.465161.781163.206
2612024.08.19 21:47modify630.10161.706161.781163.206
2622024.08.19 23:47buy650.10162.6930.0000.000
2632024.08.19 23:47modify650.10162.693162.231163.206
2642024.08.19 23:47modify640.10162.465162.231163.206
2652024.08.19 23:47modify630.10161.706162.231163.206
2662024.08.20 00:20s/l630.10162.231162.231163.20637.9311925.59
2672024.08.20 00:20s/l640.10162.231162.231163.206-15.8611909.74
2682024.08.20 00:20s/l650.10162.231162.231163.206-32.0211877.72