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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=80; 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=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 errors2
Initial deposit10000.00Spread30
Total net profit1130.04Gross profit1372.24Gross loss-242.20
Profit factor5.67Expected payoff28.98
Absolute drawdown17.45Maximal drawdown218.56 (1.93%)Relative drawdown1.93% (218.56)
Total trades39Short positions (won %)17 (70.59%)Long positions (won %)22 (77.27%)
Profit trades (% of total)29 (74.36%)Loss trades (% of total)10 (25.64%)
Largestprofit trade102.26loss trade-56.78
Averageprofit trade47.32loss trade-24.22
Maximumconsecutive wins (profit in money)8 (475.17)consecutive losses (loss in money)3 (-58.98)
Maximalconsecutive profit (count of wins)475.17 (8)consecutive loss (count of losses)-58.98 (3)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.14 18:00buy10.10156.8480.0000.000
22023.09.14 18:00modify10.10156.848156.048158.248
32023.09.15 06:20buy20.10157.3640.0000.000
42023.09.15 06:20modify20.10157.364156.988158.248
52023.09.15 06:20modify10.10156.848156.988158.248
62023.09.15 08:15buy30.10157.6250.0000.000
72023.09.15 08:15modify30.10157.625157.408158.248
82023.09.15 08:15modify20.10157.364157.408158.248
92023.09.15 08:15modify10.10156.848157.408158.248
102023.09.15 14:02buy40.10157.8280.0000.000
112023.09.15 14:02modify40.10157.828157.338158.248
122023.09.15 14:02modify30.10157.625157.338158.248
132023.09.15 14:02modify20.10157.364157.338158.248
142023.09.15 14:02modify10.10156.848157.338158.248
152023.09.19 12:20t/p10.10158.248157.338158.248101.5310101.53
162023.09.19 12:20t/p20.10158.248157.338158.24864.1910165.72
172023.09.19 12:20t/p30.10158.248157.338158.24845.6710211.39
182023.09.19 12:20t/p40.10158.248157.338158.24831.2610242.65
192023.10.31 11:00sell50.10160.6870.0000.000
202023.10.31 11:00modify50.10160.687161.487159.287
212023.10.31 14:37sell60.10160.1830.0000.000
222023.10.31 14:37modify60.10160.183160.547159.287
232023.10.31 14:37modify50.10160.687160.547159.287
242023.11.01 02:40sell70.10159.8910.0000.000
252023.11.01 02:40modify70.10159.891160.127159.287
262023.11.01 02:40modify60.10160.183160.127159.287
272023.11.01 02:40modify50.10160.687160.127159.287
282023.11.01 08:20sell80.10159.7070.0000.000
292023.11.01 08:20modify80.10159.707160.197159.287
302023.11.01 08:20modify70.10159.891160.197159.287
312023.11.01 08:20modify60.10160.183160.197159.287
322023.11.01 08:20modify50.10160.687160.197159.287
332023.11.01 13:45t/p50.10159.287160.197159.28797.8010340.46
342023.11.01 13:45t/p60.10159.287160.197159.28762.0310402.49
352023.11.01 13:45t/p70.10159.287160.197159.28742.8710445.36
362023.11.01 13:45t/p80.10159.287160.197159.28729.8110475.17
372023.12.07 12:00buy90.10156.2270.0000.000
382023.12.07 12:00modify90.10156.227155.427157.627
392023.12.07 15:45s/l90.10155.427155.427157.627-56.7810418.39
402023.12.11 09:00sell100.10157.4190.0000.000
412023.12.11 09:00modify100.10157.419158.219156.019
422023.12.12 02:22sell110.10156.9210.0000.000
432023.12.12 02:22modify110.10156.921157.279156.019
442023.12.12 02:22modify100.10157.419157.279156.019
452023.12.12 05:10sell120.10156.6390.0000.000
462023.12.12 05:10modify120.10156.639156.859156.019
472023.12.12 05:10modify110.10156.921156.859156.019
482023.12.12 05:10modify100.10157.419156.859156.019
492023.12.12 08:10s/l100.10156.859156.859156.01938.1810456.58
502023.12.12 08:10s/l110.10156.859156.859156.0194.4010460.98
512023.12.12 08:10s/l120.10156.859156.859156.019-15.6110445.37
522023.12.19 12:00sell130.10158.3550.0000.000
532023.12.19 12:00modify130.10158.355159.155156.955
542023.12.19 17:57sell140.10157.8380.0000.000
552023.12.19 17:57modify140.10157.838158.215156.955
562023.12.19 17:57modify130.10158.355158.215156.955
572023.12.20 03:50sell150.10157.5680.0000.000
582023.12.20 03:50modify150.10157.568157.795156.955
592023.12.20 03:50modify140.10157.838157.795156.955
602023.12.20 03:50modify130.10158.355157.795156.955
612023.12.20 07:52sell160.10157.3510.0000.000
622023.12.20 07:52modify160.10157.351157.865156.955
632023.12.20 07:52modify150.10157.568157.865156.955
642023.12.20 07:52modify140.10157.838157.865156.955
652023.12.20 07:52modify130.10158.355157.865156.955
662023.12.20 11:15t/p130.10156.955157.865156.95597.8010543.17
672023.12.20 11:15t/p140.10156.955157.865156.95561.1110604.29
682023.12.20 11:15t/p150.10156.955157.865156.95543.5110647.80
692023.12.20 11:15t/p160.10156.955157.865156.95528.1110675.91
702024.01.10 17:00sell170.10159.6600.0000.000
712024.01.10 17:00modify170.10159.660160.460158.260
722024.01.11 23:37sell180.10159.1640.0000.000
732024.01.11 23:37modify180.10159.164159.520158.260
742024.01.11 23:37modify170.10159.660159.520158.260
752024.01.12 00:20s/l170.10159.520159.520158.2603.7110679.61
762024.01.12 00:20s/l180.10159.520159.520158.260-26.8210652.80
772024.01.31 18:00buy190.10158.8220.0000.000
782024.01.31 18:00modify190.10158.822158.022160.222
792024.02.01 23:45buy200.10159.3160.0000.000
802024.02.01 23:45modify200.10159.316158.962160.222
812024.02.01 23:45modify190.10158.822158.962160.222
822024.02.02 07:50buy210.10159.6090.0000.000
832024.02.02 07:50modify210.10159.609159.382160.222
842024.02.02 07:50modify200.10159.316159.382160.222
852024.02.02 07:50modify190.10158.822159.382160.222
862024.02.02 10:02buy220.10159.8050.0000.000
872024.02.02 10:02modify220.10159.805159.312160.222
882024.02.02 10:02modify210.10159.609159.312160.222
892024.02.02 10:02modify200.10159.316159.312160.222
902024.02.02 10:02modify190.10158.822159.312160.222
912024.02.02 16:07t/p190.10160.222159.312160.222102.2610755.06
922024.02.02 16:07t/p200.10160.222159.312160.22265.0210820.08
932024.02.02 16:07t/p210.10160.222159.312160.22243.5110863.59
942024.02.02 16:07t/p220.10160.222159.312160.22229.6010893.19
952024.03.08 12:00buy230.10160.8720.0000.000
962024.03.08 12:00modify230.10160.872160.072162.272
972024.03.12 12:20buy240.10161.3860.0000.000
982024.03.12 12:20modify240.10161.386161.012162.272
992024.03.12 12:20modify230.10160.872161.012162.272
1002024.03.12 12:32s/l230.10161.012161.012162.27211.3910904.58
1012024.03.12 12:32s/l240.10161.012161.012162.272-26.5410878.04
1022024.04.12 14:00buy250.10162.7770.0000.000
1032024.04.12 14:00modify250.10162.777161.977164.177
1042024.04.14 22:50buy260.10163.2730.0000.000
1052024.04.14 22:50modify260.10163.273162.917164.177
1062024.04.14 22:50modify250.10162.777162.917164.177
1072024.04.15 01:15buy270.10163.5570.0000.000
1082024.04.15 01:15modify270.10163.557163.337164.177
1092024.04.15 01:15modify260.10163.273163.337164.177
1102024.04.15 01:15modify250.10162.777163.337164.177
1112024.04.15 02:50buy280.10163.7670.0000.000
1122024.04.15 02:50modify280.10163.767163.267164.177
1132024.04.15 02:50modify270.10163.557163.267164.177
1142024.04.15 02:50modify260.10163.273163.267164.177
1152024.04.15 02:50modify250.10162.777163.267164.177
1162024.04.15 12:50t/p250.10164.177163.267164.177100.0910978.14
1172024.04.15 12:50t/p260.10164.177163.267164.17764.8811043.02
1182024.04.15 12:50t/p270.10164.177163.267164.17744.0111087.03
1192024.04.15 12:50t/p280.10164.177163.267164.17729.1011116.13
1202024.06.14 11:00buy290.10167.9370.0000.000
1212024.06.14 11:00modify290.10167.937167.137169.337
1222024.06.14 17:07buy300.10168.4290.0000.000
1232024.06.14 17:07modify300.10168.429168.077169.337
1242024.06.14 17:07modify290.10167.937168.077169.337
1252024.06.16 22:50buy310.10168.7170.0000.000
1262024.06.16 22:50modify310.10168.717168.497169.337
1272024.06.16 22:50modify300.10168.429168.497169.337
1282024.06.16 22:50modify290.10167.937168.497169.337
1292024.06.17 00:15s/l290.10168.497168.497169.33740.4711156.61
1302024.06.17 00:15s/l300.10168.497168.497169.3375.5511162.16
1312024.06.17 00:15s/l310.10168.497168.497169.337-14.8911147.28
1322024.07.12 16:00buy320.10172.1640.0000.000
1332024.07.12 16:00modify320.10172.164171.364173.564
1342024.07.16 05:16buy330.10172.9500.0000.000
1352024.07.16 05:16modify330.10172.950172.724173.564
1362024.07.16 05:16modify320.10172.164172.724173.564
1372024.07.16 06:15s/l320.10172.724172.724173.56441.1911188.47
1382024.07.16 06:15s/l330.10172.724172.724173.564-16.0411172.43
1392024.07.24 16:00buy340.10166.4910.0000.000
1402024.07.24 16:00modify340.10166.491165.691167.891
1412024.07.24 19:02buy350.10167.0050.0000.000
1422024.07.24 19:02modify350.10167.005166.631167.891
1432024.07.24 19:02modify340.10166.491166.631167.891
1442024.07.24 21:00s/l340.10166.631166.631167.8919.9311182.36
1452024.07.24 21:00s/l350.10166.631166.631167.891-26.5511155.81
1462024.08.15 16:00sell360.10163.5850.0000.000
1472024.08.15 16:00modify360.10163.585164.385162.185
1482024.08.16 11:02sell370.10163.0690.0000.000
1492024.08.16 11:02modify370.10163.069163.445162.185
1502024.08.16 11:02modify360.10163.585163.445162.185
1512024.08.16 11:25sell380.10162.7930.0000.000
1522024.08.16 11:25modify380.10162.793163.025162.185
1532024.08.16 11:25modify370.10163.069163.025162.185
1542024.08.16 11:25modify360.10163.585163.025162.185
1552024.08.16 12:25sell390.10162.5920.0000.000
1562024.08.16 12:25modify390.10162.592163.095162.185
1572024.08.16 12:25modify380.10162.793163.095162.185
1582024.08.16 12:25modify370.10163.069163.095162.185
1592024.08.16 12:25modify360.10163.585163.095162.185
1602024.08.18 22:30s/l360.10163.095163.095162.18533.2111189.02
1612024.08.18 22:30s/l370.10163.095163.095162.185-1.8511187.17
1622024.08.18 22:30s/l380.10163.095163.095162.185-21.4311165.74
1632024.08.18 22:30s/l390.10163.095163.095162.185-35.7011130.04