Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01)
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=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; 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 test7239Ticks modelled158103Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread30
Total net profit2345.84Gross profit5386.07Gross loss-3040.22
Profit factor1.77Expected payoff10.47
Absolute drawdown4.06Maximal drawdown511.63 (18.11%)Relative drawdown18.11% (511.63)
Total trades224Short positions (won %)117 (53.85%)Long positions (won %)107 (53.27%)
Profit trades (% of total)120 (53.57%)Loss trades (% of total)104 (46.43%)
Largestprofit trade93.61loss trade-48.66
Averageprofit trade44.88loss trade-29.23
Maximumconsecutive wins (profit in money)9 (407.60)consecutive losses (loss in money)7 (-225.71)
Maximalconsecutive profit (count of wins)407.60 (9)consecutive loss (count of losses)-225.71 (7)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.01 16:00buy10.10159.1240.0000.000
22023.11.01 16:00modify10.10159.124158.524160.524
32023.11.02 10:20buy20.10159.8350.0000.000
42023.11.02 10:20modify20.10159.835159.194160.524
52023.11.02 10:20buy30.10159.8350.0000.000
62023.11.02 10:20modify30.10159.835159.544160.524
72023.11.02 10:20modify10.10159.124159.544160.524
82023.11.02 10:22modify20.10159.835159.544160.524
92023.11.03 14:45buy40.10160.2530.0000.000
102023.11.03 14:45modify40.10160.253159.614160.524
112023.11.03 14:45modify30.10159.835159.614160.524
122023.11.03 14:45modify20.10159.835159.614160.524
132023.11.03 14:45modify10.10159.124159.614160.524
142023.11.06 02:36t/p10.10160.524159.614160.52493.611093.61
152023.11.06 02:36t/p20.10160.524159.614160.52445.771139.38
162023.11.06 02:36t/p30.10160.524159.614160.52445.771185.14
172023.11.06 02:36t/p40.10160.524159.614160.52418.141203.29
182023.11.08 15:00sell50.10161.2540.0000.000
192023.11.08 15:00modify50.10161.254161.854159.854
202023.11.10 11:02s/l50.10161.854161.854159.854-44.381158.91
212023.11.14 14:00sell60.10162.9150.0000.000
222023.11.14 14:00modify60.10162.915163.515161.515
232023.11.14 16:05s/l60.10163.515163.515161.515-38.691120.22
242023.11.15 16:00sell70.10163.9580.0000.000
252023.11.15 16:00modify70.10163.958164.558162.558
262023.11.16 16:46sell80.10163.2520.0000.000
272023.11.16 16:46modify80.10163.252163.888162.558
282023.11.16 16:46sell90.10163.2520.0000.000
292023.11.16 16:46modify90.10163.252163.538162.558
302023.11.16 16:46modify70.10163.958163.538162.558
312023.11.16 16:50modify80.10163.252163.538162.558
322023.11.16 17:32s/l70.10163.538163.538162.55822.811143.03
332023.11.16 17:32s/l80.10163.538163.538162.558-18.441124.59
342023.11.16 17:32s/l90.10163.538163.538162.558-18.441106.15
352023.11.17 18:00sell100.10163.0250.0000.000
362023.11.17 18:00modify100.10163.025163.625161.625
372023.11.20 09:10sell110.10162.3090.0000.000
382023.11.20 09:10modify110.10162.309162.955161.625
392023.11.20 09:10sell120.10162.3090.0000.000
402023.11.20 09:10modify120.10162.309162.605161.625
412023.11.20 09:10modify100.10163.025162.605161.625
422023.11.20 09:12modify110.10162.309162.605161.625
432023.11.20 11:40sell130.10161.8960.0000.000
442023.11.20 11:40modify130.10161.896162.535161.625
452023.11.20 11:40modify120.10162.309162.535161.625
462023.11.20 11:40modify110.10162.309162.535161.625
472023.11.20 11:40modify100.10163.025162.535161.625
482023.11.21 03:50t/p100.10161.625162.535161.62587.431193.58
492023.11.21 03:50t/p110.10161.625162.535161.62542.691236.26
502023.11.21 03:50t/p120.10161.625162.535161.62542.691278.95
512023.11.21 03:50t/p130.10161.625162.535161.62516.061295.01
522023.11.22 14:00sell140.10162.6210.0000.000
532023.11.22 14:00modify140.10162.621163.221161.221
542023.11.24 00:15s/l140.10163.221163.221161.221-44.391250.62
552023.11.24 15:00sell150.10163.5210.0000.000
562023.11.24 15:00modify150.10163.521164.121162.121
572023.11.27 13:25sell160.10162.8030.0000.000
582023.11.27 13:25modify160.10162.803163.451162.121
592023.11.27 13:25sell170.10162.8030.0000.000
602023.11.27 13:25modify170.10162.803163.101162.121
612023.11.27 13:25modify150.10163.521163.101162.121
622023.11.27 13:27modify160.10162.803163.101162.121
632023.11.28 00:25sell180.10162.3820.0000.000
642023.11.28 00:25modify180.10162.382163.031162.121
652023.11.28 00:25modify170.10162.803163.031162.121
662023.11.28 00:25modify160.10162.803163.031162.121
672023.11.28 00:25modify150.10163.521163.031162.121
682023.11.28 17:50t/p150.10162.121163.031162.12187.431338.05
692023.11.28 17:50t/p160.10162.121163.031162.12142.561380.61
702023.11.28 17:50t/p170.10162.121163.031162.12142.561423.16
712023.11.28 17:50t/p180.10162.121163.031162.12116.831439.99
722023.11.30 15:00sell190.10161.8420.0000.000
732023.11.30 15:00modify190.10161.842162.442160.442
742023.12.01 00:45sell200.10161.1330.0000.000
752023.12.01 00:45modify200.10161.133161.772160.442
762023.12.01 00:45sell210.10161.1330.0000.000
772023.12.01 00:45modify210.10161.133161.422160.442
782023.12.01 00:45modify190.10161.842161.422160.442
792023.12.01 00:47modify200.10161.133161.422160.442
802023.12.01 02:50s/l190.10161.422161.422160.44225.661465.65
812023.12.01 02:50s/l200.10161.422161.422160.442-18.631447.02
822023.12.01 02:50s/l210.10161.422161.422160.442-18.631428.39
832023.12.01 15:00buy220.10160.5990.0000.000
842023.12.01 15:00modify220.10160.599159.999161.999
852023.12.01 15:25s/l220.10159.999159.999161.999-38.691389.70
862023.12.04 15:00buy230.10159.1050.0000.000
872023.12.04 15:00modify230.10159.105158.505160.505
882023.12.06 07:50s/l230.10158.505158.505160.505-37.371352.33
892023.12.08 14:00buy240.10154.9960.0000.000
902023.12.08 14:00modify240.10154.996154.396156.396
912023.12.08 16:55buy250.10155.7060.0000.000
922023.12.08 16:55modify250.10155.706155.066156.396
932023.12.08 16:55buy260.10155.7060.0000.000
942023.12.08 16:55modify260.10155.706155.416156.396
952023.12.08 16:55modify240.10154.996155.416156.396
962023.12.08 16:57modify250.10155.706155.416156.396
972023.12.08 20:50buy270.10156.1200.0000.000
982023.12.08 20:50modify270.10156.120155.486156.396
992023.12.08 20:50modify260.10155.706155.486156.396
1002023.12.08 20:50modify250.10155.706155.486156.396
1012023.12.08 20:50modify240.10154.996155.486156.396
1022023.12.11 00:40t/p240.10156.396155.486156.39690.941443.27
1032023.12.11 00:40t/p250.10156.396155.486156.39645.161488.43
1042023.12.11 00:40t/p260.10156.396155.486156.39645.161533.60
1052023.12.11 00:40t/p270.10156.396155.486156.39618.461552.06
1062023.12.13 15:00buy280.10156.7680.0000.000
1072023.12.13 15:00modify280.10156.768156.168158.168
1082023.12.13 19:20s/l280.10156.168156.168158.168-38.691513.37
1092023.12.14 14:00sell290.10155.2480.0000.000
1102023.12.14 14:00modify290.10155.248155.848153.848
1112023.12.14 14:20s/l290.10155.848155.848153.848-38.691474.68
1122023.12.15 15:00buy300.10154.8950.0000.000
1132023.12.15 15:00modify300.10154.895154.295156.295
1142023.12.18 07:50buy310.10155.6160.0000.000
1152023.12.18 07:50modify310.10155.616154.965156.295
1162023.12.18 07:50buy320.10155.6160.0000.000
1172023.12.18 07:50modify320.10155.616155.315156.295
1182023.12.18 07:50modify300.10154.895155.315156.295
1192023.12.18 07:52modify310.10155.616155.315156.295
1202023.12.18 13:27buy330.10156.0160.0000.000
1212023.12.18 13:27modify330.10156.016155.385156.295
1222023.12.18 13:27modify320.10155.616155.385156.295
1232023.12.18 13:27modify310.10155.616155.385156.295
1242023.12.18 13:27modify300.10154.895155.385156.295
1252023.12.18 14:20t/p300.10156.295155.385156.29590.941565.62
1262023.12.18 14:20t/p310.10156.295155.385156.29543.781609.40
1272023.12.18 14:20t/p320.10156.295155.385156.29543.781653.18
1282023.12.18 14:20t/p330.10156.295155.385156.29517.991671.17
1292023.12.20 16:00sell340.10157.6740.0000.000
1302023.12.20 16:00modify340.10157.674158.274156.274
1312023.12.20 22:47sell350.10156.9600.0000.000
1322023.12.20 22:47modify350.10156.960157.604156.274
1332023.12.20 22:47sell360.10156.9600.0000.000
1342023.12.20 22:47modify360.10156.960157.254156.274
1352023.12.20 22:47modify340.10157.674157.254156.274
1362023.12.20 22:50modify350.10156.960157.254156.274
1372023.12.21 01:53sell370.10156.5440.0000.000
1382023.12.21 01:53modify370.10156.544157.184156.274
1392023.12.21 01:53modify360.10156.960157.184156.274
1402023.12.21 01:53modify350.10156.960157.184156.274
1412023.12.21 01:53modify340.10157.674157.184156.274
1422023.12.21 13:50t/p340.10156.274157.184156.27486.011757.18
1432023.12.21 13:50t/p350.10156.274157.184156.27439.971797.15
1442023.12.21 13:50t/p360.10156.274157.184156.27439.971837.12
1452023.12.21 13:50t/p370.10156.274157.184156.27417.411854.53
1462023.12.21 14:00buy380.10156.3090.0000.000
1472023.12.21 14:00modify380.10156.309155.709157.709
1482023.12.22 16:50buy390.10157.0110.0000.000
1492023.12.22 16:50modify390.10157.011156.379157.709
1502023.12.22 16:50buy400.10157.0110.0000.000
1512023.12.22 16:50modify400.10157.011156.729157.709
1522023.12.22 16:50modify380.10156.309156.729157.709
1532023.12.22 16:52modify390.10157.011156.729157.709
1542023.12.24 23:30s/l380.10156.729156.729157.70927.751882.28
1552023.12.24 23:30s/l390.10156.729156.729157.709-18.181864.10
1562023.12.24 23:30s/l400.10156.729156.729157.709-18.181845.92
1572023.12.26 16:00sell410.10157.2070.0000.000
1582023.12.26 16:00modify410.10157.207157.807155.807
1592023.12.27 12:50s/l410.10157.807157.807155.807-40.101805.82
1602023.12.27 15:00sell420.10158.3490.0000.000
1612023.12.27 15:00modify420.10158.349158.949156.949
1622023.12.27 18:20sell430.10157.6340.0000.000
1632023.12.27 18:20modify430.10157.634158.279156.949
1642023.12.27 18:20sell440.10157.6340.0000.000
1652023.12.27 18:20modify440.10157.634157.929156.949
1662023.12.27 18:20modify420.10158.349157.929156.949
1672023.12.27 18:22modify430.10157.634157.929156.949
1682023.12.27 23:00sell450.10157.2230.0000.000
1692023.12.27 23:00modify450.10157.223157.859156.949
1702023.12.27 23:00modify440.10157.634157.859156.949
1712023.12.27 23:00modify430.10157.634157.859156.949
1722023.12.27 23:00modify420.10158.349157.859156.949
1732023.12.28 00:20t/p420.10156.949157.859156.94986.001891.81
1742023.12.28 00:20t/p430.10156.949157.859156.94939.901931.71
1752023.12.28 00:20t/p440.10156.949157.859156.94939.901971.61
1762023.12.28 00:20t/p450.10156.949157.859156.94913.401985.01
1772023.12.28 14:00buy460.10156.3100.0000.000
1782023.12.28 14:00modify460.10156.310155.710157.710
1792023.12.29 15:50s/l460.10155.710155.710157.710-38.031946.98
1802023.12.29 16:00buy470.10155.8080.0000.000
1812023.12.29 16:00modify470.10155.808155.208157.208
1822024.01.02 14:50s/l470.10155.208155.208157.208-37.361909.62
1832024.01.02 15:00buy480.10155.2120.0000.000
1842024.01.02 15:00modify480.10155.212154.612156.612
1852024.01.03 10:52buy490.10155.9400.0000.000
1862024.01.03 10:52modify490.10155.940155.282156.612
1872024.01.03 10:52buy500.10155.9400.0000.000
1882024.01.03 10:52modify500.10155.940155.632156.612
1892024.01.03 10:52modify480.10155.212155.632156.612
1902024.01.03 10:55modify490.10155.940155.632156.612
1912024.01.03 14:52buy510.10156.3560.0000.000
1922024.01.03 14:52modify510.10156.356155.702156.612
1932024.01.03 14:52modify500.10155.940155.702156.612
1942024.01.03 14:52modify490.10155.940155.702156.612
1952024.01.03 14:52modify480.10155.212155.702156.612
1962024.01.03 15:40t/p480.10156.612155.702156.61290.942000.56
1972024.01.03 15:40t/p490.10156.612155.702156.61243.342043.90
1982024.01.03 15:40t/p500.10156.612155.702156.61243.342087.24
1992024.01.03 15:40t/p510.10156.612155.702156.61216.512103.75
2002024.01.05 14:00sell520.10158.8720.0000.000
2012024.01.05 14:00modify520.10158.872159.472157.472
2022024.01.05 15:42sell530.10158.1610.0000.000
2032024.01.05 15:42modify530.10158.161158.802157.472
2042024.01.05 15:42sell540.10158.1610.0000.000
2052024.01.05 15:42modify540.10158.161158.452157.472
2062024.01.05 15:42modify520.10158.872158.452157.472
2072024.01.05 15:45modify530.10158.161158.452157.472
2082024.01.05 17:15s/l520.10158.452158.452157.47227.082130.83
2092024.01.05 17:15s/l530.10158.452158.452157.472-18.762112.07
2102024.01.05 17:15s/l540.10158.452158.452157.472-18.762093.31
2112024.01.11 14:00sell550.10159.9820.0000.000
2122024.01.11 14:00modify550.10159.982160.582158.582
2132024.01.12 02:20sell560.10159.2800.0000.000
2142024.01.12 02:20modify560.10159.280159.912158.582
2152024.01.12 02:20sell570.10159.2800.0000.000
2162024.01.12 02:20modify570.10159.280159.562158.582
2172024.01.12 02:20modify550.10159.982159.562158.582
2182024.01.12 02:22modify560.10159.280159.562158.582
2192024.01.12 12:37sell580.10158.8570.0000.000
2202024.01.12 12:37modify580.10158.857159.492158.582
2212024.01.12 12:37modify570.10159.280159.492158.582
2222024.01.12 12:37modify560.10159.280159.492158.582
2232024.01.12 12:37modify550.10159.982159.492158.582
2242024.01.12 14:20t/p550.10158.582159.492158.58288.852182.16
2252024.01.12 14:20t/p560.10158.582159.492158.58245.002227.16
2262024.01.12 14:20t/p570.10158.582159.492158.58245.002272.16
2272024.01.12 14:20t/p580.10158.582159.492158.58217.732289.89
2282024.01.16 17:00sell590.10159.9600.0000.000
2292024.01.16 17:00modify590.10159.960160.560158.560
2302024.01.17 06:20s/l590.10160.560160.560158.560-40.112249.77
2312024.01.17 15:00sell600.10160.9290.0000.000
2322024.01.17 15:00modify600.10160.929161.529159.529
2332024.01.19 01:50s/l600.10161.529161.529159.529-44.392205.39
2342024.01.22 14:00buy610.10160.8830.0000.000
2352024.01.22 14:00modify610.10160.883160.283162.283
2362024.01.23 03:15buy620.10161.6060.0000.000
2372024.01.23 03:15modify620.10161.606160.953162.283
2382024.01.23 03:15buy630.10161.6060.0000.000
2392024.01.23 03:15modify630.10161.606161.303162.283
2402024.01.23 03:15modify610.10160.883161.303162.283
2412024.01.23 03:17modify620.10161.606161.303162.283
2422024.01.23 03:45s/l610.10161.303161.303162.28327.752233.14
2432024.01.23 03:45s/l620.10161.303161.303162.283-19.532213.61
2442024.01.23 03:45s/l630.10161.303161.303162.283-19.532194.08
2452024.01.24 16:00buy640.10160.2110.0000.000
2462024.01.24 16:00modify640.10160.211159.611161.611
2472024.01.25 08:15buy650.10160.9220.0000.000
2482024.01.25 08:15modify650.10160.922160.281161.611
2492024.01.25 08:15buy660.10160.9220.0000.000
2502024.01.25 08:15modify660.10160.922160.631161.611
2512024.01.25 08:15modify640.10160.211160.631161.611
2522024.01.25 08:17modify650.10160.922160.631161.611
2532024.01.25 11:32s/l640.10160.631160.631161.61129.072223.15
2542024.01.25 11:32s/l650.10160.631160.631161.611-18.772204.38
2552024.01.25 11:32s/l660.10160.631160.631161.611-18.772185.61
2562024.01.25 14:00buy670.10160.3560.0000.000
2572024.01.25 14:00modify670.10160.356159.756161.756
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8202024.10.31 09:50s/l2190.10165.780165.780164.870-40.823194.07
8212024.10.31 09:50s/l2200.10165.780165.780164.870-14.383179.69
8222024.10.31 09:50s/l2210.10165.780165.780164.870-14.383165.31
8232024.10.31 14:00sell2220.10166.1200.0000.000
8242024.10.31 14:00modify2220.10166.120166.720164.720
8252024.10.31 15:30sell2230.10165.4200.0000.000
8262024.10.31 15:30modify2230.10165.420166.050164.720
8272024.10.31 15:30sell2240.10165.4200.0000.000
8282024.10.31 15:30modify2240.10165.420165.700164.720
8292024.10.31 15:30modify2220.10166.120165.700164.720
8302024.10.31 15:32modify2230.10165.420165.700164.720
8312024.10.31 23:40t/p2220.10164.720165.700164.72090.273255.58
8322024.10.31 23:40t/p2230.10164.720165.700164.72045.133300.71
8332024.10.31 23:40t/p2240.10164.720165.700164.72045.133345.84