Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPJPY (British Pound 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=9; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test7238Ticks modelled158229Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread40
Total net profit1764.40Gross profit6496.96Gross loss-4732.56
Profit factor1.37Expected payoff6.89
Absolute drawdown155.02Maximal drawdown606.06 (23.27%)Relative drawdown23.27% (606.06)
Total trades256Short positions (won %)139 (50.36%)Long positions (won %)117 (54.70%)
Profit trades (% of total)134 (52.34%)Loss trades (% of total)122 (47.66%)
Largestprofit trade100.90loss trade-90.78
Averageprofit trade48.48loss trade-38.79
Maximumconsecutive wins (profit in money)8 (436.23)consecutive losses (loss in money)6 (-373.43)
Maximalconsecutive profit (count of wins)436.23 (8)consecutive loss (count of losses)-373.43 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 14:00sell10.10184.1610.0000.000
22023.11.03 14:00modify10.10184.161185.461182.661
32023.11.06 07:50s/l10.10185.461185.461182.661-86.15913.85
42023.11.14 14:00sell20.10187.2540.0000.000
52023.11.14 14:00modify20.10187.254188.554185.754
62023.11.17 07:23sell30.10186.5590.0000.000
72023.11.17 07:23modify30.10186.559186.954185.754
82023.11.17 07:23modify20.10187.254186.954185.754
92023.11.17 07:55sell40.10186.2640.0000.000
102023.11.17 07:55modify40.10186.264186.729185.754
112023.11.17 07:55modify30.10186.559186.729185.754
122023.11.17 07:55modify20.10187.254186.729185.754
132023.11.17 08:45t/p20.10185.754186.729185.75485.11998.96
142023.11.17 08:45t/p30.10185.754186.729185.75451.901050.86
152023.11.17 08:45t/p40.10185.754186.729185.75432.881083.74
162023.11.20 11:00buy50.10185.0150.0000.000
172023.11.20 11:00modify50.10185.015183.715186.515
182023.11.21 19:10buy60.10186.0090.0000.000
192023.11.21 19:10modify60.10186.009185.540186.515
202023.11.21 19:10modify50.10185.015185.540186.515
212023.11.21 22:22buy70.10185.8440.0000.000
222023.11.21 22:22modify70.10185.844185.540186.515
232023.11.21 23:22buy80.10185.7190.0000.000
242023.11.21 23:22modify80.10185.719185.315186.515
252023.11.21 23:25modify80.10185.719185.540186.515
262023.11.22 06:50t/p50.10186.515185.540186.51598.821182.57
272023.11.22 06:50t/p60.10186.515185.540186.51533.681216.24
282023.11.22 06:50t/p70.10186.515185.540186.51544.321260.56
292023.11.22 06:50t/p80.10186.515185.540186.51552.381312.93
302023.11.23 10:00sell90.10187.4090.0000.000
312023.11.23 10:00modify90.10187.409188.709185.909
322023.11.29 01:32sell100.10186.7080.0000.000
332023.11.29 01:32modify100.10186.708187.109185.909
342023.11.29 01:32modify90.10187.409187.109185.909
352023.11.29 03:15s/l90.10187.109187.109185.90910.061322.99
362023.11.29 03:15s/l100.10187.109187.109185.909-25.861297.13
372023.11.30 15:00sell110.10187.3000.0000.000
382023.11.30 15:00modify110.10187.300188.600185.800
392023.12.01 15:10sell120.10186.6100.0000.000
402023.12.01 15:10modify120.10186.610187.000185.800
412023.12.01 15:10modify110.10187.300187.000185.800
422023.12.01 15:42sell130.10186.3120.0000.000
432023.12.01 15:42modify130.10186.312186.775185.800
442023.12.01 15:42modify120.10186.610186.775185.800
452023.12.01 15:42modify110.10187.300186.775185.800
462023.12.01 15:52sell140.10186.4680.0000.000
472023.12.01 15:52modify140.10186.468186.775185.800
482023.12.04 00:40t/p110.10185.800186.775185.80092.081389.22
492023.12.04 00:40t/p120.10185.800186.775185.80049.911439.13
502023.12.04 00:40t/p130.10185.800186.775185.80030.701469.83
512023.12.04 00:40t/p140.10185.800186.775185.80040.751510.58
522023.12.07 23:00sell150.10181.5960.0000.000
532023.12.07 23:00modify150.10181.596182.896180.096
542023.12.08 01:15t/p150.10180.096182.896180.09694.401604.98
552023.12.08 11:00sell160.10181.7190.0000.000
562023.12.08 11:00modify160.10181.719183.019180.219
572023.12.08 13:50sell170.10180.7350.0000.000
582023.12.08 13:50modify170.10180.735181.194180.219
592023.12.08 13:50modify160.10181.719181.194180.219
602023.12.08 14:07s/l160.10181.194181.194180.21933.851638.83
612023.12.08 14:07s/l170.10181.194181.194180.219-29.601609.23
622023.12.08 15:00buy180.10180.7500.0000.000
632023.12.08 15:00modify180.10180.750179.450182.250
642023.12.08 16:45buy190.10181.5900.0000.000
652023.12.08 16:45modify190.10181.590181.275182.250
662023.12.08 16:45modify180.10180.750181.275182.250
672023.12.08 18:10buy200.10181.7330.0000.000
682023.12.08 18:10modify200.10181.733181.275182.250
692023.12.11 00:20t/p180.10182.250181.275182.25097.781707.00
702023.12.11 00:20t/p190.10182.250181.275182.25043.611750.61
712023.12.11 00:20t/p200.10182.250181.275182.25034.391784.99
722023.12.13 15:00buy210.10181.7880.0000.000
732023.12.13 15:00modify210.10181.788180.488183.288
742023.12.13 19:50s/l210.10180.488180.488183.288-83.831701.16
752023.12.14 13:00sell220.10180.0970.0000.000
762023.12.14 13:00modify220.10180.097181.397178.597
772023.12.14 23:20s/l220.10181.397181.397178.597-83.831617.33
782023.12.15 15:00buy230.10180.3020.0000.000
792023.12.15 15:00modify230.10180.302179.002181.802
802023.12.18 14:15buy240.10181.1330.0000.000
812023.12.18 14:15modify240.10181.133180.827181.802
822023.12.18 14:15modify230.10180.302180.827181.802
832023.12.18 14:35buy250.10180.9830.0000.000
842023.12.18 14:35modify250.10180.983180.602181.802
852023.12.18 14:37modify250.10180.983180.827181.802
862023.12.18 15:20s/l230.10180.827180.827181.80234.911652.24
872023.12.18 15:20s/l240.10180.827180.827181.802-19.731632.51
882023.12.18 15:20s/l250.10180.827180.827181.802-10.051622.46
892023.12.20 18:00sell260.10182.3080.0000.000
902023.12.20 18:00modify260.10182.308183.608180.808
912023.12.20 20:27sell270.10181.4610.0000.000
922023.12.20 20:27modify270.10181.461181.783180.808
932023.12.20 20:27modify260.10182.308181.783180.808
942023.12.20 22:52sell280.10181.3110.0000.000
952023.12.20 22:52modify280.10181.311181.783180.808
962023.12.21 01:50t/p260.10180.808181.783180.80889.761712.22
972023.12.21 01:50t/p270.10180.808181.783180.80835.141747.36
982023.12.21 01:50t/p280.10180.808181.783180.80825.471772.84
992023.12.21 16:00buy290.10179.9220.0000.000
1002023.12.21 16:00modify290.10179.922178.622181.422
1012023.12.22 02:15buy300.10180.6010.0000.000
1022023.12.22 02:15modify300.10180.601180.222181.422
1032023.12.22 02:15modify290.10179.922180.222181.422
1042023.12.22 03:15buy310.10180.7670.0000.000
1052023.12.22 03:15modify310.10180.767180.447181.422
1062023.12.22 03:15modify300.10180.601180.447181.422
1072023.12.22 03:15modify290.10179.922180.447181.422
1082023.12.22 06:45s/l290.10180.447180.447181.42234.901807.73
1092023.12.22 06:45s/l300.10180.447180.447181.422-9.931797.80
1102023.12.22 06:45s/l310.10180.447180.447181.422-20.641777.16
1112023.12.22 17:00sell320.10181.3150.0000.000
1122023.12.22 17:00modify320.10181.315182.615179.815
1132023.12.25 00:40sell330.10180.6150.0000.000
1142023.12.25 00:40modify330.10180.615181.015179.815
1152023.12.25 00:40modify320.10181.315181.015179.815
1162023.12.25 01:07sell340.10180.3390.0000.000
1172023.12.25 01:07modify340.10180.339180.790179.815
1182023.12.25 01:07modify330.10180.615180.790179.815
1192023.12.25 01:07modify320.10181.315180.790179.815
1202023.12.25 01:17sell350.10180.4810.0000.000
1212023.12.25 01:17modify350.10180.481180.790179.815
1222023.12.25 23:15s/l320.10180.790180.790179.81531.531808.69
1232023.12.25 23:15s/l330.10180.790180.790179.815-11.291797.40
1242023.12.25 23:15s/l340.10180.790180.790179.815-29.081768.32
1252023.12.25 23:15s/l350.10180.790180.790179.815-19.931748.39
1262023.12.27 15:00sell360.10182.1300.0000.000
1272023.12.27 15:00modify360.10182.130183.430180.630
1282023.12.27 20:15sell370.10181.4410.0000.000
1292023.12.27 20:15modify370.10181.441181.830180.630
1302023.12.27 20:15modify360.10182.130181.830180.630
1312023.12.27 22:23sell380.10181.1340.0000.000
1322023.12.27 22:23modify380.10181.134181.605180.630
1332023.12.27 22:23modify370.10181.441181.605180.630
1342023.12.27 22:23modify360.10182.130181.605180.630
1352023.12.27 23:27sell390.10181.2890.0000.000
1362023.12.27 23:27modify390.10181.289181.605180.630
1372023.12.28 07:15t/p360.10180.630181.605180.63089.761838.16
1382023.12.28 07:15t/p370.10180.630181.605180.63045.331883.49
1392023.12.28 07:15t/p380.10180.630181.605180.63025.541909.03
1402023.12.28 07:15t/p390.10180.630181.605180.63035.531944.56
1412023.12.28 10:00buy400.10180.0880.0000.000
1422023.12.28 10:00modify400.10180.088178.788181.588
1432024.01.02 14:50s/l400.10178.788178.788181.588-80.691863.87
1442024.01.02 15:00buy410.10178.7850.0000.000
1452024.01.02 15:00modify410.10178.785177.485180.285
1462024.01.02 23:45buy420.10179.4650.0000.000
1472024.01.02 23:45modify420.10179.465179.085180.285
1482024.01.02 23:45modify410.10178.785179.085180.285
1492024.01.03 06:40buy430.10179.6330.0000.000
1502024.01.03 06:40modify430.10179.633179.310180.285
1512024.01.03 06:40modify420.10179.465179.310180.285
1522024.01.03 06:40modify410.10178.785179.310180.285
1532024.01.03 08:20t/p410.10180.285179.310180.28597.781961.64
1542024.01.03 08:20t/p420.10180.285179.310180.28553.932015.57
1552024.01.03 08:20t/p430.10180.285179.310180.28542.052057.62
1562024.01.03 12:00sell440.10180.4730.0000.000
1572024.01.03 12:00modify440.10180.473181.773178.973
1582024.01.03 17:50s/l440.10181.773181.773178.973-83.821973.80
1592024.01.04 09:00sell450.10182.3760.0000.000
1602024.01.04 09:00modify450.10182.376183.676180.876
1612024.01.04 14:50s/l450.10183.676183.676180.876-83.821889.98
1622024.01.10 13:00sell460.10184.8140.0000.000
1632024.01.10 13:00modify460.10184.814186.114183.314
1642024.01.11 14:20s/l460.10186.114186.114183.314-90.781799.20
1652024.01.16 17:00sell470.10186.0360.0000.000
1662024.01.16 17:00modify470.10186.036187.336184.536
1672024.01.17 08:20s/l470.10187.336187.336184.536-86.141713.06
1682024.01.17 16:00sell480.10187.8860.0000.000
1692024.01.17 16:00modify480.10187.886189.186186.386
1702024.01.25 14:25sell490.10187.1980.0000.000
1712024.01.25 14:25modify490.10187.198187.586186.386
1722024.01.25 14:25modify480.10187.886187.586186.386
1732024.01.25 16:40s/l480.10187.586187.586186.386-3.851709.21
1742024.01.25 16:40s/l490.10187.586187.586186.386-25.021684.19
1752024.01.31 16:00buy500.10186.1580.0000.000
1762024.01.31 16:00modify500.10186.158184.858187.658
1772024.02.02 05:37buy510.10186.8390.0000.000
1782024.02.02 05:37modify510.10186.839186.458187.658
1792024.02.02 05:37modify500.10186.158186.458187.658
1802024.02.02 07:55buy520.10186.9970.0000.000
1812024.02.02 07:55modify520.10186.997186.683187.658
1822024.02.02 07:55modify510.10186.839186.683187.658
1832024.02.02 07:55modify500.10186.158186.683187.658
1842024.02.02 08:42buy530.10187.1490.0000.000
1852024.02.02 08:42modify530.10187.149186.683187.658
1862024.02.02 15:50t/p500.10187.658186.683187.658100.901785.09
1872024.02.02 15:50t/p510.10187.658186.683187.65852.811837.90
1882024.02.02 15:50t/p520.10187.658186.683187.65842.621880.52
1892024.02.02 15:50t/p530.10187.658186.683187.65832.821913.34
1902024.02.05 15:00buy540.10186.3220.0000.000
1912024.02.05 15:00modify540.10186.322185.022187.822
1922024.02.07 11:17buy550.10186.9990.0000.000
1932024.02.07 11:17modify550.10186.999186.622187.822
1942024.02.07 11:17modify540.10186.322186.622187.822
1952024.02.07 11:50buy560.10187.1470.0000.000
1962024.02.07 11:50modify560.10187.147186.847187.822
1972024.02.07 11:50modify550.10186.999186.847187.822
1982024.02.07 11:50modify540.10186.322186.847187.822
1992024.02.07 13:07buy570.10187.2990.0000.000
2002024.02.07 13:07modify570.10187.299186.847187.822
2012024.02.07 14:45s/l540.10186.847186.847187.82235.941949.28
2022024.02.07 14:45s/l550.10186.847186.847187.822-9.811939.47
2032024.02.07 14:45s/l560.10186.847186.847187.822-19.351920.12
2042024.02.07 14:45s/l570.10186.847186.847187.822-29.151890.97
2052024.02.13 11:00sell580.10189.4120.0000.000
2062024.02.13 11:00modify580.10189.412190.712187.912
2072024.02.15 02:27sell590.10188.7250.0000.000
2082024.02.15 02:27modify590.10188.725189.112187.912
2092024.02.15 02:27modify580.10189.412189.112187.912
2102024.02.15 07:05sell600.10188.5590.0000.000
2112024.02.15 07:05modify600.10188.559188.887187.912
2122024.02.15 07:05modify590.10188.725188.887187.912
2132024.02.15 07:05modify580.10189.412188.887187.912
2142024.02.15 07:45sell610.10188.4210.0000.000
2152024.02.15 07:45modify610.10188.421188.887187.912
2162024.02.15 15:45s/l580.10188.887188.887187.91224.571915.54
2172024.02.15 15:45s/l590.10188.887188.887187.912-10.451905.09
2182024.02.15 15:45s/l600.10188.887188.887187.912-21.151883.94
2192024.02.15 15:45s/l610.10188.887188.887187.912-30.051853.89
2202024.02.22 09:00sell620.10190.7300.0000.000
2212024.02.22 09:00modify620.10190.730192.030189.230
2222024.02.22 14:10sell630.10190.0550.0000.000
2232024.02.22 14:10modify630.10190.055190.430189.230
2242024.02.22 14:10modify620.10190.730190.430189.230
2252024.02.22 14:20sell640.10189.8910.0000.000
2262024.02.22 14:20modify640.10189.891190.205189.230
2272024.02.22 14:20modify630.10190.055190.205189.230
2282024.02.22 14:20modify620.10190.730190.205189.230
2292024.02.22 16:15s/l620.10190.205190.205189.23033.851887.74
2302024.02.22 16:15s/l630.10190.205190.205189.230-9.671878.07
2312024.02.22 16:15s/l640.10190.205190.205189.230-20.251857.82
2322024.03.07 16:00sell650.10189.4500.0000.000
2332024.03.07 16:00modify650.10189.450190.750187.950
2342024.03.08 09:45sell660.10188.6150.0000.000
2352024.03.08 09:45modify660.10188.615188.925187.950
2362024.03.08 09:45modify650.10189.450188.925187.950
2372024.03.08 10:50s/l650.10188.925188.925187.95031.531889.35
2382024.03.08 10:50s/l660.10188.925188.925187.950-19.991869.36
2392024.03.13 12:00sell670.10189.5220.0000.000
2402024.03.13 12:00modify670.10189.522190.822188.022
2412024.03.13 21:16sell680.10188.8460.0000.000
2422024.03.13 21:16modify680.10188.846189.222188.022
2432024.03.13 21:16modify670.10189.522189.222188.022
2442024.03.14 02:45s/l670.10189.222189.222188.02212.381881.75
2452024.03.14 02:45s/l680.10189.222189.222188.022-31.211850.54
2462024.03.19 15:00sell690.10191.5950.0000.000
2472024.03.19 15:00modify690.10191.595192.895190.095
2482024.03.20 17:37s/l690.10192.895192.895190.095-86.151764.39
2492024.03.20 20:00sell700.10193.2890.0000.000
2502024.03.20 20:00modify700.10193.289194.589191.789
2512024.03.21 00:20sell710.10192.6040.0000.000
2522024.03.21 00:20modify710.10192.604192.989191.789
2532024.03.21 00:20modify700.10193.289192.989191.789
2542024.03.21 00:50s/l700.10192.989192.989191.78912.381776.77
2552024.03.21 00:50s/l710.10192.989192.989191.789-24.831751.94
2562024.03.21 16:00buy720.10192.0640.0000.000
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