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=3; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 profit717.62Gross profit993.70Gross loss-276.08
Profit factor3.60Expected payoff15.95
Absolute drawdown51.05Maximal drawdown187.64 (12.30%)Relative drawdown12.30% (187.64)
Total trades45Short positions (won %)35 (62.86%)Long positions (won %)10 (50.00%)
Profit trades (% of total)27 (60.00%)Loss trades (% of total)18 (40.00%)
Largestprofit trade78.11loss trade-90.36
Averageprofit trade36.80loss trade-15.34
Maximumconsecutive wins (profit in money)6 (275.61)consecutive losses (loss in money)3 (-22.85)
Maximalconsecutive profit (count of wins)275.61 (6)consecutive loss (count of losses)-90.36 (1)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.14 19:00sell10.10163.6270.0000.000
22023.11.14 19:00modify10.10163.627165.027162.427
32023.11.17 07:50sell20.10163.0120.0000.000
42023.11.17 07:50modify20.10163.012163.507162.427
52023.11.17 07:50modify10.10163.627163.507162.427
62023.11.17 08:03sell30.10162.9550.0000.000
72023.11.17 08:03modify30.10162.955163.147162.427
82023.11.17 08:03modify20.10163.012163.147162.427
92023.11.17 08:03modify10.10163.627163.147162.427
102023.11.17 09:15t/p10.10162.427163.147162.42770.441070.44
112023.11.17 09:15t/p20.10162.427163.147162.42737.761108.20
122023.11.17 09:15t/p30.10162.427163.147162.42734.081142.28
132023.12.07 14:00buy40.10156.3090.0000.000
142023.12.07 14:00modify40.10156.309154.909157.509
152023.12.07 17:40s/l40.10154.909154.909157.509-90.361051.92
162023.12.07 19:00buy50.10155.0850.0000.000
172023.12.07 19:00modify50.10155.085153.685156.285
182023.12.07 21:45buy60.10155.5900.0000.000
192023.12.07 21:45modify60.10155.590155.385156.285
202023.12.07 21:45modify50.10155.085155.385156.285
212023.12.07 22:45buy70.10155.7100.0000.000
222023.12.07 22:45modify70.10155.710155.205156.285
232023.12.07 22:47modify70.10155.710155.385156.285
242023.12.07 22:50buy80.10155.7490.0000.000
252023.12.07 22:50modify80.10155.749155.565156.285
262023.12.07 22:50modify60.10155.590155.565156.285
272023.12.07 22:50modify70.10155.710155.565156.285
282023.12.07 22:50modify50.10155.085155.565156.285
292023.12.07 23:10s/l50.10155.565155.565156.28530.981082.90
302023.12.07 23:10s/l60.10155.565155.565156.285-1.611081.29
312023.12.07 23:10s/l70.10155.565155.565156.285-9.361071.93
322023.12.07 23:10s/l80.10155.565155.565156.285-11.881060.05
332023.12.11 09:00sell90.10157.4190.0000.000
342023.12.11 09:00modify90.10157.419158.819156.219
352023.12.12 00:59sell100.10156.9390.0000.000
362023.12.12 00:59modify100.10156.939157.119156.219
372023.12.12 00:59modify90.10157.419157.119156.219
382023.12.12 01:15sell110.10156.8040.0000.000
392023.12.12 01:15modify110.10156.804157.299156.219
402023.12.12 01:17modify110.10156.804157.119156.219
412023.12.12 01:30sell120.10156.7570.0000.000
422023.12.12 01:30modify120.10156.757156.939156.219
432023.12.12 01:30modify100.10156.939156.939156.219
442023.12.12 01:30modify110.10156.804156.939156.219
452023.12.12 01:30modify90.10157.419156.939156.219
462023.12.12 01:45s/l90.10156.939156.939156.21929.581089.63
472023.12.12 01:45s/l100.10156.939156.939156.2190.001089.63
482023.12.12 01:45s/l110.10156.939156.939156.219-8.711080.92
492023.12.12 01:45s/l120.10156.939156.939156.219-11.751069.17
502024.01.04 17:00sell130.10158.4180.0000.000
512024.01.04 17:00modify130.10158.418159.818157.218
522024.01.08 03:15sell140.10157.9350.0000.000
532024.01.08 03:15modify140.10157.935158.118157.218
542024.01.08 03:15modify130.10158.418158.118157.218
552024.01.08 06:27sell150.10157.7900.0000.000
562024.01.08 06:27modify150.10157.790158.298157.218
572024.01.08 06:30modify150.10157.790158.118157.218
582024.01.08 07:02sell160.10157.7430.0000.000
592024.01.08 07:02modify160.10157.743157.938157.218
602024.01.08 07:02modify140.10157.935157.938157.218
612024.01.08 07:02modify150.10157.790157.938157.218
622024.01.08 07:02modify130.10158.418157.938157.218
632024.01.08 07:15s/l130.10157.938157.938157.21828.181097.34
642024.01.08 07:15s/l140.10157.938157.938157.218-0.201097.14
652024.01.08 07:15s/l150.10157.938157.938157.218-9.551087.59
662024.01.08 07:15s/l160.10157.938157.938157.218-12.591075.00
672024.01.10 17:00sell170.10159.6600.0000.000
682024.01.10 17:00modify170.10159.660161.060158.460
692024.01.11 23:37sell180.10159.1640.0000.000
702024.01.11 23:37modify180.10159.164159.360158.460
712024.01.11 23:37modify170.10159.660159.360158.460
722024.01.11 23:50s/l170.10159.360159.360158.46015.151090.16
732024.01.11 23:50s/l180.10159.360159.360158.460-12.651077.51
742024.01.17 18:00sell190.10161.0750.0000.000
752024.01.17 18:00modify190.10161.075162.475159.875
762024.01.23 06:50sell200.10160.4130.0000.000
772024.01.23 06:50modify200.10160.413160.595159.875
782024.01.23 06:50modify190.10161.075160.595159.875
792024.01.23 06:52s/l190.10160.595160.595159.87522.571100.07
802024.01.23 06:52s/l200.10160.595160.595159.875-11.751088.32
812024.03.20 07:00sell210.10164.6520.0000.000
822024.03.20 07:00modify210.10164.652166.052163.452
832024.03.22 04:27sell220.10164.1590.0000.000
842024.03.22 04:27modify220.10164.159164.352163.452
852024.03.22 04:27modify210.10164.652164.352163.452
862024.03.22 06:16sell230.10164.0280.0000.000
872024.03.22 06:16modify230.10164.028164.532163.452
882024.03.22 06:20modify230.10164.028164.352163.452
892024.03.22 06:40sell240.10163.9660.0000.000
902024.03.22 06:40modify240.10163.966164.172163.452
912024.03.22 06:40modify220.10164.159164.172163.452
922024.03.22 06:40modify230.10164.028164.172163.452
932024.03.22 06:40modify210.10164.652164.172163.452
942024.03.24 23:15t/p210.10163.452164.172163.45271.851160.17
952024.03.24 23:15t/p220.10163.452164.172163.45245.641205.81
962024.03.24 23:15t/p230.10163.452164.172163.45237.181242.99
972024.03.24 23:15t/p240.10163.452164.172163.45233.181276.17
982024.04.03 16:00sell250.10164.2140.0000.000
992024.04.03 16:00modify250.10164.214165.614163.014
1002024.04.05 00:25sell260.10163.5400.0000.000
1012024.04.05 00:25modify260.10163.540163.734163.014
1022024.04.05 00:25modify250.10164.214163.734163.014
1032024.04.05 00:27s/l250.10163.734163.734163.01425.371301.54
1042024.04.05 00:27s/l260.10163.734163.734163.014-12.531289.01
1052024.04.12 14:00buy270.10162.7770.0000.000
1062024.04.12 14:00modify270.10162.777161.377163.977
1072024.04.14 22:50buy280.10163.2730.0000.000
1082024.04.14 22:50modify280.10163.273163.077163.977
1092024.04.14 22:50modify270.10162.777163.077163.977
1102024.04.15 00:59buy290.10163.3950.0000.000
1112024.04.15 00:59modify290.10163.395162.897163.977
1122024.04.15 01:00modify290.10163.395163.077163.977
1132024.04.15 06:15t/p270.10163.977163.077163.97778.111367.13
1142024.04.15 06:15t/p280.10163.977163.077163.97746.091413.22
1152024.04.15 06:15t/p290.10163.977163.077163.97737.561450.78
1162024.04.25 08:00sell300.10166.8520.0000.000
1172024.04.25 08:00modify300.10166.852168.252165.652
1182024.04.25 12:50sell310.10166.2320.0000.000
1192024.04.25 12:50modify310.10166.232166.732165.652
1202024.04.25 12:50modify300.10166.852166.732165.652
1212024.04.25 13:42sell320.10166.3470.0000.000
1222024.04.25 13:42modify320.10166.347166.552165.652
1232024.04.25 13:42modify310.10166.232166.552165.652
1242024.04.25 13:42modify300.10166.852166.552165.652
1252024.04.25 13:50s/l300.10166.552166.552165.65219.361470.14
1262024.04.25 13:50s/l310.10166.552166.552165.652-20.661449.48
1272024.04.25 13:50s/l320.10166.552166.552165.652-13.241436.24
1282024.05.13 18:00sell330.10168.5930.0000.000
1292024.05.13 18:00modify330.10168.593169.993167.393
1302024.05.15 12:32sell340.10168.0850.0000.000
1312024.05.15 12:32modify340.10168.085168.293167.393
1322024.05.15 12:32modify330.10168.593168.293167.393
1332024.05.15 12:40s/l330.10168.293168.293167.39316.561452.80
1342024.05.15 12:40s/l340.10168.293168.293167.393-13.431439.37
1352024.07.03 10:00sell350.10174.0890.0000.000
1362024.07.03 10:00modify350.10174.089175.489172.889
1372024.07.11 12:50t/p350.10172.889175.489172.88963.431502.79
1382024.09.02 14:00sell360.10162.6520.0000.000
1392024.09.02 14:00modify360.10162.652164.052161.452
1402024.09.03 03:20sell370.10162.0490.0000.000
1412024.09.03 03:20modify370.10162.049162.532161.452
1422024.09.03 03:20modify360.10162.652162.532161.452
1432024.09.03 03:35sell380.10162.1620.0000.000
1442024.09.03 03:35modify380.10162.162162.352161.452
1452024.09.03 03:35modify370.10162.049162.352161.452
1462024.09.03 03:35modify360.10162.652162.352161.452
1472024.09.03 03:55sell390.10161.9760.0000.000
1482024.09.03 03:55modify390.10161.976162.172161.452
1492024.09.03 03:55modify380.10162.162162.172161.452
1502024.09.03 03:55modify370.10162.049162.172161.452
1512024.09.03 03:55modify360.10162.652162.172161.452
1522024.09.03 07:07t/p360.10161.452162.172161.45276.051578.84
1532024.09.03 07:07t/p370.10161.452162.172161.45238.531617.37
1542024.09.03 07:07t/p380.10161.452162.172161.45245.821663.19
1552024.09.03 07:07t/p390.10161.452162.172161.45233.821697.01
1562024.09.17 19:00sell400.10157.7250.0000.000
1572024.09.17 19:00modify400.10157.725159.125156.525
1582024.09.18 03:32sell410.10157.2360.0000.000
1592024.09.18 03:32modify410.10157.236157.425156.525
1602024.09.18 03:32modify400.10157.725157.425156.525
1612024.09.18 04:15s/l400.10157.425157.425156.52517.971714.98
1622024.09.18 04:15s/l410.10157.425157.425156.525-12.191702.79
1632024.10.15 08:00buy420.10162.6690.0000.000
1642024.10.15 08:00modify420.10162.669161.269163.869
1652024.10.21 17:37buy430.10163.1540.0000.000
1662024.10.21 17:37modify430.10163.154162.969163.869
1672024.10.21 17:37modify420.10162.669162.969163.869
1682024.10.21 21:00s/l420.10162.969162.969163.86923.291726.08
1692024.10.21 21:00s/l430.10162.969162.969163.869-11.941714.14
1702024.10.23 07:00sell440.10164.3610.0000.000
1712024.10.23 07:00modify440.10164.361165.761163.161
1722024.10.24 07:27sell450.10163.8800.0000.000
1732024.10.24 07:27modify450.10163.880164.061163.161
1742024.10.24 07:27modify440.10164.361164.061163.161
1752024.10.24 07:40s/l440.10164.061164.061163.16115.161729.30
1762024.10.24 07:40s/l450.10164.061164.061163.161-11.681717.62