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=0; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 errors1
Initial deposit1000.00Spread30
Total net profit1531.00Gross profit6111.28Gross loss-4580.29
Profit factor1.33Expected payoff5.78
Absolute drawdown53.84Maximal drawdown662.10 (31.21%)Relative drawdown31.21% (662.10)
Total trades265Short positions (won %)138 (52.90%)Long positions (won %)127 (50.39%)
Profit trades (% of total)137 (51.70%)Loss trades (% of total)128 (48.30%)
Largestprofit trade101.53loss trade-104.50
Averageprofit trade44.61loss trade-35.78
Maximumconsecutive wins (profit in money)5 (304.93)consecutive losses (loss in money)4 (-254.52)
Maximalconsecutive profit (count of wins)304.93 (5)consecutive loss (count of losses)-281.28 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.01 03:00buy10.10159.8940.0000.000
22023.11.01 03:00modify10.10159.894158.494161.394
32023.11.06 02:43buy20.10160.5920.0000.000
42023.11.06 02:43modify20.10160.592160.419161.394
52023.11.06 02:43modify10.10159.894160.419161.394
62023.11.06 09:20buy30.10160.8230.0000.000
72023.11.06 09:20modify30.10160.823160.344161.394
82023.11.06 09:20modify20.10160.592160.344161.394
92023.11.06 09:20modify10.10159.894160.344161.394
102023.11.08 14:15buy40.10161.0940.0000.000
112023.11.08 14:15modify40.10161.094160.494161.394
122023.11.08 14:15modify30.10160.823160.494161.394
132023.11.08 14:15modify20.10160.592160.494161.394
142023.11.08 14:15modify10.10159.894160.494161.394
152023.11.08 15:45t/p10.10161.394160.494161.394101.531101.53
162023.11.08 15:45t/p20.10161.394160.494161.39453.151154.68
172023.11.08 15:45t/p30.10161.394160.494161.39438.221192.90
182023.11.08 15:45t/p40.10161.394160.494161.39419.391212.29
192023.11.10 10:00sell50.10161.7000.0000.000
202023.11.10 10:00modify50.10161.700163.100160.200
212023.11.14 13:50s/l50.10163.100163.100160.200-93.291118.99
222023.11.15 03:00sell60.10163.8900.0000.000
232023.11.15 03:00modify60.10163.890165.290162.390
242023.11.15 10:27sell70.10163.2090.0000.000
252023.11.15 10:27modify70.10163.209163.365162.390
262023.11.15 10:27modify60.10163.890163.365162.390
272023.11.15 10:50s/l60.10163.365163.365162.39033.931152.92
282023.11.15 10:50s/l70.10163.365163.365162.390-10.081142.84
292023.11.16 09:00sell80.10164.2450.0000.000
302023.11.16 09:00modify80.10164.245165.645162.745
312023.11.16 15:50sell90.10163.5620.0000.000
322023.11.16 15:50modify90.10163.562163.720162.745
332023.11.16 15:50modify80.10164.245163.720162.745
342023.11.17 02:20sell100.10163.3420.0000.000
352023.11.17 02:20modify100.10163.342163.795162.745
362023.11.17 02:20modify90.10163.562163.795162.745
372023.11.17 02:20modify80.10164.245163.795162.745
382023.11.17 07:55sell110.10163.0330.0000.000
392023.11.17 07:55modify110.10163.033163.645162.745
402023.11.17 07:55modify100.10163.342163.645162.745
412023.11.17 07:55modify90.10163.562163.645162.745
422023.11.17 07:55modify80.10164.245163.645162.745
432023.11.17 08:40t/p80.10162.745163.645162.74595.551238.39
442023.11.17 08:40t/p90.10162.745163.645162.74551.411289.80
452023.11.17 08:40t/p100.10162.745163.645162.74538.591328.39
462023.11.17 08:40t/p110.10162.745163.645162.74518.621347.01
472023.11.20 09:00buy120.10162.3870.0000.000
482023.11.20 09:00modify120.10162.387160.987163.887
492023.11.23 10:07buy130.10163.0630.0000.000
502023.11.23 10:07modify130.10163.063162.912163.887
512023.11.23 10:07modify120.10162.387162.912163.887
522023.11.23 10:20s/l120.10162.912162.912163.88737.211384.22
532023.11.23 10:20s/l130.10162.912162.912163.887-9.761374.46
542023.11.24 09:00sell140.10163.2600.0000.000
552023.11.24 09:00modify140.10163.260164.660161.760
562023.11.27 23:20sell150.10162.5620.0000.000
572023.11.27 23:20modify150.10162.562162.735161.760
582023.11.27 23:20modify140.10163.260162.735161.760
592023.11.28 00:20sell160.10162.3550.0000.000
602023.11.28 00:20modify160.10162.355162.810161.760
612023.11.28 00:20modify150.10162.562162.810161.760
622023.11.28 00:20modify140.10163.260162.810161.760
632023.11.28 08:40s/l140.10162.810162.810161.76026.291400.74
642023.11.28 08:40s/l150.10162.810162.810161.760-17.421383.32
652023.11.28 08:40s/l160.10162.810162.810161.760-29.401353.92
662023.11.28 09:00sell170.10162.7760.0000.000
672023.11.28 09:00modify170.10162.776164.176161.276
682023.11.28 17:50sell180.10162.0890.0000.000
692023.11.28 17:50modify180.10162.089162.251161.276
702023.11.28 17:50modify170.10162.776162.251161.276
712023.11.28 23:15sell190.10161.8600.0000.000
722023.11.28 23:15modify190.10161.860162.326161.276
732023.11.28 23:15modify180.10162.089162.326161.276
742023.11.28 23:15modify170.10162.776162.326161.276
752023.11.29 00:50sell200.10161.5530.0000.000
762023.11.29 00:50modify200.10161.553162.176161.276
772023.11.29 00:50modify190.10161.860162.176161.276
782023.11.29 00:50modify180.10162.089162.176161.276
792023.11.29 00:50modify170.10162.776162.176161.276
802023.11.29 10:50s/l170.10162.176162.176161.27637.381391.30
812023.11.29 10:50s/l180.10162.176162.176161.276-7.021384.27
822023.11.29 10:50s/l190.10162.176162.176161.276-21.821362.45
832023.11.29 10:50s/l200.10162.176162.176161.276-40.271322.18
842023.11.29 11:00sell210.10162.2070.0000.000
852023.11.29 11:00modify210.10162.207163.607160.707
862023.11.29 16:37sell220.10161.5200.0000.000
872023.11.29 16:37modify220.10161.520161.682160.707
882023.11.29 16:37modify210.10162.207161.682160.707
892023.11.29 16:45s/l210.10161.682161.682160.70733.931356.11
902023.11.29 16:45s/l220.10161.682161.682160.707-10.471345.64
912023.11.30 02:00buy230.10161.3210.0000.000
922023.11.30 02:00modify230.10161.321159.921162.821
932023.12.01 15:25s/l230.10159.921159.921162.821-89.841255.81
942023.12.04 11:00buy240.10159.3150.0000.000
952023.12.04 11:00modify240.10159.315157.915160.815
962023.12.07 04:45s/l240.10157.915157.915160.815-87.221168.58
972023.12.08 11:00sell250.10155.7530.0000.000
982023.12.08 11:00modify250.10155.753157.153154.253
992023.12.08 13:50sell260.10154.8290.0000.000
1002023.12.08 13:50modify260.10154.829155.303154.253
1012023.12.08 13:50modify250.10155.753155.303154.253
1022023.12.08 14:15s/l250.10155.303155.303154.25329.081197.66
1032023.12.08 14:15s/l260.10155.303155.303154.253-30.641167.02
1042023.12.11 01:00sell270.10156.5670.0000.000
1052023.12.11 01:00modify270.10156.567157.967155.067
1062023.12.13 20:35sell280.10155.6670.0000.000
1072023.12.13 20:35modify280.10155.667156.117155.067
1082023.12.13 20:35modify270.10156.567156.117155.067
1092023.12.13 22:20t/p270.10155.067156.117155.06794.151261.17
1102023.12.13 22:20t/p280.10155.067156.117155.06738.781299.95
1112023.12.14 04:00buy290.10154.2450.0000.000
1122023.12.14 04:00modify290.10154.245152.845155.745
1132023.12.14 09:07buy300.10154.9200.0000.000
1142023.12.14 09:07modify300.10154.920154.770155.745
1152023.12.14 09:07modify290.10154.245154.770155.745
1162023.12.14 09:10s/l290.10154.770154.770155.74533.931333.88
1172023.12.14 09:10s/l300.10154.770154.770155.745-9.701324.18
1182023.12.15 09:00buy310.10155.2840.0000.000
1192023.12.15 09:00modify310.10155.284153.884156.784
1202023.12.18 12:20buy320.10155.9670.0000.000
1212023.12.18 12:20modify320.10155.967155.809156.784
1222023.12.18 12:20modify310.10155.284155.809156.784
1232023.12.18 12:50s/l310.10155.809155.809156.78434.581358.76
1242023.12.18 12:50s/l320.10155.809155.809156.784-10.211348.55
1252023.12.19 01:00buy330.10155.6830.0000.000
1262023.12.19 01:00modify330.10155.683154.283157.183
1272023.12.19 02:45buy340.10156.6100.0000.000
1282023.12.19 02:45modify340.10156.610156.133157.183
1292023.12.19 02:45modify330.10155.683156.133157.183
1302023.12.19 03:12buy350.10156.9110.0000.000
1312023.12.19 03:12modify350.10156.911156.283157.183
1322023.12.19 03:12modify340.10156.610156.283157.183
1332023.12.19 03:12modify330.10155.683156.283157.183
1342023.12.19 06:45s/l330.10156.283156.283157.18338.781387.33
1352023.12.19 06:45s/l340.10156.283156.283157.183-21.131366.20
1362023.12.19 06:45s/l350.10156.283156.283157.183-40.591325.61
1372023.12.19 08:00sell360.10157.5490.0000.000
1382023.12.19 08:00modify360.10157.549158.949156.049
1392023.12.20 11:20sell370.10156.8660.0000.000
1402023.12.20 11:20modify370.10156.866157.024156.049
1412023.12.20 11:20modify360.10157.549157.024156.049
1422023.12.20 12:20s/l360.10157.024157.024156.04932.531358.14
1432023.12.20 12:20s/l370.10157.024157.024156.049-10.221347.92
1442023.12.21 02:00buy380.10156.6560.0000.000
1452023.12.21 02:00modify380.10156.656155.256158.156
1462023.12.26 16:16buy390.10157.3430.0000.000
1472023.12.26 16:16modify390.10157.343157.181158.156
1482023.12.26 16:16modify380.10156.656157.181158.156
1492023.12.26 17:20s/l380.10157.181157.181158.15635.891383.81
1502023.12.26 17:20s/l390.10157.181157.181158.156-10.471373.34
1512023.12.27 01:00sell400.10157.5060.0000.000
1522023.12.27 01:00modify400.10157.506158.906156.006
1532023.12.28 05:59sell410.10156.8230.0000.000
1542023.12.28 05:59modify410.10156.823156.981156.006
1552023.12.28 05:59modify400.10157.506156.981156.006
1562023.12.28 08:17sell420.10156.5900.0000.000
1572023.12.28 08:17modify420.10156.590157.056156.006
1582023.12.28 08:17modify410.10156.823157.056156.006
1592023.12.28 08:17modify400.10157.506157.056156.006
1602023.12.28 13:55sell430.10156.2950.0000.000
1612023.12.28 13:55modify430.10156.295156.906156.006
1622023.12.28 13:55modify420.10156.590156.906156.006
1632023.12.28 13:55modify410.10156.823156.906156.006
1642023.12.28 13:55modify400.10157.506156.906156.006
1652023.12.28 15:32t/p400.10156.006156.906156.00692.741466.08
1662023.12.28 15:32t/p410.10156.006156.906156.00652.801518.88
1672023.12.28 15:32t/p420.10156.006156.906156.00637.751556.63
1682023.12.28 15:32t/p430.10156.006156.906156.00618.681575.31
1692023.12.29 01:00sell440.10156.8820.0000.000
1702023.12.29 01:00modify440.10156.882158.282155.382
1712023.12.29 15:50sell450.10155.6660.0000.000
1722023.12.29 15:50modify450.10155.666156.282155.382
1732023.12.29 15:50modify440.10156.882156.282155.382
1742024.01.02 00:22sell460.10155.9550.0000.000
1752024.01.02 00:22modify460.10155.955156.432155.382
1762024.01.02 00:25modify460.10155.955156.282155.382
1772024.01.02 09:15s/l440.10156.282156.282155.38235.981611.29
1782024.01.02 09:15s/l450.10156.282156.282155.382-42.611568.67
1792024.01.02 09:15s/l460.10156.282156.282155.382-21.131547.54
1802024.01.03 07:00sell470.10155.7090.0000.000
1812024.01.03 07:00modify470.10155.709157.109154.209
1822024.01.04 05:45s/l470.10157.109157.109154.209-94.691452.86
1832024.01.04 10:00sell480.10157.7910.0000.000
1842024.01.04 10:00modify480.10157.791159.191156.291
1852024.01.10 15:03s/l480.10159.191159.191156.291-96.091356.77
1862024.01.11 14:00sell490.10159.9820.0000.000
1872024.01.11 14:00modify490.10159.982161.382158.482
1882024.01.11 22:07sell500.10159.2960.0000.000
1892024.01.11 22:07modify500.10159.296159.457158.482
1902024.01.11 22:07modify490.10159.982159.457158.482
1912024.01.11 22:20s/l490.10159.457159.457158.48233.931390.70
1922024.01.11 22:20s/l500.10159.457159.457158.482-10.411380.29
1932024.01.12 04:00buy510.10159.1120.0000.000
1942024.01.12 04:00modify510.10159.112157.712160.612
1952024.01.15 12:20buy520.10159.7890.0000.000
1962024.01.15 12:20modify520.10159.789159.637160.612
1972024.01.15 12:20modify510.10159.112159.637160.612
1982024.01.15 13:20s/l510.10159.637159.637160.61234.581414.87
1992024.01.15 13:20s/l520.10159.637159.637160.612-9.821405.05
2002024.01.16 01:00buy530.10159.2870.0000.000
2012024.01.16 01:00modify530.10159.287157.887160.787
2022024.01.16 16:27buy540.10159.9790.0000.000
2032024.01.16 16:27modify540.10159.979159.812160.787
2042024.01.16 16:27modify530.10159.287159.812160.787
2052024.01.16 23:45buy550.10160.1930.0000.000
2062024.01.16 23:45modify550.10160.193159.737160.787
2072024.01.16 23:45modify540.10159.979159.737160.787
2082024.01.16 23:45modify530.10159.287159.737160.787
2092024.01.17 06:15buy560.10160.5100.0000.000
2102024.01.17 06:15modify560.10160.510159.887160.787
2112024.01.17 06:15modify550.10160.193159.887160.787
2122024.01.17 06:15modify540.10159.979159.887160.787
2132024.01.17 06:15modify530.10159.287159.887160.787
2142024.01.17 07:20t/p530.10160.787159.887160.78797.601502.66
2152024.01.17 07:20t/p540.10160.787159.887160.78752.871555.53
2162024.01.17 07:20t/p550.10160.787159.887160.78739.041594.57
2172024.01.17 07:20t/p560.10160.787159.887160.78717.901612.47
2182024.01.17 14:00sell570.10160.7140.0000.000
2192024.01.17 14:00modify570.10160.714162.114159.214
2202024.01.25 14:25sell580.10159.8130.0000.000
2212024.01.25 14:25modify580.10159.813160.264159.214
2222024.01.25 14:25modify570.10160.714160.264159.214
2232024.01.25 14:52sell590.10160.0130.0000.000
2242024.01.25 14:52modify590.10160.013160.189159.214
2252024.01.25 14:55modify590.10160.013160.264159.214
2262024.01.25 17:20s/l570.10160.264160.264159.21415.061627.53
2272024.01.25 17:20s/l580.10160.264160.264159.214-29.151598.38
2282024.01.25 17:20s/l590.10160.264160.264159.214-16.231582.15
2292024.01.26 12:00sell600.10160.6280.0000.000
2302024.01.26 12:00modify600.10160.628162.028159.128
2312024.01.29 09:59sell610.10159.9290.0000.000
2322024.01.29 09:59modify610.10159.929160.103159.128
2332024.01.29 09:59modify600.10160.628160.103159.128
2342024.01.29 11:50s/l600.10160.103160.103159.12832.531614.68
2352024.01.29 11:50s/l610.10160.103160.103159.128-11.241603.44
2362024.01.30 07:00buy620.10159.4410.0000.000
2372024.01.30 07:00modify620.10159.441158.041160.941
2382024.01.30 15:25buy630.10160.1290.0000.000
2392024.01.30 15:25modify630.10160.129159.966160.941
2402024.01.30 15:25modify620.10159.441159.966160.941
2412024.01.30 16:02buy640.10160.3530.0000.000
2422024.01.30 16:02modify640.10160.353159.891160.941
2432024.01.30 16:02modify630.10160.129159.891160.941
2442024.01.30 16:02modify620.10159.441159.891160.941
2452024.01.30 22:16s/l620.10159.891159.891160.94129.091632.53
2462024.01.30 22:16s/l630.10159.891159.891160.941-15.381617.15
2472024.01.30 22:16s/l640.10159.891159.891160.941-29.861587.29
2482024.02.01 08:00buy650.10158.4770.0000.000
2492024.02.01 08:00modify650.10158.477157.077159.977
2502024.02.01 12:32buy660.10159.1560.0000.000
2512024.02.01 12:32modify660.10159.156159.002159.977
2522024.02.01 12:32modify650.10158.477159.002159.977
2532024.02.01 12:50s/l650.10159.002159.002159.97733.941621.23
2542024.02.01 12:50s/l660.10159.002159.002159.977-9.951611.28
2552024.02.02 08:00sell670.10159.5350.0000.000
2562024.02.02 08:00modify670.10159.535160.935158.035
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