Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01)
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=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=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 test7242Ticks modelled158419Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread40
Total net profit1700.23Gross profit2132.61Gross loss-432.39
Profit factor4.93Expected payoff32.70
Absolute drawdown165.79Maximal drawdown188.48 (8.18%)Relative drawdown17.63% (178.52)
Total trades52Short positions (won %)20 (65.00%)Long positions (won %)32 (78.12%)
Profit trades (% of total)38 (73.08%)Loss trades (% of total)14 (26.92%)
Largestprofit trade97.69loss trade-103.64
Averageprofit trade56.12loss trade-30.88
Maximumconsecutive wins (profit in money)12 (734.85)consecutive losses (loss in money)3 (-46.77)
Maximalconsecutive profit (count of wins)734.85 (12)consecutive loss (count of losses)-127.47 (2)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.17 09:00sell10.10187.0900.0000.000
22024.01.17 09:00modify10.10187.090188.590185.590
32024.01.19 02:02s/l10.10188.590188.590185.590-103.64896.36
42024.01.31 17:00buy20.10186.2450.0000.000
52024.01.31 17:00modify20.10186.245184.745187.745
62024.02.02 08:10buy30.10187.0960.0000.000
72024.02.02 08:10modify30.10187.096186.770187.745
82024.02.02 08:10modify20.10186.245186.770187.745
92024.02.02 08:15buy40.10187.1660.0000.000
102024.02.02 08:15modify40.10187.166186.620187.745
112024.02.02 08:17modify40.10187.166186.770187.745
122024.02.02 13:37s/l20.10186.770186.770187.74536.83933.20
132024.02.02 13:37s/l30.10186.770186.770187.745-20.65912.55
142024.02.02 13:37s/l40.10186.770186.770187.745-25.08887.47
152024.04.12 14:00buy50.10190.4720.0000.000
162024.04.12 14:00modify50.10190.472188.972191.972
172024.04.14 23:50buy60.10191.0950.0000.000
182024.04.14 23:50modify60.10191.095190.547191.972
192024.04.14 23:50modify50.10190.472190.547191.972
202024.04.15 01:25buy70.10191.3210.0000.000
212024.04.15 01:25modify70.10191.321190.997191.972
222024.04.15 01:25modify60.10191.095190.997191.972
232024.04.15 01:25modify50.10190.472190.997191.972
242024.04.15 07:59t/p50.10191.972190.997191.97295.89983.35
252024.04.15 07:59t/p60.10191.972190.997191.97256.441039.79
262024.04.15 07:59t/p70.10191.972190.997191.97241.221081.01
272024.05.01 22:00buy80.10193.1560.0000.000
282024.05.01 22:00modify80.10193.156191.656194.656
292024.05.01 22:16t/p80.10194.656191.656194.65694.991176.00
302024.05.02 17:00buy90.10192.4970.0000.000
312024.05.02 17:00modify90.10192.497190.997193.997
322024.05.06 03:15buy100.10193.1090.0000.000
332024.05.06 03:15modify100.10193.109192.572193.997
342024.05.06 03:15modify90.10192.497192.572193.997
352024.05.06 07:45buy110.10193.3430.0000.000
362024.05.06 07:45modify110.10193.343193.022193.997
372024.05.06 07:45modify100.10193.109193.022193.997
382024.05.06 07:45modify90.10192.497193.022193.997
392024.05.06 08:15buy120.10193.4090.0000.000
402024.05.06 08:15modify120.10193.409192.872193.997
412024.05.06 08:17modify120.10193.409193.022193.997
422024.05.07 02:45t/p90.10193.997193.022193.99797.691273.69
432024.05.07 02:45t/p100.10193.997193.022193.99757.141330.82
442024.05.07 02:45t/p110.10193.997193.022193.99742.321373.14
452024.05.07 02:45t/p120.10193.997193.022193.99738.141411.28
462024.06.04 12:00buy130.10197.6580.0000.000
472024.06.04 12:00modify130.10197.658196.158199.158
482024.06.05 00:25buy140.10198.4860.0000.000
492024.06.05 00:25modify140.10198.486198.183199.158
502024.06.05 00:25modify130.10197.658198.183199.158
512024.06.05 02:02buy150.10198.5650.0000.000
522024.06.05 02:02modify150.10198.565198.033199.158
532024.06.05 02:05modify150.10198.565198.183199.158
542024.06.05 07:10t/p130.10199.158198.183199.15895.891507.16
552024.06.05 07:10t/p140.10199.158198.183199.15842.561549.72
562024.06.05 07:10t/p150.10199.158198.183199.15837.551587.27
572024.06.14 12:00buy160.10199.5730.0000.000
582024.06.14 12:00modify160.10199.573198.073201.073
592024.06.17 13:55buy170.10200.1860.0000.000
602024.06.17 13:55modify170.10200.186199.648201.073
612024.06.17 13:55modify160.10199.573199.648201.073
622024.06.17 17:02buy180.10200.4030.0000.000
632024.06.17 17:02modify180.10200.403200.098201.073
642024.06.17 17:02modify170.10200.186200.098201.073
652024.06.17 17:02modify160.10199.573200.098201.073
662024.06.17 18:16buy190.10200.4860.0000.000
672024.06.17 18:16modify190.10200.486199.948201.073
682024.06.17 18:20modify190.10200.486200.098201.073
692024.06.18 01:46s/l160.10200.098200.098201.07335.041622.31
702024.06.18 01:46s/l170.10200.098200.098201.073-4.671617.64
712024.06.18 01:46s/l180.10200.098200.098201.073-18.421599.22
722024.06.18 01:46s/l190.10200.098200.098201.073-23.671575.54
732024.08.15 16:00sell200.10191.5290.0000.000
742024.08.15 16:00modify200.10191.529193.029190.029
752024.08.16 12:25sell210.10190.9270.0000.000
762024.08.16 12:25modify210.10190.927191.454190.029
772024.08.16 12:25modify200.10191.529191.454190.029
782024.08.16 13:17sell220.10190.6090.0000.000
792024.08.16 13:17modify220.10190.609191.154190.029
802024.08.16 13:17modify210.10190.927191.154190.029
812024.08.16 13:17modify200.10191.529191.154190.029
822024.08.16 13:22sell230.10190.6790.0000.000
832024.08.16 13:22modify230.10190.679191.004190.029
842024.08.16 13:22modify220.10190.609191.004190.029
852024.08.16 13:22modify210.10190.927191.004190.029
862024.08.16 13:22modify200.10191.529191.004190.029
872024.08.16 14:20s/l200.10191.004191.004190.02931.091606.63
882024.08.16 14:20s/l210.10191.004191.004190.029-4.871601.76
892024.08.16 14:20s/l220.10191.004191.004190.029-25.011576.75
902024.08.16 14:20s/l230.10191.004191.004190.029-20.581556.17
912024.09.02 10:00sell240.10192.6850.0000.000
922024.09.02 10:00modify240.10192.685194.185191.185
932024.09.03 05:20sell250.10191.7640.0000.000
942024.09.03 05:20modify250.10191.764192.310191.185
952024.09.03 05:20modify240.10192.685192.310191.185
962024.09.03 05:32sell260.10191.8460.0000.000
972024.09.03 05:32modify260.10191.846192.160191.185
982024.09.03 05:32modify250.10191.764192.160191.185
992024.09.03 05:32modify240.10192.685192.160191.185
1002024.09.03 08:20t/p240.10191.185192.160191.18592.821648.98
1012024.09.03 08:20t/p250.10191.185192.160191.18536.661685.64
1022024.09.03 08:20t/p260.10191.185192.160191.18541.851727.49
1032024.09.23 09:00buy270.10190.5980.0000.000
1042024.09.23 09:00modify270.10190.598189.098192.098
1052024.09.23 11:45buy280.10191.2070.0000.000
1062024.09.23 11:45modify280.10191.207190.673192.098
1072024.09.23 11:45modify270.10190.598190.673192.098
1082024.09.23 13:35buy290.10191.4240.0000.000
1092024.09.23 13:35modify290.10191.424191.123192.098
1102024.09.23 13:35modify280.10191.207191.123192.098
1112024.09.23 13:35modify270.10190.598191.123192.098
1122024.09.23 13:50t/p270.10192.098191.123192.09894.991822.48
1132024.09.23 13:50t/p280.10192.098191.123192.09856.421878.90
1142024.09.23 13:50t/p290.10192.098191.123192.09842.681921.58
1152024.10.02 17:00sell300.10193.7890.0000.000
1162024.10.02 17:00modify300.10193.789195.289192.289
1172024.10.03 06:12sell310.10193.1880.0000.000
1182024.10.03 06:12modify310.10193.188193.714192.289
1192024.10.03 06:12modify300.10193.789193.714192.289
1202024.10.03 07:15sell320.10192.8610.0000.000
1212024.10.03 07:15modify320.10192.861193.414192.289
1222024.10.03 07:15modify310.10193.188193.414192.289
1232024.10.03 07:15modify300.10193.789193.414192.289
1242024.10.03 08:37t/p300.10192.289193.414192.28988.492010.07
1252024.10.03 08:37t/p310.10192.289193.414192.28956.922066.99
1262024.10.03 08:37t/p320.10192.289193.414192.28936.222103.21
1272024.10.04 14:00sell330.10194.3980.0000.000
1282024.10.04 14:00modify330.10194.398195.898192.898
1292024.10.07 10:02sell340.10193.7900.0000.000
1302024.10.07 10:02modify340.10193.790194.323192.898
1312024.10.07 10:02modify330.10194.398194.323192.898
1322024.10.07 12:37sell350.10193.5530.0000.000
1332024.10.07 12:37modify350.10193.553193.873192.898
1342024.10.07 12:37modify340.10193.790193.873192.898
1352024.10.07 12:37modify330.10194.398193.873192.898
1362024.10.07 13:07s/l330.10193.873193.873192.89831.082134.29
1372024.10.07 13:07s/l340.10193.873193.873192.898-5.262129.03
1382024.10.07 13:07s/l350.10193.873193.873192.898-20.262108.77
1392024.10.31 17:00buy360.10196.1330.0000.000
1402024.10.31 17:00modify360.10196.133194.633197.633
1412024.11.01 04:32buy370.10196.7350.0000.000
1422024.11.01 04:32modify370.10196.735196.208197.633
1432024.11.01 04:32modify360.10196.133196.208197.633
1442024.11.01 08:52buy380.10196.9730.0000.000
1452024.11.01 08:52modify380.10196.973196.658197.633
1462024.11.01 08:52modify370.10196.735196.658197.633
1472024.11.01 08:52modify360.10196.133196.658197.633
1482024.11.01 09:05buy390.10197.0510.0000.000
1492024.11.01 09:05modify390.10197.051196.508197.633
1502024.11.01 09:07modify390.10197.051196.658197.633
1512024.11.01 13:45t/p360.10197.633196.658197.63395.892204.66
1522024.11.01 13:45t/p370.10197.633196.658197.63356.872261.53
1532024.11.01 13:45t/p380.10197.633196.658197.63341.802303.33
1542024.11.01 13:45t/p390.10197.633196.658197.63336.862340.19
1552024.11.01 16:00sell400.10198.1980.0000.000
1562024.11.01 16:00modify400.10198.198199.698196.698
1572024.11.01 18:20sell410.10197.5720.0000.000
1582024.11.01 18:20modify410.10197.572198.123196.698
1592024.11.01 18:20modify400.10198.198198.123196.698
1602024.11.04 05:17sell420.10197.2860.0000.000
1612024.11.04 05:17modify420.10197.286197.823196.698
1622024.11.04 05:17modify410.10197.572197.823196.698
1632024.11.04 05:17modify400.10198.198197.823196.698
1642024.11.04 07:50sell430.10197.3490.0000.000
1652024.11.04 07:50modify430.10197.349197.673196.698
1662024.11.04 07:50modify420.10197.286197.673196.698
1672024.11.04 07:50modify410.10197.572197.673196.698
1682024.11.04 07:50modify400.10198.198197.673196.698
1692024.11.04 11:15t/p400.10196.698197.673196.69892.822433.00
1702024.11.04 11:15t/p410.10196.698197.673196.69853.182486.18
1712024.11.04 11:15t/p420.10196.698197.673196.69837.232523.41
1722024.11.04 11:15t/p430.10196.698197.673196.69841.222564.63
1732024.11.15 20:00buy440.10194.5240.0000.000
1742024.11.15 20:00modify440.10194.524193.024196.024
1752024.11.17 23:15buy450.10195.1310.0000.000
1762024.11.17 23:15modify450.10195.131194.599196.024
1772024.11.17 23:15modify440.10194.524194.599196.024
1782024.11.18 00:20s/l440.10194.599194.599196.0245.652570.27
1792024.11.18 00:20s/l450.10194.599194.599196.024-32.792537.48
1802024.11.19 11:00buy460.10194.3400.0000.000
1812024.11.19 11:00modify460.10194.340192.840195.840
1822024.11.19 15:07buy470.10194.9670.0000.000
1832024.11.19 15:07modify470.10194.967194.415195.840
1842024.11.19 15:07modify460.10194.340194.415195.840
1852024.11.19 17:40t/p460.10195.840194.415195.84094.992632.47
1862024.11.19 17:40t/p470.10195.840194.415195.84055.282687.75
1872024.12.06 16:00buy480.10191.0240.0000.000
1882024.12.06 16:00modify480.10191.024189.524192.524
1892024.12.09 07:55buy490.10191.8690.0000.000
1902024.12.09 07:55modify490.10191.869191.549192.524
1912024.12.09 07:55modify480.10191.024191.549192.524
1922024.12.09 13:15t/p480.10192.524191.549192.52495.892783.64
1932024.12.09 13:15t/p490.10192.524191.549192.52441.482825.12
1942024.12.16 17:00sell500.10195.6070.0000.000
1952024.12.16 17:00modify500.10195.607197.107194.107
1962024.12.17 09:50sell510.10195.0050.0000.000
1972024.12.17 09:50modify510.10195.005195.532194.107
1982024.12.17 09:50modify500.10195.607195.532194.107
1992024.12.17 11:50s/l500.10195.532195.532194.1072.592827.70
2002024.12.17 11:50s/l510.10195.532195.532194.107-33.372794.33
2012024.12.30 17:00buy520.10196.8980.0000.000
2022024.12.30 17:00modify520.10196.898195.398198.398
2032024.12.31 21:43s/l520.10195.398195.398198.398-94.102700.23