Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)

SymbolEURJPY (Euro vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:00 (2024.03.01 - 2025.03.01)
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=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test7215Ticks modelled157673Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit2417.05Gross profit5390.63Gross loss-2973.59
Profit factor1.81Expected payoff13.89
Absolute drawdown83.34Maximal drawdown493.96 (17.13%)Relative drawdown17.13% (493.96)
Total trades174Short positions (won %)67 (62.69%)Long positions (won %)107 (61.68%)
Profit trades (% of total)108 (62.07%)Loss trades (% of total)66 (37.93%)
Largestprofit trade103.72loss trade-98.69
Averageprofit trade49.91loss trade-45.05
Maximumconsecutive wins (profit in money)12 (651.26)consecutive losses (loss in money)4 (-319.28)
Maximalconsecutive profit (count of wins)651.26 (12)consecutive loss (count of losses)-319.28 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.03.07 08:00buy10.10161.1910.0000.000
22024.03.07 08:00modify10.10161.191159.791162.691
32024.03.07 15:20buy20.10161.8740.0000.000
42024.03.07 15:20modify20.10161.874161.341162.691
52024.03.07 15:20modify10.10161.191161.341162.691
62024.03.07 17:37buy30.10162.1120.0000.000
72024.03.07 17:37modify30.10162.112161.716162.691
82024.03.07 17:37modify20.10161.874161.716162.691
92024.03.07 17:37modify10.10161.191161.716162.691
102024.03.07 20:50buy40.10162.1660.0000.000
112024.03.07 20:50modify40.10162.166161.716162.691
122024.03.08 00:20s/l10.10161.716161.716162.69135.871035.87
132024.03.08 00:20s/l20.10161.716161.716162.691-10.281025.58
142024.03.08 00:20s/l30.10161.716161.716162.691-26.35999.23
152024.03.08 00:20s/l40.10161.716161.716162.691-30.00969.23
162024.03.08 10:00buy50.10160.9200.0000.000
172024.03.08 10:00modify50.10160.920159.520162.420
182024.03.13 08:59buy60.10161.6170.0000.000
192024.03.13 08:59modify60.10161.617161.070162.420
202024.03.13 08:59modify50.10160.920161.070162.420
212024.03.13 11:25buy70.10161.9160.0000.000
222024.03.13 11:25modify70.10161.916161.445162.420
232024.03.13 11:25modify60.10161.617161.445162.420
242024.03.13 11:25modify50.10160.920161.445162.420
252024.03.13 12:52buy80.10161.8230.0000.000
262024.03.13 12:52modify80.10161.823161.445162.420
272024.03.14 13:15s/l50.10161.445161.445162.42037.841007.06
282024.03.14 13:15s/l60.10161.445161.445162.420-10.43996.63
292024.03.14 13:15s/l70.10161.445161.445162.420-30.63966.00
302024.03.14 13:15s/l80.10161.445161.445162.420-24.35941.65
312024.04.12 13:00buy90.10162.6400.0000.000
322024.04.12 13:00modify90.10162.640161.240164.140
332024.04.15 00:20buy100.10163.3210.0000.000
342024.04.15 00:20modify100.10163.321162.790164.140
352024.04.15 00:20modify90.10162.640162.790164.140
362024.04.15 01:15buy110.10163.5570.0000.000
372024.04.15 01:15modify110.10163.557163.165164.140
382024.04.15 01:15modify100.10163.321163.165164.140
392024.04.15 01:15modify90.10162.640163.165164.140
402024.04.15 01:20buy120.10163.6230.0000.000
412024.04.15 01:20modify120.10163.623163.165164.140
422024.04.15 12:50t/p90.10164.140163.165164.140101.741043.39
432024.04.15 12:50t/p100.10164.140163.165164.14055.331098.72
442024.04.15 12:50t/p110.10164.140163.165164.14039.391138.11
452024.04.15 12:50t/p120.10164.140163.165164.14034.931173.04
462024.04.19 03:00buy130.10163.4410.0000.000
472024.04.19 03:00modify130.10163.441162.041164.941
482024.04.19 03:57buy140.10164.1170.0000.000
492024.04.19 03:57modify140.10164.117163.591164.941
502024.04.19 03:57modify130.10163.441163.591164.941
512024.04.19 08:22buy150.10164.4250.0000.000
522024.04.19 08:22modify150.10164.425163.966164.941
532024.04.19 08:22modify140.10164.117163.966164.941
542024.04.19 08:22modify130.10163.441163.966164.941
552024.04.19 08:52buy160.10164.3590.0000.000
562024.04.19 08:52modify160.10164.359163.966164.941
572024.04.19 12:50t/p130.10164.941163.966164.941101.331274.37
582024.04.19 12:50t/p140.10164.941163.966164.94155.671330.04
592024.04.19 12:50t/p150.10164.941163.966164.94134.861364.90
602024.04.19 12:50t/p160.10164.941163.966164.94139.321404.22
612024.04.29 02:00sell170.10170.5150.0000.000
622024.04.29 02:00modify170.10170.515171.915169.015
632024.04.29 04:20t/p170.10169.015171.915169.015101.301505.52
642024.04.29 05:00buy180.10167.6970.0000.000
652024.04.29 05:00modify180.10167.697166.297169.197
662024.04.29 07:07buy190.10168.3900.0000.000
672024.04.29 07:07modify190.10168.390167.847169.197
682024.04.29 07:07modify180.10167.697167.847169.197
692024.04.29 07:10s/l180.10167.847167.847169.19710.141515.66
702024.04.29 07:10s/l190.10167.847167.847169.197-36.681478.98
712024.05.02 01:00sell200.10167.1310.0000.000
722024.05.02 01:00modify200.10167.131168.531165.631
732024.05.02 06:25sell210.10166.4420.0000.000
742024.05.02 06:25modify210.10166.442166.981165.631
752024.05.02 06:25modify200.10167.131166.981165.631
762024.05.02 09:47sell220.10166.1550.0000.000
772024.05.02 09:47modify220.10166.155166.606165.631
782024.05.02 09:47modify210.10166.442166.606165.631
792024.05.02 09:47modify200.10167.131166.606165.631
802024.05.02 10:22sell230.10166.2170.0000.000
812024.05.02 10:22modify230.10166.217166.606165.631
822024.05.02 11:46t/p200.10165.631166.606165.631101.291580.27
832024.05.02 11:46t/p210.10165.631166.606165.63154.761635.03
842024.05.02 11:46t/p220.10165.631166.606165.63135.381670.41
852024.05.02 11:46t/p230.10165.631166.606165.63139.571709.98
862024.05.02 14:00buy240.10165.0480.0000.000
872024.05.02 14:00modify240.10165.048163.648166.548
882024.05.06 03:20buy250.10165.7310.0000.000
892024.05.06 03:20modify250.10165.731165.198166.548
902024.05.06 03:20modify240.10165.048165.198166.548
912024.05.06 14:45buy260.10165.9570.0000.000
922024.05.06 14:45modify260.10165.957165.573166.548
932024.05.06 14:45modify250.10165.731165.573166.548
942024.05.06 14:45modify240.10165.048165.573166.548
952024.05.06 23:27buy270.10166.0500.0000.000
962024.05.06 23:27modify270.10166.050165.573166.548
972024.05.07 13:46t/p240.10166.548165.573166.548102.521812.50
982024.05.07 13:46t/p250.10166.548165.573166.54855.591868.08
992024.05.07 13:46t/p260.10166.548165.573166.54840.321908.40
1002024.05.07 13:46t/p270.10166.548165.573166.54834.041942.44
1012024.05.16 01:00buy280.10167.4220.0000.000
1022024.05.16 01:00modify280.10167.422166.022168.922
1032024.05.16 11:20buy290.10168.3480.0000.000
1042024.05.16 11:20modify290.10168.348167.947168.922
1052024.05.16 11:20modify280.10167.422167.947168.922
1062024.05.16 12:02buy300.10168.4070.0000.000
1072024.05.16 12:02modify300.10168.407167.947168.922
1082024.05.17 00:32t/p280.10168.922167.947168.922101.732044.16
1092024.05.17 00:32t/p290.10168.922167.947168.92239.182083.34
1102024.05.17 00:32t/p300.10168.922167.947168.92235.192118.53
1112024.06.04 08:00buy310.10169.2470.0000.000
1122024.06.04 08:00modify310.10169.247167.847170.747
1132024.06.05 09:12buy320.10169.9360.0000.000
1142024.06.05 09:12modify320.10169.936169.397170.747
1152024.06.05 09:12modify310.10169.247169.397170.747
1162024.06.06 00:20s/l310.10169.397169.397170.74711.722130.24
1172024.06.06 00:20s/l320.10169.397169.397170.747-35.222095.02
1182024.06.13 16:00buy330.10168.6420.0000.000
1192024.06.13 16:00modify330.10168.642167.242170.142
1202024.06.14 04:15buy340.10169.5590.0000.000
1212024.06.14 04:15modify340.10169.559169.167170.142
1222024.06.14 04:15modify330.10168.642169.167170.142
1232024.06.14 04:50buy350.10169.6200.0000.000
1242024.06.14 04:50modify350.10169.620169.167170.142
1252024.06.14 06:47buy360.10169.3170.0000.000
1262024.06.14 06:47modify360.10169.317168.792170.142
1272024.06.14 06:50s/l330.10169.167169.167170.14235.862130.88
1282024.06.14 06:50s/l340.10169.167169.167170.142-26.482104.40
1292024.06.14 06:50s/l350.10169.167169.167170.142-30.612073.79
1302024.06.14 06:50close360.10168.947168.792170.142-25.002048.79
1312024.06.14 09:00buy370.10168.4140.0000.000
1322024.06.14 09:00modify370.10168.414167.014169.914
1332024.06.17 11:45buy380.10169.1030.0000.000
1342024.06.17 11:45modify380.10169.103168.564169.914
1352024.06.17 11:45modify370.10168.414168.564169.914
1362024.06.17 14:07buy390.10169.3160.0000.000
1372024.06.17 14:07modify390.10169.316168.939169.914
1382024.06.17 14:07modify380.10169.103168.939169.914
1392024.06.17 14:07modify370.10168.414168.939169.914
1402024.06.17 22:45buy400.10169.3930.0000.000
1412024.06.17 22:45modify400.10169.393168.939169.914
1422024.06.20 04:37t/p370.10169.914168.939169.914103.722152.51
1432024.06.20 04:37t/p380.10169.914168.939169.91456.772209.28
1442024.06.20 04:37t/p390.10169.914168.939169.91442.382251.66
1452024.06.20 04:37t/p400.10169.914168.939169.91437.182288.84
1462024.07.11 13:00buy410.10172.7480.0000.000
1472024.07.11 13:00modify410.10172.748171.348174.248
1482024.07.12 10:20buy420.10173.4370.0000.000
1492024.07.12 10:20modify420.10173.437172.898174.248
1502024.07.12 10:20modify410.10172.748172.898174.248
1512024.07.12 12:15s/l410.10172.898172.898174.24810.532299.37
1522024.07.12 12:15s/l420.10172.898172.898174.248-36.422262.95
1532024.07.17 08:00buy430.10171.3670.0000.000
1542024.07.17 08:00modify430.10171.367169.967172.867
1552024.07.23 07:45s/l430.10169.967169.967172.867-92.202170.75
1562024.07.24 05:00buy440.10167.7310.0000.000
1572024.07.24 05:00modify440.10167.731166.331169.231
1582024.07.24 14:07s/l440.10166.331166.331169.231-94.582076.17
1592024.07.25 02:00buy450.10165.6940.0000.000
1602024.07.25 02:00modify450.10165.694164.294167.194
1612024.07.25 12:59buy460.10166.5940.0000.000
1622024.07.25 12:59modify460.10166.594166.219167.194
1632024.07.25 12:59modify450.10165.694166.219167.194
1642024.07.25 13:20t/p450.10167.194166.219167.194101.332177.50
1652024.07.25 13:20t/p460.10167.194166.219167.19440.532218.03
1662024.07.26 15:00buy470.10166.6690.0000.000
1672024.07.26 15:00modify470.10166.669165.269168.169
1682024.07.28 23:15buy480.10167.3600.0000.000
1692024.07.28 23:15modify480.10167.360166.819168.169
1702024.07.28 23:15modify470.10166.669166.819168.169
1712024.07.29 01:35s/l470.10166.819166.819168.16910.532228.55
1722024.07.29 01:35s/l480.10166.819166.819168.169-36.152192.40
1732024.07.30 07:00sell490.10167.7770.0000.000
1742024.07.30 07:00modify490.10167.777169.177166.277
1752024.07.30 13:15sell500.10167.0960.0000.000
1762024.07.30 13:15modify500.10167.096167.627166.277
1772024.07.30 13:15modify490.10167.777167.627166.277
1782024.07.30 13:50sell510.10166.7880.0000.000
1792024.07.30 13:50modify510.10166.788167.252166.277
1802024.07.30 13:50modify500.10167.096167.252166.277
1812024.07.30 13:50modify490.10167.777167.252166.277
1822024.07.30 14:32sell520.10166.8670.0000.000
1832024.07.30 14:32modify520.10166.867167.252166.277
1842024.07.30 15:20t/p490.10166.277167.252166.277101.292293.69
1852024.07.30 15:20t/p500.10166.277167.252166.27755.312349.00
1862024.07.30 15:20t/p510.10166.277167.252166.27734.512383.51
1872024.07.30 15:20t/p520.10166.277167.252166.27739.842423.35
1882024.07.30 16:00buy530.10166.1880.0000.000
1892024.07.30 16:00modify530.10166.188164.788167.688
1902024.07.31 00:45s/l530.10164.788164.788167.688-94.182329.17
1912024.07.31 04:00sell540.10166.1770.0000.000
1922024.07.31 04:00modify540.10166.177167.577164.677
1932024.07.31 05:59sell550.10165.4760.0000.000
1942024.07.31 05:59modify550.10165.476166.027164.677
1952024.07.31 05:59modify540.10166.177166.027164.677
1962024.07.31 06:20sell560.10165.1770.0000.000
1972024.07.31 06:20modify560.10165.177165.652164.677
1982024.07.31 06:20modify550.10165.476165.652164.677
1992024.07.31 06:20modify540.10166.177165.652164.677
2002024.07.31 06:30sell570.10165.2710.0000.000
2012024.07.31 06:30modify570.10165.271165.652164.677
2022024.07.31 07:15t/p540.10164.677165.652164.677101.302430.47
2032024.07.31 07:15t/p550.10164.677165.652164.67753.962484.43
2042024.07.31 07:15t/p560.10164.677165.652164.67733.772518.20
2052024.07.31 07:15t/p570.10164.677165.652164.67740.122558.32
2062024.07.31 08:00buy580.10163.2930.0000.000
2072024.07.31 08:00modify580.10163.293161.893164.793
2082024.08.01 00:07s/l580.10161.893161.893164.793-93.392464.93
2092024.08.01 13:00sell590.10162.8720.0000.000
2102024.08.01 13:00modify590.10162.872164.272161.372
2112024.08.01 14:35sell600.10162.1810.0000.000
2122024.08.01 14:35modify600.10162.181162.722161.372
2132024.08.01 14:35modify590.10162.872162.722161.372
2142024.08.01 15:10sell610.10161.8770.0000.000
2152024.08.01 15:10modify610.10161.877162.347161.372
2162024.08.01 15:10modify600.10162.181162.347161.372
2172024.08.01 15:10modify590.10162.872162.347161.372
2182024.08.01 15:40sell620.10161.9680.0000.000
2192024.08.01 15:40modify620.10161.968162.347161.372
2202024.08.01 18:20t/p590.10161.372162.347161.372101.292566.22
2212024.08.01 18:20t/p600.10161.372162.347161.37254.632620.85
2222024.08.01 18:20t/p610.10161.372162.347161.37234.102654.95
2232024.08.01 18:20t/p620.10161.372162.347161.37240.252695.20
2242024.08.05 00:00buy630.10158.8670.0000.000
2252024.08.05 00:00modify630.10158.867157.467160.367
2262024.08.05 04:05s/l630.10157.467157.467160.367-94.572600.63
2272024.08.05 14:00sell640.10156.7290.0000.000
2282024.08.05 14:00modify640.10156.729158.129155.229
2292024.08.05 16:10s/l640.10158.129158.129155.229-94.542506.09
2302024.08.06 09:00buy650.10158.3890.0000.000
2312024.08.06 09:00modify650.10158.389156.989159.889
2322024.08.07 01:45t/p650.10159.889156.989159.889101.742607.82
2332024.08.07 02:00sell660.10160.2050.0000.000
2342024.08.07 02:00modify660.10160.205161.605158.705
2352024.08.07 23:32sell670.10159.2260.0000.000
2362024.08.07 23:32modify670.10159.226159.680158.705
2372024.08.07 23:32modify660.10160.205159.680158.705
2382024.08.07 23:45s/l660.10159.680159.680158.70535.452643.27
2392024.08.07 23:45s/l670.10159.680159.680158.705-30.662612.61
2402024.08.14 08:00sell680.10162.2280.0000.000
2412024.08.14 08:00modify680.10162.228163.628160.728
2422024.08.15 14:40s/l680.10163.628163.628160.728-97.652514.96
2432024.08.16 13:00buy690.10162.3880.0000.000
2442024.08.16 13:00modify690.10162.388160.988163.888
2452024.08.18 22:23buy700.10163.0680.0000.000
2462024.08.18 22:23modify700.10163.068162.538163.888
2472024.08.18 22:23modify690.10162.388162.538163.888
2482024.08.19 01:50s/l690.10162.538162.538163.88810.532525.49
2492024.08.19 01:50s/l700.10162.538162.538163.888-35.412490.07
2502024.08.19 04:00buy710.10161.7060.0000.000
2512024.08.19 04:00modify710.10161.706160.306163.206
2522024.08.19 18:15buy720.10162.4030.0000.000
2532024.08.19 18:15modify720.10162.403161.856163.206
2542024.08.19 18:15modify710.10161.706161.856163.206
2552024.08.19 23:47buy730.10162.6930.0000.000
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5382025.01.15 15:50t/p1480.10161.121162.096161.121100.252728.46
5392025.01.15 15:50t/p1490.10161.121162.096161.12154.492782.95
5402025.01.15 15:50t/p1500.10161.121162.096161.12139.842822.79
5412025.01.15 15:50t/p1510.10161.121162.096161.12134.372857.16
5422025.01.16 02:00buy1520.10160.0840.0000.000
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5492025.01.24 10:00sell1540.10163.2740.0000.000
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5522025.02.03 16:00sell1550.10159.6170.0000.000
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6182025.02.27 16:35sell1730.10156.1000.0000.000
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6232025.02.28 08:00sell1740.10156.3910.0000.000
6242025.02.28 08:00modify1740.10156.391157.791154.891
6252025.02.28 21:59close at stop1740.10156.266157.791154.8918.453417.05