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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=50; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 profit917.11Gross profit1183.19Gross loss-266.08
Profit factor4.45Expected payoff26.97
Absolute drawdown86.78Maximal drawdown149.68 (7.99%)Relative drawdown13.56% (144.26)
Total trades34Short positions (won %)23 (69.57%)Long positions (won %)11 (81.82%)
Profit trades (% of total)25 (73.53%)Loss trades (% of total)9 (26.47%)
Largestprofit trade91.64loss trade-32.26
Averageprofit trade47.33loss trade-29.56
Maximumconsecutive wins (profit in money)6 (353.63)consecutive losses (loss in money)2 (-59.11)
Maximalconsecutive profit (count of wins)353.63 (6)consecutive loss (count of losses)-59.11 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.14 13:00sell10.10162.6290.0000.000
22023.11.14 13:00modify10.10162.629163.129161.229
32023.11.14 13:50s/l10.10163.129163.129161.229-32.26967.74
42023.12.28 15:00buy20.10156.3150.0000.000
52023.12.28 15:00modify20.10156.315155.815157.715
62023.12.28 16:02buy30.10156.8150.0000.000
72023.12.28 16:02modify30.10156.815156.455157.715
82023.12.28 16:02modify20.10156.315156.455157.715
92023.12.28 16:20s/l20.10156.455156.455157.7159.04976.78
102023.12.28 16:20s/l30.10156.455156.455157.715-23.23953.55
112024.01.10 14:00sell40.10158.9570.0000.000
122024.01.10 14:00modify40.10158.957159.457157.557
132024.01.10 15:16s/l40.10159.457159.457157.557-32.26921.29
142024.01.12 15:00buy50.10158.6690.0000.000
152024.01.12 15:00modify50.10158.669158.169160.069
162024.01.15 03:45buy60.10159.1780.0000.000
172024.01.15 03:45modify60.10159.178158.809160.069
182024.01.15 03:45modify50.10158.669158.809160.069
192024.01.15 08:32buy70.10159.4480.0000.000
202024.01.15 08:32modify70.10159.448159.019160.069
212024.01.15 08:32modify60.10159.178159.019160.069
222024.01.15 08:32modify50.10158.669159.019160.069
232024.01.15 13:17buy80.10159.7300.0000.000
242024.01.15 13:17modify80.10159.730159.229160.069
252024.01.15 13:17modify70.10159.448159.229160.069
262024.01.15 13:17modify60.10159.178159.229160.069
272024.01.15 13:17modify50.10158.669159.229160.069
282024.01.16 18:50t/p50.10160.069159.229160.06991.641012.93
292024.01.16 18:50t/p60.10160.069159.229160.06958.141071.07
302024.01.16 18:50t/p70.10160.069159.229160.06940.721111.79
312024.01.16 18:50t/p80.10160.069159.229160.06922.521134.32
322024.03.05 15:00buy90.10162.8180.0000.000
332024.03.05 15:00modify90.10162.818162.318164.218
342024.03.06 07:16s/l90.10162.318162.318164.218-31.611102.71
352024.03.26 13:00sell100.10164.3540.0000.000
362024.03.26 13:00modify100.10164.354164.854162.954
372024.03.27 09:52sell110.10163.8460.0000.000
382024.03.27 09:52modify110.10163.846164.214162.954
392024.03.27 09:52modify100.10164.354164.214162.954
402024.03.27 10:42sell120.10163.5790.0000.000
412024.03.27 10:42modify120.10163.579164.004162.954
422024.03.27 10:42modify110.10163.846164.004162.954
432024.03.27 10:42modify100.10164.354164.004162.954
442024.03.28 08:25sell130.10163.2910.0000.000
452024.03.28 08:25modify130.10163.291163.794162.954
462024.03.28 08:25modify120.10163.579163.794162.954
472024.03.28 08:25modify110.10163.846163.794162.954
482024.03.28 08:25modify100.10164.354163.794162.954
492024.04.01 14:50t/p100.10162.954163.794162.95481.921184.63
502024.04.01 14:50t/p110.10162.954163.794162.95450.541235.17
512024.04.01 14:50t/p120.10162.954163.794162.95433.321268.48
522024.04.01 14:50t/p130.10162.954163.794162.95418.951287.43
532024.04.03 13:00sell140.10163.6650.0000.000
542024.04.03 13:00modify140.10163.665164.165162.265
552024.04.03 14:40s/l140.10164.165164.165162.265-32.261255.17
562024.04.12 14:00buy150.10162.7770.0000.000
572024.04.12 14:00modify150.10162.777162.277164.177
582024.04.14 22:50buy160.10163.2730.0000.000
592024.04.14 22:50modify160.10163.273162.917164.177
602024.04.14 22:50modify150.10162.777162.917164.177
612024.04.15 01:15buy170.10163.5570.0000.000
622024.04.15 01:15modify170.10163.557163.127164.177
632024.04.15 01:15modify160.10163.273163.127164.177
642024.04.15 01:15modify150.10162.777163.127164.177
652024.04.15 04:40buy180.10163.8270.0000.000
662024.04.15 04:40modify180.10163.827163.337164.177
672024.04.15 04:40modify170.10163.557163.337164.177
682024.04.15 04:40modify160.10163.273163.337164.177
692024.04.15 04:40modify150.10162.777163.337164.177
702024.04.15 12:50t/p150.10164.177163.337164.17790.981346.15
712024.04.15 12:50t/p160.10164.177163.337164.17758.981405.14
722024.04.15 12:50t/p170.10164.177163.337164.17740.011445.15
732024.04.15 12:50t/p180.10164.177163.337164.17722.581467.73
742024.04.16 13:00sell190.10164.5240.0000.000
752024.04.16 13:00modify190.10164.524165.024163.124
762024.04.19 01:32sell200.10164.0190.0000.000
772024.04.19 01:32modify200.10164.019164.384163.124
782024.04.19 01:32modify190.10164.524164.384163.124
792024.04.19 02:20t/p190.10163.124164.384163.12483.321551.05
802024.04.19 02:20t/p200.10163.124164.384163.12457.751608.80
812024.08.30 14:00sell210.10161.1570.0000.000
822024.08.30 14:00modify210.10161.157161.657159.757
832024.08.30 17:07s/l210.10161.657161.657159.757-32.261576.54
842024.09.02 14:00sell220.10162.6520.0000.000
852024.09.02 14:00modify220.10162.652163.152161.252
862024.09.03 03:15sell230.10162.1420.0000.000
872024.09.03 03:15modify230.10162.142162.512161.252
882024.09.03 03:15modify220.10162.652162.512161.252
892024.09.03 04:27sell240.10161.8730.0000.000
902024.09.03 04:27modify240.10161.873162.302161.252
912024.09.03 04:27modify230.10162.142162.302161.252
922024.09.03 04:27modify220.10162.652162.302161.252
932024.09.03 05:20sell250.10161.5770.0000.000
942024.09.03 05:20modify250.10161.577162.092161.252
952024.09.03 05:20modify240.10161.873162.092161.252
962024.09.03 05:20modify230.10162.142162.092161.252
972024.09.03 05:20modify220.10162.652162.092161.252
982024.09.03 08:15t/p220.10161.252162.092161.25288.921665.45
992024.09.03 08:15t/p230.10161.252162.092161.25257.421722.87
1002024.09.03 08:15t/p240.10161.252162.092161.25240.061762.93
1012024.09.03 08:15t/p250.10161.252162.092161.25220.961783.89
1022024.09.25 13:00sell260.10161.4730.0000.000
1032024.09.25 13:00modify260.10161.473161.973160.073
1042024.09.25 16:22sell270.10160.9820.0000.000
1052024.09.25 16:22modify270.10160.982161.333160.073
1062024.09.25 16:22modify260.10161.473161.333160.073
1072024.09.26 01:40s/l260.10161.333161.333160.0734.821788.72
1082024.09.26 01:40s/l270.10161.333161.333160.073-26.851761.87
1092024.10.04 14:00sell280.10162.8520.0000.000
1102024.10.04 14:00modify280.10162.852163.352161.452
1112024.10.04 17:07s/l280.10163.352163.352161.452-32.261729.61
1122024.10.14 15:00sell290.10163.5470.0000.000
1132024.10.14 15:00modify290.10163.547164.047162.147
1142024.10.15 01:27sell300.10163.0450.0000.000
1152024.10.15 01:27modify300.10163.045163.407162.147
1162024.10.15 01:27modify290.10163.547163.407162.147
1172024.10.15 05:32sell310.10162.7520.0000.000
1182024.10.15 05:32modify310.10162.752163.197162.147
1192024.10.15 05:32modify300.10163.045163.197162.147
1202024.10.15 05:32modify290.10163.547163.197162.147
1212024.10.15 07:30sell320.10162.4770.0000.000
1222024.10.15 07:30modify320.10162.477162.987162.147
1232024.10.15 07:30modify310.10162.752162.987162.147
1242024.10.15 07:30modify300.10163.045162.987162.147
1252024.10.15 07:30modify290.10163.547162.987162.147
1262024.10.16 01:50t/p290.10162.147162.987162.14787.521817.13
1272024.10.16 01:50t/p300.10162.147162.987162.14756.541873.66
1282024.10.16 01:50t/p310.10162.147162.987162.14737.631911.29
1292024.10.16 01:50t/p320.10162.147162.987162.14719.891931.18
1302024.10.23 15:00sell330.10164.8750.0000.000
1312024.10.23 15:00modify330.10164.875165.375163.475
1322024.10.23 18:10sell340.10164.3770.0000.000
1332024.10.23 18:10modify340.10164.377164.735163.475
1342024.10.23 18:10modify330.10164.875164.735163.475
1352024.10.23 20:50s/l330.10164.735164.735163.4759.031940.21
1362024.10.23 20:50s/l340.10164.735164.735163.475-23.101917.11