Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolUSDJPY (US Dollar 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=8; 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=45; 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=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 modelled157386Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread30
Total net profit1049.20Gross profit1415.50Gross loss-366.29
Profit factor3.86Expected payoff24.98
Absolute drawdown56.60Maximal drawdown186.94 (9.97%)Relative drawdown14.37% (164.53)
Total trades42Short positions (won %)32 (68.75%)Long positions (won %)10 (50.00%)
Profit trades (% of total)27 (64.29%)Loss trades (% of total)15 (35.71%)
Largestprofit trade95.98loss trade-27.66
Averageprofit trade52.43loss trade-24.42
Maximumconsecutive wins (profit in money)4 (239.54)consecutive losses (loss in money)3 (-81.47)
Maximalconsecutive profit (count of wins)239.54 (4)consecutive loss (count of losses)-81.47 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.14 16:00buy10.10150.8470.0000.000
22023.11.14 16:00modify10.10150.847150.447152.247
32023.11.14 19:33s/l10.10150.447150.447152.247-26.59973.41
42023.12.07 12:00buy20.10145.0530.0000.000
52023.12.07 12:00modify20.10145.053144.653146.453
62023.12.07 14:40s/l20.10144.653144.653146.453-27.66945.75
72023.12.19 12:00sell30.10144.7920.0000.000
82023.12.19 12:00modify30.10144.792145.192143.392
92023.12.19 14:17sell40.10144.3550.0000.000
102023.12.19 14:17modify40.10144.355144.652143.392
112023.12.19 14:17modify30.10144.792144.652143.392
122023.12.19 14:55sell50.10144.0090.0000.000
132023.12.19 14:55modify50.10144.009144.302143.392
142023.12.19 14:55modify40.10144.355144.302143.392
152023.12.19 14:55modify30.10144.792144.302143.392
162023.12.19 15:10sell60.10143.9420.0000.000
172023.12.19 15:10modify60.10143.942144.162143.392
182023.12.19 15:12modify60.10143.942144.302143.392
192023.12.20 07:20t/p30.10143.392144.302143.39295.981041.73
202023.12.20 07:20t/p40.10143.392144.302143.39265.501107.22
212023.12.20 07:20t/p50.10143.392144.302143.39241.371148.59
222023.12.20 07:20t/p60.10143.392144.302143.39236.701185.29
232024.01.16 12:00sell70.10146.6030.0000.000
242024.01.16 12:00modify70.10146.603147.003145.203
252024.01.16 16:15s/l70.10147.003147.003145.203-27.191158.10
262024.02.02 15:00sell80.10147.8860.0000.000
272024.02.02 15:00modify80.10147.886148.286146.486
282024.02.02 15:45s/l80.10148.286148.286146.486-26.971131.13
292024.03.08 12:00buy90.10147.1280.0000.000
302024.03.08 12:00modify90.10147.128146.728148.528
312024.03.08 13:50s/l90.10146.728146.728148.528-27.311103.82
322024.03.20 14:00sell100.10151.7410.0000.000
332024.03.20 14:00modify100.10151.741152.141150.341
342024.03.20 20:40sell110.10151.3040.0000.000
352024.03.20 20:40modify110.10151.304151.601150.341
362024.03.20 20:40modify100.10151.741151.601150.341
372024.03.20 22:20sell120.10150.9620.0000.000
382024.03.20 22:20modify120.10150.962151.251150.341
392024.03.20 22:20modify110.10151.304151.251150.341
402024.03.20 22:20modify100.10151.741151.251150.341
412024.03.20 23:10sell130.10150.8900.0000.000
422024.03.20 23:10modify130.10150.890151.111150.341
432024.03.20 23:12modify130.10150.890151.251150.341
442024.03.21 01:20t/p100.10150.341151.251150.34188.161191.98
452024.03.21 01:20t/p110.10150.341151.251150.34159.081251.06
462024.03.21 01:20t/p120.10150.341151.251150.34136.331287.39
472024.03.21 01:20t/p130.10150.341151.251150.34131.541318.93
482024.04.15 15:00sell140.10154.3290.0000.000
492024.04.15 15:00modify140.10154.329154.729152.929
502024.04.16 11:20s/l140.10154.729154.729152.929-27.511291.42
512024.04.26 12:00sell150.10156.8160.0000.000
522024.04.26 12:00modify150.10156.816157.216155.416
532024.04.26 14:45s/l150.10157.216157.216155.416-25.441265.98
542024.06.07 15:00sell160.10156.8690.0000.000
552024.06.07 15:00modify160.10156.869157.269155.469
562024.06.07 15:32sell170.10156.4460.0000.000
572024.06.07 15:32modify170.10156.446156.729155.469
582024.06.07 15:32modify160.10156.869156.729155.469
592024.06.07 17:02s/l160.10156.729156.729155.4698.931274.91
602024.06.07 17:02s/l170.10156.729156.729155.469-18.051256.86
612024.06.12 16:00buy180.10155.9110.0000.000
622024.06.12 16:00modify180.10155.911155.511157.311
632024.06.12 19:10buy190.10156.6970.0000.000
642024.06.12 19:10modify190.10156.697156.401157.311
652024.06.12 19:10modify180.10155.911156.401157.311
662024.06.12 19:15buy200.10156.7790.0000.000
672024.06.12 19:15modify200.10156.779156.541157.311
682024.06.12 19:17modify200.10156.779156.401157.311
692024.06.13 08:07t/p180.10157.311156.401157.31191.891348.74
702024.06.13 08:07t/p190.10157.311156.401157.31141.921390.66
712024.06.13 08:07t/p200.10157.311156.401157.31136.711427.37
722024.07.11 16:00buy210.10158.6120.0000.000
732024.07.11 16:00modify210.10158.612158.212160.012
742024.07.11 23:07buy220.10159.4750.0000.000
752024.07.11 23:07modify220.10159.475159.242160.012
762024.07.11 23:07modify210.10158.612159.242160.012
772024.07.11 23:10s/l210.10159.242159.242160.01239.671467.04
782024.07.11 23:10s/l220.10159.242159.242160.012-14.671452.37
792024.07.24 16:00buy230.10153.4130.0000.000
802024.07.24 16:00modify230.10153.413153.013154.813
812024.07.24 17:59buy240.10153.8550.0000.000
822024.07.24 17:59modify240.10153.855153.553154.813
832024.07.24 17:59modify230.10153.413153.553154.813
842024.07.24 21:50s/l230.10153.553153.553154.8139.121461.49
852024.07.24 21:50s/l240.10153.553153.553154.813-19.671441.82
862024.08.15 15:00sell250.10149.0330.0000.000
872024.08.15 15:00modify250.10149.033149.433147.633
882024.08.16 09:20sell260.10148.5960.0000.000
892024.08.16 09:20modify260.10148.596148.893147.633
902024.08.16 09:20modify250.10149.033148.893147.633
912024.08.16 11:10sell270.10148.2580.0000.000
922024.08.16 11:10modify270.10148.258148.543147.633
932024.08.16 11:10modify260.10148.596148.543147.633
942024.08.16 11:10modify250.10149.033148.543147.633
952024.08.16 11:15sell280.10148.1860.0000.000
962024.08.16 11:15modify280.10148.186148.403147.633
972024.08.16 11:17modify280.10148.186148.543147.633
982024.08.16 20:20t/p250.10147.633148.543147.63393.201535.02
992024.08.16 20:20t/p260.10147.633148.543147.63365.251600.27
1002024.08.16 20:20t/p270.10147.633148.543147.63342.351642.62
1012024.08.16 20:20t/p280.10147.633148.543147.63337.471680.09
1022024.08.30 14:00sell290.10145.5880.0000.000
1032024.08.30 14:00modify290.10145.588145.988144.188
1042024.08.30 15:50s/l290.10145.988145.988144.188-27.401652.69
1052024.09.02 13:00sell300.10146.9770.0000.000
1062024.09.02 13:00modify300.10146.977147.377145.577
1072024.09.03 03:25sell310.10146.5390.0000.000
1082024.09.03 03:25modify310.10146.539146.837145.577
1092024.09.03 03:25modify300.10146.977146.837145.577
1102024.09.03 05:25sell320.10146.1810.0000.000
1112024.09.03 05:25modify320.10146.181146.487145.577
1122024.09.03 05:25modify310.10146.539146.487145.577
1132024.09.03 05:25modify300.10146.977146.487145.577
1142024.09.03 07:17sell330.10146.1180.0000.000
1152024.09.03 07:17modify330.10146.118146.347145.577
1162024.09.03 07:20modify330.10146.118146.487145.577
1172024.09.03 13:45t/p300.10145.577146.487145.57794.571747.26
1182024.09.03 13:45t/p310.10145.577146.487145.57766.131813.39
1192024.09.03 13:45t/p320.10145.577146.487145.57741.521854.91
1202024.09.03 13:45t/p330.10145.577146.487145.57737.191892.10
1212024.10.02 16:00sell340.10146.0460.0000.000
1222024.10.02 16:00modify340.10146.046146.446144.646
1232024.10.02 19:45s/l340.10146.446146.446144.646-27.311864.79
1242024.10.04 14:00sell350.10148.4030.0000.000
1252024.10.04 14:00modify350.10148.403148.803147.003
1262024.10.04 16:10s/l350.10148.803148.803147.003-26.871837.92
1272024.10.14 16:00sell360.10149.8250.0000.000
1282024.10.14 16:00modify360.10149.825150.225148.425
1292024.10.15 08:20sell370.10149.0360.0000.000
1302024.10.15 08:20modify370.10149.036149.335148.425
1312024.10.15 08:20modify360.10149.825149.335148.425
1322024.10.15 09:20sell380.10148.9820.0000.000
1332024.10.15 09:20modify380.10148.982149.195148.425
1342024.10.15 09:22modify380.10148.982149.335148.425
1352024.10.15 11:40s/l360.10149.335149.335148.42531.151869.06
1362024.10.15 11:40s/l370.10149.335149.335148.425-20.021849.04
1372024.10.15 11:40s/l380.10149.335149.335148.425-23.631825.41
1382024.10.23 14:00sell390.10153.0670.0000.000
1392024.10.23 14:00modify390.10153.067153.467151.667
1402024.10.23 18:52sell400.10152.6420.0000.000
1412024.10.23 18:52modify400.10152.642152.927151.667
1422024.10.23 18:52modify390.10153.067152.927151.667
1432024.10.24 04:15sell410.10152.2930.0000.000
1442024.10.24 04:15modify410.10152.293152.577151.667
1452024.10.24 04:15modify400.10152.642152.577151.667
1462024.10.24 04:15modify390.10153.067152.577151.667
1472024.10.24 04:40sell420.10152.2100.0000.000
1482024.10.24 04:40modify420.10152.210152.437151.667
1492024.10.24 04:42modify420.10152.210152.577151.667
1502024.10.24 17:20t/p390.10151.667152.577151.66787.361912.77
1512024.10.24 17:20t/p400.10151.667152.577151.66759.321972.09
1522024.10.24 17:20t/p410.10151.667152.577151.66741.292013.38
1532024.10.24 17:20t/p420.10151.667152.577151.66735.822049.20