Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)

SymbolGBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2024.07.01 00:00 - 2025.06.30 23:00 (2024.07.01 - 2025.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=130; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; 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 test7217Ticks modelled158333Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread40
Total net profit1090.99Gross profit1719.66Gross loss-628.67
Profit factor2.74Expected payoff11.86
Absolute drawdown39.35Maximal drawdown222.61 (16.05%)Relative drawdown16.05% (222.61)
Total trades92Short positions (won %)54 (59.26%)Long positions (won %)38 (65.79%)
Profit trades (% of total)57 (61.96%)Loss trades (% of total)35 (38.04%)
Largestprofit trade71.51loss trade-96.49
Averageprofit trade30.17loss trade-17.96
Maximumconsecutive wins (profit in money)9 (364.69)consecutive losses (loss in money)3 (-45.25)
Maximalconsecutive profit (count of wins)364.69 (9)consecutive loss (count of losses)-108.18 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.07.10 18:00sell10.10207.6720.0000.000
22024.07.10 18:00modify10.10207.672208.972206.672
32024.07.11 12:40sell20.10206.9210.0000.000
42024.07.11 12:40modify20.10206.921207.322206.672
52024.07.11 12:40modify10.10207.672207.322206.672
62024.07.11 12:45t/p10.10206.672207.322206.67262.601062.60
72024.07.11 12:45t/p20.10206.672207.322206.67217.221079.82
82024.07.11 18:00buy30.10204.9220.0000.000
92024.07.11 18:00modify30.10204.922203.622205.922
102024.07.11 22:05buy40.10205.2860.0000.000
112024.07.11 22:05modify40.10205.286205.122205.922
122024.07.11 22:05modify30.10204.922205.122205.922
132024.07.11 22:59buy50.10205.6860.0000.000
142024.07.11 22:59modify50.10205.686205.272205.922
152024.07.11 22:59modify40.10205.286205.272205.922
162024.07.11 22:59modify30.10204.922205.272205.922
172024.07.11 23:07t/p30.10205.922205.272205.92269.241149.06
182024.07.11 23:07t/p40.10205.922205.272205.92244.041193.10
192024.07.11 23:07t/p50.10205.922205.272205.92216.341209.44
202024.08.15 16:00sell60.10191.5290.0000.000
212024.08.15 16:00modify60.10191.529192.829190.529
222024.08.16 11:30sell70.10191.1640.0000.000
232024.08.16 11:30modify70.10191.164191.329190.529
242024.08.16 11:30modify60.10191.529191.329190.529
252024.08.16 11:55sell80.10190.9590.0000.000
262024.08.16 11:55modify80.10190.959191.279190.529
272024.08.16 11:55modify70.10191.164191.279190.529
282024.08.16 11:55modify60.10191.529191.279190.529
292024.08.16 12:46t/p60.10190.529191.279190.52966.981276.42
302024.08.16 12:46t/p70.10190.529191.279190.52943.921320.34
312024.08.16 12:46t/p80.10190.529191.279190.52929.741350.08
322024.08.20 16:00buy90.10189.8150.0000.000
332024.08.20 16:00modify90.10189.815188.515190.815
342024.08.21 08:17buy100.10190.1810.0000.000
352024.08.21 08:17modify100.10190.181190.015190.815
362024.08.21 08:17modify90.10189.815190.015190.815
372024.08.21 08:45s/l90.10190.015190.015190.81514.611364.69
382024.08.21 08:45s/l100.10190.015190.015190.815-11.491353.20
392024.08.30 13:00sell110.10191.5780.0000.000
402024.08.30 13:00modify110.10191.578192.878190.578
412024.09.02 08:32s/l110.10192.878192.878190.578-92.101261.10
422024.09.02 14:00sell120.10193.1170.0000.000
432024.09.02 14:00modify120.10193.117194.417192.117
442024.09.03 04:05sell130.10192.3650.0000.000
452024.09.03 04:05modify130.10192.365192.767192.117
462024.09.03 04:05modify120.10193.117192.767192.117
472024.09.03 05:15t/p120.10192.117192.767192.11766.981328.08
482024.09.03 05:15t/p130.10192.117192.767192.11717.151345.23
492024.09.26 17:00sell140.10194.2400.0000.000
502024.09.26 17:00modify140.10194.240195.540193.240
512024.09.26 17:20sell150.10193.8710.0000.000
522024.09.26 17:20modify150.10193.871194.040193.240
532024.09.26 17:20modify140.10194.240194.040193.240
542024.09.26 17:27s/l140.10194.040194.040193.24013.831359.06
552024.09.26 17:27s/l150.10194.040194.040193.240-11.691347.37
562024.10.02 17:00sell160.10193.7890.0000.000
572024.10.02 17:00modify160.10193.789195.089192.789
582024.10.03 01:02s/l160.10195.089195.089192.789-96.491250.88
592024.10.04 14:00sell170.10194.3980.0000.000
602024.10.04 14:00modify170.10194.398195.698193.398
612024.10.07 09:10sell180.10194.0310.0000.000
622024.10.07 09:10modify180.10194.031194.198193.398
632024.10.07 09:10modify170.10194.398194.198193.398
642024.10.07 10:50s/l170.10194.198194.198193.39811.641262.52
652024.10.07 10:50s/l180.10194.198194.198193.398-11.551250.97
662024.10.10 15:00buy190.10194.0910.0000.000
672024.10.10 15:00modify190.10194.091192.791195.091
682024.10.11 08:22buy200.10194.4620.0000.000
692024.10.11 08:22modify200.10194.462194.291195.091
702024.10.11 08:22modify190.10194.091194.291195.091
712024.10.11 09:27buy210.10194.6690.0000.000
722024.10.11 09:27modify210.10194.669194.341195.091
732024.10.11 09:27modify200.10194.462194.341195.091
742024.10.11 09:27modify190.10194.091194.341195.091
752024.10.11 11:07buy220.10194.8650.0000.000
762024.10.11 11:07modify220.10194.865194.441195.091
772024.10.11 11:07modify210.10194.669194.441195.091
782024.10.11 11:07modify200.10194.462194.441195.091
792024.10.11 11:07modify190.10194.091194.441195.091
802024.10.11 14:20t/p190.10195.091194.441195.09170.001320.96
812024.10.11 14:20t/p200.10195.091194.441195.09143.551364.51
822024.10.11 14:20t/p210.10195.091194.441195.09129.221393.73
832024.10.11 14:20t/p220.10195.091194.441195.09115.651409.38
842024.10.23 12:00sell230.10198.2130.0000.000
852024.10.23 12:00modify230.10198.213199.513197.213
862024.10.23 15:37sell240.10197.6600.0000.000
872024.10.23 15:37modify240.10197.660197.963197.213
882024.10.23 15:37modify230.10198.213197.963197.213
892024.10.23 17:27sell250.10197.4350.0000.000
902024.10.23 17:27modify250.10197.435197.863197.213
912024.10.23 17:27modify240.10197.660197.863197.213
922024.10.23 17:27modify230.10198.213197.863197.213
932024.10.23 18:10t/p230.10197.213197.863197.21369.171478.55
942024.10.23 18:10t/p240.10197.213197.863197.21330.921509.47
952024.10.23 18:10t/p250.10197.213197.863197.21315.351524.82
962024.10.29 13:00sell260.10199.5460.0000.000
972024.10.29 13:00modify260.10199.546200.846198.546
982024.10.29 14:32sell270.10199.1850.0000.000
992024.10.29 14:32modify270.10199.185199.346198.546
1002024.10.29 14:32modify260.10199.546199.346198.546
1012024.10.29 14:45s/l260.10199.346199.346198.54613.841538.66
1022024.10.29 14:45s/l270.10199.346199.346198.546-11.131527.53
1032024.10.31 17:00buy280.10196.1330.0000.000
1042024.10.31 17:00modify280.10196.133194.833197.133
1052024.11.01 03:20buy290.10196.5080.0000.000
1062024.11.01 03:20modify290.10196.508196.333197.133
1072024.11.01 03:20modify280.10196.133196.333197.133
1082024.11.01 04:10buy300.10196.7120.0000.000
1092024.11.01 04:10modify300.10196.712196.383197.133
1102024.11.01 04:10modify290.10196.508196.383197.133
1112024.11.01 04:10modify280.10196.133196.383197.133
1122024.11.01 07:20s/l280.10196.383196.383197.13318.071545.60
1132024.11.01 07:20s/l290.10196.383196.383197.133-8.651536.95
1142024.11.01 07:20s/l300.10196.383196.383197.133-22.781514.17
1152024.11.01 16:00sell310.10198.1980.0000.000
1162024.11.01 16:00modify310.10198.198199.498197.198
1172024.11.01 18:15sell320.10197.6410.0000.000
1182024.11.01 18:15modify320.10197.641197.948197.198
1192024.11.01 18:15modify310.10198.198197.948197.198
1202024.11.03 23:03sell330.10197.4450.0000.000
1212024.11.03 23:03modify330.10197.445197.848197.198
1222024.11.03 23:03modify320.10197.641197.848197.198
1232024.11.03 23:03modify310.10198.198197.848197.198
1242024.11.04 00:15t/p310.10197.198197.848197.19866.981581.15
1252024.11.04 00:15t/p320.10197.198197.848197.19828.451609.60
1262024.11.04 00:15t/p330.10197.198197.848197.19814.901624.50
1272024.11.28 12:00sell340.10192.3150.0000.000
1282024.11.28 12:00modify340.10192.315193.615191.315
1292024.11.28 13:59sell350.10191.9360.0000.000
1302024.11.28 13:59modify350.10191.936192.115191.315
1312024.11.28 13:59modify340.10192.315192.115191.315
1322024.11.28 14:50s/l340.10192.115192.115191.31513.831638.33
1332024.11.28 14:50s/l350.10192.115192.115191.315-12.381625.95
1342024.12.04 14:00sell360.10191.4080.0000.000
1352024.12.04 14:00modify360.10191.408192.708190.408
1362024.12.04 15:12sell370.10191.0510.0000.000
1372024.12.04 15:12modify370.10191.051191.208190.408
1382024.12.04 15:12modify360.10191.408191.208190.408
1392024.12.04 15:20s/l360.10191.208191.208190.40813.841639.79
1402024.12.04 15:20s/l370.10191.208191.208190.408-10.861628.93
1412024.12.05 15:00sell380.10192.0000.0000.000
1422024.12.05 15:00modify380.10192.000193.300191.000
1432024.12.05 15:47sell390.10191.6440.0000.000
1442024.12.05 15:47modify390.10191.644191.800191.000
1452024.12.05 15:47modify380.10192.000191.800191.000
1462024.12.05 16:20sell400.10191.4250.0000.000
1472024.12.05 16:20modify400.10191.425191.750191.000
1482024.12.05 16:20modify390.10191.644191.750191.000
1492024.12.05 16:20modify380.10192.000191.750191.000
1502024.12.05 17:20sell410.10191.2270.0000.000
1512024.12.05 17:20modify410.10191.227191.650191.000
1522024.12.05 17:20modify400.10191.425191.650191.000
1532024.12.05 17:20modify390.10191.644191.650191.000
1542024.12.05 17:20modify380.10192.000191.650191.000
1552024.12.05 23:33s/l380.10191.650191.650191.00024.201653.13
1562024.12.05 23:33s/l390.10191.650191.650191.000-0.421652.71
1572024.12.05 23:33s/l400.10191.650191.650191.000-15.571637.14
1582024.12.05 23:33s/l410.10191.650191.650191.000-29.261607.88
1592024.12.06 16:00buy420.10191.0240.0000.000
1602024.12.06 16:00modify420.10191.024189.724192.024
1612024.12.09 07:15buy430.10191.3740.0000.000
1622024.12.09 07:15modify430.10191.374191.224192.024
1632024.12.09 07:15modify420.10191.024191.224192.024
1642024.12.09 08:45t/p420.10192.024191.224192.02470.001677.87
1652024.12.09 08:45t/p430.10192.024191.224192.02445.011722.88
1662024.12.09 18:00sell440.10193.2510.0000.000
1672024.12.09 18:00modify440.10193.251194.551192.251
1682024.12.09 19:59sell450.10192.8780.0000.000
1692024.12.09 19:59modify450.10192.878193.051192.251
1702024.12.09 19:59modify440.10193.251193.051192.251
1712024.12.09 22:46sell460.10192.6840.0000.000
1722024.12.09 22:46modify460.10192.684193.001192.251
1732024.12.09 22:46modify450.10192.878193.001192.251
1742024.12.09 22:46modify440.10193.251193.001192.251
1752024.12.09 23:20s/l440.10193.001193.001192.25117.291740.17
1762024.12.09 23:20s/l450.10193.001193.001192.251-8.511731.66
1772024.12.09 23:20s/l460.10193.001193.001192.251-21.921709.74
1782024.12.16 17:00sell470.10195.6070.0000.000
1792024.12.16 17:00modify470.10195.607196.907194.607
1802024.12.17 06:47sell480.10195.2480.0000.000
1812024.12.17 06:47modify480.10195.248195.407194.607
1822024.12.17 06:47modify470.10195.607195.407194.607
1832024.12.17 07:03s/l470.10195.407195.407194.60711.641721.38
1842024.12.17 07:03s/l480.10195.407195.407194.607-11.001710.38
1852024.12.27 15:00sell490.10198.3660.0000.000
1862024.12.27 15:00modify490.10198.366199.666197.366
1872024.12.30 14:17sell500.10197.7890.0000.000
1882024.12.30 14:17modify500.10197.789198.116197.366
1892024.12.30 14:17modify490.10198.366198.116197.366
1902024.12.30 14:50t/p490.10197.366198.116197.36666.981777.36
1912024.12.30 14:50t/p500.10197.366198.116197.36629.261806.62
1922024.12.30 17:00buy510.10196.8980.0000.000
1932024.12.30 17:00modify510.10196.898195.598197.898
1942024.12.30 18:15buy520.10197.2570.0000.000
1952024.12.30 18:15modify520.10197.257197.098197.898
1962024.12.30 18:15modify510.10196.898197.098197.898
1972024.12.30 18:35s/l510.10197.098197.098197.89813.841820.46
1982024.12.30 18:35s/l520.10197.098197.098197.898-11.011809.45
1992025.01.22 18:00sell530.10192.9690.0000.000
2002025.01.22 18:00modify530.10192.969194.269191.969
2012025.01.22 22:12sell540.10192.6040.0000.000
2022025.01.22 22:12modify540.10192.604192.769191.969
2032025.01.22 22:12modify530.10192.969192.769191.969
2042025.01.23 01:46s/l530.10192.769192.769191.9697.271816.72
2052025.01.23 01:46s/l540.10192.769192.769191.969-17.981798.75
2062025.01.24 14:00sell550.10194.0590.0000.000
2072025.01.24 14:00modify550.10194.059195.359193.059
2082025.01.27 01:10sell560.10193.6830.0000.000
2092025.01.27 01:10modify560.10193.683193.859193.059
2102025.01.27 01:10modify550.10194.059193.859193.059
2112025.01.27 01:20sell570.10193.4930.0000.000
2122025.01.27 01:20modify570.10193.493193.809193.059
2132025.01.27 01:20modify560.10193.683193.809193.059
2142025.01.27 01:20modify550.10194.059193.809193.059
2152025.01.27 01:37s/l550.10193.809193.809193.05915.101813.85
2162025.01.27 01:37s/l560.10193.809193.809193.059-8.721805.13
2172025.01.27 01:37s/l570.10193.809193.809193.059-21.861783.27
2182025.01.27 12:00buy580.10192.4310.0000.000
2192025.01.27 12:00modify580.10192.431191.131193.431
2202025.01.27 12:25buy590.10192.7990.0000.000
2212025.01.27 12:25modify590.10192.799192.631193.431
2222025.01.27 12:25modify580.10192.431192.631193.431
2232025.01.27 12:50s/l580.10192.631192.631193.43113.851797.12
2242025.01.27 12:50s/l590.10192.631192.631193.431-11.631785.49
2252025.02.06 15:00buy600.10188.5320.0000.000
2262025.02.06 15:00modify600.10188.532187.232189.532
2272025.02.06 16:50buy610.10189.0970.0000.000
2282025.02.06 16:50modify610.10189.097188.782189.532
2292025.02.06 16:50modify600.10188.532188.782189.532
2302025.02.06 18:15s/l600.10188.782188.782189.53217.311802.80
2312025.02.06 18:15s/l610.10188.782188.782189.532-21.811780.99
2322025.02.21 17:00buy620.10189.0600.0000.000
2332025.02.21 17:00modify620.10189.060187.760190.060
2342025.02.24 02:10buy630.10189.4120.0000.000
2352025.02.24 02:10modify630.10189.412189.260190.060
2362025.02.24 02:10modify620.10189.060189.260190.060
2372025.02.24 02:20buy640.10189.6170.0000.000
2382025.02.24 02:20modify640.10189.617189.310190.060
2392025.02.24 02:20modify630.10189.412189.310190.060
2402025.02.24 02:20modify620.10189.060189.310190.060
2412025.02.24 02:50s/l620.10189.310189.310190.06018.071799.05
2422025.02.24 02:50s/l630.10189.310189.310190.060-7.061791.99
2432025.02.24 02:50s/l640.10189.310189.310190.060-21.261770.73
2442025.03.06 12:00buy650.10190.4300.0000.000
2452025.03.06 12:00modify650.10190.430189.130191.430
2462025.03.06 15:40buy660.10190.9970.0000.000
2472025.03.06 15:40modify660.10190.997190.680191.430
2482025.03.06 15:40modify650.10190.430190.680191.430
2492025.03.06 15:55buy670.10191.1910.0000.000
2502025.03.06 15:55modify670.10191.191190.780191.430
2512025.03.06 15:55modify660.10190.997190.780191.430
2522025.03.06 15:55modify650.10190.430190.780191.430
2532025.03.06 16:20t/p650.10191.430190.780191.43069.241839.97
2542025.03.06 16:20t/p660.10191.430190.780191.43029.981869.95
2552025.03.06 16:20t/p670.10191.430190.780191.43016.551886.50
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