Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=100; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 test6556Ticks modelled41088952Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1527.34Gross profit2262.46Gross loss-735.12
Profit factor3.08Expected payoff23.50
Absolute drawdown31.23Maximal drawdown335.35 (2.86%)Relative drawdown2.86% (335.35)
Total trades65Short positions (won %)20 (85.00%)Long positions (won %)45 (60.00%)
Profit trades (% of total)44 (67.69%)Loss trades (% of total)21 (32.31%)
Largestprofit trade99.43loss trade-77.03
Averageprofit trade51.42loss trade-35.01
Maximumconsecutive wins (profit in money)9 (486.04)consecutive losses (loss in money)4 (-140.23)
Maximalconsecutive profit (count of wins)486.04 (9)consecutive loss (count of losses)-140.23 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.05 08:00sell10.1093.7830.0000.000
22022.04.05 08:00modify10.1093.78394.78392.483
32022.04.06 16:45sell20.1093.1320.0000.000
42022.04.06 16:45modify20.1093.13293.45892.483
52022.04.06 16:45modify10.1093.78393.45892.483
62022.04.06 18:09sell30.1093.0030.0000.000
72022.04.06 18:09modify30.1093.00393.39392.483
82022.04.06 18:09sell40.1093.0030.0000.000
92022.04.06 18:09modify40.1093.00393.32892.483
102022.04.06 18:09modify20.1093.13293.32892.483
112022.04.06 18:09modify10.1093.78393.32892.483
122022.04.06 18:09modify30.1093.00393.32892.483
132022.04.07 04:09t/p10.1092.48393.32892.48395.4910095.49
142022.04.07 04:09t/p20.1092.48393.32892.48346.9610142.45
152022.04.07 04:09t/p30.1092.48393.32892.48337.2010179.66
162022.04.07 04:09t/p40.1092.48393.32892.48337.2010216.86
172022.04.28 07:00sell50.1092.9000.0000.000
182022.04.28 07:00modify50.1092.90093.90091.600
192022.04.29 14:55sell60.1092.2470.0000.000
202022.04.29 14:55modify60.1092.24792.57591.600
212022.04.29 14:55modify50.1092.90092.57591.600
222022.04.29 14:55sell70.1092.1190.0000.000
232022.04.29 14:55modify70.1092.11992.51091.600
242022.04.29 14:55sell80.1092.1190.0000.000
252022.04.29 14:55modify80.1092.11992.44591.600
262022.04.29 14:55modify60.1092.24792.44591.600
272022.04.29 14:55modify50.1092.90092.44591.600
282022.04.29 14:55modify70.1092.11992.44591.600
292022.05.02 02:18t/p50.1091.60092.44591.60096.9010313.76
302022.05.02 02:18t/p60.1091.60092.44591.60048.2210361.98
312022.05.02 02:18t/p70.1091.60092.44591.60038.5410400.53
322022.05.02 02:18t/p80.1091.60092.44591.60038.5410439.07
332022.05.12 08:00buy90.1088.8230.0000.000
342022.05.12 08:00modify90.1088.82387.82390.123
352022.05.12 13:32s/l90.1087.82387.82390.123-75.7110363.36
362022.05.12 14:00buy100.1087.7630.0000.000
372022.05.12 14:00modify100.1087.76386.76389.063
382022.05.12 23:57buy110.1088.4130.0000.000
392022.05.12 23:57modify110.1088.41388.08889.063
402022.05.12 23:57modify100.1087.76388.08889.063
412022.05.13 00:42buy120.1088.5430.0000.000
422022.05.13 00:42modify120.1088.54388.15389.063
432022.05.13 00:42buy130.1088.5430.0000.000
442022.05.13 00:42modify130.1088.54388.21889.063
452022.05.13 00:42modify110.1088.41388.21889.063
462022.05.13 00:42modify100.1087.76388.21889.063
472022.05.13 00:42modify120.1088.54388.21889.063
482022.05.13 01:26t/p100.1089.06388.21889.06398.9310462.29
492022.05.13 01:26t/p110.1089.06388.21889.06349.7210512.01
502022.05.13 01:26t/p120.1089.06388.21889.06339.3710551.38
512022.05.13 01:26t/p130.1089.06388.21889.06339.3710590.75
522022.05.16 04:00buy140.1088.7280.0000.000
532022.05.16 04:00modify140.1088.72887.72890.028
542022.05.16 07:28buy150.1089.3790.0000.000
552022.05.16 07:28modify150.1089.37989.05390.028
562022.05.16 07:28modify140.1088.72889.05390.028
572022.05.16 08:12buy160.1089.5090.0000.000
582022.05.16 08:12modify160.1089.50989.11890.028
592022.05.16 08:12buy170.1089.5090.0000.000
602022.05.16 08:12modify170.1089.50989.18390.028
612022.05.16 08:12modify150.1089.37989.18390.028
622022.05.16 08:12modify140.1088.72889.18390.028
632022.05.16 08:12modify160.1089.50989.18390.028
642022.05.16 18:16t/p140.1090.02889.18390.02898.4210689.17
652022.05.16 18:16t/p150.1090.02889.18390.02849.1310738.30
662022.05.16 18:16t/p160.1090.02889.18390.02839.2910777.59
672022.05.16 18:16t/p170.1090.02889.18390.02839.2910816.88
682022.06.07 05:00sell180.1095.5910.0000.000
692022.06.07 05:00modify180.1095.59196.59194.291
702022.06.08 11:36s/l180.1096.59196.59194.291-76.3310740.56
712022.06.13 15:00buy190.1092.7450.0000.000
722022.06.13 15:00modify190.1092.74591.74594.045
732022.06.13 16:38buy200.1093.3960.0000.000
742022.06.13 16:38modify200.1093.39693.07094.045
752022.06.13 16:38modify190.1092.74593.07094.045
762022.06.13 17:01s/l190.1093.07093.07094.04524.6010765.16
772022.06.13 17:01s/l200.1093.07093.07094.045-24.6810740.48
782022.06.16 10:00buy210.1092.6680.0000.000
792022.06.16 10:00modify210.1092.66891.66893.968
802022.06.16 17:34buy220.1093.3260.0000.000
812022.06.16 17:34modify220.1093.32692.99393.968
822022.06.16 17:34modify210.1092.66892.99393.968
832022.06.16 22:46buy230.1093.4490.0000.000
842022.06.16 22:46modify230.1093.44993.05893.968
852022.06.16 22:46buy240.1093.4490.0000.000
862022.06.16 22:46modify240.1093.44993.12393.968
872022.06.16 22:46modify220.1093.32693.12393.968
882022.06.16 22:46modify210.1092.66893.12393.968
892022.06.16 22:46modify230.1093.44993.12393.968
902022.06.17 00:02s/l210.1093.12393.12393.96834.9510775.43
912022.06.17 00:02s/l220.1093.12393.12393.968-14.8610760.57
922022.06.17 00:02s/l230.1093.12393.12393.968-24.1710736.40
932022.06.17 00:02s/l240.1093.12393.12393.968-24.1710712.22
942022.06.17 03:00sell250.1093.9080.0000.000
952022.06.17 03:00modify250.1093.90894.90892.608
962022.06.21 13:08s/l250.1094.90894.90892.608-77.0310635.19
972022.07.01 04:00buy260.1092.3400.0000.000
982022.07.01 04:00modify260.1092.34091.34093.640
992022.07.04 09:32buy270.1092.9910.0000.000
1002022.07.04 09:32modify270.1092.99192.66593.640
1012022.07.04 09:32modify260.1092.34092.66593.640
1022022.07.04 09:34buy280.1093.1200.0000.000
1032022.07.04 09:34modify280.1093.12092.73093.640
1042022.07.04 09:34buy290.1093.1200.0000.000
1052022.07.04 09:34modify290.1093.12092.79593.640
1062022.07.04 09:34modify270.1092.99192.79593.640
1072022.07.04 09:34modify260.1092.34092.79593.640
1082022.07.04 09:34modify280.1093.12092.79593.640
1092022.07.05 00:46t/p260.1093.64092.79593.64099.4310734.62
1102022.07.05 00:46t/p270.1093.64092.79593.64049.6410784.26
1112022.07.05 00:46t/p280.1093.64092.79593.64039.8710824.13
1122022.07.05 00:46t/p290.1093.64092.79593.64039.8710864.00
1132022.07.05 09:00buy300.1092.3030.0000.000
1142022.07.05 09:00modify300.1092.30391.30393.603
1152022.07.07 08:06buy310.1092.9570.0000.000
1162022.07.07 08:06modify310.1092.95792.62893.603
1172022.07.07 08:06modify300.1092.30392.62893.603
1182022.07.07 08:48s/l300.1092.62892.62893.60326.6410890.64
1192022.07.07 08:48s/l310.1092.62892.62893.603-24.9110865.73
1202022.08.02 06:00buy320.1090.9270.0000.000
1212022.08.02 06:00modify320.1090.92789.92792.227
1222022.08.02 14:59buy330.1091.5770.0000.000
1232022.08.02 14:59modify330.1091.57791.25292.227
1242022.08.02 14:59modify320.1090.92791.25292.227
1252022.08.02 15:28buy340.1091.7070.0000.000
1262022.08.02 15:28modify340.1091.70791.31792.227
1272022.08.02 15:28buy350.1091.7070.0000.000
1282022.08.02 15:28modify350.1091.70791.38292.227
1292022.08.02 15:28modify330.1091.57791.38292.227
1302022.08.02 15:28modify320.1090.92791.38292.227
1312022.08.02 15:28modify340.1091.70791.38292.227
1322022.08.02 22:00t/p320.1092.22791.38292.22798.4110964.14
1332022.08.02 22:00t/p330.1092.22791.38292.22749.2111013.35
1342022.08.02 22:00t/p340.1092.22791.38292.22739.3611052.71
1352022.08.02 22:00t/p350.1092.22791.38292.22739.3611092.07
1362022.09.28 16:00sell360.1093.8590.0000.000
1372022.09.28 16:00modify360.1093.85994.85992.559
1382022.09.29 07:31sell370.1093.2070.0000.000
1392022.09.29 07:31modify370.1093.20793.53492.559
1402022.09.29 07:31modify360.1093.85993.53492.559
1412022.09.29 09:10s/l360.1093.53493.53492.55922.4511114.52
1422022.09.29 09:10s/l370.1093.53493.53492.559-24.7311089.79
1432022.10.13 13:00buy380.1091.4070.0000.000
1442022.10.13 13:00modify380.1091.40790.40792.707
1452022.10.13 15:17buy390.1092.0580.0000.000
1462022.10.13 15:17modify390.1092.05891.73292.707
1472022.10.13 15:17modify380.1091.40791.73292.707
1482022.10.13 15:20buy400.1092.1900.0000.000
1492022.10.13 15:20modify400.1092.19091.79792.707
1502022.10.13 15:20buy410.1092.1900.0000.000
1512022.10.13 15:20modify410.1092.19091.86292.707
1522022.10.13 15:20modify390.1092.05891.86292.707
1532022.10.13 15:20modify380.1091.40791.86292.707
1542022.10.13 15:20modify400.1092.19091.86292.707
1552022.10.13 17:21t/p380.1092.70791.86292.70798.4211188.21
1562022.10.13 17:21t/p390.1092.70791.86292.70749.1311237.34
1572022.10.13 17:21t/p400.1092.70791.86292.70739.1411276.48
1582022.10.13 17:21t/p410.1092.70791.86292.70739.1411315.62
1592022.10.21 14:00sell420.1095.5990.0000.000
1602022.10.21 14:00modify420.1095.59996.59994.299
1612022.10.21 14:37sell430.1094.9460.0000.000
1622022.10.21 14:37modify430.1094.94695.27494.299
1632022.10.21 14:37modify420.1095.59995.27494.299
1642022.10.21 14:40sell440.1094.8150.0000.000
1652022.10.21 14:40modify440.1094.81595.20994.299
1662022.10.21 14:40sell450.1094.8150.0000.000
1672022.10.21 14:40modify450.1094.81595.14494.299
1682022.10.21 14:40modify430.1094.94695.14494.299
1692022.10.21 14:40modify420.1095.59995.14494.299
1702022.10.21 14:40modify440.1094.81595.14494.299
1712022.10.21 15:08t/p420.1094.29995.14494.29998.3011413.92
1722022.10.21 15:08t/p430.1094.29995.14494.29948.9211462.84
1732022.10.21 15:08t/p440.1094.29995.14494.29939.0211501.86
1742022.10.21 15:08t/p450.1094.29995.14494.29939.0211540.88
1752022.11.11 11:00buy460.1093.1500.0000.000
1762022.11.11 11:00modify460.1093.15092.15094.450
1772022.11.14 09:04buy470.1093.8020.0000.000
1782022.11.14 09:04modify470.1093.80293.47594.450
1792022.11.14 09:04modify460.1093.15093.47594.450
1802022.11.14 13:32buy480.1093.9320.0000.000
1812022.11.14 13:32modify480.1093.93293.54094.450
1822022.11.14 13:32buy490.1093.9320.0000.000
1832022.11.14 13:32modify490.1093.93293.60594.450
1842022.11.14 13:32modify470.1093.80293.60594.450
1852022.11.14 13:32modify460.1093.15093.60594.450
1862022.11.14 13:32modify480.1093.93293.60594.450
1872022.11.14 20:59s/l460.1093.60593.60594.45034.9511575.83
1882022.11.14 20:59s/l470.1093.60593.60594.450-14.9211560.91
1892022.11.14 20:59s/l480.1093.60593.60594.450-24.7611536.15
1902022.11.14 20:59s/l490.1093.60593.60594.450-24.7611511.39
1912022.11.28 02:00buy500.1092.5600.0000.000
1922022.11.28 02:00modify500.1092.56091.56093.860
1932022.11.29 14:42buy510.1093.2100.0000.000
1942022.11.29 14:42modify510.1093.21092.88593.860
1952022.11.29 14:42modify500.1092.56092.88593.860
1962022.11.29 15:45s/l500.1092.88592.88593.86025.1111536.50
1972022.11.29 15:45s/l510.1092.88592.88593.860-24.6111511.89
1982022.12.20 04:00buy520.1089.0200.0000.000
1992022.12.20 04:00modify520.1089.02088.02090.320
2002022.12.20 07:46s/l520.1088.02088.02090.320-75.7011436.19
2012023.01.18 03:00sell530.1091.2490.0000.000
2022023.01.18 03:00modify530.1091.24992.24989.949
2032023.01.18 11:52sell540.1090.5980.0000.000
2042023.01.18 11:52modify540.1090.59890.92489.949
2052023.01.18 11:52modify530.1091.24990.92489.949
2062023.01.18 11:57sell550.1090.4690.0000.000
2072023.01.18 11:57modify550.1090.46990.85989.949
2082023.01.18 11:57sell560.1090.4690.0000.000
2092023.01.18 11:57modify560.1090.46990.79489.949
2102023.01.18 11:57modify540.1090.59890.79489.949
2112023.01.18 11:57modify530.1091.24990.79489.949
2122023.01.18 11:57modify550.1090.46990.79489.949
2132023.01.18 16:07t/p530.1089.94990.79489.94998.3111534.50
2142023.01.18 16:07t/p540.1089.94990.79489.94949.0811583.58
2152023.01.18 16:07t/p550.1089.94990.79489.94939.3311622.91
2162023.01.18 16:07t/p560.1089.94990.79489.94939.3311662.24
2172023.03.13 10:00buy570.1088.2740.0000.000
2182023.03.13 10:00modify570.1088.27487.27489.574
2192023.03.13 14:58buy580.1088.9240.0000.000
2202023.03.13 14:58modify580.1088.92488.59989.574
2212023.03.13 14:58modify570.1088.27488.59989.574
2222023.03.13 15:08buy590.1089.0540.0000.000
2232023.03.13 15:08modify590.1089.05488.66489.574
2242023.03.13 15:08buy600.1089.0540.0000.000
2252023.03.13 15:08modify600.1089.05488.72989.574
2262023.03.13 15:08modify580.1088.92488.72989.574
2272023.03.13 15:08modify570.1088.27488.72989.574
2282023.03.13 15:08modify590.1089.05488.72989.574
2292023.03.13 16:51s/l570.1088.72988.72989.57434.4411696.68
2302023.03.13 16:51s/l580.1088.72988.72989.574-14.7611681.92
2312023.03.13 16:51s/l590.1088.72988.72989.574-24.6011657.32
2322023.03.13 16:51s/l600.1088.72988.72989.574-24.6011632.72
2332023.03.15 11:00buy610.1088.7280.0000.000
2342023.03.15 11:00modify610.1088.72887.72890.028
2352023.03.15 16:01s/l610.1087.72887.72890.028-75.7011557.02
2362023.03.20 07:00buy620.1087.5660.0000.000
2372023.03.20 07:00modify620.1087.56686.56688.866
2382023.03.20 12:51buy630.1088.2160.0000.000
2392023.03.20 12:51modify630.1088.21687.89188.866
2402023.03.20 12:51modify620.1087.56687.89188.866
2412023.03.20 13:45buy640.1088.3470.0000.000
2422023.03.20 13:45modify640.1088.34787.95688.866
2432023.03.20 13:45buy650.1088.3470.0000.000
2442023.03.20 13:45modify650.1088.34788.02188.866
2452023.03.20 13:45modify630.1088.21688.02188.866
2462023.03.20 13:45modify620.1087.56688.02188.866
2472023.03.20 13:45modify640.1088.34788.02188.866
2482023.03.20 21:27s/l620.1088.02188.02188.86634.4411591.46
2492023.03.20 21:27s/l630.1088.02188.02188.866-14.7611576.70
2502023.03.20 21:27s/l640.1088.02188.02188.866-24.6811552.02
2512023.03.20 21:27s/l650.1088.02188.02188.866-24.6811527.34