Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolUSDJPY (US 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=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 test6557Ticks modelled43078424Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit931.98Gross profit1473.82Gross loss-541.84
Profit factor2.72Expected payoff20.26
Absolute drawdown42.96Maximal drawdown269.00 (2.63%)Relative drawdown2.63% (269.00)
Total trades46Short positions (won %)15 (86.67%)Long positions (won %)31 (51.61%)
Profit trades (% of total)29 (63.04%)Loss trades (% of total)17 (36.96%)
Largestprofit trade109.45loss trade-60.44
Averageprofit trade50.82loss trade-31.87
Maximumconsecutive wins (profit in money)9 (494.26)consecutive losses (loss in money)3 (-167.28)
Maximalconsecutive profit (count of wins)494.26 (9)consecutive loss (count of losses)-167.28 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.12 14:00buy10.10127.9790.0000.000
22022.05.12 14:00modify10.10127.979127.179129.379
32022.05.13 00:42buy20.10128.6870.0000.000
42022.05.13 00:42modify20.10128.687128.049129.379
52022.05.13 00:42modify10.10127.979128.049129.379
62022.05.13 00:43buy30.10128.7590.0000.000
72022.05.13 00:43modify30.10128.759128.399129.379
82022.05.13 00:43modify20.10128.687128.399129.379
92022.05.13 00:43modify10.10127.979128.399129.379
102022.05.13 01:19buy40.10129.0990.0000.000
112022.05.13 01:19modify40.10129.099128.469129.379
122022.05.13 01:19modify30.10128.759128.469129.379
132022.05.13 01:19modify20.10128.687128.469129.379
142022.05.13 01:19modify10.10127.979128.469129.379
152022.05.13 13:59t/p10.10129.379128.469129.379109.4510109.45
162022.05.13 13:59t/p20.10129.379128.469129.37953.4910162.94
172022.05.13 13:59t/p30.10129.379128.469129.37947.9210210.86
182022.05.13 13:59t/p40.10129.379128.469129.37921.6410232.50
192022.06.16 16:00buy50.10131.6980.0000.000
202022.06.16 16:00modify50.10131.698130.898133.098
212022.06.16 22:01buy60.10132.4160.0000.000
222022.06.16 22:01modify60.10132.416131.768133.098
232022.06.16 22:01modify50.10131.698131.768133.098
242022.06.16 22:38buy70.10132.4680.0000.000
252022.06.16 22:38modify70.10132.468132.118133.098
262022.06.16 22:38modify60.10132.416132.118133.098
272022.06.16 22:38modify50.10131.698132.118133.098
282022.06.17 00:30buy80.10132.8180.0000.000
292022.06.17 00:30modify80.10132.818132.188133.098
302022.06.17 00:30modify70.10132.468132.188133.098
312022.06.17 00:30modify60.10132.416132.188133.098
322022.06.17 00:30modify50.10131.698132.188133.098
332022.06.17 00:53t/p50.10133.098132.188133.098106.4210338.92
342022.06.17 00:53t/p60.10133.098132.188133.09852.4810391.40
352022.06.17 00:53t/p70.10133.098132.188133.09848.5710439.97
362022.06.17 00:53t/p80.10133.098132.188133.09821.0310461.00
372022.07.22 14:00buy90.10136.0520.0000.000
382022.07.22 14:00modify90.10136.052135.252137.452
392022.07.25 12:03buy100.10136.7560.0000.000
402022.07.25 12:03modify100.10136.756136.122137.452
412022.07.25 12:03modify90.10136.052136.122137.452
422022.07.26 10:16buy110.10136.8280.0000.000
432022.07.26 10:16modify110.10136.828136.472137.452
442022.07.26 10:16modify100.10136.756136.472137.452
452022.07.26 10:16modify90.10136.052136.472137.452
462022.07.26 12:49s/l90.10136.472136.472137.45233.2610494.26
472022.07.26 12:49s/l100.10136.472136.472137.452-19.5710474.69
482022.07.26 12:49s/l110.10136.472136.472137.452-26.0810448.61
492022.08.10 13:00buy120.10133.1720.0000.000
502022.08.10 13:00modify120.10133.172132.372134.572
512022.08.10 14:02s/l120.10132.372132.372134.572-60.4410388.17
522022.09.09 11:00buy130.10141.7090.0000.000
532022.09.09 11:00modify130.10141.709140.909143.109
542022.09.09 11:32buy140.10142.4090.0000.000
552022.09.09 11:32modify140.10142.409141.779143.109
562022.09.09 11:32modify130.10141.709141.779143.109
572022.09.09 11:34buy150.10142.4850.0000.000
582022.09.09 11:34modify150.10142.485142.129143.109
592022.09.09 11:34modify140.10142.409142.129143.109
602022.09.09 11:34modify130.10141.709142.129143.109
612022.09.09 12:22buy160.10142.8330.0000.000
622022.09.09 12:22modify160.10142.833142.199143.109
632022.09.09 12:22modify150.10142.485142.199143.109
642022.09.09 12:22modify140.10142.409142.199143.109
652022.09.09 12:22modify130.10141.709142.199143.109
662022.09.09 12:45s/l130.10142.199142.199143.10934.4610422.63
672022.09.09 12:45s/l140.10142.199142.199143.109-14.7710407.86
682022.09.09 12:45s/l150.10142.199142.199143.109-20.1110387.75
692022.09.09 12:45s/l160.10142.199142.199143.109-44.5910343.16
702022.09.13 13:00sell170.10144.4070.0000.000
712022.09.13 13:00modify170.10144.407145.207143.007
722022.09.14 04:37sell180.10143.6990.0000.000
732022.09.14 04:37modify180.10143.699144.337143.007
742022.09.14 04:37modify170.10144.407144.337143.007
752022.09.14 05:03sell190.10143.6340.0000.000
762022.09.14 05:03modify190.10143.634143.987143.007
772022.09.14 05:03modify180.10143.699143.987143.007
782022.09.14 05:03modify170.10144.407143.987143.007
792022.09.14 07:15sell200.10143.2830.0000.000
802022.09.14 07:15modify200.10143.283143.917143.007
812022.09.14 07:15modify190.10143.634143.917143.007
822022.09.14 07:15modify180.10143.699143.917143.007
832022.09.14 07:15modify170.10144.407143.917143.007
842022.09.14 08:09t/p170.10143.007143.917143.00796.3410439.49
852022.09.14 08:09t/p180.10143.007143.917143.00748.3910487.88
862022.09.14 08:09t/p190.10143.007143.917143.00743.8410531.72
872022.09.14 08:09t/p200.10143.007143.917143.00719.3010551.02
882022.11.10 14:00buy210.10143.7370.0000.000
892022.11.10 14:00modify210.10143.737142.937145.137
902022.11.10 14:35s/l210.10142.937142.937145.137-55.9710495.05
912022.11.11 10:00buy220.10140.0600.0000.000
922022.11.11 10:00modify220.10140.060139.260141.460
932022.11.11 10:14s/l220.10139.260139.260141.460-57.4510437.60
942022.11.23 16:00buy230.10139.7630.0000.000
952022.11.23 16:00modify230.10139.763138.963141.163
962022.11.24 01:02s/l230.10138.963138.963141.163-53.8610383.74
972022.12.02 09:00buy240.10133.7940.0000.000
982022.12.02 09:00modify240.10133.794132.994135.194
992022.12.02 13:30buy250.10134.5840.0000.000
1002022.12.02 13:30modify250.10134.584134.214135.194
1012022.12.02 13:30modify240.10133.794134.214135.194
1022022.12.02 13:30buy260.10134.9170.0000.000
1032022.12.02 13:30modify260.10134.917134.284135.194
1042022.12.02 13:30modify250.10134.584134.284135.194
1052022.12.02 13:30modify240.10133.794134.284135.194
1062022.12.02 13:30t/p240.10135.194134.284135.194103.5510487.29
1072022.12.02 13:30t/p250.10135.194134.284135.19445.1210532.41
1082022.12.02 13:30t/p260.10135.194134.284135.19420.4910552.90
1092022.12.13 14:00buy270.10135.1840.0000.000
1102022.12.13 14:00modify270.10135.184134.384136.584
1112022.12.14 19:09buy280.10135.8840.0000.000
1122022.12.14 19:09modify280.10135.884135.254136.584
1132022.12.14 19:09modify270.10135.184135.254136.584
1142022.12.14 19:34buy290.10135.9620.0000.000
1152022.12.14 19:34modify290.10135.962135.604136.584
1162022.12.14 19:34modify280.10135.884135.604136.584
1172022.12.14 19:34modify270.10135.184135.604136.584
1182022.12.14 19:43s/l270.10135.604135.604136.58432.2210585.12
1192022.12.14 19:43s/l280.10135.604135.604136.584-20.6610564.46
1202022.12.14 19:43s/l290.10135.604135.604136.584-26.4110538.05
1212022.12.15 17:00sell300.10137.9180.0000.000
1222022.12.15 17:00modify300.10137.918138.718136.518
1232022.12.16 02:19sell310.10137.2150.0000.000
1242022.12.16 02:19modify310.10137.215137.848136.518
1252022.12.16 02:19modify300.10137.918137.848136.518
1262022.12.16 02:26sell320.10137.1480.0000.000
1272022.12.16 02:26modify320.10137.148137.498136.518
1282022.12.16 02:26modify310.10137.215137.498136.518
1292022.12.16 02:26modify300.10137.918137.498136.518
1302022.12.16 14:45sell330.10136.7840.0000.000
1312022.12.16 14:45modify330.10136.784137.428136.518
1322022.12.16 14:45modify320.10137.148137.428136.518
1332022.12.16 14:45modify310.10137.215137.428136.518
1342022.12.16 14:45modify300.10137.918137.428136.518
1352022.12.16 16:51t/p300.10136.518137.428136.518100.9910639.04
1362022.12.16 16:51t/p310.10136.518137.428136.51851.0610690.10
1372022.12.16 16:51t/p320.10136.518137.428136.51846.1510736.25
1382022.12.16 16:51t/p330.10136.518137.428136.51819.4810755.73
1392022.12.20 17:00buy340.10131.0940.0000.000
1402022.12.20 17:00modify340.10131.094130.294132.494
1412022.12.20 20:47buy350.10131.7940.0000.000
1422022.12.20 20:47modify350.10131.794131.164132.494
1432022.12.20 20:47modify340.10131.094131.164132.494
1442022.12.20 23:03buy360.10131.8780.0000.000
1452022.12.20 23:03modify360.10131.878131.514132.494
1462022.12.20 23:03modify350.10131.794131.514132.494
1472022.12.20 23:03modify340.10131.094131.514132.494
1482022.12.21 00:58s/l340.10131.514131.514132.49433.1810788.91
1492022.12.21 00:58s/l350.10131.514131.514132.494-20.0510768.86
1502022.12.21 00:58s/l360.10131.514131.514132.494-26.4410742.42
1512023.01.12 14:00buy370.10129.6730.0000.000
1522023.01.12 14:00modify370.10129.673128.873131.073
1532023.01.12 14:19buy380.10130.3760.0000.000
1542023.01.12 14:19modify380.10130.376129.743131.073
1552023.01.12 14:19modify370.10129.673129.743131.073
1562023.01.12 14:20buy390.10130.4430.0000.000
1572023.01.12 14:20modify390.10130.443130.093131.073
1582023.01.12 14:20modify380.10130.376130.093131.073
1592023.01.12 14:20modify370.10129.673130.093131.073
1602023.01.12 14:26s/l370.10130.093130.093131.07332.2810774.70
1612023.01.12 14:26s/l380.10130.093130.093131.073-21.7610752.94
1622023.01.12 14:26s/l390.10130.093130.093131.073-26.9110726.03
1632023.01.20 14:00sell400.10130.6020.0000.000
1642023.01.20 14:00modify400.10130.602131.402129.202
1652023.01.20 15:25sell410.10129.9010.0000.000
1662023.01.20 15:25modify410.10129.901130.532129.202
1672023.01.20 15:25modify400.10130.602130.532129.202
1682023.01.20 15:27sell420.10129.8310.0000.000
1692023.01.20 15:27modify420.10129.831130.182129.202
1702023.01.20 15:27modify410.10129.901130.182129.202
1712023.01.20 15:27modify400.10130.602130.182129.202
1722023.01.20 18:07sell430.10129.4810.0000.000
1732023.01.20 18:07modify430.10129.481130.112129.202
1742023.01.20 18:07modify420.10129.831130.112129.202
1752023.01.20 18:07modify410.10129.901130.112129.202
1762023.01.20 18:07modify400.10130.602130.112129.202
1772023.01.23 01:05t/p400.10129.202130.112129.202106.8010832.82
1782023.01.23 01:05t/p410.10129.202130.112129.20252.5410885.36
1792023.01.23 01:05t/p420.10129.202130.112129.20247.1210932.47
1802023.01.23 01:05t/p430.10129.202130.112129.20220.0310952.50
1812023.02.24 15:00sell440.10136.1770.0000.000
1822023.02.24 15:00modify440.10136.177136.977134.777
1832023.03.01 11:22sell450.10135.4750.0000.000
1842023.03.01 11:22modify450.10135.475136.107134.777
1852023.03.01 11:22modify440.10136.177136.107134.777
1862023.03.01 11:25sell460.10135.4040.0000.000
1872023.03.01 11:25modify460.10135.404135.757134.777
1882023.03.01 11:25modify450.10135.475135.757134.777
1892023.03.01 11:25modify440.10136.177135.757134.777
1902023.03.01 13:26s/l440.10135.757135.757134.77726.2510978.75
1912023.03.01 13:26s/l450.10135.757135.757134.777-20.7710957.98
1922023.03.01 13:26s/l460.10135.757135.757134.777-26.0010931.98