Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2022.05.01 21:00 - 2023.04.30 23:00 (2022.05.01 - 2023.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=0; 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 modelled157419Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1278.22Gross profit1948.94Gross loss-670.72
Profit factor2.91Expected payoff24.12
Absolute drawdown7.57Maximal drawdown315.61 (2.91%)Relative drawdown2.91% (315.61)
Total trades53Short positions (won %)21 (76.19%)Long positions (won %)32 (62.50%)
Profit trades (% of total)36 (67.92%)Loss trades (% of total)17 (32.08%)
Largestprofit trade115.27loss trade-58.80
Averageprofit trade54.14loss trade-39.45
Maximumconsecutive wins (profit in money)8 (482.60)consecutive losses (loss in money)4 (-166.16)
Maximalconsecutive profit (count of wins)482.60 (8)consecutive loss (count of losses)-166.16 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.05 00:00sell10.1093.7120.0000.000
22022.05.05 00:00modify10.1093.71294.51292.212
32022.05.05 14:52sell20.1092.9380.0000.000
42022.05.05 14:52modify20.1092.93893.33792.212
52022.05.05 14:52modify10.1093.71293.33792.212
62022.05.05 16:27sell30.1092.4910.0000.000
72022.05.05 16:27modify30.1092.49193.18792.212
82022.05.05 16:27modify20.1092.93893.18792.212
92022.05.05 16:27modify10.1093.71293.18792.212
102022.05.06 07:20t/p10.1092.21293.18792.212109.5310109.53
112022.05.06 07:20t/p20.1092.21293.18792.21252.6510162.19
122022.05.06 07:20t/p30.1092.21293.18792.21219.8010181.99
132022.06.22 10:00buy40.1093.8840.0000.000
142022.06.22 10:00modify40.1093.88493.08495.384
152022.06.22 17:30buy50.1094.5630.0000.000
162022.06.22 17:30modify50.1094.56394.18495.384
172022.06.22 17:30modify40.1093.88494.18495.384
182022.06.22 21:10s/l40.1094.18494.18495.38422.0410204.03
192022.06.22 21:10s/l50.1094.18494.18495.384-27.8610176.17
202022.07.25 13:00sell60.1094.9690.0000.000
212022.07.25 13:00modify60.1094.96995.76993.469
222022.07.28 12:45sell70.1094.2140.0000.000
232022.07.28 12:45modify70.1094.21494.59493.469
242022.07.28 12:45modify60.1094.96994.59493.469
252022.07.28 13:50sell80.1093.7460.0000.000
262022.07.28 13:50modify80.1093.74694.44493.469
272022.07.28 13:50modify70.1094.21494.44493.469
282022.07.28 13:50modify60.1094.96994.44493.469
292022.07.29 03:45t/p60.1093.46994.44493.469106.0510282.23
302022.07.29 03:45t/p70.1093.46994.44493.46954.0510336.28
312022.07.29 03:45t/p80.1093.46994.44493.46919.6610355.94
322022.08.02 03:00buy90.1091.6940.0000.000
332022.08.02 03:00modify90.1091.69490.89493.194
342022.08.02 05:30s/l90.1090.89490.89493.194-58.8010297.14
352022.08.02 07:00buy100.1090.9690.0000.000
362022.08.02 07:00modify100.1090.96990.16992.469
372022.08.02 15:20buy110.1091.7440.0000.000
382022.08.02 15:20modify110.1091.74491.34492.469
392022.08.02 15:20modify100.1090.96991.34492.469
402022.08.02 18:20buy120.1092.1900.0000.000
412022.08.02 18:20modify120.1092.19091.49492.469
422022.08.02 18:20modify110.1091.74491.49492.469
432022.08.02 18:20modify100.1090.96991.49492.469
442022.08.03 01:50t/p100.1092.46991.49492.469110.7410407.89
452022.08.03 01:50t/p110.1092.46991.49492.46953.7810461.67
462022.08.03 01:50t/p120.1092.46991.49492.46921.0010482.67
472022.08.15 14:00buy130.1093.3380.0000.000
482022.08.15 14:00modify130.1093.33892.53894.838
492022.08.16 11:52buy140.1094.1010.0000.000
502022.08.16 11:52modify140.1094.10193.71394.838
512022.08.16 11:52modify130.1093.33893.71394.838
522022.08.17 02:37buy150.1094.0290.0000.000
532022.08.17 02:37modify150.1094.02993.63894.838
542022.08.17 02:40modify150.1094.02993.71394.838
552022.08.17 11:32s/l130.1093.71393.71394.83828.5710511.24
562022.08.17 11:32s/l140.1093.71393.71394.838-28.0110483.23
572022.08.17 11:32s/l150.1093.71393.71394.838-23.2210460.01
582022.09.14 09:00buy160.1096.4820.0000.000
592022.09.14 09:00modify160.1096.48295.68297.982
602022.09.15 06:50buy170.1097.1580.0000.000
612022.09.15 06:50modify170.1097.15896.78297.982
622022.09.15 06:50modify160.1096.48296.78297.982
632022.09.15 08:33s/l160.1096.78296.78297.98223.5610483.57
642022.09.15 08:33s/l170.1096.78296.78297.982-27.6410455.93
652022.11.04 14:00sell180.1094.7750.0000.000
662022.11.04 14:00modify180.1094.77595.57593.275
672022.11.09 17:25sell190.1094.0860.0000.000
682022.11.09 17:25modify190.1094.08694.47593.275
692022.11.09 17:25modify180.1094.77594.47593.275
702022.11.09 23:20sell200.1094.0160.0000.000
712022.11.09 23:20modify200.1094.01694.40093.275
722022.11.09 23:20modify190.1094.08694.40093.275
732022.11.09 23:20modify180.1094.77594.40093.275
742022.11.10 14:20sell210.1093.5660.0000.000
752022.11.10 14:20modify210.1093.56694.25093.275
762022.11.10 14:20modify200.1094.01694.25093.275
772022.11.10 14:20modify190.1094.08694.25093.275
782022.11.10 14:20modify180.1094.77594.25093.275
792022.11.10 14:45t/p180.1093.27594.25093.275106.0510561.98
802022.11.10 14:45t/p190.1093.27594.25093.27557.5110619.49
812022.11.10 14:45t/p200.1093.27594.25093.27552.3710671.87
822022.11.10 14:45t/p210.1093.27594.25093.27521.3910693.26
832022.11.28 03:00buy220.1092.7060.0000.000
842022.11.28 03:00modify220.1092.70691.90694.206
852022.11.30 09:50buy230.1093.3840.0000.000
862022.11.30 09:50modify230.1093.38493.00694.206
872022.11.30 09:50modify220.1092.70693.00694.206
882022.11.30 10:15buy240.1093.4800.0000.000
892022.11.30 10:15modify240.1093.48093.08194.206
902022.11.30 10:15modify230.1093.38493.08194.206
912022.11.30 10:15modify220.1092.70693.08194.206
922022.12.01 00:50s/l220.1093.08193.08194.20630.0710723.33
932022.12.01 00:50s/l230.1093.08193.08194.206-20.7610702.57
942022.12.01 00:50s/l240.1093.08193.08194.206-27.8210674.75
952022.12.30 02:00buy250.1089.6450.0000.000
962022.12.30 02:00modify250.1089.64588.84591.145
972023.01.01 22:30s/l250.1088.84588.84591.145-58.8010615.95
982023.01.04 06:00sell260.1088.9930.0000.000
992023.01.04 06:00modify260.1088.99389.79387.493
1002023.01.04 12:15s/l260.1089.79389.79387.493-58.7810557.17
1012023.01.09 07:00sell270.1091.3890.0000.000
1022023.01.09 07:00modify270.1091.38992.18989.889
1032023.01.12 08:32sell280.1090.7090.0000.000
1042023.01.12 08:32modify280.1090.70991.08989.889
1052023.01.12 08:32modify270.1091.38991.08989.889
1062023.01.12 09:25sell290.1090.6230.0000.000
1072023.01.12 09:25modify290.1090.62391.01489.889
1082023.01.12 09:25modify280.1090.70991.01489.889
1092023.01.12 09:25modify270.1091.38991.01489.889
1102023.01.12 12:20sell300.1090.1630.0000.000
1112023.01.12 12:20modify300.1090.16390.86489.889
1122023.01.12 12:20modify290.1090.62390.86489.889
1132023.01.12 12:20modify280.1090.70990.86489.889
1142023.01.12 12:20modify270.1091.38990.86489.889
1152023.01.13 00:20t/p270.1089.88990.86489.889106.0510663.22
1162023.01.13 00:20t/p280.1089.88990.86489.88959.5610722.79
1172023.01.13 00:20t/p290.1089.88990.86489.88953.2410776.03
1182023.01.13 00:20t/p300.1089.88990.86489.88919.4310795.46
1192023.01.19 02:00buy310.1088.7570.0000.000
1202023.01.19 02:00modify310.1088.75787.95790.257
1212023.01.20 05:35buy320.1089.4330.0000.000
1222023.01.20 05:35modify320.1089.43389.05790.257
1232023.01.20 05:35modify310.1088.75789.05790.257
1242023.01.20 05:50buy330.1089.5350.0000.000
1252023.01.20 05:50modify330.1089.53589.13290.257
1262023.01.20 05:50modify320.1089.43389.13290.257
1272023.01.20 05:50modify310.1088.75789.13290.257
1282023.01.20 11:45buy340.1089.9860.0000.000
1292023.01.20 11:45modify340.1089.98689.28290.257
1302023.01.20 11:45modify330.1089.53589.28290.257
1312023.01.20 11:45modify320.1089.43389.28290.257
1322023.01.20 11:45modify310.1088.75789.28290.257
1332023.01.20 13:46t/p310.1090.25789.28290.257110.7510906.22
1342023.01.20 13:46t/p320.1090.25789.28290.25760.5610966.78
1352023.01.20 13:46t/p330.1090.25789.28290.25753.0711019.85
1362023.01.20 13:46t/p340.1090.25789.28290.25719.9211039.77
1372023.01.23 12:00sell350.1091.0930.0000.000
1382023.01.23 12:00modify350.1091.09391.89389.593
1392023.01.23 15:50s/l350.1091.89391.89389.593-58.7910980.98
1402023.01.25 02:00sell360.1092.2580.0000.000
1412023.01.25 02:00modify360.1092.25893.05890.758
1422023.01.25 15:30sell370.1091.5080.0000.000
1432023.01.25 15:30modify370.1091.50891.88390.758
1442023.01.25 15:30modify360.1092.25891.88390.758
1452023.01.25 15:42sell380.1091.5610.0000.000
1462023.01.25 15:42modify380.1091.56191.95890.758
1472023.01.25 15:45modify380.1091.56191.88390.758
1482023.01.25 16:32s/l360.1091.88391.88390.75827.5611008.54
1492023.01.25 16:32s/l370.1091.88391.88390.758-27.5610980.98
1502023.01.25 16:32s/l380.1091.88391.88390.758-23.6610957.32
1512023.02.10 09:00buy390.1090.6450.0000.000
1522023.02.10 09:00modify390.1090.64589.84592.145
1532023.02.13 04:20buy400.1091.3300.0000.000
1542023.02.13 04:20modify400.1091.33090.94592.145
1552023.02.13 04:20modify390.1090.64590.94592.145
1562023.02.13 05:50buy410.1091.4090.0000.000
1572023.02.13 05:50modify410.1091.40991.02092.145
1582023.02.13 05:50modify400.1091.33091.02092.145
1592023.02.13 05:50modify390.1090.64591.02092.145
1602023.02.13 09:20buy420.1091.8550.0000.000
1612023.02.13 09:20modify420.1091.85591.17092.145
1622023.02.13 09:20modify410.1091.40991.17092.145
1632023.02.13 09:20modify400.1091.33091.17092.145
1642023.02.13 09:20modify390.1090.64591.17092.145
1652023.02.13 14:45t/p390.1092.14591.17092.145110.7411068.06
1662023.02.13 14:45t/p400.1092.14591.17092.14559.9011127.96
1672023.02.13 14:45t/p410.1092.14591.17092.14554.0911182.05
1682023.02.13 14:45t/p420.1092.14591.17092.14521.3111203.36
1692023.03.07 10:00buy430.1090.7190.0000.000
1702023.03.07 10:00modify430.1090.71989.91992.219
1712023.03.09 18:33s/l430.1089.91989.91992.219-56.7911146.57
1722023.03.15 15:00buy440.1087.9640.0000.000
1732023.03.15 15:00modify440.1087.96487.16489.464
1742023.03.16 07:55buy450.1088.6440.0000.000
1752023.03.16 07:55modify450.1088.64488.26489.464
1762023.03.16 07:55modify440.1087.96488.26489.464
1772023.03.16 08:20s/l440.1088.26488.26489.46423.5611170.13
1782023.03.16 08:20s/l450.1088.26488.26489.464-27.9311142.20
1792023.03.31 02:00sell460.1089.4870.0000.000
1802023.03.31 02:00modify460.1089.48790.28787.987
1812023.03.31 08:12sell470.1088.8030.0000.000
1822023.03.31 08:12modify470.1088.80389.18787.987
1832023.03.31 08:12modify460.1089.48789.18787.987
1842023.03.31 08:45s/l460.1089.18789.18787.98722.0511164.25
1852023.03.31 08:45s/l470.1089.18789.18787.987-28.2211136.03
1862023.04.05 12:00buy480.1088.0310.0000.000
1872023.04.05 12:00modify480.1088.03187.23189.531
1882023.04.10 14:46buy490.1088.7200.0000.000
1892023.04.10 14:46modify490.1088.72088.33189.531
1902023.04.10 14:46modify480.1088.03188.33189.531
1912023.04.10 17:50buy500.1088.7830.0000.000
1922023.04.10 17:50modify500.1088.78388.40689.531
1932023.04.10 17:50modify490.1088.72088.40689.531
1942023.04.10 17:50modify480.1088.03188.40689.531
1952023.04.12 03:59buy510.1089.2330.0000.000
1962023.04.12 03:59modify510.1089.23388.55689.531
1972023.04.12 03:59modify500.1088.78388.55689.531
1982023.04.12 03:59modify490.1088.72088.55689.531
1992023.04.12 03:59modify480.1088.03188.55689.531
2002023.04.13 07:32t/p480.1089.53188.55689.531115.2711251.30
2012023.04.13 07:32t/p490.1089.53188.55689.53162.1111313.41
2022023.04.13 07:32t/p500.1089.53188.55689.53157.4811370.89
2032023.04.13 07:32t/p510.1089.53188.55689.53123.4111394.30
2042023.04.21 08:00buy520.1089.5770.0000.000
2052023.04.21 08:00modify520.1089.57788.77791.077
2062023.04.25 13:50s/l520.1088.77788.77791.077-57.7911336.51
2072023.04.25 15:00buy530.1088.8200.0000.000
2082023.04.25 15:00modify530.1088.82088.02090.320
2092023.04.26 09:50s/l530.1088.02088.02090.320-58.2911278.22