Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolUSDJPY (US 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=90; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=8; 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 test7240Ticks modelled157767Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1543.01Gross profit2211.02Gross loss-668.02
Profit factor3.31Expected payoff23.03
Absolute drawdown196.74Maximal drawdown261.34 (2.48%)Relative drawdown2.48% (261.34)
Total trades67Short positions (won %)33 (66.67%)Long positions (won %)34 (55.88%)
Profit trades (% of total)41 (61.19%)Loss trades (% of total)26 (38.81%)
Largestprofit trade105.48loss trade-71.54
Averageprofit trade53.93loss trade-25.69
Maximumconsecutive wins (profit in money)8 (458.40)consecutive losses (loss in money)3 (-166.58)
Maximalconsecutive profit (count of wins)458.40 (8)consecutive loss (count of losses)-166.58 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.05 15:00sell10.10130.2420.0000.000
22022.05.05 15:00modify10.10130.242131.142128.842
32022.05.09 06:40s/l10.10131.142131.142128.842-71.549928.46
42022.05.24 16:00buy20.10126.5870.0000.000
52022.05.24 16:00modify20.10126.587125.687127.987
62022.05.25 01:07buy30.10127.0910.0000.000
72022.05.25 01:07modify30.10127.091126.657127.987
82022.05.25 01:07modify20.10126.587126.657127.987
92022.05.25 03:25buy40.10127.2290.0000.000
102022.05.25 03:25modify40.10127.229127.007127.987
112022.05.25 03:25modify30.10127.091127.007127.987
122022.05.25 03:25modify20.10126.587127.007127.987
132022.05.25 04:20s/l20.10127.007127.007127.98734.249962.71
142022.05.25 04:20s/l30.10127.007127.007127.987-6.629956.09
152022.05.25 04:20s/l40.10127.007127.007127.987-17.499938.60
162022.05.26 09:00buy50.10126.7120.0000.000
172022.05.26 09:00modify50.10126.712125.812128.112
182022.05.26 12:45buy60.10127.2040.0000.000
192022.05.26 12:45modify60.10127.204126.782128.112
202022.05.26 12:45modify50.10126.712126.782128.112
212022.05.26 14:55buy70.10127.3580.0000.000
222022.05.26 14:55modify70.10127.358127.132128.112
232022.05.26 14:55modify60.10127.204127.132128.112
242022.05.26 14:55modify50.10126.712127.132128.112
252022.05.26 19:10s/l50.10127.132127.132128.11233.049971.64
262022.05.26 19:10s/l60.10127.132127.132128.112-5.669965.98
272022.05.26 19:10s/l70.10127.132127.132128.112-17.779948.21
282022.05.30 14:00sell80.10127.7210.0000.000
292022.05.30 14:00modify80.10127.721128.621126.321
302022.05.31 12:50s/l80.10128.621128.621126.321-71.409876.81
312022.06.08 10:00sell90.10133.7790.0000.000
322022.06.08 10:00modify90.10133.779134.679132.379
332022.06.09 10:20sell100.10133.2760.0000.000
342022.06.09 10:20modify100.10133.276133.709132.379
352022.06.09 10:20modify90.10133.779133.709132.379
362022.06.09 11:45s/l90.10133.709133.709132.3790.829877.63
372022.06.09 11:45s/l100.10133.709133.709132.379-32.399845.24
382022.06.21 14:00sell110.10136.1640.0000.000
392022.06.21 14:00modify110.10136.164137.064134.764
402022.06.23 02:25sell120.10135.6600.0000.000
412022.06.23 02:25modify120.10135.660136.094134.764
422022.06.23 02:25modify110.10136.164136.094134.764
432022.06.23 08:40sell130.10135.5160.0000.000
442022.06.23 08:40modify130.10135.516135.744134.764
452022.06.23 08:40modify120.10135.660135.744134.764
462022.06.23 08:40modify110.10136.164135.744134.764
472022.06.23 13:40t/p110.10134.764135.744134.76498.059943.29
482022.06.23 13:40t/p120.10134.764135.744134.76466.5110009.80
492022.06.23 13:40t/p130.10134.764135.744134.76455.8210065.62
502022.07.14 09:00sell140.10139.0750.0000.000
512022.07.14 09:00modify140.10139.075139.975137.675
522022.07.15 07:02sell150.10138.5730.0000.000
532022.07.15 07:02modify150.10138.573139.005137.675
542022.07.15 07:02modify140.10139.075139.005137.675
552022.07.17 22:20sell160.10138.4340.0000.000
562022.07.17 22:20modify160.10138.434138.655137.675
572022.07.17 22:20modify150.10138.573138.655137.675
582022.07.17 22:20modify140.10139.075138.655137.675
592022.07.19 04:02sell170.10137.9490.0000.000
602022.07.19 04:02modify170.10137.949138.585137.675
612022.07.19 04:02modify160.10138.434138.585137.675
622022.07.19 04:02modify150.10138.573138.585137.675
632022.07.19 04:02modify140.10139.075138.585137.675
642022.07.19 08:20t/p140.10137.675138.585137.67597.3010162.92
652022.07.19 08:20t/p150.10137.675138.585137.67562.3010225.22
662022.07.19 08:20t/p160.10137.675138.585137.67552.2010277.43
672022.07.19 08:20t/p170.10137.675138.585137.67519.9110297.34
682022.07.22 15:00buy180.10136.1100.0000.000
692022.07.22 15:00modify180.10136.110135.210137.510
702022.07.25 00:20buy190.10136.6200.0000.000
712022.07.25 00:20modify190.10136.620136.180137.510
722022.07.25 00:20modify180.10136.110136.180137.510
732022.07.25 01:50s/l180.10136.180136.180137.5106.3010303.64
742022.07.25 01:50s/l190.10136.180136.180137.510-32.3410271.30
752022.08.15 14:00buy200.10132.7690.0000.000
762022.08.15 14:00modify200.10132.769131.869134.169
772022.08.15 16:15buy210.10133.2620.0000.000
782022.08.15 16:15modify210.10133.262132.839134.169
792022.08.15 16:15modify200.10132.769132.839134.169
802022.08.16 01:20buy220.10133.4090.0000.000
812022.08.16 01:20modify220.10133.409133.189134.169
822022.08.16 01:20modify210.10133.262133.189134.169
832022.08.16 01:20modify200.10132.769133.189134.169
842022.08.16 09:50t/p200.10134.169133.189134.169105.4810376.79
852022.08.16 09:50t/p210.10134.169133.189134.16968.7410445.53
862022.08.16 09:50t/p220.10134.169133.189134.16956.6310502.16
872022.08.16 14:00sell230.10134.5080.0000.000
882022.08.16 14:00modify230.10134.508135.408133.108
892022.08.17 01:50sell240.10133.9980.0000.000
902022.08.17 01:50modify240.10133.998134.438133.108
912022.08.17 01:50modify230.10134.508134.438133.108
922022.08.17 06:15s/l230.10134.438134.438133.1083.7310505.89
932022.08.17 06:15s/l240.10134.438134.438133.108-32.7310473.16
942022.08.17 10:00sell250.10134.7890.0000.000
952022.08.17 10:00modify250.10134.789135.689133.389
962022.08.18 16:50s/l250.10135.689135.689133.389-70.7210402.45
972022.09.06 10:00sell260.10141.6600.0000.000
982022.09.06 10:00modify260.10141.660142.560140.260
992022.09.06 13:20s/l260.10142.560142.560140.260-63.1310339.32
1002022.09.09 10:00buy270.10142.0330.0000.000
1012022.09.09 10:00modify270.10142.033141.133143.433
1022022.09.09 13:35buy280.10142.5470.0000.000
1032022.09.09 13:35modify280.10142.547142.103143.433
1042022.09.09 13:35modify270.10142.033142.103143.433
1052022.09.09 16:30buy290.10142.6630.0000.000
1062022.09.09 16:30modify290.10142.663142.453143.433
1072022.09.09 16:30modify280.10142.547142.453143.433
1082022.09.09 16:30modify270.10142.033142.453143.433
1092022.09.11 21:00s/l270.10142.453142.453143.43329.5610368.88
1102022.09.11 21:00s/l280.10142.453142.453143.433-6.6110362.27
1112022.09.11 21:00s/l290.10142.453142.453143.433-14.7810347.49
1122022.09.13 14:00sell300.10144.1100.0000.000
1132022.09.13 14:00modify300.10144.110145.010142.710
1142022.09.14 06:25sell310.10143.6070.0000.000
1152022.09.14 06:25modify310.10143.607144.040142.710
1162022.09.14 06:25modify300.10144.110144.040142.710
1172022.09.14 09:27sell320.10143.4690.0000.000
1182022.09.14 09:27modify320.10143.469143.690142.710
1192022.09.14 09:27modify310.10143.607143.690142.710
1202022.09.14 09:27modify300.10144.110143.690142.710
1212022.09.14 10:20sell330.10142.9720.0000.000
1222022.09.14 10:20modify330.10142.972143.620142.710
1232022.09.14 10:20modify320.10143.469143.620142.710
1242022.09.14 10:20modify310.10143.607143.620142.710
1252022.09.14 10:20modify300.10144.110143.620142.710
1262022.09.14 13:20t/p300.10142.710143.620142.71096.7010444.19
1272022.09.14 13:20t/p310.10142.710143.620142.71062.9010507.09
1282022.09.14 13:20t/p320.10142.710143.620142.71053.2210560.31
1292022.09.14 13:20t/p330.10142.710143.620142.71018.3710578.68
1302022.10.21 13:00sell340.10151.4730.0000.000
1312022.10.21 13:00modify340.10151.473152.373150.073
1322022.10.21 14:45t/p340.10150.073152.373150.07393.3610672.04
1332022.10.25 15:00buy350.10147.8520.0000.000
1342022.10.25 15:00modify350.10147.852146.952149.252
1352022.10.25 22:25buy360.10148.3540.0000.000
1362022.10.25 22:25modify360.10148.354147.922149.252
1372022.10.25 22:25modify350.10147.852147.922149.252
1382022.10.26 00:02s/l350.10147.922147.922149.2525.8910677.93
1392022.10.26 00:02s/l360.10147.922147.922149.252-28.0510649.88
1402022.11.09 15:00sell370.10146.3990.0000.000
1412022.11.09 15:00modify370.10146.399147.299144.999
1422022.11.10 13:40t/p370.10144.999147.299144.99992.6410742.53
1432022.11.17 15:00sell380.10140.4860.0000.000
1442022.11.17 15:00modify380.10140.486141.386139.086
1452022.11.18 03:15sell390.10139.8540.0000.000
1462022.11.18 03:15modify390.10139.854140.066139.086
1472022.11.18 03:15modify380.10140.486140.066139.086
1482022.11.18 05:22sell400.10139.9810.0000.000
1492022.11.18 05:22modify400.10139.981140.416139.086
1502022.11.18 05:25modify400.10139.981140.066139.086
1512022.11.18 05:32s/l380.10140.066140.066139.08628.5110771.04
1522022.11.18 05:32s/l390.10140.066140.066139.086-15.1310755.91
1532022.11.18 05:32s/l400.10140.066140.066139.086-6.0710749.84
1542022.11.21 11:00sell410.10141.6500.0000.000
1552022.11.21 11:00modify410.10141.650142.550140.250
1562022.11.22 11:42sell420.10141.1580.0000.000
1572022.11.22 11:42modify420.10141.158141.580140.250
1582022.11.22 11:42modify410.10141.650141.580140.250
1592022.11.23 00:10sell430.10140.9980.0000.000
1602022.11.23 00:10modify430.10140.998141.230140.250
1612022.11.23 00:10modify420.10141.158141.230140.250
1622022.11.23 00:10modify410.10141.650141.230140.250
1632022.11.23 01:10s/l410.10141.230141.230140.25026.7910776.63
1642022.11.23 01:10s/l420.10141.230141.230140.250-6.5710770.06
1652022.11.23 01:10s/l430.10141.230141.230140.250-16.4310753.63
1662022.11.28 10:00buy440.10137.7990.0000.000
1672022.11.28 10:00modify440.10137.799136.899139.199
1682022.11.28 12:15buy450.10138.2930.0000.000
1692022.11.28 12:15modify450.10138.293137.869139.199
1702022.11.28 12:15modify440.10137.799137.869139.199
1712022.11.28 14:57buy460.10138.4580.0000.000
1722022.11.28 14:57modify460.10138.458138.219139.199
1732022.11.28 14:57modify450.10138.293138.219139.199
1742022.11.28 14:57modify440.10137.799138.219139.199
1752022.11.28 16:20buy470.10138.9350.0000.000
1762022.11.28 16:20modify470.10138.935138.289139.199
1772022.11.28 16:20modify460.10138.458138.289139.199
1782022.11.28 16:20modify450.10138.293138.289139.199
1792022.11.28 16:20modify440.10137.799138.289139.199
1802022.11.29 01:20t/p440.10139.199138.289139.199101.6210855.26
1812022.11.29 01:20t/p450.10139.199138.289139.19966.1710921.43
1822022.11.29 01:20t/p460.10139.199138.289139.19954.3310975.77
1832022.11.29 01:20t/p470.10139.199138.289139.19920.1010995.87
1842022.12.05 10:00sell480.10135.2300.0000.000
1852022.12.05 10:00modify480.10135.230136.130133.830
1862022.12.05 15:15s/l480.10136.130136.130133.830-66.0810929.79
1872022.12.19 15:00sell490.10136.6390.0000.000
1882022.12.19 15:00modify490.10136.639137.539135.239
1892022.12.20 03:15t/p490.10135.239137.539135.239102.4611032.25
1902023.01.18 15:00buy500.10128.1590.0000.000
1912023.01.18 15:00modify500.10128.159127.259129.559
1922023.01.18 17:10buy510.10128.6720.0000.000
1932023.01.18 17:10modify510.10128.672128.229129.559
1942023.01.18 17:10modify500.10128.159128.229129.559
1952023.01.18 17:15buy520.10128.7890.0000.000
1962023.01.18 17:15modify520.10128.789128.579129.559
1972023.01.18 17:15modify510.10128.672128.579129.559
1982023.01.18 17:15modify500.10128.159128.579129.559
1992023.01.18 22:20s/l500.10128.579128.579129.55932.6811064.93
2002023.01.18 22:20s/l510.10128.579128.579129.559-7.2311057.70
2012023.01.18 22:20s/l520.10128.579128.579129.559-16.3311041.37
2022023.01.25 13:00buy530.10129.7280.0000.000
2032023.01.25 13:00modify530.10129.728128.828131.128
2042023.01.26 14:55buy540.10130.3760.0000.000
2052023.01.26 14:55modify540.10130.376130.148131.128
2062023.01.26 14:55modify530.10129.728130.148131.128
2072023.01.26 15:20s/l530.10130.148130.148131.12835.7711077.14
2082023.01.26 15:20s/l540.10130.148130.148131.128-17.5211059.62
2092023.03.01 13:00buy550.10135.4310.0000.000
2102023.03.01 13:00modify550.10135.431134.531136.831
2112023.03.01 14:15buy560.10135.9330.0000.000
2122023.03.01 14:15modify560.10135.933135.501136.831
2132023.03.01 14:15modify550.10135.431135.501136.831
2142023.03.01 14:45buy570.10136.0650.0000.000
2152023.03.01 14:45modify570.10136.065135.851136.831
2162023.03.01 14:45modify560.10135.933135.851136.831
2172023.03.01 14:45modify550.10135.431135.851136.831
2182023.03.01 16:50s/l550.10135.851135.851136.83130.9311090.55
2192023.03.01 16:50s/l560.10135.851135.851136.831-6.0411084.51
2202023.03.01 16:50s/l570.10135.851135.851136.831-15.7611068.75
2212023.03.21 13:00sell580.10132.2330.0000.000
2222023.03.21 13:00modify580.10132.233133.133130.833
2232023.03.22 18:25sell590.10131.7270.0000.000
2242023.03.22 18:25modify590.10131.727132.163130.833
2252023.03.22 18:25modify580.10132.233132.163130.833
2262023.03.22 18:55sell600.10131.1070.0000.000
2272023.03.22 18:55modify600.10131.107131.743130.833
2282023.03.22 18:55modify590.10131.727131.743130.833
2292023.03.22 18:55modify580.10132.233131.743130.833
2302023.03.22 19:05sell610.10131.6000.0000.000
2312023.03.22 19:05modify610.10131.600131.813130.833
2322023.03.22 19:07modify610.10131.600131.743130.833
2332023.03.23 01:02t/p580.10130.833131.743130.833101.1611169.91
2342023.03.23 01:02t/p590.10130.833131.743130.83363.9411233.85
2352023.03.23 01:02t/p600.10130.833131.743130.83316.5411250.40
2362023.03.23 01:02t/p610.10130.833131.743130.83354.2311304.63
2372023.04.03 16:00buy620.10132.3880.0000.000
2382023.04.03 16:00modify620.10132.388131.488133.788
2392023.04.04 03:20buy630.10132.8940.0000.000
2402023.04.04 03:20modify630.10132.894132.458133.788
2412023.04.04 03:20modify620.10132.388132.458133.788
2422023.04.04 09:12buy640.10133.0360.0000.000
2432023.04.04 09:12modify640.10133.036132.808133.788
2442023.04.04 09:12modify630.10132.894132.808133.788
2452023.04.04 09:12modify620.10132.388132.808133.788
2462023.04.04 09:50s/l620.10132.808132.808133.78832.7911337.43
2472023.04.04 09:50s/l630.10132.808132.808133.788-6.4711330.96
2482023.04.04 09:50s/l640.10132.808132.808133.788-17.1711313.79
2492023.04.10 09:00buy650.10132.1070.0000.000
2502023.04.10 09:00modify650.10132.107131.207133.507
2512023.04.10 11:15buy660.10132.6120.0000.000
2522023.04.10 11:15modify660.10132.612132.177133.507
2532023.04.10 11:15modify650.10132.107132.177133.507
2542023.04.10 11:20buy670.10132.7410.0000.000
2552023.04.10 11:20modify670.10132.741132.527133.507
2562023.04.10 11:20modify660.10132.612132.527133.507
2572023.04.10 11:20modify650.10132.107132.527133.507
2582023.04.10 13:50t/p650.10133.507132.527133.507104.8411418.63
2592023.04.10 13:50t/p660.10133.507132.527133.50767.0211485.65
2602023.04.10 13:50t/p670.10133.507132.527133.50757.3611543.01