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=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=8; 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 profit1242.72Gross profit1845.81Gross loss-603.09
Profit factor3.06Expected payoff23.45
Absolute drawdown193.40Maximal drawdown370.31 (3.48%)Relative drawdown3.48% (370.31)
Total trades53Short positions (won %)25 (44.00%)Long positions (won %)28 (64.29%)
Profit trades (% of total)29 (54.72%)Loss trades (% of total)24 (45.28%)
Largestprofit trade116.36loss trade-38.85
Averageprofit trade63.65loss trade-25.13
Maximumconsecutive wins (profit in money)9 (608.40)consecutive losses (loss in money)5 (-129.61)
Maximalconsecutive profit (count of wins)608.40 (9)consecutive loss (count of losses)-129.61 (5)
Averageconsecutive wins5consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.31 01:00sell10.10128.1920.0000.000
22022.05.31 01:00modify10.10128.192128.692126.692
32022.05.31 12:50s/l10.10128.692128.692126.692-38.859961.15
42022.06.01 07:00sell20.10129.3860.0000.000
52022.06.01 07:00modify20.10129.386129.886127.886
62022.06.01 14:16s/l20.10129.886129.886127.886-38.459922.70
72022.07.01 07:00buy30.10134.9500.0000.000
82022.07.01 07:00modify30.10134.950134.450136.450
92022.07.01 08:50buy40.10135.7140.0000.000
102022.07.01 08:50modify40.10135.714135.325136.450
112022.07.01 08:50buy50.10135.7140.0000.000
122022.07.01 08:50modify50.10135.714135.475136.450
132022.07.01 08:50buy60.10135.7140.0000.000
142022.07.01 08:50modify60.10135.714135.475136.450
152022.07.01 08:50modify30.10134.950135.475136.450
162022.07.01 08:52modify40.10135.714135.475136.450
172022.07.01 09:15s/l30.10135.475135.475136.45038.769961.46
182022.07.01 09:15s/l40.10135.475135.475136.450-17.649943.82
192022.07.01 09:15s/l50.10135.475135.475136.450-17.649926.18
202022.07.01 09:15s/l60.10135.475135.475136.450-17.649908.54
212022.07.05 02:00sell70.10136.3300.0000.000
222022.07.05 02:00modify70.10136.330136.830134.830
232022.07.05 08:37sell80.10135.5520.0000.000
242022.07.05 08:37modify80.10135.552135.955134.830
252022.07.05 08:37sell90.10135.5520.0000.000
262022.07.05 08:37modify90.10135.552135.805134.830
272022.07.05 08:37sell100.10135.5520.0000.000
282022.07.05 08:37modify100.10135.552135.805134.830
292022.07.05 08:37modify70.10136.330135.805134.830
302022.07.05 08:40modify80.10135.552135.805134.830
312022.07.05 08:45s/l70.10135.805135.805134.83038.659947.19
322022.07.05 08:45s/l80.10135.805135.805134.830-18.639928.56
332022.07.05 08:45s/l90.10135.805135.805134.830-18.639909.93
342022.07.05 08:45s/l100.10135.805135.805134.830-18.639891.30
352022.07.14 06:00sell110.10138.4210.0000.000
362022.07.14 06:00modify110.10138.421138.921136.921
372022.07.14 07:15s/l110.10138.921138.921136.921-35.999855.31
382022.07.29 04:00buy120.10133.1960.0000.000
392022.07.29 04:00modify120.10133.196132.696134.696
402022.07.29 06:20s/l120.10132.696132.696134.696-37.739817.58
412022.07.29 07:00buy130.10132.6000.0000.000
422022.07.29 07:00modify130.10132.600132.100134.100
432022.07.29 09:25buy140.10133.3580.0000.000
442022.07.29 09:25modify140.10133.358132.975134.100
452022.07.29 09:25buy150.10133.3580.0000.000
462022.07.29 09:25modify150.10133.358133.125134.100
472022.07.29 09:25buy160.10133.3580.0000.000
482022.07.29 09:25modify160.10133.358133.125134.100
492022.07.29 09:25modify130.10132.600133.125134.100
502022.07.29 09:27modify140.10133.358133.125134.100
512022.07.29 12:40t/p130.10134.100133.125134.100111.849929.42
522022.07.29 12:40t/p140.10134.100133.125134.10055.329984.74
532022.07.29 12:40t/p150.10134.100133.125134.10055.3210040.06
542022.07.29 12:40t/p160.10134.100133.125134.10055.3210095.38
552022.08.02 02:00buy170.10130.7110.0000.000
562022.08.02 02:00modify170.10130.711130.211132.211
572022.08.02 13:55buy180.10131.4800.0000.000
582022.08.02 13:55modify180.10131.480131.086132.211
592022.08.02 13:55buy190.10131.4800.0000.000
602022.08.02 13:55modify190.10131.480131.236132.211
612022.08.02 13:55buy200.10131.4800.0000.000
622022.08.02 13:55modify200.10131.480131.236132.211
632022.08.02 13:55modify170.10130.711131.236132.211
642022.08.02 13:57modify180.10131.480131.236132.211
652022.08.02 15:45t/p170.10132.211131.236132.211113.4410208.82
662022.08.02 15:45t/p180.10132.211131.236132.21155.2810264.10
672022.08.02 15:45t/p190.10132.211131.236132.21155.2810319.38
682022.08.02 15:45t/p200.10132.211131.236132.21155.2810374.66
692022.08.03 01:00sell210.10133.7930.0000.000
702022.08.03 01:00modify210.10133.793134.293132.293
712022.08.03 02:50sell220.10133.0280.0000.000
722022.08.03 02:50modify220.10133.028133.418132.293
732022.08.03 02:50sell230.10133.0280.0000.000
742022.08.03 02:50modify230.10133.028133.268132.293
752022.08.03 02:50sell240.10133.0280.0000.000
762022.08.03 02:50modify240.10133.028133.268132.293
772022.08.03 02:50modify210.10133.793133.268132.293
782022.08.03 02:52modify220.10133.028133.268132.293
792022.08.03 05:50s/l210.10133.268133.268132.29339.3910414.05
802022.08.03 05:50s/l220.10133.268133.268132.293-18.0110396.04
812022.08.03 05:50s/l230.10133.268133.268132.293-18.0110378.03
822022.08.03 05:50s/l240.10133.268133.268132.293-18.0110360.02
832022.08.29 02:00sell250.10138.5060.0000.000
842022.08.29 02:00modify250.10138.506139.006137.006
852022.08.29 05:02s/l250.10139.006139.006137.006-35.9710324.05
862022.09.07 03:00sell260.10143.6890.0000.000
872022.09.07 03:00modify260.10143.689144.189142.189
882022.09.07 04:15s/l260.10144.189144.189142.189-34.6510289.40
892022.10.27 06:00buy270.10145.2780.0000.000
902022.10.27 06:00modify270.10145.278144.778146.778
912022.10.27 08:50buy280.10146.0320.0000.000
922022.10.27 08:50modify280.10146.032145.653146.778
932022.10.27 08:50buy290.10146.0320.0000.000
942022.10.27 08:50modify290.10146.032145.803146.778
952022.10.27 08:50buy300.10146.0320.0000.000
962022.10.27 08:50modify300.10146.032145.803146.778
972022.10.27 08:50modify270.10145.278145.803146.778
982022.10.27 08:52modify280.10146.032145.803146.778
992022.10.27 12:15t/p270.10146.778145.803146.778102.1410391.54
1002022.10.27 12:15t/p280.10146.778145.803146.77850.8010442.34
1012022.10.27 12:15t/p290.10146.778145.803146.77850.8010493.14
1022022.10.27 12:15t/p300.10146.778145.803146.77850.8010543.94
1032022.11.24 01:00buy310.10139.2300.0000.000
1042022.11.24 01:00modify310.10139.230138.730140.730
1052022.11.24 02:07s/l310.10138.730138.730140.730-36.0410507.90
1062022.12.01 06:00buy320.10136.4290.0000.000
1072022.12.01 06:00modify320.10136.429135.929137.929
1082022.12.01 07:20s/l320.10135.929135.929137.929-36.8110471.09
1092022.12.20 04:00buy330.10133.4700.0000.000
1102022.12.20 04:00modify330.10133.470132.970134.970
1112022.12.20 05:59s/l330.10132.970132.970134.970-37.6110433.48
1122022.12.28 03:00sell340.10134.0520.0000.000
1132022.12.28 03:00modify340.10134.052134.552132.552
1142022.12.29 13:45sell350.10133.2840.0000.000
1152022.12.29 13:45modify350.10133.284133.677132.552
1162022.12.29 13:45sell360.10133.2840.0000.000
1172022.12.29 13:45modify360.10133.284133.527132.552
1182022.12.29 13:45sell370.10133.2840.0000.000
1192022.12.29 13:45modify370.10133.284133.527132.552
1202022.12.29 13:45modify340.10134.052133.527132.552
1212022.12.29 13:47modify350.10133.284133.527132.552
1222022.12.30 00:50t/p340.10132.552133.527132.552107.3810540.86
1232022.12.30 00:50t/p350.10132.552133.527132.55253.7910594.65
1242022.12.30 00:50t/p360.10132.552133.527132.55253.7910648.44
1252022.12.30 00:50t/p370.10132.552133.527132.55253.7910702.23
1262023.01.03 03:00buy380.10129.9520.0000.000
1272023.01.03 03:00modify380.10129.952129.452131.452
1282023.01.03 10:59buy390.10130.7190.0000.000
1292023.01.03 10:59modify390.10130.719130.327131.452
1302023.01.03 10:59buy400.10130.7190.0000.000
1312023.01.03 10:59modify400.10130.719130.477131.452
1322023.01.03 10:59buy410.10130.7190.0000.000
1332023.01.03 10:59modify410.10130.719130.477131.452
1342023.01.03 10:59modify380.10129.952130.477131.452
1352023.01.03 11:00modify390.10130.719130.477131.452
1362023.01.03 14:35s/l380.10130.477130.477131.45240.2410742.47
1372023.01.03 14:35s/l390.10130.477130.477131.452-18.5510723.92
1382023.01.03 14:35s/l400.10130.477130.477131.452-18.5510705.37
1392023.01.03 14:35s/l410.10130.477130.477131.452-18.5510686.82
1402023.01.18 04:00sell420.10131.1390.0000.000
1412023.01.18 04:00modify420.10131.139131.639129.639
1422023.01.18 07:40sell430.10130.3670.0000.000
1432023.01.18 07:40modify430.10130.367130.764129.639
1442023.01.18 07:40sell440.10130.3670.0000.000
1452023.01.18 07:40modify440.10130.367130.614129.639
1462023.01.18 07:40sell450.10130.3670.0000.000
1472023.01.18 07:40modify450.10130.367130.614129.639
1482023.01.18 07:40modify420.10131.139130.614129.639
1492023.01.18 07:42modify430.10130.367130.614129.639
1502023.01.18 08:20t/p420.10129.639130.614129.639115.7110802.53
1512023.01.18 08:20t/p430.10129.639130.614129.63956.1610858.69
1522023.01.18 08:20t/p440.10129.639130.614129.63956.1610914.85
1532023.01.18 08:20t/p450.10129.639130.614129.63956.1610971.01
1542023.02.02 01:00buy460.10128.4860.0000.000
1552023.02.02 01:00modify460.10128.486127.986129.986
1562023.02.03 13:40buy470.10129.2500.0000.000
1572023.02.03 13:40modify470.10129.250128.861129.986
1582023.02.03 13:40buy480.10129.2500.0000.000
1592023.02.03 13:40modify480.10129.250129.011129.986
1602023.02.03 13:40buy490.10129.2500.0000.000
1612023.02.03 13:40modify490.10129.250129.011129.986
1622023.02.03 13:40modify460.10128.486129.011129.986
1632023.02.03 13:42modify470.10129.250129.011129.986
1642023.02.03 13:50t/p460.10129.986129.011129.986116.3611087.37
1652023.02.03 13:50t/p470.10129.986129.011129.98656.5211143.89
1662023.02.03 13:50t/p480.10129.986129.011129.98656.5211200.41
1672023.02.03 13:50t/p490.10129.986129.011129.98656.5211256.93
1682023.03.08 03:00sell500.10137.6210.0000.000
1692023.03.08 03:00modify500.10137.621138.121136.121
1702023.03.08 14:27sell510.10136.8560.0000.000
1712023.03.08 14:27modify510.10136.856137.246136.121
1722023.03.08 14:27sell520.10136.8560.0000.000
1732023.03.08 14:27modify520.10136.856137.096136.121
1742023.03.08 14:27sell530.10136.8560.0000.000
1752023.03.08 14:27modify530.10136.856137.096136.121
1762023.03.08 14:27modify500.10137.621137.096136.121
1772023.03.08 14:30modify510.10136.856137.096136.121
1782023.03.08 15:02s/l500.10137.096137.096136.12138.2911295.22
1792023.03.08 15:02s/l510.10137.096137.096136.121-17.5011277.72
1802023.03.08 15:02s/l520.10137.096137.096136.121-17.5011260.22
1812023.03.08 15:02s/l530.10137.096137.096136.121-17.5011242.72