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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6539Ticks modelled44305475Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1274.01Gross profit1861.77Gross loss-587.76
Profit factor3.17Expected payoff24.04
Absolute drawdown183.65Maximal drawdown370.34 (3.47%)Relative drawdown3.47% (370.34)
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 trade116.55loss trade-38.85
Averageprofit trade64.20loss trade-24.49
Maximumconsecutive wins (profit in money)9 (615.37)consecutive losses (loss in money)5 (-123.60)
Maximalconsecutive profit (count of wins)615.37 (9)consecutive loss (count of losses)-123.60 (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 12:56s/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 14:15s/l20.10129.886129.886127.886-38.499922.66
72022.07.01 07:00buy30.10134.9500.0000.000
82022.07.01 07:00modify30.10134.950134.450136.450
92022.07.01 08:42buy40.10135.7040.0000.000
102022.07.01 08:42modify40.10135.704135.325136.450
112022.07.01 08:42buy50.10135.7040.0000.000
122022.07.01 08:42modify50.10135.704135.475136.450
132022.07.01 08:42buy60.10135.7040.0000.000
142022.07.01 08:42modify60.10135.704135.475136.450
152022.07.01 08:42modify30.10134.950135.475136.450
162022.07.01 08:42modify40.10135.704135.475136.450
172022.07.01 09:00s/l30.10135.475135.475136.45038.759961.41
182022.07.01 09:00s/l40.10135.475135.475136.450-16.919944.50
192022.07.01 09:00s/l50.10135.475135.475136.450-16.919927.59
202022.07.01 09:00s/l60.10135.475135.475136.450-16.919910.68
212022.07.05 02:00sell70.10136.3300.0000.000
222022.07.05 02:00modify70.10136.330136.830134.830
232022.07.05 08:43sell80.10135.5790.0000.000
242022.07.05 08:43modify80.10135.579135.955134.830
252022.07.05 08:43sell90.10135.5790.0000.000
262022.07.05 08:43modify90.10135.579135.805134.830
272022.07.05 08:43sell100.10135.5790.0000.000
282022.07.05 08:43modify100.10135.579135.805134.830
292022.07.05 08:43modify70.10136.330135.805134.830
302022.07.05 08:43modify80.10135.579135.805134.830
312022.07.05 08:53s/l70.10135.805135.805134.83038.669949.34
322022.07.05 08:53s/l80.10135.805135.805134.830-16.649932.70
332022.07.05 08:53s/l90.10135.805135.805134.830-16.649916.06
342022.07.05 08:53s/l100.10135.805135.805134.830-16.649899.42
352022.07.14 06:00sell110.10138.4210.0000.000
362022.07.14 06:00modify110.10138.421138.921136.921
372022.07.14 07:10s/l110.10138.921138.921136.921-36.009863.42
382022.07.29 04:00buy120.10133.1960.0000.000
392022.07.29 04:00modify120.10133.196132.696134.696
402022.07.29 06:25s/l120.10132.696132.696134.696-37.689825.74
412022.07.29 07:00buy130.10132.6000.0000.000
422022.07.29 07:00modify130.10132.600132.100134.100
432022.07.29 09:22buy140.10133.3510.0000.000
442022.07.29 09:22modify140.10133.351132.975134.100
452022.07.29 09:22buy150.10133.3510.0000.000
462022.07.29 09:22modify150.10133.351133.125134.100
472022.07.29 09:22buy160.10133.3510.0000.000
482022.07.29 09:22modify160.10133.351133.125134.100
492022.07.29 09:22modify130.10132.600133.125134.100
502022.07.29 09:22modify140.10133.351133.125134.100
512022.07.29 12:31t/p130.10134.100133.125134.100111.869937.60
522022.07.29 12:31t/p140.10134.100133.125134.10055.859993.45
532022.07.29 12:31t/p150.10134.100133.125134.10055.8510049.30
542022.07.29 12:31t/p160.10134.100133.125134.10055.8510105.15
552022.08.02 02:00buy170.10130.7110.0000.000
562022.08.02 02:00modify170.10130.711130.211132.211
572022.08.02 13:49buy180.10131.4610.0000.000
582022.08.02 13:49modify180.10131.461131.086132.211
592022.08.02 13:49buy190.10131.4610.0000.000
602022.08.02 13:49modify190.10131.461131.236132.211
612022.08.02 13:49buy200.10131.4610.0000.000
622022.08.02 13:49modify200.10131.461131.236132.211
632022.08.02 13:49modify170.10130.711131.236132.211
642022.08.02 13:49modify180.10131.461131.236132.211
652022.08.02 15:51t/p170.10132.211131.236132.211113.4510218.60
662022.08.02 15:51t/p180.10132.211131.236132.21156.7310275.33
672022.08.02 15:51t/p190.10132.211131.236132.21156.7310332.06
682022.08.02 15:51t/p200.10132.211131.236132.21156.7310388.79
692022.08.03 01:00sell210.10133.7930.0000.000
702022.08.03 01:00modify210.10133.793134.293132.293
712022.08.03 02:54sell220.10133.0410.0000.000
722022.08.03 02:54modify220.10133.041133.418132.293
732022.08.03 02:54sell230.10133.0410.0000.000
742022.08.03 02:54modify230.10133.041133.268132.293
752022.08.03 02:54sell240.10133.0410.0000.000
762022.08.03 02:54modify240.10133.041133.268132.293
772022.08.03 02:54modify210.10133.793133.268132.293
782022.08.03 02:54modify220.10133.041133.268132.293
792022.08.03 05:59s/l210.10133.268133.268132.29339.3910428.18
802022.08.03 05:59s/l220.10133.268133.268132.293-17.0310411.15
812022.08.03 05:59s/l230.10133.268133.268132.293-17.0310394.12
822022.08.03 05:59s/l240.10133.268133.268132.293-17.0310377.09
832022.08.29 02:00sell250.10138.5060.0000.000
842022.08.29 02:00modify250.10138.506139.006137.006
852022.08.29 05:05s/l250.10139.006139.006137.006-35.9710341.12
862022.09.07 03:00sell260.10143.6890.0000.000
872022.09.07 03:00modify260.10143.689144.189142.189
882022.09.07 04:01s/l260.10144.189144.189142.189-34.6810306.44
892022.10.27 06:00buy270.10145.2780.0000.000
902022.10.27 06:00modify270.10145.278144.778146.778
912022.10.27 08:55buy280.10146.0290.0000.000
922022.10.27 08:55modify280.10146.029145.653146.778
932022.10.27 08:55buy290.10146.0290.0000.000
942022.10.27 08:55modify290.10146.029145.803146.778
952022.10.27 08:55buy300.10146.0290.0000.000
962022.10.27 08:55modify300.10146.029145.803146.778
972022.10.27 08:55modify270.10145.278145.803146.778
982022.10.27 08:55modify280.10146.029145.803146.778
992022.10.27 12:08t/p270.10146.778145.803146.778102.1910408.63
1002022.10.27 12:08t/p280.10146.778145.803146.77851.0310459.66
1012022.10.27 12:08t/p290.10146.778145.803146.77851.0310510.69
1022022.10.27 12:08t/p300.10146.778145.803146.77851.0310561.72
1032022.11.24 01:00buy310.10139.2300.0000.000
1042022.11.24 01:00modify310.10139.230138.730140.730
1052022.11.24 02:00s/l310.10138.730138.730140.730-36.0410525.68
1062022.12.01 06:00buy320.10136.4290.0000.000
1072022.12.01 06:00modify320.10136.429135.929137.929
1082022.12.01 07:07s/l320.10135.929135.929137.929-36.7910488.89
1092022.12.20 04:00buy330.10133.4700.0000.000
1102022.12.20 04:00modify330.10133.470132.970134.970
1112022.12.20 05:59s/l330.10132.970132.970134.970-37.6010451.29
1122022.12.28 03:00sell340.10134.0520.0000.000
1132022.12.28 03:00modify340.10134.052134.552132.552
1142022.12.29 13:36sell350.10133.2950.0000.000
1152022.12.29 13:36modify350.10133.295133.677132.552
1162022.12.29 13:36sell360.10133.2950.0000.000
1172022.12.29 13:36modify360.10133.295133.527132.552
1182022.12.29 13:36sell370.10133.2950.0000.000
1192022.12.29 13:36modify370.10133.295133.527132.552
1202022.12.29 13:36modify340.10134.052133.527132.552
1212022.12.29 13:36modify350.10133.295133.527132.552
1222022.12.30 00:51t/p340.10132.552133.527132.552107.3010558.59
1232022.12.30 00:51t/p350.10132.552133.527132.55254.5810613.17
1242022.12.30 00:51t/p360.10132.552133.527132.55254.5810667.75
1252022.12.30 00:51t/p370.10132.552133.527132.55254.5810722.33
1262023.01.03 03:00buy380.10129.9520.0000.000
1272023.01.03 03:00modify380.10129.952129.452131.452
1282023.01.03 08:18buy390.10130.7110.0000.000
1292023.01.03 08:18modify390.10130.711130.327131.452
1302023.01.03 08:18buy400.10130.7110.0000.000
1312023.01.03 08:18modify400.10130.711130.477131.452
1322023.01.03 08:18buy410.10130.7110.0000.000
1332023.01.03 08:18modify410.10130.711130.477131.452
1342023.01.03 08:18modify380.10129.952130.477131.452
1352023.01.03 08:18modify390.10130.711130.477131.452
1362023.01.03 09:15s/l380.10130.477130.477131.45240.2310762.56
1372023.01.03 09:15s/l390.10130.477130.477131.452-17.9410744.62
1382023.01.03 09:15s/l400.10130.477130.477131.452-17.9410726.68
1392023.01.03 09:15s/l410.10130.477130.477131.452-17.9410708.74
1402023.01.18 04:00sell420.10131.1390.0000.000
1412023.01.18 04:00modify420.10131.139131.639129.639
1422023.01.18 07:26sell430.10130.3880.0000.000
1432023.01.18 07:26modify430.10130.388130.764129.639
1442023.01.18 07:26sell440.10130.3880.0000.000
1452023.01.18 07:26modify440.10130.388130.614129.639
1462023.01.18 07:26sell450.10130.3880.0000.000
1472023.01.18 07:26modify450.10130.388130.614129.639
1482023.01.18 07:26modify420.10131.139130.614129.639
1492023.01.18 07:26modify430.10130.388130.614129.639
1502023.01.18 08:23t/p420.10129.639130.614129.639115.7110824.45
1512023.01.18 08:23t/p430.10129.639130.614129.63957.7810882.23
1522023.01.18 08:23t/p440.10129.639130.614129.63957.7810940.01
1532023.01.18 08:23t/p450.10129.639130.614129.63957.7810997.79
1542023.02.02 01:00buy460.10128.4860.0000.000
1552023.02.02 01:00modify460.10128.486127.986129.986
1562023.02.03 13:30buy470.10129.2430.0000.000
1572023.02.03 13:30modify470.10129.243128.861129.986
1582023.02.03 13:30buy480.10129.2430.0000.000
1592023.02.03 13:30modify480.10129.243129.011129.986
1602023.02.03 13:30buy490.10129.2430.0000.000
1612023.02.03 13:30modify490.10129.243129.011129.986
1622023.02.03 13:30modify460.10128.486129.011129.986
1632023.02.03 13:30modify470.10129.243129.011129.986
1642023.02.03 13:45t/p460.10129.986129.011129.986116.5511114.34
1652023.02.03 13:45t/p470.10129.986129.011129.98657.1611171.50
1662023.02.03 13:45t/p480.10129.986129.011129.98657.1611228.66
1672023.02.03 13:45t/p490.10129.986129.011129.98657.1611285.82
1682023.03.08 03:00sell500.10137.6210.0000.000
1692023.03.08 03:00modify500.10137.621138.121136.121
1702023.03.08 14:17sell510.10136.8670.0000.000
1712023.03.08 14:17modify510.10136.867137.246136.121
1722023.03.08 14:17sell520.10136.8670.0000.000
1732023.03.08 14:17modify520.10136.867137.096136.121
1742023.03.08 14:17sell530.10136.8670.0000.000
1752023.03.08 14:17modify530.10136.867137.096136.121
1762023.03.08 14:17modify500.10137.621137.096136.121
1772023.03.08 14:17modify510.10136.867137.096136.121
1782023.03.08 15:00s/l500.10137.096137.096136.12138.2911324.11
1792023.03.08 15:00s/l510.10137.096137.096136.121-16.7011307.41
1802023.03.08 15:00s/l520.10137.096137.096136.121-16.7011290.71
1812023.03.08 15:00s/l530.10137.096137.096136.121-16.7011274.01