Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2022.06.01 00:00 - 2023.05.31 23:00 (2022.06.01 - 2023.06.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 test6559Ticks modelled39091930Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1336.78Gross profit1709.34Gross loss-372.57
Profit factor4.59Expected payoff32.60
Absolute drawdown55.28Maximal drawdown233.34 (2.19%)Relative drawdown2.19% (233.34)
Total trades41Short positions (won %)11 (81.82%)Long positions (won %)30 (76.67%)
Profit trades (% of total)32 (78.05%)Loss trades (% of total)9 (21.95%)
Largestprofit trade109.18loss trade-64.62
Averageprofit trade53.42loss trade-41.40
Maximumconsecutive wins (profit in money)9 (482.20)consecutive losses (loss in money)3 (-120.78)
Maximalconsecutive profit (count of wins)482.20 (9)consecutive loss (count of losses)-128.76 (2)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 06:00buy10.1092.1910.0000.000
22022.07.01 06:00modify10.1092.19191.29193.691
32022.07.04 07:24buy20.1092.8660.0000.000
42022.07.04 07:24modify20.1092.86692.41693.691
52022.07.04 07:24modify10.1092.19192.41693.691
62022.07.04 09:34buy30.1093.0920.0000.000
72022.07.04 09:34modify30.1093.09292.56693.691
82022.07.04 09:34modify20.1092.86692.56693.691
92022.07.04 09:34modify10.1092.19192.56693.691
102022.07.04 23:06buy40.1093.3910.0000.000
112022.07.04 23:06modify40.1093.39192.86693.691
122022.07.04 23:06modify30.1093.09292.86693.691
132022.07.04 23:06modify20.1092.86692.86693.691
142022.07.04 23:06modify10.1092.19192.86693.691
152022.07.05 00:46t/p10.1093.69192.86693.691108.6910108.69
162022.07.05 00:46t/p20.1093.69192.86693.69159.7310168.42
172022.07.05 00:46t/p30.1093.69192.86693.69143.5010211.92
182022.07.05 00:46t/p40.1093.69192.86693.69122.0310233.95
192022.07.28 16:00buy50.1093.7630.0000.000
202022.07.28 16:00modify50.1093.76392.86395.263
212022.07.29 14:00s/l50.1092.86392.86395.263-64.1410169.81
222022.08.02 03:00buy60.1091.6940.0000.000
232022.08.02 03:00modify60.1091.69490.79493.194
242022.08.02 05:31s/l60.1090.79490.79493.194-64.6210105.19
252022.08.02 07:00buy70.1090.9690.0000.000
262022.08.02 07:00modify70.1090.96990.06992.469
272022.08.02 15:01buy80.1091.6450.0000.000
282022.08.02 15:01modify80.1091.64591.19492.469
292022.08.02 15:01modify70.1090.96991.19492.469
302022.08.02 15:38buy90.1091.8710.0000.000
312022.08.02 15:38modify90.1091.87191.34492.469
322022.08.02 15:38modify80.1091.64591.34492.469
332022.08.02 15:38modify70.1090.96991.34492.469
342022.08.02 18:22buy100.1092.1690.0000.000
352022.08.02 18:22modify100.1092.16991.64492.469
362022.08.02 18:22modify90.1091.87191.64492.469
372022.08.02 18:22modify80.1091.64591.64492.469
382022.08.02 18:22modify70.1090.96991.64492.469
392022.08.03 01:51t/p70.1092.46991.64492.469108.1910213.37
402022.08.03 01:51t/p80.1092.46991.64492.46959.6510273.02
412022.08.03 01:51t/p90.1092.46991.64492.46943.4210316.44
422022.08.03 01:51t/p100.1092.46991.64492.46922.0310338.47
432022.08.15 14:00buy110.1093.3380.0000.000
442022.08.15 14:00modify110.1093.33892.43894.838
452022.08.16 11:04buy120.1094.0130.0000.000
462022.08.16 11:04modify120.1094.01393.56394.838
472022.08.16 11:04modify110.1093.33893.56394.838
482022.08.16 12:49buy130.1094.2380.0000.000
492022.08.16 12:49modify130.1094.23893.71394.838
502022.08.16 12:49modify120.1094.01393.71394.838
512022.08.16 12:49modify110.1093.33893.71394.838
522022.08.17 11:31s/l110.1093.71393.71394.83827.9110366.38
532022.08.17 11:31s/l120.1093.71393.71394.838-21.0510345.33
542022.08.17 11:31s/l130.1093.71393.71394.838-37.2010308.13
552022.11.04 14:00sell140.1094.7750.0000.000
562022.11.04 14:00modify140.1094.77595.67593.275
572022.11.09 17:25sell150.1094.0980.0000.000
582022.11.09 17:25modify150.1094.09894.55093.275
592022.11.09 17:25modify140.1094.77594.55093.275
602022.11.10 02:18sell160.1093.8750.0000.000
612022.11.10 02:18modify160.1093.87594.40093.275
622022.11.10 02:18modify150.1094.09894.40093.275
632022.11.10 02:18modify140.1094.77594.40093.275
642022.11.10 14:27sell170.1093.5740.0000.000
652022.11.10 14:27modify170.1093.57494.10093.275
662022.11.10 14:27modify160.1093.87594.10093.275
672022.11.10 14:27modify150.1094.09894.10093.275
682022.11.10 14:27modify140.1094.77594.10093.275
692022.11.10 14:38t/p140.1093.27594.10093.275103.4310411.56
702022.11.10 14:38t/p150.1093.27594.10093.27556.9510468.50
712022.11.10 14:38t/p160.1093.27594.10093.27543.0010511.50
722022.11.10 14:38t/p170.1093.27594.10093.27521.4310532.93
732022.11.28 03:00buy180.1092.7060.0000.000
742022.11.28 03:00modify180.1092.70691.80694.206
752022.11.30 09:53buy190.1093.3810.0000.000
762022.11.30 09:53modify190.1093.38192.93194.206
772022.11.30 09:53modify180.1092.70692.93194.206
782022.11.30 13:38buy200.1093.6060.0000.000
792022.11.30 13:38modify200.1093.60693.08194.206
802022.11.30 13:38modify190.1093.38193.08194.206
812022.11.30 13:38modify180.1092.70693.08194.206
822022.12.01 00:58s/l180.1093.08193.08194.20629.3810562.31
832022.12.01 00:58s/l190.1093.08193.08194.206-20.0710542.24
842022.12.01 00:58s/l200.1093.08193.08194.206-36.2210506.02
852023.01.04 06:00sell210.1088.9930.0000.000
862023.01.04 06:00modify210.1088.99389.89387.493
872023.01.04 12:20s/l210.1089.89389.89387.493-64.4910441.53
882023.01.13 16:00buy220.1088.7680.0000.000
892023.01.13 16:00modify220.1088.76887.86890.268
902023.01.16 00:28buy230.1089.4430.0000.000
912023.01.16 00:28modify230.1089.44388.99390.268
922023.01.16 00:28modify220.1088.76888.99390.268
932023.01.17 01:10buy240.1089.6690.0000.000
942023.01.17 01:10modify240.1089.66989.14390.268
952023.01.17 01:10modify230.1089.44389.14390.268
962023.01.17 01:10modify220.1088.76889.14390.268
972023.01.18 00:53buy250.1089.9700.0000.000
982023.01.18 00:53modify250.1089.97089.44390.268
992023.01.18 00:53modify240.1089.66989.44390.268
1002023.01.18 00:53modify230.1089.44389.44390.268
1012023.01.18 00:53modify220.1088.76889.44390.268
1022023.01.18 02:40t/p220.1090.26889.44390.268109.1810550.70
1032023.01.18 02:40t/p230.1090.26889.44390.26860.2210610.92
1042023.01.18 02:40t/p240.1090.26889.44390.26843.5010654.42
1052023.01.18 02:40t/p250.1090.26889.44390.26821.4010675.82
1062023.01.19 02:00buy260.1088.7570.0000.000
1072023.01.19 02:00modify260.1088.75787.85790.257
1082023.01.20 05:30buy270.1089.4320.0000.000
1092023.01.20 05:30modify270.1089.43288.98290.257
1102023.01.20 05:30modify260.1088.75788.98290.257
1112023.01.20 08:49buy280.1089.6610.0000.000
1122023.01.20 08:49modify280.1089.66189.13290.257
1132023.01.20 08:49modify270.1089.43289.13290.257
1142023.01.20 08:49modify260.1088.75789.13290.257
1152023.01.20 11:32buy290.1089.9570.0000.000
1162023.01.20 11:32modify290.1089.95789.43290.257
1172023.01.20 11:32modify280.1089.66189.43290.257
1182023.01.20 11:32modify270.1089.43289.43290.257
1192023.01.20 11:32modify260.1088.75789.43290.257
1202023.01.20 13:58t/p260.1090.25789.43290.257108.2010784.02
1212023.01.20 13:58t/p270.1090.25789.43290.25759.2410843.26
1222023.01.20 13:58t/p280.1090.25789.43290.25742.8010886.06
1232023.01.20 13:58t/p290.1090.25789.43290.25721.5410907.60
1242023.01.25 02:00sell300.1092.2580.0000.000
1252023.01.25 02:00modify300.1092.25893.15890.758
1262023.01.25 15:15sell310.1091.5830.0000.000
1272023.01.25 15:15modify310.1091.58392.03390.758
1282023.01.25 15:15modify300.1092.25892.03390.758
1292023.01.25 19:14s/l300.1092.03392.03390.75816.1310923.73
1302023.01.25 19:14s/l310.1092.03392.03390.758-32.2410891.49
1312023.02.10 09:00buy320.1090.6450.0000.000
1322023.02.10 09:00modify320.1090.64589.74592.145
1332023.02.13 04:11buy330.1091.3200.0000.000
1342023.02.13 04:11modify330.1091.32090.87092.145
1352023.02.13 04:11modify320.1090.64590.87092.145
1362023.02.13 07:53buy340.1091.5450.0000.000
1372023.02.13 07:53modify340.1091.54591.02092.145
1382023.02.13 07:53modify330.1091.32091.02092.145
1392023.02.13 07:53modify320.1090.64591.02092.145
1402023.02.13 09:21buy350.1091.8450.0000.000
1412023.02.13 09:21modify350.1091.84591.32092.145
1422023.02.13 09:21modify340.1091.54591.32092.145
1432023.02.13 09:21modify330.1091.32091.32092.145
1442023.02.13 09:21modify320.1090.64591.32092.145
1452023.02.13 14:43t/p320.1092.14591.32092.145108.1910999.68
1462023.02.13 14:43t/p330.1092.14591.32092.14559.2411058.92
1472023.02.13 14:43t/p340.1092.14591.32092.14543.0811102.00
1482023.02.13 14:43t/p350.1092.14591.32092.14521.5411123.54
1492023.03.15 15:00buy360.1087.9640.0000.000
1502023.03.15 15:00modify360.1087.96487.06489.464
1512023.03.16 01:07buy370.1088.6420.0000.000
1522023.03.16 01:07modify370.1088.64288.18989.464
1532023.03.16 01:07modify360.1087.96488.18989.464
1542023.03.16 02:04s/l360.1088.18988.18989.46417.6211141.16
1552023.03.16 02:04s/l370.1088.18988.18989.464-32.5311108.63
1562023.05.02 08:00sell380.1092.2260.0000.000
1572023.05.02 08:00modify380.1092.22693.12690.726
1582023.05.02 14:09sell390.1091.5510.0000.000
1592023.05.02 14:09modify390.1091.55192.00190.726
1602023.05.02 14:09modify380.1092.22692.00190.726
1612023.05.02 14:24sell400.1091.3250.0000.000
1622023.05.02 14:24modify400.1091.32591.85190.726
1632023.05.02 14:24modify390.1091.55191.85190.726
1642023.05.02 14:24modify380.1092.22691.85190.726
1652023.05.02 14:52sell410.1091.0240.0000.000
1662023.05.02 14:52modify410.1091.02491.55190.726
1672023.05.02 14:52modify400.1091.32591.55190.726
1682023.05.02 14:52modify390.1091.55191.55190.726
1692023.05.02 14:52modify380.1092.22691.55190.726
1702023.05.03 03:31t/p380.1090.72691.55190.726106.8011215.43
1712023.05.03 03:31t/p390.1090.72691.55190.72658.4311273.86
1722023.05.03 03:31t/p400.1090.72691.55190.72642.2411316.10
1732023.05.03 03:31t/p410.1090.72691.55190.72620.6711336.78