Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolUSDJPY (US 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 test6560Ticks modelled45949938Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1135.22Gross profit1449.87Gross loss-314.65
Profit factor4.61Expected payoff25.80
Absolute drawdown23.96Maximal drawdown199.72 (1.88%)Relative drawdown1.88% (199.72)
Total trades44Short positions (won %)26 (61.54%)Long positions (won %)18 (61.11%)
Profit trades (% of total)27 (61.36%)Loss trades (% of total)17 (38.64%)
Largestprofit trade112.87loss trade-32.51
Averageprofit trade53.70loss trade-18.51
Maximumconsecutive wins (profit in money)9 (515.92)consecutive losses (loss in money)3 (-47.29)
Maximalconsecutive profit (count of wins)515.92 (9)consecutive loss (count of losses)-53.75 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.14 09:00sell10.10139.0750.0000.000
22022.07.14 09:00modify10.10139.075140.375137.575
32022.07.17 23:42sell20.10138.3180.0000.000
42022.07.17 23:42modify20.10138.318139.000137.575
52022.07.17 23:42sell30.10138.3180.0000.000
62022.07.17 23:42modify30.10138.318138.625137.575
72022.07.17 23:42modify10.10139.075138.625137.575
82022.07.17 23:42modify20.10138.318138.625137.575
92022.07.18 08:07sell40.10137.9500.0000.000
102022.07.18 08:07modify40.10137.950138.400137.575
112022.07.18 08:07modify30.10138.318138.400137.575
122022.07.18 08:07modify20.10138.318138.400137.575
132022.07.18 08:07modify10.10139.075138.400137.575
142022.07.18 12:04s/l10.10138.400138.400137.57545.8310045.83
152022.07.18 12:04s/l20.10138.400138.400137.575-7.3910038.44
162022.07.18 12:04s/l30.10138.400138.400137.575-7.3910031.06
172022.07.18 12:04s/l40.10138.400138.400137.575-32.519998.55
182022.08.15 14:00buy50.10132.7690.0000.000
192022.08.15 14:00modify50.10132.769131.469134.269
202022.08.16 04:54buy60.10133.5190.0000.000
212022.08.16 04:54modify60.10133.519132.844134.269
222022.08.16 04:54buy70.10133.5190.0000.000
232022.08.16 04:54modify70.10133.519133.219134.269
242022.08.16 04:54modify50.10132.769133.219134.269
252022.08.16 04:54modify60.10133.519133.219134.269
262022.08.16 08:12buy80.10133.8940.0000.000
272022.08.16 08:12modify80.10133.894133.444134.269
282022.08.16 08:12modify70.10133.519133.444134.269
292022.08.16 08:12modify60.10133.519133.444134.269
302022.08.16 08:12modify50.10132.769133.444134.269
312022.08.16 11:08t/p50.10134.269133.444134.269112.8710111.42
322022.08.16 11:08t/p60.10134.269133.444134.26955.8610167.28
332022.08.16 11:08t/p70.10134.269133.444134.26955.8610223.14
342022.08.16 11:08t/p80.10134.269133.444134.26927.9310251.07
352022.09.07 05:00sell90.10143.9880.0000.000
362022.09.07 05:00modify90.10143.988145.288142.488
372022.09.09 03:22sell100.10143.2300.0000.000
382022.09.09 03:22modify100.10143.230143.913142.488
392022.09.09 03:22sell110.10143.2300.0000.000
402022.09.09 03:22modify110.10143.230143.538142.488
412022.09.09 03:22modify90.10143.988143.538142.488
422022.09.09 03:22modify100.10143.230143.538142.488
432022.09.09 04:08sell120.10142.8550.0000.000
442022.09.09 04:08modify120.10142.855143.313142.488
452022.09.09 04:08modify110.10143.230143.313142.488
462022.09.09 04:08modify100.10143.230143.313142.488
472022.09.09 04:08modify90.10143.988143.313142.488
482022.09.09 04:14t/p90.10142.488143.313142.48899.4110350.48
492022.09.09 04:14t/p100.10142.488143.313142.48852.0810402.56
502022.09.09 04:14t/p110.10142.488143.313142.48852.0810454.64
512022.09.09 04:14t/p120.10142.488143.313142.48825.7610480.40
522022.09.09 10:00buy130.10142.0330.0000.000
532022.09.09 10:00modify130.10142.033140.733143.533
542022.09.09 12:03buy140.10142.7860.0000.000
552022.09.09 12:03modify140.10142.786142.108143.533
562022.09.09 12:03buy150.10142.7860.0000.000
572022.09.09 12:03modify150.10142.786142.483143.533
582022.09.09 12:03modify130.10142.033142.483143.533
592022.09.09 12:03modify140.10142.786142.483143.533
602022.09.09 12:33s/l130.10142.483142.483143.53331.5810511.98
612022.09.09 12:33s/l140.10142.483142.483143.533-21.2710490.71
622022.09.09 12:33s/l150.10142.483142.483143.533-21.2710469.44
632022.09.13 14:00sell160.10144.1100.0000.000
642022.09.13 14:00modify160.10144.110145.410142.610
652022.09.14 07:03sell170.10143.3570.0000.000
662022.09.14 07:03modify170.10143.357144.035142.610
672022.09.14 07:03sell180.10143.3570.0000.000
682022.09.14 07:03modify180.10143.357143.660142.610
692022.09.14 07:03modify160.10144.110143.660142.610
702022.09.14 07:03modify170.10143.357143.660142.610
712022.09.14 08:09sell190.10142.9820.0000.000
722022.09.14 08:09modify190.10142.982143.435142.610
732022.09.14 08:09modify180.10143.357143.435142.610
742022.09.14 08:09modify170.10143.357143.435142.610
752022.09.14 08:09modify160.10144.110143.435142.610
762022.09.14 08:48s/l160.10143.435143.435142.61045.5910515.03
772022.09.14 08:48s/l170.10143.435143.435142.610-5.4410509.59
782022.09.14 08:48s/l180.10143.435143.435142.610-5.4410504.15
792022.09.14 08:48s/l190.10143.435143.435142.610-31.5810472.57
802022.09.14 09:00buy200.10143.3660.0000.000
812022.09.14 09:00modify200.10143.366142.066144.866
822022.09.21 11:14buy210.10144.1160.0000.000
832022.09.21 11:14modify210.10144.116143.441144.866
842022.09.21 11:14buy220.10144.1160.0000.000
852022.09.21 11:14modify220.10144.116143.816144.866
862022.09.21 11:14modify200.10143.366143.816144.866
872022.09.21 11:14modify210.10144.116143.816144.866
882022.09.21 18:00buy230.10144.4940.0000.000
892022.09.21 18:00modify230.10144.494144.041144.866
902022.09.21 18:00modify220.10144.116144.041144.866
912022.09.21 18:00modify210.10144.116144.041144.866
922022.09.21 18:00modify200.10143.366144.041144.866
932022.09.21 18:33s/l200.10144.041144.041144.86655.0210527.58
942022.09.21 18:33s/l210.10144.041144.041144.866-5.2110522.37
952022.09.21 18:33s/l220.10144.041144.041144.866-5.2110517.16
962022.09.21 18:33s/l230.10144.041144.041144.866-31.4510485.71
972022.10.21 13:00sell240.10151.4730.0000.000
982022.10.21 13:00modify240.10151.473152.773149.973
992022.10.21 14:39sell250.10150.7140.0000.000
1002022.10.21 14:39modify250.10150.714151.398149.973
1012022.10.21 14:39sell260.10150.7140.0000.000
1022022.10.21 14:39modify260.10150.714151.023149.973
1032022.10.21 14:39modify240.10151.473151.023149.973
1042022.10.21 14:39modify250.10150.714151.023149.973
1052022.10.21 14:44sell270.10150.3380.0000.000
1062022.10.21 14:44modify270.10150.338150.798149.973
1072022.10.21 14:44modify260.10150.714150.798149.973
1082022.10.21 14:44modify250.10150.714150.798149.973
1092022.10.21 14:44modify240.10151.473150.798149.973
1102022.10.21 14:49t/p240.10149.973150.798149.973100.0510585.76
1112022.10.21 14:49t/p250.10149.973150.798149.97349.4210635.18
1122022.10.21 14:49t/p260.10149.973150.798149.97349.4210684.60
1132022.10.21 14:49t/p270.10149.973150.798149.97324.3510708.95
1142022.10.28 11:00sell280.10147.6440.0000.000
1152022.10.28 11:00modify280.10147.644148.944146.144
1162022.11.02 10:56sell290.10146.8870.0000.000
1172022.11.02 10:56modify290.10146.887147.569146.144
1182022.11.02 10:56sell300.10146.8870.0000.000
1192022.11.02 10:56modify300.10146.887147.194146.144
1202022.11.02 10:56modify280.10147.644147.194146.144
1212022.11.02 10:56modify290.10146.887147.194146.144
1222022.11.02 12:15s/l280.10147.194147.194146.14426.1610735.12
1232022.11.02 12:15s/l290.10147.194147.194146.144-20.8510714.27
1242022.11.02 12:15s/l300.10147.194147.194146.144-20.8510693.42
1252022.11.21 11:00sell310.10141.6500.0000.000
1262022.11.21 11:00modify310.10141.650142.950140.150
1272022.11.23 14:07sell320.10140.8860.0000.000
1282022.11.23 14:07modify320.10140.886141.575140.150
1292022.11.23 14:07sell330.10140.8860.0000.000
1302022.11.23 14:07modify330.10140.886141.200140.150
1312022.11.23 14:07modify310.10141.650141.200140.150
1322022.11.23 14:07modify320.10140.886141.200140.150
1332022.11.23 14:45sell340.10140.5170.0000.000
1342022.11.23 14:45modify340.10140.517140.975140.150
1352022.11.23 14:45modify330.10140.886140.975140.150
1362022.11.23 14:45modify320.10140.886140.975140.150
1372022.11.23 14:45modify310.10141.650140.975140.150
1382022.11.23 14:51t/p310.10140.150140.975140.150104.1010797.52
1392022.11.23 14:51t/p320.10140.150140.975140.15052.5210850.04
1402022.11.23 14:51t/p330.10140.150140.975140.15052.5210902.56
1412022.11.23 14:51t/p340.10140.150140.975140.15026.1910928.75
1422022.11.28 10:00buy350.10137.7990.0000.000
1432022.11.28 10:00modify350.10137.799136.499139.299
1442022.11.28 13:16buy360.10138.5490.0000.000
1452022.11.28 13:16modify360.10138.549137.874139.299
1462022.11.28 13:16buy370.10138.5490.0000.000
1472022.11.28 13:16modify370.10138.549138.249139.299
1482022.11.28 13:16modify350.10137.799138.249139.299
1492022.11.28 13:16modify360.10138.549138.249139.299
1502022.11.28 16:28buy380.10138.9260.0000.000
1512022.11.28 16:28modify380.10138.926138.474139.299
1522022.11.28 16:28modify370.10138.549138.474139.299
1532022.11.28 16:28modify360.10138.549138.474139.299
1542022.11.28 16:28modify350.10137.799138.474139.299
1552022.11.29 01:19t/p350.10139.299138.474139.299108.8411037.60
1562022.11.29 01:19t/p360.10139.299138.474139.29955.0011092.60
1572022.11.29 01:19t/p370.10139.299138.474139.29955.0011147.60
1582022.11.29 01:19t/p380.10139.299138.474139.29927.9411175.55
1592023.03.15 14:00buy390.10132.7670.0000.000
1602023.03.15 14:00modify390.10132.767131.467134.267
1612023.03.15 18:28buy400.10133.5170.0000.000
1622023.03.15 18:28modify400.10133.517132.842134.267
1632023.03.15 18:28buy410.10133.5170.0000.000
1642023.03.15 18:28modify410.10133.517133.217134.267
1652023.03.15 18:28modify390.10132.767133.217134.267
1662023.03.15 18:28modify400.10133.517133.217134.267
1672023.03.15 19:10s/l390.10133.217133.217134.26733.7911209.34
1682023.03.15 19:10s/l400.10133.217133.217134.267-22.5211186.82
1692023.03.15 19:10s/l410.10133.217133.217134.267-22.5211164.30
1702023.05.05 14:00sell420.10134.8380.0000.000
1712023.05.05 14:00modify420.10134.838136.138133.338
1722023.05.10 23:03sell430.10134.0860.0000.000
1732023.05.10 23:03modify430.10134.086134.763133.338
1742023.05.10 23:03sell440.10134.0860.0000.000
1752023.05.10 23:03modify440.10134.086134.388133.338
1762023.05.10 23:03modify420.10134.838134.388133.338
1772023.05.10 23:03modify430.10134.086134.388133.338
1782023.05.11 07:00s/l420.10134.388134.388133.33824.6811188.98
1792023.05.11 07:00s/l430.10134.388134.388133.338-26.8811162.10
1802023.05.11 07:00s/l440.10134.388134.388133.338-26.8811135.22