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 23:59 (2022.06.01 - 2023.06.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=130; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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=16; 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 test7259Ticks modelled13518Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1302.83Gross profit2825.27Gross loss-1522.44
Profit factor1.86Expected payoff15.15
Absolute drawdown139.72Maximal drawdown620.57 (5.72%)Relative drawdown5.72% (620.57)
Total trades86Short positions (won %)51 (54.90%)Long positions (won %)35 (62.86%)
Profit trades (% of total)50 (58.14%)Loss trades (% of total)36 (41.86%)
Largestprofit trade96.76loss trade-97.22
Averageprofit trade56.51loss trade-42.29
Maximumconsecutive wins (profit in money)12 (691.72)consecutive losses (loss in money)6 (-329.26)
Maximalconsecutive profit (count of wins)691.72 (12)consecutive loss (count of losses)-329.26 (6)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.01 11:00sell10.1093.0680.0000.000
22022.06.01 11:00modify10.1093.06894.36891.768
32022.06.02 19:00s/l10.1094.36894.36891.768-95.199904.81
42022.06.14 12:00buy20.1092.6120.0000.000
52022.06.14 12:00modify20.1092.61291.31293.912
62022.06.15 20:00t/p20.1093.91291.31293.91293.839998.64
72022.06.22 10:00buy30.1093.8840.0000.000
82022.06.22 10:00modify30.1093.88492.58495.184
92022.07.01 04:00s/l30.1092.58492.58495.184-87.969910.68
102022.07.01 06:00buy40.1092.1910.0000.000
112022.07.01 06:00modify40.1092.19190.89193.491
122022.07.04 19:00buy50.1093.1760.0000.000
132022.07.04 19:00modify50.1093.17692.64693.491
142022.07.04 19:00modify40.1092.19192.64693.491
152022.07.05 00:00t/p40.1093.49192.64693.49194.3310005.01
162022.07.05 00:00t/p50.1093.49192.64693.49123.1110028.12
172022.07.05 10:00buy60.1092.3430.0000.000
182022.07.05 10:00modify60.1092.34391.04393.643
192022.07.11 00:00buy70.1093.3300.0000.000
202022.07.11 00:00modify70.1093.33092.79893.643
212022.07.11 00:00modify60.1092.34392.79893.643
222022.07.11 02:00t/p60.1093.64392.79893.64396.2810124.39
232022.07.11 02:00t/p70.1093.64392.79893.64322.4710146.86
242022.07.25 13:00sell80.1094.9690.0000.000
252022.07.25 13:00modify80.1094.96996.26993.669
262022.07.28 15:00t/p80.1093.66996.26993.66989.7610236.63
272022.08.02 03:00buy90.1091.6940.0000.000
282022.08.02 03:00modify90.1091.69490.39492.994
292022.08.03 12:00buy100.1092.6740.0000.000
302022.08.03 12:00modify100.1092.67492.14992.994
312022.08.03 12:00modify90.1091.69492.14992.994
322022.08.03 16:00t/p90.1092.99492.14992.99493.8310330.45
332022.08.03 16:00t/p100.1092.99492.14992.99422.9810353.43
342022.08.12 06:00sell110.1094.8280.0000.000
352022.08.12 06:00modify110.1094.82896.12893.528
362022.08.15 08:00sell120.1094.2930.0000.000
372022.08.15 08:00modify120.1094.29394.69893.528
382022.08.15 08:00sell130.1094.2930.0000.000
392022.08.15 08:00modify130.1094.29394.50393.528
402022.08.15 08:00modify110.1094.82894.50393.528
412022.08.15 09:00modify120.1094.29394.50393.528
422022.08.15 10:00sell140.1093.8490.0000.000
432022.08.15 10:00modify140.1093.84994.37393.528
442022.08.15 10:00modify130.1094.29394.37393.528
452022.08.15 10:00modify120.1094.29394.37393.528
462022.08.15 10:00modify110.1094.82894.37393.528
472022.08.15 13:00t/p110.1093.52894.37393.52892.4810445.92
482022.08.15 13:00t/p120.1093.52894.37393.52854.8210500.74
492022.08.15 13:00t/p130.1093.52894.37393.52854.8210555.56
502022.08.15 13:00t/p140.1093.52894.37393.52823.0110578.57
512022.08.15 14:00buy150.1093.3380.0000.000
522022.08.15 14:00modify150.1093.33892.03894.638
532022.08.16 05:00buy160.1093.8760.0000.000
542022.08.16 05:00modify160.1093.87693.46894.638
552022.08.16 05:00buy170.1093.8760.0000.000
562022.08.16 05:00modify170.1093.87693.66394.638
572022.08.16 05:00modify150.1093.33893.66394.638
582022.08.16 06:00s/l150.1093.66393.66394.63823.8310602.40
592022.08.16 06:00s/l170.1093.66393.66394.638-15.2910587.11
602022.08.16 06:00close160.1093.79493.46894.638-5.8910581.22
612022.08.17 03:00buy180.1093.8600.0000.000
622022.08.17 03:00modify180.1093.86092.56095.160
632022.08.22 03:00buy190.1094.8540.0000.000
642022.08.22 03:00modify190.1094.85494.31595.160
652022.08.22 03:00modify180.1093.86094.31595.160
662022.08.22 08:00s/l180.1094.31594.31595.16035.1210616.33
672022.08.22 08:00s/l190.1094.31594.31595.160-38.7010577.63
682022.08.24 04:00buy200.1094.4490.0000.000
692022.08.24 04:00modify200.1094.44993.14995.749
702022.08.26 15:00t/p200.1095.74993.14995.74995.3010672.93
712022.09.09 02:00sell210.1097.5420.0000.000
722022.09.09 02:00modify210.1097.54298.84296.242
732022.09.14 12:00t/p210.1096.24298.84296.24291.1210764.05
742022.10.14 03:00sell220.1093.2230.0000.000
752022.10.14 03:00modify220.1093.22394.52391.923
762022.10.14 19:00sell230.1092.2220.0000.000
772022.10.14 19:00modify230.1092.22292.76891.923
782022.10.14 19:00modify220.1093.22392.76891.923
792022.10.17 06:00s/l220.1092.76892.76891.92331.9310795.98
802022.10.17 06:00s/l230.1092.76892.76891.923-39.8010756.18
812022.10.17 14:00sell240.1093.3150.0000.000
822022.10.17 14:00modify240.1093.31594.61592.015
832022.10.20 12:00s/l240.1094.61594.61592.015-96.5510659.64
842022.11.04 12:00sell250.1094.1830.0000.000
852022.11.04 12:00modify250.1094.18395.48392.883
862022.11.10 08:00sell260.1093.6460.0000.000
872022.11.10 08:00modify260.1093.64694.05392.883
882022.11.10 08:00sell270.1093.6460.0000.000
892022.11.10 08:00modify270.1093.64693.85892.883
902022.11.10 08:00modify250.1094.18393.85892.883
912022.11.10 09:00s/l250.1093.85893.85892.88319.2310678.86
922022.11.10 09:00s/l270.1093.85893.85892.883-15.1910663.67
932022.11.10 09:00close260.1093.71794.05392.883-5.0910658.58
942022.11.14 13:00sell280.1093.8110.0000.000
952022.11.14 13:00modify280.1093.81195.11192.511
962022.11.17 14:00sell290.1093.2670.0000.000
972022.11.17 14:00modify290.1093.26793.68192.511
982022.11.17 14:00sell300.1093.2670.0000.000
992022.11.17 14:00modify300.1093.26793.48692.511
1002022.11.17 14:00modify280.1093.81193.48692.511
1012022.11.17 15:00s/l280.1093.48693.48692.51119.9010678.49
1022022.11.17 15:00s/l300.1093.48693.48692.511-15.6910662.80
1032022.11.17 15:00close290.1093.44093.68192.511-12.4010650.40
1042022.11.28 03:00buy310.1092.7060.0000.000
1052022.11.28 03:00modify310.1092.70691.40694.006
1062022.11.30 20:00buy320.1093.6930.0000.000
1072022.11.30 20:00modify320.1093.69393.16194.006
1082022.11.30 20:00modify310.1092.70693.16194.006
1092022.12.01 01:00s/l310.1093.16193.16194.00635.1210685.51
1102022.12.01 01:00s/l320.1093.16193.16194.006-36.7310648.78
1112022.12.01 13:00buy330.1092.6770.0000.000
1122022.12.01 13:00modify330.1092.67791.37793.977
1132022.12.02 09:00s/l330.1091.37791.37793.977-92.8510555.93
1142022.12.08 15:00sell340.1092.3780.0000.000
1152022.12.08 15:00modify340.1092.37893.67891.078
1162022.12.16 08:00sell350.1091.8560.0000.000
1172022.12.16 08:00modify350.1091.85692.24891.078
1182022.12.16 08:00sell360.1091.8560.0000.000
1192022.12.16 08:00modify360.1091.85692.05391.078
1202022.12.16 08:00modify340.1092.37892.05391.078
1212022.12.16 09:00modify350.1091.85692.05391.078
1222022.12.19 05:00sell370.1091.3820.0000.000
1232022.12.19 05:00modify370.1091.38291.92391.078
1242022.12.19 05:00modify360.1091.85691.92391.078
1252022.12.19 05:00modify350.1091.85691.92391.078
1262022.12.19 05:00modify340.1092.37891.92391.078
1272022.12.19 17:00s/l340.1091.92391.92391.07826.5210582.45
1282022.12.19 17:00s/l350.1091.92391.92391.078-5.4810576.97
1292022.12.19 17:00s/l360.1091.92391.92391.078-5.4810571.49
1302022.12.19 17:00s/l370.1091.92391.92391.078-38.7710532.72
1312022.12.23 04:00sell380.1088.7130.0000.000
1322022.12.23 04:00modify380.1088.71390.01387.413
1332022.12.27 08:00s/l380.1090.01390.01387.413-94.5010438.22
1342022.12.29 10:00buy390.1089.9590.0000.000
1352022.12.29 10:00modify390.1089.95988.65991.259
1362023.01.03 02:00s/l390.1088.65988.65991.259-91.8710346.35
1372023.01.04 06:00sell400.1088.9930.0000.000
1382023.01.04 06:00modify400.1088.99390.29387.693
1392023.01.04 16:00s/l400.1090.29390.29387.693-93.1610253.19
1402023.01.09 07:00sell410.1091.3890.0000.000
1412023.01.09 07:00modify410.1091.38992.68990.089
1422023.01.10 13:00sell420.1090.8690.0000.000
1432023.01.10 13:00modify420.1090.86991.25990.089
1442023.01.10 13:00sell430.1090.8690.0000.000
1452023.01.10 13:00modify430.1090.86991.06490.089
1462023.01.10 13:00modify410.1091.38991.06490.089
1472023.01.10 14:00modify420.1090.86991.06490.089
1482023.01.10 15:00s/l410.1091.06491.06490.08922.6110275.80
1492023.01.10 15:00s/l420.1091.06491.06490.089-13.9810261.82
1502023.01.10 15:00s/l430.1091.06491.06490.089-13.9810247.84
1512023.01.11 05:00sell440.1091.4130.0000.000
1522023.01.11 05:00modify440.1091.41392.71390.113
1532023.01.12 14:00t/p440.1090.11392.71390.11391.1310338.97
1542023.01.13 03:00buy450.1089.8780.0000.000
1552023.01.13 03:00modify450.1089.87888.57891.178
1562023.01.18 03:00t/p450.1091.17888.57891.17894.8210433.78
1572023.01.19 02:00buy460.1088.7570.0000.000
1582023.01.19 02:00modify460.1088.75787.45790.057
1592023.01.20 05:00buy470.1089.2920.0000.000
1602023.01.20 05:00modify470.1089.29288.88790.057
1612023.01.20 05:00buy480.1089.2920.0000.000
1622023.01.20 05:00modify480.1089.29289.08290.057
1632023.01.20 05:00modify460.1088.75789.08290.057
1642023.01.20 06:00modify470.1089.29289.08290.057
1652023.01.20 13:00t/p460.1090.05789.08290.05793.8410527.62
1662023.01.20 13:00t/p470.1090.05789.08290.05754.9310582.55
1672023.01.20 13:00t/p480.1090.05789.08290.05754.9310637.48
1682023.01.23 12:00sell490.1091.0930.0000.000
1692023.01.23 12:00modify490.1091.09392.39389.793
1702023.01.25 01:00s/l490.1092.39392.39389.793-94.5110542.97
1712023.01.25 02:00sell500.1092.2580.0000.000
1722023.01.25 02:00modify500.1092.25893.55890.958
1732023.01.25 15:00sell510.1091.7280.0000.000
1742023.01.25 15:00modify510.1091.72892.12890.958
1752023.01.25 15:00sell520.1091.7280.0000.000
1762023.01.25 15:00modify520.1091.72891.93390.958
1772023.01.25 15:00modify500.1092.25891.93390.958
1782023.01.25 16:00modify510.1091.72891.93390.958
1792023.01.25 19:00s/l500.1091.93391.93390.95823.2910566.26
1802023.01.25 19:00s/l510.1091.93391.93390.958-14.6910551.57
1812023.01.25 19:00s/l520.1091.93391.93390.958-14.6910536.88
1822023.02.10 09:00buy530.1090.6450.0000.000
1832023.02.10 09:00modify530.1090.64589.34591.945
1842023.02.13 12:00t/p530.1091.94589.34591.94593.8310630.71
1852023.02.15 04:00buy540.1092.3150.0000.000
1862023.02.15 04:00modify540.1092.31591.01593.615
1872023.02.20 21:00buy550.1092.8400.0000.000
1882023.02.20 21:00modify550.1092.84092.44593.615
1892023.02.20 21:00buy560.1092.8400.0000.000
1902023.02.20 21:00modify560.1092.84092.64093.615
1912023.02.20 21:00modify540.1092.31592.64093.615
1922023.02.20 22:00s/l540.1092.64092.64093.61525.7810656.48
1932023.02.20 22:00s/l560.1092.64092.64093.615-14.3610642.12
1942023.02.20 22:00close550.1092.63892.44593.615-14.5010627.62
1952023.02.28 15:00sell570.1092.1410.0000.000
1962023.02.28 15:00modify570.1092.14193.44190.841
1972023.03.06 09:00sell580.1091.6040.0000.000
1982023.03.06 09:00modify580.1091.60492.01190.841
1992023.03.06 09:00sell590.1091.6040.0000.000
2002023.03.06 09:00modify590.1091.60491.81690.841
2012023.03.06 09:00modify570.1092.14191.81690.841
2022023.03.06 10:00modify580.1091.60491.81690.841
2032023.03.07 09:00t/p570.1090.84191.81690.84188.4110716.03
2042023.03.07 09:00t/p580.1090.84191.81690.84153.9910770.03
2052023.03.07 09:00t/p590.1090.84191.81690.84153.9910824.02
2062023.03.07 10:00buy600.1090.7190.0000.000
2072023.03.07 10:00modify600.1090.71989.41992.019
2082023.03.10 02:00s/l600.1089.41989.41992.019-90.8910733.13
2092023.03.15 15:00buy610.1087.9640.0000.000
2102023.03.15 15:00modify610.1087.96486.66489.264
2112023.03.16 16:00buy620.1088.5070.0000.000
2122023.03.16 16:00modify620.1088.50788.09489.264
2132023.03.16 16:00buy630.1088.5070.0000.000
2142023.03.16 16:00modify630.1088.50788.28989.264
2152023.03.16 16:00modify610.1087.96488.28989.264
2162023.03.16 17:00s/l610.1088.28988.28989.26424.8010757.92
2172023.03.16 17:00s/l630.1088.28988.28989.264-15.6510742.27
2182023.03.16 17:00close620.1088.77088.09489.26418.8910761.16
2192023.03.17 14:00buy640.1088.5760.0000.000
2202023.03.17 14:00modify640.1088.57687.27689.876
2212023.03.20 09:00s/l640.1087.27687.27689.876-92.8510668.31
2222023.03.31 02:00sell650.1089.4870.0000.000
2232023.03.31 02:00modify650.1089.48790.78788.187
2242023.03.31 17:00sell660.1088.9400.0000.000
2252023.03.31 17:00modify660.1088.94089.35788.187
2262023.03.31 17:00sell670.1088.9400.0000.000
2272023.03.31 17:00modify670.1088.94089.16288.187
2282023.03.31 17:00modify650.1089.48789.16288.187
2292023.03.31 18:00modify660.1088.94089.16288.187
2302023.04.03 07:00s/l650.1089.16289.16288.18722.6110690.92
2312023.04.03 07:00s/l660.1089.16289.16288.187-16.5910674.34
2322023.04.03 07:00s/l670.1089.16289.16288.187-16.5910657.75
2332023.04.05 12:00buy680.1088.0310.0000.000
2342023.04.05 12:00modify680.1088.03186.73189.331
2352023.04.11 07:00buy690.1089.0350.0000.000
2362023.04.11 07:00modify690.1089.03588.48689.331
2372023.04.11 07:00modify680.1088.03188.48689.331
2382023.04.12 18:00t/p680.1089.33188.48689.33196.7610754.51
2392023.04.12 18:00t/p690.1089.33188.48689.33121.7410776.25
2402023.04.19 07:00sell700.1090.4080.0000.000
2412023.04.19 07:00modify700.1090.40891.70889.108
2422023.04.21 05:00sell710.1089.8760.0000.000
2432023.04.21 05:00modify710.1089.87690.27889.108
2442023.04.21 05:00sell720.1089.8760.0000.000
2452023.04.21 05:00modify720.1089.87690.08389.108
2462023.04.21 05:00modify700.1090.40890.08389.108
2472023.04.21 06:00modify710.1089.87690.08389.108
2482023.04.25 14:00t/p700.1089.10890.08389.10889.1010865.35
2492023.04.25 14:00t/p710.1089.10890.08389.10853.6910919.04
2502023.04.25 14:00t/p720.1089.10890.08389.10853.6910972.72
2512023.04.25 15:00buy730.1088.8200.0000.000
2522023.04.25 15:00modify730.1088.82087.52090.120
2532023.04.28 19:00t/p730.1090.12087.52090.12095.7911068.51
2542023.05.01 05:00sell740.1090.8170.0000.000
2552023.05.01 05:00modify740.1090.81792.11789.517
2562023.05.02 05:00s/l740.1092.11792.11789.517-93.8310974.68
2572023.05.02 08:00sell750.1092.2260.0000.000
2582023.05.02 08:00modify750.1092.22693.52690.926
2592023.05.02 15:00t/p750.1090.92693.52690.92693.1511067.83
2602023.05.08 09:00sell760.1091.5750.0000.000
2612023.05.08 09:00modify760.1091.57592.87590.275
2622023.05.11 07:00sell770.1090.5970.0000.000
2632023.05.11 07:00modify770.1090.59791.12090.275
2642023.05.11 07:00modify760.1091.57591.12090.275
2652023.05.11 13:00t/p760.1090.27591.12090.27589.7611157.59
2662023.05.11 13:00t/p770.1090.27591.12090.27523.0711180.66
2672023.05.15 08:00sell780.1090.9700.0000.000
2682023.05.15 08:00modify780.1090.97092.27089.670
2692023.05.19 13:00s/l780.1092.27092.27089.670-97.2211083.44
2702023.05.19 14:00sell790.1092.2590.0000.000
2712023.05.19 14:00modify790.1092.25993.55990.959
2722023.05.19 18:00sell800.1091.7270.0000.000
2732023.05.19 18:00modify800.1091.72792.12990.959
2742023.05.19 18:00sell810.1091.7270.0000.000
2752023.05.19 18:00modify810.1091.72791.93490.959
2762023.05.19 18:00modify790.1092.25991.93490.959
2772023.05.19 19:00modify800.1091.72791.93490.959
2782023.05.22 13:00s/l790.1091.93491.93490.95922.6111106.05
2792023.05.22 13:00s/l800.1091.93491.93490.959-15.5111090.55
2802023.05.22 13:00s/l810.1091.93491.93490.959-15.5111075.04
2812023.05.23 03:00sell820.1092.2970.0000.000
2822023.05.23 03:00modify820.1092.29793.59790.997
2832023.05.24 05:00sell830.1091.3100.0000.000
2842023.05.24 05:00modify830.1091.31091.84290.997
2852023.05.24 05:00modify820.1092.29791.84290.997
2862023.05.24 11:00t/p820.1090.99791.84290.99792.4711167.51
2872023.05.24 11:00t/p830.1090.99791.84290.99722.4211189.93
2882023.05.29 01:00sell840.1091.8930.0000.000
2892023.05.29 01:00modify840.1091.89393.19390.593
2902023.05.30 18:00sell850.1090.9040.0000.000
2912023.05.30 18:00modify850.1090.90491.43890.593
2922023.05.30 18:00modify840.1091.89391.43890.593
2932023.05.31 06:00t/p840.1090.59391.43890.59391.8011281.73
2942023.05.31 06:00t/p850.1090.59391.43890.59321.6011303.33
2952023.05.31 08:00buy860.1090.5320.0000.000
2962023.05.31 08:00modify860.1090.53289.23291.832
2972023.05.31 23:59close at stop860.1090.52589.23291.832-0.5011302.83