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)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=12; 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=150; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=7; 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 test7260Ticks modelled158374Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1166.34Gross profit1649.66Gross loss-483.31
Profit factor3.41Expected payoff27.77
Absolute drawdown42.72Maximal drawdown247.14 (2.32%)Relative drawdown2.32% (247.14)
Total trades42Short positions (won %)22 (72.73%)Long positions (won %)20 (65.00%)
Profit trades (% of total)29 (69.05%)Loss trades (% of total)13 (30.95%)
Largestprofit trade116.36loss trade-113.78
Averageprofit trade56.88loss trade-37.18
Maximumconsecutive wins (profit in money)7 (383.93)consecutive losses (loss in money)3 (-139.12)
Maximalconsecutive profit (count of wins)414.64 (6)consecutive loss (count of losses)-162.17 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.05 02:00sell10.10136.3300.0000.000
22022.07.05 02:00modify10.10136.330137.830134.830
32022.07.05 08:37sell20.10135.5520.0000.000
42022.07.05 08:37modify20.10135.552136.255134.830
52022.07.05 08:37modify10.10136.330136.255134.830
62022.07.05 23:40sell30.10135.5040.0000.000
72022.07.05 23:40modify30.10135.504135.730134.830
82022.07.05 23:40modify20.10135.552135.730134.830
92022.07.05 23:40modify10.10136.330135.730134.830
102022.07.06 00:20s/l10.10135.730135.730134.83042.7310042.73
112022.07.06 00:20s/l20.10135.730135.730134.830-14.5810028.15
122022.07.06 00:20s/l30.10135.730135.730134.830-18.1210010.03
132022.07.29 04:00buy40.10133.1960.0000.000
142022.07.29 04:00modify40.10133.196131.696134.696
152022.07.29 13:10buy50.10134.3240.0000.000
162022.07.29 13:10modify50.10134.324133.796134.696
172022.07.29 13:10modify40.10133.196133.796134.696
182022.07.29 14:42buy60.10133.9670.0000.000
192022.07.29 14:42modify60.10133.967133.271134.696
202022.07.29 14:45s/l40.10133.796133.796134.69644.8510054.88
212022.07.29 14:45s/l50.10133.796133.796134.696-39.4710015.41
222022.07.29 14:45close60.10133.773133.271134.696-14.5010000.91
232022.08.02 02:00buy70.10130.7110.0000.000
242022.08.02 02:00modify70.10130.711129.211132.211
252022.08.02 13:55buy80.10131.4800.0000.000
262022.08.02 13:55modify80.10131.480130.786132.211
272022.08.02 13:55modify70.10130.711130.786132.211
282022.08.02 14:15buy90.10131.5520.0000.000
292022.08.02 14:15modify90.10131.552131.311132.211
302022.08.02 14:15modify80.10131.480131.311132.211
312022.08.02 14:15modify70.10130.711131.311132.211
322022.08.02 14:50buy100.10131.8460.0000.000
332022.08.02 14:50modify100.10131.846131.311132.211
342022.08.02 15:45t/p70.10132.211131.311132.211113.4410114.35
352022.08.02 15:45t/p80.10132.211131.311132.21155.2810169.63
362022.08.02 15:45t/p90.10132.211131.311132.21149.8310219.46
372022.08.02 15:45t/p100.10132.211131.311132.21127.6010247.06
382022.08.29 05:00sell110.10138.8600.0000.000
392022.08.29 05:00modify110.10138.860140.360137.360
402022.08.30 11:37sell120.10138.1060.0000.000
412022.08.30 11:37modify120.10138.106138.785137.360
422022.08.30 11:37modify110.10138.860138.785137.360
432022.08.30 14:16s/l110.10138.785138.785137.3603.9310251.00
442022.08.30 14:16s/l120.10138.785138.785137.360-48.9110202.09
452022.09.07 03:00sell130.10143.6890.0000.000
462022.09.07 03:00modify130.10143.689145.189142.189
472022.09.09 04:10sell140.10142.9370.0000.000
482022.09.09 04:10modify140.10142.937143.614142.189
492022.09.09 04:10modify130.10143.689143.614142.189
502022.09.09 06:20sell150.10142.8470.0000.000
512022.09.09 06:20modify150.10142.847143.089142.189
522022.09.09 06:20modify140.10142.937143.089142.189
532022.09.09 06:20modify130.10143.689143.089142.189
542022.09.09 07:20t/p130.10142.189143.089142.18999.6410301.72
552022.09.09 07:20t/p140.10142.189143.089142.18952.6210354.34
562022.09.09 07:20t/p150.10142.189143.089142.18946.2910400.63
572022.10.27 06:00buy160.10145.2780.0000.000
582022.10.27 06:00modify160.10145.278143.778146.778
592022.10.27 08:50buy170.10146.0320.0000.000
602022.10.27 08:50modify170.10146.032145.353146.778
612022.10.27 08:50modify160.10145.278145.353146.778
622022.10.27 09:20buy180.10146.4150.0000.000
632022.10.27 09:20modify180.10146.415145.878146.778
642022.10.27 09:20modify170.10146.032145.878146.778
652022.10.27 09:20modify160.10145.278145.878146.778
662022.10.27 12:15t/p160.10146.778145.878146.778102.1410502.77
672022.10.27 12:15t/p170.10146.778145.878146.77850.8010553.57
682022.10.27 12:15t/p180.10146.778145.878146.77824.7210578.29
692022.11.24 02:00buy190.10138.8100.0000.000
702022.11.24 02:00modify190.10138.810137.310140.310
712022.11.25 13:37buy200.10139.5730.0000.000
722022.11.25 13:37modify200.10139.573138.885140.310
732022.11.25 13:37modify190.10138.810138.885140.310
742022.11.28 00:50s/l190.10138.885138.885140.3107.7310586.02
752022.11.28 00:50s/l200.10138.885138.885140.310-48.3910537.63
762022.12.20 04:00buy210.10133.4700.0000.000
772022.12.20 04:00modify210.10133.470131.970134.970
782022.12.20 15:20s/l210.10131.970131.970134.970-113.7810423.85
792022.12.28 03:00sell220.10134.0520.0000.000
802022.12.28 03:00modify220.10134.052135.552132.552
812022.12.29 13:45sell230.10133.2840.0000.000
822022.12.29 13:45modify230.10133.284133.977132.552
832022.12.29 13:45modify220.10134.052133.977132.552
842022.12.29 14:10sell240.10133.2210.0000.000
852022.12.29 14:10modify240.10133.221133.452132.552
862022.12.29 14:10modify230.10133.284133.452132.552
872022.12.29 14:10modify220.10134.052133.452132.552
882022.12.29 14:50sell250.10132.9040.0000.000
892022.12.29 14:50modify250.10132.904133.452132.552
902022.12.30 00:50t/p220.10132.552133.452132.552107.3810531.23
912022.12.30 00:50t/p230.10132.552133.452132.55253.7910585.02
922022.12.30 00:50t/p240.10132.552133.452132.55249.0410634.06
932022.12.30 00:50t/p250.10132.552133.452132.55225.1010659.16
942023.01.03 03:00buy260.10129.9520.0000.000
952023.01.03 03:00modify260.10129.952128.452131.452
962023.01.03 08:30buy270.10130.7870.0000.000
972023.01.03 08:30modify270.10130.787130.552131.452
982023.01.03 08:30modify260.10129.952130.552131.452
992023.01.03 09:15s/l260.10130.552130.552131.45245.9810705.14
1002023.01.03 09:15s/l270.10130.552130.552131.452-18.0110687.13
1012023.01.18 05:00sell280.10131.3360.0000.000
1022023.01.18 05:00modify280.10131.336132.836129.836
1032023.01.18 06:02sell290.10130.5570.0000.000
1042023.01.18 06:02modify290.10130.557131.261129.836
1052023.01.18 06:02modify280.10131.336131.261129.836
1062023.01.18 08:05sell300.10130.1820.0000.000
1072023.01.18 08:05modify300.10130.182130.736129.836
1082023.01.18 08:05modify290.10130.557130.736129.836
1092023.01.18 08:05modify280.10131.336130.736129.836
1102023.01.18 08:20t/p280.10129.836130.736129.836115.7010802.83
1112023.01.18 08:20t/p290.10129.836130.736129.83655.6110858.44
1122023.01.18 08:20t/p300.10129.836130.736129.83626.6910885.13
1132023.02.02 01:00buy310.10128.4860.0000.000
1142023.02.02 01:00modify310.10128.486126.986129.986
1152023.02.03 13:40buy320.10129.2500.0000.000
1162023.02.03 13:40modify320.10129.250128.561129.986
1172023.02.03 13:40modify310.10128.486128.561129.986
1182023.02.03 13:50t/p310.10129.986128.561129.986116.3611001.50
1192023.02.03 13:50t/p320.10129.986128.561129.98656.5211058.02
1202023.03.08 03:00sell330.10137.6210.0000.000
1212023.03.08 03:00modify330.10137.621139.121136.121
1222023.03.08 14:27sell340.10136.8560.0000.000
1232023.03.08 14:27modify340.10136.856137.546136.121
1242023.03.08 14:27modify330.10137.621137.546136.121
1252023.03.08 14:40sell350.10136.7960.0000.000
1262023.03.08 14:40modify350.10136.796137.021136.121
1272023.03.08 14:40modify340.10136.856137.021136.121
1282023.03.08 14:40modify330.10137.621137.021136.121
1292023.03.08 15:02s/l330.10137.021137.021136.12143.7611101.78
1302023.03.08 15:02s/l340.10137.021137.021136.121-12.0311089.75
1312023.03.08 15:02s/l350.10137.021137.021136.121-16.4111073.34
1322023.05.01 03:00sell360.10136.8740.0000.000
1332023.05.01 03:00modify360.10136.874138.374135.374
1342023.05.03 02:22sell370.10136.0430.0000.000
1352023.05.03 02:22modify370.10136.043136.274135.374
1362023.05.03 02:22modify360.10136.874136.274135.374
1372023.05.03 07:02sell380.10135.7380.0000.000
1382023.05.03 07:02modify380.10135.738136.274135.374
1392023.05.03 12:50t/p360.10135.374136.274135.374107.8811181.22
1402023.05.03 12:50t/p370.10135.374136.274135.37449.4311230.65
1412023.05.03 12:50t/p380.10135.374136.274135.37426.8911257.54
1422023.05.04 03:00buy390.10134.5050.0000.000
1432023.05.04 03:00modify390.10134.505133.005136.005
1442023.05.07 23:20buy400.10135.2550.0000.000
1452023.05.07 23:20modify400.10135.255134.580136.005
1462023.05.07 23:20modify390.10134.505134.580136.005
1472023.05.09 00:20buy410.10135.3540.0000.000
1482023.05.09 00:20modify410.10135.354135.105136.005
1492023.05.09 00:20modify400.10135.255135.105136.005
1502023.05.09 00:20modify390.10134.505135.105136.005
1512023.05.09 01:40s/l390.10135.105135.105136.00547.9211305.46
1522023.05.09 01:40s/l400.10135.105135.105136.005-8.7711296.69
1532023.05.09 01:40s/l410.10135.105135.105136.005-18.4311278.26
1542023.05.15 04:00sell420.10136.1270.0000.000
1552023.05.15 04:00modify420.10136.127137.627134.627
1562023.05.17 18:20s/l420.10137.627137.627134.627-111.9211166.34