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=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 test6560Ticks modelled45949938Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1163.25Gross profit1730.96Gross loss-567.70
Profit factor3.05Expected payoff23.27
Absolute drawdown40.74Maximal drawdown259.77 (2.54%)Relative drawdown2.54% (259.77)
Total trades50Short positions (won %)25 (64.00%)Long positions (won %)25 (64.00%)
Profit trades (% of total)32 (64.00%)Loss trades (% of total)18 (36.00%)
Largestprofit trade116.55loss trade-113.67
Averageprofit trade54.09loss trade-31.54
Maximumconsecutive wins (profit in money)9 (550.36)consecutive losses (loss in money)3 (-68.25)
Maximalconsecutive profit (count of wins)550.36 (9)consecutive loss (count of losses)-161.33 (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 08:43sell20.10135.5790.0000.000
42022.07.05 08:43modify20.10135.579136.255134.830
52022.07.05 08:43modify10.10136.330136.255134.830
62022.07.05 23:15sell30.10135.5040.0000.000
72022.07.05 23:15modify30.10135.504135.730134.830
82022.07.05 23:15modify20.10135.579135.730134.830
92022.07.05 23:15modify10.10136.330135.730134.830
102022.07.06 00:12s/l10.10135.730135.730134.83042.7410042.74
112022.07.06 00:12s/l20.10135.730135.730134.830-12.6010030.14
122022.07.06 00:12s/l30.10135.730135.730134.830-18.1210012.02
132022.07.29 04:00buy40.10133.1960.0000.000
142022.07.29 04:00modify40.10133.196131.696134.696
152022.07.29 12:30buy50.10133.9530.0000.000
162022.07.29 12:30modify50.10133.953133.271134.696
172022.07.29 12:30modify40.10133.196133.271134.696
182022.07.29 12:30buy60.10134.0250.0000.000
192022.07.29 12:30modify60.10134.025133.796134.696
202022.07.29 12:30modify50.10133.953133.796134.696
212022.07.29 12:30modify40.10133.196133.796134.696
222022.07.29 13:11buy70.10134.3230.0000.000
232022.07.29 13:11modify70.10134.323133.796134.696
242022.07.29 14:46s/l40.10133.796133.796134.69644.8410056.86
252022.07.29 14:46s/l50.10133.796133.796134.696-11.7410045.12
262022.07.29 14:46s/l60.10133.796133.796134.696-17.1210028.00
272022.07.29 14:46s/l70.10133.796133.796134.696-39.399988.61
282022.08.02 02:00buy80.10130.7110.0000.000
292022.08.02 02:00modify80.10130.711129.211132.211
302022.08.02 13:49buy90.10131.4610.0000.000
312022.08.02 13:49modify90.10131.461130.786132.211
322022.08.02 13:49modify80.10130.711130.786132.211
332022.08.02 14:04buy100.10131.5490.0000.000
342022.08.02 14:04modify100.10131.549131.311132.211
352022.08.02 14:04modify90.10131.461131.311132.211
362022.08.02 14:04modify80.10130.711131.311132.211
372022.08.02 14:56buy110.10131.8360.0000.000
382022.08.02 14:56modify110.10131.836131.311132.211
392022.08.02 15:51t/p80.10132.211131.311132.211113.4510102.06
402022.08.02 15:51t/p90.10132.211131.311132.21156.7310158.79
412022.08.02 15:51t/p100.10132.211131.311132.21150.0710208.86
422022.08.02 15:51t/p110.10132.211131.311132.21128.3710237.23
432022.08.29 05:00sell120.10138.8600.0000.000
442022.08.29 05:00modify120.10138.860140.360137.360
452022.08.30 11:05sell130.10138.1100.0000.000
462022.08.30 11:05modify130.10138.110138.785137.360
472022.08.30 11:05modify120.10138.860138.785137.360
482022.08.30 14:26s/l120.10138.785138.785137.3603.9310241.17
492022.08.30 14:26s/l130.10138.785138.785137.360-48.6410192.53
502022.09.07 03:00sell140.10143.6890.0000.000
512022.09.07 03:00modify140.10143.689145.189142.189
522022.09.09 04:07sell150.10142.9380.0000.000
532022.09.09 04:07modify150.10142.938143.614142.189
542022.09.09 04:07modify140.10143.689143.614142.189
552022.09.09 04:08sell160.10142.8550.0000.000
562022.09.09 04:08modify160.10142.855143.089142.189
572022.09.09 04:08modify150.10142.938143.089142.189
582022.09.09 04:08modify140.10143.689143.089142.189
592022.09.09 04:14sell170.10142.5640.0000.000
602022.09.09 04:14modify170.10142.564143.089142.189
612022.09.09 06:03s/l140.10143.089143.089142.18936.0610228.58
622022.09.09 06:03s/l150.10143.089143.089142.189-10.5510218.03
632022.09.09 06:03s/l160.10143.089143.089142.189-16.3510201.68
642022.09.09 06:03s/l170.10143.089143.089142.189-36.6910164.99
652022.10.27 06:00buy180.10145.2780.0000.000
662022.10.27 06:00modify180.10145.278143.778146.778
672022.10.27 08:55buy190.10146.0290.0000.000
682022.10.27 08:55modify190.10146.029145.353146.778
692022.10.27 08:55modify180.10145.278145.353146.778
702022.10.27 09:05buy200.10146.1030.0000.000
712022.10.27 09:05modify200.10146.103145.878146.778
722022.10.27 09:05modify190.10146.029145.878146.778
732022.10.27 09:05modify180.10145.278145.878146.778
742022.10.27 09:29buy210.10146.4030.0000.000
752022.10.27 09:29modify210.10146.403145.878146.778
762022.10.27 12:08t/p180.10146.778145.878146.778102.1910267.18
772022.10.27 12:08t/p190.10146.778145.878146.77851.0310318.21
782022.10.27 12:08t/p200.10146.778145.878146.77845.9910364.20
792022.10.27 12:08t/p210.10146.778145.878146.77825.5510389.75
802022.11.24 02:00buy220.10138.8100.0000.000
812022.11.24 02:00modify220.10138.810137.310140.310
822022.11.25 11:57buy230.10139.5630.0000.000
832022.11.25 11:57modify230.10139.563138.885140.310
842022.11.25 11:57modify220.10138.810138.885140.310
852022.11.28 00:48s/l220.10138.885138.885140.3107.7310397.48
862022.11.28 00:48s/l230.10138.885138.885140.310-47.6610349.82
872022.12.20 04:00buy240.10133.4700.0000.000
882022.12.20 04:00modify240.10133.470131.970134.970
892022.12.20 15:11s/l240.10131.970131.970134.970-113.6710236.15
902022.12.28 03:00sell250.10134.0520.0000.000
912022.12.28 03:00modify250.10134.052135.552132.552
922022.12.29 13:36sell260.10133.2950.0000.000
932022.12.29 13:36modify260.10133.295133.977132.552
942022.12.29 13:36modify250.10134.052133.977132.552
952022.12.29 13:37sell270.10133.2250.0000.000
962022.12.29 13:37modify270.10133.225133.452132.552
972022.12.29 13:37modify260.10133.295133.452132.552
982022.12.29 13:37modify250.10134.052133.452132.552
992022.12.29 14:47sell280.10132.9270.0000.000
1002022.12.29 14:47modify280.10132.927133.452132.552
1012022.12.30 00:51t/p250.10132.552133.452132.552107.3010343.45
1022022.12.30 00:51t/p260.10132.552133.452132.55254.5810398.03
1032022.12.30 00:51t/p270.10132.552133.452132.55249.3010447.33
1042022.12.30 00:51t/p280.10132.552133.452132.55226.8210474.15
1052023.01.03 03:00buy290.10129.9520.0000.000
1062023.01.03 03:00modify290.10129.952128.452131.452
1072023.01.03 08:18buy300.10130.7110.0000.000
1082023.01.03 08:18modify300.10130.711130.027131.452
1092023.01.03 08:18modify290.10129.952130.027131.452
1102023.01.03 08:19buy310.10130.7860.0000.000
1112023.01.03 08:19modify310.10130.786130.552131.452
1122023.01.03 08:19modify300.10130.711130.552131.452
1132023.01.03 08:19modify290.10129.952130.552131.452
1142023.01.03 09:10s/l290.10130.552130.552131.45245.9610520.11
1152023.01.03 09:10s/l300.10130.552130.552131.452-12.1810507.93
1162023.01.03 09:10s/l310.10130.552130.552131.452-17.9210490.01
1172023.01.18 05:00sell320.10131.3360.0000.000
1182023.01.18 05:00modify320.10131.336132.836129.836
1192023.01.18 06:12sell330.10130.5860.0000.000
1202023.01.18 06:12modify330.10130.586131.261129.836
1212023.01.18 06:12modify320.10131.336131.261129.836
1222023.01.18 07:26sell340.10130.5090.0000.000
1232023.01.18 07:26modify340.10130.509130.736129.836
1242023.01.18 07:26modify330.10130.586130.736129.836
1252023.01.18 07:26modify320.10131.336130.736129.836
1262023.01.18 07:37sell350.10130.1980.0000.000
1272023.01.18 07:37modify350.10130.198130.736129.836
1282023.01.18 08:17t/p320.10129.836130.736129.836115.5410605.55
1292023.01.18 08:17t/p330.10129.836130.736129.83657.7710663.32
1302023.01.18 08:17t/p340.10129.836130.736129.83651.8410715.16
1312023.01.18 08:17t/p350.10129.836130.736129.83627.8810743.04
1322023.02.02 01:00buy360.10128.4860.0000.000
1332023.02.02 01:00modify360.10128.486126.986129.986
1342023.02.03 13:30buy370.10129.2430.0000.000
1352023.02.03 13:30modify370.10129.243128.561129.986
1362023.02.03 13:30modify360.10128.486128.561129.986
1372023.02.03 13:30buy380.10129.3110.0000.000
1382023.02.03 13:30modify380.10129.311129.086129.986
1392023.02.03 13:30modify370.10129.243129.086129.986
1402023.02.03 13:30modify360.10128.486129.086129.986
1412023.02.03 13:30buy390.10129.6230.0000.000
1422023.02.03 13:30modify390.10129.623129.086129.986
1432023.02.03 13:45t/p360.10129.986129.086129.986116.5510859.60
1442023.02.03 13:45t/p370.10129.986129.086129.98657.1610916.76
1452023.02.03 13:45t/p380.10129.986129.086129.98651.9210968.68
1462023.02.03 13:45t/p390.10129.986129.086129.98627.9210996.60
1472023.03.08 03:00sell400.10137.6210.0000.000
1482023.03.08 03:00modify400.10137.621139.121136.121
1492023.03.08 14:17sell410.10136.8670.0000.000
1502023.03.08 14:17modify410.10136.867137.546136.121
1512023.03.08 14:17modify400.10137.621137.546136.121
1522023.03.08 14:30sell420.10136.7950.0000.000
1532023.03.08 14:30modify420.10136.795137.021136.121
1542023.03.08 14:30modify410.10136.867137.021136.121
1552023.03.08 14:30modify400.10137.621137.021136.121
1562023.03.08 15:00s/l400.10137.021137.021136.12143.7811040.38
1572023.03.08 15:00s/l410.10137.021137.021136.121-11.2411029.14
1582023.03.08 15:00s/l420.10137.021137.021136.121-16.4911012.65
1592023.05.01 03:00sell430.10136.8740.0000.000
1602023.05.01 03:00modify430.10136.874138.374135.374
1612023.05.03 01:44sell440.10136.1200.0000.000
1622023.05.03 01:44modify440.10136.120136.799135.374
1632023.05.03 01:44modify430.10136.874136.799135.374
1642023.05.03 01:57sell450.10136.0420.0000.000
1652023.05.03 01:57modify450.10136.042136.274135.374
1662023.05.03 01:57modify440.10136.120136.274135.374
1672023.05.03 01:57modify430.10136.874136.274135.374
1682023.05.03 07:13sell460.10135.7490.0000.000
1692023.05.03 07:13modify460.10135.749136.274135.374
1702023.05.03 12:57t/p430.10135.374136.274135.374107.8811120.53
1712023.05.03 12:57t/p440.10135.374136.274135.37455.1111175.64
1722023.05.03 12:57t/p450.10135.374136.274135.37449.3511224.99
1732023.05.03 12:57t/p460.10135.374136.274135.37427.7111252.70
1742023.05.04 03:00buy470.10134.5050.0000.000
1752023.05.04 03:00modify470.10134.505133.005136.005
1762023.05.07 23:20buy480.10135.2550.0000.000
1772023.05.07 23:20modify480.10135.255134.580136.005
1782023.05.07 23:20modify470.10134.505134.580136.005
1792023.05.09 00:14buy490.10135.3300.0000.000
1802023.05.09 00:14modify490.10135.330135.105136.005
1812023.05.09 00:14modify480.10135.255135.105136.005
1822023.05.09 00:14modify470.10134.505135.105136.005
1832023.05.09 01:30s/l470.10135.105135.105136.00547.9011300.60
1842023.05.09 01:30s/l480.10135.105135.105136.005-8.7711291.83
1852023.05.09 01:30s/l490.10135.105135.105136.005-16.6511275.18
1862023.05.15 04:00sell500.10136.1270.0000.000
1872023.05.15 04:00modify500.10136.127137.627134.627
1882023.05.17 18:26s/l500.10137.627137.627134.627-111.9311163.25