Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test7256Ticks modelled157743Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1267.13Gross profit1886.43Gross loss-619.30
Profit factor3.05Expected payoff19.49
Absolute drawdown23.82Maximal drawdown315.07 (3.03%)Relative drawdown3.03% (315.07)
Total trades65Short positions (won %)26 (57.69%)Long positions (won %)39 (69.23%)
Profit trades (% of total)42 (64.62%)Loss trades (% of total)23 (35.38%)
Largestprofit trade109.72loss trade-103.03
Averageprofit trade44.91loss trade-26.93
Maximumconsecutive wins (profit in money)10 (587.46)consecutive losses (loss in money)3 (-114.57)
Maximalconsecutive profit (count of wins)587.46 (10)consecutive loss (count of losses)-131.67 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.08 16:00sell10.1093.3940.0000.000
22022.07.08 16:00modify10.1093.39494.79491.894
32022.07.11 11:50sell20.1092.8440.0000.000
42022.07.11 11:50modify20.1092.84493.31991.894
52022.07.11 11:50modify10.1093.39493.31991.894
62022.07.11 13:55sell30.1092.3360.0000.000
72022.07.11 13:55modify30.1092.33692.49491.894
82022.07.11 13:55modify20.1092.84492.49491.894
92022.07.11 13:55modify10.1093.39492.49491.894
102022.07.11 13:59s/l10.1092.49492.49491.89463.4210063.42
112022.07.11 13:59s/l20.1092.49492.49491.89424.9310088.35
122022.07.11 13:59s/l30.1092.49492.49491.894-11.2510077.10
132022.07.22 15:00buy40.1094.7470.0000.000
142022.07.22 15:00modify40.1094.74793.34796.247
152022.07.26 02:50buy50.1095.2760.0000.000
162022.07.26 02:50modify50.1095.27694.82296.247
172022.07.26 02:50modify40.1094.74794.82296.247
182022.07.26 09:37s/l40.1094.82294.82296.2476.3010083.41
192022.07.26 09:37s/l50.1094.82294.82296.247-32.3310051.08
202022.07.27 21:00sell60.1095.4180.0000.000
212022.07.27 21:00modify60.1095.41896.81893.918
222022.07.28 01:37sell70.1094.5080.0000.000
232022.07.28 01:37modify70.1094.50895.04393.918
242022.07.28 01:37modify60.1095.41895.04393.918
252022.07.28 07:10sell80.1094.8710.0000.000
262022.07.28 07:10modify80.1094.87195.34393.918
272022.07.28 07:12modify80.1094.87195.04393.918
282022.07.28 13:45t/p60.1093.91895.04393.918104.8110155.88
292022.07.28 13:45t/p70.1093.91895.04393.91842.0110197.89
302022.07.28 13:45t/p80.1093.91895.04393.91867.8610265.75
312022.07.28 16:00buy90.1093.7630.0000.000
322022.07.28 16:00modify90.1093.76392.36395.263
332022.07.29 00:20buy100.1094.2910.0000.000
342022.07.29 00:20modify100.1094.29193.83895.263
352022.07.29 00:20modify90.1093.76393.83895.263
362022.07.29 03:10s/l90.1093.83893.83895.2635.8210271.58
372022.07.29 03:10s/l100.1093.83893.83895.263-32.2610239.32
382022.08.26 20:00buy110.1094.7530.0000.000
392022.08.26 20:00modify110.1094.75393.35396.253
402022.08.29 06:02buy120.1095.2910.0000.000
412022.08.29 06:02modify120.1095.29194.82896.253
422022.08.29 06:02modify110.1094.75394.82896.253
432022.08.29 13:59buy130.1095.6650.0000.000
442022.08.29 13:59modify130.1095.66595.12896.253
452022.08.29 13:59modify120.1095.29195.12896.253
462022.08.29 13:59modify110.1094.75395.12896.253
472022.08.29 16:40buy140.1095.8320.0000.000
482022.08.29 16:40modify140.1095.83295.65396.253
492022.08.29 16:40modify130.1095.66595.65396.253
502022.08.29 16:40modify120.1095.29195.65396.253
512022.08.29 16:40modify110.1094.75395.65396.253
522022.08.29 21:10s/l110.1095.65395.65396.25364.5710303.89
532022.08.29 21:10s/l120.1095.65395.65396.25325.7810329.67
542022.08.29 21:10s/l130.1095.65395.65396.253-0.8510328.82
552022.08.29 21:10s/l140.1095.65395.65396.253-12.7510316.07
562022.08.30 16:00buy150.1095.4170.0000.000
572022.08.30 16:00modify150.1095.41794.01796.917
582022.09.02 12:50buy160.1095.9680.0000.000
592022.09.02 12:50modify160.1095.96895.49296.917
602022.09.02 12:50modify150.1095.41795.49296.917
612022.09.02 16:33s/l150.1095.49295.49296.9177.7510323.82
622022.09.02 16:33s/l160.1095.49295.49296.917-33.9010289.92
632022.09.13 20:00buy170.1097.2930.0000.000
642022.09.13 20:00modify170.1097.29395.89398.793
652022.09.15 23:15s/l170.1095.89395.89398.793-97.7710192.15
662022.09.27 18:00buy180.1093.0600.0000.000
672022.09.27 18:00modify180.1093.06091.66094.560
682022.09.28 17:10buy190.1093.9660.0000.000
692022.09.28 17:10modify190.1093.96693.43594.560
702022.09.28 17:10modify180.1093.06093.43594.560
712022.09.29 02:20s/l180.1093.43593.43594.56028.6310220.78
722022.09.29 02:20s/l190.1093.43593.43594.560-36.3710184.41
732022.10.05 20:00sell200.1093.9590.0000.000
742022.10.05 20:00modify200.1093.95995.35992.459
752022.10.06 10:59sell210.1093.4090.0000.000
762022.10.06 10:59modify210.1093.40993.88492.459
772022.10.06 10:59modify200.1093.95993.88492.459
782022.10.06 15:33sell220.1093.0540.0000.000
792022.10.06 15:33modify220.1093.05493.58492.459
802022.10.06 15:33modify210.1093.40993.58492.459
812022.10.06 15:33modify200.1093.95993.58492.459
822022.10.06 16:02sell230.1092.9020.0000.000
832022.10.06 16:02modify230.1092.90293.05992.459
842022.10.06 16:02modify220.1093.05493.05992.459
852022.10.06 16:02modify210.1093.40993.05992.459
862022.10.06 16:02modify200.1093.95993.05992.459
872022.10.06 17:15s/l200.1093.05993.05992.45962.0910246.49
882022.10.06 17:15s/l210.1093.05993.05992.45924.9210271.41
892022.10.06 17:15s/l220.1093.05993.05992.459-0.3610271.05
902022.10.06 17:15s/l230.1093.05993.05992.459-11.1810259.87
912022.10.17 14:00sell240.1093.3150.0000.000
922022.10.17 14:00modify240.1093.31594.71591.815
932022.10.20 12:20s/l240.1094.71594.71591.815-103.0310156.84
942022.10.25 16:00sell250.1094.5330.0000.000
952022.10.25 16:00modify250.1094.53395.93393.033
962022.11.03 00:45sell260.1093.4620.0000.000
972022.11.03 00:45modify260.1093.46293.63393.033
982022.11.03 00:45modify250.1094.53393.63393.033
992022.11.03 01:16s/l250.1093.63393.63393.03356.7410213.59
1002022.11.03 01:16s/l260.1093.63393.63393.033-12.1710201.42
1012022.11.04 14:00sell270.1094.7750.0000.000
1022022.11.04 14:00modify270.1094.77596.17593.275
1032022.11.06 22:15sell280.1094.2450.0000.000
1042022.11.06 22:15modify280.1094.24594.70093.275
1052022.11.06 22:15modify270.1094.77594.70093.275
1062022.11.06 23:16s/l270.1094.70094.70093.2755.3410206.76
1072022.11.06 23:16s/l280.1094.70094.70093.275-32.4010174.36
1082022.12.09 18:00sell290.1092.8030.0000.000
1092022.12.09 18:00modify290.1092.80394.20391.303
1102022.12.15 12:15sell300.1092.2520.0000.000
1112022.12.15 12:15modify300.1092.25292.72891.303
1122022.12.15 12:15modify290.1092.80392.72891.303
1132022.12.16 08:15sell310.1091.7270.0000.000
1142022.12.16 08:15modify310.1091.72791.90391.303
1152022.12.16 08:15modify300.1092.25291.90391.303
1162022.12.16 08:15modify290.1092.80391.90391.303
1172022.12.16 14:37s/l290.1091.90391.90391.30359.4210233.77
1182022.12.16 14:37s/l300.1091.90391.90391.30324.1810257.96
1192022.12.16 14:37s/l310.1091.90391.90391.303-12.5310245.43
1202023.01.13 16:00buy320.1088.7680.0000.000
1212023.01.13 16:00modify320.1088.76887.36890.268
1222023.01.13 19:50buy330.1089.2940.0000.000
1232023.01.13 19:50modify330.1089.29488.84390.268
1242023.01.13 19:50modify320.1088.76888.84390.268
1252023.01.17 01:15buy340.1089.6910.0000.000
1262023.01.17 01:15modify340.1089.69189.14390.268
1272023.01.17 01:15modify330.1089.29489.14390.268
1282023.01.17 01:15modify320.1088.76889.14390.268
1292023.01.17 02:12buy350.1089.8330.0000.000
1302023.01.17 02:12modify350.1089.83389.66890.268
1312023.01.17 02:12modify340.1089.69189.66890.268
1322023.01.17 02:12modify330.1089.29489.66890.268
1332023.01.17 02:12modify320.1088.76889.66890.268
1342023.01.17 02:20s/l320.1089.66889.66890.26865.0610310.49
1352023.01.17 02:20s/l330.1089.66889.66890.26827.6010338.10
1362023.01.17 02:20s/l340.1089.66889.66890.268-1.6310336.47
1372023.01.17 02:20s/l350.1089.66889.66890.268-11.7510324.72
1382023.01.18 21:00buy360.1089.4170.0000.000
1392023.01.18 21:00modify360.1089.41788.01790.917
1402023.01.20 11:40buy370.1089.9520.0000.000
1412023.01.20 11:40modify370.1089.95289.49290.917
1422023.01.20 11:40modify360.1089.41789.49290.917
1432023.01.20 13:46buy380.1090.3220.0000.000
1442023.01.20 13:46modify380.1090.32289.79290.917
1452023.01.20 13:46modify370.1089.95289.79290.917
1462023.01.20 13:46modify360.1089.41789.79290.917
1472023.01.23 04:15buy390.1090.4680.0000.000
1482023.01.23 04:15modify390.1090.46890.31790.917
1492023.01.23 04:15modify380.1090.32290.31790.917
1502023.01.23 04:15modify370.1089.95290.31790.917
1512023.01.23 04:15modify360.1089.41790.31790.917
1522023.01.23 07:20t/p360.1090.91790.31790.917109.2310433.95
1532023.01.23 07:20t/p370.1090.91790.31790.91769.2010503.15
1542023.01.23 07:20t/p380.1090.91790.31790.91742.8510546.00
1552023.01.23 07:20t/p390.1090.91790.31790.91731.9710577.97
1562023.01.23 17:00sell400.1091.7950.0000.000
1572023.01.23 17:00modify400.1091.79593.19590.295
1582023.01.24 10:20sell410.1091.2540.0000.000
1592023.01.24 10:20modify410.1091.25491.72090.295
1602023.01.24 10:20modify400.1091.79591.72090.295
1612023.01.24 14:45s/l400.1091.72091.72090.2954.6710582.65
1622023.01.24 14:45s/l410.1091.72091.72090.295-33.1910549.46
1632023.02.13 17:00sell420.1092.4060.0000.000
1642023.02.13 17:00modify420.1092.40693.80690.906
1652023.02.14 01:20sell430.1091.8690.0000.000
1662023.02.14 01:20modify430.1091.86992.33190.906
1672023.02.14 01:20modify420.1092.40692.33190.906
1682023.02.14 12:37s/l420.1092.33192.33190.9064.6710554.13
1692023.02.14 12:37s/l430.1092.33192.33190.906-32.9010521.23
1702023.03.15 15:00buy440.1087.9640.0000.000
1712023.03.15 15:00modify440.1087.96486.56489.464
1722023.03.15 18:45buy450.1088.5000.0000.000
1732023.03.15 18:45modify450.1088.50088.03989.464
1742023.03.15 18:45modify440.1087.96488.03989.464
1752023.03.15 23:20s/l440.1088.03988.03989.4645.3510526.58
1762023.03.15 23:20s/l450.1088.03988.03989.464-32.8310493.75
1772023.03.17 14:00buy460.1088.5760.0000.000
1782023.03.17 14:00modify460.1088.57687.17690.076
1792023.03.20 01:13buy470.1089.1100.0000.000
1802023.03.20 01:13modify470.1089.11088.65190.076
1812023.03.20 01:13modify460.1088.57688.65190.076
1822023.03.20 01:50s/l460.1088.65188.65190.0765.8210499.57
1832023.03.20 01:50s/l470.1088.65188.65190.076-32.6910466.88
1842023.03.22 21:00buy480.1087.6800.0000.000
1852023.03.22 21:00modify480.1087.68086.28089.180
1862023.03.23 05:32buy490.1088.2210.0000.000
1872023.03.23 05:32modify490.1088.22187.75589.180
1882023.03.23 05:32modify480.1087.68087.75589.180
1892023.03.23 17:20s/l480.1087.75587.75589.1806.7910473.67
1902023.03.23 17:20s/l490.1087.75587.75589.180-33.1910440.48
1912023.03.23 20:00buy500.1087.3040.0000.000
1922023.03.23 20:00modify500.1087.30485.90488.804
1932023.03.28 15:15buy510.1087.8450.0000.000
1942023.03.28 15:15modify510.1087.84587.37988.804
1952023.03.28 15:15modify500.1087.30487.37988.804
1962023.03.29 01:25buy520.1088.2160.0000.000
1972023.03.29 01:25modify520.1088.21687.67988.804
1982023.03.29 01:25modify510.1087.84587.67988.804
1992023.03.29 01:25modify500.1087.30487.67988.804
2002023.03.29 11:50buy530.1088.3720.0000.000
2012023.03.29 11:50modify530.1088.37288.20488.804
2022023.03.29 11:50modify520.1088.21688.20488.804
2032023.03.29 11:50modify510.1087.84588.20488.804
2042023.03.29 11:50modify500.1087.30488.20488.804
2052023.03.29 20:45t/p500.1088.80488.20488.804108.7610549.24
2062023.03.29 20:45t/p510.1088.80488.20488.80468.7810618.02
2072023.03.29 20:45t/p520.1088.80488.20488.80441.8810659.90
2082023.03.29 20:45t/p530.1088.80488.20488.80430.7710690.67
2092023.04.25 15:00buy540.1088.8200.0000.000
2102023.04.25 15:00modify540.1088.82087.42090.320
2112023.04.28 04:20buy550.1089.3740.0000.000
2122023.04.28 04:20modify550.1089.37488.89590.320
2132023.04.28 04:20modify540.1088.82088.89590.320
2142023.04.28 11:50buy560.1089.7290.0000.000
2152023.04.28 11:50modify560.1089.72989.19590.320
2162023.04.28 11:50modify550.1089.37489.19590.320
2172023.04.28 11:50modify540.1088.82089.19590.320
2182023.04.28 14:10buy570.1089.8800.0000.000
2192023.04.28 14:10modify570.1089.88089.72090.320
2202023.04.28 14:10modify560.1089.72989.72090.320
2212023.04.28 14:10modify550.1089.37489.72090.320
2222023.04.28 14:10modify540.1088.82089.72090.320
2232023.05.01 00:15t/p540.1090.32089.72090.320109.7210800.39
2242023.05.01 00:15t/p550.1090.32089.72090.32067.8510868.25
2252023.05.01 00:15t/p560.1090.32089.72090.32042.5710910.82
2262023.05.01 00:15t/p570.1090.32089.72090.32031.8210942.64
2272023.05.05 17:00sell580.1090.9430.0000.000
2282023.05.05 17:00modify580.1090.94392.34389.443
2292023.05.11 11:27sell590.1090.3970.0000.000
2302023.05.11 11:27modify590.1090.39790.86889.443
2312023.05.11 11:27modify580.1090.94390.86889.443
2322023.05.11 13:32sell600.1090.0390.0000.000
2332023.05.11 13:32modify600.1090.03990.56889.443
2342023.05.11 13:32modify590.1090.39790.56889.443
2352023.05.11 13:32modify580.1090.94390.56889.443
2362023.05.11 14:02sell610.1089.8790.0000.000
2372023.05.11 14:02modify610.1089.87990.04389.443
2382023.05.11 14:02modify600.1090.03990.04389.443
2392023.05.11 14:02modify590.1090.39790.04389.443
2402023.05.11 14:02modify580.1090.94390.04389.443
2412023.05.11 14:20s/l580.1090.04390.04389.44360.0811002.72
2422023.05.11 14:20s/l590.1090.04390.04389.44325.2111027.93
2432023.05.11 14:20s/l600.1090.04390.04389.443-0.2911027.64
2442023.05.11 14:20s/l610.1090.04390.04389.443-11.6811015.96
2452023.05.30 17:00buy620.1091.1180.0000.000
2462023.05.30 17:00modify620.1091.11889.71892.618
2472023.06.02 01:50buy630.1091.6630.0000.000
2482023.06.02 01:50modify630.1091.66391.19392.618
2492023.06.02 01:50modify620.1091.11891.19392.618
2502023.06.02 08:20buy640.1092.0300.0000.000
2512023.06.02 08:20modify640.1092.03091.49392.618
2522023.06.02 08:20modify630.1091.66391.49392.618
2532023.06.02 08:20modify620.1091.11891.49392.618
2542023.06.02 12:45buy650.1092.1950.0000.000
2552023.06.02 12:45modify650.1092.19592.01892.618
2562023.06.02 12:45modify640.1092.03092.01892.618
2572023.06.02 12:45modify630.1091.66392.01892.618
2582023.06.02 12:45modify620.1091.11892.01892.618
2592023.06.05 06:20t/p620.1092.61892.01892.618109.7111125.68
2602023.06.05 06:20t/p630.1092.61892.01892.61868.4911194.17
2612023.06.05 06:20t/p640.1092.61892.01892.61842.3511236.52
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