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=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=90; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 profit2120.04Gross profit3318.12Gross loss-1198.07
Profit factor2.77Expected payoff25.54
Absolute drawdown54.87Maximal drawdown330.68 (3.05%)Relative drawdown3.05% (330.68)
Total trades83Short positions (won %)47 (74.47%)Long positions (won %)36 (75.00%)
Profit trades (% of total)62 (74.70%)Loss trades (% of total)21 (25.30%)
Largestprofit trade111.78loss trade-67.52
Averageprofit trade53.52loss trade-57.05
Maximumconsecutive wins (profit in money)8 (442.12)consecutive losses (loss in money)4 (-192.42)
Maximalconsecutive profit (count of wins)442.12 (8)consecutive loss (count of losses)-192.42 (4)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 06:00buy10.1092.1910.0000.000
22022.07.01 06:00modify10.1092.19191.29193.691
32022.07.04 07:25buy20.1092.9500.0000.000
42022.07.04 07:25modify20.1092.95092.26693.691
52022.07.04 07:25modify10.1092.19192.26693.691
62022.07.04 12:10buy30.1093.1070.0000.000
72022.07.04 12:10modify30.1093.10792.56693.691
82022.07.04 12:10modify20.1092.95092.56693.691
92022.07.04 12:10modify10.1092.19192.56693.691
102022.07.04 23:15buy40.1093.4140.0000.000
112022.07.04 23:15modify40.1093.41492.71693.691
122022.07.04 23:15modify30.1093.10792.71693.691
132022.07.04 23:15modify20.1092.95092.71693.691
142022.07.04 23:15modify10.1092.19192.71693.691
152022.07.05 00:50t/p10.1093.69192.71693.691107.8610107.86
162022.07.05 00:50t/p20.1093.69192.71693.69153.2910161.15
172022.07.05 00:50t/p30.1093.69192.71693.69142.1010203.25
182022.07.05 00:50t/p40.1093.69192.71693.69120.2310223.48
192022.07.25 13:00sell50.1094.9690.0000.000
202022.07.25 13:00modify50.1094.96995.86993.469
212022.07.28 12:45sell60.1094.2140.0000.000
222022.07.28 12:45modify60.1094.21494.89493.469
232022.07.28 12:45modify50.1094.96994.89493.469
242022.07.28 12:50sell70.1094.0590.0000.000
252022.07.28 12:50modify70.1094.05994.59493.469
262022.07.28 12:50modify60.1094.21494.59493.469
272022.07.28 12:50modify50.1094.96994.59493.469
282022.07.28 13:50sell80.1093.7460.0000.000
292022.07.28 13:50modify80.1093.74694.44493.469
302022.07.28 13:50modify70.1094.05994.44493.469
312022.07.28 13:50modify60.1094.21494.44493.469
322022.07.28 13:50modify50.1094.96994.44493.469
332022.07.29 03:45t/p50.1093.46994.44493.469102.8210326.29
342022.07.29 03:45t/p60.1093.46994.44493.46952.4010378.70
352022.07.29 03:45t/p70.1093.46994.44493.46941.3610420.06
362022.07.29 03:45t/p80.1093.46994.44493.46919.0610439.12
372022.08.02 03:00buy90.1091.6940.0000.000
382022.08.02 03:00modify90.1091.69490.79493.194
392022.08.02 05:37s/l90.1090.79490.79493.194-64.1310374.99
402022.08.02 07:00buy100.1090.9690.0000.000
412022.08.02 07:00modify100.1090.96990.06992.469
422022.08.02 15:20buy110.1091.7440.0000.000
432022.08.02 15:20modify110.1091.74491.04492.469
442022.08.02 15:20modify100.1090.96991.04492.469
452022.08.02 18:20buy120.1092.1900.0000.000
462022.08.02 18:20modify120.1092.19091.49492.469
472022.08.02 18:20modify110.1091.74491.49492.469
482022.08.02 18:20modify100.1090.96991.49492.469
492022.08.03 01:50t/p100.1092.46991.49492.469107.3810482.37
502022.08.03 01:50t/p110.1092.46991.49492.46952.1510534.52
512022.08.03 01:50t/p120.1092.46991.49492.46920.3710554.89
522022.08.12 06:00sell130.1094.8280.0000.000
532022.08.12 06:00modify130.1094.82895.72893.328
542022.08.15 08:50sell140.1093.9100.0000.000
552022.08.15 08:50modify140.1093.91094.45393.328
562022.08.15 08:50modify130.1094.82894.45393.328
572022.08.15 09:20sell150.1093.6220.0000.000
582022.08.15 09:20modify150.1093.62294.30393.328
592022.08.15 09:20modify140.1093.91094.30393.328
602022.08.15 09:20modify130.1094.82894.30393.328
612022.08.15 12:40t/p130.1093.32894.30393.328106.1910661.08
622022.08.15 12:40t/p140.1093.32894.30393.32841.4610702.54
632022.08.15 12:40t/p150.1093.32894.30393.32820.9410723.48
642022.08.15 14:00buy160.1093.3380.0000.000
652022.08.15 14:00modify160.1093.33892.43894.838
662022.08.16 11:52buy170.1094.1010.0000.000
672022.08.16 11:52modify170.1094.10193.41394.838
682022.08.16 11:52modify160.1093.33893.41394.838
692022.08.16 12:45buy180.1094.2380.0000.000
702022.08.16 12:45modify180.1094.23893.71394.838
712022.08.16 12:45modify170.1094.10193.71394.838
722022.08.16 12:45modify160.1093.33893.71394.838
732022.08.17 11:32s/l160.1093.71393.71394.83827.7010751.18
742022.08.17 11:32s/l170.1093.71393.71394.838-27.1610724.02
752022.08.17 11:32s/l180.1093.71393.71394.838-36.9210687.10
762022.08.25 06:00sell190.1095.0520.0000.000
772022.08.25 06:00modify190.1095.05295.95293.552
782022.08.30 07:50s/l190.1095.95295.95293.552-66.1610620.94
792022.09.14 09:00buy200.1096.4820.0000.000
802022.09.14 09:00modify200.1096.48295.58297.982
812022.09.16 12:50s/l200.1095.58295.58297.982-62.1710558.76
822022.09.20 00:00sell210.1096.3620.0000.000
832022.09.20 00:00modify210.1096.36297.26294.862
842022.09.21 06:55sell220.1095.5950.0000.000
852022.09.21 06:55modify220.1095.59596.28794.862
862022.09.21 06:55modify210.1096.36296.28794.862
872022.09.21 20:30sell230.1095.4380.0000.000
882022.09.21 20:30modify230.1095.43895.98794.862
892022.09.21 20:30modify220.1095.59595.98794.862
902022.09.21 20:30modify210.1096.36295.98794.862
912022.09.22 00:45sell240.1095.1510.0000.000
922022.09.22 00:45modify240.1095.15195.83794.862
932022.09.22 00:45modify230.1095.43895.83794.862
942022.09.22 00:45modify220.1095.59595.83794.862
952022.09.22 00:45modify210.1096.36295.83794.862
962022.09.22 02:32t/p210.1094.86295.83794.862104.1710662.93
972022.09.22 02:32t/p220.1094.86295.83794.86250.2010713.13
982022.09.22 02:32t/p230.1094.86295.83794.86239.0110752.14
992022.09.22 02:32t/p240.1094.86295.83794.86220.5910772.73
1002022.10.17 14:00sell250.1093.3150.0000.000
1012022.10.17 14:00modify250.1093.31594.21591.815
1022022.10.18 11:50s/l250.1094.21594.21591.815-64.8110707.92
1032022.11.04 14:00sell260.1094.7750.0000.000
1042022.11.04 14:00modify260.1094.77595.67593.275
1052022.11.09 23:20sell270.1094.0160.0000.000
1062022.11.09 23:20modify270.1094.01694.70093.275
1072022.11.09 23:20modify260.1094.77594.70093.275
1082022.11.10 02:15sell280.1093.8600.0000.000
1092022.11.10 02:15modify280.1093.86094.40093.275
1102022.11.10 02:15modify270.1094.01694.40093.275
1112022.11.10 02:15modify260.1094.77594.40093.275
1122022.11.10 14:20sell290.1093.5660.0000.000
1132022.11.10 14:20modify290.1093.56694.25093.275
1142022.11.10 14:20modify280.1093.86094.25093.275
1152022.11.10 14:20modify270.1094.01694.25093.275
1162022.11.10 14:20modify260.1094.77594.25093.275
1172022.11.10 14:45t/p260.1093.27594.25093.275102.8110810.73
1182022.11.10 14:45t/p270.1093.27594.25093.27550.7710861.50
1192022.11.10 14:45t/p280.1093.27594.25093.27541.6810903.18
1202022.11.10 14:45t/p290.1093.27594.25093.27520.7310923.91
1212022.11.14 13:00sell300.1093.8110.0000.000
1222022.11.14 13:00modify300.1093.81194.71192.311
1232022.11.28 02:10sell310.1092.5970.0000.000
1242022.11.28 02:10modify310.1092.59793.28692.311
1252022.11.28 02:10modify300.1093.81193.28692.311
1262022.11.28 06:20t/p300.1092.31193.28692.31197.3911021.30
1272022.11.28 06:20t/p310.1092.31193.28692.31120.3711041.67
1282022.12.01 13:00buy320.1092.6770.0000.000
1292022.12.01 13:00modify320.1092.67791.77794.177
1302022.12.02 08:13s/l320.1091.77791.77794.177-63.6410978.03
1312022.12.30 02:00buy330.1089.6450.0000.000
1322022.12.30 02:00modify330.1089.64588.74591.145
1332023.01.03 00:46s/l330.1088.74588.74591.145-63.1510914.88
1342023.01.04 06:00sell340.1088.9930.0000.000
1352023.01.04 06:00modify340.1088.99389.89387.493
1362023.01.04 12:20s/l340.1089.89389.89387.493-64.1310850.75
1372023.01.09 07:00sell350.1091.3890.0000.000
1382023.01.09 07:00modify350.1091.38992.28989.889
1392023.01.12 09:25sell360.1090.6230.0000.000
1402023.01.12 09:25modify360.1090.62391.31489.889
1412023.01.12 09:25modify350.1091.38991.31489.889
1422023.01.12 09:55sell370.1090.4730.0000.000
1432023.01.12 09:55modify370.1090.47391.01489.889
1442023.01.12 09:55modify360.1090.62391.01489.889
1452023.01.12 09:55modify350.1091.38991.01489.889
1462023.01.12 12:20sell380.1090.1630.0000.000
1472023.01.12 12:20modify380.1090.16390.86489.889
1482023.01.12 12:20modify370.1090.47390.86489.889
1492023.01.12 12:20modify360.1090.62390.86489.889
1502023.01.12 12:20modify350.1091.38990.86489.889
1512023.01.13 00:20t/p350.1089.88990.86489.889102.8110953.55
1522023.01.13 00:20t/p360.1089.88990.86489.88951.6211005.18
1532023.01.13 00:20t/p370.1089.88990.86489.88940.9311046.11
1542023.01.13 00:20t/p380.1089.88990.86489.88918.8411064.95
1552023.01.13 03:00buy390.1089.8780.0000.000
1562023.01.13 03:00modify390.1089.87888.97891.378
1572023.01.13 13:40s/l390.1088.97888.97891.378-64.1311000.82
1582023.01.13 16:00buy400.1088.7680.0000.000
1592023.01.13 16:00modify400.1088.76887.86890.268
1602023.01.16 00:42buy410.1089.5370.0000.000
1612023.01.16 00:42modify410.1089.53788.84390.268
1622023.01.16 00:42modify400.1088.76888.84390.268
1632023.01.17 01:15buy420.1089.6910.0000.000
1642023.01.17 01:15modify420.1089.69189.14390.268
1652023.01.17 01:15modify410.1089.53789.14390.268
1662023.01.17 01:15modify400.1088.76889.14390.268
1672023.01.18 00:50buy430.1089.9950.0000.000
1682023.01.18 00:50modify430.1089.99589.29390.268
1692023.01.18 00:50modify420.1089.69189.29390.268
1702023.01.18 00:50modify410.1089.53789.29390.268
1712023.01.18 00:50modify400.1088.76889.29390.268
1722023.01.18 02:40t/p400.1090.26889.29390.268108.3511109.17
1732023.01.18 02:40t/p410.1090.26889.29390.26853.0611162.23
1742023.01.18 02:40t/p420.1090.26889.29390.26841.6011203.83
1752023.01.18 02:40t/p430.1090.26889.29390.26819.4511223.28
1762023.01.19 02:00buy440.1088.7570.0000.000
1772023.01.19 02:00modify440.1088.75787.85790.257
1782023.01.20 05:50buy450.1089.5350.0000.000
1792023.01.20 05:50modify450.1089.53588.83290.257
1802023.01.20 05:50modify440.1088.75788.83290.257
1812023.01.20 08:45buy460.1089.6740.0000.000
1822023.01.20 08:45modify460.1089.67489.13290.257
1832023.01.20 08:45modify450.1089.53589.13290.257
1842023.01.20 08:45modify440.1088.75789.13290.257
1852023.01.20 11:45buy470.1089.9860.0000.000
1862023.01.20 11:45modify470.1089.98689.28290.257
1872023.01.20 11:45modify460.1089.67489.28290.257
1882023.01.20 11:45modify450.1089.53589.28290.257
1892023.01.20 11:45modify440.1088.75789.28290.257
1902023.01.20 13:46t/p440.1090.25789.28290.257107.3711330.65
1912023.01.20 13:46t/p450.1090.25789.28290.25751.4511382.10
1922023.01.20 13:46t/p460.1090.25789.28290.25741.5411423.64
1932023.01.20 13:46t/p470.1090.25789.28290.25719.3111442.95
1942023.01.23 12:00sell480.1091.0930.0000.000
1952023.01.23 12:00modify480.1091.09391.99389.593
1962023.01.25 00:33s/l480.1091.99391.99389.593-65.4811377.46
1972023.01.25 02:00sell490.1092.2580.0000.000
1982023.01.25 02:00modify490.1092.25893.15890.758
1992023.01.25 15:30sell500.1091.5080.0000.000
2002023.01.25 15:30modify500.1091.50892.18390.758
2012023.01.25 15:30modify490.1092.25892.18390.758
2022023.01.26 05:45s/l490.1092.18392.18390.7583.3111380.77
2032023.01.26 05:45s/l500.1092.18392.18390.758-50.1311330.64
2042023.02.10 09:00buy510.1090.6450.0000.000
2052023.02.10 09:00modify510.1090.64589.74592.145
2062023.02.13 05:50buy520.1091.4090.0000.000
2072023.02.13 05:50modify520.1091.40990.72092.145
2082023.02.13 05:50modify510.1090.64590.72092.145
2092023.02.13 07:45buy530.1091.5580.0000.000
2102023.02.13 07:45modify530.1091.55891.02092.145
2112023.02.13 07:45modify520.1091.40991.02092.145
2122023.02.13 07:45modify510.1090.64591.02092.145
2132023.02.13 09:20buy540.1091.8550.0000.000
2142023.02.13 09:20modify540.1091.85591.17092.145
2152023.02.13 09:20modify530.1091.55891.17092.145
2162023.02.13 09:20modify520.1091.40991.17092.145
2172023.02.13 09:20modify510.1090.64591.17092.145
2182023.02.13 14:45t/p510.1092.14591.17092.145107.3711438.01
2192023.02.13 14:45t/p520.1092.14591.17092.14552.4411490.45
2202023.02.13 14:45t/p530.1092.14591.17092.14541.8311532.28
2212023.02.13 14:45t/p540.1092.14591.17092.14520.6611552.94
2222023.03.07 10:00buy550.1090.7190.0000.000
2232023.03.07 10:00modify550.1090.71989.81992.219
2242023.03.09 19:15s/l550.1089.81989.81992.219-62.1711490.76
2252023.03.15 15:00buy560.1087.9640.0000.000
2262023.03.15 15:00modify560.1087.96487.06489.464
2272023.03.16 17:10buy570.1088.8680.0000.000
2282023.03.16 17:10modify570.1088.86888.33989.464
2292023.03.16 17:10modify560.1087.96488.33989.464
2302023.03.17 01:50buy580.1089.1700.0000.000
2312023.03.17 01:50modify580.1089.17088.48989.464
2322023.03.17 01:50modify570.1088.86888.48989.464
2332023.03.17 01:50modify560.1087.96488.48989.464
2342023.03.17 08:20t/p560.1089.46488.48989.464108.8411599.60
2352023.03.17 08:20t/p570.1089.46488.48989.46442.9511642.55
2362023.03.17 08:20t/p580.1089.46488.48989.46420.9511663.50
2372023.03.31 02:00sell590.1089.4870.0000.000
2382023.03.31 02:00modify590.1089.48790.38787.987
2392023.03.31 18:35sell600.1088.7290.0000.000
2402023.03.31 18:35modify600.1088.72989.41287.987
2412023.03.31 18:35modify590.1089.48789.41287.987
2422023.04.03 00:25sell610.1088.5750.0000.000
2432023.04.03 00:25modify610.1088.57589.11287.987
2442023.04.03 00:25modify600.1088.72989.11287.987
2452023.04.03 00:25modify590.1089.48789.11287.987
2462023.04.03 06:20s/l590.1089.11289.11287.98726.0411689.54
2472023.04.03 06:20s/l600.1089.11289.11287.987-27.9711661.58
2482023.04.03 06:20s/l610.1089.11289.11287.987-38.2611623.32
2492023.04.05 12:00buy620.1088.0310.0000.000
2502023.04.05 12:00modify620.1088.03187.13189.531
2512023.04.10 17:50buy630.1088.7830.0000.000
2522023.04.10 17:50modify630.1088.78388.10689.531
2532023.04.10 17:50modify620.1088.03188.10689.531
2542023.04.11 01:37buy640.1088.9360.0000.000
2552023.04.11 01:37modify640.1088.93688.40689.531
2562023.04.11 01:37modify630.1088.78388.40689.531
2572023.04.11 01:37modify620.1088.03188.40689.531
2582023.04.12 03:59buy650.1089.2330.0000.000
2592023.04.12 03:59modify650.1089.23388.55689.531
2602023.04.12 03:59modify640.1088.93688.55689.531
2612023.04.12 03:59modify630.1088.78388.55689.531
2622023.04.12 03:59modify620.1088.03188.55689.531
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3132023.05.29 01:00sell780.1091.8930.0000.000
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