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 20:59 (2022.07.01 - 2023.07.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 modelled13512Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1931.16Gross profit2918.89Gross loss-987.74
Profit factor2.96Expected payoff32.19
Absolute drawdown60.66Maximal drawdown329.21 (2.97%)Relative drawdown2.97% (329.21)
Total trades60Short positions (won %)18 (72.22%)Long positions (won %)42 (69.05%)
Profit trades (% of total)42 (70.00%)Loss trades (% of total)18 (30.00%)
Largestprofit trade111.81loss trade-110.97
Averageprofit trade69.50loss trade-54.87
Maximumconsecutive wins (profit in money)7 (543.97)consecutive losses (loss in money)3 (-231.93)
Maximalconsecutive profit (count of wins)543.97 (7)consecutive loss (count of losses)-231.93 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 04:00buy10.1092.3400.0000.000
22022.07.01 04:00modify10.1092.34090.84093.840
32022.07.04 19:00buy20.1093.1760.0000.000
42022.07.04 19:00modify20.1093.17692.71593.840
52022.07.04 19:00modify10.1092.34092.71593.840
62022.07.05 02:00t/p10.1093.84092.71593.840107.9010107.90
72022.07.05 02:00t/p20.1093.84092.71593.84047.8210155.72
82022.07.05 02:00sell30.1093.9350.0000.000
92022.07.05 02:00modify30.1093.93595.43592.435
102022.07.05 09:00t/p30.1092.43595.43592.435106.9010262.62
112022.07.11 14:00buy40.1092.5250.0000.000
122022.07.11 14:00modify40.1092.52591.02594.025
132022.07.14 07:00buy50.1093.7310.0000.000
142022.07.14 07:00modify50.1093.73193.05094.025
152022.07.14 07:00modify40.1092.52593.05094.025
162022.07.14 08:00t/p40.1094.02593.05094.025109.3710371.98
172022.07.14 08:00t/p50.1094.02593.05094.02520.9510392.93
182022.07.14 08:00sell60.1094.1540.0000.000
192022.07.14 08:00modify60.1094.15495.65492.654
202022.07.14 12:00sell70.1093.3030.0000.000
212022.07.14 12:00modify70.1093.30393.77992.654
222022.07.14 12:00modify60.1094.15493.77992.654
232022.07.14 19:00s/l60.1093.77993.77992.65426.7210419.65
242022.07.14 19:00s/l70.1093.77993.77992.654-33.9310385.72
252022.07.25 13:00sell80.1094.9690.0000.000
262022.07.25 13:00modify80.1094.96996.46993.469
272022.07.29 04:00t/p80.1093.46996.46993.469102.8510488.57
282022.08.02 01:00buy90.1091.9410.0000.000
292022.08.02 01:00modify90.1091.94190.44193.441
302022.08.04 07:00t/p90.1093.44190.44193.441108.8810597.45
312022.08.15 10:00buy100.1093.8790.0000.000
322022.08.15 10:00modify100.1093.87992.37995.379
332022.08.22 20:00buy110.1094.5640.0000.000
342022.08.22 20:00modify110.1094.56494.17995.379
352022.08.22 20:00modify100.1093.87994.17995.379
362022.08.23 07:00s/l100.1094.17994.17995.37925.2910622.74
372022.08.23 07:00s/l110.1094.17994.17995.379-26.9510595.79
382022.09.14 07:00buy120.1096.4350.0000.000
392022.09.14 07:00modify120.1096.43594.93597.935
402022.09.22 03:00s/l120.1094.93594.93597.935-102.0310493.76
412022.09.22 08:00sell130.1096.3480.0000.000
422022.09.22 08:00modify130.1096.34897.84894.848
432022.09.22 09:00t/p130.1094.84897.84894.848106.9010600.66
442022.10.10 09:00buy140.1091.7070.0000.000
452022.10.10 09:00modify140.1091.70790.20793.207
462022.10.13 10:00buy150.1092.4010.0000.000
472022.10.13 10:00modify150.1092.40192.00793.207
482022.10.13 10:00modify140.1091.70792.00793.207
492022.10.13 13:00s/l140.1092.00792.00793.20723.8310624.49
502022.10.13 13:00s/l150.1092.00792.00793.207-28.0910596.40
512022.10.13 13:00buy160.1091.4070.0000.000
522022.10.13 13:00modify160.1091.40789.90792.907
532022.10.14 01:00t/p160.1092.90789.90792.907107.4010703.80
542022.10.21 14:00sell170.1095.5990.0000.000
552022.10.21 14:00modify170.1095.59997.09994.099
562022.10.21 15:00sell180.1094.7740.0000.000
572022.10.21 15:00modify180.1094.77495.22494.099
582022.10.21 15:00modify170.1095.59995.22494.099
592022.10.21 16:00t/p170.1094.09995.22494.099106.9110810.71
602022.10.21 16:00t/p180.1094.09995.22494.09948.1110858.82
612022.11.04 13:00sell190.1094.7720.0000.000
622022.11.04 13:00modify190.1094.77296.27293.272
632022.11.10 15:00t/p190.1093.27296.27293.272102.8510961.66
642022.11.11 11:00buy200.1093.1500.0000.000
652022.11.11 11:00modify200.1093.15091.65094.650
662022.11.14 12:00buy210.1093.8530.0000.000
672022.11.14 12:00modify210.1093.85393.45094.650
682022.11.14 12:00modify200.1093.15093.45094.650
692022.11.15 13:00buy220.1093.9920.0000.000
702022.11.15 13:00modify220.1093.99293.52594.650
712022.11.15 13:00modify210.1093.85393.52594.650
722022.11.15 13:00modify200.1093.15093.52594.650
732022.11.15 14:00s/l200.1093.52593.52594.65027.7110989.37
742022.11.15 14:00s/l210.1093.52593.52594.650-22.8910966.48
752022.11.15 14:00s/l220.1093.52593.52594.650-33.2910933.19
762022.11.28 02:00buy230.1092.5600.0000.000
772022.11.28 02:00modify230.1092.56091.06094.060
782022.11.30 11:00buy240.1093.3980.0000.000
792022.11.30 11:00modify240.1093.39892.93594.060
802022.11.30 11:00modify230.1092.56092.93594.060
812022.11.30 23:00buy250.1093.7830.0000.000
822022.11.30 23:00modify250.1093.78393.08594.060
832022.11.30 23:00modify240.1093.39893.08594.060
842022.11.30 23:00modify230.1092.56093.08594.060
852022.12.01 01:00s/l230.1093.08593.08594.06039.8710973.06
862022.12.01 01:00s/l240.1093.08593.08594.060-20.8410952.22
872022.12.01 01:00s/l250.1093.08593.08594.060-48.2810903.93
882022.12.02 09:00buy260.1091.3390.0000.000
892022.12.02 09:00modify260.1091.33989.83992.839
902022.12.05 10:00buy270.1092.1880.0000.000
912022.12.05 10:00modify270.1092.18891.71492.839
922022.12.05 10:00modify260.1091.33991.71492.839
932022.12.05 17:00s/l260.1091.71491.71492.83927.2210931.15
942022.12.05 17:00s/l270.1091.71491.71492.839-33.7810897.37
952022.12.20 04:00buy280.1089.0200.0000.000
962022.12.20 04:00modify280.1089.02087.52090.520
972022.12.20 17:00s/l280.1087.52087.52090.520-106.9210790.45
982023.01.03 02:00buy290.1088.2890.0000.000
992023.01.03 02:00modify290.1088.28986.78989.789
1002023.01.04 08:00buy300.1089.1420.0000.000
1012023.01.04 08:00modify300.1089.14288.66489.789
1022023.01.04 08:00modify290.1088.28988.66489.789
1032023.01.04 13:00t/p290.1089.78988.66489.789107.4110897.86
1042023.01.04 13:00t/p300.1089.78988.66489.78946.1210943.98
1052023.01.13 14:00buy310.1088.8310.0000.000
1062023.01.13 14:00modify310.1088.83187.33190.331
1072023.01.17 07:00buy320.1089.6590.0000.000
1082023.01.17 07:00modify320.1089.65989.20690.331
1092023.01.17 07:00modify310.1088.83189.20690.331
1102023.01.18 03:00t/p310.1090.33189.20690.331108.3911052.37
1112023.01.18 03:00t/p320.1090.33189.20690.33148.3911100.76
1122023.01.18 03:00sell330.1091.2490.0000.000
1132023.01.18 03:00modify330.1091.24992.74989.749
1142023.01.18 18:00t/p330.1089.74992.74989.749106.9111207.67
1152023.01.19 01:00buy340.1088.7280.0000.000
1162023.01.19 01:00modify340.1088.72887.22890.228
1172023.01.20 14:00t/p340.1090.22887.22890.228107.4111315.08
1182023.01.25 03:00sell350.1092.4410.0000.000
1192023.01.25 03:00modify350.1092.44193.94190.941
1202023.01.25 18:00sell360.1091.7590.0000.000
1212023.01.25 18:00modify360.1091.75992.14190.941
1222023.01.25 18:00modify350.1092.44192.14190.941
1232023.01.26 04:00s/l350.1092.14192.14190.94119.3511334.43
1242023.01.26 04:00s/l360.1092.14192.14190.941-29.2511305.17
1252023.02.10 09:00buy370.1090.6450.0000.000
1262023.02.10 09:00modify370.1090.64589.14592.145
1272023.02.13 15:00t/p370.1092.14589.14592.145107.4111412.58
1282023.03.14 14:00sell380.1090.0250.0000.000
1292023.03.14 14:00modify380.1090.02591.52588.525
1302023.03.15 13:00t/p380.1088.52591.52588.525106.2311518.82
1312023.03.17 13:00buy390.1088.5160.0000.000
1322023.03.17 13:00modify390.1088.51687.01690.016
1332023.03.20 01:00buy400.1089.2100.0000.000
1342023.03.20 01:00modify400.1089.21088.81690.016
1352023.03.20 01:00modify390.1088.51688.81690.016
1362023.03.20 02:00s/l390.1088.81688.81690.01621.8811540.70
1372023.03.20 02:00s/l400.1088.81688.81690.016-28.0811512.62
1382023.03.20 07:00buy410.1087.5660.0000.000
1392023.03.20 07:00modify410.1087.56686.06689.066
1402023.03.21 09:00buy420.1088.2650.0000.000
1412023.03.21 09:00modify420.1088.26587.86689.066
1422023.03.21 09:00modify410.1087.56687.86689.066
1432023.03.21 15:00s/l410.1087.86687.86689.06621.8711534.48
1442023.03.21 15:00s/l420.1087.86687.86689.066-28.4411506.04
1452023.03.24 02:00buy430.1087.1620.0000.000
1462023.03.24 02:00modify430.1087.16285.66288.662
1472023.03.29 01:00buy440.1087.9870.0000.000
1482023.03.29 01:00modify440.1087.98787.53788.662
1492023.03.29 01:00modify430.1087.16287.53788.662
1502023.03.29 15:00t/p430.1088.66287.53788.662108.3911614.43
1512023.03.29 15:00t/p440.1088.66287.53788.66248.1111662.54
1522023.04.03 12:00sell450.1089.8660.0000.000
1532023.04.03 12:00modify450.1089.86691.36688.366
1542023.04.05 08:00t/p450.1088.36691.36688.366105.5611768.10
1552023.04.05 09:00buy460.1088.0330.0000.000
1562023.04.05 09:00modify460.1088.03386.53389.533
1572023.04.10 17:00buy470.1088.7190.0000.000
1582023.04.10 17:00modify470.1088.71988.33389.533
1592023.04.10 17:00modify460.1088.03388.33389.533
1602023.04.11 02:00buy480.1088.8770.0000.000
1612023.04.11 02:00modify480.1088.87788.40889.533
1622023.04.11 02:00modify470.1088.71988.40889.533
1632023.04.11 02:00modify460.1088.03388.40889.533
1642023.04.12 04:00buy490.1089.2330.0000.000
1652023.04.12 04:00modify490.1089.23388.55889.533
1662023.04.12 04:00modify480.1088.87788.55889.533
1672023.04.12 04:00modify470.1088.71988.55889.533
1682023.04.12 04:00modify460.1088.03388.55889.533
1692023.04.13 08:00t/p460.1089.53388.55889.533111.8111879.91
1702023.04.13 08:00t/p470.1089.53388.55889.53360.4711940.38
1712023.04.13 08:00t/p480.1089.53388.55889.53348.7211989.09
1722023.04.13 08:00t/p490.1089.53388.55889.53322.8512011.94
1732023.04.21 07:00buy500.1089.5570.0000.000
1742023.04.21 07:00modify500.1089.55788.05791.057
1752023.04.26 10:00s/l500.1088.05788.05791.057-105.4411906.50
1762023.04.28 07:00sell510.1089.5700.0000.000
1772023.04.28 07:00modify510.1089.57091.07088.070
1782023.05.01 13:00s/l510.1091.07091.07088.070-107.5911798.91
1792023.05.02 05:00sell520.1092.1710.0000.000
1802023.05.02 05:00modify520.1092.17193.67190.671
1812023.05.03 01:00sell530.1090.9690.0000.000
1822023.05.03 01:00modify530.1090.96991.64690.671
1832023.05.03 01:00modify520.1092.17191.64690.671
1842023.05.03 06:00t/p520.1090.67191.64690.671106.2311905.14
1852023.05.03 06:00t/p530.1090.67191.64690.67121.2411926.38
1862023.05.11 14:00buy540.1090.0140.0000.000
1872023.05.11 14:00modify540.1090.01488.51491.514
1882023.05.15 04:00buy550.1090.7090.0000.000
1892023.05.15 04:00modify550.1090.70990.31491.514
1902023.05.15 04:00modify540.1090.01490.31491.514
1912023.05.16 02:00buy560.1091.2170.0000.000
1922023.05.16 02:00modify560.1091.21790.53991.514
1932023.05.16 02:00modify550.1090.70990.53991.514
1942023.05.16 02:00modify540.1090.01490.53991.514
1952023.05.16 08:00buy570.1090.8500.0000.000
1962023.05.16 08:00modify570.1090.85090.38991.514
1972023.05.16 09:00modify570.1090.85090.53991.514
1982023.05.17 16:00t/p540.1091.51490.53991.514108.8712035.25
1992023.05.17 16:00t/p550.1091.51490.53991.51458.3612093.61
2002023.05.17 16:00t/p560.1091.51490.53991.51421.6612115.27
2012023.05.17 16:00t/p570.1091.51490.53991.51447.8212163.09
2022023.06.06 05:00sell580.1092.9420.0000.000
2032023.06.06 05:00modify580.1092.94294.44291.442
2042023.06.12 08:00s/l580.1094.44294.44291.442-110.9712052.11
2052023.06.15 05:00sell590.1096.1660.0000.000
2062023.06.15 05:00modify590.1096.16697.66694.666
2072023.06.18 23:00s/l590.1097.66697.66694.666-107.5911944.53
2082023.06.20 03:00buy600.1096.4030.0000.000
2092023.06.20 03:00modify600.1096.40394.90397.903
2102023.06.30 20:59close at stop600.1096.13394.90397.903-13.3711931.16