Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2022.08.01 00:00 - 2023.07.31 23:00 (2022.08.01 - 2023.08.01)
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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 test7259Ticks modelled157791Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1274.63Gross profit1967.21Gross loss-692.58
Profit factor2.84Expected payoff23.60
Absolute drawdown24.36Maximal drawdown205.12 (1.85%)Relative drawdown1.85% (205.12)
Total trades54Short positions (won %)28 (75.00%)Long positions (won %)26 (57.69%)
Profit trades (% of total)36 (66.67%)Loss trades (% of total)18 (33.33%)
Largestprofit trade106.13loss trade-95.34
Averageprofit trade54.64loss trade-38.48
Maximumconsecutive wins (profit in money)6 (392.31)consecutive losses (loss in money)3 (-42.69)
Maximalconsecutive profit (count of wins)392.31 (6)consecutive loss (count of losses)-134.37 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.12 06:00sell10.1094.8280.0000.000
22022.08.12 06:00modify10.1094.82896.12893.328
32022.08.15 08:50sell20.1093.9100.0000.000
42022.08.15 08:50modify20.1093.91094.22893.328
52022.08.15 08:50modify10.1094.82894.22893.328
62022.08.15 12:40t/p10.1093.32894.22893.328104.0310104.03
72022.08.15 12:40t/p20.1093.32894.22893.32840.6210144.65
82022.08.17 03:00buy30.1093.8600.0000.000
92022.08.17 03:00modify30.1093.86092.56095.360
102022.08.19 12:45buy40.1094.5420.0000.000
112022.08.19 12:45modify40.1094.54294.01095.360
122022.08.19 12:45modify30.1093.86094.01095.360
132022.08.19 18:20s/l30.1094.01094.01095.36012.3610157.01
142022.08.19 18:20s/l40.1094.01094.01095.360-37.1410119.87
152022.08.24 04:00buy50.1094.4490.0000.000
162022.08.24 04:00modify50.1094.44993.14995.949
172022.08.25 04:45buy60.1095.1350.0000.000
182022.08.25 04:45modify60.1095.13594.59995.949
192022.08.25 04:45modify50.1094.44994.59995.949
202022.08.25 06:25buy70.1095.2940.0000.000
212022.08.25 06:25modify70.1095.29494.97495.949
222022.08.25 06:25modify60.1095.13594.97495.949
232022.08.25 06:25modify50.1094.44994.97495.949
242022.08.25 08:27buy80.1095.3500.0000.000
252022.08.25 08:27modify80.1095.35095.04995.949
262022.08.25 08:27modify70.1095.29495.04995.949
272022.08.25 08:27modify60.1095.13595.04995.949
282022.08.25 08:27modify50.1094.44995.04995.949
292022.08.26 00:50s/l50.1095.04995.04995.94943.7710163.65
302022.08.26 00:50s/l60.1095.04995.04995.949-5.5310158.11
312022.08.26 00:50s/l70.1095.04995.04995.949-16.6210141.49
322022.08.26 00:50s/l80.1095.04995.04995.949-20.5310120.95
332022.09.09 02:00sell90.1097.5420.0000.000
342022.09.09 02:00modify90.1097.54298.84296.042
352022.09.14 04:55sell100.1096.8590.0000.000
362022.09.14 04:55modify100.1096.85997.39296.042
372022.09.14 04:55modify90.1097.54297.39296.042
382022.09.14 05:55sell110.1096.7080.0000.000
392022.09.14 05:55modify110.1096.70897.01796.042
402022.09.14 05:55modify100.1096.85997.01796.042
412022.09.14 05:55modify90.1097.54297.01796.042
422022.09.14 06:10sell120.1096.6310.0000.000
432022.09.14 06:10modify120.1096.63196.94296.042
442022.09.14 06:10modify110.1096.70896.94296.042
452022.09.14 06:10modify100.1096.85996.94296.042
462022.09.14 06:10modify90.1097.54296.94296.042
472022.09.14 14:20t/p90.1096.04296.94296.042102.7110223.67
482022.09.14 14:20t/p100.1096.04296.94296.04257.0210280.69
492022.09.14 14:20t/p110.1096.04296.94296.04246.4910327.18
502022.09.14 14:20t/p120.1096.04296.94296.04241.1110368.29
512022.09.23 04:00buy130.1094.1440.0000.000
522022.09.23 04:00modify130.1094.14492.84495.644
532022.09.28 01:20s/l130.1092.84492.84495.644-89.3110278.98
542022.11.03 11:00buy140.1093.3190.0000.000
552022.11.03 11:00modify140.1093.31992.01994.819
562022.11.04 05:23buy150.1094.0090.0000.000
572022.11.04 05:23modify150.1094.00993.46994.819
582022.11.04 05:23modify140.1093.31993.46994.819
592022.11.04 10:45buy160.1094.1670.0000.000
602022.11.04 10:45modify160.1094.16793.84494.819
612022.11.04 10:45modify150.1094.00993.84494.819
622022.11.04 10:45modify140.1093.31993.84494.819
632022.11.04 10:50buy170.1094.2210.0000.000
642022.11.04 10:50modify170.1094.22193.91994.819
652022.11.04 10:50modify160.1094.16793.91994.819
662022.11.04 10:50modify150.1094.00993.91994.819
672022.11.04 10:50modify140.1093.31993.91994.819
682022.11.04 12:50t/p140.1094.81993.91994.819105.1710384.14
692022.11.04 12:50t/p150.1094.81993.91994.81956.5310440.67
702022.11.04 12:50t/p160.1094.81993.91994.81945.5110486.18
712022.11.04 12:50t/p170.1094.81993.91994.81941.7410527.92
722022.12.30 02:00buy180.1089.6450.0000.000
732022.12.30 02:00modify180.1089.64588.34591.145
742023.01.03 01:15s/l180.1088.34588.34591.145-89.7910438.13
752023.01.11 05:00sell190.1091.4130.0000.000
762023.01.11 05:00modify190.1091.41392.71389.913
772023.01.12 08:15sell200.1090.7300.0000.000
782023.01.12 08:15modify200.1090.73091.26389.913
792023.01.12 08:15modify190.1091.41391.26389.913
802023.01.12 10:15sell210.1090.4880.0000.000
812023.01.12 10:15modify210.1090.48890.81389.913
822023.01.12 10:15modify200.1090.73090.81389.913
832023.01.12 10:15modify190.1091.41390.81389.913
842023.01.12 14:22sell220.1090.5810.0000.000
852023.01.12 14:22modify220.1090.58190.88889.913
862023.01.12 14:25modify220.1090.58190.81389.913
872023.01.13 00:20t/p190.1089.91390.81389.913102.0510540.18
882023.01.13 00:20t/p200.1089.91390.81389.91356.3610596.54
892023.01.13 00:20t/p210.1089.91390.81389.91339.4710636.01
902023.01.13 00:20t/p220.1089.91390.81389.91345.9610681.97
912023.01.13 03:00buy230.1089.8780.0000.000
922023.01.13 03:00modify230.1089.87888.57891.378
932023.01.18 03:15t/p230.1091.37888.57891.378106.1310788.10
942023.01.24 09:00buy240.1091.3910.0000.000
952023.01.24 09:00modify240.1091.39190.09192.891
962023.01.25 00:40buy250.1092.2270.0000.000
972023.01.25 00:40modify250.1092.22791.91692.891
982023.01.25 00:40modify240.1091.39191.91692.891
992023.01.25 00:59buy260.1092.3010.0000.000
1002023.01.25 00:59modify260.1092.30191.99192.891
1012023.01.25 00:59modify250.1092.22791.99192.891
1022023.01.25 00:59modify240.1091.39191.99192.891
1032023.01.25 10:20s/l240.1091.99191.99192.89142.3510830.45
1042023.01.25 10:20s/l250.1091.99191.99192.891-16.4810813.97
1052023.01.25 10:20s/l260.1091.99191.99192.891-21.6410792.33
1062023.02.03 13:00buy270.1090.6320.0000.000
1072023.02.03 13:00modify270.1090.63289.33292.132
1082023.02.03 16:00buy280.1091.4570.0000.000
1092023.02.03 16:00modify280.1091.45791.15792.132
1102023.02.03 16:00modify270.1090.63291.15792.132
1112023.02.03 16:20s/l270.1091.15791.15792.13236.6410828.97
1122023.02.03 16:20s/l280.1091.15791.15792.132-20.9410808.03
1132023.02.10 09:00buy290.1090.6450.0000.000
1142023.02.10 09:00modify290.1090.64589.34592.145
1152023.02.13 04:20buy300.1091.3300.0000.000
1162023.02.13 04:20modify300.1091.33090.79592.145
1172023.02.13 04:20modify290.1090.64590.79592.145
1182023.02.13 07:15buy310.1091.4800.0000.000
1192023.02.13 07:15modify310.1091.48091.17092.145
1202023.02.13 07:15modify300.1091.33091.17092.145
1212023.02.13 07:15modify290.1090.64591.17092.145
1222023.02.13 07:45buy320.1091.5580.0000.000
1232023.02.13 07:45modify320.1091.55891.24592.145
1242023.02.13 07:45modify310.1091.48091.24592.145
1252023.02.13 07:45modify300.1091.33091.24592.145
1262023.02.13 07:45modify290.1090.64591.24592.145
1272023.02.13 14:45t/p290.1092.14591.24592.145105.1710913.19
1282023.02.13 14:45t/p300.1092.14591.24592.14556.8810970.07
1292023.02.13 14:45t/p310.1092.14591.24592.14546.4111016.48
1302023.02.13 14:45t/p320.1092.14591.24592.14540.9711057.45
1312023.03.21 11:00sell330.1088.3310.0000.000
1322023.03.21 11:00modify330.1088.33189.63186.831
1332023.03.22 21:00sell340.1087.6500.0000.000
1342023.03.22 21:00modify340.1087.65088.18186.831
1352023.03.22 21:00modify330.1088.33188.18186.831
1362023.03.23 05:07s/l330.1088.18188.18186.8317.8411065.29
1372023.03.23 05:07s/l340.1088.18188.18186.831-39.0411026.25
1382023.04.11 05:00sell350.1088.9470.0000.000
1392023.04.11 05:00modify350.1088.94790.24787.447
1402023.04.18 01:20s/l350.1090.24790.24787.447-95.3410930.91
1412023.04.19 07:00sell360.1090.4080.0000.000
1422023.04.19 07:00modify360.1090.40891.70888.908
1432023.04.21 06:40sell370.1089.5560.0000.000
1442023.04.21 06:40modify370.1089.55689.88388.908
1452023.04.21 06:40modify360.1090.40889.88388.908
1462023.04.21 07:07sell380.1089.5010.0000.000
1472023.04.21 07:07modify380.1089.50189.80888.908
1482023.04.21 07:07modify370.1089.55689.80888.908
1492023.04.21 07:07modify360.1090.40889.80888.908
1502023.04.21 13:50s/l360.1089.80889.80888.90839.2410970.15
1512023.04.21 13:50s/l370.1089.80889.80888.908-17.5910952.56
1522023.04.21 13:50s/l380.1089.80889.80888.908-21.4310931.13
1532023.05.23 03:00sell390.1092.2970.0000.000
1542023.05.23 03:00modify390.1092.29793.59790.797
1552023.05.23 09:20sell400.1091.5930.0000.000
1562023.05.23 09:20modify400.1091.59392.14790.797
1572023.05.23 09:20modify390.1092.29792.14790.797
1582023.05.23 18:37sell410.1091.4640.0000.000
1592023.05.23 18:37modify410.1091.46491.77290.797
1602023.05.23 18:37modify400.1091.59391.77290.797
1612023.05.23 18:37modify390.1092.29791.77290.797
1622023.05.24 02:03sell420.1091.3970.0000.000
1632023.05.24 02:03modify420.1091.39791.69790.797
1642023.05.24 02:03modify410.1091.46491.69790.797
1652023.05.24 02:03modify400.1091.59391.69790.797
1662023.05.24 02:03modify390.1092.29791.69790.797
1672023.05.24 14:50t/p390.1090.79791.69790.797104.0311035.16
1682023.05.24 14:50t/p400.1090.79791.69790.79754.8911090.05
1692023.05.24 14:50t/p410.1090.79791.69790.79745.8911135.95
1702023.05.24 14:50t/p420.1090.79791.69790.79741.8711177.82
1712023.06.06 06:00sell430.1092.9040.0000.000
1722023.06.06 06:00modify430.1092.90494.20491.404
1732023.06.12 06:15s/l430.1094.20494.20491.404-94.6811083.13
1742023.06.21 03:00sell440.1096.1090.0000.000
1752023.06.21 03:00modify440.1096.10997.40994.609
1762023.06.23 12:40sell450.1095.4210.0000.000
1772023.06.23 12:40modify450.1095.42195.95994.609
1782023.06.23 12:40modify440.1096.10995.95994.609
1792023.06.23 12:55sell460.1095.2770.0000.000
1802023.06.23 12:55modify460.1095.27795.58494.609
1812023.06.23 12:55modify450.1095.42195.58494.609
1822023.06.23 12:55modify440.1096.10995.58494.609
1832023.06.23 13:50s/l440.1095.58495.58494.60934.0111117.14
1842023.06.23 13:50s/l450.1095.58495.58494.609-11.3711105.77
1852023.06.23 13:50s/l460.1095.58495.58494.609-21.4211084.35
1862023.07.03 05:00sell470.1096.3510.0000.000
1872023.07.03 05:00modify470.1096.35197.65194.851
1882023.07.06 04:30sell480.1095.6490.0000.000
1892023.07.06 04:30modify480.1095.64996.20194.851
1902023.07.06 04:30modify470.1096.35196.20194.851
1912023.07.06 14:15sell490.1095.5220.0000.000
1922023.07.06 14:15modify490.1095.52295.82694.851
1932023.07.06 14:15modify480.1095.64995.82694.851
1942023.07.06 14:15modify470.1096.35195.82694.851
1952023.07.06 14:25sell500.1095.4430.0000.000
1962023.07.06 14:25modify500.1095.44395.75194.851
1972023.07.06 14:25modify490.1095.52295.75194.851
1982023.07.06 14:25modify480.1095.64995.75194.851
1992023.07.06 14:25modify470.1096.35195.75194.851
2002023.07.07 12:26t/p470.1094.85195.75194.851100.7311185.08
2012023.07.07 12:26t/p480.1094.85195.75194.85155.0311240.11
2022023.07.07 12:26t/p490.1094.85195.75194.85146.1711286.28
2032023.07.07 12:26t/p500.1094.85195.75194.85140.6511326.94
2042023.07.14 02:00buy510.1094.7370.0000.000
2052023.07.14 02:00modify510.1094.73793.43796.237
2062023.07.14 10:46buy520.1095.4120.0000.000
2072023.07.14 10:46modify520.1095.41294.88796.237
2082023.07.14 10:46modify510.1094.73794.88796.237
2092023.07.14 14:50s/l510.1094.88794.88796.23710.4711337.41
2102023.07.14 14:50s/l520.1094.88794.88796.237-36.6511300.76
2112023.07.18 09:00buy530.1094.1620.0000.000
2122023.07.18 09:00modify530.1094.16292.86295.662
2132023.07.18 23:32buy540.1094.8500.0000.000
2142023.07.18 23:32modify540.1094.85094.31295.662
2152023.07.18 23:32modify530.1094.16294.31295.662
2162023.07.19 15:02s/l530.1094.31294.31295.66210.9511311.70
2172023.07.19 15:02s/l540.1094.31294.31295.662-37.0711274.63