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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6559Ticks modelled36329843Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1524.45Gross profit2230.74Gross loss-706.29
Profit factor3.16Expected payoff24.59
Absolute drawdown24.35Maximal drawdown239.58 (2.13%)Relative drawdown2.13% (239.58)
Total trades62Short positions (won %)31 (74.19%)Long positions (won %)31 (58.06%)
Profit trades (% of total)41 (66.13%)Loss trades (% of total)21 (33.87%)
Largestprofit trade106.12loss trade-95.35
Averageprofit trade54.41loss trade-33.63
Maximumconsecutive wins (profit in money)9 (538.45)consecutive losses (loss in money)3 (-40.65)
Maximalconsecutive profit (count of wins)538.45 (9)consecutive loss (count of losses)-134.03 (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 08:32sell20.1094.1520.0000.000
42022.08.15 08:32modify20.1094.15294.67893.328
52022.08.15 08:32modify10.1094.82894.67893.328
62022.08.15 08:52sell30.1094.0010.0000.000
72022.08.15 08:52modify30.1094.00194.30393.328
82022.08.15 08:52modify20.1094.15294.30393.328
92022.08.15 08:52modify10.1094.82894.30393.328
102022.08.15 08:56sell40.1093.9260.0000.000
112022.08.15 08:56modify40.1093.92694.22893.328
122022.08.15 08:56modify30.1094.00194.22893.328
132022.08.15 08:56modify20.1094.15294.22893.328
142022.08.15 08:56modify10.1094.82894.22893.328
152022.08.15 12:31t/p10.1093.32894.22893.328104.0210104.02
162022.08.15 12:31t/p20.1093.32894.22893.32857.5010161.52
172022.08.15 12:31t/p30.1093.32894.22893.32846.9710208.49
182022.08.15 12:31t/p40.1093.32894.22893.32841.7310250.22
192022.08.17 03:00buy50.1093.8600.0000.000
202022.08.17 03:00modify50.1093.86092.56095.360
212022.08.19 12:40buy60.1094.5350.0000.000
222022.08.19 12:40modify60.1094.53594.01095.360
232022.08.19 12:40modify50.1093.86094.01095.360
242022.08.19 18:18s/l50.1094.01094.01095.36012.3710262.59
252022.08.19 18:18s/l60.1094.01094.01095.360-36.6410225.95
262022.08.24 04:00buy70.1094.4490.0000.000
272022.08.24 04:00modify70.1094.44993.14995.949
282022.08.25 04:47buy80.1095.1250.0000.000
292022.08.25 04:47modify80.1095.12594.59995.949
302022.08.25 04:47modify70.1094.44994.59995.949
312022.08.25 06:16buy90.1095.2760.0000.000
322022.08.25 06:16modify90.1095.27694.97495.949
332022.08.25 06:16modify80.1095.12594.97495.949
342022.08.25 06:16modify70.1094.44994.97495.949
352022.08.25 08:23buy100.1095.3490.0000.000
362022.08.25 08:23modify100.1095.34995.04995.949
372022.08.25 08:23modify90.1095.27695.04995.949
382022.08.25 08:23modify80.1095.12595.04995.949
392022.08.25 08:23modify70.1094.44995.04995.949
402022.08.26 00:52s/l70.1095.04995.04995.94943.7710269.73
412022.08.26 00:52s/l80.1095.04995.04995.949-4.8210264.90
422022.08.26 00:52s/l90.1095.04995.04995.949-15.3610249.54
432022.08.26 00:52s/l100.1095.04995.04995.949-20.4610229.07
442022.09.09 02:00sell110.1097.5420.0000.000
452022.09.09 02:00modify110.1097.54298.84296.042
462022.09.14 04:37sell120.1096.8640.0000.000
472022.09.14 04:37modify120.1096.86497.39296.042
482022.09.14 04:37modify110.1097.54297.39296.042
492022.09.14 05:52sell130.1096.7170.0000.000
502022.09.14 05:52modify130.1096.71797.01796.042
512022.09.14 05:52modify120.1096.86497.01796.042
522022.09.14 05:52modify110.1097.54297.01796.042
532022.09.14 06:01sell140.1096.6380.0000.000
542022.09.14 06:01modify140.1096.63896.94296.042
552022.09.14 06:01modify130.1096.71796.94296.042
562022.09.14 06:01modify120.1096.86496.94296.042
572022.09.14 06:01modify110.1097.54296.94296.042
582022.09.14 14:23t/p110.1096.04296.94296.042102.7010331.78
592022.09.14 14:23t/p120.1096.04296.94296.04257.3710389.15
602022.09.14 14:23t/p130.1096.04296.94296.04247.1110436.26
612022.09.14 14:23t/p140.1096.04296.94296.04241.5910477.85
622022.09.23 04:00buy150.1094.1440.0000.000
632022.09.23 04:00modify150.1094.14492.84495.644
642022.09.28 01:28s/l150.1092.84492.84495.644-89.3010388.55
652022.11.03 11:00buy160.1093.3190.0000.000
662022.11.03 11:00modify160.1093.31992.01994.819
672022.11.04 05:18buy170.1093.9940.0000.000
682022.11.04 05:18modify170.1093.99493.46994.819
692022.11.04 05:18modify160.1093.31993.46994.819
702022.11.04 10:55buy180.1094.1440.0000.000
712022.11.04 10:55modify180.1094.14493.84494.819
722022.11.04 10:55modify170.1093.99493.84494.819
732022.11.04 10:55modify160.1093.31993.84494.819
742022.11.04 10:59buy190.1094.2190.0000.000
752022.11.04 10:59modify190.1094.21993.91994.819
762022.11.04 10:59modify180.1094.14493.91994.819
772022.11.04 10:59modify170.1093.99493.91994.819
782022.11.04 10:59modify160.1093.31993.91994.819
792022.11.04 12:58t/p160.1094.81993.91994.819105.1710493.71
802022.11.04 12:58t/p170.1094.81993.91994.81957.5810551.29
812022.11.04 12:58t/p180.1094.81993.91994.81947.1110598.40
822022.11.04 12:58t/p190.1094.81993.91994.81941.8810640.28
832022.12.30 02:00buy200.1089.6450.0000.000
842022.12.30 02:00modify200.1089.64588.34591.145
852023.01.03 01:16s/l200.1088.34588.34591.145-89.7810550.50
862023.01.11 05:00sell210.1091.4130.0000.000
872023.01.11 05:00modify210.1091.41392.71389.913
882023.01.12 08:14sell220.1090.7240.0000.000
892023.01.12 08:14modify220.1090.72491.26389.913
902023.01.12 08:14modify210.1091.41391.26389.913
912023.01.12 09:33sell230.1090.5870.0000.000
922023.01.12 09:33modify230.1090.58790.88889.913
932023.01.12 09:33modify220.1090.72490.88889.913
942023.01.12 09:33modify210.1091.41390.88889.913
952023.01.12 09:37sell240.1090.5120.0000.000
962023.01.12 09:37modify240.1090.51290.81389.913
972023.01.12 09:37modify230.1090.58790.81389.913
982023.01.12 09:37modify220.1090.72490.81389.913
992023.01.12 09:37modify210.1091.41390.81389.913
1002023.01.13 00:24t/p210.1089.91390.81389.913102.0510652.55
1012023.01.13 00:24t/p220.1089.91390.81389.91355.9410708.49
1022023.01.13 00:24t/p230.1089.91390.81389.91346.3810754.87
1032023.01.13 00:24t/p240.1089.91390.81389.91341.1410796.01
1042023.01.13 03:00buy250.1089.8780.0000.000
1052023.01.13 03:00modify250.1089.87888.57891.378
1062023.01.18 02:40buy260.1090.5590.0000.000
1072023.01.18 02:40modify260.1090.55990.02891.378
1082023.01.18 02:40modify250.1089.87890.02891.378
1092023.01.18 02:40buy270.1090.7130.0000.000
1102023.01.18 02:40modify270.1090.71390.40391.378
1112023.01.18 02:40modify260.1090.55990.40391.378
1122023.01.18 02:40modify250.1089.87890.40391.378
1132023.01.18 02:40buy280.1090.7920.0000.000
1142023.01.18 02:40modify280.1090.79290.47891.378
1152023.01.18 02:40modify270.1090.71390.47891.378
1162023.01.18 02:40modify260.1090.55990.47891.378
1172023.01.18 02:40modify250.1089.87890.47891.378
1182023.01.18 03:02t/p250.1091.37890.47891.378106.1210902.13
1192023.01.18 03:02t/p260.1091.37890.47891.37857.1610959.29
1202023.01.18 03:02t/p270.1091.37890.47891.37846.4111005.70
1212023.01.18 03:02t/p280.1091.37890.47891.37840.9011046.60
1222023.01.24 09:00buy290.1091.3910.0000.000
1232023.01.24 09:00modify290.1091.39190.09192.891
1242023.01.25 00:30buy300.1092.0760.0000.000
1252023.01.25 00:30modify300.1092.07691.54192.891
1262023.01.25 00:30modify290.1091.39191.54192.891
1272023.01.25 00:30buy310.1092.2180.0000.000
1282023.01.25 00:30modify310.1092.21891.91692.891
1292023.01.25 00:30modify300.1092.07691.91692.891
1302023.01.25 00:30modify290.1091.39191.91692.891
1312023.01.25 00:31buy320.1092.2930.0000.000
1322023.01.25 00:31modify320.1092.29391.99192.891
1332023.01.25 00:31modify310.1092.21891.99192.891
1342023.01.25 00:31modify300.1092.07691.99192.891
1352023.01.25 00:31modify290.1091.39191.99192.891
1362023.01.25 10:01s/l290.1091.99191.99192.89142.3611088.96
1372023.01.25 10:01s/l300.1091.99191.99192.891-5.9311083.03
1382023.01.25 10:01s/l310.1091.99191.99192.891-15.8411067.19
1392023.01.25 10:01s/l320.1091.99191.99192.891-21.0711046.12
1402023.02.03 13:00buy330.1090.6320.0000.000
1412023.02.03 13:00modify330.1090.63289.33292.132
1422023.02.03 15:19buy340.1091.3070.0000.000
1432023.02.03 15:19modify340.1091.30790.78292.132
1442023.02.03 15:19modify330.1090.63290.78292.132
1452023.02.03 15:33buy350.1091.4570.0000.000
1462023.02.03 15:33modify350.1091.45791.15792.132
1472023.02.03 15:33modify340.1091.30791.15792.132
1482023.02.03 15:33modify330.1090.63291.15792.132
1492023.02.03 16:25s/l330.1091.15791.15792.13236.6411082.76
1502023.02.03 16:25s/l340.1091.15791.15792.132-10.4711072.29
1512023.02.03 16:25s/l350.1091.15791.15792.132-20.9411051.35
1522023.02.10 09:00buy360.1090.6450.0000.000
1532023.02.10 09:00modify360.1090.64589.34592.145
1542023.02.13 04:11buy370.1091.3200.0000.000
1552023.02.13 04:11modify370.1091.32090.79592.145
1562023.02.13 04:11modify360.1090.64590.79592.145
1572023.02.13 07:06buy380.1091.4700.0000.000
1582023.02.13 07:06modify380.1091.47091.17092.145
1592023.02.13 07:06modify370.1091.32091.17092.145
1602023.02.13 07:06modify360.1090.64591.17092.145
1612023.02.13 07:53buy390.1091.5450.0000.000
1622023.02.13 07:53modify390.1091.54591.24592.145
1632023.02.13 07:53modify380.1091.47091.24592.145
1642023.02.13 07:53modify370.1091.32091.24592.145
1652023.02.13 07:53modify360.1090.64591.24592.145
1662023.02.13 14:43t/p360.1092.14591.24592.145105.1911156.53
1672023.02.13 14:43t/p370.1092.14591.24592.14557.5911214.12
1682023.02.13 14:43t/p380.1092.14591.24592.14547.1211261.24
1692023.02.13 14:43t/p390.1092.14591.24592.14541.8911303.13
1702023.03.21 11:00sell400.1088.3310.0000.000
1712023.03.21 11:00modify400.1088.33189.63186.831
1722023.03.22 20:02sell410.1087.6550.0000.000
1732023.03.22 20:02modify410.1087.65588.18186.831
1742023.03.22 20:02modify400.1088.33188.18186.831
1752023.03.23 05:27s/l400.1088.18188.18186.8317.8411310.97
1762023.03.23 05:27s/l410.1088.18188.18186.831-38.6911272.28
1772023.04.11 05:00sell420.1088.9470.0000.000
1782023.04.11 05:00modify420.1088.94790.24787.447
1792023.04.18 01:28s/l420.1090.24790.24787.447-95.3511176.93
1802023.04.19 07:00sell430.1090.4080.0000.000
1812023.04.19 07:00modify430.1090.40891.70888.908
1822023.04.21 06:00sell440.1089.7320.0000.000
1832023.04.21 06:00modify440.1089.73290.25888.908
1842023.04.21 06:00modify430.1090.40890.25888.908
1852023.04.21 06:30sell450.1089.5810.0000.000
1862023.04.21 06:30modify450.1089.58189.88388.908
1872023.04.21 06:30modify440.1089.73289.88388.908
1882023.04.21 06:30modify430.1090.40889.88388.908
1892023.04.21 06:36sell460.1089.5060.0000.000
1902023.04.21 06:36modify460.1089.50689.80888.908
1912023.04.21 06:36modify450.1089.58189.80888.908
1922023.04.21 06:36modify440.1089.73289.80888.908
1932023.04.21 06:36modify430.1090.40889.80888.908
1942023.04.21 13:48s/l430.1089.80889.80888.90839.2511216.18
1952023.04.21 13:48s/l440.1089.80889.80888.908-5.3011210.88
1962023.04.21 13:48s/l450.1089.80889.80888.908-15.8411195.04
1972023.04.21 13:48s/l460.1089.80889.80888.908-21.0811173.96
1982023.05.23 03:00sell470.1092.2970.0000.000
1992023.05.23 03:00modify470.1092.29793.59790.797
2002023.05.23 09:19sell480.1091.6220.0000.000
2012023.05.23 09:19modify480.1091.62292.14790.797
2022023.05.23 09:19modify470.1092.29792.14790.797
2032023.05.23 18:37sell490.1091.4720.0000.000
2042023.05.23 18:37modify490.1091.47291.77290.797
2052023.05.23 18:37modify480.1091.62291.77290.797
2062023.05.23 18:37modify470.1092.29791.77290.797
2072023.05.24 02:00sell500.1091.3950.0000.000
2082023.05.24 02:00modify500.1091.39591.69790.797
2092023.05.24 02:00modify490.1091.47291.69790.797
2102023.05.24 02:00modify480.1091.62291.69790.797
2112023.05.24 02:00modify470.1092.29791.69790.797
2122023.05.24 14:54t/p470.1090.79791.69790.797104.0411278.00
2132023.05.24 14:54t/p480.1090.79791.69790.79756.9311334.93
2142023.05.24 14:54t/p490.1090.79791.69790.79746.4611381.40
2152023.05.24 14:54t/p500.1090.79791.69790.79741.7411423.14
2162023.06.06 06:00sell510.1092.9040.0000.000
2172023.06.06 06:00modify510.1092.90494.20491.404
2182023.06.12 06:18s/l510.1094.20494.20491.404-94.6911328.44
2192023.06.21 03:00sell520.1096.1090.0000.000
2202023.06.21 03:00modify520.1096.10997.40994.609
2212023.06.23 12:31sell530.1095.4310.0000.000
2222023.06.23 12:31modify530.1095.43195.95994.609
2232023.06.23 12:31modify520.1096.10995.95994.609
2242023.06.23 12:44sell540.1095.2810.0000.000
2252023.06.23 12:44modify540.1095.28195.58494.609
2262023.06.23 12:44modify530.1095.43195.58494.609
2272023.06.23 12:44modify520.1096.10995.58494.609
2282023.06.23 13:51s/l520.1095.58495.58494.60934.0111362.45
2292023.06.23 13:51s/l530.1095.58495.58494.609-10.6811351.77
2302023.06.23 13:51s/l540.1095.58495.58494.609-21.1511330.62
2312023.07.03 05:00sell550.1096.3510.0000.000
2322023.07.03 05:00modify550.1096.35197.65194.851
2332023.07.06 04:06sell560.1095.6760.0000.000
2342023.07.06 04:06modify560.1095.67696.20194.851
2352023.07.06 04:06modify550.1096.35196.20194.851
2362023.07.06 14:03sell570.1095.5260.0000.000
2372023.07.06 14:03modify570.1095.52695.82694.851
2382023.07.06 14:03modify560.1095.67695.82694.851
2392023.07.06 14:03modify550.1096.35195.82694.851
2402023.07.06 14:06sell580.1095.4500.0000.000
2412023.07.06 14:06modify580.1095.45095.75194.851
2422023.07.06 14:06modify570.1095.52695.75194.851
2432023.07.06 14:06modify560.1095.67695.75194.851
2442023.07.06 14:06modify550.1096.35195.75194.851
2452023.07.07 12:29t/p550.1094.85195.75194.851100.7611431.38
2462023.07.07 12:29t/p560.1094.85195.75194.85156.9311488.31
2472023.07.07 12:29t/p570.1094.85195.75194.85146.4611534.77
2482023.07.07 12:29t/p580.1094.85195.75194.85141.1511575.93
2492023.07.14 02:00buy590.1094.7370.0000.000
2502023.07.14 02:00modify590.1094.73793.43796.237
2512023.07.14 10:41buy600.1095.4120.0000.000
2522023.07.14 10:41modify600.1095.41294.88796.237
2532023.07.14 10:41modify590.1094.73794.88796.237
2542023.07.14 14:37s/l590.1094.88794.88796.23710.4711586.40
2552023.07.14 14:37s/l600.1094.88794.88796.237-36.6511549.75
2562023.07.18 09:00buy610.1094.1620.0000.000
2572023.07.18 09:00modify610.1094.16292.86295.662
2582023.07.18 23:39buy620.1094.8380.0000.000
2592023.07.18 23:39modify620.1094.83894.31295.662
2602023.07.18 23:39modify610.1094.16294.31295.662
2612023.07.19 15:00s/l610.1094.31294.31295.66210.9511560.69
2622023.07.19 15:00s/l620.1094.31294.31295.662-36.2411524.45