Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolUSDJPY (US 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=0.4; 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=50; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 test7260Ticks modelled158413Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2043.24Gross profit2876.49Gross loss-833.25
Profit factor3.45Expected payoff30.50
Absolute drawdown5.43Maximal drawdown289.75 (2.38%)Relative drawdown2.38% (289.75)
Total trades67Short positions (won %)41 (68.29%)Long positions (won %)26 (69.23%)
Profit trades (% of total)46 (68.66%)Loss trades (% of total)21 (31.34%)
Largestprofit trade114.59loss trade-116.21
Averageprofit trade62.53loss trade-39.68
Maximumconsecutive wins (profit in money)11 (683.33)consecutive losses (loss in money)3 (-58.56)
Maximalconsecutive profit (count of wins)683.33 (11)consecutive loss (count of losses)-116.21 (1)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.15 14:00buy10.10132.7690.0000.000
22022.08.15 14:00modify10.10132.769131.269134.269
32022.08.16 04:50buy20.10133.5230.0000.000
42022.08.16 04:50modify20.10133.523132.919134.269
52022.08.16 04:50modify10.10132.769132.919134.269
62022.08.16 07:10buy30.10133.6050.0000.000
72022.08.16 07:10modify30.10133.605133.219134.269
82022.08.16 07:10modify20.10133.523133.219134.269
92022.08.16 07:10modify10.10132.769133.219134.269
102022.08.16 07:20buy40.10133.8260.0000.000
112022.08.16 07:20modify40.10133.826133.369134.269
122022.08.16 07:20modify30.10133.605133.369134.269
132022.08.16 07:20modify20.10133.523133.369134.269
142022.08.16 07:20modify10.10132.769133.369134.269
152022.08.16 11:10t/p10.10134.269133.369134.269112.8210112.82
162022.08.16 11:10t/p20.10134.269133.369134.26955.5510168.37
172022.08.16 11:10t/p30.10134.269133.369134.26949.4410217.81
182022.08.16 11:10t/p40.10134.269133.369134.26932.9910250.80
192022.08.17 10:00sell50.10134.7890.0000.000
202022.08.17 10:00modify50.10134.789136.289133.289
212022.08.19 00:40s/l50.10136.289136.289133.289-115.7810135.02
222022.09.07 05:00sell60.10143.9880.0000.000
232022.09.07 05:00modify60.10143.988145.488142.488
242022.09.09 03:25sell70.10143.1340.0000.000
252022.09.09 03:25modify70.10143.134143.538142.488
262022.09.09 03:25modify60.10143.988143.538142.488
272022.09.09 03:40sell80.10143.2380.0000.000
282022.09.09 03:40modify80.10143.238143.838142.488
292022.09.09 03:42modify80.10143.238143.538142.488
302022.09.09 04:10sell90.10142.9370.0000.000
312022.09.09 04:10modify90.10142.937143.388142.488
322022.09.09 04:10modify70.10143.134143.388142.488
332022.09.09 04:10modify80.10143.238143.388142.488
342022.09.09 04:10modify60.10143.988143.388142.488
352022.09.09 04:20t/p60.10142.488143.388142.48899.5610234.58
362022.09.09 04:20t/p70.10142.488143.388142.48845.3410279.92
372022.09.09 04:20t/p80.10142.488143.388142.48852.6410332.56
382022.09.09 04:20t/p90.10142.488143.388142.48831.5210364.08
392022.09.13 14:00sell100.10144.1100.0000.000
402022.09.13 14:00modify100.10144.110145.610142.610
412022.09.14 07:20sell110.10143.2830.0000.000
422022.09.14 07:20modify110.10143.283143.660142.610
432022.09.14 07:20modify100.10144.110143.660142.610
442022.09.14 08:15sell120.10143.0590.0000.000
452022.09.14 08:15modify120.10143.059143.510142.610
462022.09.14 08:15modify110.10143.283143.510142.610
472022.09.14 08:15modify100.10144.110143.510142.610
482022.09.14 08:52sell130.10143.3470.0000.000
492022.09.14 08:52modify130.10143.347143.960142.610
502022.09.14 08:55modify130.10143.347143.510142.610
512022.09.14 09:15s/l100.10143.510143.510142.61040.3410404.42
522022.09.14 09:15s/l110.10143.510143.510142.610-15.8110388.61
532022.09.14 09:15s/l120.10143.510143.510142.610-31.4010357.21
542022.09.14 09:15s/l130.10143.510143.510142.610-11.3510345.86
552022.10.21 13:00sell140.10151.4730.0000.000
562022.10.21 13:00modify140.10151.473152.973149.973
572022.10.21 14:45t/p140.10149.973152.973149.973100.0310445.89
582022.10.25 15:00buy150.10147.8520.0000.000
592022.10.25 15:00modify150.10147.852146.352149.352
602022.10.26 16:20s/l150.10146.352146.352149.352-101.4010344.49
612022.11.09 15:00sell160.10146.3990.0000.000
622022.11.09 15:00modify160.10146.399147.899144.899
632022.11.10 13:40t/p160.10144.899147.899144.89999.7010444.19
642022.11.17 15:00sell170.10140.4860.0000.000
652022.11.17 15:00modify170.10140.486141.986138.986
662022.11.18 03:50sell180.10139.6480.0000.000
672022.11.18 03:50modify180.10139.648140.036138.986
682022.11.18 03:50modify170.10140.486140.036138.986
692022.11.18 03:59sell190.10139.7100.0000.000
702022.11.18 03:59modify190.10139.710140.336138.986
712022.11.18 04:00modify190.10139.710140.036138.986
722022.11.18 05:20s/l170.10140.036140.036138.98630.7110474.90
732022.11.18 05:20s/l180.10140.036140.036138.986-27.7010447.20
742022.11.18 05:20s/l190.10140.036140.036138.986-23.2810423.92
752022.11.21 11:00sell200.10141.6500.0000.000
762022.11.21 11:00modify200.10141.650143.150140.150
772022.11.23 14:15sell210.10140.8870.0000.000
782022.11.23 14:15modify210.10140.887141.500140.150
792022.11.23 14:15modify200.10141.650141.500140.150
802022.11.23 14:32sell220.10140.8080.0000.000
812022.11.23 14:32modify220.10140.808141.200140.150
822022.11.23 14:32modify210.10140.887141.200140.150
832022.11.23 14:32modify200.10141.650141.200140.150
842022.11.23 14:50t/p200.10140.150141.200140.150104.3510528.27
852022.11.23 14:50t/p210.10140.150141.200140.15052.6710580.94
862022.11.23 14:50t/p220.10140.150141.200140.15047.0310627.97
872022.11.28 10:00buy230.10137.7990.0000.000
882022.11.28 10:00modify230.10137.799136.299139.299
892022.11.28 13:15buy240.10138.6300.0000.000
902022.11.28 13:15modify240.10138.630138.249139.299
912022.11.28 13:15modify230.10137.799138.249139.299
922022.11.28 14:42buy250.10138.5710.0000.000
932022.11.28 14:42modify250.10138.571137.949139.299
942022.11.28 14:45modify250.10138.571138.249139.299
952022.11.28 16:15buy260.10138.8740.0000.000
962022.11.28 16:15modify260.10138.874138.399139.299
972022.11.28 16:15modify240.10138.630138.399139.299
982022.11.28 16:15modify250.10138.571138.399139.299
992022.11.28 16:15modify230.10137.799138.399139.299
1002022.11.29 01:20t/p230.10139.299138.399139.299108.7710736.74
1012022.11.29 01:20t/p240.10139.299138.399139.29949.1410785.89
1022022.11.29 01:20t/p250.10139.299138.399139.29953.3710839.26
1032022.11.29 01:20t/p260.10139.299138.399139.29931.6310870.90
1042022.12.05 10:00sell270.10135.2300.0000.000
1052022.12.05 10:00modify270.10135.230136.730133.730
1062022.12.05 18:50s/l270.10136.730136.730133.730-109.7010761.20
1072022.12.19 15:00sell280.10136.6390.0000.000
1082022.12.19 15:00modify280.10136.639138.139135.139
1092022.12.20 03:15t/p280.10135.139138.139135.139109.9210871.12
1102022.12.26 12:00sell290.10133.1110.0000.000
1112022.12.26 12:00modify290.10133.111134.611131.611
1122022.12.30 07:45sell300.10132.2670.0000.000
1132022.12.30 07:45modify300.10132.267132.661131.611
1142022.12.30 07:45modify290.10133.111132.661131.611
1152022.12.30 09:03t/p290.10131.611132.661131.611105.4010976.51
1162022.12.30 09:03t/p300.10131.611132.661131.61149.8511026.36
1172023.01.20 07:00sell310.10129.1680.0000.000
1182023.01.20 07:00modify310.10129.168130.668127.668
1192023.01.23 14:10s/l310.10130.668130.668127.668-116.2110910.15
1202023.01.25 13:00buy320.10129.7280.0000.000
1212023.01.25 13:00modify320.10129.728128.228131.228
1222023.01.26 15:45buy330.10130.4910.0000.000
1232023.01.26 15:45modify330.10130.491129.878131.228
1242023.01.26 15:45modify320.10129.728129.878131.228
1252023.01.26 15:50buy340.10130.5780.0000.000
1262023.01.26 15:50modify340.10130.578130.178131.228
1272023.01.26 15:50modify330.10130.491130.178131.228
1282023.01.26 15:50modify320.10129.728130.178131.228
1292023.01.26 18:16s/l320.10130.178130.178131.22837.9910948.14
1302023.01.26 18:16s/l330.10130.178130.178131.228-24.0610924.08
1312023.01.26 18:16s/l340.10130.178130.178131.228-30.7410893.34
1322023.03.01 13:00buy350.10135.4310.0000.000
1332023.03.01 13:00modify350.10135.431133.931136.931
1342023.03.01 16:02buy360.10136.2080.0000.000
1352023.03.01 16:02modify360.10136.208135.581136.931
1362023.03.01 16:02modify350.10135.431135.581136.931
1372023.03.01 19:20buy370.10136.2840.0000.000
1382023.03.01 19:20modify370.10136.284135.881136.931
1392023.03.01 19:20modify360.10136.208135.881136.931
1402023.03.01 19:20modify350.10135.431135.881136.931
1412023.03.02 04:45buy380.10136.4870.0000.000
1422023.03.02 04:45modify380.10136.487136.031136.931
1432023.03.02 04:45modify370.10136.284136.031136.931
1442023.03.02 04:45modify360.10136.208136.031136.931
1452023.03.02 04:45modify350.10135.431136.031136.931
1462023.03.02 13:40t/p350.10136.931136.031136.931112.9411006.28
1472023.03.02 13:40t/p360.10136.931136.031136.93156.2011062.49
1482023.03.02 13:40t/p370.10136.931136.031136.93150.6511113.14
1492023.03.02 13:40t/p380.10136.931136.031136.93132.4311145.57
1502023.03.14 06:00sell390.10133.8400.0000.000
1512023.03.14 06:00modify390.10133.840135.340132.340
1522023.03.15 12:35sell400.10132.9970.0000.000
1532023.03.15 12:35modify400.10132.997133.390132.340
1542023.03.15 12:35modify390.10133.840133.390132.340
1552023.03.15 13:20t/p390.10132.340133.390132.340112.0011257.57
1562023.03.15 13:20t/p400.10132.340133.390132.34049.6811307.25
1572023.03.21 13:00sell410.10132.2330.0000.000
1582023.03.21 13:00modify410.10132.233133.733130.733
1592023.03.22 18:45sell420.10131.3840.0000.000
1602023.03.22 18:45modify420.10131.384131.783130.733
1612023.03.22 18:45modify410.10132.233131.783130.733
1622023.03.22 19:55sell430.10131.1560.0000.000
1632023.03.22 19:55modify430.10131.156131.633130.733
1642023.03.22 19:55modify420.10131.384131.633130.733
1652023.03.22 19:55modify410.10132.233131.633130.733
1662023.03.22 22:52sell440.10131.4590.0000.000
1672023.03.22 22:52modify440.10131.459132.083130.733
1682023.03.22 22:55modify440.10131.459131.633130.733
1692023.03.23 02:20t/p410.10130.733131.633130.733109.0211416.27
1702023.03.23 02:20t/p420.10130.733131.633130.73345.5111461.77
1712023.03.23 02:20t/p430.10130.733131.633130.73328.0711489.84
1722023.03.23 02:20t/p440.10130.733131.633130.73351.2411541.08
1732023.03.24 06:00buy450.10130.1540.0000.000
1742023.03.24 06:00modify450.10130.154128.654131.654
1752023.03.24 16:50buy460.10130.9250.0000.000
1762023.03.24 16:50modify460.10130.925130.304131.654
1772023.03.24 16:50modify450.10130.154130.304131.654
1782023.03.26 23:50buy470.10130.9920.0000.000
1792023.03.26 23:50modify470.10130.992130.604131.654
1802023.03.26 23:50modify460.10130.925130.604131.654
1812023.03.26 23:50modify450.10130.154130.604131.654
1822023.03.27 00:32s/l450.10130.604130.604131.65435.5911576.68
1832023.03.27 00:32s/l460.10130.604130.604131.654-23.4511553.23
1842023.03.27 00:32s/l470.10130.604130.604131.654-28.5811524.65
1852023.03.28 05:00buy480.10130.6470.0000.000
1862023.03.28 05:00modify480.10130.647129.147132.147
1872023.03.29 01:10buy490.10131.4850.0000.000
1882023.03.29 01:10modify490.10131.485131.097132.147
1892023.03.29 01:10modify480.10130.647131.097132.147
1902023.03.29 01:20buy500.10131.6970.0000.000
1912023.03.29 01:20modify500.10131.697131.247132.147
1922023.03.29 01:20modify490.10131.485131.247132.147
1932023.03.29 01:20modify480.10130.647131.247132.147
1942023.03.29 11:50t/p480.10132.147131.247132.147114.5911639.25
1952023.03.29 11:50t/p490.10132.147131.247132.14750.0711689.32
1962023.03.29 11:50t/p500.10132.147131.247132.14734.0411723.36
1972023.05.01 05:00sell510.10136.8500.0000.000
1982023.05.01 05:00modify510.10136.850138.350135.350
1992023.05.03 01:45sell520.10136.0840.0000.000
2002023.05.03 01:45modify520.10136.084136.700135.350
2012023.05.03 01:45modify510.10136.850136.700135.350
2022023.05.03 01:55sell530.10136.0080.0000.000
2032023.05.03 01:55modify530.10136.008136.400135.350
2042023.05.03 01:55modify520.10136.084136.400135.350
2052023.05.03 01:55modify510.10136.850136.400135.350
2062023.05.03 07:12sell540.10135.7900.0000.000
2072023.05.03 07:12modify540.10135.790136.250135.350
2082023.05.03 07:12modify530.10136.008136.250135.350
2092023.05.03 07:12modify520.10136.084136.250135.350
2102023.05.03 07:12modify510.10136.850136.250135.350
2112023.05.03 13:32t/p510.10135.350136.250135.350107.9911831.35
2122023.05.03 13:32t/p520.10135.350136.250135.35054.2411885.59
2132023.05.03 13:32t/p530.10135.350136.250135.35048.6311934.22
2142023.05.03 13:32t/p540.10135.350136.250135.35032.5111966.73
2152023.05.05 14:00sell550.10134.8380.0000.000
2162023.05.05 14:00modify550.10134.838136.338133.338
2172023.05.10 23:10sell560.10134.0780.0000.000
2182023.05.10 23:10modify560.10134.078134.688133.338
2192023.05.10 23:10modify550.10134.838134.688133.338
2202023.05.11 01:50sell570.10134.0080.0000.000
2212023.05.11 01:50modify570.10134.008134.388133.338
2222023.05.11 01:50modify560.10134.078134.388133.338
2232023.05.11 01:50modify550.10134.838134.388133.338
2242023.05.11 07:05s/l550.10134.388134.388133.33824.9011991.62
2252023.05.11 07:05s/l560.10134.388134.388133.338-27.3611964.26
2262023.05.11 07:05s/l570.10134.388134.388133.338-28.2811935.98
2272023.06.01 15:00buy580.10138.9680.0000.000
2282023.06.01 15:00modify580.10138.968137.468140.468
2292023.06.02 14:20buy590.10139.7180.0000.000
2302023.06.02 14:20modify590.10139.718139.118140.468
2312023.06.02 14:20modify580.10138.968139.118140.468
2322023.06.02 15:20buy600.10139.7950.0000.000
2332023.06.02 15:20modify600.10139.795139.418140.468
2342023.06.02 15:20modify590.10139.718139.418140.468
2352023.06.02 15:20modify580.10138.968139.418140.468
2362023.06.02 17:50buy610.10140.0240.0000.000
2372023.06.02 17:50modify610.10140.024139.568140.468
2382023.06.02 17:50modify600.10139.795139.568140.468
2392023.06.02 17:50modify590.10139.718139.568140.468
2402023.06.02 17:50modify580.10138.968139.568140.468
2412023.06.05 14:10s/l580.10139.568139.568140.46845.2711981.25
2422023.06.05 14:10s/l590.10139.568139.568140.468-9.6211971.63
2432023.06.05 14:10s/l600.10139.568139.568140.468-15.1411956.50
2442023.06.05 14:10s/l610.10139.568139.568140.468-31.5611924.94
2452023.06.15 09:00sell620.10141.2680.0000.000
2462023.06.15 09:00modify620.10141.268142.768139.768
2472023.06.15 13:20sell630.10140.4280.0000.000
2482023.06.15 13:20modify630.10140.428140.818139.768
2492023.06.15 13:20modify620.10141.268140.818139.768
2502023.06.15 14:20sell640.10140.2000.0000.000
2512023.06.15 14:20modify640.10140.200140.668139.768
2522023.06.15 14:20modify630.10140.428140.668139.768
2532023.06.15 14:20modify620.10141.268140.668139.768
2542023.06.15 15:12sell650.10140.5060.0000.000
2552023.06.15 15:12modify650.10140.506141.118139.768
2562023.06.15 15:15modify650.10140.506140.668139.768
2572023.06.15 15:20s/l620.10140.668140.668139.76842.6511967.59
2582023.06.15 15:20s/l630.10140.668140.668139.768-17.0611950.53
2592023.06.15 15:20s/l640.10140.668140.668139.768-33.2711917.26
2602023.06.15 15:20s/l650.10140.668140.668139.768-11.5211905.74
2612023.07.10 04:00sell660.10142.7720.0000.000
2622023.07.10 04:00modify660.10142.772144.272141.272
2632023.07.10 13:59sell670.10141.7140.0000.000
2642023.07.10 13:59modify670.10141.714142.172141.272
2652023.07.10 13:59modify660.10142.772142.172141.272
2662023.07.10 22:20t/p660.10141.272142.172141.272106.2012011.94
2672023.07.10 22:20t/p670.10141.272142.172141.27231.3012043.24