Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:00 (2022.09.01 - 2023.09.01)
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=4; 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=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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 modelled157792Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1231.26Gross profit1972.01Gross loss-740.75
Profit factor2.66Expected payoff21.60
Absolute drawdown174.17Maximal drawdown257.10 (2.43%)Relative drawdown2.43% (257.10)
Total trades57Short positions (won %)31 (77.42%)Long positions (won %)26 (61.54%)
Profit trades (% of total)40 (70.18%)Loss trades (% of total)17 (29.82%)
Largestprofit trade104.22loss trade-105.84
Averageprofit trade49.30loss trade-43.57
Maximumconsecutive wins (profit in money)8 (453.77)consecutive losses (loss in money)3 (-74.24)
Maximalconsecutive profit (count of wins)453.77 (8)consecutive loss (count of losses)-125.06 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.13 18:00buy10.1097.6010.0000.000
22022.09.13 18:00modify10.1097.60196.10199.101
32022.09.14 12:50s/l10.1096.10196.10199.101-101.039898.97
42022.09.27 18:00buy20.1093.0600.0000.000
52022.09.27 18:00modify20.1093.06091.56094.560
62022.09.28 15:40buy30.1093.7570.0000.000
72022.09.28 15:40modify30.1093.75793.36094.560
82022.09.28 15:40modify20.1093.06093.36094.560
92022.09.28 15:50buy40.1093.9140.0000.000
102022.09.28 15:50modify40.1093.91493.43594.560
112022.09.28 15:50modify30.1093.75793.43594.560
122022.09.28 15:50modify20.1093.06093.43594.560
132022.09.29 02:20s/l20.1093.43593.43594.56027.199926.16
142022.09.29 02:20s/l30.1093.43593.43594.560-20.429905.73
152022.09.29 02:20s/l40.1093.43593.43594.560-31.049874.69
162022.10.03 20:00sell50.1094.2410.0000.000
172022.10.03 20:00modify50.1094.24195.74192.741
182022.10.04 11:15sell60.1093.5600.0000.000
192022.10.04 11:15modify60.1093.56093.94192.741
202022.10.04 11:15modify50.1094.24193.94192.741
212022.10.04 14:15s/l50.1093.94193.94192.74119.659894.34
222022.10.04 14:15s/l60.1093.94193.94192.741-25.779868.57
232022.10.05 20:00sell70.1093.9590.0000.000
242022.10.05 20:00modify70.1093.95995.45992.459
252022.10.06 13:20sell80.1093.2740.0000.000
262022.10.06 13:20modify80.1093.27493.65992.459
272022.10.06 13:20modify70.1093.95993.65992.459
282022.10.06 14:23sell90.1093.1250.0000.000
292022.10.06 14:23modify90.1093.12593.58492.459
302022.10.06 14:23modify80.1093.27493.58492.459
312022.10.06 14:23modify70.1093.95993.58492.459
322022.10.06 16:02sell100.1092.9020.0000.000
332022.10.06 16:02modify100.1092.90293.43492.459
342022.10.06 16:02modify90.1093.12593.43492.459
352022.10.06 16:02modify80.1093.27493.43492.459
362022.10.06 16:02modify70.1093.95993.43492.459
372022.10.07 19:20t/p70.1092.45993.43492.45998.919967.48
382022.10.07 19:20t/p80.1092.45993.43492.45954.4810021.96
392022.10.07 19:20t/p90.1092.45993.43492.45944.4110066.37
402022.10.07 19:20t/p100.1092.45993.43492.45929.3310095.70
412022.10.12 17:00sell110.1092.1080.0000.000
422022.10.12 17:00modify110.1092.10893.60890.608
432022.10.13 13:15sell120.1091.0450.0000.000
442022.10.13 13:15modify120.1091.04591.58390.608
452022.10.13 13:15modify110.1092.10891.58390.608
462022.10.13 13:42sell130.1091.2560.0000.000
472022.10.13 13:42modify130.1091.25691.73390.608
482022.10.13 13:45modify130.1091.25691.58390.608
492022.10.13 13:47sell140.1091.4090.0000.000
502022.10.13 13:47modify140.1091.40991.80890.608
512022.10.13 13:50s/l110.1091.58391.58390.60833.6110129.31
522022.10.13 13:50s/l120.1091.58391.58390.608-36.3810092.93
532022.10.13 13:50s/l130.1091.58391.58390.608-22.1110070.82
542022.10.13 13:50close140.1091.64291.80890.608-15.7510055.07
552022.10.25 16:00sell150.1094.5330.0000.000
562022.10.25 16:00modify150.1094.53396.03393.033
572022.11.02 21:00sell160.1093.8420.0000.000
582022.11.02 21:00modify160.1093.84294.23393.033
592022.11.02 21:00modify150.1094.53394.23393.033
602022.11.02 23:20sell170.1093.6910.0000.000
612022.11.02 23:20modify170.1093.69194.15893.033
622022.11.02 23:20modify160.1093.84294.15893.033
632022.11.02 23:20modify150.1094.53394.15893.033
642022.11.03 00:45sell180.1093.4620.0000.000
652022.11.03 00:45modify180.1093.46294.00893.033
662022.11.03 00:45modify170.1093.69194.00893.033
672022.11.03 00:45modify160.1093.84294.00893.033
682022.11.03 00:45modify150.1094.53394.00893.033
692022.11.03 14:02t/p150.1093.03394.00893.03394.5110149.57
702022.11.03 14:02t/p160.1093.03394.00893.03352.8210202.39
712022.11.03 14:02t/p170.1093.03394.00893.03342.6110245.00
722022.11.03 14:02t/p180.1093.03394.00893.03329.0110274.01
732022.12.09 18:00sell190.1092.8030.0000.000
742022.12.09 18:00modify190.1092.80394.30391.303
752022.12.16 01:25sell200.1092.1120.0000.000
762022.12.16 01:25modify200.1092.11292.50391.303
772022.12.16 01:25modify190.1092.80392.50391.303
782022.12.16 04:50sell210.1091.9600.0000.000
792022.12.16 04:50modify210.1091.96092.42891.303
802022.12.16 04:50modify200.1092.11292.42891.303
812022.12.16 04:50modify190.1092.80392.42891.303
822022.12.16 08:15sell220.1091.7270.0000.000
832022.12.16 08:15modify220.1091.72792.27891.303
842022.12.16 08:15modify210.1091.96092.27891.303
852022.12.16 08:15modify200.1092.11292.27891.303
862022.12.16 08:15modify190.1092.80392.27891.303
872022.12.16 15:50t/p190.1091.30392.27891.30397.0210371.03
882022.12.16 15:50t/p200.1091.30392.27891.30354.7010425.73
892022.12.16 15:50t/p210.1091.30392.27891.30344.4310470.16
902022.12.16 15:50t/p220.1091.30392.27891.30328.6710498.83
912023.01.09 22:00buy230.1091.1370.0000.000
922023.01.09 22:00modify230.1091.13789.63792.637
932023.01.13 06:50s/l230.1089.63789.63792.637-98.7710400.06
942023.01.13 16:00buy240.1088.7680.0000.000
952023.01.13 16:00modify240.1088.76887.26890.268
962023.01.16 00:20buy250.1089.4630.0000.000
972023.01.16 00:20modify250.1089.46389.06890.268
982023.01.16 00:20modify240.1088.76889.06890.268
992023.01.16 00:37buy260.1089.6160.0000.000
1002023.01.16 00:37modify260.1089.61689.14390.268
1012023.01.16 00:37modify250.1089.46389.14390.268
1022023.01.16 00:37modify240.1088.76889.14390.268
1032023.01.16 04:50s/l240.1089.14389.14390.26825.8310425.89
1042023.01.16 04:50s/l250.1089.14389.14390.268-21.6510404.24
1052023.01.16 04:50s/l260.1089.14389.14390.268-32.0010372.24
1062023.01.18 21:00buy270.1089.4170.0000.000
1072023.01.18 21:00modify270.1089.41787.91790.917
1082023.01.20 12:50buy280.1090.2520.0000.000
1092023.01.20 12:50modify280.1090.25289.79290.917
1102023.01.20 12:50modify270.1089.41789.79290.917
1112023.01.23 04:15buy290.1090.4680.0000.000
1122023.01.23 04:15modify290.1090.46889.94290.917
1132023.01.23 04:15modify280.1090.25289.94290.917
1142023.01.23 04:15modify270.1089.41789.94290.917
1152023.01.23 07:20t/p270.1090.91789.94290.917103.7710476.00
1162023.01.23 07:20t/p280.1090.91789.94290.91745.4510521.45
1172023.01.23 07:20t/p290.1090.91789.94290.91730.3810551.83
1182023.01.23 17:00sell300.1091.7950.0000.000
1192023.01.23 17:00modify300.1091.79593.29590.295
1202023.01.31 10:50sell310.1091.1090.0000.000
1212023.01.31 10:50modify310.1091.10991.49590.295
1222023.01.31 10:50modify300.1091.79591.49590.295
1232023.01.31 15:15s/l300.1091.49591.49590.29515.2510567.08
1242023.01.31 15:15s/l310.1091.49591.49590.295-26.1010540.98
1252023.02.13 17:00sell320.1092.4060.0000.000
1262023.02.13 17:00modify320.1092.40693.90690.906
1272023.02.22 15:42sell330.1091.7230.0000.000
1282023.02.22 15:42modify330.1091.72392.10690.906
1292023.02.22 15:42modify320.1092.40692.10690.906
1302023.02.23 01:45s/l320.1092.10692.10690.90612.7310553.71
1312023.02.23 01:45s/l330.1092.10692.10690.906-27.7910525.92
1322023.02.23 19:00buy340.1091.5480.0000.000
1332023.02.23 19:00modify340.1091.54890.04893.048
1342023.03.01 05:16buy350.1092.2300.0000.000
1352023.03.01 05:16modify350.1092.23091.84893.048
1362023.03.01 05:16modify340.1091.54891.84893.048
1372023.03.01 08:37s/l340.1091.84891.84893.04822.1110548.03
1382023.03.01 08:37s/l350.1091.84891.84893.048-25.8510522.18
1392023.03.07 19:00buy360.1090.3260.0000.000
1402023.03.07 19:00modify360.1090.32688.82691.826
1412023.03.10 18:40s/l360.1088.82688.82691.826-99.2110422.96
1422023.03.22 21:00buy370.1087.6800.0000.000
1432023.03.22 21:00modify370.1087.68086.18089.180
1442023.03.23 08:45buy380.1088.3550.0000.000
1452023.03.23 08:45modify380.1088.35587.98089.180
1462023.03.23 08:45modify370.1087.68087.98089.180
1472023.03.23 13:10s/l370.1087.98087.98089.18021.6710444.63
1482023.03.23 13:10s/l380.1087.98087.98089.180-25.3710419.26
1492023.03.23 20:00buy390.1087.3040.0000.000
1502023.03.23 20:00modify390.1087.30485.80488.804
1512023.03.29 00:10buy400.1087.9920.0000.000
1522023.03.29 00:10modify400.1087.99287.60488.804
1532023.03.29 00:10modify390.1087.30487.60488.804
1542023.03.29 00:20buy410.1088.1490.0000.000
1552023.03.29 00:20modify410.1088.14987.67988.804
1562023.03.29 00:20modify400.1087.99287.67988.804
1572023.03.29 00:20modify390.1087.30487.67988.804
1582023.03.29 11:50buy420.1088.3720.0000.000
1592023.03.29 11:50modify420.1088.37287.82988.804
1602023.03.29 11:50modify410.1088.14987.82988.804
1612023.03.29 11:50modify400.1087.99287.82988.804
1622023.03.29 11:50modify390.1087.30487.82988.804
1632023.03.29 20:45t/p390.1088.80487.82988.804103.3110522.57
1642023.03.29 20:45t/p400.1088.80487.82988.80454.9410577.51
1652023.03.29 20:45t/p410.1088.80487.82988.80444.3210621.83
1662023.03.29 20:45t/p420.1088.80487.82988.80429.2310651.06
1672023.04.25 19:00buy430.1088.4350.0000.000
1682023.04.25 19:00modify430.1088.43586.93589.935
1692023.04.28 01:55buy440.1089.1140.0000.000
1702023.04.28 01:55modify440.1089.11488.73589.935
1712023.04.28 01:55modify430.1088.43588.73589.935
1722023.04.28 03:15s/l430.1088.73588.73589.93522.5710673.63
1732023.04.28 03:15s/l440.1088.73588.73589.935-25.6510647.98
1742023.05.30 17:00buy450.1091.1180.0000.000
1752023.05.30 17:00modify450.1091.11889.61892.618
1762023.06.02 03:45buy460.1091.7940.0000.000
1772023.06.02 03:45modify460.1091.79491.41892.618
1782023.06.02 03:45modify450.1091.11891.41892.618
1792023.06.02 05:37buy470.1091.9470.0000.000
1802023.06.02 05:37modify470.1091.94791.49392.618
1812023.06.02 05:37modify460.1091.79491.49392.618
1822023.06.02 05:37modify450.1091.11891.49392.618
1832023.06.02 12:45buy480.1092.1950.0000.000
1842023.06.02 12:45modify480.1092.19591.64392.618
1852023.06.02 12:45modify470.1091.94791.64392.618
1862023.06.02 12:45modify460.1091.79491.64392.618
1872023.06.02 12:45modify450.1091.11891.64392.618
1882023.06.05 06:20t/p450.1092.61891.64392.618104.2210752.20
1892023.06.05 06:20t/p460.1092.61891.64392.61856.2110808.40
1902023.06.05 06:20t/p470.1092.61891.64392.61845.8610854.26
1912023.06.05 06:20t/p480.1092.61891.64392.61829.0810883.33
1922023.06.06 17:00sell490.1093.1900.0000.000
1932023.06.06 17:00modify490.1093.19094.69091.690
1942023.06.13 07:32s/l490.1094.69094.69091.690-105.8410777.49
1952023.06.30 17:00sell500.1096.2460.0000.000
1962023.06.30 17:00modify500.1096.24697.74694.746
1972023.07.06 14:20sell510.1095.4170.0000.000
1982023.07.06 14:20modify510.1095.41795.87194.746
1992023.07.06 14:20modify500.1096.24695.87194.746
2002023.07.07 01:22sell520.1095.5490.0000.000
2012023.07.07 01:22modify520.1095.54995.94694.746
2022023.07.07 01:25modify520.1095.54995.87194.746
2032023.07.07 06:40sell530.1095.1870.0000.000
2042023.07.07 06:40modify530.1095.18795.72194.746
2052023.07.07 06:40modify510.1095.41795.72194.746
2062023.07.07 06:40modify520.1095.54995.72194.746
2072023.07.07 06:40modify500.1096.24695.72194.746
2082023.07.07 12:26t/p500.1094.74695.72194.74697.0310874.52
2092023.07.07 12:26t/p510.1094.74695.72194.74644.7510919.27
2102023.07.07 12:26t/p520.1094.74695.72194.74654.3010973.57
2112023.07.07 12:26t/p530.1094.74695.72194.74629.8211003.39
2122023.07.31 16:00sell540.1095.6770.0000.000
2132023.07.31 16:00modify540.1095.67797.17794.177
2142023.08.01 06:52sell550.1095.0000.0000.000
2152023.08.01 06:52modify550.1095.00095.37794.177
2162023.08.01 06:52modify540.1095.67795.37794.177
2172023.08.01 10:17sell560.1094.6230.0000.000
2182023.08.01 10:17modify560.1094.62395.15294.177
2192023.08.01 10:17modify550.1095.00095.15294.177
2202023.08.01 10:17modify540.1095.67795.15294.177
2212023.08.01 14:52sell570.1094.8240.0000.000
2222023.08.01 14:52modify570.1094.82495.30294.177
2232023.08.01 14:55modify570.1094.82495.15294.177
2242023.08.02 04:50t/p540.1094.17795.15294.177100.1811103.57
2252023.08.02 04:50t/p550.1094.17795.15294.17755.0311158.60
2262023.08.02 04:50t/p560.1094.17795.15294.17729.5311188.13
2272023.08.02 04:50t/p570.1094.17795.15294.17743.1311231.26