Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01)
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=10; 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 test7237Ticks modelled157794Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1468.56Gross profit2462.46Gross loss-993.90
Profit factor2.48Expected payoff23.31
Absolute drawdown88.79Maximal drawdown265.73 (2.49%)Relative drawdown2.49% (265.73)
Total trades63Short positions (won %)35 (48.57%)Long positions (won %)28 (85.71%)
Profit trades (% of total)41 (65.08%)Loss trades (% of total)22 (34.92%)
Largestprofit trade112.24loss trade-82.93
Averageprofit trade60.06loss trade-45.18
Maximumconsecutive wins (profit in money)9 (606.81)consecutive losses (loss in money)3 (-127.13)
Maximalconsecutive profit (count of wins)606.81 (9)consecutive loss (count of losses)-160.09 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.12 15:00sell10.10146.8400.0000.000
22022.10.12 15:00modify10.10146.840147.840145.340
32022.10.14 11:45s/l10.10147.840147.840145.340-72.909927.10
42022.10.21 13:00sell20.10151.4730.0000.000
52022.10.21 13:00modify20.10151.473152.473149.973
62022.10.21 14:45t/p20.10149.973152.473149.973100.0310027.13
72022.10.25 15:00buy30.10147.8520.0000.000
82022.10.25 15:00modify30.10147.852146.852149.352
92022.10.26 08:02s/l30.10146.852146.852149.352-67.089960.05
102022.11.09 15:00sell40.10146.3990.0000.000
112022.11.09 15:00modify40.10146.399147.399144.899
122022.11.10 13:40t/p40.10144.899147.399144.899100.0410060.09
132022.11.17 15:00sell50.10140.4860.0000.000
142022.11.17 15:00modify50.10140.486141.486138.986
152022.11.18 03:59sell60.10139.7100.0000.000
162022.11.18 03:59modify60.10139.710140.411138.986
172022.11.18 03:59sell70.10139.7100.0000.000
182022.11.18 03:59modify70.10139.710140.036138.986
192022.11.18 03:59modify50.10140.486140.036138.986
202022.11.18 04:00modify60.10139.710140.036138.986
212022.11.18 05:20s/l50.10140.036140.036138.98630.8210090.91
222022.11.18 05:20s/l60.10140.036140.036138.986-23.2810067.63
232022.11.18 05:20s/l70.10140.036140.036138.986-23.2810044.35
242022.11.28 10:00buy80.10137.7990.0000.000
252022.11.28 10:00modify80.10137.799136.799139.299
262022.11.28 14:42buy90.10138.5710.0000.000
272022.11.28 14:42modify90.10138.571137.874139.299
282022.11.28 14:42buy100.10138.5710.0000.000
292022.11.28 14:42modify100.10138.571138.249139.299
302022.11.28 14:42modify80.10137.799138.249139.299
312022.11.28 14:45modify90.10138.571138.249139.299
322022.11.28 16:15buy110.10138.8740.0000.000
332022.11.28 16:15modify110.10138.874138.324139.299
342022.11.28 16:15modify100.10138.571138.324139.299
352022.11.28 16:15modify90.10138.571138.324139.299
362022.11.28 16:15modify80.10137.799138.324139.299
372022.11.29 01:20t/p80.10139.299138.324139.299108.6810153.04
382022.11.29 01:20t/p90.10139.299138.324139.29953.2810206.32
392022.11.29 01:20t/p100.10139.299138.324139.29953.2810259.60
402022.11.29 01:20t/p110.10139.299138.324139.29931.5410291.15
412022.12.09 03:00buy120.10136.1590.0000.000
422022.12.09 03:00modify120.10136.159135.159137.659
432022.12.12 00:16buy130.10136.9090.0000.000
442022.12.12 00:16modify130.10136.909136.234137.659
452022.12.12 00:16buy140.10136.9090.0000.000
462022.12.12 00:16modify140.10136.909136.609137.659
472022.12.12 00:16modify120.10136.159136.609137.659
482022.12.12 00:20modify130.10136.909136.609137.659
492022.12.12 13:15buy150.10137.2320.0000.000
502022.12.12 13:15modify150.10137.232136.684137.659
512022.12.12 13:15modify140.10136.909136.684137.659
522022.12.12 13:15modify130.10136.909136.684137.659
532022.12.12 13:15modify120.10136.159136.684137.659
542022.12.12 17:32t/p120.10137.659136.684137.659110.0010401.15
552022.12.12 17:32t/p130.10137.659136.684137.65954.4810455.63
562022.12.12 17:32t/p140.10137.659136.684137.65954.4810510.11
572022.12.12 17:32t/p150.10137.659136.684137.65931.0210541.13
582022.12.19 15:00sell160.10136.6390.0000.000
592022.12.19 15:00modify160.10136.639137.639135.139
602022.12.20 03:15t/p160.10135.139137.639135.139110.0310651.16
612022.12.26 12:00sell170.10133.1110.0000.000
622022.12.26 12:00modify170.10133.111134.111131.611
632022.12.28 02:50s/l170.10134.111134.111131.611-77.1610574.00
642023.02.17 03:00sell180.10134.5930.0000.000
652023.02.17 03:00modify180.10134.593135.593133.093
662023.02.24 12:20s/l180.10135.593135.593133.093-82.9310491.07
672023.02.28 09:00sell190.10136.7050.0000.000
682023.02.28 09:00modify190.10136.705137.705135.205
692023.02.28 17:40sell200.10135.9490.0000.000
702023.02.28 17:40modify200.10135.949136.630135.205
712023.02.28 17:40sell210.10135.9490.0000.000
722023.02.28 17:40modify210.10135.949136.255135.205
732023.02.28 17:40modify190.10136.705136.255135.205
742023.02.28 17:42modify200.10135.949136.255135.205
752023.02.28 21:50s/l190.10136.255136.255135.20533.0210524.09
762023.02.28 21:50s/l200.10136.255136.255135.205-22.4510501.64
772023.02.28 21:50s/l210.10136.255136.255135.205-22.4510479.19
782023.03.21 13:00sell220.10132.2330.0000.000
792023.03.21 13:00modify220.10132.233133.233130.733
802023.03.22 19:55sell230.10131.1560.0000.000
812023.03.22 19:55modify230.10131.156131.708130.733
822023.03.22 19:55modify220.10132.233131.708130.733
832023.03.22 22:52sell240.10131.4590.0000.000
842023.03.22 22:52modify240.10131.459132.158130.733
852023.03.22 22:52sell250.10131.4590.0000.000
862023.03.22 22:52modify250.10131.459131.783130.733
872023.03.22 22:55modify250.10131.459131.708130.733
882023.03.22 22:55modify240.10131.459131.708130.733
892023.03.23 02:20t/p220.10130.733131.708130.733109.4810588.67
902023.03.23 02:20t/p230.10130.733131.708130.73328.4110617.08
912023.03.23 02:20t/p240.10130.733131.708130.73351.5810668.66
922023.03.23 02:20t/p250.10130.733131.708130.73351.5810720.24
932023.03.24 06:00buy260.10130.1540.0000.000
942023.03.24 06:00modify260.10130.154129.154131.654
952023.03.24 16:50buy270.10130.9250.0000.000
962023.03.24 16:50modify270.10130.925130.229131.654
972023.03.24 16:50buy280.10130.9250.0000.000
982023.03.24 16:50modify280.10130.925130.604131.654
992023.03.24 16:50modify260.10130.154130.604131.654
1002023.03.24 16:52modify270.10130.925130.604131.654
1012023.03.26 21:00s/l260.10130.604130.604131.65434.4710754.71
1022023.03.26 21:00s/l270.10130.604130.604131.654-24.5910730.12
1032023.03.26 21:00s/l280.10130.604130.604131.654-24.5910705.53
1042023.04.06 15:00sell290.10131.7530.0000.000
1052023.04.06 15:00modify290.10131.753132.753130.253
1062023.04.10 01:50s/l290.10132.753132.753130.253-77.9510627.58
1072023.04.10 09:00buy300.10132.1070.0000.000
1082023.04.10 09:00modify300.10132.107131.107133.607
1092023.04.10 11:53buy310.10132.8760.0000.000
1102023.04.10 11:53modify310.10132.876132.182133.607
1112023.04.10 11:53buy320.10132.8760.0000.000
1122023.04.10 11:53modify320.10132.876132.557133.607
1132023.04.10 11:53modify300.10132.107132.557133.607
1142023.04.10 11:56modify310.10132.876132.557133.607
1152023.04.10 12:25buy330.10133.1730.0000.000
1162023.04.10 12:25modify330.10133.173132.632133.607
1172023.04.10 12:25modify320.10132.876132.632133.607
1182023.04.10 12:25modify310.10132.876132.632133.607
1192023.04.10 12:25modify300.10132.107132.632133.607
1202023.04.10 14:10t/p300.10133.607132.632133.607112.2410739.82
1212023.04.10 14:10t/p310.10133.607132.632133.60754.7010794.52
1222023.04.10 14:10t/p320.10133.607132.632133.60754.7010849.22
1232023.04.10 14:10t/p330.10133.607132.632133.60732.4810881.70
1242023.05.01 07:00sell340.10136.9070.0000.000
1252023.05.01 07:00modify340.10136.907137.907135.407
1262023.05.03 06:50sell350.10135.8530.0000.000
1272023.05.03 06:50modify350.10135.853136.382135.407
1282023.05.03 06:50modify340.10136.907136.382135.407
1292023.05.03 12:50t/p340.10135.407136.382135.407108.1910989.89
1302023.05.03 12:50t/p350.10135.407136.382135.40732.9511022.84
1312023.05.03 14:00buy360.10135.4630.0000.000
1322023.05.03 14:00modify360.10135.463134.463136.963
1332023.05.03 22:20s/l360.10134.463134.463136.963-74.3910948.45
1342023.05.05 14:00sell370.10134.8380.0000.000
1352023.05.05 14:00modify370.10134.838135.838133.338
1362023.05.10 23:10sell380.10134.0780.0000.000
1372023.05.10 23:10modify380.10134.078134.763133.338
1382023.05.10 23:10sell390.10134.0780.0000.000
1392023.05.10 23:10modify390.10134.078134.388133.338
1402023.05.10 23:10modify370.10134.838134.388133.338
1412023.05.10 23:13modify380.10134.078134.388133.338
1422023.05.11 07:05s/l370.10134.388134.388133.33825.5810974.03
1432023.05.11 07:05s/l380.10134.388134.388133.338-27.0210947.01
1442023.05.11 07:05s/l390.10134.388134.388133.338-27.0210920.00
1452023.06.09 04:00sell400.10139.2680.0000.000
1462023.06.09 04:00modify400.10139.268140.268137.768
1472023.06.13 18:15s/l400.10140.268140.268137.768-73.9210846.07
1482023.06.15 09:00sell410.10141.2680.0000.000
1492023.06.15 09:00modify410.10141.268142.268139.768
1502023.06.15 14:20sell420.10140.2000.0000.000
1512023.06.15 14:20modify420.10140.200140.743139.768
1522023.06.15 14:20modify410.10141.268140.743139.768
1532023.06.15 15:12sell430.10140.5060.0000.000
1542023.06.15 15:12modify430.10140.506141.193139.768
1552023.06.15 15:12sell440.10140.5060.0000.000
1562023.06.15 15:12modify440.10140.506140.818139.768
1572023.06.15 15:15modify440.10140.506140.743139.768
1582023.06.15 15:15modify430.10140.506140.743139.768
1592023.06.16 02:50s/l410.10140.743140.743139.76835.9610882.04
1602023.06.16 02:50s/l420.10140.743140.743139.768-39.8910842.15
1612023.06.16 02:50s/l430.10140.743140.743139.768-18.1510824.01
1622023.06.16 02:50s/l440.10140.743140.743139.768-18.1510805.86
1632023.07.10 04:00sell450.10142.7720.0000.000
1642023.07.10 04:00modify450.10142.772143.772141.272
1652023.07.10 13:59sell460.10141.7140.0000.000
1662023.07.10 13:59modify460.10141.714142.247141.272
1672023.07.10 13:59modify450.10142.772142.247141.272
1682023.07.10 22:20t/p450.10141.272142.247141.272106.2010912.06
1692023.07.10 22:20t/p460.10141.272142.247141.27231.3010943.36
1702023.07.19 06:00sell470.10139.3580.0000.000
1712023.07.19 06:00modify470.10139.358140.358137.858
1722023.07.20 14:50s/l470.10140.358140.358137.858-75.1810868.18
1732023.08.01 15:00sell480.10143.2660.0000.000
1742023.08.01 15:00modify480.10143.266144.266141.766
1752023.08.02 08:03sell490.10142.5050.0000.000
1762023.08.02 08:03modify490.10142.505143.191141.766
1772023.08.02 08:03sell500.10142.5050.0000.000
1782023.08.02 08:03modify500.10142.505142.816141.766
1792023.08.02 08:03modify480.10143.266142.816141.766
1802023.08.02 08:06modify490.10142.505142.816141.766
1812023.08.02 11:40s/l480.10142.816142.816141.76630.1810898.37
1822023.08.02 11:40s/l490.10142.816142.816141.766-21.7710876.60
1832023.08.02 11:40s/l500.10142.816142.816141.766-21.7710854.83
1842023.08.04 15:00buy510.10141.8230.0000.000
1852023.08.04 15:00modify510.10141.823140.823143.323
1862023.08.07 16:15buy520.10142.5740.0000.000
1872023.08.07 16:15modify520.10142.574141.898143.323
1882023.08.07 16:15buy530.10142.5740.0000.000
1892023.08.07 16:15modify530.10142.574142.273143.323
1902023.08.07 16:15modify510.10141.823142.273143.323
1912023.08.07 16:17modify520.10142.574142.273143.323
1922023.08.08 01:50t/p510.10143.323142.273143.323106.7410961.56
1932023.08.08 01:50t/p520.10143.323142.273143.32353.2911014.85
1942023.08.08 01:50t/p530.10143.323142.273143.32353.2911068.15
1952023.08.23 15:00buy540.10144.7870.0000.000
1962023.08.23 15:00modify540.10144.787143.787146.287
1972023.08.24 11:15buy550.10145.5430.0000.000
1982023.08.24 11:15modify550.10145.543144.862146.287
1992023.08.24 11:15buy560.10145.5430.0000.000
2002023.08.24 11:15modify560.10145.543145.237146.287
2012023.08.24 11:15modify540.10144.787145.237146.287
2022023.08.24 11:17modify550.10145.543145.237146.287
2032023.08.24 13:13buy570.10145.8490.0000.000
2042023.08.24 13:13modify570.10145.849145.312146.287
2052023.08.24 13:13modify560.10145.543145.312146.287
2062023.08.24 13:13modify550.10145.543145.312146.287
2072023.08.24 13:13modify540.10144.787145.312146.287
2082023.08.25 14:20t/p540.10146.287145.312146.287106.6311174.78
2092023.08.25 14:20t/p550.10146.287145.312146.28751.8611226.64
2102023.08.25 14:20t/p560.10146.287145.312146.28751.8611278.51
2112023.08.25 14:20t/p570.10146.287145.312146.28730.9611309.47
2122023.09.12 15:00sell580.10147.2070.0000.000
2132023.09.12 15:00modify580.10147.207148.207145.707
2142023.09.20 19:50s/l580.10148.207148.207145.707-77.9911231.48
2152023.09.21 16:00buy590.10147.4480.0000.000
2162023.09.21 16:00modify590.10147.448146.448148.948
2172023.09.22 02:50buy600.10148.2070.0000.000
2182023.09.22 02:50modify600.10148.207147.523148.948
2192023.09.22 02:50buy610.10148.2070.0000.000
2202023.09.22 02:50modify610.10148.207147.898148.948
2212023.09.22 02:50modify590.10147.448147.898148.948
2222023.09.22 02:52modify600.10148.207147.898148.948
2232023.09.25 00:02buy620.10148.5020.0000.000
2242023.09.25 00:02modify620.10148.502147.973148.948
2252023.09.25 00:02modify610.10148.207147.973148.948
2262023.09.25 00:02modify600.10148.207147.973148.948
2272023.09.25 00:02modify590.10147.448147.973148.948
2282023.09.25 14:20t/p590.10148.948147.973148.948102.7911334.27
2292023.09.25 14:20t/p600.10148.948147.973148.94850.7911385.06
2302023.09.25 14:20t/p610.10148.948147.973148.94850.7911435.85
2312023.09.25 14:20t/p620.10148.948147.973148.94829.9411465.79
2322023.09.27 16:00sell630.10149.4840.0000.000
2332023.09.27 16:00modify630.10149.484150.484147.984
2342023.09.29 20:59close at stop630.10149.364150.484147.9842.7711468.56