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 20:59 (2022.10.01 - 2023.10.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; 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=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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 modelled13473Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1205.97Gross profit2915.23Gross loss-1709.26
Profit factor1.71Expected payoff18.55
Absolute drawdown112.87Maximal drawdown372.10 (3.62%)Relative drawdown3.62% (372.10)
Total trades65Short positions (won %)32 (62.50%)Long positions (won %)33 (57.58%)
Profit trades (% of total)39 (60.00%)Loss trades (% of total)26 (40.00%)
Largestprofit trade115.61loss trade-90.28
Averageprofit trade74.75loss trade-65.74
Maximumconsecutive wins (profit in money)9 (719.31)consecutive losses (loss in money)3 (-144.35)
Maximalconsecutive profit (count of wins)719.31 (9)consecutive loss (count of losses)-169.16 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.12 15:00sell10.10146.8400.0000.000
22022.10.12 15:00modify10.10146.840147.940145.340
32022.10.14 14:00s/l10.10147.940147.940145.340-79.599920.41
42022.10.21 13:00sell20.10151.4730.0000.000
52022.10.21 13:00modify20.10151.473152.573149.973
62022.10.21 15:00t/p20.10149.973152.573149.97399.9210020.33
72022.10.25 15:00buy30.10147.8520.0000.000
82022.10.25 15:00modify30.10147.852146.752149.352
92022.10.26 10:00s/l30.10146.752146.752149.352-73.729946.61
102022.10.27 02:00buy40.10146.1120.0000.000
112022.10.27 02:00modify40.10146.112145.012147.612
122022.10.28 10:00t/p40.10147.612145.012147.612102.6210049.23
132022.10.28 11:00sell50.10147.6440.0000.000
142022.10.28 11:00modify50.10147.644148.744146.144
152022.10.31 12:00s/l50.10148.744148.744146.144-75.299973.95
162022.11.09 15:00sell60.10146.3990.0000.000
172022.11.09 15:00modify60.10146.399147.499144.899
182022.11.10 14:00t/p60.10144.899147.499144.899100.4110074.36
192022.11.11 15:00buy70.10139.4820.0000.000
202022.11.11 15:00modify70.10139.482138.382140.982
212022.11.15 14:00s/l70.10138.382138.382140.982-77.279997.08
222022.11.17 15:00sell80.10140.4860.0000.000
232022.11.17 15:00modify80.10140.486141.586138.986
242022.11.18 04:00sell90.10139.7100.0000.000
252022.11.18 04:00modify90.10139.710140.411138.986
262022.11.18 04:00modify80.10140.486140.411138.986
272022.11.18 20:00s/l80.10140.411140.411138.9864.0210001.11
282022.11.18 20:00s/l90.10140.411140.411138.986-49.929951.19
292022.11.21 11:00sell100.10141.6500.0000.000
302022.11.21 11:00modify100.10141.650142.750140.150
312022.11.23 15:00t/p100.10140.150142.750140.150104.4910055.68
322022.11.24 03:00buy110.10138.9040.0000.000
332022.11.24 03:00modify110.10138.904137.804140.404
342022.11.28 08:00s/l110.10137.804137.804140.404-77.449978.23
352022.11.28 10:00buy120.10137.7990.0000.000
362022.11.28 10:00modify120.10137.799136.699139.299
372022.11.29 02:00t/p120.10139.299136.699139.299109.1510087.39
382022.12.01 04:00buy130.10136.7730.0000.000
392022.12.01 04:00modify130.10136.773135.673138.273
402022.12.01 16:00s/l130.10135.673135.673138.273-80.9310006.46
412022.12.09 03:00buy140.10136.1590.0000.000
422022.12.09 03:00modify140.10136.159135.059137.659
432022.12.12 03:00buy150.10136.9230.0000.000
442022.12.12 03:00modify150.10136.923136.234137.659
452022.12.12 03:00modify140.10136.159136.234137.659
462022.12.12 18:00t/p140.10137.659136.234137.659110.0810116.54
472022.12.12 18:00t/p150.10137.659136.234137.65953.5010170.04
482022.12.13 16:00buy160.10135.2210.0000.000
492022.12.13 16:00modify160.10135.221134.121136.721
502022.12.15 10:00t/p160.10136.721134.121136.721114.0110284.05
512022.12.20 07:00buy170.10133.3820.0000.000
522022.12.20 07:00modify170.10133.382132.282134.882
532022.12.20 08:00s/l170.10132.282132.282134.882-82.9610201.09
542022.12.23 06:00sell180.10132.7020.0000.000
552022.12.23 06:00modify180.10132.702133.802131.202
562022.12.28 01:00s/l180.10133.802133.802131.202-86.2010114.89
572022.12.28 02:00sell190.10133.6990.0000.000
582022.12.28 02:00modify190.10133.699134.799132.199
592022.12.30 06:00sell200.10132.6210.0000.000
602022.12.30 06:00modify200.10132.621133.174132.199
612022.12.30 06:00modify190.10133.699133.174132.199
622022.12.30 08:00t/p190.10132.199133.174132.199108.2310223.12
632022.12.30 08:00t/p200.10132.199133.174132.19931.9310255.05
642023.01.12 01:00buy210.10131.9320.0000.000
652023.01.12 01:00modify210.10131.932130.832133.432
662023.01.12 12:00s/l210.10130.832130.832133.432-84.0510171.00
672023.01.18 15:00buy220.10128.1590.0000.000
682023.01.18 15:00modify220.10128.159127.059129.659
692023.01.18 22:00buy230.10128.9140.0000.000
702023.01.18 22:00modify230.10128.914128.234129.659
712023.01.18 22:00modify220.10128.159128.234129.659
722023.01.19 04:00s/l220.10128.234128.234129.6598.9810179.98
732023.01.19 04:00s/l230.10128.234128.234129.659-49.8710130.11
742023.01.20 07:00sell240.10129.1680.0000.000
752023.01.20 07:00modify240.10129.168130.268127.668
762023.01.20 13:00s/l240.10130.268130.268127.668-84.5210045.59
772023.02.06 02:00sell250.10132.2770.0000.000
782023.02.06 02:00modify250.10132.277133.377130.777
792023.02.07 18:00t/p250.10130.777133.377130.777113.5310159.12
802023.02.09 11:00buy260.10130.8720.0000.000
812023.02.09 11:00modify260.10130.872129.772132.372
822023.02.09 21:00buy270.10131.6470.0000.000
832023.02.09 21:00modify270.10131.647130.947132.372
842023.02.09 21:00modify260.10130.872130.947132.372
852023.02.10 03:00buy280.10131.7160.0000.000
862023.02.10 03:00modify280.10131.716131.322132.372
872023.02.10 03:00modify270.10131.647131.322132.372
882023.02.10 03:00modify260.10130.872131.322132.372
892023.02.10 08:00s/l260.10131.322131.322132.37235.5410194.66
902023.02.10 08:00s/l270.10131.322131.322132.372-23.8710170.80
912023.02.10 08:00s/l280.10131.322131.322132.372-30.2010140.60
922023.02.17 03:00sell290.10134.5930.0000.000
932023.02.17 03:00modify290.10134.593135.693133.093
942023.02.24 13:00s/l290.10135.693135.693133.093-90.2810050.32
952023.02.28 09:00sell300.10136.7050.0000.000
962023.02.28 09:00modify300.10136.705137.805135.205
972023.03.06 14:00sell310.10135.8720.0000.000
982023.03.06 14:00modify310.10135.872136.255135.205
992023.03.06 14:00modify300.10136.705136.255135.205
1002023.03.07 13:00s/l300.10136.255136.255135.20523.8310074.14
1012023.03.07 13:00s/l310.10136.255136.255135.205-29.4410044.71
1022023.03.15 14:00buy320.10132.7670.0000.000
1032023.03.15 14:00modify320.10132.767131.667134.267
1042023.03.17 19:00s/l320.10131.667131.667134.267-79.389965.33
1052023.03.21 13:00sell330.10132.2330.0000.000
1062023.03.21 13:00modify330.10132.233133.333130.733
1072023.03.23 03:00t/p330.10130.733133.333130.733109.5110074.84
1082023.03.24 06:00buy340.10130.1540.0000.000
1092023.03.24 06:00modify340.10130.154129.054131.654
1102023.03.27 02:00buy350.10130.9050.0000.000
1112023.03.27 02:00modify350.10130.905130.229131.654
1122023.03.27 02:00modify340.10130.154130.229131.654
1132023.03.27 13:00t/p340.10131.654130.229131.654114.9310189.77
1142023.03.27 13:00t/p350.10131.654130.229131.65456.8710246.64
1152023.03.28 05:00buy360.10130.6470.0000.000
1162023.03.28 05:00modify360.10130.647129.547132.147
1172023.03.29 12:00t/p360.10132.147129.547132.147114.5110361.15
1182023.04.03 16:00buy370.10132.3880.0000.000
1192023.04.03 16:00modify370.10132.388131.288133.888
1202023.04.05 09:00s/l370.10131.288131.288133.888-81.5910279.56
1212023.04.06 15:00sell380.10131.7530.0000.000
1222023.04.06 15:00modify380.10131.753132.853130.253
1232023.04.10 12:00s/l380.10132.853132.853130.253-85.4010194.16
1242023.04.10 16:00sell390.10133.7530.0000.000
1252023.04.10 16:00modify390.10133.753134.853132.253
1262023.04.13 14:00t/p390.10132.253134.853132.253106.9110301.07
1272023.04.28 09:00sell400.10135.6320.0000.000
1282023.04.28 09:00modify400.10135.632136.732134.132
1292023.05.01 01:00s/l400.10136.732136.732134.132-81.7910219.28
1302023.05.01 05:00sell410.10136.8500.0000.000
1312023.05.01 05:00modify410.10136.850137.950135.350
1322023.05.03 02:00sell420.10136.0140.0000.000
1332023.05.03 02:00modify420.10136.014136.400135.350
1342023.05.03 02:00modify410.10136.850136.400135.350
1352023.05.03 08:00sell430.10135.7950.0000.000
1362023.05.03 08:00modify430.10135.795136.325135.350
1372023.05.03 08:00modify420.10136.014136.325135.350
1382023.05.03 08:00modify410.10136.850136.325135.350
1392023.05.03 14:00t/p410.10135.350136.325135.350108.1010327.38
1402023.05.03 14:00t/p420.10135.350136.325135.35049.0210376.40
1412023.05.03 14:00t/p430.10135.350136.325135.35032.8510409.25
1422023.05.03 14:00buy440.10135.4630.0000.000
1432023.05.03 14:00modify440.10135.463134.363136.963
1442023.05.04 01:00s/l440.10134.363134.363136.963-78.6410330.61
1452023.05.04 02:00buy450.10134.5670.0000.000
1462023.05.04 02:00modify450.10134.567133.467136.067
1472023.05.10 00:00buy460.10135.3220.0000.000
1482023.05.10 00:00modify460.10135.322134.642136.067
1492023.05.10 00:00modify450.10134.567134.642136.067
1502023.05.10 07:00buy470.10135.4150.0000.000
1512023.05.10 07:00modify470.10135.415135.017136.067
1522023.05.10 07:00modify460.10135.322135.017136.067
1532023.05.10 07:00modify450.10134.567135.017136.067
1542023.05.10 13:00s/l450.10135.017135.017136.06737.6510368.26
1552023.05.10 13:00s/l460.10135.017135.017136.067-22.7010345.56
1562023.05.10 13:00s/l470.10135.017135.017136.067-29.6210315.94
1572023.05.10 14:00buy480.10134.4510.0000.000
1582023.05.10 14:00modify480.10134.451133.351135.951
1592023.05.15 01:00t/p480.10135.951133.351135.951115.6110431.54
1602023.06.09 10:00sell490.10139.6450.0000.000
1612023.06.09 10:00modify490.10139.645140.745138.145
1622023.06.15 02:00s/l490.10140.745140.745138.145-85.9010345.65
1632023.06.15 06:00sell500.10141.2130.0000.000
1642023.06.15 06:00modify500.10141.213142.313139.713
1652023.06.16 01:00sell510.10140.1550.0000.000
1662023.06.16 01:00modify510.10140.155140.688139.713
1672023.06.16 01:00modify500.10141.213140.688139.713
1682023.06.16 03:00s/l500.10140.688140.688139.71335.9910381.64
1692023.06.16 03:00s/l510.10140.688140.688139.713-37.8810343.76
1702023.07.20 03:00buy520.10139.2440.0000.000
1712023.07.20 03:00modify520.10139.244138.144140.744
1722023.07.21 01:00buy530.10140.0080.0000.000
1732023.07.21 01:00modify530.10140.008139.319140.744
1742023.07.21 01:00modify520.10139.244139.319140.744
1752023.07.21 07:00buy540.10140.2940.0000.000
1762023.07.21 07:00modify540.10140.294139.769140.744
1772023.07.21 07:00modify530.10140.008139.769140.744
1782023.07.21 07:00modify520.10139.244139.769140.744
1792023.07.21 08:00t/p520.10140.744139.769140.744107.1510450.92
1802023.07.21 08:00t/p530.10140.744139.769140.74452.0610502.98
1812023.07.21 08:00t/p540.10140.744139.769140.74431.8310534.81
1822023.07.21 12:00sell550.10141.7700.0000.000
1832023.07.21 12:00modify550.10141.770142.870140.270
1842023.07.24 12:00sell560.10140.9950.0000.000
1852023.07.24 12:00modify560.10140.995141.695140.270
1862023.07.24 12:00modify550.10141.770141.695140.270
1872023.07.25 12:00s/l550.10141.695141.695140.2702.6710537.47
1882023.07.25 12:00s/l560.10141.695141.695140.270-50.8210486.66
1892023.08.01 15:00sell570.10143.2660.0000.000
1902023.08.01 15:00modify570.10143.266144.366141.766
1912023.08.03 21:00sell580.10142.4950.0000.000
1922023.08.03 21:00modify580.10142.495143.191141.766
1932023.08.03 21:00modify570.10143.266143.191141.766
1942023.08.04 14:00t/p570.10141.766143.191141.76699.2010585.86
1952023.08.04 14:00t/p580.10141.766143.191141.76650.0910635.95
1962023.08.04 15:00buy590.10141.8230.0000.000
1972023.08.04 15:00modify590.10141.823140.723143.323
1982023.08.08 02:00t/p590.10143.323140.723143.323106.7710742.72
1992023.08.21 16:00sell600.10146.2620.0000.000
2002023.08.21 16:00modify600.10146.262147.362144.762
2012023.08.23 12:00sell610.10145.4330.0000.000
2022023.08.23 12:00modify610.10145.433145.812144.762
2032023.08.23 12:00modify600.10146.262145.812144.762
2042023.08.23 14:00t/p600.10144.762145.812144.762100.9810843.70
2052023.08.23 14:00t/p610.10144.762145.812144.76246.3510890.05
2062023.08.23 15:00buy620.10144.7870.0000.000
2072023.08.23 15:00modify620.10144.787143.687146.287
2082023.08.25 15:00t/p620.10146.287143.687146.287106.5210996.57
2092023.09.11 06:00buy630.10146.2410.0000.000
2102023.09.11 06:00modify630.10146.241145.141147.741
2112023.09.13 13:00t/p630.10147.741145.141147.741103.8311100.39
2122023.09.21 16:00buy640.10147.4480.0000.000
2132023.09.21 16:00modify640.10147.448146.348148.948
2142023.09.25 15:00t/p640.10148.948146.348148.948102.8111203.20
2152023.09.27 16:00sell650.10149.4840.0000.000
2162023.09.27 16:00modify650.10149.484150.584147.984
2172023.09.29 20:59close at stop650.10149.364150.584147.9842.7711205.97