Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDJPY (Australian 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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 test7236Ticks modelled157169Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2998.17Gross profit3523.51Gross loss-525.34
Profit factor6.71Expected payoff36.12
Absolute drawdown38.34Maximal drawdown336.94 (3.14%)Relative drawdown3.14% (336.94)
Total trades83Short positions (won %)31 (87.10%)Long positions (won %)52 (71.15%)
Profit trades (% of total)64 (77.11%)Loss trades (% of total)19 (22.89%)
Largestprofit trade105.43loss trade-61.15
Averageprofit trade55.05loss trade-27.65
Maximumconsecutive wins (profit in money)20 (1155.86)consecutive losses (loss in money)4 (-125.41)
Maximalconsecutive profit (count of wins)1155.86 (20)consecutive loss (count of losses)-125.41 (4)
Averageconsecutive wins8consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.13 13:00buy10.1091.4070.0000.000
22022.10.13 13:00modify10.1091.40790.50792.907
32022.10.13 15:15buy20.1092.1070.0000.000
42022.10.13 15:15modify20.1092.10791.48292.907
52022.10.13 15:15buy30.1092.1070.0000.000
62022.10.13 15:15modify30.1092.10791.78292.907
72022.10.13 15:15modify10.1091.40791.78292.907
82022.10.13 15:17modify20.1092.10791.78292.907
92022.10.13 21:10buy40.1092.6090.0000.000
102022.10.13 21:10modify40.1092.60991.93292.907
112022.10.13 21:10modify30.1092.10791.93292.907
122022.10.13 21:10modify20.1092.10791.93292.907
132022.10.13 21:10modify10.1091.40791.93292.907
142022.10.14 00:20t/p10.1092.90791.93292.907101.3310101.33
152022.10.14 00:20t/p20.1092.90791.93292.90754.2610155.58
162022.10.14 00:20t/p30.1092.90791.93292.90754.2610209.84
172022.10.14 00:20t/p40.1092.90791.93292.90720.5010230.33
182022.10.21 14:00sell50.1095.5990.0000.000
192022.10.21 14:00modify50.1095.59996.49994.099
202022.10.21 14:55sell60.1094.3790.0000.000
212022.10.21 14:55modify60.1094.37995.07494.099
222022.10.21 14:55modify50.1095.59995.07494.099
232022.10.21 15:10t/p50.1094.09995.07494.099100.8710331.20
242022.10.21 15:10t/p60.1094.09995.07494.09918.8310350.03
252022.11.04 13:00sell70.1094.7720.0000.000
262022.11.04 13:00modify70.1094.77295.67293.272
272022.11.09 17:20sell80.1094.0690.0000.000
282022.11.09 17:20modify80.1094.06994.69793.272
292022.11.09 17:20sell90.1094.0690.0000.000
302022.11.09 17:20modify90.1094.06994.39793.272
312022.11.09 17:20modify70.1094.77294.39793.272
322022.11.09 17:22modify80.1094.06994.39793.272
332022.11.10 14:20sell100.1093.5660.0000.000
342022.11.10 14:20modify100.1093.56694.24793.272
352022.11.10 14:20modify90.1094.06994.24793.272
362022.11.10 14:20modify80.1094.06994.24793.272
372022.11.10 14:20modify70.1094.77294.24793.272
382022.11.10 14:45t/p70.1093.27294.24793.27297.0910447.12
392022.11.10 14:45t/p80.1093.27294.24793.27251.7010498.82
402022.11.10 14:45t/p90.1093.27294.24793.27251.7010550.52
412022.11.10 14:45t/p100.1093.27294.24793.27219.7710570.29
422022.11.11 11:00buy110.1093.1500.0000.000
432022.11.11 11:00modify110.1093.15092.25094.650
442022.11.14 09:02buy120.1093.8250.0000.000
452022.11.14 09:02modify120.1093.82593.22594.650
462022.11.14 09:02buy130.1093.8250.0000.000
472022.11.14 09:02modify130.1093.82593.52594.650
482022.11.14 09:02modify110.1093.15093.52594.650
492022.11.14 09:05modify120.1093.82593.52594.650
502022.11.15 07:15buy140.1094.3670.0000.000
512022.11.15 07:15modify140.1094.36793.67594.650
522022.11.15 07:15modify130.1093.82593.67594.650
532022.11.15 07:15modify120.1093.82593.67594.650
542022.11.15 07:15modify110.1093.15093.67594.650
552022.11.15 13:45s/l110.1093.67593.67594.65036.2210606.51
562022.11.15 13:45s/l120.1093.67593.67594.650-9.6310596.87
572022.11.15 13:45s/l130.1093.67593.67594.650-9.6310587.24
582022.11.15 13:45s/l140.1093.67593.67594.650-46.5410540.70
592022.11.28 02:00buy150.1092.5600.0000.000
602022.11.28 02:00modify150.1092.56091.66094.060
612022.11.30 09:10buy160.1093.2510.0000.000
622022.11.30 09:10modify160.1093.25192.63594.060
632022.11.30 09:10buy170.1093.2510.0000.000
642022.11.30 09:10modify170.1093.25192.93594.060
652022.11.30 09:10modify150.1092.56092.93594.060
662022.11.30 09:12modify160.1093.25192.93594.060
672022.11.30 14:32buy180.1093.7790.0000.000
682022.11.30 14:32modify180.1093.77993.08594.060
692022.11.30 14:32modify170.1093.25193.08594.060
702022.11.30 14:32modify160.1093.25193.08594.060
712022.11.30 14:32modify150.1092.56093.08594.060
722022.12.01 00:50s/l150.1093.08593.08594.06037.5810578.28
732022.12.01 00:50s/l160.1093.08593.08594.060-9.7910568.48
742022.12.01 00:50s/l170.1093.08593.08594.060-9.7910558.69
752022.12.01 00:50s/l180.1093.08593.08594.060-45.3010513.38
762022.12.20 04:00buy190.1089.0200.0000.000
772022.12.20 04:00modify190.1089.02088.12090.520
782022.12.20 07:50s/l190.1088.12088.12090.520-60.5210452.86
792023.01.03 02:00buy200.1088.2890.0000.000
802023.01.03 02:00modify200.1088.28987.38989.789
812023.01.04 05:17buy210.1088.9800.0000.000
822023.01.04 05:17modify210.1088.98088.36489.789
832023.01.04 05:17buy220.1088.9800.0000.000
842023.01.04 05:17modify220.1088.98088.66489.789
852023.01.04 05:17modify200.1088.28988.66489.789
862023.01.04 05:20modify210.1088.98088.66489.789
872023.01.04 08:40buy230.1089.4950.0000.000
882023.01.04 08:40modify230.1089.49588.81489.789
892023.01.04 08:40modify220.1088.98088.81489.789
902023.01.04 08:40modify210.1088.98088.81489.789
912023.01.04 08:40modify200.1088.28988.81489.789
922023.01.04 12:15t/p200.1089.78988.81489.789101.3410554.20
932023.01.04 12:15t/p210.1089.78988.81489.78954.4110608.61
942023.01.04 12:15t/p220.1089.78988.81489.78954.4110663.02
952023.01.04 12:15t/p230.1089.78988.81489.78919.7810682.80
962023.01.13 14:00buy240.1088.8310.0000.000
972023.01.13 14:00modify240.1088.83187.93190.331
982023.01.16 09:02buy250.1089.5090.0000.000
992023.01.16 09:02modify250.1089.50988.90690.331
1002023.01.16 09:02buy260.1089.5090.0000.000
1012023.01.16 09:02modify260.1089.50989.20690.331
1022023.01.16 09:02modify240.1088.83189.20690.331
1032023.01.16 09:05modify250.1089.50989.20690.331
1042023.01.18 01:10buy270.1090.0480.0000.000
1052023.01.18 01:10modify270.1090.04889.35690.331
1062023.01.18 01:10modify260.1089.50989.35690.331
1072023.01.18 01:10modify250.1089.50989.35690.331
1082023.01.18 01:10modify240.1088.83189.35690.331
1092023.01.18 02:40t/p240.1090.33189.35690.331102.2510785.04
1102023.01.18 02:40t/p250.1090.33189.35690.33156.1910841.23
1112023.01.18 02:40t/p260.1090.33189.35690.33156.1910897.42
1122023.01.18 02:40t/p270.1090.33189.35690.33119.0410916.46
1132023.01.18 03:00sell280.1091.2490.0000.000
1142023.01.18 03:00modify280.1091.24992.14989.749
1152023.01.18 12:27sell290.1090.5560.0000.000
1162023.01.18 12:27modify290.1090.55691.17489.749
1172023.01.18 12:27sell300.1090.5560.0000.000
1182023.01.18 12:27modify300.1090.55690.87489.749
1192023.01.18 12:27modify280.1091.24990.87489.749
1202023.01.18 12:30modify290.1090.55690.87489.749
1212023.01.18 14:20sell310.1090.0210.0000.000
1222023.01.18 14:20modify310.1090.02190.72489.749
1232023.01.18 14:20modify300.1090.55690.72489.749
1242023.01.18 14:20modify290.1090.55690.72489.749
1252023.01.18 14:20modify280.1091.24990.72489.749
1262023.01.18 17:15t/p280.1089.74990.72489.749100.8711017.33
1272023.01.18 17:15t/p290.1089.74990.72489.74954.2611071.59
1282023.01.18 17:15t/p300.1089.74990.72489.74954.2611125.85
1292023.01.18 17:15t/p310.1089.74990.72489.74918.2911144.14
1302023.01.19 05:00buy320.1088.4150.0000.000
1312023.01.19 05:00modify320.1088.41587.51589.915
1322023.01.20 01:40buy330.1089.1070.0000.000
1332023.01.20 01:40modify330.1089.10788.49089.915
1342023.01.20 01:40buy340.1089.1070.0000.000
1352023.01.20 01:40modify340.1089.10788.79089.915
1362023.01.20 01:40modify320.1088.41588.79089.915
1372023.01.20 01:42modify330.1089.10788.79089.915
1382023.01.20 08:40buy350.1089.6220.0000.000
1392023.01.20 08:40modify350.1089.62288.94089.915
1402023.01.20 08:40modify340.1089.10788.94089.915
1412023.01.20 08:40modify330.1089.10788.94089.915
1422023.01.20 08:40modify320.1088.41588.94089.915
1432023.01.20 11:40t/p320.1089.91588.94089.915101.3411245.48
1442023.01.20 11:40t/p330.1089.91588.94089.91554.3411299.82
1452023.01.20 11:40t/p340.1089.91588.94089.91554.3411354.16
1462023.01.20 11:40t/p350.1089.91588.94089.91519.7011373.86
1472023.01.25 04:00sell360.1092.6320.0000.000
1482023.01.25 04:00modify360.1092.63293.53291.132
1492023.01.25 11:10sell370.1091.9470.0000.000
1502023.01.25 11:10modify370.1091.94792.55791.132
1512023.01.25 11:10sell380.1091.9470.0000.000
1522023.01.25 11:10modify380.1091.94792.25791.132
1532023.01.25 11:10modify360.1092.63292.25791.132
1542023.01.25 11:13modify370.1091.94792.25791.132
1552023.01.25 15:20sell390.1091.4100.0000.000
1562023.01.25 15:20modify390.1091.41092.10791.132
1572023.01.25 15:20modify380.1091.94792.10791.132
1582023.01.25 15:20modify370.1091.94792.10791.132
1592023.01.25 15:20modify360.1092.63292.10791.132
1602023.01.25 19:20s/l360.1092.10792.10791.13235.3011409.16
1612023.01.25 19:20s/l370.1092.10792.10791.132-10.7611398.40
1622023.01.25 19:20s/l380.1092.10792.10791.132-10.7611387.64
1632023.01.25 19:20s/l390.1092.10792.10791.132-46.8711340.77
1642023.02.10 09:00buy400.1090.6450.0000.000
1652023.02.10 09:00modify400.1090.64589.74592.145
1662023.02.13 04:20buy410.1091.3300.0000.000
1672023.02.13 04:20modify410.1091.33090.72092.145
1682023.02.13 04:20buy420.1091.3300.0000.000
1692023.02.13 04:20modify420.1091.33091.02092.145
1702023.02.13 04:20modify400.1090.64591.02092.145
1712023.02.13 04:22modify410.1091.33091.02092.145
1722023.02.13 09:20buy430.1091.8550.0000.000
1732023.02.13 09:20modify430.1091.85591.17092.145
1742023.02.13 09:20modify420.1091.33091.17092.145
1752023.02.13 09:20modify410.1091.33091.17092.145
1762023.02.13 09:20modify400.1090.64591.17092.145
1772023.02.13 14:45t/p400.1092.14591.17092.145101.3411442.11
1782023.02.13 14:45t/p410.1092.14591.17092.14554.8111496.92
1792023.02.13 14:45t/p420.1092.14591.17092.14554.8111551.73
1802023.02.13 14:45t/p430.1092.14591.17092.14519.5011571.23
1812023.03.14 14:00sell440.1090.0250.0000.000
1822023.03.14 14:00modify440.1090.02590.92588.525
1832023.03.15 09:45sell450.1089.3270.0000.000
1842023.03.15 09:45modify450.1089.32789.95088.525
1852023.03.15 09:45sell460.1089.3270.0000.000
1862023.03.15 09:45modify460.1089.32789.65088.525
1872023.03.15 09:45modify440.1090.02589.65088.525
1882023.03.15 09:47modify450.1089.32789.65088.525
1892023.03.15 10:40sell470.1088.8000.0000.000
1902023.03.15 10:40modify470.1088.80089.50088.525
1912023.03.15 10:40modify460.1089.32789.50088.525
1922023.03.15 10:40modify450.1089.32789.50088.525
1932023.03.15 10:40modify440.1090.02589.50088.525
1942023.03.15 12:15t/p440.1088.52589.50088.525100.2411671.47
1952023.03.15 12:15t/p450.1088.52589.50088.52553.9311725.40
1962023.03.15 12:15t/p460.1088.52589.50088.52553.9311779.33
1972023.03.15 12:15t/p470.1088.52589.50088.52518.4911797.82
1982023.03.17 13:00buy480.1088.5160.0000.000
1992023.03.17 13:00modify480.1088.51687.61690.016
2002023.03.20 00:45buy490.1089.2010.0000.000
2012023.03.20 00:45modify490.1089.20188.59190.016
2022023.03.20 00:45buy500.1089.2010.0000.000
2032023.03.20 00:45modify500.1089.20188.89190.016
2042023.03.20 00:45modify480.1088.51688.89190.016
2052023.03.20 00:47modify490.1089.20188.89190.016
2062023.03.20 01:40s/l480.1088.89188.89190.01625.6811823.49
2072023.03.20 01:40s/l490.1088.89188.89190.016-20.8411802.65
2082023.03.20 01:40s/l500.1088.89188.89190.016-20.8411781.81
2092023.03.20 07:00buy510.1087.5660.0000.000
2102023.03.20 07:00modify510.1087.56686.66689.066
2112023.03.20 18:57buy520.1088.2570.0000.000
2122023.03.20 18:57modify520.1088.25787.64189.066
2132023.03.20 18:57buy530.1088.2570.0000.000
2142023.03.20 18:57modify530.1088.25787.94189.066
2152023.03.20 18:57modify510.1087.56687.94189.066
2162023.03.20 18:59modify520.1088.25787.94189.066
2172023.03.21 00:50s/l510.1087.94187.94189.06625.6811807.49
2182023.03.21 00:50s/l520.1087.94187.94189.066-20.7911786.69
2192023.03.21 00:50s/l530.1087.94187.94189.066-20.7911765.90
2202023.03.24 02:00buy540.1087.1620.0000.000
2212023.03.24 02:00modify540.1087.16286.26288.662
2222023.03.24 09:50s/l540.1086.26286.26288.662-60.5311705.37
2232023.03.24 10:00buy550.1086.2390.0000.000
2242023.03.24 10:00modify550.1086.23985.33987.739
2252023.03.24 16:45buy560.1086.9280.0000.000
2262023.03.24 16:45modify560.1086.92886.31487.739
2272023.03.24 16:45buy570.1086.9280.0000.000
2282023.03.24 16:45modify570.1086.92886.61487.739
2292023.03.24 16:45modify550.1086.23986.61487.739
2302023.03.24 16:47modify560.1086.92886.61487.739
2312023.03.27 06:45buy580.1087.4590.0000.000
2322023.03.27 06:45modify580.1087.45986.76487.739
2332023.03.27 06:45modify570.1086.92886.76487.739
2342023.03.27 06:45modify560.1086.92886.76487.739
2352023.03.27 06:45modify550.1086.23986.76487.739
2362023.03.28 07:50t/p550.1087.73986.76487.739101.7811807.15
2372023.03.28 07:50t/p560.1087.73986.76487.73955.4511862.60
2382023.03.28 07:50t/p570.1087.73986.76487.73955.4511918.05
2392023.03.28 07:50t/p580.1087.73986.76487.73919.2911937.33
2402023.04.03 13:00sell590.1090.0110.0000.000
2412023.04.03 13:00modify590.1090.01190.91188.511
2422023.04.04 13:02sell600.1089.3300.0000.000
2432023.04.04 13:02modify600.1089.33089.93688.511
2442023.04.04 13:02sell610.1089.3300.0000.000
2452023.04.04 13:02modify610.1089.33089.63688.511
2462023.04.04 13:02modify590.1090.01189.63688.511
2472023.04.04 13:05modify600.1089.33089.63688.511
2482023.04.04 15:20sell620.1088.7910.0000.000
2492023.04.04 15:20modify620.1088.79189.48688.511
2502023.04.04 15:20modify610.1089.33089.48688.511
2512023.04.04 15:20modify600.1089.33089.48688.511
2522023.04.04 15:20modify590.1090.01189.48688.511
2532023.04.05 06:15t/p590.1088.51189.48688.51199.6112036.94
2542023.04.05 06:15t/p600.1088.51189.48688.51154.4412091.38
2552023.04.05 06:15t/p610.1088.51189.48688.51154.4412145.82
2562023.04.05 06:15t/p620.1088.51189.48688.51118.2012164.02
2572023.04.05 09:00buy630.1088.0330.0000.000
2582023.04.05 09:00modify630.1088.03387.13389.533
2592023.04.10 14:46buy640.1088.7200.0000.000
2602023.04.10 14:46modify640.1088.72088.10889.533
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