Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; 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=65; 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=19; 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 test7264Ticks modelled158241Modelling qualityn/a
Mismatched charts errors40
Initial deposit10000.00Spread30
Total net profit2411.72Gross profit3182.54Gross loss-770.81
Profit factor4.13Expected payoff32.16
Absolute drawdown80.92Maximal drawdown304.77 (2.65%)Relative drawdown2.65% (304.77)
Total trades75Short positions (won %)35 (60.00%)Long positions (won %)40 (85.00%)
Profit trades (% of total)55 (73.33%)Loss trades (% of total)20 (26.67%)
Largestprofit trade118.95loss trade-110.51
Averageprofit trade57.86loss trade-38.54
Maximumconsecutive wins (profit in money)12 (672.43)consecutive losses (loss in money)3 (-78.62)
Maximalconsecutive profit (count of wins)672.43 (12)consecutive loss (count of losses)-110.51 (1)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.27 15:00sell10.10133.4610.0000.000
22022.12.27 15:00modify10.10133.461134.861131.961
32022.12.30 01:40sell20.10132.4730.0000.000
42022.12.30 01:40modify20.10132.473132.936131.961
52022.12.30 01:40modify10.10133.461132.936131.961
62022.12.30 02:47sell30.10132.6350.0000.000
72022.12.30 02:47modify30.10132.635133.011131.961
82022.12.30 02:50modify30.10132.635132.936131.961
92022.12.30 04:06sell40.10132.7020.0000.000
102022.12.30 04:06modify40.10132.702133.386131.961
112022.12.30 04:10modify40.10132.702132.936131.961
122022.12.30 08:15t/p10.10131.961132.936131.961105.6310105.63
132022.12.30 08:15t/p20.10131.961132.936131.96138.8110144.44
142022.12.30 08:15t/p30.10131.961132.936131.96151.0910195.53
152022.12.30 08:15t/p40.10131.961132.936131.96156.1710251.70
162023.01.20 07:00sell50.10129.1680.0000.000
172023.01.20 07:00modify50.10129.168130.568127.668
182023.01.20 13:50s/l50.10130.568130.568127.668-107.1610144.54
192023.02.01 17:00buy60.10129.3030.0000.000
202023.02.01 17:00modify60.10129.303127.903130.803
212023.02.03 13:55buy70.10130.0670.0000.000
222023.02.03 13:55modify70.10130.067129.378130.803
232023.02.03 13:55modify60.10129.303129.378130.803
242023.02.03 14:10buy80.10130.1330.0000.000
252023.02.03 14:10modify80.10130.133129.753130.803
262023.02.03 14:10modify70.10130.067129.753130.803
272023.02.03 14:10modify60.10129.303129.753130.803
282023.02.03 14:15buy90.10130.2860.0000.000
292023.02.03 14:15modify90.10130.286129.828130.803
302023.02.03 14:15modify80.10130.133129.828130.803
312023.02.03 14:15modify70.10130.067129.828130.803
322023.02.03 14:15modify60.10129.303129.828130.803
332023.02.03 15:10t/p60.10130.803129.828130.803118.9510263.49
342023.02.03 15:10t/p70.10130.803129.828130.80356.2010319.69
352023.02.03 15:10t/p80.10130.803129.828130.80351.1610370.85
362023.02.03 15:10t/p90.10130.803129.828130.80339.4810410.33
372023.02.09 11:00buy100.10130.8720.0000.000
382023.02.09 11:00modify100.10130.872129.472132.372
392023.02.09 19:50buy110.10131.6280.0000.000
402023.02.09 19:50modify110.10131.628130.947132.372
412023.02.09 19:50modify100.10130.872130.947132.372
422023.02.10 00:10buy120.10131.7180.0000.000
432023.02.10 00:10modify120.10131.718131.322132.372
442023.02.10 00:10modify110.10131.628131.322132.372
452023.02.10 00:10modify100.10130.872131.322132.372
462023.02.10 07:10s/l100.10131.322131.322132.37235.3910445.72
472023.02.10 07:10s/l110.10131.322131.322132.372-22.2110423.51
482023.02.10 07:10s/l120.10131.322131.322132.372-30.1710393.34
492023.03.01 13:00buy130.10135.4310.0000.000
502023.03.01 13:00modify130.10135.431134.031136.931
512023.03.01 16:02buy140.10136.2080.0000.000
522023.03.01 16:02modify140.10136.208135.506136.931
532023.03.01 16:02modify130.10135.431135.506136.931
542023.03.01 19:20buy150.10136.2840.0000.000
552023.03.01 19:20modify150.10136.284135.881136.931
562023.03.01 19:20modify140.10136.208135.881136.931
572023.03.01 19:20modify130.10135.431135.881136.931
582023.03.02 02:46buy160.10136.4100.0000.000
592023.03.02 02:46modify160.10136.410135.956136.931
602023.03.02 02:46modify150.10136.284135.956136.931
612023.03.02 02:46modify140.10136.208135.956136.931
622023.03.02 02:46modify130.10135.431135.956136.931
632023.03.02 13:40t/p130.10136.931135.956136.931112.8410506.18
642023.03.02 13:40t/p140.10136.931135.956136.93156.1010562.28
652023.03.02 13:40t/p150.10136.931135.956136.93150.5510612.84
662023.03.02 13:40t/p160.10136.931135.956136.93138.0510650.89
672023.03.07 18:00sell170.10136.8540.0000.000
682023.03.07 18:00modify170.10136.854138.254135.354
692023.03.09 11:15sell180.10136.0770.0000.000
702023.03.09 11:15modify180.10136.077136.779135.354
712023.03.09 11:15modify170.10136.854136.779135.354
722023.03.09 11:20sell190.10136.0190.0000.000
732023.03.09 11:20modify190.10136.019136.404135.354
742023.03.09 11:20modify180.10136.077136.404135.354
752023.03.09 11:20modify170.10136.854136.404135.354
762023.03.09 12:32s/l170.10136.404136.404135.35426.5310677.42
772023.03.09 12:32s/l180.10136.404136.404135.354-23.9710653.45
782023.03.09 12:32s/l190.10136.404136.404135.354-28.2210625.23
792023.03.28 05:00buy200.10130.6470.0000.000
802023.03.28 05:00modify200.10130.647129.247132.147
812023.03.29 01:10buy210.10131.4850.0000.000
822023.03.29 01:10modify210.10131.485131.097132.147
832023.03.29 01:10modify200.10130.647131.097132.147
842023.03.29 02:15buy220.10131.6250.0000.000
852023.03.29 02:15modify220.10131.625131.172132.147
862023.03.29 02:15modify210.10131.485131.172132.147
872023.03.29 02:15modify200.10130.647131.172132.147
882023.03.29 11:50t/p200.10132.147131.172132.147114.5610739.79
892023.03.29 11:50t/p210.10132.147131.172132.14750.0710789.86
902023.03.29 11:50t/p220.10132.147131.172132.14739.4810829.34
912023.05.01 05:00sell230.10136.8500.0000.000
922023.05.01 05:00modify230.10136.850138.250135.350
932023.05.03 01:45sell240.10136.0840.0000.000
942023.05.03 01:45modify240.10136.084136.775135.350
952023.05.03 01:45modify230.10136.850136.775135.350
962023.05.03 01:55sell250.10136.0080.0000.000
972023.05.03 01:55modify250.10136.008136.400135.350
982023.05.03 01:55modify240.10136.084136.400135.350
992023.05.03 01:55modify230.10136.850136.400135.350
1002023.05.03 05:50sell260.10135.8740.0000.000
1012023.05.03 05:50modify260.10135.874136.325135.350
1022023.05.03 05:50modify250.10136.008136.325135.350
1032023.05.03 05:50modify240.10136.084136.325135.350
1042023.05.03 05:50modify230.10136.850136.325135.350
1052023.05.03 13:32t/p230.10135.350136.325135.350107.6210936.96
1062023.05.03 13:32t/p240.10135.350136.325135.35054.2410991.20
1072023.05.03 13:32t/p250.10135.350136.325135.35048.6311039.83
1082023.05.03 13:32t/p260.10135.350136.325135.35038.7211078.55
1092023.05.03 14:00buy270.10135.4630.0000.000
1102023.05.03 14:00modify270.10135.463134.063136.963
1112023.05.04 14:15s/l270.10134.063134.063136.963-101.1510977.40
1122023.05.10 14:00buy280.10134.4510.0000.000
1132023.05.10 14:00modify280.10134.451133.051135.951
1142023.05.12 14:20buy290.10135.2040.0000.000
1152023.05.12 14:20modify290.10135.204134.526135.951
1162023.05.12 14:20modify280.10134.451134.526135.951
1172023.05.12 14:45buy300.10135.2920.0000.000
1182023.05.12 14:45modify300.10135.292134.901135.951
1192023.05.12 14:45modify290.10135.204134.901135.951
1202023.05.12 14:45modify280.10134.451134.901135.951
1212023.05.12 15:20buy310.10135.4470.0000.000
1222023.05.12 15:20modify310.10135.447134.976135.951
1232023.05.12 15:20modify300.10135.292134.976135.951
1242023.05.12 15:20modify290.10135.204134.976135.951
1252023.05.12 15:20modify280.10134.451134.976135.951
1262023.05.15 00:20t/p280.10135.951134.976135.951115.8111093.21
1272023.05.15 00:20t/p290.10135.951134.976135.95156.0311149.24
1282023.05.15 00:20t/p300.10135.951134.976135.95149.5611198.80
1292023.05.15 00:20t/p310.10135.951134.976135.95138.1611236.96
1302023.05.17 17:00sell320.10137.4660.0000.000
1312023.05.17 17:00modify320.10137.466138.866135.966
1322023.05.23 01:50s/l320.10138.866138.866135.966-110.5111126.45
1332023.06.08 17:00buy330.10138.9460.0000.000
1342023.06.08 17:00modify330.10138.946137.546140.446
1352023.06.09 08:15buy340.10139.7070.0000.000
1362023.06.09 08:15modify340.10139.707139.021140.446
1372023.06.09 08:15modify330.10138.946139.021140.446
1382023.06.12 13:50buy350.10139.7730.0000.000
1392023.06.12 13:50modify350.10139.773139.396140.446
1402023.06.12 13:50modify340.10139.707139.396140.446
1412023.06.12 13:50modify330.10138.946139.396140.446
1422023.06.13 03:10s/l330.10139.396139.396140.44635.5911162.05
1432023.06.13 03:10s/l340.10139.396139.396140.446-20.1111141.94
1442023.06.13 03:10s/l350.10139.396139.396140.446-25.9511115.99
1452023.06.14 17:00buy360.10139.3860.0000.000
1462023.06.14 17:00modify360.10139.386137.986140.886
1472023.06.14 20:46buy370.10140.1530.0000.000
1482023.06.14 20:46modify370.10140.153139.461140.886
1492023.06.14 20:46modify360.10139.386139.461140.886
1502023.06.15 01:45t/p360.10140.886139.461140.886109.7411225.73
1512023.06.15 01:45t/p370.10140.886139.461140.88655.3211281.05
1522023.06.15 08:00sell380.10141.2720.0000.000
1532023.06.15 08:00modify380.10141.272142.672139.772
1542023.06.15 13:20sell390.10140.4280.0000.000
1552023.06.15 13:20modify390.10140.428140.822139.772
1562023.06.15 13:20modify380.10141.272140.822139.772
1572023.06.15 14:42sell400.10140.2680.0000.000
1582023.06.15 14:42modify400.10140.268140.747139.772
1592023.06.15 14:42modify390.10140.428140.747139.772
1602023.06.15 14:42modify380.10141.272140.747139.772
1612023.06.15 15:12sell410.10140.5060.0000.000
1622023.06.15 15:12modify410.10140.506141.197139.772
1632023.06.15 15:15modify410.10140.506140.747139.772
1642023.06.16 02:50s/l380.10140.747140.747139.77235.6811316.73
1652023.06.16 02:50s/l390.10140.747140.747139.772-24.2611292.46
1662023.06.16 02:50s/l400.10140.747140.747139.772-35.6311256.83
1672023.06.16 02:50s/l410.10140.747140.747139.772-18.7211238.10
1682023.08.01 15:00sell420.10143.2660.0000.000
1692023.08.01 15:00modify420.10143.266144.666141.766
1702023.08.02 08:03sell430.10142.5050.0000.000
1712023.08.02 08:03modify430.10142.505143.191141.766
1722023.08.02 08:03modify420.10143.266143.191141.766
1732023.08.02 08:16sell440.10142.2700.0000.000
1742023.08.02 08:16modify440.10142.270142.741141.766
1752023.08.02 08:16modify430.10142.505142.741141.766
1762023.08.02 08:16modify420.10143.266142.741141.766
1772023.08.02 09:12sell450.10142.4300.0000.000
1782023.08.02 09:12modify450.10142.430142.816141.766
1792023.08.02 09:15modify450.10142.430142.741141.766
1802023.08.02 10:15s/l420.10142.741142.741141.76635.1611273.26
1812023.08.02 10:15s/l430.10142.741142.741141.766-16.5311256.73
1822023.08.02 10:15s/l440.10142.741142.741141.766-32.9911223.74
1832023.08.02 10:15s/l450.10142.741142.741141.766-21.7911201.95
1842023.08.04 15:00buy460.10141.8230.0000.000
1852023.08.04 15:00modify460.10141.823140.423143.323
1862023.08.07 16:15buy470.10142.5740.0000.000
1872023.08.07 16:15modify470.10142.574141.898143.323
1882023.08.07 16:15modify460.10141.823141.898143.323
1892023.08.08 00:20buy480.10142.8230.0000.000
1902023.08.08 00:20modify480.10142.823142.348143.323
1912023.08.08 00:20modify470.10142.574142.348143.323
1922023.08.08 00:20modify460.10141.823142.348143.323
1932023.08.08 01:50t/p460.10143.323142.348143.323106.8511308.80
1942023.08.08 01:50t/p470.10143.323142.348143.32353.3511362.15
1952023.08.08 01:50t/p480.10143.323142.348143.32334.8811397.03
1962023.08.21 16:00sell490.10146.2620.0000.000
1972023.08.21 16:00modify490.10146.262147.662144.762
1982023.08.22 10:02sell500.10145.5090.0000.000
1992023.08.22 10:02modify500.10145.509146.187144.762
2002023.08.22 10:02modify490.10146.262146.187144.762
2012023.08.23 08:50sell510.10145.2600.0000.000
2022023.08.23 08:50modify510.10145.260145.737144.762
2032023.08.23 08:50modify500.10145.509145.737144.762
2042023.08.23 08:50modify490.10146.262145.737144.762
2052023.08.23 09:59sell520.10145.4290.0000.000
2062023.08.23 09:59modify520.10145.429145.812144.762
2072023.08.23 10:00modify520.10145.429145.737144.762
2082023.08.23 13:50t/p490.10144.762145.737144.762100.4111497.44
2092023.08.23 13:50t/p500.10144.762145.737144.76250.0111547.44
2102023.08.23 13:50t/p510.10144.762145.737144.76234.4111581.85
2112023.08.23 13:50t/p520.10144.762145.737144.76246.0911627.94
2122023.08.23 15:00buy530.10144.7870.0000.000
2132023.08.23 15:00modify530.10144.787143.387146.287
2142023.08.24 11:15buy540.10145.5430.0000.000
2152023.08.24 11:15modify540.10145.543144.862146.287
2162023.08.24 11:15modify530.10144.787144.862146.287
2172023.08.24 11:33buy550.10145.6280.0000.000
2182023.08.24 11:33modify550.10145.628145.237146.287
2192023.08.24 11:33modify540.10145.543145.237146.287
2202023.08.24 11:33modify530.10144.787145.237146.287
2212023.08.24 12:07buy560.10145.7700.0000.000
2222023.08.24 12:07modify560.10145.770145.312146.287
2232023.08.24 12:07modify550.10145.628145.312146.287
2242023.08.24 12:07modify540.10145.543145.312146.287
2252023.08.24 12:07modify530.10144.787145.312146.287
2262023.08.25 14:20t/p530.10146.287145.312146.287106.8611734.81
2272023.08.25 14:20t/p540.10146.287145.312146.28751.9211786.73
2282023.08.25 14:20t/p550.10146.287145.312146.28746.1111832.84
2292023.08.25 14:20t/p560.10146.287145.312146.28736.4111869.25
2302023.09.11 06:00buy570.10146.2410.0000.000
2312023.09.11 06:00modify570.10146.241144.841147.741
2322023.09.11 11:02buy580.10147.0000.0000.000
2332023.09.11 11:02modify580.10147.000146.316147.741
2342023.09.11 11:02modify570.10146.241146.316147.741
2352023.09.11 12:32s/l570.10146.316146.316147.7415.1311874.38
2362023.09.11 12:32s/l580.10146.316146.316147.741-46.7511827.63
2372023.10.06 14:00sell590.10149.3710.0000.000
2382023.10.06 14:00modify590.10149.371150.771147.871
2392023.10.09 14:20sell600.10148.6110.0000.000
2402023.10.09 14:20modify600.10148.611149.296147.871
2412023.10.09 14:20modify590.10149.371149.296147.871
2422023.10.09 14:46sell610.10148.5180.0000.000
2432023.10.09 14:46modify610.10148.518148.921147.871
2442023.10.09 14:46modify600.10148.611148.921147.871
2452023.10.09 14:46modify590.10149.371148.921147.871
2462023.10.09 22:20sell620.10148.3720.0000.000
2472023.10.09 22:20modify620.10148.372148.846147.871
2482023.10.09 22:20modify610.10148.518148.846147.871
2492023.10.09 22:20modify600.10148.611148.846147.871
2502023.10.09 22:20modify590.10149.371148.846147.871
2512023.10.10 06:20s/l590.10148.846148.846147.87132.0211859.65
2522023.10.10 06:20s/l600.10148.846148.846147.871-17.3811842.26
2532023.10.10 06:20s/l610.10148.846148.846147.871-23.6311818.63
2542023.10.10 06:20s/l620.10148.846148.846147.871-33.4311785.19
2552023.10.12 16:00sell630.10149.7160.0000.000
2562023.10.12 16:00modify630.10149.716151.116148.216
2572023.10.17 10:20sell640.10148.7390.0000.000
2582023.10.17 10:20modify640.10148.739149.191148.216
2592023.10.17 10:20modify630.10149.716149.191148.216
2602023.10.17 10:27s/l630.10149.191149.191148.21630.2811815.47
2612023.10.17 10:27s/l640.10149.191149.191148.216-30.2311785.24
2622023.10.30 17:00buy650.10149.0450.0000.000
2632023.10.30 17:00modify650.10149.045147.645150.545
2642023.10.31 03:15buy660.10149.8230.0000.000
2652023.10.31 03:15modify660.10149.823149.120150.545
2662023.10.31 03:15modify650.10149.045149.120150.545
2672023.10.31 03:42buy670.10150.0360.0000.000
2682023.10.31 03:42modify670.10150.036149.570150.545
2692023.10.31 03:42modify660.10149.823149.570150.545
2702023.10.31 03:42modify650.10149.045149.570150.545
2712023.10.31 09:40t/p650.10150.545149.570150.545100.7311885.97
2722023.10.31 09:40t/p660.10150.545149.570150.54547.9611933.93
2732023.10.31 09:40t/p670.10150.545149.570150.54533.8111967.74
2742023.10.31 18:00sell680.10151.5100.0000.000
2752023.10.31 18:00modify680.10151.510152.910150.010
2762023.11.01 19:20sell690.10150.7470.0000.000
2772023.11.01 19:20modify690.10150.747151.435150.010
2782023.11.01 19:20modify680.10151.510151.435150.010
2792023.11.01 19:33sell700.10150.6790.0000.000
2802023.11.01 19:33modify700.10150.679151.060150.010
2812023.11.01 19:33modify690.10150.747151.060150.010
2822023.11.01 19:33modify680.10151.510151.060150.010
2832023.11.02 00:10sell710.10150.5150.0000.000
2842023.11.02 00:10modify710.10150.515150.985150.010
2852023.11.02 00:10modify700.10150.679150.985150.010
2862023.11.02 00:10modify690.10150.747150.985150.010
2872023.11.02 00:10modify680.10151.510150.985150.010
2882023.11.02 12:46t/p680.10150.010150.985150.01093.5512061.29
2892023.11.02 12:46t/p690.10150.010150.985150.01044.3012105.59
2902023.11.02 12:46t/p700.10150.010150.985150.01039.7612145.34
2912023.11.02 12:46t/p710.10150.010150.985150.01033.6712179.01
2922023.11.21 05:00buy720.10147.4650.0000.000
2932023.11.21 05:00modify720.10147.465146.065148.965
2942023.11.21 18:20buy730.10148.2980.0000.000
2952023.11.21 18:20modify730.10148.298147.915148.965
2962023.11.21 18:20modify720.10147.465147.915148.965
2972023.11.21 19:32buy740.10148.4600.0000.000
2982023.11.21 19:32modify740.10148.460147.990148.965
2992023.11.21 19:32modify730.10148.298147.990148.965
3002023.11.21 19:32modify720.10147.465147.990148.965
3012023.11.21 23:12buy750.10148.2350.0000.000
3022023.11.21 23:12modify750.10148.235147.540148.965
3032023.11.21 23:15modify750.10148.235147.990148.965
3042023.11.22 06:20t/p720.10148.965147.990148.965101.7712280.78
3052023.11.22 06:20t/p730.10148.965147.990148.96545.8612326.64
3062023.11.22 06:20t/p740.10148.965147.990148.96534.9912361.63
3072023.11.22 06:20t/p750.10148.965147.990148.96550.0912411.72