Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.01.01 22:00 - 2023.12.29 21:00 (2023.01.01 - 2024.01.01)
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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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 test7224Ticks modelled156798Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2551.21Gross profit2988.81Gross loss-437.59
Profit factor6.83Expected payoff37.52
Absolute drawdown59.76Maximal drawdown282.84 (2.24%)Relative drawdown2.24% (282.84)
Total trades68Short positions (won %)28 (78.57%)Long positions (won %)40 (77.50%)
Profit trades (% of total)53 (77.94%)Loss trades (% of total)15 (22.06%)
Largestprofit trade106.66loss trade-61.95
Averageprofit trade56.39loss trade-29.17
Maximumconsecutive wins (profit in money)20 (1191.36)consecutive losses (loss in money)3 (-103.08)
Maximalconsecutive profit (count of wins)1191.36 (20)consecutive loss (count of losses)-103.08 (3)
Averageconsecutive wins8consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 02:00buy10.1088.2890.0000.000
22023.01.03 02:00modify10.1088.28987.38989.789
32023.01.04 05:17buy20.1088.9800.0000.000
42023.01.04 05:17modify20.1088.98088.58989.789
52023.01.04 05:17buy30.1088.9800.0000.000
62023.01.04 05:17modify30.1088.98088.66489.789
72023.01.04 05:17modify10.1088.28988.66489.789
82023.01.04 05:20modify20.1088.98088.66489.789
92023.01.04 08:25buy40.1089.4330.0000.000
102023.01.04 08:25modify40.1089.43388.81489.789
112023.01.04 08:25modify30.1088.98088.81489.789
122023.01.04 08:25modify20.1088.98088.81489.789
132023.01.04 08:25modify10.1088.28988.81489.789
142023.01.04 12:15t/p10.1089.78988.81489.789102.3410102.34
152023.01.04 12:15t/p20.1089.78988.81489.78954.9310157.27
162023.01.04 12:15t/p30.1089.78988.81489.78954.9310212.20
172023.01.04 12:15t/p40.1089.78988.81489.78924.1710236.37
182023.01.13 14:00buy50.1088.8310.0000.000
192023.01.13 14:00modify50.1088.83187.93190.331
202023.01.16 09:02buy60.1089.5090.0000.000
212023.01.16 09:02modify60.1089.50989.13190.331
222023.01.16 09:02buy70.1089.5090.0000.000
232023.01.16 09:02modify70.1089.50989.20690.331
242023.01.16 09:02modify50.1088.83189.20690.331
252023.01.16 09:05modify60.1089.50989.20690.331
262023.01.18 00:59buy80.1089.9580.0000.000
272023.01.18 00:59modify80.1089.95889.35690.331
282023.01.18 00:59modify70.1089.50989.35690.331
292023.01.18 00:59modify60.1089.50989.35690.331
302023.01.18 00:59modify50.1088.83189.35690.331
312023.01.18 02:40t/p50.1090.33189.35690.331103.3010339.67
322023.01.18 02:40t/p60.1090.33189.35690.33156.7810396.45
332023.01.18 02:40t/p70.1090.33189.35690.33156.7810453.23
342023.01.18 02:40t/p80.1090.33189.35690.33125.3310478.56
352023.01.18 03:00sell90.1091.2490.0000.000
362023.01.18 03:00modify90.1091.24992.14989.749
372023.01.18 12:27sell100.1090.5560.0000.000
382023.01.18 12:27modify100.1090.55690.94989.749
392023.01.18 12:27sell110.1090.5560.0000.000
402023.01.18 12:27modify110.1090.55690.87489.749
412023.01.18 12:27modify90.1091.24990.87489.749
422023.01.18 12:30modify100.1090.55690.87489.749
432023.01.18 13:50sell120.1090.1240.0000.000
442023.01.18 13:50modify120.1090.12490.72489.749
452023.01.18 13:50modify110.1090.55690.72489.749
462023.01.18 13:50modify100.1090.55690.72489.749
472023.01.18 13:50modify90.1091.24990.72489.749
482023.01.18 17:15t/p90.1089.74990.72489.749101.8510580.41
492023.01.18 17:15t/p100.1089.74990.72489.74954.8010635.21
502023.01.18 17:15t/p110.1089.74990.72489.74954.8010690.01
512023.01.18 17:15t/p120.1089.74990.72489.74925.4610715.47
522023.01.19 05:00buy130.1088.4150.0000.000
532023.01.19 05:00modify130.1088.41587.51589.915
542023.01.20 01:40buy140.1089.1070.0000.000
552023.01.20 01:40modify140.1089.10788.71589.915
562023.01.20 01:40buy150.1089.1070.0000.000
572023.01.20 01:40modify150.1089.10788.79089.915
582023.01.20 01:40modify130.1088.41588.79089.915
592023.01.20 01:42modify140.1089.10788.79089.915
602023.01.20 08:25buy160.1089.5550.0000.000
612023.01.20 08:25modify160.1089.55588.94089.915
622023.01.20 08:25modify150.1089.10788.94089.915
632023.01.20 08:25modify140.1089.10788.94089.915
642023.01.20 08:25modify130.1088.41588.94089.915
652023.01.20 11:40t/p130.1089.91588.94089.915102.3410817.81
662023.01.20 11:40t/p140.1089.91588.94089.91554.8710872.68
672023.01.20 11:40t/p150.1089.91588.94089.91554.8710927.55
682023.01.20 11:40t/p160.1089.91588.94089.91524.4510952.00
692023.01.25 04:00sell170.1092.6320.0000.000
702023.01.25 04:00modify170.1092.63293.53291.132
712023.01.25 11:10sell180.1091.9470.0000.000
722023.01.25 11:10modify180.1091.94792.33291.132
732023.01.25 11:10sell190.1091.9470.0000.000
742023.01.25 11:10modify190.1091.94792.25791.132
752023.01.25 11:10modify170.1092.63292.25791.132
762023.01.25 11:13modify180.1091.94792.25791.132
772023.01.25 15:32sell200.1091.4900.0000.000
782023.01.25 15:32modify200.1091.49092.10791.132
792023.01.25 15:32modify190.1091.94792.10791.132
802023.01.25 15:32modify180.1091.94792.10791.132
812023.01.25 15:32modify170.1092.63292.10791.132
822023.01.25 19:20s/l170.1092.10792.10791.13235.6510987.65
832023.01.25 19:20s/l180.1092.10792.10791.132-10.8610976.79
842023.01.25 19:20s/l190.1092.10792.10791.132-10.8610965.93
852023.01.25 19:20s/l200.1092.10792.10791.132-41.8910924.04
862023.02.10 09:00buy210.1090.6450.0000.000
872023.02.10 09:00modify210.1090.64589.74592.145
882023.02.13 04:20buy220.1091.3300.0000.000
892023.02.13 04:20modify220.1091.33090.94592.145
902023.02.13 04:20buy230.1091.3300.0000.000
912023.02.13 04:20modify230.1091.33091.02092.145
922023.02.13 04:20modify210.1090.64591.02092.145
932023.02.13 04:22modify220.1091.33091.02092.145
942023.02.13 08:45buy240.1091.7740.0000.000
952023.02.13 08:45modify240.1091.77491.17092.145
962023.02.13 08:45modify230.1091.33091.17092.145
972023.02.13 08:45modify220.1091.33091.17092.145
982023.02.13 08:45modify210.1090.64591.17092.145
992023.02.13 14:45t/p210.1092.14591.17092.145102.3411026.38
1002023.02.13 14:45t/p220.1092.14591.17092.14555.3411081.72
1012023.02.13 14:45t/p230.1092.14591.17092.14555.3411137.06
1022023.02.13 14:45t/p240.1092.14591.17092.14525.1911162.25
1032023.03.14 14:00sell250.1090.0250.0000.000
1042023.03.14 14:00modify250.1090.02590.92588.525
1052023.03.15 09:45sell260.1089.3270.0000.000
1062023.03.15 09:45modify260.1089.32789.72588.525
1072023.03.15 09:45sell270.1089.3270.0000.000
1082023.03.15 09:45modify270.1089.32789.65088.525
1092023.03.15 09:45modify250.1090.02589.65088.525
1102023.03.15 09:47modify260.1089.32789.65088.525
1112023.03.15 10:20sell280.1088.8970.0000.000
1122023.03.15 10:20modify280.1088.89789.50088.525
1132023.03.15 10:20modify270.1089.32789.50088.525
1142023.03.15 10:20modify260.1089.32789.50088.525
1152023.03.15 10:20modify250.1090.02589.50088.525
1162023.03.15 12:15t/p250.1088.52589.50088.525101.0111263.26
1172023.03.15 12:15t/p260.1088.52589.50088.52554.4511317.71
1182023.03.15 12:15t/p270.1088.52589.50088.52554.4511372.16
1192023.03.15 12:15t/p280.1088.52589.50088.52525.2611397.42
1202023.03.17 13:00buy290.1088.5160.0000.000
1212023.03.17 13:00modify290.1088.51687.61690.016
1222023.03.20 00:45buy300.1089.2010.0000.000
1232023.03.20 00:45modify300.1089.20188.81690.016
1242023.03.20 00:45buy310.1089.2010.0000.000
1252023.03.20 00:45modify310.1089.20188.89190.016
1262023.03.20 00:45modify290.1088.51688.89190.016
1272023.03.20 00:47modify300.1089.20188.89190.016
1282023.03.20 01:40s/l290.1088.89188.89190.01625.9411423.36
1292023.03.20 01:40s/l300.1088.89188.89190.016-21.0511402.31
1302023.03.20 01:40s/l310.1088.89188.89190.016-21.0511381.26
1312023.03.20 07:00buy320.1087.5660.0000.000
1322023.03.20 07:00modify320.1087.56686.66689.066
1332023.03.20 18:57buy330.1088.2570.0000.000
1342023.03.20 18:57modify330.1088.25787.86689.066
1352023.03.20 18:57buy340.1088.2570.0000.000
1362023.03.20 18:57modify340.1088.25787.94189.066
1372023.03.20 18:57modify320.1087.56687.94189.066
1382023.03.20 18:59modify330.1088.25787.94189.066
1392023.03.21 00:50s/l320.1087.94187.94189.06625.9511407.21
1402023.03.21 00:50s/l330.1087.94187.94189.066-20.9811386.23
1412023.03.21 00:50s/l340.1087.94187.94189.066-20.9811365.25
1422023.03.24 02:00buy350.1087.1620.0000.000
1432023.03.24 02:00modify350.1087.16286.26288.662
1442023.03.24 09:50s/l350.1086.26286.26288.662-61.1211304.13
1452023.03.24 10:00buy360.1086.2390.0000.000
1462023.03.24 10:00modify360.1086.23985.33987.739
1472023.03.24 16:45buy370.1086.9280.0000.000
1482023.03.24 16:45modify370.1086.92886.53987.739
1492023.03.24 16:45buy380.1086.9280.0000.000
1502023.03.24 16:45modify380.1086.92886.61487.739
1512023.03.24 16:45modify360.1086.23986.61487.739
1522023.03.24 16:47modify370.1086.92886.61487.739
1532023.03.27 06:20buy390.1087.3900.0000.000
1542023.03.27 06:20modify390.1087.39086.76487.739
1552023.03.27 06:20modify380.1086.92886.76487.739
1562023.03.27 06:20modify370.1086.92886.76487.739
1572023.03.27 06:20modify360.1086.23986.76487.739
1582023.03.28 07:50t/p360.1087.73986.76487.739102.8211406.95
1592023.03.28 07:50t/p370.1087.73986.76487.73956.0311462.98
1602023.03.28 07:50t/p380.1087.73986.76487.73956.0311519.01
1612023.03.28 07:50t/p390.1087.73986.76487.73924.1811543.19
1622023.04.03 13:00sell400.1090.0110.0000.000
1632023.04.03 13:00modify400.1090.01190.91188.511
1642023.04.04 13:02sell410.1089.3300.0000.000
1652023.04.04 13:02modify410.1089.33089.71188.511
1662023.04.04 13:02sell420.1089.3300.0000.000
1672023.04.04 13:02modify420.1089.33089.63688.511
1682023.04.04 13:02modify400.1090.01189.63688.511
1692023.04.04 13:05modify410.1089.33089.63688.511
1702023.04.04 15:15sell430.1088.8590.0000.000
1712023.04.04 15:15modify430.1088.85989.48688.511
1722023.04.04 15:15modify420.1089.33089.48688.511
1732023.04.04 15:15modify410.1089.33089.48688.511
1742023.04.04 15:15modify400.1090.01189.48688.511
1752023.04.05 06:15t/p400.1088.51189.48688.511100.1711643.35
1762023.04.05 06:15t/p410.1088.51189.48688.51154.7711698.12
1772023.04.05 06:15t/p420.1088.51189.48688.51154.7711752.89
1782023.04.05 06:15t/p430.1088.51189.48688.51122.7911775.67
1792023.04.05 09:00buy440.1088.0330.0000.000
1802023.04.05 09:00modify440.1088.03387.13389.533
1812023.04.10 14:46buy450.1088.7200.0000.000
1822023.04.10 14:46modify450.1088.72088.33389.533
1832023.04.10 14:46buy460.1088.7200.0000.000
1842023.04.10 14:46modify460.1088.72088.40889.533
1852023.04.10 14:46modify440.1088.03388.40889.533
1862023.04.10 14:50modify450.1088.72088.40889.533
1872023.04.12 03:10buy470.1089.1590.0000.000
1882023.04.12 03:10modify470.1089.15988.55889.533
1892023.04.12 03:10modify460.1088.72088.55889.533
1902023.04.12 03:10modify450.1088.72088.55889.533
1912023.04.12 03:10modify440.1088.03388.55889.533
1922023.04.13 07:37t/p440.1089.53388.55889.533106.6611882.33
1932023.04.13 07:37t/p450.1089.53388.55889.53357.6111939.94
1942023.04.13 07:37t/p460.1089.53388.55889.53357.6111997.55
1952023.04.13 07:37t/p470.1089.53388.55889.53326.8412024.39
1962023.05.02 05:00sell480.1092.1710.0000.000
1972023.05.02 05:00modify480.1092.17193.07190.671
1982023.05.02 14:15sell490.1091.4680.0000.000
1992023.05.02 14:15modify490.1091.46891.87190.671
2002023.05.02 14:15sell500.1091.4680.0000.000
2012023.05.02 14:15modify500.1091.46891.79690.671
2022023.05.02 14:15modify480.1092.17191.79690.671
2032023.05.02 14:17modify490.1091.46891.79690.671
2042023.05.02 15:27sell510.1091.0180.0000.000
2052023.05.02 15:27modify510.1091.01891.64690.671
2062023.05.02 15:27modify500.1091.46891.64690.671
2072023.05.02 15:27modify490.1091.46891.64690.671
2082023.05.02 15:27modify480.1092.17191.64690.671
2092023.05.03 05:20t/p480.1090.67191.64690.671101.0112125.40
2102023.05.03 05:20t/p490.1090.67191.64690.67153.2712178.67
2112023.05.03 05:20t/p500.1090.67191.64690.67153.2712231.93
2122023.05.03 05:20t/p510.1090.67191.64690.67122.7212254.65
2132023.05.11 14:00buy520.1090.0140.0000.000
2142023.05.11 14:00modify520.1090.01489.11491.514
2152023.05.15 03:59buy530.1090.7110.0000.000
2162023.05.15 03:59modify530.1090.71190.31491.514
2172023.05.15 03:59buy540.1090.7110.0000.000
2182023.05.15 03:59modify540.1090.71190.38991.514
2192023.05.15 03:59modify520.1090.01490.38991.514
2202023.05.15 04:00modify530.1090.71190.38991.514
2212023.05.15 12:02buy550.1091.1440.0000.000
2222023.05.15 12:02modify550.1091.14490.53991.514
2232023.05.15 12:02modify540.1090.71190.53991.514
2242023.05.15 12:02modify530.1090.71190.53991.514
2252023.05.15 12:02modify520.1090.01490.53991.514
2262023.05.17 15:45t/p520.1091.51490.53991.514103.7812358.43
2272023.05.17 15:45t/p530.1091.51490.53991.51455.4912413.92
2282023.05.17 15:45t/p540.1091.51490.53991.51455.4912469.41
2292023.05.17 15:45t/p550.1091.51490.53991.51426.0812495.49
2302023.06.15 05:00sell560.1096.1660.0000.000
2312023.06.15 05:00modify560.1096.16697.06694.666
2322023.06.16 06:20s/l560.1097.06697.06694.666-61.9512433.54
2332023.06.28 02:00buy570.1095.4480.0000.000
2342023.06.28 02:00modify570.1095.44894.54896.948
2352023.06.30 13:45buy580.1096.1400.0000.000
2362023.06.30 13:45modify580.1096.14095.74896.948
2372023.06.30 13:45buy590.1096.1400.0000.000
2382023.06.30 13:45modify590.1096.14095.82396.948
2392023.06.30 13:45modify570.1095.44895.82396.948
2402023.06.30 13:47modify580.1096.14095.82396.948
2412023.07.03 14:50buy600.1096.5770.0000.000
2422023.07.03 14:50modify600.1096.57795.97396.948
2432023.07.03 14:50modify590.1096.14095.97396.948
2442023.07.03 14:50modify580.1096.14095.97396.948
2452023.07.03 14:50modify570.1095.44895.97396.948
2462023.07.06 00:50s/l570.1095.97395.97396.94840.4512473.99
2472023.07.06 00:50s/l580.1095.97395.97396.948-8.4612465.53
2482023.07.06 00:50s/l590.1095.97395.97396.948-8.4612457.07
2492023.07.06 00:50s/l600.1095.97395.97396.948-38.6212418.44
2502023.07.31 07:00sell610.1095.0320.0000.000
2512023.07.31 07:00modify610.1095.03295.93293.532
2522023.08.02 04:20sell620.1094.3350.0000.000
2532023.08.02 04:20modify620.1094.33594.73293.532
2542023.08.02 04:20sell630.1094.3350.0000.000
2552023.08.02 04:20modify630.1094.33594.65793.532
2562023.08.02 04:20modify610.1095.03294.65793.532
2572023.08.02 04:22modify620.1094.33594.65793.532
2582023.08.02 06:52sell640.1093.8810.0000.000
2592023.08.02 06:52modify640.1093.88194.50793.532
2602023.08.02 06:52modify630.1094.33594.50793.532
2612023.08.02 06:52modify620.1094.33594.50793.532
2622023.08.02 06:52modify610.1095.03294.50793.532
2632023.08.03 07:15t/p610.1093.53294.50793.53297.6512516.09
2642023.08.03 07:15t/p620.1093.53294.50793.53252.0012568.10
2652023.08.03 07:15t/p630.1093.53294.50793.53252.0012620.10
2662023.08.03 07:15t/p640.1093.53294.50793.53221.1712641.27
2672023.12.07 09:00buy650.1095.3700.0000.000
2682023.12.07 09:00modify650.1095.37094.47096.870
2692023.12.07 17:45s/l650.1094.47094.47096.870-61.1112580.16
2702023.12.19 09:00sell660.1097.2600.0000.000
2712023.12.19 09:00modify660.1097.26098.16095.760
2722023.12.20 22:52sell670.1096.5650.0000.000
2732023.12.20 22:52modify670.1096.56596.96095.760
2742023.12.20 22:52sell680.1096.5650.0000.000
2752023.12.20 22:52modify680.1096.56596.88595.760
2762023.12.20 22:52modify660.1097.26096.88595.760
2772023.12.20 22:55modify670.1096.56596.88595.760
2782023.12.22 14:50s/l660.1096.88596.88595.76021.2512601.41
2792023.12.22 14:50s/l670.1096.88596.88595.760-25.1012576.31
2802023.12.22 14:50s/l680.1096.88596.88595.760-25.1012551.21