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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6523Ticks modelled29126229Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2334.76Gross profit2804.34Gross loss-469.57
Profit factor5.97Expected payoff34.85
Absolute drawdown59.76Maximal drawdown282.85 (2.28%)Relative drawdown2.28% (282.85)
Total trades67Short positions (won %)28 (78.57%)Long positions (won %)39 (71.79%)
Profit trades (% of total)50 (74.63%)Loss trades (% of total)17 (25.37%)
Largestprofit trade106.67loss trade-61.96
Averageprofit trade56.09loss trade-27.62
Maximumconsecutive wins (profit in money)20 (1207.77)consecutive losses (loss in money)3 (-101.88)
Maximalconsecutive profit (count of wins)1207.77 (20)consecutive loss (count of losses)-101.88 (3)
Averageconsecutive wins6consecutive 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 04:57buy20.1088.9700.0000.000
42023.01.04 04:57modify20.1088.97088.58989.789
52023.01.04 04:57buy30.1088.9700.0000.000
62023.01.04 04:57modify30.1088.97088.66489.789
72023.01.04 04:57modify10.1088.28988.66489.789
82023.01.04 04:57modify20.1088.97088.66489.789
92023.01.04 08:17buy40.1089.4170.0000.000
102023.01.04 08:17modify40.1089.41788.81489.789
112023.01.04 08:17modify30.1088.97088.81489.789
122023.01.04 08:17modify20.1088.97088.81489.789
132023.01.04 08:17modify10.1088.28988.81489.789
142023.01.04 12:14t/p10.1089.78988.81489.789102.3510102.35
152023.01.04 12:14t/p20.1089.78988.81489.78955.6210157.97
162023.01.04 12:14t/p30.1089.78988.81489.78955.6210213.59
172023.01.04 12:14t/p40.1089.78988.81489.78925.2710238.86
182023.01.13 14:00buy50.1088.8310.0000.000
192023.01.13 14:00modify50.1088.83187.93190.331
202023.01.16 00:31buy60.1089.5140.0000.000
212023.01.16 00:31modify60.1089.51489.13190.331
222023.01.16 00:31buy70.1089.5140.0000.000
232023.01.16 00:31modify70.1089.51489.20690.331
242023.01.16 00:31modify50.1088.83189.20690.331
252023.01.16 00:31modify60.1089.51489.20690.331
262023.01.16 01:25s/l50.1089.20689.20690.33125.9410264.80
272023.01.16 01:25s/l60.1089.20689.20690.331-20.9210243.88
282023.01.16 01:25s/l70.1089.20689.20690.331-20.9210222.96
292023.01.18 03:00sell80.1091.2490.0000.000
302023.01.18 03:00modify80.1091.24992.14989.749
312023.01.18 11:53sell90.1090.5690.0000.000
322023.01.18 11:53modify90.1090.56990.94989.749
332023.01.18 11:53sell100.1090.5690.0000.000
342023.01.18 11:53modify100.1090.56990.87489.749
352023.01.18 11:53modify80.1091.24990.87489.749
362023.01.18 11:53modify90.1090.56990.87489.749
372023.01.18 13:42sell110.1090.1240.0000.000
382023.01.18 13:42modify110.1090.12490.72489.749
392023.01.18 13:42modify100.1090.56990.72489.749
402023.01.18 13:42modify90.1090.56990.72489.749
412023.01.18 13:42modify80.1091.24990.72489.749
422023.01.18 17:08t/p80.1089.74990.72489.749101.8710324.83
432023.01.18 17:08t/p90.1089.74990.72489.74955.6910380.52
442023.01.18 17:08t/p100.1089.74990.72489.74955.6910436.21
452023.01.18 17:08t/p110.1089.74990.72489.74925.4710461.68
462023.01.19 05:00buy120.1088.4150.0000.000
472023.01.19 05:00modify120.1088.41587.51589.915
482023.01.20 01:42buy130.1089.1000.0000.000
492023.01.20 01:42modify130.1089.10088.71589.915
502023.01.20 01:42buy140.1089.1000.0000.000
512023.01.20 01:42modify140.1089.10088.79089.915
522023.01.20 01:42modify120.1088.41588.79089.915
532023.01.20 01:42modify130.1089.10088.79089.915
542023.01.20 08:27buy150.1089.5400.0000.000
552023.01.20 08:27modify150.1089.54088.94089.915
562023.01.20 08:27modify140.1089.10088.94089.915
572023.01.20 08:27modify130.1089.10088.94089.915
582023.01.20 08:27modify120.1088.41588.94089.915
592023.01.20 11:31t/p120.1089.91588.94089.915102.3410564.02
602023.01.20 11:31t/p130.1089.91588.94089.91555.3510619.37
612023.01.20 11:31t/p140.1089.91588.94089.91555.3510674.72
622023.01.20 11:31t/p150.1089.91588.94089.91525.4610700.18
632023.01.25 04:00sell160.1092.6320.0000.000
642023.01.25 04:00modify160.1092.63293.53291.132
652023.01.25 11:13sell170.1091.9570.0000.000
662023.01.25 11:13modify170.1091.95792.33291.132
672023.01.25 11:13sell180.1091.9570.0000.000
682023.01.25 11:13modify180.1091.95792.25791.132
692023.01.25 11:13modify160.1092.63292.25791.132
702023.01.25 11:13modify170.1091.95792.25791.132
712023.01.25 15:16sell190.1091.5070.0000.000
722023.01.25 15:16modify190.1091.50792.10791.132
732023.01.25 15:16modify180.1091.95792.10791.132
742023.01.25 15:16modify170.1091.95792.10791.132
752023.01.25 15:16modify160.1092.63292.10791.132
762023.01.25 19:20s/l160.1092.10792.10791.13235.6510735.83
772023.01.25 19:20s/l170.1092.10792.10791.132-10.1910725.64
782023.01.25 19:20s/l180.1092.10792.10791.132-10.1910715.45
792023.01.25 19:20s/l190.1092.10792.10791.132-40.7410674.71
802023.02.10 09:00buy200.1090.6450.0000.000
812023.02.10 09:00modify200.1090.64589.74592.145
822023.02.13 04:11buy210.1091.3200.0000.000
832023.02.13 04:11modify210.1091.32090.94592.145
842023.02.13 04:11buy220.1091.3200.0000.000
852023.02.13 04:11modify220.1091.32091.02092.145
862023.02.13 04:11modify200.1090.64591.02092.145
872023.02.13 04:11modify210.1091.32091.02092.145
882023.02.13 08:49buy230.1091.7700.0000.000
892023.02.13 08:49modify230.1091.77091.17092.145
902023.02.13 08:49modify220.1091.32091.17092.145
912023.02.13 08:49modify210.1091.32091.17092.145
922023.02.13 08:49modify200.1090.64591.17092.145
932023.02.13 14:43t/p200.1092.14591.17092.145102.3510777.06
942023.02.13 14:43t/p210.1092.14591.17092.14556.0310833.09
952023.02.13 14:43t/p220.1092.14591.17092.14556.0310889.12
962023.02.13 14:43t/p230.1092.14591.17092.14525.4710914.59
972023.03.14 14:00sell240.1090.0250.0000.000
982023.03.14 14:00modify240.1090.02590.92588.525
992023.03.15 09:38sell250.1089.3500.0000.000
1002023.03.15 09:38modify250.1089.35089.72588.525
1012023.03.15 09:38sell260.1089.3500.0000.000
1022023.03.15 09:38modify260.1089.35089.65088.525
1032023.03.15 09:38modify240.1090.02589.65088.525
1042023.03.15 09:38modify250.1089.35089.65088.525
1052023.03.15 10:29sell270.1088.8970.0000.000
1062023.03.15 10:29modify270.1088.89789.50088.525
1072023.03.15 10:29modify260.1089.35089.50088.525
1082023.03.15 10:29modify250.1089.35089.50088.525
1092023.03.15 10:29modify240.1090.02589.50088.525
1102023.03.15 12:04t/p240.1088.52589.50088.525101.0211015.61
1112023.03.15 12:04t/p250.1088.52589.50088.52556.0211071.63
1122023.03.15 12:04t/p260.1088.52589.50088.52556.0211127.65
1132023.03.15 12:04t/p270.1088.52589.50088.52525.2611152.91
1142023.03.17 13:00buy280.1088.5160.0000.000
1152023.03.17 13:00modify280.1088.51687.61690.016
1162023.03.20 00:48buy290.1089.1910.0000.000
1172023.03.20 00:48modify290.1089.19188.81690.016
1182023.03.20 00:48buy300.1089.1910.0000.000
1192023.03.20 00:48modify300.1089.19188.89190.016
1202023.03.20 00:48modify280.1088.51688.89190.016
1212023.03.20 00:48modify290.1089.19188.89190.016
1222023.03.20 01:36s/l280.1088.89188.89190.01625.9511178.86
1232023.03.20 01:36s/l290.1088.89188.89190.016-20.3711158.49
1242023.03.20 01:36s/l300.1088.89188.89190.016-20.3711138.12
1252023.03.20 07:00buy310.1087.5660.0000.000
1262023.03.20 07:00modify310.1087.56686.66689.066
1272023.03.20 12:55buy320.1088.2410.0000.000
1282023.03.20 12:55modify320.1088.24187.86689.066
1292023.03.20 12:55buy330.1088.2410.0000.000
1302023.03.20 12:55modify330.1088.24187.94189.066
1312023.03.20 12:55modify310.1087.56687.94189.066
1322023.03.20 12:55modify320.1088.24187.94189.066
1332023.03.20 13:07s/l310.1087.94187.94189.06625.4611163.58
1342023.03.20 13:07s/l320.1087.94187.94189.066-20.3811143.20
1352023.03.20 13:07s/l330.1087.94187.94189.066-20.3811122.82
1362023.03.24 02:00buy340.1087.1620.0000.000
1372023.03.24 02:00modify340.1087.16286.26288.662
1382023.03.24 09:45s/l340.1086.26286.26288.662-61.1211061.70
1392023.03.24 10:00buy350.1086.2390.0000.000
1402023.03.24 10:00modify350.1086.23985.33987.739
1412023.03.24 16:03buy360.1086.9150.0000.000
1422023.03.24 16:03modify360.1086.91586.53987.739
1432023.03.24 16:03buy370.1086.9150.0000.000
1442023.03.24 16:03modify370.1086.91586.61487.739
1452023.03.24 16:03modify350.1086.23986.61487.739
1462023.03.24 16:03modify360.1086.91586.61487.739
1472023.03.27 06:29buy380.1087.3640.0000.000
1482023.03.27 06:29modify380.1087.36486.76487.739
1492023.03.27 06:29modify370.1086.91586.76487.739
1502023.03.27 06:29modify360.1086.91586.76487.739
1512023.03.27 06:29modify350.1086.23986.76487.739
1522023.03.28 07:42t/p350.1087.73986.76487.739102.8311164.53
1532023.03.28 07:42t/p360.1087.73986.76487.73956.9211221.45
1542023.03.28 07:42t/p370.1087.73986.76487.73956.9211278.37
1552023.03.28 07:42t/p380.1087.73986.76487.73925.9511304.32
1562023.04.03 13:00sell390.1090.0110.0000.000
1572023.04.03 13:00modify390.1090.01190.91188.511
1582023.04.04 13:03sell400.1089.3360.0000.000
1592023.04.04 13:03modify400.1089.33689.71188.511
1602023.04.04 13:03sell410.1089.3360.0000.000
1612023.04.04 13:03modify410.1089.33689.63688.511
1622023.04.04 13:03modify390.1090.01189.63688.511
1632023.04.04 13:03modify400.1089.33689.63688.511
1642023.04.04 14:39sell420.1088.8850.0000.000
1652023.04.04 14:39modify420.1088.88589.48688.511
1662023.04.04 14:39modify410.1089.33689.48688.511
1672023.04.04 14:39modify400.1089.33689.48688.511
1682023.04.04 14:39modify390.1090.01189.48688.511
1692023.04.05 06:05t/p390.1088.51189.48688.511100.1811404.49
1702023.04.05 06:05t/p400.1088.51189.48688.51155.1811459.67
1712023.04.05 06:05t/p410.1088.51189.48688.51155.1811514.85
1722023.04.05 06:05t/p420.1088.51189.48688.51124.5511539.39
1732023.04.05 09:00buy430.1088.0330.0000.000
1742023.04.05 09:00modify430.1088.03387.13389.533
1752023.04.10 14:52buy440.1088.7100.0000.000
1762023.04.10 14:52modify440.1088.71088.33389.533
1772023.04.10 14:52buy450.1088.7100.0000.000
1782023.04.10 14:52modify450.1088.71088.40889.533
1792023.04.10 14:52modify430.1088.03388.40889.533
1802023.04.10 14:52modify440.1088.71088.40889.533
1812023.04.12 03:01buy460.1089.1590.0000.000
1822023.04.12 03:01modify460.1089.15988.55889.533
1832023.04.12 03:01modify450.1088.71088.55889.533
1842023.04.12 03:01modify440.1088.71088.55889.533
1852023.04.12 03:01modify430.1088.03388.55889.533
1862023.04.13 07:40t/p430.1089.53388.55889.533106.6711646.06
1872023.04.13 07:40t/p440.1089.53388.55889.53358.2911704.35
1882023.04.13 07:40t/p450.1089.53388.55889.53358.2911762.64
1892023.04.13 07:40t/p460.1089.53388.55889.53326.8411789.48
1902023.05.02 05:00sell470.1092.1710.0000.000
1912023.05.02 05:00modify470.1092.17193.07190.671
1922023.05.02 14:10sell480.1091.4960.0000.000
1932023.05.02 14:10modify480.1091.49691.87190.671
1942023.05.02 14:10sell490.1091.4960.0000.000
1952023.05.02 14:10modify490.1091.49691.79690.671
1962023.05.02 14:10modify470.1092.17191.79690.671
1972023.05.02 14:10modify480.1091.49691.79690.671
1982023.05.02 14:48sell500.1091.0460.0000.000
1992023.05.02 14:48modify500.1091.04691.64690.671
2002023.05.02 14:48modify490.1091.49691.64690.671
2012023.05.02 14:48modify480.1091.49691.64690.671
2022023.05.02 14:48modify470.1092.17191.64690.671
2032023.05.03 05:28t/p470.1090.67191.64690.671101.0311890.51
2042023.05.03 05:28t/p480.1090.67191.64690.67155.1911945.70
2052023.05.03 05:28t/p490.1090.67191.64690.67155.1912000.88
2062023.05.03 05:28t/p500.1090.67191.64690.67124.6312025.51
2072023.05.11 14:00buy510.1090.0140.0000.000
2082023.05.11 14:00modify510.1090.01489.11491.514
2092023.05.15 03:55buy520.1090.6890.0000.000
2102023.05.15 03:55modify520.1090.68990.31491.514
2112023.05.15 03:55buy530.1090.6890.0000.000
2122023.05.15 03:55modify530.1090.68990.38991.514
2132023.05.15 03:55modify510.1090.01490.38991.514
2142023.05.15 03:55modify520.1090.68990.38991.514
2152023.05.15 12:03buy540.1091.1420.0000.000
2162023.05.15 12:03modify540.1091.14290.53991.514
2172023.05.15 12:03modify530.1090.68990.53991.514
2182023.05.15 12:03modify520.1090.68990.53991.514
2192023.05.15 12:03modify510.1090.01490.53991.514
2202023.05.17 15:39t/p510.1091.51490.53991.514103.7812129.29
2212023.05.17 15:39t/p520.1091.51490.53991.51456.9812186.27
2222023.05.17 15:39t/p530.1091.51490.53991.51456.9812243.25
2232023.05.17 15:39t/p540.1091.51490.53991.51426.2212269.47
2242023.06.15 05:00sell550.1096.1660.0000.000
2252023.06.15 05:00modify550.1096.16697.06694.666
2262023.06.16 06:21s/l550.1097.06697.06694.666-61.9612207.51
2272023.06.28 02:00buy560.1095.4480.0000.000
2282023.06.28 02:00modify560.1095.44894.54896.948
2292023.06.30 13:50buy570.1096.1250.0000.000
2302023.06.30 13:50modify570.1096.12595.74896.948
2312023.06.30 13:50buy580.1096.1250.0000.000
2322023.06.30 13:50modify580.1096.12595.82396.948
2332023.06.30 13:50modify560.1095.44895.82396.948
2342023.06.30 13:50modify570.1096.12595.82396.948
2352023.07.03 14:58buy590.1096.5740.0000.000
2362023.07.03 14:58modify590.1096.57495.97396.948
2372023.07.03 14:58modify580.1096.12595.97396.948
2382023.07.03 14:58modify570.1096.12595.97396.948
2392023.07.03 14:58modify560.1095.44895.97396.948
2402023.07.06 00:55s/l560.1095.97395.97396.94840.4612247.97
2412023.07.06 00:55s/l570.1095.97395.97396.948-7.4412240.53
2422023.07.06 00:55s/l580.1095.97395.97396.948-7.4412233.09
2432023.07.06 00:55s/l590.1095.97395.97396.948-38.4112194.68
2442023.07.31 07:00sell600.1095.0320.0000.000
2452023.07.31 07:00modify600.1095.03295.93293.532
2462023.08.02 04:00sell610.1094.3570.0000.000
2472023.08.02 04:00modify610.1094.35794.73293.532
2482023.08.02 04:00sell620.1094.3570.0000.000
2492023.08.02 04:00modify620.1094.35794.65793.532
2502023.08.02 04:00modify600.1095.03294.65793.532
2512023.08.02 04:00modify610.1094.35794.65793.532
2522023.08.02 06:01sell630.1093.9070.0000.000
2532023.08.02 06:01modify630.1093.90794.50793.532
2542023.08.02 06:01modify620.1094.35794.50793.532
2552023.08.02 06:01modify610.1094.35794.50793.532
2562023.08.02 06:01modify600.1095.03294.50793.532
2572023.08.03 07:16t/p600.1093.53294.50793.53297.6512292.32
2582023.08.03 07:16t/p610.1093.53294.50793.53253.4912345.82
2592023.08.03 07:16t/p620.1093.53294.50793.53253.4912399.31
2602023.08.03 07:16t/p630.1093.53294.50793.53222.9312422.24
2612023.12.07 09:00buy640.1095.3700.0000.000
2622023.12.07 09:00modify640.1095.37094.47096.870
2632023.12.07 17:46s/l640.1094.47094.47096.870-61.1212361.12
2642023.12.19 09:00sell650.1097.2600.0000.000
2652023.12.19 09:00modify650.1097.26098.16095.760
2662023.12.20 22:58sell660.1096.5840.0000.000
2672023.12.20 22:58modify660.1096.58496.96095.760
2682023.12.20 22:58sell670.1096.5840.0000.000
2692023.12.20 22:58modify670.1096.58496.88595.760
2702023.12.20 22:58modify650.1097.26096.88595.760
2712023.12.20 22:58modify660.1096.58496.88595.760
2722023.12.22 14:35s/l650.1096.88596.88595.76021.2612382.38
2732023.12.22 14:35s/l660.1096.88596.88595.760-23.8112358.57
2742023.12.22 14:35s/l670.1096.88596.88595.760-23.8112334.76