Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=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=3; 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 test7247Ticks modelled13494Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1616.43Gross profit3486.13Gross loss-1869.70
Profit factor1.86Expected payoff15.39
Absolute drawdown25.59Maximal drawdown384.99 (3.31%)Relative drawdown3.31% (384.99)
Total trades105Short positions (won %)52 (53.85%)Long positions (won %)53 (69.81%)
Profit trades (% of total)65 (61.90%)Loss trades (% of total)40 (38.10%)
Largestprofit trade109.15loss trade-111.41
Averageprofit trade53.63loss trade-46.74
Maximumconsecutive wins (profit in money)8 (482.08)consecutive losses (loss in money)3 (-239.50)
Maximalconsecutive profit (count of wins)482.08 (8)consecutive loss (count of losses)-239.50 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.01 03:00sell10.1091.8890.0000.000
22023.03.01 03:00modify10.1091.88993.38990.389
32023.03.07 08:00sell20.1091.0380.0000.000
42023.03.07 08:00modify20.1091.03891.51490.389
52023.03.07 08:00modify10.1091.88991.51490.389
62023.03.07 09:00sell30.1090.6700.0000.000
72023.03.07 09:00modify30.1090.67091.36490.389
82023.03.07 09:00modify20.1091.03891.36490.389
92023.03.07 09:00modify10.1091.88991.36490.389
102023.03.07 16:00t/p10.1090.38991.36490.38995.6310095.63
112023.03.07 16:00t/p20.1090.38991.36490.38943.5310139.16
122023.03.07 16:00t/p30.1090.38991.36490.38918.8510158.01
132023.03.08 05:00sell40.1090.8300.0000.000
142023.03.08 05:00modify40.1090.83092.33089.330
152023.03.09 09:00sell50.1090.2020.0000.000
162023.03.09 09:00modify50.1090.20290.75589.330
172023.03.09 09:00modify40.1090.83090.75589.330
182023.03.10 03:00t/p40.1089.33090.75589.33097.3010255.31
192023.03.10 03:00t/p50.1089.33090.75589.33057.6710312.98
202023.03.10 05:00sell60.1090.1160.0000.000
212023.03.10 05:00modify60.1090.11691.61688.616
222023.03.10 15:00sell70.1089.2620.0000.000
232023.03.10 15:00modify70.1089.26289.74188.616
242023.03.10 15:00modify60.1090.11689.74188.616
252023.03.12 22:00t/p60.1088.61689.74188.616100.6210413.60
262023.03.12 22:00t/p70.1088.61689.74188.61643.3310456.93
272023.03.13 03:00sell80.1089.2210.0000.000
282023.03.13 03:00modify80.1089.22190.72187.721
292023.03.13 12:00sell90.1088.3710.0000.000
302023.03.13 12:00modify90.1088.37188.84687.721
312023.03.13 12:00modify80.1089.22188.84687.721
322023.03.13 15:00s/l80.1088.84688.84687.72125.1510482.08
332023.03.13 15:00s/l90.1088.84688.84687.721-31.8610450.22
342023.03.14 06:00sell100.1089.0530.0000.000
352023.03.14 06:00modify100.1089.05390.55387.553
362023.03.15 17:00t/p100.1087.55390.55387.55399.7810550.00
372023.03.16 08:00sell110.1088.6370.0000.000
382023.03.16 08:00modify110.1088.63790.13787.137
392023.03.21 15:00sell120.1087.7830.0000.000
402023.03.21 15:00modify120.1087.78388.26287.137
412023.03.21 15:00modify110.1088.63788.26287.137
422023.03.21 18:00s/l110.1088.26288.26287.13722.6610572.66
432023.03.21 18:00s/l120.1088.26288.26287.137-32.1310540.53
442023.03.22 04:00sell130.1088.5750.0000.000
452023.03.22 04:00modify130.1088.57590.07587.075
462023.03.22 20:00sell140.1087.7340.0000.000
472023.03.22 20:00modify140.1087.73488.20087.075
482023.03.22 20:00modify130.1088.57588.20087.075
492023.03.23 06:00s/l130.1088.20088.20087.07522.6610563.19
502023.03.23 06:00s/l140.1088.20088.20087.075-33.7510529.44
512023.03.24 09:00buy150.1086.7620.0000.000
522023.03.24 09:00modify150.1086.76285.26288.262
532023.03.27 16:00buy160.1087.3670.0000.000
542023.03.27 16:00modify160.1087.36786.83788.262
552023.03.27 16:00modify150.1086.76286.83788.262
562023.03.29 01:00buy170.1087.9870.0000.000
572023.03.29 01:00modify170.1087.98787.28788.262
582023.03.29 01:00modify160.1087.36787.28788.262
592023.03.29 01:00modify150.1086.76287.28788.262
602023.03.29 03:00t/p150.1088.26287.28788.262102.0510631.49
612023.03.29 03:00t/p160.1088.26287.28788.26261.0010692.49
622023.03.29 03:00t/p170.1088.26287.28788.26218.4510710.94
632023.03.29 13:00sell180.1088.4680.0000.000
642023.03.29 13:00modify180.1088.46889.96886.968
652023.04.03 13:00s/l180.1089.96889.96886.968-104.7710606.17
662023.04.04 04:00sell190.1090.0640.0000.000
672023.04.04 04:00modify190.1090.06491.56488.564
682023.04.05 06:00t/p190.1088.56491.56488.56499.7910705.96
692023.04.05 06:00buy200.1088.5780.0000.000
702023.04.05 06:00modify200.1088.57887.07890.078
712023.04.12 08:00buy210.1089.1950.0000.000
722023.04.12 08:00modify210.1089.19588.65390.078
732023.04.12 08:00modify200.1088.57888.65390.078
742023.04.13 07:00buy220.1089.4120.0000.000
752023.04.13 07:00modify220.1089.41288.95390.078
762023.04.13 07:00modify210.1089.19588.95390.078
772023.04.13 07:00modify200.1088.57888.95390.078
782023.04.13 18:00t/p200.1090.07888.95390.078105.3610811.31
792023.04.13 18:00t/p210.1090.07888.95390.07860.6610871.97
802023.04.13 18:00t/p220.1090.07888.95390.07844.6810916.65
812023.04.14 08:00buy230.1089.6400.0000.000
822023.04.14 08:00modify230.1089.64088.14091.140
832023.04.18 17:00buy240.1090.2660.0000.000
842023.04.18 17:00modify240.1090.26689.71591.140
852023.04.18 17:00modify230.1089.64089.71591.140
862023.04.20 06:00buy250.1090.4670.0000.000
872023.04.20 06:00modify250.1090.46790.01591.140
882023.04.20 06:00modify240.1090.26690.01591.140
892023.04.20 06:00modify230.1089.64090.01591.140
902023.04.21 02:00s/l230.1090.01590.01591.14028.4610945.11
912023.04.21 02:00s/l240.1090.01590.01591.140-14.4810930.64
922023.04.21 02:00s/l250.1090.01590.01591.140-29.8610900.78
932023.04.21 15:00sell260.1089.8360.0000.000
942023.04.21 15:00modify260.1089.83691.33688.336
952023.04.25 10:00sell270.1089.2200.0000.000
962023.04.25 10:00modify270.1089.22089.76188.336
972023.04.25 10:00modify260.1089.83689.76188.336
982023.04.25 19:00t/p260.1088.33689.76188.33698.9610999.74
992023.04.25 19:00t/p270.1088.33689.76188.33659.3011059.04
1002023.04.26 04:00buy280.1088.2440.0000.000
1012023.04.26 04:00modify280.1088.24486.74489.744
1022023.04.27 19:00buy290.1088.8630.0000.000
1032023.04.27 19:00modify290.1088.86388.31989.744
1042023.04.27 19:00modify280.1088.24488.31989.744
1052023.04.28 15:00t/p280.1089.74488.31989.744102.5211161.56
1062023.04.28 15:00t/p290.1089.74488.31989.74459.5711221.13
1072023.05.01 13:00sell300.1091.1030.0000.000
1082023.05.01 13:00modify300.1091.10392.60389.603
1092023.05.03 23:00t/p300.1089.60392.60389.60398.9511320.08
1102023.05.04 05:00sell310.1090.0560.0000.000
1112023.05.04 05:00modify310.1090.05691.55688.556
1122023.05.08 08:00s/l310.1091.55691.55688.556-102.2811217.80
1132023.05.09 07:00buy320.1091.2900.0000.000
1142023.05.09 07:00modify320.1091.29089.79092.790
1152023.05.18 20:00buy330.1091.9030.0000.000
1162023.05.18 20:00modify330.1091.90391.36592.790
1172023.05.18 20:00modify320.1091.29091.36592.790
1182023.05.22 16:00buy340.1092.1410.0000.000
1192023.05.22 16:00modify340.1092.14191.66592.790
1202023.05.22 16:00modify330.1091.90391.66592.790
1212023.05.22 16:00modify320.1091.29091.66592.790
1222023.05.23 09:00s/l320.1091.66591.66592.79031.7811249.58
1232023.05.23 09:00s/l330.1091.66591.66592.790-14.5511235.03
1242023.05.23 09:00s/l340.1091.66591.66592.790-31.4611203.57
1252023.05.24 03:00buy350.1091.3580.0000.000
1262023.05.24 03:00modify350.1091.35889.85892.858
1272023.06.05 02:00buy360.1092.5870.0000.000
1282023.06.05 02:00modify360.1092.58791.88392.858
1292023.06.05 02:00modify350.1091.35891.88392.858
1302023.06.06 05:00t/p350.1092.85891.88392.858106.7911310.36
1312023.06.06 05:00t/p360.1092.85891.88392.85818.6511329.01
1322023.06.06 05:00sell370.1092.9420.0000.000
1332023.06.06 05:00modify370.1092.94294.44291.442
1342023.06.12 08:00s/l370.1094.44294.44291.442-105.5911223.42
1352023.06.12 08:00sell380.1094.3300.0000.000
1362023.06.12 08:00modify380.1094.33095.83092.830
1372023.06.15 04:00s/l380.1095.83095.83092.830-104.7611118.66
1382023.06.15 13:00buy390.1095.8480.0000.000
1392023.06.15 13:00modify390.1095.84894.34897.348
1402023.06.16 16:00t/p390.1097.34894.34897.348101.1011219.77
1412023.06.19 03:00buy400.1097.2000.0000.000
1422023.06.19 03:00modify400.1097.20095.70098.700
1432023.06.20 15:00s/l400.1095.70095.70098.700-100.1711119.60
1442023.06.21 04:00sell410.1096.1890.0000.000
1452023.06.21 04:00modify410.1096.18997.68994.689
1462023.06.23 13:00sell420.1095.3600.0000.000
1472023.06.23 13:00modify420.1095.36095.81494.689
1482023.06.23 13:00modify410.1096.18995.81494.689
1492023.06.23 15:00s/l410.1095.81495.81494.68921.8311141.43
1502023.06.23 15:00s/l420.1095.81495.81494.689-30.4511110.98
1512023.06.23 15:00sell430.1095.9710.0000.000
1522023.06.23 15:00modify430.1095.97197.47194.471
1532023.06.28 19:00sell440.1095.3510.0000.000
1542023.06.28 19:00modify440.1095.35195.89694.471
1552023.06.28 19:00modify430.1095.97195.89694.471
1562023.06.29 15:00s/l430.1095.89695.89694.4710.0511111.03
1572023.06.29 15:00s/l440.1095.89695.89694.471-39.0511071.98
1582023.06.29 15:00sell450.1095.8750.0000.000
1592023.06.29 15:00modify450.1095.87597.37594.375
1602023.07.07 06:00sell460.1095.2560.0000.000
1612023.07.07 06:00modify460.1095.25695.80094.375
1622023.07.07 06:00modify450.1095.87595.80094.375
1632023.07.07 12:00sell470.1095.0430.0000.000
1642023.07.07 12:00modify470.1095.04395.50094.375
1652023.07.07 12:00modify460.1095.25695.50094.375
1662023.07.07 12:00modify450.1095.87595.50094.375
1672023.07.10 02:00s/l450.1095.50095.50094.37517.6811089.66
1682023.07.10 02:00s/l460.1095.50095.50094.375-17.2011072.46
1692023.07.10 02:00s/l470.1095.50095.50094.375-31.4911040.97
1702023.07.10 03:00sell480.1095.3850.0000.000
1712023.07.10 03:00modify480.1095.38596.88593.885
1722023.07.11 08:00t/p480.1093.88596.88593.88599.7811140.75
1732023.07.11 08:00buy490.1093.8030.0000.000
1742023.07.11 08:00modify490.1093.80392.30395.303
1752023.07.13 04:00buy500.1094.4200.0000.000
1762023.07.13 04:00modify500.1094.42093.87895.303
1772023.07.13 04:00modify490.1093.80393.87895.303
1782023.07.13 11:00buy510.1095.0320.0000.000
1792023.07.13 11:00modify510.1095.03294.32895.303
1802023.07.13 11:00modify500.1094.42094.32895.303
1812023.07.13 11:00modify490.1093.80394.32895.303
1822023.07.13 15:00t/p490.1095.30394.32895.303102.5211243.27
1832023.07.13 15:00t/p500.1095.30394.32895.30359.2411302.51
1842023.07.13 15:00t/p510.1095.30394.32895.30318.1811320.69
1852023.07.14 10:00sell520.1095.1740.0000.000
1862023.07.14 10:00modify520.1095.17496.67493.674
1872023.07.17 09:00sell530.1094.3280.0000.000
1882023.07.17 09:00modify530.1094.32894.79993.674
1892023.07.17 09:00modify520.1095.17494.79993.674
1902023.07.17 14:00s/l520.1094.79994.79993.67424.3211345.01
1912023.07.17 14:00s/l530.1094.79994.79993.674-31.6011313.41
1922023.07.17 14:00sell540.1094.7230.0000.000
1932023.07.17 14:00modify540.1094.72396.22393.223
1942023.07.27 18:00sell550.1093.8740.0000.000
1952023.07.27 18:00modify550.1093.87494.34893.223
1962023.07.27 18:00modify540.1094.72394.34893.223
1972023.07.27 20:00t/p540.1093.22394.34893.22390.6611404.07
1982023.07.27 20:00t/p550.1093.22394.34893.22343.6711447.74
1992023.07.28 10:00buy560.1092.7040.0000.000
2002023.07.28 10:00modify560.1092.70491.20494.204
2012023.07.31 02:00t/p560.1094.20491.20494.204101.1011548.85
2022023.08.01 05:00buy570.1095.3000.0000.000
2032023.08.01 05:00modify570.1095.30093.80096.800
2042023.08.02 07:00s/l570.1093.80093.80096.800-100.1711448.68
2052023.08.02 12:00buy580.1093.9390.0000.000
2062023.08.02 12:00modify580.1093.93992.43995.439
2072023.08.15 03:00buy590.1094.5420.0000.000
2082023.08.15 03:00modify590.1094.54294.01495.439
2092023.08.15 03:00modify580.1093.93994.01495.439
2102023.08.15 15:00s/l580.1094.01494.01495.43911.1811459.86
2112023.08.15 15:00s/l590.1094.01494.01495.439-35.4211424.44
2122023.08.16 08:00sell600.1094.1330.0000.000
2132023.08.16 08:00modify600.1094.13395.63392.633
2142023.08.17 08:00sell610.1093.5120.0000.000
2152023.08.17 08:00modify610.1093.51294.05892.633
2162023.08.17 08:00modify600.1094.13394.05892.633
2172023.08.17 20:00sell620.1093.2980.0000.000
2182023.08.17 20:00modify620.1093.29893.75892.633
2192023.08.17 20:00modify610.1093.51293.75892.633
2202023.08.17 20:00modify600.1094.13393.75892.633
2212023.08.21 13:00s/l600.1093.75893.75892.63321.0011445.44
2222023.08.21 13:00s/l610.1093.75893.75892.633-18.1611427.28
2232023.08.21 13:00s/l620.1093.75893.75892.633-32.5211394.76
2242023.08.22 12:00sell630.1094.0160.0000.000
2252023.08.22 12:00modify630.1094.01695.51692.516
2262023.08.23 10:00sell640.1093.3910.0000.000
2272023.08.23 10:00modify640.1093.39193.94192.516
2282023.08.23 10:00modify630.1094.01693.94192.516
2292023.08.24 02:00s/l630.1093.94193.94192.5161.7111396.47
2302023.08.24 02:00s/l640.1093.94193.94192.516-39.3911357.08
2312023.08.24 05:00sell650.1094.1400.0000.000
2322023.08.24 05:00modify650.1094.14095.64092.640
2332023.08.25 05:00sell660.1093.5290.0000.000
2342023.08.25 05:00modify660.1093.52994.06592.640
2352023.08.25 05:00modify650.1094.14094.06592.640
2362023.08.28 01:00s/l650.1094.06594.06592.6403.3711360.45
2372023.08.28 01:00s/l660.1094.06594.06592.640-36.7811323.67
2382023.08.28 10:00buy670.1093.9000.0000.000
2392023.08.28 10:00modify670.1093.90092.40095.400
2402023.08.31 13:00buy680.1094.7390.0000.000
2412023.08.31 13:00modify680.1094.73994.27595.400
2422023.08.31 13:00modify670.1093.90094.27595.400
2432023.08.31 15:00s/l670.1094.27594.27595.40027.5211351.19
2442023.08.31 15:00s/l680.1094.27594.27595.400-31.1311320.06
2452023.08.31 15:00buy690.1094.3260.0000.000
2462023.08.31 15:00modify690.1094.32692.82695.826
2472023.09.14 11:00buy700.1094.9370.0000.000
2482023.09.14 11:00modify700.1094.93794.40195.826
2492023.09.14 11:00modify690.1094.32694.40195.826
2502023.09.18 04:00buy710.1095.1630.0000.000
2512023.09.18 04:00modify710.1095.16394.70195.826
2522023.09.18 04:00modify700.1094.93794.70195.826
2532023.09.18 04:00modify690.1094.32694.70195.826
2542023.09.19 15:00buy720.1095.5420.0000.000
2552023.09.19 15:00modify720.1095.54294.85195.826
2562023.09.19 15:00modify710.1095.16394.85195.826
2572023.09.19 15:00modify700.1094.93794.85195.826
2582023.09.19 15:00modify690.1094.32694.85195.826
2592023.09.20 11:00t/p690.1095.82694.85195.826109.1511429.21
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