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 23:00 (2023.03.01 - 2024.03.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 modelled157440Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1220.35Gross profit1624.88Gross loss-404.54
Profit factor4.02Expected payoff30.51
Absolute drawdown93.12Maximal drawdown202.67 (1.81%)Relative drawdown1.81% (202.67)
Total trades40Short positions (won %)14 (64.29%)Long positions (won %)26 (73.08%)
Profit trades (% of total)28 (70.00%)Loss trades (% of total)12 (30.00%)
Largestprofit trade106.32loss trade-56.97
Averageprofit trade58.03loss trade-33.71
Maximumconsecutive wins (profit in money)13 (739.73)consecutive losses (loss in money)4 (-93.61)
Maximalconsecutive profit (count of wins)739.73 (13)consecutive loss (count of losses)-93.61 (4)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.07 10:00buy10.1090.7190.0000.000
22023.03.07 10:00modify10.1090.71989.91992.219
32023.03.09 18:33s/l10.1089.91989.91992.219-51.799948.21
42023.03.15 15:00buy20.1087.9640.0000.000
52023.03.15 15:00modify20.1087.96487.16489.464
62023.03.16 16:50buy30.1088.8170.0000.000
72023.03.16 16:50modify30.1088.81788.33989.464
82023.03.16 16:50modify20.1087.96488.33989.464
92023.03.16 17:20buy40.1088.9650.0000.000
102023.03.16 17:20modify40.1088.96588.63989.464
112023.03.16 17:20modify30.1088.81788.63989.464
122023.03.16 17:20modify20.1087.96488.63989.464
132023.03.17 08:20t/p20.1089.46488.63989.464102.5510050.76
142023.03.17 08:20t/p30.1089.46488.63989.46443.8910094.66
152023.03.17 08:20t/p40.1089.46488.63989.46433.9610128.62
162023.04.21 08:00buy50.1089.5770.0000.000
172023.04.21 08:00modify50.1089.57788.77791.077
182023.04.25 13:50s/l50.1088.77788.77791.077-52.7310075.88
192023.04.25 19:00buy60.1088.4350.0000.000
202023.04.25 19:00modify60.1088.43587.63589.935
212023.04.28 04:27buy70.1089.1910.0000.000
222023.04.28 04:27modify70.1089.19188.66089.935
232023.04.28 04:27modify60.1088.43588.66089.935
242023.04.28 05:25buy80.1089.2740.0000.000
252023.04.28 05:25modify80.1089.27488.81089.935
262023.04.28 05:25modify70.1089.19188.81089.935
272023.04.28 05:25modify60.1088.43588.81089.935
282023.04.28 06:30buy90.1089.4100.0000.000
292023.04.28 06:30modify90.1089.41089.11089.935
302023.04.28 06:30modify80.1089.27489.11089.935
312023.04.28 06:30modify70.1089.19189.11089.935
322023.04.28 06:30modify60.1088.43589.11089.935
332023.04.28 14:15t/p60.1089.93589.11089.935103.0110178.90
342023.04.28 14:15t/p70.1089.93589.11089.93549.9210228.82
352023.04.28 14:15t/p80.1089.93589.11089.93544.3510273.17
362023.04.28 14:15t/p90.1089.93589.11089.93535.2310308.40
372023.05.01 05:00sell100.1090.8170.0000.000
382023.05.01 05:00modify100.1090.81791.61789.317
392023.05.02 04:40s/l100.1091.61791.61789.317-54.4810253.92
402023.05.31 08:00buy110.1090.5320.0000.000
412023.05.31 08:00modify110.1090.53289.73292.032
422023.06.01 15:50buy120.1091.2940.0000.000
432023.06.01 15:50modify120.1091.29490.75792.032
442023.06.01 15:50modify110.1090.53290.75792.032
452023.06.01 16:32buy130.1091.3700.0000.000
462023.06.01 16:32modify130.1091.37090.90792.032
472023.06.01 16:32modify120.1091.29490.90792.032
482023.06.01 16:32modify110.1090.53290.90792.032
492023.06.02 09:15t/p110.1092.03290.90792.032102.5510356.47
502023.06.02 09:15t/p120.1092.03290.90792.03250.0010406.47
512023.06.02 09:15t/p130.1092.03290.90792.03244.9010451.37
522023.07.26 11:00buy140.1094.9120.0000.000
532023.07.26 11:00modify140.1094.91294.11296.412
542023.07.27 17:20s/l140.1094.11294.11296.412-52.2610399.11
552023.07.31 12:00sell150.1095.3930.0000.000
562023.07.31 12:00modify150.1095.39396.19393.893
572023.08.01 08:37sell160.1094.5590.0000.000
582023.08.01 08:37modify160.1094.55995.01893.893
592023.08.01 08:37modify150.1095.39395.01893.893
602023.08.01 09:45sell170.1094.6350.0000.000
612023.08.01 09:45modify170.1094.63595.16893.893
622023.08.01 09:47modify170.1094.63595.01893.893
632023.08.02 03:25sell180.1094.4080.0000.000
642023.08.02 03:25modify180.1094.40894.71893.893
652023.08.02 03:25modify160.1094.55994.71893.893
662023.08.02 03:25modify170.1094.63594.71893.893
672023.08.02 03:25modify150.1095.39394.71893.893
682023.08.02 06:15t/p150.1093.89394.71893.89398.9410498.05
692023.08.02 06:15t/p160.1093.89394.71893.89343.8410541.89
702023.08.02 06:15t/p170.1093.89394.71893.89348.9310590.82
712023.08.02 06:15t/p180.1093.89394.71893.89334.5410625.36
722023.09.05 09:00buy190.1093.7730.0000.000
732023.09.05 09:00modify190.1093.77392.97395.273
742023.09.12 06:45buy200.1094.5300.0000.000
752023.09.12 06:45modify200.1094.53093.99895.273
762023.09.12 06:45modify190.1093.77393.99895.273
772023.09.12 23:33buy210.1094.6080.0000.000
782023.09.12 23:33modify210.1094.60894.14895.273
792023.09.12 23:33modify200.1094.53094.14895.273
802023.09.12 23:33modify190.1093.77394.14895.273
812023.09.13 14:50buy220.1094.7650.0000.000
822023.09.13 14:50modify220.1094.76594.44895.273
832023.09.13 14:50modify210.1094.60894.44895.273
842023.09.13 14:50modify200.1094.53094.44895.273
852023.09.13 14:50modify190.1093.77394.44895.273
862023.09.15 02:50t/p190.1095.27394.44895.273106.3210731.69
872023.09.15 02:50t/p200.1095.27394.44895.27352.2110783.90
882023.09.15 02:50t/p210.1095.27394.44895.27346.9810830.89
892023.09.15 02:50t/p220.1095.27394.44895.27335.9810866.87
902023.09.29 05:00sell230.1096.4330.0000.000
912023.09.29 05:00modify230.1096.43397.23394.933
922023.10.02 05:50sell240.1095.6710.0000.000
932023.10.02 05:50modify240.1095.67196.20894.933
942023.10.02 05:50modify230.1096.43396.20894.933
952023.10.02 13:45sell250.1095.6020.0000.000
962023.10.02 13:45modify250.1095.60296.05894.933
972023.10.02 13:45modify240.1095.67196.05894.933
982023.10.02 13:45modify230.1096.43396.05894.933
992023.10.02 14:55sell260.1095.4400.0000.000
1002023.10.02 14:55modify260.1095.44095.75894.933
1012023.10.02 14:55modify250.1095.60295.75894.933
1022023.10.02 14:55modify240.1095.67195.75894.933
1032023.10.02 14:55modify230.1096.43395.75894.933
1042023.10.03 04:15t/p230.1094.93395.75894.93398.9310965.80
1052023.10.03 04:15t/p240.1094.93395.75894.93348.6611014.46
1062023.10.03 04:15t/p250.1094.93395.75894.93344.0311058.49
1072023.10.03 04:15t/p260.1094.93395.75894.93333.1711091.66
1082023.10.12 20:00buy270.1094.6220.0000.000
1092023.10.12 20:00modify270.1094.62293.82296.122
1102023.10.17 15:16buy280.1095.3860.0000.000
1112023.10.17 15:16modify280.1095.38694.84796.122
1122023.10.17 15:16modify270.1094.62294.84796.122
1132023.10.17 16:52buy290.1095.4510.0000.000
1142023.10.17 16:52modify290.1095.45194.99796.122
1152023.10.17 16:52modify280.1095.38694.99796.122
1162023.10.17 16:52modify270.1094.62294.99796.122
1172023.10.18 05:45buy300.1095.6140.0000.000
1182023.10.18 05:45modify300.1095.61495.29796.122
1192023.10.18 05:45modify290.1095.45195.29796.122
1202023.10.18 05:45modify280.1095.38695.29796.122
1212023.10.18 05:45modify270.1094.62295.29796.122
1222023.10.18 11:20s/l270.1095.29795.29796.12247.1811138.84
1232023.10.18 11:20s/l280.1095.29795.29796.122-5.5111133.33
1242023.10.18 11:20s/l290.1095.29795.29796.122-9.8711123.46
1252023.10.18 11:20s/l300.1095.29795.29796.122-21.2711102.19
1262023.10.31 11:00sell310.1095.9490.0000.000
1272023.10.31 11:00modify310.1095.94996.74994.449
1282023.11.02 00:02s/l310.1096.74996.74994.449-56.9711045.22
1292023.11.07 06:00buy320.1096.7780.0000.000
1302023.11.07 06:00modify320.1096.77895.97898.278
1312023.11.14 14:25buy330.1097.5540.0000.000
1322023.11.14 14:25modify330.1097.55497.00398.278
1332023.11.14 14:25modify320.1096.77897.00398.278
1342023.11.14 14:40buy340.1097.6100.0000.000
1352023.11.14 14:40modify340.1097.61097.15398.278
1362023.11.14 14:40modify330.1097.55497.15398.278
1372023.11.14 14:40modify320.1096.77897.15398.278
1382023.11.14 15:47buy350.1097.7650.0000.000
1392023.11.14 15:47modify350.1097.76597.45398.278
1402023.11.14 15:47modify340.1097.61097.45398.278
1412023.11.14 15:47modify330.1097.55497.45398.278
1422023.11.14 15:47modify320.1096.77897.45398.278
1432023.11.15 14:37t/p320.1098.27897.45398.278104.4311149.66
1442023.11.15 14:37t/p330.1098.27897.45398.27849.0511198.71
1452023.11.15 14:37t/p340.1098.27897.45398.27845.2911244.00
1462023.11.15 14:37t/p350.1098.27897.45398.27834.8911278.90
1472023.12.07 12:00buy360.1095.2420.0000.000
1482023.12.07 12:00modify360.1095.24294.44296.742
1492023.12.07 17:45s/l360.1094.44294.44296.742-53.6811225.22
1502023.12.19 12:00sell370.1097.4830.0000.000
1512023.12.19 12:00modify370.1097.48398.28395.983
1522023.12.20 20:25sell380.1096.7310.0000.000
1532023.12.20 20:25modify380.1096.73197.25895.983
1542023.12.20 20:25modify370.1097.48397.25895.983
1552023.12.20 20:50sell390.1096.6580.0000.000
1562023.12.20 20:50modify390.1096.65897.10895.983
1572023.12.20 20:50modify380.1096.73197.10895.983
1582023.12.20 20:50modify370.1097.48397.10895.983
1592023.12.20 22:42sell400.1096.4980.0000.000
1602023.12.20 22:42modify400.1096.49896.80895.983
1612023.12.20 22:42modify390.1096.65896.80895.983
1622023.12.20 22:42modify380.1096.73196.80895.983
1632023.12.20 22:42modify370.1097.48396.80895.983
1642023.12.22 13:20s/l370.1096.80896.80895.98341.1111266.33
1652023.12.22 13:20s/l380.1096.80896.80895.983-8.4911257.84
1662023.12.22 13:20s/l390.1096.80896.80895.983-13.3811244.46
1672023.12.22 13:20s/l400.1096.80896.80895.983-24.1111220.35