Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolUSDJPY (US 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=0; 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 test7248Ticks modelled157676Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1500.92Gross profit1985.45Gross loss-484.54
Profit factor4.10Expected payoff26.33
Absolute drawdown97.98Maximal drawdown204.76 (1.76%)Relative drawdown1.76% (204.76)
Total trades57Short positions (won %)24 (75.00%)Long positions (won %)33 (72.73%)
Profit trades (% of total)42 (73.68%)Loss trades (% of total)15 (26.32%)
Largestprofit trade92.90loss trade-101.10
Averageprofit trade47.27loss trade-32.30
Maximumconsecutive wins (profit in money)15 (822.80)consecutive losses (loss in money)3 (-128.09)
Maximalconsecutive profit (count of wins)822.80 (15)consecutive loss (count of losses)-128.09 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.14 06:00sell10.10133.8400.0000.000
22023.03.14 06:00modify10.10133.840135.240132.640
32023.03.15 12:27sell20.10133.1020.0000.000
42023.03.15 12:27modify20.10133.102133.540132.640
52023.03.15 12:27modify10.10133.840133.540132.640
62023.03.15 12:32sell30.10133.0490.0000.000
72023.03.15 12:32modify30.10133.049133.300132.640
82023.03.15 12:32modify20.10133.102133.300132.640
92023.03.15 12:32modify10.10133.840133.300132.640
102023.03.15 12:50t/p10.10132.640133.300132.64088.8910088.89
112023.03.15 12:50t/p20.10132.640133.300132.64034.8510123.74
122023.03.15 12:50t/p30.10132.640133.300132.64030.8510154.59
132023.03.21 13:00sell40.10132.2330.0000.000
142023.03.21 13:00modify40.10132.233133.633131.033
152023.03.22 20:07t/p40.10131.033133.633131.03389.9410244.54
162023.03.24 06:00buy50.10130.1540.0000.000
172023.03.24 06:00modify50.10130.154128.754131.354
182023.03.24 16:10buy60.10130.6980.0000.000
192023.03.24 16:10modify60.10130.698130.394131.354
202023.03.24 16:10modify50.10130.154130.394131.354
212023.03.24 18:20buy70.10130.8890.0000.000
222023.03.24 18:20modify70.10130.889130.454131.354
232023.03.24 18:20modify60.10130.698130.454131.354
242023.03.24 18:20modify50.10130.154130.454131.354
252023.03.27 05:45buy80.10130.9340.0000.000
262023.03.27 05:45modify80.10130.934130.694131.354
272023.03.27 05:45modify70.10130.889130.694131.354
282023.03.27 05:45modify60.10130.698130.694131.354
292023.03.27 05:45modify50.10130.154130.694131.354
302023.03.27 07:07t/p50.10131.354130.694131.35492.4710337.00
312023.03.27 07:07t/p60.10131.354130.694131.35451.0510388.05
322023.03.27 07:07t/p70.10131.354130.694131.35436.5110424.55
332023.03.27 07:07t/p80.10131.354130.694131.35431.9710456.52
342023.04.10 09:00buy90.10132.1070.0000.000
352023.04.10 09:00modify90.10132.107130.707133.307
362023.04.10 11:27buy100.10132.6630.0000.000
372023.04.10 11:27modify100.10132.663132.347133.307
382023.04.10 11:27modify90.10132.107132.347133.307
392023.04.10 11:40buy110.10132.8330.0000.000
402023.04.10 11:40modify110.10132.833132.407133.307
412023.04.10 11:40modify100.10132.663132.407133.307
422023.04.10 11:40modify90.10132.107132.407133.307
432023.04.10 11:46buy120.10132.8970.0000.000
442023.04.10 11:46modify120.10132.897132.647133.307
452023.04.10 11:46modify110.10132.833132.647133.307
462023.04.10 11:46modify100.10132.663132.647133.307
472023.04.10 11:46modify90.10132.107132.647133.307
482023.04.10 12:50t/p90.10133.307132.647133.30789.9910546.51
492023.04.10 12:50t/p100.10133.307132.647133.30748.3010594.81
502023.04.10 12:50t/p110.10133.307132.647133.30735.5510630.36
512023.04.10 12:50t/p120.10133.307132.647133.30730.7510661.11
522023.05.01 05:00sell130.10136.8500.0000.000
532023.05.01 05:00modify130.10136.850138.250135.650
542023.05.03 01:15sell140.10136.2930.0000.000
552023.05.03 01:15modify140.10136.293136.610135.650
562023.05.03 01:15modify130.10136.850136.610135.650
572023.05.03 02:22sell150.10136.0430.0000.000
582023.05.03 02:22modify150.10136.043136.310135.650
592023.05.03 02:22modify140.10136.293136.310135.650
602023.05.03 02:22modify130.10136.850136.310135.650
612023.05.03 08:20t/p130.10135.650136.310135.65085.2610746.37
622023.05.03 08:20t/p140.10135.650136.310135.65047.4410793.81
632023.05.03 08:20t/p150.10135.650136.310135.65028.9910822.80
642023.05.03 14:00buy160.10135.4630.0000.000
652023.05.03 14:00modify160.10135.463134.063136.663
662023.05.04 14:15s/l160.10134.063134.063136.663-101.1010721.70
672023.05.05 14:00sell170.10134.8380.0000.000
682023.05.05 14:00modify170.10134.838136.238133.638
692023.05.10 13:10sell180.10134.2870.0000.000
702023.05.10 13:10modify180.10134.287134.598133.638
712023.05.10 13:10modify170.10134.838134.598133.638
722023.05.10 13:20s/l170.10134.598134.598133.63812.9210734.61
732023.05.10 13:20s/l180.10134.598134.598133.638-23.1010711.51
742023.05.10 14:00buy190.10134.4510.0000.000
752023.05.10 14:00modify190.10134.451133.051135.651
762023.05.12 12:03buy200.10135.0110.0000.000
772023.05.12 12:03modify200.10135.011134.691135.651
782023.05.12 12:03modify190.10134.451134.691135.651
792023.05.12 14:27buy210.10135.1740.0000.000
802023.05.12 14:27modify210.10135.174134.751135.651
812023.05.12 14:27modify200.10135.011134.751135.651
822023.05.12 14:27modify190.10134.451134.751135.651
832023.05.12 14:40buy220.10135.2420.0000.000
842023.05.12 14:40modify220.10135.242134.991135.651
852023.05.12 14:40modify210.10135.174134.991135.651
862023.05.12 14:40modify200.10135.011134.991135.651
872023.05.12 14:40modify190.10134.451134.991135.651
882023.05.12 16:15t/p190.10135.651134.991135.65192.9010804.42
892023.05.12 16:15t/p200.10135.651134.991135.65147.1710851.59
902023.05.12 16:15t/p210.10135.651134.991135.65135.1510886.74
912023.05.12 16:15t/p220.10135.651134.991135.65130.1410916.88
922023.06.09 10:00sell230.10139.6450.0000.000
932023.06.09 10:00modify230.10139.645141.045138.445
942023.06.12 10:16sell240.10139.0880.0000.000
952023.06.12 10:16modify240.10139.088139.405138.445
962023.06.12 10:16modify230.10139.645139.405138.445
972023.06.12 11:45s/l230.10139.405139.405138.44515.5810932.46
982023.06.12 11:45s/l240.10139.405139.405138.445-22.7410909.72
992023.06.15 09:00sell250.10141.2680.0000.000
1002023.06.15 09:00modify250.10141.268142.668140.068
1012023.06.15 12:55sell260.10140.7110.0000.000
1022023.06.15 12:55modify260.10140.711141.028140.068
1032023.06.15 12:55modify250.10141.268141.028140.068
1042023.06.15 13:15sell270.10140.5450.0000.000
1052023.06.15 13:15modify270.10140.545140.968140.068
1062023.06.15 13:15modify260.10140.711140.968140.068
1072023.06.15 13:15modify250.10141.268140.968140.068
1082023.06.15 13:45sell280.10140.4840.0000.000
1092023.06.15 13:45modify280.10140.484140.728140.068
1102023.06.15 13:45modify270.10140.545140.728140.068
1112023.06.15 13:45modify260.10140.711140.728140.068
1122023.06.15 13:45modify250.10141.268140.728140.068
1132023.06.16 00:20t/p250.10140.068140.728140.06884.0510993.77
1142023.06.16 00:20t/p260.10140.068140.728140.06844.2711038.05
1152023.06.16 00:20t/p270.10140.068140.728140.06832.4211070.47
1162023.06.16 00:20t/p280.10140.068140.728140.06828.0611098.53
1172023.07.10 04:00sell290.10142.7720.0000.000
1182023.07.10 04:00modify290.10142.772144.172141.572
1192023.07.10 13:10sell300.10142.2070.0000.000
1202023.07.10 13:10modify300.10142.207142.532141.572
1212023.07.10 13:10modify290.10142.772142.532141.572
1222023.07.10 13:15sell310.10142.0500.0000.000
1232023.07.10 13:15modify310.10142.050142.472141.572
1242023.07.10 13:15modify300.10142.207142.472141.572
1252023.07.10 13:15modify290.10142.772142.472141.572
1262023.07.10 15:20t/p290.10141.572142.472141.57284.7711183.30
1272023.07.10 15:20t/p300.10141.572142.472141.57244.8611228.16
1282023.07.10 15:20t/p310.10141.572142.472141.57233.7711261.93
1292023.07.20 03:00buy320.10139.2440.0000.000
1302023.07.20 03:00modify320.10139.244137.844140.444
1312023.07.20 12:40buy330.10139.7950.0000.000
1322023.07.20 12:40modify330.10139.795139.484140.444
1332023.07.20 12:40modify320.10139.244139.484140.444
1342023.07.20 13:55buy340.10139.9800.0000.000
1352023.07.20 13:55modify340.10139.980139.544140.444
1362023.07.20 13:55modify330.10139.795139.544140.444
1372023.07.20 13:55modify320.10139.244139.544140.444
1382023.07.20 16:15t/p320.10140.444139.544140.44485.4511347.38
1392023.07.20 16:15t/p330.10140.444139.544140.44446.2111393.59
1402023.07.20 16:15t/p340.10140.444139.544140.44433.0411426.63
1412023.08.02 08:00buy350.10142.6690.0000.000
1422023.08.02 08:00modify350.10142.669141.269143.869
1432023.08.02 12:20buy360.10143.2380.0000.000
1442023.08.02 12:20modify360.10143.238142.909143.869
1452023.08.02 12:20modify350.10142.669142.909143.869
1462023.08.02 14:10buy370.10143.4090.0000.000
1472023.08.02 14:10modify370.10143.409142.969143.869
1482023.08.02 14:10modify360.10143.238142.969143.869
1492023.08.02 14:10modify350.10142.669142.969143.869
1502023.08.02 14:15buy380.10143.4520.0000.000
1512023.08.02 14:15modify380.10143.452143.209143.869
1522023.08.02 14:15modify370.10143.409143.209143.869
1532023.08.02 14:15modify360.10143.238143.209143.869
1542023.08.02 14:15modify350.10142.669143.209143.869
1552023.08.02 15:50s/l350.10143.209143.209143.86937.7211464.35
1562023.08.02 15:50s/l360.10143.209143.209143.869-2.0311462.32
1572023.08.02 15:50s/l370.10143.209143.209143.869-13.9711448.35
1582023.08.02 15:50s/l380.10143.209143.209143.869-16.9811431.37
1592023.09.11 06:00buy390.10146.2410.0000.000
1602023.09.11 06:00modify390.10146.241144.841147.441
1612023.09.11 11:12buy400.10146.9740.0000.000
1622023.09.11 11:12modify400.10146.974146.541147.441
1632023.09.11 11:12modify390.10146.241146.541147.441
1642023.09.11 11:57buy410.10146.7890.0000.000
1652023.09.11 11:57modify410.10146.789146.481147.441
1662023.09.11 11:59modify410.10146.789146.541147.441
1672023.09.11 12:20s/l390.10146.541146.541147.44120.4911451.86
1682023.09.11 12:20s/l400.10146.541146.541147.441-29.5811422.28
1692023.09.11 12:20s/l410.10146.541146.541147.441-16.9411405.34
1702023.10.06 14:00sell420.10149.3710.0000.000
1712023.10.06 14:00modify420.10149.371150.771148.171
1722023.10.09 14:05sell430.10148.8300.0000.000
1732023.10.09 14:05modify430.10148.830149.131148.171
1742023.10.09 14:05modify420.10149.371149.131148.171
1752023.10.09 14:25sell440.10148.6350.0000.000
1762023.10.09 14:25modify440.10148.635149.071148.171
1772023.10.09 14:25modify430.10148.830149.071148.171
1782023.10.09 14:25modify420.10149.371149.071148.171
1792023.10.09 14:40sell450.10148.5620.0000.000
1802023.10.09 14:40modify450.10148.562148.831148.171
1812023.10.09 14:40modify440.10148.635148.831148.171
1822023.10.09 14:40modify430.10148.830148.831148.171
1832023.10.09 14:40modify420.10149.371148.831148.171
1842023.10.10 06:15s/l420.10148.831148.831148.17133.0111438.35
1852023.10.10 06:15s/l430.10148.831148.831148.171-1.7111436.64
1862023.10.10 06:15s/l440.10148.831148.831148.171-14.8111421.83
1872023.10.10 06:15s/l450.10148.831148.831148.171-19.7211402.12
1882023.11.21 05:00buy460.10147.4650.0000.000
1892023.11.21 05:00modify460.10147.465146.065148.665
1902023.11.21 17:20buy470.10148.0180.0000.000
1912023.11.21 17:20modify470.10148.018147.705148.665
1922023.11.21 17:20modify460.10147.465147.705148.665
1932023.11.21 18:15buy480.10148.2130.0000.000
1942023.11.21 18:15modify480.10148.213147.765148.665
1952023.11.21 18:15modify470.10148.018147.765148.665
1962023.11.21 18:15modify460.10147.465147.765148.665
1972023.11.21 18:25buy490.10148.2700.0000.000
1982023.11.21 18:25modify490.10148.270148.005148.665
1992023.11.21 18:25modify480.10148.213148.005148.665
2002023.11.21 18:25modify470.10148.018148.005148.665
2012023.11.21 18:25modify460.10147.465148.005148.665
2022023.11.22 05:20t/p460.10148.665148.005148.66581.8411483.95
2032023.11.22 05:20t/p470.10148.665148.005148.66544.6411528.59
2042023.11.22 05:20t/p480.10148.665148.005148.66531.5311560.11
2052023.11.22 05:20t/p490.10148.665148.005148.66527.6911587.80
2062023.11.27 05:00buy500.10149.0350.0000.000
2072023.11.27 05:00modify500.10149.035147.635150.235
2082023.11.28 16:20s/l500.10147.635147.635150.235-93.7711494.03
2092023.12.11 03:00sell510.10145.4080.0000.000
2102023.12.11 03:00modify510.10145.408146.808144.208
2112023.12.13 19:16t/p510.10144.208146.808144.20880.2211574.24
2122023.12.28 09:00buy520.10140.9010.0000.000
2132023.12.28 09:00modify520.10140.901139.501142.101
2142023.12.28 17:20buy530.10141.4510.0000.000
2152023.12.28 17:20modify530.10141.451141.141142.101
2162023.12.28 17:20modify520.10140.901141.141142.101
2172023.12.29 00:45buy540.10141.6280.0000.000
2182023.12.29 00:45modify540.10141.628141.201142.101
2192023.12.29 00:45modify530.10141.451141.201142.101
2202023.12.29 00:45modify520.10140.901141.201142.101
2212023.12.29 00:50buy550.10141.6950.0000.000
2222023.12.29 00:50modify550.10141.695141.441142.101
2232023.12.29 00:50modify540.10141.628141.441142.101
2242023.12.29 00:50modify530.10141.451141.441142.101
2252023.12.29 00:50modify520.10140.901141.441142.101
2262023.12.29 02:15s/l520.10141.441141.441142.10139.3011613.54
2272023.12.29 02:15s/l530.10141.441141.441142.1010.4111613.94
2282023.12.29 02:15s/l540.10141.441141.441142.101-13.2211600.72
2292023.12.29 02:15s/l550.10141.441141.441142.101-17.9611582.76
2302024.01.15 09:00sell560.10145.4360.0000.000
2312024.01.15 09:00modify560.10145.436146.836144.236
2322024.01.16 16:10s/l560.10146.836146.836144.236-96.9111485.86
2332024.02.29 04:00buy570.10149.8420.0000.000
2342024.02.29 04:00modify570.10149.842148.442151.042
2352024.02.29 23:59close at stop570.10150.068148.442151.04215.0611500.92