Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 modelled13496Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit796.66Gross profit1881.47Gross loss-1084.80
Profit factor1.73Expected payoff14.23
Absolute drawdown64.29Maximal drawdown702.84 (6.16%)Relative drawdown6.16% (702.84)
Total trades56Short positions (won %)27 (51.85%)Long positions (won %)29 (62.07%)
Profit trades (% of total)32 (57.14%)Loss trades (% of total)24 (42.86%)
Largestprofit trade114.86loss trade-102.22
Averageprofit trade58.80loss trade-45.20
Maximumconsecutive wins (profit in money)6 (363.23)consecutive losses (loss in money)6 (-338.71)
Maximalconsecutive profit (count of wins)363.23 (6)consecutive loss (count of losses)-338.71 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.01 05:00sell10.10136.8500.0000.000
22023.05.01 05:00modify10.10136.850138.150135.350
32023.05.03 02:00sell20.10136.0140.0000.000
42023.05.03 02:00modify20.10136.014136.175135.350
52023.05.03 02:00modify10.10136.850136.175135.350
62023.05.03 06:00sell30.10135.9490.0000.000
72023.05.03 06:00modify30.10135.949136.325135.350
82023.05.03 06:00modify20.10136.014136.325135.350
92023.05.03 06:00modify10.10136.850136.325135.350
102023.05.03 14:00t/p10.10135.350136.325135.350106.7810106.78
112023.05.03 14:00t/p20.10135.350136.325135.35049.0210155.80
122023.05.03 14:00t/p30.10135.350136.325135.35044.2210200.02
132023.05.04 02:00buy40.10134.5670.0000.000
142023.05.04 02:00modify40.10134.567133.267136.067
152023.05.09 05:00buy50.10135.0350.0000.000
162023.05.09 05:00modify50.10135.035134.642136.067
172023.05.09 05:00modify40.10134.567134.642136.067
182023.05.10 07:00buy60.10135.4150.0000.000
192023.05.10 07:00modify60.10135.415135.242136.067
202023.05.10 07:00modify50.10135.035135.242136.067
212023.05.10 07:00modify40.10134.567135.242136.067
222023.05.10 08:00s/l40.10135.242135.242136.06753.4910253.50
232023.05.10 08:00s/l50.10135.242135.242136.06716.1910269.70
242023.05.10 08:00s/l60.10135.242135.242136.067-12.7910256.91
252023.05.10 14:00buy70.10134.4510.0000.000
262023.05.10 14:00modify70.10134.451133.151135.951
272023.05.15 01:00t/p70.10135.951133.151135.951114.8610371.76
282023.05.16 17:00sell80.10136.5890.0000.000
292023.05.16 17:00modify80.10136.589137.889135.089
302023.05.18 08:00s/l80.10137.889137.889135.089-102.2210269.55
312023.06.01 15:00buy90.10138.9680.0000.000
322023.06.01 15:00modify90.10138.968137.668140.468
332023.06.02 14:00buy100.10139.4370.0000.000
342023.06.02 14:00modify100.10139.437139.043140.468
352023.06.02 14:00modify90.10138.968139.043140.468
362023.06.06 13:00buy110.10139.8070.0000.000
372023.06.06 13:00modify110.10139.807139.643140.468
382023.06.06 13:00modify100.10139.437139.643140.468
392023.06.06 13:00modify90.10138.968139.643140.468
402023.06.06 14:00s/l90.10139.643139.643140.46850.9210320.47
412023.06.06 14:00s/l100.10139.643139.643140.46816.5110336.98
422023.06.06 14:00s/l110.10139.643139.643140.468-11.7210325.26
432023.06.08 17:00buy120.10138.9460.0000.000
442023.06.08 17:00modify120.10138.946137.646140.446
452023.06.11 22:00buy130.10139.4130.0000.000
462023.06.11 22:00modify130.10139.413139.021140.446
472023.06.11 22:00modify120.10138.946139.021140.446
482023.06.13 14:00s/l120.10139.021139.021140.4468.0410333.30
492023.06.13 14:00s/l130.10139.021139.021140.446-26.2610307.03
502023.06.14 17:00buy140.10139.3860.0000.000
512023.06.14 17:00modify140.10139.386138.086140.886
522023.06.15 02:00t/p140.10140.886138.086140.886109.0610416.10
532023.06.15 09:00sell150.10141.2680.0000.000
542023.06.15 09:00modify150.10141.268142.568139.768
552023.06.15 14:00sell160.10140.4220.0000.000
562023.06.15 14:00modify160.10140.422140.593139.768
572023.06.15 14:00modify150.10141.268140.593139.768
582023.06.15 16:00s/l150.10140.593140.593139.76848.0410464.14
592023.06.15 16:00s/l160.10140.593140.593139.768-12.1710451.97
602023.07.10 04:00sell170.10142.7720.0000.000
612023.07.10 04:00modify170.10142.772144.072141.272
622023.07.10 08:00sell180.10142.2950.0000.000
632023.07.10 08:00modify180.10142.295142.697141.272
642023.07.10 08:00modify170.10142.772142.697141.272
652023.07.10 23:00t/p170.10141.272142.697141.272106.1210558.09
662023.07.10 23:00t/p180.10141.272142.697141.27272.3710630.46
672023.08.01 15:00sell190.10143.2660.0000.000
682023.08.01 15:00modify190.10143.266144.566141.766
692023.08.02 09:00sell200.10142.3380.0000.000
702023.08.02 09:00modify200.10142.338142.741141.766
712023.08.02 09:00modify190.10143.266142.741141.766
722023.08.02 11:00s/l190.10142.741142.741141.76634.7910665.25
732023.08.02 11:00s/l200.10142.741142.741141.766-28.2310637.02
742023.08.04 15:00buy210.10141.8230.0000.000
752023.08.04 15:00modify210.10141.823140.523143.323
762023.08.08 02:00t/p210.10143.323140.523143.323106.4710743.49
772023.08.21 16:00sell220.10146.2620.0000.000
782023.08.21 16:00modify220.10146.262147.562144.762
792023.08.22 16:00sell230.10145.7950.0000.000
802023.08.22 16:00modify230.10145.795146.187144.762
812023.08.22 16:00modify220.10146.262146.187144.762
822023.08.23 09:00sell240.10145.3620.0000.000
832023.08.23 09:00modify240.10145.362145.737144.762
842023.08.23 09:00modify230.10145.795145.737144.762
852023.08.23 09:00modify220.10146.262145.737144.762
862023.08.23 12:00sell250.10145.4330.0000.000
872023.08.23 12:00modify250.10145.433145.587144.762
882023.08.23 13:00s/l250.10145.587145.587144.762-10.5910732.90
892023.08.23 14:00t/p220.10144.762145.737144.76299.6610832.55
902023.08.23 14:00t/p230.10144.762145.737144.76269.3710901.93
912023.08.23 14:00t/p240.10144.762145.737144.76241.4510943.38
922023.08.23 15:00buy260.10144.7870.0000.000
932023.08.23 15:00modify260.10144.787143.487146.287
942023.08.24 12:00buy270.10145.6890.0000.000
952023.08.24 12:00modify270.10145.689145.312146.287
962023.08.24 12:00modify260.10144.787145.312146.287
972023.08.25 15:00t/p260.10146.287145.312146.287105.9311049.30
982023.08.25 15:00t/p270.10146.287145.312146.28741.7011091.00
992023.09.11 06:00buy280.10146.2410.0000.000
1002023.09.11 06:00modify280.10146.241144.941147.741
1012023.09.11 10:00buy290.10146.7010.0000.000
1022023.09.11 10:00modify290.10146.701146.316147.741
1032023.09.11 10:00modify280.10146.241146.316147.741
1042023.09.11 13:00s/l280.10146.316146.316147.7415.1211096.12
1052023.09.11 13:00s/l290.10146.316146.316147.741-26.2811069.84
1062023.09.21 16:00buy300.10147.4480.0000.000
1072023.09.21 16:00modify300.10147.448146.148148.948
1082023.09.22 07:00buy310.10148.3540.0000.000
1092023.09.22 07:00modify310.10148.354147.973148.948
1102023.09.22 07:00modify300.10147.448147.973148.948
1112023.09.22 15:00s/l300.10147.973147.973148.94836.3511106.20
1122023.09.22 15:00s/l310.10147.973147.973148.948-25.7311080.47
1132023.10.06 14:00sell320.10149.3710.0000.000
1142023.10.06 14:00modify320.10149.371150.671147.871
1152023.10.09 15:00sell330.10148.5410.0000.000
1162023.10.09 15:00modify330.10148.541148.696147.871
1172023.10.09 15:00modify320.10149.371148.696147.871
1182023.10.09 16:00s/l320.10148.696148.696147.87143.4011123.87
1192023.10.09 16:00s/l330.10148.696148.696147.871-10.4211113.45
1202023.10.30 17:00buy340.10149.0450.0000.000
1212023.10.30 17:00modify340.10149.045147.745150.545
1222023.10.31 10:00t/p340.10150.545147.745150.545100.4411213.90
1232023.11.14 16:00buy350.10150.8470.0000.000
1242023.11.14 16:00modify350.10150.847149.547152.347
1252023.11.16 03:00buy360.10151.3160.0000.000
1262023.11.16 03:00modify360.10151.316150.922152.347
1272023.11.16 03:00modify350.10150.847150.922152.347
1282023.11.16 14:00s/l350.10150.922150.922152.3478.5611222.45
1292023.11.16 14:00s/l360.10150.922150.922152.347-26.1611196.29
1302023.11.21 05:00buy370.10147.4650.0000.000
1312023.11.21 05:00modify370.10147.465146.165148.965
1322023.11.21 19:00buy380.10148.3730.0000.000
1332023.11.21 19:00modify380.10148.373147.990148.965
1342023.11.21 19:00modify370.10147.465147.990148.965
1352023.11.22 07:00t/p370.10148.965147.990148.965101.6011297.89
1362023.11.22 07:00t/p380.10148.965147.990148.96540.6411338.54
1372023.11.22 17:00sell390.10149.6780.0000.000
1382023.11.22 17:00modify390.10149.678150.978148.178
1392023.11.27 13:00sell400.10148.8350.0000.000
1402023.11.27 13:00modify400.10148.835149.003148.178
1412023.11.27 13:00modify390.10149.678149.003148.178
1422023.11.27 17:00s/l390.10149.003149.003148.17835.4311373.97
1432023.11.27 17:00s/l400.10149.003149.003148.178-11.2811362.69
1442023.11.28 02:00buy410.10148.2300.0000.000
1452023.11.28 02:00modify410.10148.230146.930149.730
1462023.11.29 01:00s/l410.10146.930146.930149.730-87.6711275.03
1472023.12.11 03:00sell420.10145.4080.0000.000
1482023.12.11 03:00modify420.10145.408146.708143.908
1492023.12.13 20:00t/p420.10143.908146.708143.908100.8211375.84
1502023.12.21 15:00buy430.10142.3140.0000.000
1512023.12.21 15:00modify430.10142.314141.014143.814
1522023.12.28 08:00s/l430.10141.014141.014143.814-86.0511289.79
1532023.12.28 09:00buy440.10140.9010.0000.000
1542023.12.28 09:00modify440.10140.901139.601142.401
1552023.12.28 23:00buy450.10141.3740.0000.000
1562023.12.28 23:00modify450.10141.374140.976142.401
1572023.12.28 23:00modify440.10140.901140.976142.401
1582023.12.29 16:00s/l440.10140.976140.976142.4016.2111296.00
1592023.12.29 16:00s/l450.10140.976140.976142.401-27.3411268.67
1602024.01.03 17:00sell460.10143.5550.0000.000
1612024.01.03 17:00modify460.10143.555144.855142.055
1622024.01.04 15:00s/l460.10144.855144.855142.055-95.7011172.97
1632024.01.16 12:00sell470.10146.6030.0000.000
1642024.01.16 12:00modify470.10146.603147.903145.103
1652024.01.17 07:00s/l470.10147.903147.903145.103-89.9811082.99
1662024.01.17 17:00sell480.10148.3890.0000.000
1672024.01.17 17:00modify480.10148.389149.689146.889
1682024.01.18 05:00sell490.10147.9310.0000.000
1692024.01.18 05:00modify490.10147.931148.314146.889
1702024.01.18 05:00modify480.10148.389148.314146.889
1712024.01.18 14:00s/l480.10148.314148.314146.889-0.8711082.12
1722024.01.18 14:00s/l490.10148.314148.314146.889-25.8311056.29
1732024.02.02 15:00sell500.10147.8860.0000.000
1742024.02.02 15:00modify500.10147.886149.186146.386
1752024.02.08 12:00s/l500.10149.186149.186146.386-98.9910957.29
1762024.02.29 04:00buy510.10149.8420.0000.000
1772024.02.29 04:00modify510.10149.842148.542151.342
1782024.03.01 09:00buy520.10150.6800.0000.000
1792024.03.01 09:00modify520.10150.680150.517151.342
1802024.03.01 09:00modify510.10149.842150.517151.342
1812024.03.01 10:00s/l510.10150.517150.517151.34245.7011003.00
1822024.03.01 10:00s/l520.10150.517150.517151.342-10.8210992.18
1832024.03.07 10:00buy530.10148.0150.0000.000
1842024.03.07 10:00modify530.10148.015146.715149.515
1852024.03.08 14:00s/l530.10146.715146.715149.515-87.5710904.61
1862024.03.19 08:00sell540.10150.2590.0000.000
1872024.03.19 08:00modify540.10150.259151.559148.759
1882024.03.20 05:00s/l540.10151.559151.559148.759-87.7810816.83
1892024.04.26 12:00sell550.10156.8160.0000.000
1902024.04.26 12:00modify550.10156.816158.116155.316
1912024.04.28 21:00s/l550.10158.116158.116155.316-82.3610734.47
1922024.04.30 14:00sell560.10157.4200.0000.000
1932024.04.30 14:00modify560.10157.420158.720155.920
1942024.04.30 23:59close at stop560.10156.447158.720155.92062.1910796.66