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 23:00 (2023.05.01 - 2024.05.01)
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=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 modelled157432Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1448.64Gross profit2468.16Gross loss-1019.52
Profit factor2.42Expected payoff18.34
Absolute drawdown71.06Maximal drawdown616.74 (5.11%)Relative drawdown5.11% (616.74)
Total trades79Short positions (won %)34 (52.94%)Long positions (won %)45 (68.89%)
Profit trades (% of total)49 (62.03%)Loss trades (% of total)30 (37.97%)
Largestprofit trade114.78loss trade-102.18
Averageprofit trade50.37loss trade-33.98
Maximumconsecutive wins (profit in money)9 (524.16)consecutive losses (loss in money)8 (-299.59)
Maximalconsecutive profit (count of wins)524.16 (9)consecutive loss (count of losses)-299.59 (8)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.01 05:00sell10.10136.8500.0000.000
22023.05.01 05:00modify10.10136.850138.150135.350
32023.05.02 14:46sell20.10136.3870.0000.000
42023.05.02 14:46modify20.10136.387136.775135.350
52023.05.02 14:46modify10.10136.850136.775135.350
62023.05.03 01:55sell30.10136.0080.0000.000
72023.05.03 01:55modify30.10136.008136.175135.350
82023.05.03 01:55modify20.10136.387136.175135.350
92023.05.03 01:55modify10.10136.850136.175135.350
102023.05.03 02:02sell40.10135.9310.0000.000
112023.05.03 02:02modify40.10135.931136.325135.350
122023.05.03 02:02modify30.10136.008136.325135.350
132023.05.03 02:02modify20.10136.387136.325135.350
142023.05.03 02:02modify10.10136.850136.325135.350
152023.05.03 13:32t/p10.10135.350136.325135.350106.9010106.90
162023.05.03 13:32t/p20.10135.350136.325135.35074.6610181.56
172023.05.03 13:32t/p30.10135.350136.325135.35048.6310230.19
182023.05.03 13:32t/p40.10135.350136.325135.35042.9310273.12
192023.05.04 02:00buy50.10134.5670.0000.000
202023.05.04 02:00modify50.10134.567133.267136.067
212023.05.07 22:20buy60.10135.0230.0000.000
222023.05.07 22:20modify60.10135.023134.642136.067
232023.05.07 22:20modify50.10134.567134.642136.067
242023.05.08 06:20s/l50.10134.642134.642136.0677.3610280.48
252023.05.08 06:20s/l60.10134.642134.642136.067-27.4110253.07
262023.05.10 14:00buy70.10134.4510.0000.000
272023.05.10 14:00modify70.10134.451133.151135.951
282023.05.12 07:20buy80.10134.9070.0000.000
292023.05.12 07:20modify80.10134.907134.526135.951
302023.05.12 07:20modify70.10134.451134.526135.951
312023.05.12 14:45buy90.10135.2920.0000.000
322023.05.12 14:45modify90.10135.292135.126135.951
332023.05.12 14:45modify80.10134.907135.126135.951
342023.05.12 14:45modify70.10134.451135.126135.951
352023.05.12 15:10buy100.10135.3610.0000.000
362023.05.12 15:10modify100.10135.361134.976135.951
372023.05.12 15:10modify90.10135.292134.976135.951
382023.05.12 15:10modify80.10134.907134.976135.951
392023.05.12 15:10modify70.10134.451134.976135.951
402023.05.15 00:20t/p70.10135.951134.976135.951114.7810367.85
412023.05.15 00:20t/p80.10135.951134.976135.95177.6610445.51
422023.05.15 00:20t/p90.10135.951134.976135.95149.3510494.87
432023.05.15 00:20t/p100.10135.951134.976135.95144.2810539.15
442023.05.16 17:00sell110.10136.5890.0000.000
452023.05.16 17:00modify110.10136.589137.889135.089
462023.05.18 07:50s/l110.10137.889137.889135.089-102.1810436.97
472023.06.01 15:00buy120.10138.9680.0000.000
482023.06.01 15:00modify120.10138.968137.668140.468
492023.06.02 13:59buy130.10139.4380.0000.000
502023.06.02 13:59modify130.10139.438139.043140.468
512023.06.02 13:59modify120.10138.968139.043140.468
522023.06.02 15:20buy140.10139.7950.0000.000
532023.06.02 15:20modify140.10139.795139.643140.468
542023.06.02 15:20modify130.10139.438139.643140.468
552023.06.02 15:20modify120.10138.968139.643140.468
562023.06.02 16:15buy150.10139.8910.0000.000
572023.06.02 16:15modify150.10139.891139.493140.468
582023.06.02 16:15modify140.10139.795139.493140.468
592023.06.02 16:15modify130.10139.438139.493140.468
602023.06.02 16:15modify120.10138.968139.493140.468
612023.06.05 14:16s/l120.10139.493139.493140.46839.4910476.46
622023.06.05 14:16s/l130.10139.493139.493140.4684.8410481.30
632023.06.05 14:16s/l140.10139.493139.493140.468-20.8010460.51
642023.06.05 14:16s/l150.10139.493139.493140.468-27.7010432.81
652023.06.08 17:00buy160.10138.9460.0000.000
662023.06.08 17:00modify160.10138.946137.646140.446
672023.06.09 05:20buy170.10139.4070.0000.000
682023.06.09 05:20modify170.10139.407139.021140.446
692023.06.09 05:20modify160.10138.946139.021140.446
702023.06.12 13:50buy180.10139.7730.0000.000
712023.06.12 13:50modify180.10139.773139.621140.446
722023.06.12 13:50modify170.10139.407139.621140.446
732023.06.12 13:50modify160.10138.946139.621140.446
742023.06.12 13:57s/l160.10139.621139.621140.44650.1410482.95
752023.06.12 13:57s/l170.10139.621139.621140.44616.2210499.17
762023.06.12 13:57s/l180.10139.621139.621140.446-10.8910488.28
772023.06.14 17:00buy190.10139.3860.0000.000
782023.06.14 17:00modify190.10139.386138.086140.886
792023.06.15 01:45t/p190.10140.886138.086140.886109.1210597.41
802023.06.15 09:00sell200.10141.2680.0000.000
812023.06.15 09:00modify200.10141.268142.568139.768
822023.06.15 13:20sell210.10140.4280.0000.000
832023.06.15 13:20modify210.10140.428140.593139.768
842023.06.15 13:20modify200.10141.268140.593139.768
852023.06.15 13:32s/l200.10140.593140.593139.76847.9710645.38
862023.06.15 13:32s/l210.10140.593140.593139.768-11.7210633.66
872023.07.10 04:00sell220.10142.7720.0000.000
882023.07.10 04:00modify220.10142.772144.072141.272
892023.07.10 07:30sell230.10142.3170.0000.000
902023.07.10 07:30modify230.10142.317142.697141.272
912023.07.10 07:30modify220.10142.772142.697141.272
922023.07.10 13:30sell240.10141.8600.0000.000
932023.07.10 13:30modify240.10141.860142.247141.272
942023.07.10 13:30modify230.10142.317142.247141.272
952023.07.10 13:30modify220.10142.772142.247141.272
962023.07.10 22:20t/p220.10141.272142.247141.272106.2010739.86
972023.07.10 22:20t/p230.10141.272142.247141.27273.9910813.85
982023.07.10 22:20t/p240.10141.272142.247141.27241.6310855.48
992023.08.01 15:00sell250.10143.2660.0000.000
1002023.08.01 15:00modify250.10143.266144.566141.766
1012023.08.02 05:37sell260.10142.8100.0000.000
1022023.08.02 05:37modify260.10142.810143.191141.766
1032023.08.02 05:37modify250.10143.266143.191141.766
1042023.08.02 08:47sell270.10142.3620.0000.000
1052023.08.02 08:47modify270.10142.362142.741141.766
1062023.08.02 08:47modify260.10142.810142.741141.766
1072023.08.02 08:47modify250.10143.266142.741141.766
1082023.08.02 09:12sell280.10142.4300.0000.000
1092023.08.02 09:12modify280.10142.430142.591141.766
1102023.08.02 09:15modify280.10142.430142.741141.766
1112023.08.02 10:15s/l250.10142.741142.741141.76634.7910890.27
1122023.08.02 10:15s/l260.10142.741142.741141.7664.8310895.10
1132023.08.02 10:15s/l270.10142.741142.741141.766-26.5510868.55
1142023.08.02 10:15s/l280.10142.741142.741141.766-21.7910846.76
1152023.08.04 15:00buy290.10141.8230.0000.000
1162023.08.04 15:00modify290.10141.823140.523143.323
1172023.08.07 04:12buy300.10142.2770.0000.000
1182023.08.07 04:12modify300.10142.277141.898143.323
1192023.08.07 04:12modify290.10141.823141.898143.323
1202023.08.07 13:32s/l290.10141.898141.898143.3236.1810852.94
1212023.08.07 13:32s/l300.10141.898141.898143.323-26.7210826.22
1222023.08.21 16:00sell310.10146.2620.0000.000
1232023.08.21 16:00modify310.10146.262147.562144.762
1242023.08.22 07:45sell320.10145.7850.0000.000
1252023.08.22 07:45modify320.10145.785146.187144.762
1262023.08.22 07:45modify310.10146.262146.187144.762
1272023.08.23 07:50sell330.10145.3520.0000.000
1282023.08.23 07:50modify330.10145.352145.737144.762
1292023.08.23 07:50modify320.10145.785145.737144.762
1302023.08.23 07:50modify310.10146.262145.737144.762
1312023.08.23 09:59sell340.10145.4290.0000.000
1322023.08.23 09:59modify340.10145.429145.587144.762
1332023.08.23 10:00modify340.10145.429145.737144.762
1342023.08.23 13:50t/p310.10144.762145.737144.76299.6910925.91
1352023.08.23 13:50t/p320.10144.762145.737144.76268.7110994.62
1362023.08.23 13:50t/p330.10144.762145.737144.76240.7711035.39
1372023.08.23 13:50t/p340.10144.762145.737144.76246.0911081.48
1382023.08.23 15:00buy350.10144.7870.0000.000
1392023.08.23 15:00modify350.10144.787143.487146.287
1402023.08.24 07:16buy360.10145.2550.0000.000
1412023.08.24 07:16modify360.10145.255144.862146.287
1422023.08.24 07:16modify350.10144.787144.862146.287
1432023.08.24 11:33buy370.10145.6280.0000.000
1442023.08.24 11:33modify370.10145.628145.462146.287
1452023.08.24 11:33modify360.10145.255145.462146.287
1462023.08.24 11:33modify350.10144.787145.462146.287
1472023.08.24 11:46buy380.10145.7080.0000.000
1482023.08.24 11:46modify380.10145.708145.312146.287
1492023.08.24 11:46modify370.10145.628145.312146.287
1502023.08.24 11:46modify360.10145.255145.312146.287
1512023.08.24 11:46modify350.10144.787145.312146.287
1522023.08.25 14:20t/p350.10146.287145.312146.287106.0411187.52
1532023.08.25 14:20t/p360.10146.287145.312146.28771.3811258.90
1542023.08.25 14:20t/p370.10146.287145.312146.28745.9011304.80
1552023.08.25 14:20t/p380.10146.287145.312146.28740.4411345.25
1562023.09.11 06:00buy390.10146.2410.0000.000
1572023.09.11 06:00modify390.10146.241144.941147.741
1582023.09.11 09:50buy400.10146.7120.0000.000
1592023.09.11 09:50modify400.10146.712146.316147.741
1602023.09.11 09:50modify390.10146.241146.316147.741
1612023.09.11 12:32s/l390.10146.316146.316147.7415.1311350.38
1622023.09.11 12:32s/l400.10146.316146.316147.741-27.0611323.32
1632023.09.21 16:00buy410.10147.4480.0000.000
1642023.09.21 16:00modify410.10147.448146.148148.948
1652023.09.22 04:20buy420.10148.2840.0000.000
1662023.09.22 04:20modify420.10148.284148.123148.948
1672023.09.22 04:20modify410.10147.448148.123148.948
1682023.09.22 04:35s/l410.10148.123148.123148.94846.4711369.79
1692023.09.22 04:35s/l420.10148.123148.123148.948-10.8711358.92
1702023.10.06 14:00sell430.10149.3710.0000.000
1712023.10.06 14:00modify430.10149.371150.671147.871
1722023.10.09 13:45sell440.10148.8930.0000.000
1732023.10.09 13:45modify440.10148.893149.296147.871
1742023.10.09 13:45modify430.10149.371149.296147.871
1752023.10.09 14:46sell450.10148.5180.0000.000
1762023.10.09 14:46modify450.10148.518148.696147.871
1772023.10.09 14:46modify440.10148.893148.696147.871
1782023.10.09 14:46modify430.10149.371148.696147.871
1792023.10.09 15:20s/l430.10148.696148.696147.87143.4011402.32
1802023.10.09 15:20s/l440.10148.696148.696147.87113.2411415.56
1812023.10.09 15:20s/l450.10148.696148.696147.871-11.9711403.59
1822023.10.30 17:00buy460.10149.0450.0000.000
1832023.10.30 17:00modify460.10149.045147.745150.545
1842023.10.31 01:40buy470.10149.5020.0000.000
1852023.10.31 01:40modify470.10149.502149.120150.545
1862023.10.31 01:40modify460.10149.045149.120150.545
1872023.10.31 04:10buy480.10149.9740.0000.000
1882023.10.31 04:10modify480.10149.974149.570150.545
1892023.10.31 04:10modify470.10149.502149.570150.545
1902023.10.31 04:10modify460.10149.045149.570150.545
1912023.10.31 09:40t/p460.10150.545149.570150.545100.5211504.12
1922023.10.31 09:40t/p470.10150.545149.570150.54569.2811573.40
1932023.10.31 09:40t/p480.10150.545149.570150.54537.9311611.33
1942023.11.14 16:00buy490.10150.8470.0000.000
1952023.11.14 16:00modify490.10150.847149.547152.347
1962023.11.15 18:35buy500.10151.3010.0000.000
1972023.11.15 18:35modify500.10151.301150.922152.347
1982023.11.15 18:35modify490.10150.847150.922152.347
1992023.11.16 13:45s/l490.10150.922150.922152.3478.5511619.87
2002023.11.16 13:45s/l500.10150.922150.922152.347-22.4511597.43
2012023.11.21 05:00buy510.10147.4650.0000.000
2022023.11.21 05:00modify510.10147.465146.165148.965
2032023.11.21 17:05buy520.10147.9200.0000.000
2042023.11.21 17:05modify520.10147.920147.540148.965
2052023.11.21 17:05modify510.10147.465147.540148.965
2062023.11.21 18:20buy530.10148.2980.0000.000
2072023.11.21 18:20modify530.10148.298148.140148.965
2082023.11.21 18:20modify520.10147.920148.140148.965
2092023.11.21 18:20modify510.10147.465148.140148.965
2102023.11.21 18:45buy540.10148.3850.0000.000
2112023.11.21 18:45modify540.10148.385147.990148.965
2122023.11.21 18:45modify530.10148.298147.990148.965
2132023.11.21 18:45modify520.10147.920147.990148.965
2142023.11.21 18:45modify510.10147.465147.990148.965
2152023.11.22 06:20t/p510.10148.965147.990148.965101.5611698.99
2162023.11.22 06:20t/p520.10148.965147.990148.96571.0211770.01
2172023.11.22 06:20t/p530.10148.965147.990148.96545.6511815.67
2182023.11.22 06:20t/p540.10148.965147.990148.96539.8111855.48
2192023.11.22 17:00sell550.10149.6780.0000.000
2202023.11.22 17:00modify550.10149.678150.978148.178
2212023.11.23 01:27sell560.10149.2080.0000.000
2222023.11.23 01:27modify560.10149.208149.603148.178
2232023.11.23 01:27modify550.10149.678149.603148.178
2242023.11.23 13:20s/l550.10149.603149.603148.178-0.9211854.56
2252023.11.23 13:20s/l560.10149.603149.603148.178-26.4011828.16
2262023.11.28 02:00buy570.10148.2300.0000.000
2272023.11.28 02:00modify570.10148.230146.930149.730
2282023.11.28 08:25buy580.10148.6910.0000.000
2292023.11.28 08:25modify580.10148.691148.305149.730
2302023.11.28 08:25modify570.10148.230148.305149.730
2312023.11.28 13:50s/l570.10148.305148.305149.7305.0611833.22
2322023.11.28 13:50s/l580.10148.305148.305149.730-26.0311807.19
2332023.12.11 03:00sell590.10145.4080.0000.000
2342023.12.11 03:00modify590.10145.408146.708143.908
2352023.12.13 19:03sell600.10144.5750.0000.000
2362023.12.13 19:03modify600.10144.575144.733143.908
2372023.12.13 19:03modify590.10145.408144.733143.908
2382023.12.13 19:16t/p590.10143.908144.733143.908100.4211907.60
2392023.12.13 19:16t/p600.10143.908144.733143.90846.4111954.01
2402023.12.21 15:00buy610.10142.3140.0000.000
2412023.12.21 15:00modify610.10142.314141.014143.814
2422023.12.27 00:15buy620.10142.7730.0000.000
2432023.12.27 00:15modify620.10142.773142.389143.814
2442023.12.27 00:15modify610.10142.314142.389143.814
2452023.12.27 15:20s/l610.10142.389142.389143.8148.8511962.86
2462023.12.27 15:20s/l620.10142.389142.389143.814-26.9711935.89
2472023.12.28 09:00buy630.10140.9010.0000.000
2482023.12.28 09:00modify630.10140.901139.601142.401
2492023.12.28 17:15buy640.10141.3580.0000.000
2502023.12.28 17:15modify640.10141.358140.976142.401
2512023.12.28 17:15modify630.10140.901140.976142.401
2522023.12.29 09:25buy650.10141.7500.0000.000
2532023.12.29 09:25modify650.10141.750141.576142.401
2542023.12.29 09:25modify640.10141.358141.576142.401
2552023.12.29 09:25modify630.10140.901141.576142.401
2562023.12.29 10:27buy660.10141.8210.0000.000
2572023.12.29 10:27modify660.10141.821141.426142.401
2582023.12.29 10:27modify650.10141.750141.426142.401
2592023.12.29 10:27modify640.10141.358141.426142.401
2602023.12.29 10:27modify630.10140.901141.426142.401
2612023.12.29 12:20s/l630.10141.426141.426142.40138.0211973.91
2622023.12.29 12:20s/l640.10141.426141.426142.4015.7011979.62
2632023.12.29 12:20s/l650.10141.426141.426142.401-22.9111956.71
2642023.12.29 12:20s/l660.10141.426141.426142.401-27.9311928.78
2652024.01.03 17:00sell670.10143.5550.0000.000
2662024.01.03 17:00modify670.10143.555144.855142.055
2672024.01.03 22:46sell680.10143.1020.0000.000
2682024.01.03 22:46modify680.10143.102143.480142.055
2692024.01.03 22:46modify670.10143.555143.480142.055
2702024.01.04 02:02s/l670.10143.480143.480142.055-0.7011928.08
2712024.01.04 02:02s/l680.10143.480143.480142.055-32.2711895.80
2722024.01.16 12:00sell690.10146.6030.0000.000
2732024.01.16 12:00modify690.10146.603147.903145.103
2742024.01.17 06:20s/l690.10147.903147.903145.103-89.8811805.93
2752024.01.17 17:00sell700.10148.3890.0000.000
2762024.01.17 17:00modify700.10148.389149.689146.889
2772024.01.18 01:15sell710.10147.9280.0000.000
2782024.01.18 01:15modify710.10147.928148.314146.889
2792024.01.18 01:15modify700.10148.389148.314146.889
2802024.01.18 13:50s/l700.10148.314148.314146.889-0.8711805.06
2812024.01.18 13:50s/l710.10148.314148.314146.889-26.0211779.04
2822024.02.02 15:00sell720.10147.8860.0000.000
2832024.02.02 15:00modify720.10147.886149.186146.386
2842024.02.08 11:03s/l720.10149.186149.186146.386-99.0011680.03
2852024.02.29 04:00buy730.10149.8420.0000.000
2862024.02.29 04:00modify730.10149.842148.542151.342
2872024.03.01 00:25buy740.10150.3010.0000.000
2882024.03.01 00:25modify740.10150.301149.917151.342
2892024.03.01 00:25modify730.10149.842149.917151.342
2902024.03.01 08:45buy750.10150.6840.0000.000
2912024.03.01 08:45modify750.10150.684150.517151.342
2922024.03.01 08:45modify740.10150.301150.517151.342
2932024.03.01 08:45modify730.10149.842150.517151.342
2942024.03.01 09:20s/l730.10150.517150.517151.34245.7611725.80
2952024.03.01 09:20s/l740.10150.517150.517151.34214.3611740.16
2962024.03.01 09:20s/l750.10150.517150.517151.342-11.1011729.06
2972024.03.07 10:00buy760.10148.0150.0000.000
2982024.03.07 10:00modify760.10148.015146.715149.515
2992024.03.08 13:50s/l760.10146.715146.715149.515-87.8611641.20
3002024.03.19 08:00sell770.10150.2590.0000.000
3012024.03.19 08:00modify770.10150.259151.559148.759
3022024.03.20 04:50s/l770.10151.559151.559148.759-87.7511553.45
3032024.04.26 12:00sell780.10156.8160.0000.000
3042024.04.26 12:00modify780.10156.816158.116155.316
3052024.04.26 20:40s/l780.10158.116158.116155.316-82.1811471.27
3062024.04.30 14:00sell790.10157.4200.0000.000
3072024.04.30 14:00modify790.10157.420158.720155.920
3082024.04.30 23:59close at stop790.10157.777158.720155.920-22.6311448.64