Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolAUDJPY (Australian 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)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 test6547Ticks modelled24321662Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1646.13Gross profit2265.78Gross loss-619.64
Profit factor3.66Expected payoff21.66
Absolute drawdown62.48Maximal drawdown259.87 (2.29%)Relative drawdown2.29% (259.87)
Total trades76Short positions (won %)43 (60.47%)Long positions (won %)33 (72.73%)
Profit trades (% of total)50 (65.79%)Loss trades (% of total)26 (34.21%)
Largestprofit trade88.62loss trade-77.66
Averageprofit trade45.32loss trade-23.83
Maximumconsecutive wins (profit in money)12 (616.54)consecutive losses (loss in money)3 (-45.96)
Maximalconsecutive profit (count of wins)616.54 (12)consecutive loss (count of losses)-141.29 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.05 17:00sell10.1090.9430.0000.000
22023.05.05 17:00modify10.1090.94392.04389.643
32023.05.11 11:46sell20.1090.2930.0000.000
42023.05.11 11:46modify20.1090.29390.48889.643
52023.05.11 11:46modify10.1090.94390.48889.643
62023.05.11 12:06sell30.1090.2260.0000.000
72023.05.11 12:06modify30.1090.22690.42389.643
82023.05.11 12:06sell40.1090.2260.0000.000
92023.05.11 12:06modify40.1090.22690.48889.643
102023.05.11 12:06modify30.1090.22690.48889.643
112023.05.11 12:16s/l10.1090.48890.48889.64322.8010022.80
122023.05.11 12:16s/l20.1090.48890.48889.643-12.4610010.34
132023.05.11 12:16s/l30.1090.48890.48889.643-16.759993.59
142023.05.11 12:16s/l40.1090.48890.48889.643-16.759976.84
152023.05.22 17:00sell50.1092.1030.0000.000
162023.05.22 17:00modify50.1092.10393.20390.803
172023.05.24 01:16sell60.1091.4520.0000.000
182023.05.24 01:16modify60.1091.45291.64890.803
192023.05.24 01:16modify50.1092.10391.64890.803
202023.05.24 02:00sell70.1091.3880.0000.000
212023.05.24 02:00modify70.1091.38891.58390.803
222023.05.24 02:00sell80.1091.3880.0000.000
232023.05.24 02:00modify80.1091.38891.64890.803
242023.05.24 02:00modify70.1091.38891.64890.803
252023.05.24 14:54t/p50.1090.80391.64890.80381.0010057.84
262023.05.24 14:54t/p60.1090.80391.64890.80341.4910099.33
272023.05.24 14:54t/p70.1090.80391.64890.80337.4010136.73
282023.05.24 14:54t/p80.1090.80391.64890.80337.4010174.13
292023.05.30 17:00buy90.1091.1180.0000.000
302023.05.30 17:00modify90.1091.11890.01892.418
312023.06.02 02:52buy100.1091.7690.0000.000
322023.06.02 02:52modify100.1091.76991.57392.418
332023.06.02 02:52modify90.1091.11891.57392.418
342023.06.02 04:14buy110.1091.8340.0000.000
352023.06.02 04:14modify110.1091.83491.63892.418
362023.06.02 04:14buy120.1091.8340.0000.000
372023.06.02 04:14modify120.1091.83491.57392.418
382023.06.02 04:14modify110.1091.83491.57392.418
392023.06.02 14:41t/p90.1092.41891.57392.41884.7410258.87
402023.06.02 14:41t/p100.1092.41891.57392.41841.4910300.36
412023.06.02 14:41t/p110.1092.41891.57392.41837.3410337.70
422023.06.02 14:41t/p120.1092.41891.57392.41837.3410375.04
432023.06.02 18:00sell130.1092.4830.0000.000
442023.06.02 18:00modify130.1092.48393.58391.183
452023.06.09 06:20s/l130.1093.58393.58391.183-77.6610297.38
462023.06.30 17:00sell140.1096.2460.0000.000
472023.06.30 17:00modify140.1096.24697.34694.946
482023.07.06 13:54sell150.1095.5960.0000.000
492023.07.06 13:54modify150.1095.59695.79194.946
502023.07.06 13:54modify140.1096.24695.79194.946
512023.07.06 14:02sell160.1095.5300.0000.000
522023.07.06 14:02modify160.1095.53095.72694.946
532023.07.06 14:02sell170.1095.5300.0000.000
542023.07.06 14:02modify170.1095.53095.79194.946
552023.07.06 14:02modify160.1095.53095.79194.946
562023.07.07 07:27t/p140.1094.94695.79194.94675.7610373.14
572023.07.07 07:27t/p150.1094.94695.79194.94640.5010413.64
582023.07.07 07:27t/p160.1094.94695.79194.94636.2810449.92
592023.07.07 07:27t/p170.1094.94695.79194.94636.2810486.20
602023.07.31 16:00sell180.1095.6770.0000.000
612023.07.31 16:00modify180.1095.67796.77794.377
622023.08.01 06:17sell190.1095.0260.0000.000
632023.08.01 06:17modify190.1095.02695.22294.377
642023.08.01 06:17modify180.1095.67795.22294.377
652023.08.01 06:23sell200.1094.9620.0000.000
662023.08.01 06:23modify200.1094.96295.15794.377
672023.08.01 06:23sell210.1094.9620.0000.000
682023.08.01 06:23modify210.1094.96295.22294.377
692023.08.01 06:23modify200.1094.96295.22294.377
702023.08.02 04:01t/p180.1094.37795.22294.37781.0110567.21
712023.08.02 04:01t/p190.1094.37795.22294.37740.4410607.65
722023.08.02 04:01t/p200.1094.37795.22294.37736.3510644.00
732023.08.02 04:01t/p210.1094.37795.22294.37736.3510680.36
742023.09.13 17:00sell220.1094.7120.0000.000
752023.09.13 17:00modify220.1094.71295.81293.412
762023.09.20 10:10s/l220.1095.81295.81293.412-77.6610602.69
772023.09.20 15:00sell230.1095.9540.0000.000
782023.09.20 15:00modify230.1095.95497.05494.654
792023.09.21 00:44sell240.1095.3040.0000.000
802023.09.21 00:44modify240.1095.30495.49994.654
812023.09.21 00:44modify230.1095.95495.49994.654
822023.09.21 01:33sell250.1095.2390.0000.000
832023.09.21 01:33modify250.1095.23995.43494.654
842023.09.21 01:33sell260.1095.2390.0000.000
852023.09.21 01:33modify260.1095.23995.49994.654
862023.09.21 01:33modify250.1095.23995.49994.654
872023.09.21 11:00t/p230.1094.65495.49994.65479.9610682.66
882023.09.21 11:00t/p240.1094.65495.49994.65441.5610724.22
892023.09.21 11:00t/p250.1094.65495.49994.65437.4010761.62
902023.09.21 11:00t/p260.1094.65495.49994.65437.4010799.02
912023.09.22 15:00sell270.1095.6740.0000.000
922023.09.22 15:00modify270.1095.67496.77494.374
932023.09.27 06:20sell280.1095.0230.0000.000
942023.09.27 06:20modify280.1095.02395.21994.374
952023.09.27 06:20modify270.1095.67495.21994.374
962023.09.27 11:35sell290.1094.9590.0000.000
972023.09.27 11:35modify290.1094.95995.15494.374
982023.09.27 11:35sell300.1094.9590.0000.000
992023.09.27 11:35modify300.1094.95995.21994.374
1002023.09.27 11:35modify290.1094.95995.21994.374
1012023.09.27 13:12s/l270.1095.21995.21994.37425.9410824.96
1022023.09.27 13:12s/l280.1095.21995.21994.374-12.5310812.43
1032023.09.27 13:12s/l290.1095.21995.21994.374-16.6210795.81
1042023.09.27 13:12s/l300.1095.21995.21994.374-16.6210779.19
1052023.09.28 18:00sell310.1095.8570.0000.000
1062023.09.28 18:00modify310.1095.85796.95794.557
1072023.10.03 00:10sell320.1095.2040.0000.000
1082023.10.03 00:10modify320.1095.20495.40294.557
1092023.10.03 00:10modify310.1095.85795.40294.557
1102023.10.03 01:54sell330.1095.1420.0000.000
1112023.10.03 01:54modify330.1095.14295.33794.557
1122023.10.03 01:54sell340.1095.1420.0000.000
1132023.10.03 01:54modify340.1095.14295.40294.557
1142023.10.03 01:54modify330.1095.14295.40294.557
1152023.10.03 07:06t/p310.1094.55795.40294.55779.9610859.15
1162023.10.03 07:06t/p320.1094.55795.40294.55741.3610900.51
1172023.10.03 07:06t/p330.1094.55795.40294.55737.4010937.91
1182023.10.03 07:06t/p340.1094.55795.40294.55737.4010975.31
1192023.10.12 20:00buy350.1094.6220.0000.000
1202023.10.12 20:00modify350.1094.62293.52295.922
1212023.10.17 14:23buy360.1095.2730.0000.000
1222023.10.17 14:23modify360.1095.27395.07795.922
1232023.10.17 14:23modify350.1094.62295.07795.922
1242023.10.17 14:36buy370.1095.3380.0000.000
1252023.10.17 14:36modify370.1095.33895.14295.922
1262023.10.17 14:36buy380.1095.3380.0000.000
1272023.10.17 14:36modify380.1095.33895.07795.922
1282023.10.17 14:36modify370.1095.33895.07795.922
1292023.10.18 14:33s/l350.1095.07795.07795.92230.3811005.70
1302023.10.18 14:33s/l360.1095.07795.07795.922-12.2110993.49
1312023.10.18 14:33s/l370.1095.07795.07795.922-16.3710977.13
1322023.10.18 14:33s/l380.1095.07795.07795.922-16.3710960.76
1332023.10.25 19:00buy390.1094.6710.0000.000
1342023.10.25 19:00modify390.1094.67193.57195.971
1352023.10.27 00:32buy400.1095.3220.0000.000
1362023.10.27 00:32modify400.1095.32295.12695.971
1372023.10.27 00:32modify390.1094.67195.12695.971
1382023.10.27 01:12s/l390.1095.12695.12695.97130.3810991.15
1392023.10.27 01:12s/l400.1095.12695.12695.971-12.5310978.62
1402023.11.03 20:00sell410.1097.2930.0000.000
1412023.11.03 20:00modify410.1097.29398.39395.993
1422023.11.07 05:29sell420.1096.6420.0000.000
1432023.11.07 05:29modify420.1096.64296.83895.993
1442023.11.07 05:29modify410.1097.29396.83895.993
1452023.11.07 06:48sell430.1096.5720.0000.000
1462023.11.07 06:48modify430.1096.57296.77395.993
1472023.11.07 06:48sell440.1096.5720.0000.000
1482023.11.07 06:48modify440.1096.57296.83895.993
1492023.11.07 06:48modify430.1096.57296.83895.993
1502023.11.07 08:19s/l410.1096.83896.83895.99326.9911005.61
1512023.11.07 08:19s/l420.1096.83896.83895.993-12.5310993.08
1522023.11.07 08:19s/l430.1096.83896.83895.993-17.0010976.08
1532023.11.07 08:19s/l440.1096.83896.83895.993-17.0010959.08
1542023.11.09 21:00buy450.1096.4050.0000.000
1552023.11.09 21:00modify450.1096.40595.30597.705
1562023.11.14 13:30buy460.1097.0580.0000.000
1572023.11.14 13:30modify460.1097.05896.86097.705
1582023.11.14 13:30modify450.1096.40596.86097.705
1592023.11.14 13:30buy470.1097.1250.0000.000
1602023.11.14 13:30modify470.1097.12596.92597.705
1612023.11.14 13:30buy480.1097.1250.0000.000
1622023.11.14 13:30modify480.1097.12596.86097.705
1632023.11.14 13:30modify470.1097.12596.86097.705
1642023.11.14 15:23t/p450.1097.70596.86097.70584.0911043.17
1652023.11.14 15:23t/p460.1097.70596.86097.70541.3711084.54
1662023.11.14 15:23t/p470.1097.70596.86097.70537.0811121.62
1672023.11.14 15:23t/p480.1097.70596.86097.70537.0811158.70
1682023.11.14 18:00sell490.1097.8140.0000.000
1692023.11.14 18:00modify490.1097.81498.91496.514
1702023.11.17 08:37sell500.1097.1620.0000.000
1712023.11.17 08:37modify500.1097.16297.35996.514
1722023.11.17 08:37modify490.1097.81497.35996.514
1732023.11.17 08:51sell510.1097.0990.0000.000
1742023.11.17 08:51modify510.1097.09997.29496.514
1752023.11.17 08:51sell520.1097.0990.0000.000
1762023.11.17 08:51modify520.1097.09997.35996.514
1772023.11.17 08:51modify510.1097.09997.35996.514
1782023.11.17 17:16s/l490.1097.35997.35996.51423.8411182.53
1792023.11.17 17:16s/l500.1097.35997.35996.514-12.6011169.93
1802023.11.17 17:16s/l510.1097.35997.35996.514-16.6311153.30
1812023.11.17 17:16s/l520.1097.35997.35996.514-16.6311136.67
1822023.12.22 18:00sell530.1096.9340.0000.000
1832023.12.22 18:00modify530.1096.93498.03495.634
1842023.12.25 05:21sell540.1096.2830.0000.000
1852023.12.25 05:21modify540.1096.28396.47995.634
1862023.12.25 05:21modify530.1096.93496.47995.634
1872023.12.25 05:32s/l530.1096.47996.47995.63428.0411164.72
1882023.12.25 05:32s/l540.1096.47996.47995.634-12.5311152.19
1892023.12.26 21:00sell550.1097.2020.0000.000
1902023.12.26 21:00modify550.1097.20298.30295.902
1912023.12.28 04:54sell560.1096.5520.0000.000
1922023.12.28 04:54modify560.1096.55296.74795.902
1932023.12.28 04:54modify550.1097.20296.74795.902
1942023.12.28 05:13s/l550.1096.74796.74795.90224.8911177.08
1952023.12.28 05:13s/l560.1096.74796.74795.902-12.4611164.62
1962024.01.02 17:00buy570.1096.1000.0000.000
1972024.01.02 17:00modify570.1096.10095.00097.400
1982024.01.04 04:53buy580.1096.7520.0000.000
1992024.01.04 04:53modify580.1096.75296.55597.400
2002024.01.04 04:53modify570.1096.10096.55597.400
2012024.01.04 04:56buy590.1096.8150.0000.000
2022024.01.04 04:56modify590.1096.81596.62097.400
2032024.01.04 04:56buy600.1096.8150.0000.000
2042024.01.04 04:56modify600.1096.81596.55597.400
2052024.01.04 04:56modify590.1096.81596.55597.400
2062024.01.08 12:47s/l570.1096.55596.55597.40031.0311195.65
2072024.01.08 12:47s/l580.1096.55596.55597.400-11.9511183.70
2082024.01.08 12:47s/l590.1096.55596.55597.400-15.9811167.72
2092024.01.08 12:47s/l600.1096.55596.55597.400-15.9811151.73
2102024.01.11 18:00buy610.1097.1700.0000.000
2112024.01.11 18:00modify610.1097.17096.07098.470
2122024.01.21 23:00buy620.1097.8210.0000.000
2132024.01.21 23:00modify620.1097.82197.62598.470
2142024.01.21 23:00modify610.1097.17097.62598.470
2152024.01.21 23:28s/l610.1097.62597.62598.47031.6811183.41
2162024.01.21 23:28s/l620.1097.62597.62598.470-12.5311170.88
2172024.01.31 18:00buy630.1096.5510.0000.000
2182024.01.31 18:00modify630.1096.55195.45197.851
2192024.02.09 07:55buy640.1097.2010.0000.000
2202024.02.09 07:55modify640.1097.20197.00697.851
2212024.02.09 07:55modify630.1096.55197.00697.851
2222024.02.09 08:19buy650.1097.2660.0000.000
2232024.02.09 08:19modify650.1097.26697.07197.851
2242024.02.09 08:19buy660.1097.2660.0000.000
2252024.02.09 08:19modify660.1097.26697.00697.851
2262024.02.09 08:19modify650.1097.26697.00697.851
2272024.02.15 23:40t/p630.1097.85197.00697.85188.6211259.51
2282024.02.15 23:40t/p640.1097.85197.00697.85143.5011303.01
2292024.02.15 23:40t/p650.1097.85197.00697.85139.3511342.36
2302024.02.15 23:40t/p660.1097.85197.00697.85139.3511381.71
2312024.03.14 16:00buy670.1097.5940.0000.000
2322024.03.14 16:00modify670.1097.59496.49498.894
2332024.03.19 13:56buy680.1098.2450.0000.000
2342024.03.19 13:56modify680.1098.24598.04998.894
2352024.03.19 13:56modify670.1097.59498.04998.894
2362024.03.19 14:11buy690.1098.3090.0000.000
2372024.03.19 14:11modify690.1098.30998.11498.894
2382024.03.19 14:11buy700.1098.3090.0000.000
2392024.03.19 14:11modify700.1098.30998.04998.894
2402024.03.19 14:11modify690.1098.30998.04998.894
2412024.03.20 02:57t/p670.1098.89498.04998.89484.4111466.13
2422024.03.20 02:57t/p680.1098.89498.04998.89441.8211507.95
2432024.03.20 02:57t/p690.1098.89498.04998.89437.7311545.68
2442024.03.20 02:57t/p700.1098.89498.04998.89437.7311583.42
2452024.04.01 19:00buy710.1098.3540.0000.000
2462024.04.01 19:00modify710.1098.35497.25499.654
2472024.04.03 13:01buy720.1099.0040.0000.000
2482024.04.03 13:01modify720.1099.00498.80999.654
2492024.04.03 13:01modify710.1098.35498.80999.654
2502024.04.03 13:40buy730.1099.0690.0000.000
2512024.04.03 13:40modify730.1099.06998.87499.654
2522024.04.03 13:40buy740.1099.0690.0000.000
2532024.04.03 13:40modify740.1099.06998.80999.654
2542024.04.03 13:40modify730.1099.06998.80999.654
2552024.04.04 00:52t/p710.1099.65498.80999.65484.7411668.16
2562024.04.04 00:52t/p720.1099.65498.80999.65442.5311710.69
2572024.04.04 00:52t/p730.1099.65498.80999.65438.3711749.06
2582024.04.04 00:52t/p740.1099.65498.80999.65438.3711787.43
2592024.04.10 15:00buy750.1099.7140.0000.000
2602024.04.10 15:00modify750.1099.71498.614101.014
2612024.04.19 01:30s/l750.1098.61498.614101.014-66.7811720.65
2622024.04.23 19:00sell760.10100.3850.0000.000
2632024.04.23 19:00modify760.10100.385101.48599.085
2642024.04.25 06:30s/l760.10101.485101.48599.085-74.5211646.13