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)
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=130; 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=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=7; 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 test6548Ticks modelled36252416Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1098.37Gross profit1292.47Gross loss-194.10
Profit factor6.66Expected payoff30.51
Absolute drawdown71.06Maximal drawdown200.07 (1.78%)Relative drawdown1.78% (200.07)
Total trades36Short positions (won %)20 (80.00%)Long positions (won %)16 (62.50%)
Profit trades (% of total)26 (72.22%)Loss trades (% of total)10 (27.78%)
Largestprofit trade85.44loss trade-94.88
Averageprofit trade49.71loss trade-19.41
Maximumconsecutive wins (profit in money)13 (676.52)consecutive losses (loss in money)4 (-129.22)
Maximalconsecutive profit (count of wins)676.52 (13)consecutive loss (count of losses)-129.22 (4)
Averageconsecutive wins9consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.01 05:00sell10.10136.8500.0000.000
22023.05.01 05:00modify10.10136.850138.150135.650
32023.05.03 01:23sell20.10136.3090.0000.000
42023.05.03 01:23modify20.10136.309136.610135.650
52023.05.03 01:23modify10.10136.850136.610135.650
62023.05.03 01:23sell30.10136.2360.0000.000
72023.05.03 01:23modify30.10136.236136.490135.650
82023.05.03 01:23sell40.10136.2360.0000.000
92023.05.03 01:23modify40.10136.236136.430135.650
102023.05.03 01:23modify20.10136.309136.430135.650
112023.05.03 01:23modify10.10136.850136.430135.650
122023.05.03 01:23modify30.10136.236136.430135.650
132023.05.03 08:14t/p10.10135.650136.430135.65084.5110084.51
142023.05.03 08:14t/p20.10135.650136.430135.65048.5810133.09
152023.05.03 08:14t/p30.10135.650136.430135.65043.2010176.29
162023.05.03 08:14t/p40.10135.650136.430135.65043.2010219.49
172023.06.15 06:00sell50.10141.2130.0000.000
182023.06.15 06:00modify50.10141.213142.513140.013
192023.06.15 12:54sell60.10140.6730.0000.000
202023.06.15 12:54modify60.10140.673140.973140.013
212023.06.15 12:54modify50.10141.213140.973140.013
222023.06.15 13:09sell70.10140.6130.0000.000
232023.06.15 13:09modify70.10140.613140.853140.013
242023.06.15 13:09sell80.10140.6130.0000.000
252023.06.15 13:09modify80.10140.613140.793140.013
262023.06.15 13:09modify60.10140.673140.793140.013
272023.06.15 13:09modify50.10141.213140.793140.013
282023.06.15 13:09modify70.10140.613140.793140.013
292023.06.16 01:39t/p50.10140.013140.793140.01383.7310303.22
302023.06.16 01:39t/p60.10140.013140.793140.01345.1610348.38
312023.06.16 01:39t/p70.10140.013140.793140.01340.8810389.26
322023.06.16 01:39t/p80.10140.013140.793140.01340.8810430.15
332023.07.20 03:00buy90.10139.2440.0000.000
342023.07.20 03:00modify90.10139.244137.944140.444
352023.07.20 12:30buy100.10139.7840.0000.000
362023.07.20 12:30modify100.10139.784139.484140.444
372023.07.20 12:30modify90.10139.244139.484140.444
382023.07.20 12:30buy110.10139.8450.0000.000
392023.07.20 12:30modify110.10139.845139.604140.444
402023.07.20 12:30buy120.10139.8450.0000.000
412023.07.20 12:30modify120.10139.845139.664140.444
422023.07.20 12:30modify100.10139.784139.664140.444
432023.07.20 12:30modify90.10139.244139.664140.444
442023.07.20 12:30modify110.10139.845139.664140.444
452023.07.20 16:06t/p90.10140.444139.664140.44485.4410515.59
462023.07.20 16:06t/p100.10140.444139.664140.44446.9910562.58
472023.07.20 16:06t/p110.10140.444139.664140.44442.6510605.23
482023.07.20 16:06t/p120.10140.444139.664140.44442.6510647.88
492023.09.11 06:00buy130.10146.2410.0000.000
502023.09.11 06:00modify130.10146.241144.941147.441
512023.09.11 10:15buy140.10146.7820.0000.000
522023.09.11 10:15modify140.10146.782146.481147.441
532023.09.11 10:15modify130.10146.241146.481147.441
542023.09.11 10:20buy150.10146.8420.0000.000
552023.09.11 10:20modify150.10146.842146.601147.441
562023.09.11 10:20buy160.10146.8420.0000.000
572023.09.11 10:20modify160.10146.842146.661147.441
582023.09.11 10:20modify140.10146.782146.661147.441
592023.09.11 10:20modify130.10146.241146.661147.441
602023.09.11 10:20modify150.10146.842146.661147.441
612023.09.11 12:04s/l130.10146.661146.661147.44128.6410676.52
622023.09.11 12:04s/l140.10146.661146.661147.441-8.2510668.27
632023.09.11 12:04s/l150.10146.661146.661147.441-12.3410655.93
642023.09.11 12:04s/l160.10146.661146.661147.441-12.3410643.59
652023.10.02 04:00sell170.10149.7800.0000.000
662023.10.02 04:00modify170.10149.780151.080148.580
672023.10.03 14:12sell180.10149.1530.0000.000
682023.10.03 14:12modify180.10149.153149.420148.580
692023.10.03 14:12sell190.10149.1530.0000.000
702023.10.03 14:12modify190.10149.153149.360148.580
712023.10.03 14:12modify170.10149.780149.360148.580
722023.10.03 14:12modify180.10149.153149.360148.580
732023.10.03 14:12t/p170.10148.580149.360148.58078.7910722.38
742023.10.03 14:12t/p180.10148.580149.360148.58038.5710760.95
752023.10.03 14:12t/p190.10148.580149.360148.58038.5710799.52
762023.10.26 04:00sell200.10150.4180.0000.000
772023.10.26 04:00modify200.10150.418151.718149.218
782023.10.27 12:46sell210.10149.8760.0000.000
792023.10.27 12:46modify210.10149.876150.178149.218
802023.10.27 12:46modify200.10150.418150.178149.218
812023.10.27 12:51sell220.10149.8170.0000.000
822023.10.27 12:51modify220.10149.817150.058149.218
832023.10.27 12:51sell230.10149.8170.0000.000
842023.10.27 12:51modify230.10149.817149.998149.218
852023.10.27 12:51modify210.10149.876149.998149.218
862023.10.27 12:51modify200.10150.418149.998149.218
872023.10.27 12:51modify220.10149.817149.998149.218
882023.10.30 14:06t/p200.10149.218149.998149.21876.4710875.98
892023.10.30 14:06t/p210.10149.218149.998149.21842.1210918.11
902023.10.30 14:06t/p220.10149.218149.998149.21838.1610956.27
912023.10.30 14:06t/p230.10149.218149.998149.21838.1610994.43
922023.11.21 05:00buy240.10147.4650.0000.000
932023.11.21 05:00modify240.10147.465146.165148.665
942023.11.21 17:18buy250.10148.0050.0000.000
952023.11.21 17:18modify250.10148.005147.705148.665
962023.11.21 17:18modify240.10147.465147.705148.665
972023.11.21 18:03buy260.10148.0660.0000.000
982023.11.21 18:03modify260.10148.066147.825148.665
992023.11.21 18:03buy270.10148.0660.0000.000
1002023.11.21 18:03modify270.10148.066147.885148.665
1012023.11.21 18:03modify250.10148.005147.885148.665
1022023.11.21 18:03modify240.10147.465147.885148.665
1032023.11.21 18:03modify260.10148.066147.885148.665
1042023.11.22 05:26t/p240.10148.665147.885148.66581.6111076.05
1052023.11.22 05:26t/p250.10148.665147.885148.66545.2911121.34
1062023.11.22 05:26t/p260.10148.665147.885148.66541.1811162.52
1072023.11.22 05:26t/p270.10148.665147.885148.66541.1811203.71
1082023.12.11 03:00sell280.10145.4080.0000.000
1092023.12.11 03:00modify280.10145.408146.708144.208
1102023.12.12 13:31sell290.10144.8540.0000.000
1112023.12.12 13:31modify290.10144.854145.168144.208
1122023.12.12 13:31modify280.10145.408145.168144.208
1132023.12.12 13:31sell300.10144.8060.0000.000
1142023.12.12 13:31modify300.10144.806145.048144.208
1152023.12.12 13:31sell310.10144.8060.0000.000
1162023.12.12 13:31modify310.10144.806144.988144.208
1172023.12.12 13:31modify290.10144.854144.988144.208
1182023.12.12 13:31modify280.10145.408144.988144.208
1192023.12.12 13:31modify300.10144.806144.988144.208
1202023.12.12 13:33s/l280.10144.988144.988144.20826.9911230.70
1212023.12.12 13:33s/l290.10144.988144.988144.208-9.2411221.46
1222023.12.12 13:33s/l300.10144.988144.988144.208-12.5511208.91
1232023.12.12 13:33s/l310.10144.988144.988144.208-12.5511196.36
1242024.01.10 04:00sell320.10144.8480.0000.000
1252024.01.10 04:00modify320.10144.848146.148143.648
1262024.01.11 13:32s/l320.10146.148146.148143.648-94.8811101.48
1272024.02.29 04:00buy330.10149.8420.0000.000
1282024.02.29 04:00modify330.10149.842148.542151.042
1292024.03.01 01:03buy340.10150.3820.0000.000
1302024.03.01 01:03modify340.10150.382150.082151.042
1312024.03.01 01:03modify330.10149.842150.082151.042
1322024.03.01 02:06buy350.10150.4420.0000.000
1332024.03.01 02:06modify350.10150.442150.202151.042
1342024.03.01 02:06buy360.10150.4420.0000.000
1352024.03.01 02:06modify360.10150.442150.262151.042
1362024.03.01 02:06modify340.10150.382150.262151.042
1372024.03.01 02:06modify330.10149.842150.262151.042
1382024.03.01 02:06modify350.10150.442150.262151.042
1392024.03.01 15:10s/l330.10150.262150.262151.04228.8411130.32
1402024.03.01 15:10s/l340.10150.262150.262151.042-7.9911122.33
1412024.03.01 15:10s/l350.10150.262150.262151.042-11.9811110.35
1422024.03.01 15:10s/l360.10150.262150.262151.042-11.9811098.37