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=1; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=80; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 profit1479.74Gross profit2163.00Gross loss-683.26
Profit factor3.17Expected payoff24.66
Absolute drawdown70.90Maximal drawdown277.71 (2.53%)Relative drawdown2.53% (277.71)
Total trades60Short positions (won %)24 (70.83%)Long positions (won %)36 (80.56%)
Profit trades (% of total)46 (76.67%)Loss trades (% of total)14 (23.33%)
Largestprofit trade93.70loss trade-55.33
Averageprofit trade47.02loss trade-48.80
Maximumconsecutive wins (profit in money)12 (593.14)consecutive losses (loss in money)3 (-152.12)
Maximalconsecutive profit (count of wins)593.14 (12)consecutive loss (count of losses)-152.12 (3)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.01 03:00sell10.1090.6470.0000.000
22023.05.01 03:00modify10.1090.64791.44789.247
32023.05.02 04:30s/l10.1091.44791.44789.247-52.189947.82
42023.05.02 05:00sell20.1092.1710.0000.000
52023.05.02 05:00modify20.1092.17192.97190.771
62023.05.02 14:11sell30.1091.4710.0000.000
72023.05.02 14:11modify30.1091.47191.96190.771
82023.05.02 14:11modify20.1092.17191.96190.771
92023.05.02 14:24sell40.1091.3310.0000.000
102023.05.02 14:24modify40.1091.33191.82190.771
112023.05.02 14:24modify30.1091.47191.82190.771
122023.05.02 14:24modify20.1092.17191.82190.771
132023.05.02 14:48sell50.1091.1160.0000.000
142023.05.02 14:48modify50.1091.11691.68190.771
152023.05.02 14:48modify40.1091.33191.68190.771
162023.05.02 14:48modify30.1091.47191.68190.771
172023.05.02 14:48modify20.1092.17191.68190.771
182023.05.03 01:57t/p20.1090.77191.68190.77188.4310036.25
192023.05.03 01:57t/p30.1090.77191.68190.77143.6910079.94
202023.05.03 01:57t/p40.1090.77191.68190.77134.7410114.68
212023.05.03 01:57t/p50.1090.77191.68190.77121.0010135.69
222023.05.15 06:00sell60.1090.9850.0000.000
232023.05.15 06:00modify60.1090.98591.78589.585
242023.05.17 17:41s/l60.1091.78591.78589.585-53.2410082.45
252023.05.31 06:00buy70.1090.5840.0000.000
262023.05.31 06:00modify70.1090.58489.78491.984
272023.06.01 15:56buy80.1091.2840.0000.000
282023.06.01 15:56modify80.1091.28490.79491.984
292023.06.01 15:56modify70.1090.58490.79491.984
302023.06.02 00:58buy90.1091.4240.0000.000
312023.06.02 00:58modify90.1091.42490.93491.984
322023.06.02 00:58modify80.1091.28490.93491.984
332023.06.02 00:58modify70.1090.58490.93491.984
342023.06.02 01:48buy100.1091.6350.0000.000
352023.06.02 01:48modify100.1091.63591.07491.984
362023.06.02 01:48modify90.1091.42491.07491.984
372023.06.02 01:48modify80.1091.28491.07491.984
382023.06.02 01:48modify70.1090.58491.07491.984
392023.06.02 08:16t/p70.1091.98491.07491.98490.7810173.23
402023.06.02 08:16t/p80.1091.98491.07491.98445.0610218.30
412023.06.02 08:16t/p90.1091.98491.07491.98435.7910254.09
422023.06.02 08:16t/p100.1091.98491.07491.98422.3110276.40
432023.06.15 02:00sell110.1095.6860.0000.000
442023.06.15 02:00modify110.1095.68696.48694.286
452023.06.15 15:22s/l110.1096.48696.48694.286-51.1410225.26
462023.07.07 08:00buy120.1095.0190.0000.000
472023.07.07 08:00modify120.1095.01994.21996.419
482023.07.10 13:21s/l120.1094.21994.21996.419-50.8110174.45
492023.07.11 09:00buy130.1093.7070.0000.000
502023.07.11 09:00modify130.1093.70792.90795.107
512023.07.13 03:54buy140.1094.4080.0000.000
522023.07.13 03:54modify140.1094.40893.91795.107
532023.07.13 03:54modify130.1093.70793.91795.107
542023.07.13 05:43buy150.1094.5470.0000.000
552023.07.13 05:43modify150.1094.54794.05795.107
562023.07.13 05:43modify140.1094.40894.05795.107
572023.07.13 05:43modify130.1093.70794.05795.107
582023.07.13 08:26buy160.1094.7580.0000.000
592023.07.13 08:26modify160.1094.75894.19795.107
602023.07.13 08:26modify150.1094.54794.19795.107
612023.07.13 08:26modify140.1094.40894.19795.107
622023.07.13 08:26modify130.1093.70794.19795.107
632023.07.13 12:31t/p130.1095.10794.19795.10790.7810265.24
642023.07.13 12:31t/p140.1095.10794.19795.10744.6810309.92
652023.07.13 12:31t/p150.1095.10794.19795.10735.8010345.72
662023.07.13 12:31t/p160.1095.10794.19795.10722.3110368.03
672023.07.26 09:00buy170.1094.9680.0000.000
682023.07.26 09:00modify170.1094.96894.16896.368
692023.07.27 17:12s/l170.1094.16894.16896.368-50.1610317.87
702023.09.05 07:00buy180.1093.7890.0000.000
712023.09.05 07:00modify180.1093.78992.98995.189
722023.09.11 11:31buy190.1094.4890.0000.000
732023.09.11 11:31modify190.1094.48993.99995.189
742023.09.11 11:31modify180.1093.78993.99995.189
752023.09.12 23:43buy200.1094.6300.0000.000
762023.09.12 23:43modify200.1094.63094.13995.189
772023.09.12 23:43modify190.1094.48994.13995.189
782023.09.12 23:43modify180.1093.78994.13995.189
792023.09.13 15:23buy210.1094.8390.0000.000
802023.09.13 15:23modify210.1094.83994.27995.189
812023.09.13 15:23modify200.1094.63094.27995.189
822023.09.13 15:23modify190.1094.48994.27995.189
832023.09.13 15:23modify180.1093.78994.27995.189
842023.09.15 02:00t/p180.1095.18994.27995.18993.3810411.25
852023.09.15 02:00t/p190.1095.18994.27995.18946.6910457.94
862023.09.15 02:00t/p200.1095.18994.27995.18937.3610495.30
872023.09.15 02:00t/p210.1095.18994.27995.18923.6710518.97
882023.09.29 03:00sell220.1096.5040.0000.000
892023.09.29 03:00modify220.1096.50497.30495.104
902023.10.02 05:36sell230.1095.8040.0000.000
912023.10.02 05:36modify230.1095.80496.29495.104
922023.10.02 05:36modify220.1096.50496.29495.104
932023.10.02 13:06sell240.1095.6620.0000.000
942023.10.02 13:06modify240.1095.66296.15495.104
952023.10.02 13:06modify230.1095.80496.15495.104
962023.10.02 13:06modify220.1096.50496.15495.104
972023.10.02 14:50sell250.1095.4540.0000.000
982023.10.02 14:50modify250.1095.45496.01495.104
992023.10.02 14:50modify240.1095.66296.01495.104
1002023.10.02 14:50modify230.1095.80496.01495.104
1012023.10.02 14:50modify220.1096.50496.01495.104
1022023.10.03 02:03t/p220.1095.10496.01495.10487.3910606.37
1032023.10.03 02:03t/p230.1095.10496.01495.10443.6910650.06
1042023.10.03 02:03t/p240.1095.10496.01495.10434.6210684.68
1052023.10.03 02:03t/p250.1095.10496.01495.10421.3210706.00
1062023.10.03 05:00buy260.1094.7100.0000.000
1072023.10.03 05:00modify260.1094.71093.91096.110
1082023.10.03 14:12s/l260.1093.91093.91096.110-51.1410654.86
1092023.10.19 02:00buy270.1094.4770.0000.000
1102023.10.19 02:00modify270.1094.47793.67795.877
1112023.10.19 17:16buy280.1095.1770.0000.000
1122023.10.19 17:16modify280.1095.17794.68795.877
1132023.10.19 17:16modify270.1094.47794.68795.877
1142023.10.19 23:00s/l270.1094.68794.68795.87713.4210668.28
1152023.10.19 23:00s/l280.1094.68794.68795.877-31.3210636.96
1162023.10.25 01:00sell290.1095.8020.0000.000
1172023.10.25 01:00modify290.1095.80296.60294.402
1182023.10.25 09:22sell300.1095.1020.0000.000
1192023.10.25 09:22modify300.1095.10295.59294.402
1202023.10.25 09:22modify290.1095.80295.59294.402
1212023.10.25 09:45sell310.1094.9600.0000.000
1222023.10.25 09:45modify310.1094.96095.45294.402
1232023.10.25 09:45modify300.1095.10295.45294.402
1242023.10.25 09:45modify290.1095.80295.45294.402
1252023.10.25 14:30sell320.1094.7500.0000.000
1262023.10.25 14:30modify320.1094.75095.31294.402
1272023.10.25 14:30modify310.1094.96095.31294.402
1282023.10.25 14:30modify300.1095.10295.31294.402
1292023.10.25 14:30modify290.1095.80295.31294.402
1302023.10.25 22:16t/p290.1094.40295.31294.40289.4810726.44
1312023.10.25 22:16t/p300.1094.40295.31294.40244.7410771.18
1322023.10.25 22:16t/p310.1094.40295.31294.40235.6610806.84
1332023.10.25 22:16t/p320.1094.40295.31294.40222.2410829.08
1342023.10.31 09:00sell330.1095.8490.0000.000
1352023.10.31 09:00modify330.1095.84996.64994.449
1362023.11.01 22:10s/l330.1096.64996.64994.449-52.1810776.90
1372023.11.07 05:00buy340.1096.7700.0000.000
1382023.11.07 05:00modify340.1096.77095.97098.170
1392023.11.14 14:07buy350.1097.4710.0000.000
1402023.11.14 14:07modify350.1097.47196.98098.170
1412023.11.14 14:07modify340.1096.77096.98098.170
1422023.11.14 14:34buy360.1097.6110.0000.000
1432023.11.14 14:34modify360.1097.61197.12098.170
1442023.11.14 14:34modify350.1097.47197.12098.170
1452023.11.14 14:34modify340.1096.77097.12098.170
1462023.11.14 15:47buy370.1097.8200.0000.000
1472023.11.14 15:47modify370.1097.82097.26098.170
1482023.11.14 15:47modify360.1097.61197.26098.170
1492023.11.14 15:47modify350.1097.47197.26098.170
1502023.11.14 15:47modify340.1096.77097.26098.170
1512023.11.15 13:05t/p340.1098.17097.26098.17092.0810868.98
1522023.11.15 13:05t/p350.1098.17097.26098.17045.0010913.98
1532023.11.15 13:05t/p360.1098.17097.26098.17036.0510950.04
1542023.11.15 13:05t/p370.1098.17097.26098.17022.6910972.73
1552023.12.05 04:00buy380.1096.7990.0000.000
1562023.12.05 04:00modify380.1096.79995.99998.199
1572023.12.07 02:31s/l380.1095.99995.99998.199-49.8410922.90
1582023.12.07 03:00buy390.1095.9870.0000.000
1592023.12.07 03:00modify390.1095.98795.18797.387
1602023.12.07 08:45s/l390.1095.18795.18797.387-51.1410871.76
1612023.12.07 09:00buy400.1095.3700.0000.000
1622023.12.07 09:00modify400.1095.37094.57096.770
1632023.12.07 17:46s/l400.1094.57094.57096.770-51.1410820.62
1642023.12.19 03:00sell410.1096.5440.0000.000
1652023.12.19 03:00modify410.1096.54497.34495.144
1662023.12.19 06:36sell420.1095.8250.0000.000
1672023.12.19 06:36modify420.1095.82596.33495.144
1682023.12.19 06:36modify410.1096.54496.33495.144
1692023.12.19 06:37s/l410.1096.33496.33495.14413.4210834.04
1702023.12.19 06:37s/l420.1096.33496.33495.144-32.5310801.51
1712023.12.19 08:00sell430.1096.7680.0000.000
1722023.12.19 08:00modify430.1096.76897.56895.368
1732023.12.19 10:45s/l430.1097.56897.56895.368-51.1310750.38
1742024.02.01 09:00buy440.1095.6900.0000.000
1752024.02.01 09:00modify440.1095.69094.89097.090
1762024.02.02 01:16buy450.1096.3930.0000.000
1772024.02.02 01:16modify450.1096.39395.90097.090
1782024.02.02 01:16modify440.1095.69095.90097.090
1792024.02.02 02:06buy460.1096.5300.0000.000
1802024.02.02 02:06modify460.1096.53096.04097.090
1812024.02.02 02:06modify450.1096.39396.04097.090
1822024.02.02 02:06modify440.1095.69096.04097.090
1832024.02.02 08:25buy470.1096.7400.0000.000
1842024.02.02 08:25modify470.1096.74096.18097.090
1852024.02.02 08:25modify460.1096.53096.18097.090
1862024.02.02 08:25modify450.1096.39396.18097.090
1872024.02.02 08:25modify440.1095.69096.18097.090
1882024.02.09 07:00t/p440.1097.09096.18097.09092.0810842.46
1892024.02.09 07:00t/p450.1097.09096.18097.09046.8210889.27
1902024.02.09 07:00t/p460.1097.09096.18097.09038.0610927.33
1912024.02.09 07:00t/p470.1097.09096.18097.09024.6410951.96
1922024.03.22 07:00buy480.1098.7010.0000.000
1932024.03.22 07:00modify480.1098.70197.901100.101
1942024.04.03 14:48buy490.1099.4030.0000.000
1952024.04.03 14:48modify490.1099.40398.911100.101
1962024.04.03 14:48modify480.1098.70198.911100.101
1972024.04.03 15:40buy500.1099.5420.0000.000
1982024.04.03 15:40modify500.1099.54299.051100.101
1992024.04.03 15:40modify490.1099.40399.051100.101
2002024.04.03 15:40modify480.1098.70199.051100.101
2012024.04.04 01:00buy510.1099.7510.0000.000
2022024.04.04 01:00modify510.1099.75199.191100.101
2032024.04.04 01:00modify500.1099.54299.191100.101
2042024.04.04 01:00modify490.1099.40399.191100.101
2052024.04.04 01:00modify480.1098.70199.191100.101
2062024.04.04 09:01t/p480.10100.10199.191100.10193.7011045.66
2072024.04.04 09:01t/p490.10100.10199.191100.10145.5911091.25
2082024.04.04 09:01t/p500.10100.10199.191100.10136.7011127.95
2092024.04.04 09:01t/p510.10100.10199.191100.10122.3711150.32
2102024.04.19 02:00buy520.1098.4220.0000.000
2112024.04.19 02:00modify520.1098.42297.62299.822
2122024.04.19 07:08buy530.1099.1240.0000.000
2132024.04.19 07:08modify530.1099.12498.63299.822
2142024.04.19 07:08modify520.1098.42298.63299.822
2152024.04.19 07:54buy540.1099.2620.0000.000
2162024.04.19 07:54modify540.1099.26298.77299.822
2172024.04.19 07:54modify530.1099.12498.77299.822
2182024.04.19 07:54modify520.1098.42298.77299.822
2192024.04.22 00:06buy550.1099.4730.0000.000
2202024.04.22 00:06modify550.1099.47398.91299.822
2212024.04.22 00:06modify540.1099.26298.91299.822
2222024.04.22 00:06modify530.1099.12498.91299.822
2232024.04.22 00:06modify520.1098.42298.91299.822
2242024.04.22 17:52t/p520.1099.82298.91299.82289.8111240.14
2252024.04.22 17:52t/p530.1099.82298.91299.82244.9411285.08
2262024.04.22 17:52t/p540.1099.82298.91299.82236.1211321.20
2272024.04.22 17:52t/p550.1099.82298.91299.82222.3111343.51
2282024.04.24 02:00sell560.10100.9400.0000.000
2292024.04.24 02:00modify560.10100.940101.74099.540
2302024.04.26 03:30s/l560.10101.740101.74099.540-55.3311288.19
2312024.04.29 02:00sell570.10104.3900.0000.000
2322024.04.29 02:00modify570.10104.390105.190102.990
2332024.04.29 04:09sell580.10103.6800.0000.000
2342024.04.29 04:09modify580.10103.680104.180102.990
2352024.04.29 04:09modify570.10104.390104.180102.990
2362024.04.29 04:16sell590.10103.5470.0000.000
2372024.04.29 04:16modify590.10103.547104.040102.990
2382024.04.29 04:16modify580.10103.680104.040102.990
2392024.04.29 04:16modify570.10104.390104.040102.990
2402024.04.29 04:18sell600.10103.3400.0000.000
2412024.04.29 04:18modify600.10103.340103.900102.990
2422024.04.29 04:18modify590.10103.547103.900102.990
2432024.04.29 04:18modify580.10103.680103.900102.990
2442024.04.29 04:18modify570.10104.390103.900102.990
2452024.04.29 04:32t/p570.10102.990103.900102.99089.4811377.67
2462024.04.29 04:32t/p580.10102.990103.900102.99044.1011421.77
2472024.04.29 04:32t/p590.10102.990103.900102.99035.6011457.37
2482024.04.29 04:32t/p600.10102.990103.900102.99022.3711479.74