Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 test7200Ticks modelled156083Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread30
Total net profit1001.07Gross profit1633.00Gross loss-631.93
Profit factor2.58Expected payoff18.89
Absolute drawdown117.31Maximal drawdown311.38 (2.89%)Relative drawdown2.89% (311.38)
Total trades53Short positions (won %)31 (48.39%)Long positions (won %)22 (77.27%)
Profit trades (% of total)32 (60.38%)Loss trades (% of total)21 (39.62%)
Largestprofit trade98.81loss trade-66.28
Averageprofit trade51.03loss trade-30.09
Maximumconsecutive wins (profit in money)13 (683.51)consecutive losses (loss in money)4 (-102.03)
Maximalconsecutive profit (count of wins)683.51 (13)consecutive loss (count of losses)-117.12 (2)
Averageconsecutive wins4consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.13 12:00sell10.1094.9690.0000.000
22023.07.13 12:00modify10.1094.96995.86993.469
32023.07.17 06:46sell20.1094.2120.0000.000
42023.07.17 06:46modify20.1094.21294.89493.469
52023.07.17 06:46modify10.1094.96994.89493.469
62023.07.17 09:45sell30.1094.1180.0000.000
72023.07.17 09:45modify30.1094.11894.59493.469
82023.07.17 09:45modify20.1094.21294.59493.469
92023.07.17 09:45modify10.1094.96994.59493.469
102023.07.17 12:50s/l10.1094.59494.59493.46921.6710021.67
112023.07.17 12:50s/l20.1094.59494.59493.469-24.039997.64
122023.07.17 12:50s/l30.1094.59494.59493.469-29.959967.69
132023.07.26 11:00buy40.1094.9120.0000.000
142023.07.26 11:00modify40.1094.91294.01296.412
152023.07.27 17:40s/l40.1094.01294.01296.412-55.759911.94
162023.07.31 12:00sell50.1095.3930.0000.000
172023.07.31 12:00modify50.1095.39396.29393.893
182023.08.01 08:37sell60.1094.5590.0000.000
192023.08.01 08:37modify60.1094.55995.01893.893
202023.08.01 08:37modify50.1095.39395.01893.893
212023.08.01 09:45sell70.1094.6350.0000.000
222023.08.01 09:45modify70.1094.63595.31893.893
232023.08.01 09:47modify70.1094.63595.01893.893
242023.08.02 03:25sell80.1094.4080.0000.000
252023.08.02 03:25modify80.1094.40894.71893.893
262023.08.02 03:25modify60.1094.55994.71893.893
272023.08.02 03:25modify70.1094.63594.71893.893
282023.08.02 03:25modify50.1095.39394.71893.893
292023.08.02 06:15t/p50.1093.89394.71893.89392.4510004.38
302023.08.02 06:15t/p60.1093.89394.71893.89340.9310045.32
312023.08.02 06:15t/p70.1093.89394.71893.89345.7110091.03
322023.08.02 06:15t/p80.1093.89394.71893.89332.4010123.43
332023.09.05 09:00buy90.1093.7730.0000.000
342023.09.05 09:00modify90.1093.77392.87395.273
352023.09.12 06:45buy100.1094.5300.0000.000
362023.09.12 06:45modify100.1094.53093.84895.273
372023.09.12 06:45modify90.1093.77393.84895.273
382023.09.12 23:33buy110.1094.6080.0000.000
392023.09.12 23:33modify110.1094.60894.14895.273
402023.09.12 23:33modify100.1094.53094.14895.273
412023.09.12 23:33modify90.1093.77394.14895.273
422023.09.13 14:50buy120.1094.7650.0000.000
432023.09.13 14:50modify120.1094.76594.44895.273
442023.09.13 14:50modify110.1094.60894.44895.273
452023.09.13 14:50modify100.1094.53094.44895.273
462023.09.13 14:50modify90.1093.77394.44895.273
472023.09.15 02:50t/p90.1095.27394.44895.27397.9510221.38
482023.09.15 02:50t/p100.1095.27394.44895.27348.2410269.62
492023.09.15 02:50t/p110.1095.27394.44895.27343.3310312.94
502023.09.15 02:50t/p120.1095.27394.44895.27333.1510346.10
512023.09.29 04:00sell130.1096.4430.0000.000
522023.09.29 04:00modify130.1096.44397.34394.943
532023.10.02 05:50sell140.1095.6710.0000.000
542023.10.02 05:50modify140.1095.67196.36894.943
552023.10.02 05:50modify130.1096.44396.36894.943
562023.10.02 13:45sell150.1095.6020.0000.000
572023.10.02 13:45modify150.1095.60296.06894.943
582023.10.02 13:45modify140.1095.67196.06894.943
592023.10.02 13:45modify130.1096.44396.06894.943
602023.10.02 14:59sell160.1095.4670.0000.000
612023.10.02 14:59modify160.1095.46795.76894.943
622023.10.02 14:59modify150.1095.60295.76894.943
632023.10.02 14:59modify140.1095.67195.76894.943
642023.10.02 14:59modify130.1096.44395.76894.943
652023.10.03 04:15t/p130.1094.94395.76894.94392.4410438.53
662023.10.03 04:15t/p140.1094.94395.76894.94344.8310483.37
672023.10.03 04:15t/p150.1094.94395.76894.94340.4910523.86
682023.10.03 04:15t/p160.1094.94395.76894.94331.9910555.86
692023.10.25 02:00sell170.1095.7720.0000.000
702023.10.25 02:00modify170.1095.77296.67294.272
712023.10.25 09:59sell180.1094.9310.0000.000
722023.10.25 09:59modify180.1094.93195.39794.272
732023.10.25 09:59modify170.1095.77295.39794.272
742023.10.25 10:57sell190.1095.0110.0000.000
752023.10.25 10:57modify190.1095.01195.69794.272
762023.10.25 10:59modify190.1095.01195.39794.272
772023.10.25 14:30sell200.1094.7960.0000.000
782023.10.25 14:30modify200.1094.79695.09794.272
792023.10.25 14:30modify180.1094.93195.09794.272
802023.10.25 14:30modify190.1095.01195.09794.272
812023.10.25 14:30modify170.1095.77295.09794.272
822023.10.26 14:50s/l170.1095.09795.09794.27239.5810595.44
832023.10.26 14:50s/l180.1095.09795.09794.272-13.3410582.11
842023.10.26 14:50s/l190.1095.09795.09794.272-8.3110573.80
852023.10.26 14:50s/l200.1095.09795.09794.272-21.8310551.97
862023.10.30 13:00sell210.1095.4520.0000.000
872023.10.30 13:00modify210.1095.45296.35293.952
882023.11.01 14:15s/l210.1096.35296.35293.952-58.5610493.41
892023.11.07 06:00buy220.1096.7780.0000.000
902023.11.07 06:00modify220.1096.77895.87898.278
912023.11.14 14:25buy230.1097.5540.0000.000
922023.11.14 14:25modify230.1097.55496.85398.278
932023.11.14 14:25modify220.1096.77896.85398.278
942023.11.14 14:40buy240.1097.6100.0000.000
952023.11.14 14:40modify240.1097.61097.15398.278
962023.11.14 14:40modify230.1097.55497.15398.278
972023.11.14 14:40modify220.1096.77897.15398.278
982023.11.14 15:47buy250.1097.7650.0000.000
992023.11.14 15:47modify250.1097.76597.45398.278
1002023.11.14 15:47modify240.1097.61097.45398.278
1012023.11.14 15:47modify230.1097.55497.45398.278
1022023.11.14 15:47modify220.1096.77897.45398.278
1032023.11.15 14:37t/p220.1098.27897.45398.27896.7510590.17
1042023.11.15 14:37t/p230.1098.27897.45398.27845.8610636.02
1052023.11.15 14:37t/p240.1098.27897.45398.27842.3310678.35
1062023.11.15 14:37t/p250.1098.27897.45398.27832.5810710.92
1072023.12.07 12:00buy260.1095.2420.0000.000
1082023.12.07 12:00modify260.1095.24294.34296.742
1092023.12.07 17:45s/l260.1094.34294.34296.742-56.6310654.29
1102023.12.19 12:00sell270.1097.4830.0000.000
1112023.12.19 12:00modify270.1097.48398.38395.983
1122023.12.20 20:25sell280.1096.7310.0000.000
1132023.12.20 20:25modify280.1096.73197.40895.983
1142023.12.20 20:25modify270.1097.48397.40895.983
1152023.12.20 20:50sell290.1096.6580.0000.000
1162023.12.20 20:50modify290.1096.65897.10895.983
1172023.12.20 20:50modify280.1096.73197.10895.983
1182023.12.20 20:50modify270.1097.48397.10895.983
1192023.12.20 22:42sell300.1096.4980.0000.000
1202023.12.20 22:42modify300.1096.49896.80895.983
1212023.12.20 22:42modify290.1096.65896.80895.983
1222023.12.20 22:42modify280.1096.73196.80895.983
1232023.12.20 22:42modify270.1097.48396.80895.983
1242023.12.22 13:20s/l270.1096.80896.80895.98337.6410691.93
1252023.12.22 13:20s/l280.1096.80896.80895.983-8.7010683.23
1262023.12.22 13:20s/l290.1096.80896.80895.983-13.3010669.93
1272023.12.22 13:20s/l300.1096.80896.80895.983-23.3610646.57
1282024.01.10 05:00sell310.1097.0570.0000.000
1292024.01.10 05:00modify310.1097.05797.95795.557
1302024.02.01 01:50sell320.1096.2840.0000.000
1312024.02.01 01:50modify320.1096.28496.98295.557
1322024.02.01 01:50modify310.1097.05796.98295.557
1332024.02.01 04:10sell330.1096.2310.0000.000
1342024.02.01 04:10modify330.1096.23196.68295.557
1352024.02.01 04:10modify320.1096.28496.68295.557
1362024.02.01 04:10modify310.1097.05796.68295.557
1372024.02.01 14:20t/p310.1095.55796.68295.55771.2110717.78
1382024.02.01 14:20t/p320.1095.55796.68295.55745.7410763.52
1392024.02.01 14:20t/p330.1095.55796.68295.55742.4110805.93
1402024.02.02 11:00sell340.1096.8260.0000.000
1412024.02.02 11:00modify340.1096.82697.72695.326
1422024.02.14 15:50s/l340.1097.72697.72695.326-66.2810739.64
1432024.02.20 11:00sell350.1098.4710.0000.000
1442024.02.20 11:00modify350.1098.47199.37196.971
1452024.02.29 01:45sell360.1097.7080.0000.000
1462024.02.29 01:45modify360.1097.70898.39696.971
1472024.02.29 01:45modify350.1098.47198.39696.971
1482024.02.29 01:50sell370.1097.6340.0000.000
1492024.02.29 01:50modify370.1097.63498.09696.971
1502024.02.29 01:50modify360.1097.70898.09696.971
1512024.02.29 01:50modify350.1098.47198.09696.971
1522024.02.29 02:50sell380.1097.4850.0000.000
1532024.02.29 02:50modify380.1097.48597.79696.971
1542024.02.29 02:50modify370.1097.63497.79696.971
1552024.02.29 02:50modify360.1097.70897.79696.971
1562024.02.29 02:50modify350.1098.47197.79696.971
1572024.03.01 01:45s/l350.1097.79697.79696.97130.8810770.53
1582024.03.01 01:45s/l360.1097.79697.79696.971-6.5110764.02
1592024.03.01 01:45s/l370.1097.79697.79696.971-11.1610752.86
1602024.03.01 01:45s/l380.1097.79697.79696.971-20.5410732.33
1612024.03.05 08:00buy390.1097.5670.0000.000
1622024.03.05 08:00modify390.1097.56796.66799.067
1632024.03.19 14:15buy400.1098.3370.0000.000
1642024.03.19 14:15modify400.1098.33797.64299.067
1652024.03.19 14:15modify390.1097.56797.64299.067
1662024.03.19 14:40buy410.1098.4080.0000.000
1672024.03.19 14:40modify410.1098.40897.94299.067
1682024.03.19 14:40modify400.1098.33797.94299.067
1692024.03.19 14:40modify390.1097.56797.94299.067
1702024.03.19 16:40buy420.1098.5480.0000.000
1712024.03.19 16:40modify420.1098.54898.24299.067
1722024.03.19 16:40modify410.1098.40898.24299.067
1732024.03.19 16:40modify400.1098.33798.24299.067
1742024.03.19 16:40modify390.1097.56798.24299.067
1752024.03.20 17:50t/p390.1099.06798.24299.06798.8110831.14
1762024.03.20 17:50t/p400.1099.06798.24299.06746.2310877.37
1772024.03.20 17:50t/p410.1099.06798.24299.06741.7610919.12
1782024.03.20 17:50t/p420.1099.06798.24299.06732.9510952.07
1792024.03.22 09:00buy430.1098.7630.0000.000
1802024.03.22 09:00modify430.1098.76397.863100.263
1812024.04.03 15:45buy440.1099.5350.0000.000
1822024.04.03 15:45modify440.1099.53598.838100.263
1832024.04.03 15:45modify430.1098.76398.838100.263
1842024.04.03 16:32buy450.1099.5990.0000.000
1852024.04.03 16:32modify450.1099.59999.138100.263
1862024.04.03 16:32modify440.1099.53599.138100.263
1872024.04.03 16:32modify430.1098.76399.138100.263
1882024.04.04 00:50buy460.1099.7490.0000.000
1892024.04.04 00:50modify460.1099.74999.438100.263
1902024.04.04 00:50modify450.1099.59999.438100.263
1912024.04.04 00:50modify440.1099.53599.438100.263
1922024.04.04 00:50modify430.1098.76399.438100.263
1932024.04.04 10:20t/p430.10100.26399.438100.26398.2211050.29
1942024.04.04 10:20t/p440.10100.26399.438100.26346.7011096.98
1952024.04.04 10:20t/p450.10100.26399.438100.26342.6711139.65
1962024.04.04 10:20t/p460.10100.26399.438100.26332.3411171.99
1972024.04.24 03:00sell470.10100.8920.0000.000
1982024.04.24 03:00modify470.10100.892101.79299.392
1992024.04.26 03:45s/l470.10101.792101.79299.392-60.4911111.50
2002024.04.26 09:00sell480.10102.5180.0000.000
2012024.04.26 09:00modify480.10102.518103.418101.018
2022024.04.26 20:45s/l480.10103.418103.418101.018-56.6311054.87
2032024.06.04 12:00buy490.10102.8670.0000.000
2042024.06.04 12:00modify490.10102.867101.967104.367
2052024.06.05 02:20buy500.10103.6380.0000.000
2062024.06.05 02:20modify500.10103.638102.942104.367
2072024.06.05 02:20modify490.10102.867102.942104.367
2082024.06.05 05:07buy510.10103.6920.0000.000
2092024.06.05 05:07modify510.10103.692103.242104.367
2102024.06.05 05:07modify500.10103.638103.242104.367
2112024.06.05 05:07modify490.10102.867103.242104.367
2122024.06.05 07:20buy520.10103.8690.0000.000
2132024.06.05 07:20modify520.10103.869103.542104.367
2142024.06.05 07:20modify510.10103.692103.542104.367
2152024.06.05 07:20modify500.10103.638103.542104.367
2162024.06.05 07:20modify490.10102.867103.542104.367
2172024.06.05 14:02s/l490.10103.542103.542104.36742.7711097.63
2182024.06.05 14:02s/l500.10103.542103.542104.367-6.0511091.58
2192024.06.05 14:02s/l510.10103.542103.542104.367-9.4411082.14
2202024.06.05 14:02s/l520.10103.542103.542104.367-20.5811061.56
2212024.06.26 03:00sell530.10106.6140.0000.000
2222024.06.26 03:00modify530.10106.614107.514105.114
2232024.06.28 20:56s/l530.10107.514107.514105.114-60.4911001.07