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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 modelled156087Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1266.40Gross profit2147.60Gross loss-881.20
Profit factor2.44Expected payoff17.59
Absolute drawdown198.30Maximal drawdown244.41 (2.32%)Relative drawdown2.32% (244.41)
Total trades72Short positions (won %)13 (61.54%)Long positions (won %)59 (61.02%)
Profit trades (% of total)44 (61.11%)Loss trades (% of total)28 (38.89%)
Largestprofit trade90.37loss trade-86.54
Averageprofit trade48.81loss trade-31.47
Maximumconsecutive wins (profit in money)10 (538.85)consecutive losses (loss in money)3 (-51.67)
Maximalconsecutive profit (count of wins)538.85 (10)consecutive loss (count of losses)-163.13 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.10 08:00buy10.1094.6530.0000.000
22023.07.10 08:00modify10.1094.65393.35396.053
32023.07.12 07:50s/l10.1093.35393.35396.053-81.139918.87
42023.07.20 02:00sell20.1095.0090.0000.000
52023.07.20 02:00modify20.1095.00996.30993.609
62023.07.27 18:40t/p20.1093.60996.30993.60981.2410000.11
72023.07.31 02:00sell30.1094.3290.0000.000
82023.07.31 02:00modify30.1094.32995.62992.929
92023.07.31 13:15s/l30.1095.62995.62992.929-81.719918.40
102023.08.01 07:00buy40.1095.0020.0000.000
112023.08.01 07:00modify40.1095.00293.70296.402
122023.08.02 08:20s/l40.1093.70293.70296.402-81.429836.98
132023.08.03 09:00buy50.1093.1150.0000.000
142023.08.03 09:00modify50.1093.11591.81594.515
152023.08.04 00:50buy60.1093.8400.0000.000
162023.08.04 00:50modify60.1093.84093.53594.515
172023.08.04 00:50buy70.1093.8400.0000.000
182023.08.04 00:50modify70.1093.84093.53594.515
192023.08.04 00:50modify50.1093.11593.53594.515
202023.08.04 01:50buy80.1093.9570.0000.000
212023.08.04 01:50modify80.1093.95793.60594.515
222023.08.04 01:50modify70.1093.84093.60594.515
232023.08.04 01:50modify60.1093.84093.60594.515
242023.08.04 01:50modify50.1093.11593.60594.515
252023.08.04 02:33s/l50.1093.60593.60594.51531.109868.07
262023.08.04 02:33s/l60.1093.60593.60594.515-14.779853.30
272023.08.04 02:33s/l70.1093.60593.60594.515-14.779838.53
282023.08.04 02:33s/l80.1093.60593.60594.515-22.139816.40
292023.08.08 12:00buy90.1093.0950.0000.000
302023.08.08 12:00modify90.1093.09591.79594.495
312023.08.08 18:50buy100.1093.8130.0000.000
322023.08.08 18:50modify100.1093.81393.51594.495
332023.08.08 18:50buy110.1093.8130.0000.000
342023.08.08 18:50modify110.1093.81393.51594.495
352023.08.08 18:50modify90.1093.09593.51594.495
362023.08.09 03:27buy120.1093.9510.0000.000
372023.08.09 03:27modify120.1093.95193.58594.495
382023.08.09 03:27modify110.1093.81393.58594.495
392023.08.09 03:27modify100.1093.81393.58594.495
402023.08.09 03:27modify90.1093.09593.58594.495
412023.08.10 12:15t/p90.1094.49593.58594.49589.199905.60
422023.08.10 12:15t/p100.1094.49593.58594.49544.069949.66
432023.08.10 12:15t/p110.1094.49593.58594.49544.069993.72
442023.08.10 12:15t/p120.1094.49593.58594.49535.0910028.81
452023.08.17 02:00buy130.1093.4590.0000.000
462023.08.17 02:00modify130.1093.45992.15994.859
472023.08.24 04:59buy140.1094.1700.0000.000
482023.08.24 04:59modify140.1094.17093.87994.859
492023.08.24 04:59buy150.1094.1700.0000.000
502023.08.24 04:59modify150.1094.17093.87994.859
512023.08.24 04:59modify130.1093.45993.87994.859
522023.08.24 06:40s/l130.1093.87993.87994.85928.4710057.27
532023.08.24 06:40s/l140.1093.87993.87994.859-18.3010038.97
542023.08.24 06:40s/l150.1093.87993.87994.859-18.3010020.67
552023.09.05 07:00buy160.1093.7890.0000.000
562023.09.05 07:00modify160.1093.78992.48995.189
572023.09.11 11:37buy170.1094.4890.0000.000
582023.09.11 11:37modify170.1094.48994.20995.189
592023.09.11 11:37buy180.1094.4890.0000.000
602023.09.11 11:37modify180.1094.48994.20995.189
612023.09.11 11:37modify160.1093.78994.20995.189
622023.09.11 12:32s/l160.1094.20994.20995.18928.1710048.85
632023.09.11 12:32s/l170.1094.20994.20995.189-17.6010031.25
642023.09.11 12:32s/l180.1094.20994.20995.189-17.6010013.65
652023.09.21 03:00buy190.1095.0260.0000.000
662023.09.21 03:00modify190.1095.02693.72696.426
672023.09.22 12:10buy200.1095.7370.0000.000
682023.09.22 12:10modify200.1095.73795.44696.426
692023.09.22 12:10buy210.1095.7370.0000.000
702023.09.22 12:10modify210.1095.73795.44696.426
712023.09.22 12:10modify190.1095.02695.44696.426
722023.09.24 21:00s/l190.1095.44695.44696.42626.7010040.34
732023.09.24 21:00s/l200.1095.44695.44696.426-18.2910022.05
742023.09.24 21:00s/l210.1095.44695.44696.426-18.2910003.76
752023.10.03 05:00buy220.1094.7100.0000.000
762023.10.03 05:00modify220.1094.71093.41096.110
772023.10.03 14:16s/l220.1093.41093.41096.110-81.729922.04
782023.10.25 02:00sell230.1095.7720.0000.000
792023.10.25 02:00modify230.1095.77297.07294.372
802023.10.25 09:35sell240.1095.0670.0000.000
812023.10.25 09:35modify240.1095.06795.35294.372
822023.10.25 09:35sell250.1095.0670.0000.000
832023.10.25 09:35modify250.1095.06795.35294.372
842023.10.25 09:35modify230.1095.77295.35294.372
852023.10.25 09:55sell260.1094.9190.0000.000
862023.10.25 09:55modify260.1094.91995.28294.372
872023.10.25 09:55modify250.1095.06795.28294.372
882023.10.25 09:55modify240.1095.06795.28294.372
892023.10.25 09:55modify230.1095.77295.28294.372
902023.10.25 22:20t/p230.1094.37295.28294.37288.0010010.04
912023.10.25 22:20t/p240.1094.37295.28294.37243.6810053.72
922023.10.25 22:20t/p250.1094.37295.28294.37243.6810097.40
932023.10.25 22:20t/p260.1094.37295.28294.37234.3810131.78
942023.10.31 09:00sell270.1095.8490.0000.000
952023.10.31 09:00modify270.1095.84997.14994.449
962023.11.03 12:50s/l270.1097.14997.14994.449-86.5410045.24
972023.11.07 05:00buy280.1096.7700.0000.000
982023.11.07 05:00modify280.1096.77095.47098.170
992023.11.14 14:15buy290.1097.4990.0000.000
1002023.11.14 14:15modify290.1097.49997.19098.170
1012023.11.14 14:15buy300.1097.4990.0000.000
1022023.11.14 14:15modify300.1097.49997.19098.170
1032023.11.14 14:15modify280.1096.77097.19098.170
1042023.11.14 14:40buy310.1097.6100.0000.000
1052023.11.14 14:40modify310.1097.61097.26098.170
1062023.11.14 14:40modify300.1097.49997.26098.170
1072023.11.14 14:40modify290.1097.49997.26098.170
1082023.11.14 14:40modify280.1096.77097.26098.170
1092023.11.15 13:03t/p280.1098.17097.26098.17090.3710135.62
1102023.11.15 13:03t/p290.1098.17097.26098.17042.4810178.09
1112023.11.15 13:03t/p300.1098.17097.26098.17042.4810220.57
1122023.11.15 13:03t/p310.1098.17097.26098.17035.5010256.06
1132023.11.16 03:00buy320.1097.8540.0000.000
1142023.11.16 03:00modify320.1097.85496.55499.254
1152023.11.24 15:20buy330.1098.5630.0000.000
1162023.11.24 15:20modify330.1098.56398.27499.254
1172023.11.24 15:20buy340.1098.5630.0000.000
1182023.11.24 15:20modify340.1098.56398.27499.254
1192023.11.24 15:20modify320.1097.85498.27499.254
1202023.11.26 22:00s/l320.1098.27498.27499.25428.7610284.83
1212023.11.26 22:00s/l330.1098.27498.27499.254-18.1710266.66
1222023.11.26 22:00s/l340.1098.27498.27499.254-18.1710248.49
1232023.12.05 04:00buy350.1096.7990.0000.000
1242023.12.05 04:00modify350.1096.79995.49998.199
1252023.12.07 08:10s/l350.1095.49995.49998.199-80.5410167.95
1262023.12.19 03:00sell360.1096.5440.0000.000
1272023.12.19 03:00modify360.1096.54497.84495.144
1282024.01.02 20:37sell370.1095.8360.0000.000
1292024.01.02 20:37modify370.1095.83696.12495.144
1302024.01.02 20:37sell380.1095.8360.0000.000
1312024.01.02 20:37modify380.1095.83696.12495.144
1322024.01.02 20:37modify360.1096.54496.12495.144
1332024.01.02 23:10s/l360.1096.12496.12495.14412.8810180.83
1342024.01.02 23:10s/l370.1096.12496.12495.144-18.1010162.73
1352024.01.02 23:10s/l380.1096.12496.12495.144-18.1010144.63
1362024.02.01 09:00buy390.1095.6900.0000.000
1372024.02.01 09:00modify390.1095.69094.39097.090
1382024.02.02 01:15buy400.1096.3940.0000.000
1392024.02.02 01:15modify400.1096.39496.11097.090
1402024.02.02 01:15buy410.1096.3940.0000.000
1412024.02.02 01:15modify410.1096.39496.11097.090
1422024.02.02 01:15modify390.1095.69096.11097.090
1432024.02.02 02:15buy420.1096.5340.0000.000
1442024.02.02 02:15modify420.1096.53496.18097.090
1452024.02.02 02:15modify410.1096.39496.18097.090
1462024.02.02 02:15modify400.1096.39496.18097.090
1472024.02.02 02:15modify390.1095.69096.18097.090
1482024.02.09 07:03t/p390.1097.09096.18097.09090.3710235.01
1492024.02.09 07:03t/p400.1097.09096.18097.09045.8310280.84
1502024.02.09 07:03t/p410.1097.09096.18097.09045.8310326.66
1512024.02.09 07:03t/p420.1097.09096.18097.09037.0310363.69
1522024.03.22 03:00buy430.1099.0970.0000.000
1532024.03.22 03:00modify430.1099.09797.797100.497
1542024.04.04 01:15buy440.1099.7990.0000.000
1552024.04.04 01:15modify440.1099.79999.517100.497
1562024.04.04 01:15buy450.1099.7990.0000.000
1572024.04.04 01:15modify450.1099.79999.517100.497
1582024.04.04 01:15modify430.1099.09799.517100.497
1592024.04.04 04:20buy460.1099.9390.0000.000
1602024.04.04 04:20modify460.1099.93999.587100.497
1612024.04.04 04:20modify450.1099.79999.587100.497
1622024.04.04 04:20modify440.1099.79999.587100.497
1632024.04.04 04:20modify430.1099.09799.587100.497
1642024.04.04 19:40s/l430.1099.58799.587100.49734.6410398.33
1652024.04.04 19:40s/l440.1099.58799.587100.497-13.3310385.00
1662024.04.04 19:40s/l450.1099.58799.587100.497-13.3310371.67
1672024.04.04 19:40s/l460.1099.58799.587100.497-22.1310349.54
1682024.04.19 02:00buy470.1098.4220.0000.000
1692024.04.19 02:00modify470.1098.42297.12299.822
1702024.04.19 07:50buy480.1099.2690.0000.000
1712024.04.19 07:50modify480.1099.26998.91299.822
1722024.04.19 07:50modify470.1098.42298.91299.822
1732024.04.19 08:26buy490.1099.1250.0000.000
1742024.04.19 08:26modify490.1099.12598.84299.822
1752024.04.19 08:26buy500.1099.1250.0000.000
1762024.04.19 08:26modify500.1099.12598.84299.822
1772024.04.19 08:26modify500.1099.12598.91299.822
1782024.04.19 08:26modify490.1099.12598.91299.822
1792024.04.22 17:45t/p470.1099.82298.91299.82288.3110437.85
1802024.04.22 17:45t/p480.1099.82298.91299.82235.0610472.90
1812024.04.22 17:45t/p490.1099.82298.91299.82244.1110517.01
1822024.04.22 17:45t/p500.1099.82298.91299.82244.1110561.12
1832024.04.26 07:00sell510.10102.3700.0000.000
1842024.04.26 07:00modify510.10102.370103.670100.970
1852024.04.26 08:20sell520.10101.5290.0000.000
1862024.04.26 08:20modify520.10101.529101.880100.970
1872024.04.26 08:20modify510.10102.370101.880100.970
1882024.04.26 08:27s/l510.10101.880101.880100.97030.8010591.92
1892024.04.26 08:27s/l520.10101.880101.880100.970-22.0610569.86
1902024.04.29 02:00sell530.10104.3900.0000.000
1912024.04.29 02:00modify530.10104.390105.690102.990
1922024.04.29 04:45t/p530.10102.990105.690102.99088.0010657.86
1932024.05.02 12:00buy540.10101.0680.0000.000
1942024.05.02 12:00modify540.10101.06899.768102.468
1952024.05.06 02:15buy550.10101.7800.0000.000
1962024.05.06 02:15modify550.10101.780101.488102.468
1972024.05.06 02:15buy560.10101.7800.0000.000
1982024.05.06 02:15modify560.10101.780101.488102.468
1992024.05.06 02:15modify540.10101.068101.488102.468
2002024.05.06 08:15buy570.10101.9310.0000.000
2012024.05.06 08:15modify570.10101.931101.558102.468
2022024.05.06 08:15modify560.10101.780101.558102.468
2032024.05.06 08:15modify550.10101.780101.558102.468
2042024.05.06 08:15modify540.10101.068101.558102.468
2052024.05.09 08:10t/p540.10102.468101.558102.46890.0810747.93
2062024.05.09 08:10t/p550.10102.468101.558102.46844.7310792.66
2072024.05.09 08:10t/p560.10102.468101.558102.46844.7310837.39
2082024.05.09 08:10t/p570.10102.468101.558102.46835.2410872.63
2092024.05.16 02:00buy580.10103.0610.0000.000
2102024.05.16 02:00modify580.10103.061101.761104.461
2112024.05.16 15:50buy590.10103.7860.0000.000
2122024.05.16 15:50modify590.10103.786103.481104.461
2132024.05.16 15:50buy600.10103.7860.0000.000
2142024.05.16 15:50modify600.10103.786103.481104.461
2152024.05.16 15:50modify580.10103.061103.481104.461
2162024.05.17 01:15buy610.10103.9130.0000.000
2172024.05.17 01:15modify610.10103.913103.551104.461
2182024.05.17 01:15modify600.10103.786103.551104.461
2192024.05.17 01:15modify590.10103.786103.551104.461
2202024.05.17 01:15modify580.10103.061103.551104.461
2212024.05.20 00:50t/p580.10104.461103.551104.46188.6010961.23
2222024.05.20 00:50t/p590.10104.461103.551104.46143.0211004.25
2232024.05.20 00:50t/p600.10104.461103.551104.46143.0211047.27
2242024.05.20 00:50t/p610.10104.461103.551104.46134.7511082.01
2252024.05.30 07:00buy620.10103.4680.0000.000
2262024.05.30 07:00modify620.10103.468102.168104.868
2272024.05.30 14:20buy630.10104.1770.0000.000
2282024.05.30 14:20modify630.10104.177103.888104.868
2292024.05.30 14:20buy640.10104.1770.0000.000
2302024.05.30 14:20modify640.10104.177103.888104.868
2312024.05.30 14:20modify620.10103.468103.888104.868
2322024.05.31 00:50s/l620.10103.888103.888104.86826.7011108.71
2332024.05.31 00:50s/l630.10103.888103.888104.868-17.8711090.83
2342024.05.31 00:50s/l640.10103.888103.888104.868-17.8711072.96
2352024.06.04 08:00buy650.10103.5560.0000.000
2362024.06.04 08:00modify650.10103.556102.256104.956
2372024.06.12 14:05buy660.10104.2730.0000.000
2382024.06.12 14:05modify660.10104.273103.976104.956
2392024.06.12 14:05buy670.10104.2730.0000.000
2402024.06.12 14:05modify670.10104.273103.976104.956
2412024.06.12 14:05modify650.10103.556103.976104.956
2422024.06.12 14:32buy680.10104.4130.0000.000
2432024.06.12 14:32modify680.10104.413104.046104.956
2442024.06.12 14:32modify670.10104.273104.046104.956
2452024.06.12 14:32modify660.10104.273104.046104.956
2462024.06.12 14:32modify650.10103.556104.046104.956
2472024.06.13 16:10s/l650.10104.046104.046104.95634.0511107.01
2482024.06.13 16:10s/l660.10104.046104.046104.956-13.3811093.63
2492024.06.13 16:10s/l670.10104.046104.046104.956-13.3811080.24
2502024.06.13 16:10s/l680.10104.046104.046104.956-22.1811058.06
2512024.06.14 10:00buy690.10103.8690.0000.000
2522024.06.14 10:00modify690.10103.869102.569105.269
2532024.06.18 05:59buy700.10104.5950.0000.000
2542024.06.18 05:59modify700.10104.595104.289105.269
2552024.06.18 05:59buy710.10104.5950.0000.000
2562024.06.18 05:59modify710.10104.595104.289105.269
2572024.06.18 05:59modify690.10103.869104.289105.269
2582024.06.18 06:40buy720.10104.7310.0000.000
2592024.06.18 06:40modify720.10104.731104.359105.269
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2632024.06.19 06:16t/p690.10105.269104.359105.26988.9011146.96
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2662024.06.19 06:16t/p720.10105.269104.359105.26934.1211266.40