Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 test7218Ticks modelled156634Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit1139.72Gross profit1548.69Gross loss-408.97
Profit factor3.79Expected payoff19.65
Absolute drawdown3.94Maximal drawdown202.01 (1.91%)Relative drawdown1.91% (202.01)
Total trades58Short positions (won %)24 (66.67%)Long positions (won %)34 (64.71%)
Profit trades (% of total)38 (65.52%)Loss trades (% of total)20 (34.48%)
Largestprofit trade105.01loss trade-62.86
Averageprofit trade40.76loss trade-20.45
Maximumconsecutive wins (profit in money)5 (273.09)consecutive losses (loss in money)3 (-145.41)
Maximalconsecutive profit (count of wins)273.09 (5)consecutive loss (count of losses)-145.41 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.21 16:00buy10.10147.4480.0000.000
22023.09.21 16:00modify10.10147.448146.548148.948
32023.09.22 01:45buy20.10147.7710.0000.000
42023.09.22 01:45modify20.10147.771147.598148.948
52023.09.22 01:45modify10.10147.448147.598148.948
62023.09.22 02:50buy30.10148.2070.0000.000
72023.09.22 02:50modify30.10148.207147.898148.948
82023.09.22 02:50modify20.10147.771147.898148.948
92023.09.22 02:50modify10.10147.448147.898148.948
102023.09.25 00:02buy40.10148.5020.0000.000
112023.09.25 00:02modify40.10148.502147.973148.948
122023.09.25 00:02modify30.10148.207147.973148.948
132023.09.25 00:02modify20.10147.771147.973148.948
142023.09.25 00:02modify10.10147.448147.973148.948
152023.09.25 14:20t/p10.10148.948147.973148.948102.5210102.52
162023.09.25 14:20t/p20.10148.948147.973148.94879.9310182.45
172023.09.25 14:20t/p30.10148.948147.973148.94850.6610233.10
182023.09.25 14:20t/p40.10148.948147.973148.94829.9410263.04
192023.10.06 14:00sell50.10149.3710.0000.000
202023.10.06 14:00modify50.10149.371150.271147.871
212023.10.06 16:07sell60.10149.0620.0000.000
222023.10.06 16:07modify60.10149.062149.221147.871
232023.10.06 16:07modify50.10149.371149.221147.871
242023.10.06 16:15s/l50.10149.221149.221147.87110.0510273.09
252023.10.06 16:15s/l60.10149.221149.221147.871-10.6610262.43
262023.10.30 17:00buy70.10149.0450.0000.000
272023.10.30 17:00modify70.10149.045148.145150.545
282023.10.31 00:20buy80.10149.3540.0000.000
292023.10.31 00:20modify80.10149.354149.195150.545
302023.10.31 00:20modify70.10149.045149.195150.545
312023.10.31 03:15buy90.10149.8230.0000.000
322023.10.31 03:15modify90.10149.823149.495150.545
332023.10.31 03:15modify80.10149.354149.495150.545
342023.10.31 03:15modify70.10149.045149.495150.545
352023.10.31 03:32buy100.10150.1010.0000.000
362023.10.31 03:32modify100.10150.101149.570150.545
372023.10.31 03:32modify90.10149.823149.570150.545
382023.10.31 03:32modify80.10149.354149.570150.545
392023.10.31 03:32modify70.10149.045149.570150.545
402023.10.31 09:40t/p70.10150.545149.570150.545100.5410362.97
412023.10.31 09:40t/p80.10150.545149.570150.54579.1110442.08
422023.10.31 09:40t/p90.10150.545149.570150.54547.9610490.04
432023.10.31 09:40t/p100.10150.545149.570150.54529.4910519.53
442023.11.14 16:00buy110.10150.8470.0000.000
452023.11.14 16:00modify110.10150.847149.947152.347
462023.11.15 14:45buy120.10151.1760.0000.000
472023.11.15 14:45modify120.10151.176150.997152.347
482023.11.15 14:45modify110.10150.847150.997152.347
492023.11.15 15:45s/l110.10150.997150.997152.34710.8410530.37
502023.11.15 15:45s/l120.10150.997150.997152.347-11.8610518.51
512023.11.22 17:00sell130.10149.6780.0000.000
522023.11.22 17:00modify130.10149.678150.578148.178
532023.11.23 00:10sell140.10149.3560.0000.000
542023.11.23 00:10modify140.10149.356149.528148.178
552023.11.23 00:10modify130.10149.678149.528148.178
562023.11.23 06:15sell150.10148.9280.0000.000
572023.11.23 06:15modify150.10148.928149.228148.178
582023.11.23 06:15modify140.10149.356149.228148.178
592023.11.23 06:15modify130.10149.678149.228148.178
602023.11.23 08:15s/l130.10149.228149.228148.17824.6310543.14
612023.11.23 08:15s/l140.10149.228149.228148.1788.5810551.72
622023.11.23 08:15s/l150.10149.228149.228148.178-20.1010531.62
632023.12.07 12:00buy160.10145.0530.0000.000
642023.12.07 12:00modify160.10145.053144.153146.553
652023.12.07 15:45s/l160.10144.153144.153146.553-62.4510469.17
662023.12.07 17:00buy170.10144.1290.0000.000
672023.12.07 17:00modify170.10144.129143.229145.629
682023.12.07 17:40s/l170.10143.229143.229145.629-62.8610406.31
692023.12.07 19:00buy180.10143.5260.0000.000
702023.12.07 19:00modify180.10143.526142.626145.026
712023.12.07 22:50buy190.10144.2770.0000.000
722023.12.07 22:50modify190.10144.277143.976145.026
732023.12.07 22:50modify180.10143.526143.976145.026
742023.12.07 23:10s/l180.10143.976143.976145.02631.2610437.57
752023.12.07 23:10s/l190.10143.976143.976145.026-20.9110416.66
762023.12.19 12:00sell200.10144.7920.0000.000
772023.12.19 12:00modify200.10144.792145.692143.292
782023.12.19 15:25sell210.10143.7370.0000.000
792023.12.19 15:25modify210.10143.737144.267143.292
802023.12.19 15:25modify200.10144.792144.267143.292
812023.12.20 00:27sell220.10144.0190.0000.000
822023.12.20 00:27modify220.10144.019144.342143.292
832023.12.20 00:27modify220.10144.019144.267143.292
842023.12.20 11:07t/p200.10143.292144.267143.292102.8410519.49
852023.12.20 11:07t/p210.10143.292144.267143.29229.2210548.71
862023.12.20 11:07t/p220.10143.292144.267143.29250.7410599.45
872023.12.21 15:00buy230.10142.3140.0000.000
882023.12.21 15:00modify230.10142.314141.414143.814
892023.12.21 15:20buy240.10142.6310.0000.000
902023.12.21 15:20modify240.10142.631142.464143.814
912023.12.21 15:20modify230.10142.314142.464143.814
922023.12.21 15:27s/l230.10142.464142.464143.81410.5410609.99
932023.12.21 15:27s/l240.10142.464142.464143.814-11.7310598.26
942023.12.28 09:00buy250.10140.9010.0000.000
952023.12.28 09:00modify250.10140.901140.001142.401
962023.12.29 00:55buy260.10141.6730.0000.000
972023.12.29 00:55modify260.10141.673141.351142.401
982023.12.29 00:55modify250.10140.901141.351142.401
992023.12.29 02:37s/l250.10141.351141.351142.40132.7510631.01
1002023.12.29 02:37s/l260.10141.351141.351142.401-22.7810608.23
1012024.01.03 17:00sell270.10143.5550.0000.000
1022024.01.03 17:00modify270.10143.555144.455142.055
1032024.01.03 19:20sell280.10143.2530.0000.000
1042024.01.03 19:20modify280.10143.253143.405142.055
1052024.01.03 19:20modify270.10143.555143.405142.055
1062024.01.03 19:27s/l270.10143.405143.405142.05510.4510618.68
1072024.01.03 19:27s/l280.10143.405143.405142.055-10.6010608.08
1082024.01.17 17:00sell290.10148.3890.0000.000
1092024.01.17 17:00modify290.10148.389149.289146.889
1102024.01.17 22:32sell300.10148.0720.0000.000
1112024.01.17 22:32modify300.10148.072148.239146.889
1122024.01.17 22:32modify290.10148.389148.239146.889
1132024.01.18 00:32s/l290.10148.239148.239146.8894.5910612.67
1142024.01.18 00:32s/l300.10148.239148.239146.889-16.7910595.87
1152024.02.02 15:00sell310.10147.8860.0000.000
1162024.02.02 15:00modify310.10147.886148.786146.386
1172024.02.05 00:32s/l310.10148.786148.786146.386-62.3110533.56
1182024.03.07 10:00buy320.10148.0150.0000.000
1192024.03.07 10:00modify320.10148.015147.115149.515
1202024.03.07 15:20buy330.10148.3270.0000.000
1212024.03.07 15:20modify330.10148.327148.165149.515
1222024.03.07 15:20modify320.10148.015148.165149.515
1232024.03.07 15:45s/l320.10148.165148.165149.51510.1310543.69
1242024.03.07 15:45s/l330.10148.165148.165149.515-10.9410532.75
1252024.03.08 12:00buy340.10147.1280.0000.000
1262024.03.08 12:00modify340.10147.128146.228148.628
1272024.03.08 13:32buy350.10147.4340.0000.000
1282024.03.08 13:32modify350.10147.434147.278148.628
1292024.03.08 13:32modify340.10147.128147.278148.628
1302024.03.08 13:40s/l340.10147.278147.278148.62810.1910542.94
1312024.03.08 13:40s/l350.10147.278147.278148.628-10.6110532.33
1322024.04.30 14:00sell360.10157.4200.0000.000
1332024.04.30 14:00modify360.10157.420158.320155.920
1342024.05.01 18:59sell370.10157.1170.0000.000
1352024.05.01 18:59modify370.10157.117157.270155.920
1362024.05.01 18:59modify360.10157.420157.270155.920
1372024.05.01 19:10s/l360.10157.270157.270155.9207.7010540.03
1382024.05.01 19:10s/l370.10157.270157.270155.920-9.7310530.30
1392024.05.02 20:00buy380.10153.2180.0000.000
1402024.05.02 20:00modify380.10153.218152.318154.718
1412024.05.02 22:13buy390.10153.5300.0000.000
1422024.05.02 22:13modify390.10153.530153.368154.718
1432024.05.02 22:13modify380.10153.218153.368154.718
1442024.05.02 22:16s/l380.10153.368153.368154.7189.7810540.08
1452024.05.02 22:16s/l390.10153.368153.368154.718-10.5610529.52
1462024.06.03 17:00buy400.10156.0980.0000.000
1472024.06.03 17:00modify400.10156.098155.198157.598
1482024.06.04 00:55buy410.10156.4100.0000.000
1492024.06.04 00:55modify410.10156.410156.248157.598
1502024.06.04 00:55modify400.10156.098156.248157.598
1512024.06.04 05:10s/l400.10156.248156.248157.59810.5110540.02
1522024.06.04 05:10s/l410.10156.248156.248157.598-10.3610529.66
1532024.06.12 16:00buy420.10155.9110.0000.000
1542024.06.12 16:00modify420.10155.911155.011157.411
1552024.06.12 18:27buy430.10156.2140.0000.000
1562024.06.12 18:27modify430.10156.214156.061157.411
1572024.06.12 18:27modify420.10155.911156.061157.411
1582024.06.12 18:55buy440.10156.6640.0000.000
1592024.06.12 18:55modify440.10156.664156.361157.411
1602024.06.12 18:55modify430.10156.214156.361157.411
1612024.06.12 18:55modify420.10155.911156.361157.411
1622024.06.13 02:15buy450.10156.9670.0000.000
1632024.06.13 02:15modify450.10156.967156.436157.411
1642024.06.13 02:15modify440.10156.664156.436157.411
1652024.06.13 02:15modify430.10156.214156.436157.411
1662024.06.13 02:15modify420.10155.911156.436157.411
1672024.06.14 03:15t/p420.10157.411156.436157.41198.8610628.53
1682024.06.14 03:15t/p430.10157.411156.436157.41179.6210708.15
1692024.06.14 03:15t/p440.10157.411156.436157.41151.0510759.21
1702024.06.14 03:15t/p450.10157.411156.436157.41129.1010788.30
1712024.07.24 16:00buy460.10153.4130.0000.000
1722024.07.24 16:00modify460.10153.413152.513154.913
1732024.07.24 17:25buy470.10153.7220.0000.000
1742024.07.24 17:25modify470.10153.722153.563154.913
1752024.07.24 17:25modify460.10153.413153.563154.913
1762024.07.24 21:50s/l460.10153.563153.563154.9139.7710798.07
1772024.07.24 21:50s/l470.10153.563153.563154.913-10.3610787.71
1782024.08.15 16:00sell480.10148.9130.0000.000
1792024.08.15 16:00modify480.10148.913149.813147.413
1802024.08.16 09:20sell490.10148.5960.0000.000
1812024.08.16 09:20modify490.10148.596148.763147.413
1822024.08.16 09:20modify480.10148.913148.763147.413
1832024.08.16 11:27sell500.10148.1570.0000.000
1842024.08.16 11:27modify500.10148.157148.463147.413
1852024.08.16 11:27modify490.10148.596148.463147.413
1862024.08.16 11:27modify480.10148.913148.463147.413
1872024.08.16 13:22sell510.10147.8390.0000.000
1882024.08.16 13:22modify510.10147.839148.388147.413
1892024.08.16 13:22modify500.10148.157148.388147.413
1902024.08.16 13:22modify490.10148.596148.388147.413
1912024.08.16 13:22modify480.10148.913148.388147.413
1922024.08.19 01:50t/p480.10147.413148.388147.41398.1010885.82
1932024.08.19 01:50t/p490.10147.413148.388147.41378.4410964.25
1942024.08.19 01:50t/p500.10147.413148.388147.41348.6511012.90
1952024.08.19 01:50t/p510.10147.413148.388147.41327.0711039.96
1962024.08.20 16:00buy520.10145.7250.0000.000
1972024.08.20 16:00modify520.10145.725144.825147.225
1982024.08.21 07:02buy530.10146.0400.0000.000
1992024.08.21 07:02modify530.10146.040145.875147.225
2002024.08.21 07:02modify520.10145.725145.875147.225
2012024.08.21 07:15s/l520.10145.875145.875147.22511.2011051.16
2022024.08.21 07:15s/l530.10145.875145.875147.225-11.3111039.85
2032024.08.22 15:00sell540.10146.2340.0000.000
2042024.08.22 15:00modify540.10146.234147.134144.734
2052024.08.23 00:55sell550.10145.9250.0000.000
2062024.08.23 00:55modify550.10145.925146.084144.734
2072024.08.23 00:55modify540.10146.234146.084144.734
2082024.08.23 00:59s/l540.10146.084146.084144.7348.4311048.28
2092024.08.23 00:59s/l550.10146.084146.084144.734-10.8811037.40
2102024.08.29 14:00sell560.10145.3710.0000.000
2112024.08.29 14:00modify560.10145.371146.271143.871
2122024.08.30 06:35sell570.10145.0590.0000.000
2132024.08.30 06:35modify570.10145.059145.221143.871
2142024.08.30 06:35modify560.10145.371145.221143.871
2152024.08.30 10:15s/l560.10145.221145.221143.8718.4811045.87
2162024.08.30 10:15s/l570.10145.221145.221143.871-11.1611034.71
2172024.08.30 14:00sell580.10145.5880.0000.000
2182024.08.30 14:00modify580.10145.588146.488144.088
2192024.08.30 20:45t/p580.10144.088146.488144.088105.0111139.72