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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=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 test7218Ticks modelled156630Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread30
Total net profit1984.34Gross profit2688.79Gross loss-704.45
Profit factor3.82Expected payoff27.56
Absolute drawdown4.84Maximal drawdown207.22 (1.77%)Relative drawdown1.77% (207.22)
Total trades72Short positions (won %)30 (66.67%)Long positions (won %)42 (71.43%)
Profit trades (% of total)50 (69.44%)Loss trades (% of total)22 (30.56%)
Largestprofit trade102.54loss trade-35.48
Averageprofit trade53.78loss trade-32.02
Maximumconsecutive wins (profit in money)10 (632.88)consecutive losses (loss in money)4 (-113.01)
Maximalconsecutive profit (count of wins)632.88 (10)consecutive loss (count of losses)-113.01 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.01 13:00buy10.10144.7610.0000.000
22023.09.01 13:00modify10.10144.761144.261146.261
32023.09.01 14:40buy20.10145.9800.0000.000
42023.09.01 14:40modify20.10145.980145.286146.261
52023.09.01 14:40modify10.10144.761145.286146.261
62023.09.01 16:02t/p10.10146.261145.286146.261102.5410102.54
72023.09.01 16:02t/p20.10146.261145.286146.26119.2110121.75
82023.10.31 04:00sell30.10149.8940.0000.000
92023.10.31 04:00modify30.10149.894150.394148.394
102023.10.31 08:15s/l30.10150.394150.394148.394-33.2410088.51
112023.11.03 13:00buy40.10149.4320.0000.000
122023.11.03 13:00modify40.10149.432148.932150.932
132023.11.06 21:50buy50.10150.1100.0000.000
142023.11.06 21:50modify50.10150.110149.657150.932
152023.11.06 21:50modify40.10149.432149.657150.932
162023.11.07 04:15buy60.10150.2590.0000.000
172023.11.07 04:15modify60.10150.259149.807150.932
182023.11.07 04:15modify50.10150.110149.807150.932
192023.11.07 04:15modify40.10149.432149.807150.932
202023.11.07 13:27buy70.10150.6360.0000.000
212023.11.07 13:27modify70.10150.636149.957150.932
222023.11.07 13:27modify60.10150.259149.957150.932
232023.11.07 13:27modify50.10150.110149.957150.932
242023.11.07 13:27modify40.10149.432149.957150.932
252023.11.08 13:20t/p40.10150.932149.957150.932102.1110190.62
262023.11.08 13:20t/p50.10150.932149.957150.93256.2810246.89
272023.11.08 13:20t/p60.10150.932149.957150.93245.5010292.39
282023.11.08 13:20t/p70.10150.932149.957150.93220.5210312.91
292023.11.17 10:00buy80.10149.6430.0000.000
302023.11.17 10:00modify80.10149.643149.143151.143
312023.11.20 02:45s/l80.10149.143149.143151.143-32.6410280.27
322023.11.21 04:00buy90.10147.4090.0000.000
332023.11.21 04:00modify90.10147.409146.909148.909
342023.11.21 19:20buy100.10148.6240.0000.000
352023.11.21 19:20modify100.10148.624147.934148.909
362023.11.21 19:20modify90.10147.409147.934148.909
372023.11.21 23:12buy110.10148.2350.0000.000
382023.11.21 23:12modify110.10148.235147.784148.909
392023.11.21 23:15modify110.10148.235147.934148.909
402023.11.21 23:22buy120.10148.0940.0000.000
412023.11.21 23:22modify120.10148.094147.634148.909
422023.11.21 23:25modify120.10148.094147.934148.909
432023.11.22 06:15t/p90.10148.909147.934148.909101.6310381.90
442023.11.22 06:15t/p100.10148.909147.934148.90920.0510401.94
452023.11.22 06:15t/p110.10148.909147.934148.90946.1710448.11
462023.11.22 06:15t/p120.10148.909147.934148.90955.6410503.75
472023.11.22 09:00sell130.10149.3180.0000.000
482023.11.22 09:00modify130.10149.318149.818147.818
492023.11.22 12:25sell140.10148.6330.0000.000
502023.11.22 12:25modify140.10148.633149.093147.818
512023.11.22 12:25modify130.10149.318149.093147.818
522023.11.22 13:40s/l130.10149.093149.093147.81815.0910518.84
532023.11.22 13:40s/l140.10149.093149.093147.818-30.8410488.00
542023.12.07 08:00buy150.10145.7430.0000.000
552023.12.07 08:00modify150.10145.743145.243147.243
562023.12.07 08:32s/l150.10145.243145.243147.243-34.4610453.54
572023.12.11 08:00sell160.10146.3780.0000.000
582023.12.11 08:00modify160.10146.378146.878144.878
592023.12.12 01:20sell170.10145.5360.0000.000
602023.12.12 01:20modify170.10145.536146.003144.878
612023.12.12 01:20modify160.10146.378146.003144.878
622023.12.12 02:37sell180.10145.6960.0000.000
632023.12.12 02:37modify180.10145.696146.153144.878
642023.12.12 02:40modify180.10145.696146.003144.878
652023.12.12 11:20sell190.10145.1630.0000.000
662023.12.12 11:20modify190.10145.163145.853144.878
672023.12.12 11:20modify170.10145.536145.853144.878
682023.12.12 11:20modify180.10145.696145.853144.878
692023.12.12 11:20modify160.10146.378145.853144.878
702023.12.12 13:32t/p160.10144.878145.853144.878101.7210555.26
712023.12.12 13:32t/p170.10144.878145.853144.87845.4310600.69
722023.12.12 13:32t/p180.10144.878145.853144.87856.4810657.17
732023.12.12 13:32t/p190.10144.878145.853144.87819.6810676.85
742023.12.19 03:00sell200.10143.6630.0000.000
752023.12.19 03:00modify200.10143.663144.163142.163
762023.12.19 07:50s/l200.10144.163144.163142.163-34.6510642.20
772023.12.19 08:00sell210.10144.1630.0000.000
782023.12.19 08:00modify210.10144.163144.663142.663
792023.12.19 08:50s/l210.10144.663144.663142.663-34.5510607.65
802024.01.23 07:00buy220.10147.1550.0000.000
812024.01.23 07:00modify220.10147.155146.655148.655
822024.01.23 10:03buy230.10147.8320.0000.000
832024.01.23 10:03modify230.10147.832147.380148.655
842024.01.23 10:03modify220.10147.155147.380148.655
852024.01.23 11:57buy240.10148.0040.0000.000
862024.01.23 11:57modify240.10148.004147.530148.655
872024.01.23 11:57modify230.10147.832147.530148.655
882024.01.23 11:57modify220.10147.155147.530148.655
892024.01.23 14:59buy250.10148.3630.0000.000
902024.01.23 14:59modify250.10148.363147.680148.655
912024.01.23 14:59modify240.10148.004147.680148.655
922024.01.23 14:59modify230.10147.832147.680148.655
932024.01.23 14:59modify220.10147.155147.680148.655
942024.01.23 17:50t/p220.10148.655147.680148.655100.8810708.53
952024.01.23 17:50t/p230.10148.655147.680148.65555.3510763.88
962024.01.23 17:50t/p240.10148.655147.680148.65543.7810807.66
972024.01.23 17:50t/p250.10148.655147.680148.65519.6410827.30
982024.03.08 10:00buy260.10147.1630.0000.000
992024.03.08 10:00modify260.10147.163146.663148.663
1002024.03.08 13:50s/l260.10146.663146.663148.663-34.1410793.16
1012024.03.19 05:00sell270.10149.9650.0000.000
1022024.03.19 05:00modify270.10149.965150.465148.465
1032024.03.19 06:07s/l270.10150.465150.465148.465-33.2310759.93
1042024.04.19 03:00buy280.10153.9320.0000.000
1052024.04.19 03:00modify280.10153.932153.432155.432
1062024.04.19 11:10buy290.10154.6110.0000.000
1072024.04.19 11:10modify290.10154.611154.157155.432
1082024.04.19 11:10modify280.10153.932154.157155.432
1092024.04.22 00:50buy300.10154.7660.0000.000
1102024.04.22 00:50modify300.10154.766154.307155.432
1112024.04.22 00:50modify290.10154.611154.307155.432
1122024.04.22 00:50modify280.10153.932154.307155.432
1132024.04.24 14:50buy310.10155.1370.0000.000
1142024.04.24 14:50modify310.10155.137154.457155.432
1152024.04.24 14:50modify300.10154.766154.457155.432
1162024.04.24 14:50modify290.10154.611154.457155.432
1172024.04.24 14:50modify280.10153.932154.457155.432
1182024.04.25 01:50t/p280.10155.432154.457155.432101.9410861.87
1192024.04.25 01:50t/p290.10155.432154.457155.43258.2610920.13
1202024.04.25 01:50t/p300.10155.432154.457155.43247.3810967.51
1212024.04.25 01:50t/p310.10155.432154.457155.43221.7110989.22
1222024.04.26 08:00sell320.10156.7030.0000.000
1232024.04.26 08:00modify320.10156.703157.203155.203
1242024.04.26 08:20t/p320.10155.203157.203155.20396.7811086.00
1252024.04.29 02:00sell330.10159.1670.0000.000
1262024.04.29 02:00modify330.10159.167159.667157.667
1272024.04.29 04:20t/p330.10157.667159.667157.66795.7911181.79
1282024.05.03 13:00buy340.10152.2360.0000.000
1292024.05.03 13:00modify340.10152.236151.736153.736
1302024.05.03 14:27buy350.10152.9130.0000.000
1312024.05.03 14:27modify350.10152.913152.461153.736
1322024.05.03 14:27modify340.10152.236152.461153.736
1332024.05.03 14:55buy360.10153.0790.0000.000
1342024.05.03 14:55modify360.10153.079152.611153.736
1352024.05.03 14:55modify350.10152.913152.611153.736
1362024.05.03 14:55modify340.10152.236152.611153.736
1372024.05.06 00:07t/p340.10153.736152.611153.73698.4611280.25
1382024.05.06 00:07t/p350.10153.736152.611153.73654.4311334.67
1392024.05.06 00:07t/p360.10153.736152.611153.73643.6411378.31
1402024.05.15 13:00buy370.10155.1480.0000.000
1412024.05.15 13:00modify370.10155.148154.648156.648
1422024.05.15 13:50buy380.10155.8320.0000.000
1432024.05.15 13:50modify380.10155.832155.373156.648
1442024.05.15 13:50modify370.10155.148155.373156.648
1452024.05.15 14:50s/l370.10155.373155.373156.64814.4911392.80
1462024.05.15 14:50s/l380.10155.373155.373156.648-29.5511363.25
1472024.05.16 01:00buy390.10153.6900.0000.000
1482024.05.16 01:00modify390.10153.690153.190155.190
1492024.05.16 06:55buy400.10154.3850.0000.000
1502024.05.16 06:55modify400.10154.385153.915155.190
1512024.05.16 06:55modify390.10153.690153.915155.190
1522024.05.16 11:25buy410.10154.9010.0000.000
1532024.05.16 11:25modify410.10154.901154.215155.190
1542024.05.16 11:25modify400.10154.385154.215155.190
1552024.05.16 11:25modify390.10153.690154.215155.190
1562024.05.16 12:50t/p390.10155.190154.215155.19096.5611459.81
1572024.05.16 12:50t/p400.10155.190154.215155.19051.8211511.63
1582024.05.16 12:50t/p410.10155.190154.215155.19018.6011530.23
1592024.06.04 08:00buy420.10155.4160.0000.000
1602024.06.04 08:00modify420.10155.416154.916156.916
1612024.06.04 10:20s/l420.10154.916154.916156.916-32.2811497.95
1622024.06.07 13:00sell430.10156.7770.0000.000
1632024.06.07 13:00modify430.10156.777157.277155.277
1642024.06.11 00:50s/l430.10157.277157.277155.277-35.4811462.47
1652024.06.12 13:00buy440.10156.1910.0000.000
1662024.06.12 13:00modify440.10156.191155.691157.691
1672024.06.12 19:59buy450.10156.8670.0000.000
1682024.06.12 19:59modify450.10156.867156.416157.691
1692024.06.12 19:59modify440.10156.191156.416157.691
1702024.06.13 02:50buy460.10157.0440.0000.000
1712024.06.13 02:50modify460.10157.044156.566157.691
1722024.06.13 02:50modify450.10156.867156.566157.691
1732024.06.13 02:50modify440.10156.191156.566157.691
1742024.06.14 03:20t/p440.10157.691156.566157.69198.7011561.18
1752024.06.14 03:20t/p450.10157.691156.566157.69155.8511617.03
1762024.06.14 03:20t/p460.10157.691156.566157.69141.9111658.94
1772024.06.14 04:00sell470.10157.8190.0000.000
1782024.06.14 04:00modify470.10157.819158.319156.319
1792024.06.14 09:55sell480.10156.9680.0000.000
1802024.06.14 09:55modify480.10156.968157.444156.319
1812024.06.14 09:55modify470.10157.819157.444156.319
1822024.06.14 11:17sell490.10157.1420.0000.000
1832024.06.14 11:17modify490.10157.142157.594156.319
1842024.06.14 11:20modify490.10157.142157.444156.319
1852024.06.14 12:50s/l470.10157.444157.444156.31923.8211682.76
1862024.06.14 12:50s/l480.10157.444157.444156.319-30.2311652.53
1872024.06.14 12:50s/l490.10157.444157.444156.319-19.1811633.35
1882024.07.11 13:00buy500.10158.6760.0000.000
1892024.07.11 13:00modify500.10158.676158.176160.176
1902024.07.11 13:15s/l500.10158.176158.176160.176-31.6711601.68
1912024.07.17 08:00buy510.10157.1000.0000.000
1922024.07.17 08:00modify510.10157.100156.600158.600
1932024.07.17 08:40s/l510.10156.600156.600158.600-31.9311569.75
1942024.07.22 07:00buy520.10156.4760.0000.000
1952024.07.22 07:00modify520.10156.476155.976157.976
1962024.07.22 15:50buy530.10157.1760.0000.000
1972024.07.22 15:50modify530.10157.176156.701157.976
1982024.07.22 15:50modify520.10156.476156.701157.976
1992024.07.23 00:20s/l520.10156.701156.701157.97615.2711585.02
2002024.07.23 00:20s/l530.10156.701156.701157.976-29.4011555.62
2012024.07.24 05:00buy540.10154.6380.0000.000
2022024.07.24 05:00modify540.10154.638154.138156.138
2032024.07.24 11:50s/l540.10154.138154.138156.138-32.4611523.16
2042024.07.30 07:00sell550.10155.0450.0000.000
2052024.07.30 07:00modify550.10155.045155.545153.545
2062024.07.30 13:16sell560.10154.3590.0000.000
2072024.07.30 13:16modify560.10154.359154.820153.545
2082024.07.30 13:16modify550.10155.045154.820153.545
2092024.07.30 15:20sell570.10153.8200.0000.000
2102024.07.30 15:20modify570.10153.820154.520153.545
2112024.07.30 15:20modify560.10154.359154.520153.545
2122024.07.30 15:20modify550.10155.045154.520153.545
2132024.07.30 16:20t/p550.10153.545154.520153.54597.7811620.94
2142024.07.30 16:20t/p560.10153.545154.520153.54553.0611674.00
2152024.07.30 16:20t/p570.10153.545154.520153.54517.9211691.92
2162024.07.31 01:00buy580.10152.4030.0000.000
2172024.07.31 01:00modify580.10152.403151.903153.903
2182024.07.31 02:15buy590.10153.0850.0000.000
2192024.07.31 02:15modify590.10153.085152.628153.903
2202024.07.31 02:15modify580.10152.403152.628153.903
2212024.07.31 03:32s/l580.10152.628152.628153.90314.8211706.74
2222024.07.31 03:32s/l590.10152.628152.628153.903-30.1111676.63
2232024.08.01 13:00sell600.10150.8600.0000.000
2242024.08.01 13:00modify600.10150.860151.360149.360
2252024.08.01 14:35sell610.10150.1570.0000.000
2262024.08.01 14:35modify610.10150.157150.635149.360
2272024.08.01 14:35modify600.10150.860150.635149.360
2282024.08.01 15:50sell620.10150.0350.0000.000
2292024.08.01 15:50modify620.10150.035150.485149.360
2302024.08.01 15:50modify610.10150.157150.485149.360
2312024.08.01 15:50modify600.10150.860150.485149.360
2322024.08.01 17:50sell630.10149.6450.0000.000
2332024.08.01 17:50modify630.10149.645150.335149.360
2342024.08.01 17:50modify620.10150.035150.335149.360
2352024.08.01 17:50modify610.10150.157150.335149.360
2362024.08.01 17:50modify600.10150.860150.335149.360
2372024.08.01 20:50t/p600.10149.360150.335149.360100.4711777.10
2382024.08.01 20:50t/p610.10149.360150.335149.36053.3811830.48
2392024.08.01 20:50t/p620.10149.360150.335149.36045.2111875.69
2402024.08.01 20:50t/p630.10149.360150.335149.36019.0911894.78
2412024.08.02 13:00buy640.10147.4730.0000.000
2422024.08.02 13:00modify640.10147.473146.973148.973
2432024.08.02 14:20s/l640.10146.973146.973148.973-34.0811860.70
2442024.08.07 02:00sell650.10146.7290.0000.000
2452024.08.07 02:00modify650.10146.729147.229145.229
2462024.08.07 03:20s/l650.10147.229147.229145.229-33.9611826.74
2472024.08.15 13:00sell660.10148.9590.0000.000
2482024.08.15 13:00modify660.10148.959149.459147.459
2492024.08.16 11:10sell670.10148.2580.0000.000
2502024.08.16 11:10modify670.10148.258148.734147.459
2512024.08.16 11:10modify660.10148.959148.734147.459
2522024.08.16 11:25sell680.10148.1140.0000.000
2532024.08.16 11:25modify680.10148.114148.584147.459
2542024.08.16 11:25modify670.10148.258148.584147.459
2552024.08.16 11:25modify660.10148.959148.584147.459
2562024.08.16 13:55sell690.10147.7400.0000.000
2572024.08.16 13:55modify690.10147.740148.434147.459
2582024.08.16 13:55modify680.10148.114148.434147.459
2592024.08.16 13:55modify670.10148.258148.434147.459
2602024.08.16 13:55modify660.10148.959148.434147.459
2612024.08.19 01:50t/p660.10147.459148.434147.45998.1111924.85
2622024.08.19 01:50t/p670.10147.459148.434147.45952.3811977.23
2632024.08.19 01:50t/p680.10147.459148.434147.45942.6112019.83
2642024.08.19 01:50t/p690.10147.459148.434147.45917.2312037.06
2652024.08.19 04:00buy700.10146.4890.0000.000
2662024.08.19 04:00modify700.10146.489145.989147.989
2672024.08.19 04:50s/l700.10145.989145.989147.989-34.2712002.79
2682024.08.29 13:00sell710.10145.3930.0000.000
2692024.08.29 13:00modify710.10145.393145.893143.893
2702024.08.30 01:02sell720.10144.7020.0000.000
2712024.08.30 01:02modify720.10144.702145.168143.893
2722024.08.30 01:02modify710.10145.393145.168143.893
2732024.08.30 09:02s/l710.10145.168145.168143.89313.6612016.44
2742024.08.30 09:02s/l720.10145.168145.168143.893-32.1011984.34