Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=40; 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=2; 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 test7238Ticks modelled157344Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit2845.68Gross profit4986.91Gross loss-2141.23
Profit factor2.33Expected payoff16.45
Absolute drawdown88.43Maximal drawdown355.99 (28.08%)Relative drawdown28.08% (355.99)
Total trades173Short positions (won %)74 (55.41%)Long positions (won %)99 (53.54%)
Profit trades (% of total)94 (54.34%)Loss trades (% of total)79 (45.66%)
Largestprofit trade101.17loss trade-100.18
Averageprofit trade53.05loss trade-27.10
Maximumconsecutive wins (profit in money)18 (1023.30)consecutive losses (loss in money)4 (-122.03)
Maximalconsecutive profit (count of wins)1023.30 (18)consecutive loss (count of losses)-276.96 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.07 05:00buy10.1096.7700.0000.000
22023.11.07 05:00modify10.1096.77095.37098.270
32023.11.14 14:30buy20.1097.5200.0000.000
42023.11.14 14:30modify20.1097.52096.92098.270
52023.11.14 14:30buy30.1097.5200.0000.000
62023.11.14 14:30modify30.1097.52097.37098.270
72023.11.14 14:30modify10.1096.77097.37098.270
82023.11.14 14:32modify20.1097.52097.37098.270
92023.11.14 15:57buy40.1097.7530.0000.000
102023.11.14 15:57modify40.1097.75397.44598.270
112023.11.14 15:57modify30.1097.52097.44598.270
122023.11.14 15:57modify20.1097.52097.44598.270
132023.11.14 15:57modify10.1096.77097.44598.270
142023.11.15 14:37t/p10.1098.27097.44598.27099.961099.96
152023.11.15 14:37t/p20.1098.27097.44598.27048.771148.73
162023.11.15 14:37t/p30.1098.27097.44598.27048.771197.50
172023.11.15 14:37t/p40.1098.27097.44598.27033.741231.25
182023.11.16 02:00buy50.1098.0270.0000.000
192023.11.16 02:00modify50.1098.02796.62799.527
202023.12.05 06:32s/l50.1096.62796.62799.527-83.451147.80
212023.12.07 03:00buy60.1095.9870.0000.000
222023.12.07 03:00modify60.1095.98794.58797.487
232023.12.07 17:40s/l60.1094.58794.58797.487-90.291057.51
242023.12.08 05:00sell70.1095.1100.0000.000
252023.12.08 05:00modify70.1095.11096.51093.610
262023.12.19 02:50s/l70.1096.51096.51093.610-100.18957.32
272023.12.19 03:00sell80.1096.5440.0000.000
282023.12.19 03:00modify80.1096.54497.94495.044
292023.12.19 06:50sell90.1095.7940.0000.000
302023.12.19 06:50modify90.1095.79496.39495.044
312023.12.19 06:50sell100.1095.7940.0000.000
322023.12.19 06:50modify100.1095.79495.94495.044
332023.12.19 06:50modify80.1096.54495.94495.044
342023.12.19 06:52s/l80.1095.94495.94495.04438.69996.01
352023.12.19 06:52s/l100.1095.94495.94495.044-9.67986.34
362023.12.19 06:52close90.1095.96496.39495.044-10.96975.38
372023.12.19 08:00sell110.1096.7680.0000.000
382023.12.19 08:00modify110.1096.76898.16895.268
392023.12.29 21:45sell120.1096.0060.0000.000
402023.12.29 21:45modify120.1096.00696.61895.268
412023.12.29 21:45sell130.1096.0060.0000.000
422023.12.29 21:45modify130.1096.00696.16895.268
432023.12.29 21:45modify110.1096.76896.16895.268
442023.12.29 21:47modify120.1096.00696.16895.268
452024.01.02 00:03s/l110.1096.16896.16895.26823.28998.67
462024.01.02 00:03s/l120.1096.16896.16895.268-12.65986.01
472024.01.02 00:03s/l130.1096.16896.16895.268-12.65973.36
482024.01.04 06:00sell140.1096.9030.0000.000
492024.01.04 06:00modify140.1096.90398.30395.403
502024.01.09 15:20sell150.1096.1430.0000.000
512024.01.09 15:20modify150.1096.14396.75395.403
522024.01.09 15:20sell160.1096.1430.0000.000
532024.01.09 15:20modify160.1096.14396.30395.403
542024.01.09 15:20modify140.1096.90396.30395.403
552024.01.09 15:22modify150.1096.14396.30395.403
562024.01.09 15:40s/l140.1096.30396.30395.40335.391008.75
572024.01.09 15:40s/l150.1096.30396.30395.403-10.32998.43
582024.01.09 15:40s/l160.1096.30396.30395.403-10.32988.11
592024.01.10 02:00sell170.1096.9520.0000.000
602024.01.10 02:00modify170.1096.95298.35295.452
612024.02.01 04:23sell180.1096.1870.0000.000
622024.02.01 04:23modify180.1096.18796.80295.452
632024.02.01 04:23sell190.1096.1870.0000.000
642024.02.01 04:23modify190.1096.18796.35295.452
652024.02.01 04:23modify170.1096.95296.35295.452
662024.02.01 04:26modify180.1096.18796.35295.452
672024.02.01 06:50sell200.1095.9610.0000.000
682024.02.01 06:50modify200.1095.96196.27795.452
692024.02.01 06:50modify190.1096.18796.27795.452
702024.02.01 06:50modify180.1096.18796.27795.452
712024.02.01 06:50modify170.1096.95296.27795.452
722024.02.01 21:20s/l170.1096.27796.27795.45217.111005.22
732024.02.01 21:20s/l180.1096.27796.27795.452-5.81999.41
742024.02.01 21:20s/l190.1096.27796.27795.452-5.81993.60
752024.02.01 21:20s/l200.1096.27796.27795.452-20.38973.22
762024.02.22 08:00sell210.1098.9280.0000.000
772024.02.22 08:00modify210.1098.928100.32897.428
782024.02.28 03:15sell220.1098.1540.0000.000
792024.02.28 03:15modify220.1098.15498.77897.428
802024.02.28 03:15sell230.1098.1540.0000.000
812024.02.28 03:15modify230.1098.15498.32897.428
822024.02.28 03:15modify210.1098.92898.32897.428
832024.02.28 03:17modify220.1098.15498.32897.428
842024.02.28 09:15sell240.1097.9340.0000.000
852024.02.28 09:15modify240.1097.93498.25397.428
862024.02.28 09:15modify230.1098.15498.25397.428
872024.02.28 09:15modify220.1098.15498.25397.428
882024.02.28 09:15modify210.1098.92898.25397.428
892024.02.29 08:20t/p210.1097.42898.25397.42889.031062.25
902024.02.29 08:20t/p220.1097.42898.25397.42843.521105.77
912024.02.29 08:20t/p230.1097.42898.25397.42843.521149.29
922024.02.29 08:20t/p240.1097.42898.25397.42829.331178.61
932024.03.07 02:00buy250.1097.6600.0000.000
942024.03.07 02:00modify250.1097.66096.26099.160
952024.03.19 15:52buy260.1098.4230.0000.000
962024.03.19 15:52modify260.1098.42397.81099.160
972024.03.19 15:52buy270.1098.4230.0000.000
982024.03.19 15:52modify270.1098.42398.26099.160
992024.03.19 15:52modify250.1097.66098.26099.160
1002024.03.19 15:55modify260.1098.42398.26099.160
1012024.03.19 17:20buy280.1098.6370.0000.000
1022024.03.19 17:20modify280.1098.63798.33599.160
1032024.03.19 17:20modify270.1098.42398.33599.160
1042024.03.19 17:20modify260.1098.42398.33599.160
1052024.03.19 17:20modify250.1097.66098.33599.160
1062024.03.20 18:15t/p250.1099.16098.33599.160101.171279.78
1072024.03.20 18:15t/p260.1099.16098.33599.16047.931327.71
1082024.03.20 18:15t/p270.1099.16098.33599.16047.931375.64
1092024.03.20 18:15t/p280.1099.16098.33599.16034.131409.78
1102024.03.21 06:00sell290.10100.0090.0000.000
1112024.03.21 06:00modify290.10100.009101.40998.509
1122024.03.22 02:45sell300.1099.0120.0000.000
1132024.03.22 02:45modify300.1099.01299.33498.509
1142024.03.22 02:45modify290.10100.00999.33498.509
1152024.03.24 21:00t/p290.1098.50999.33498.50995.631505.41
1162024.03.24 21:00t/p300.1098.50999.33498.50932.441537.85
1172024.03.28 09:00buy310.1098.3270.0000.000
1182024.03.28 09:00modify310.1098.32796.92799.827
1192024.04.03 13:50buy320.1099.0950.0000.000
1202024.04.03 13:50modify320.1099.09598.47799.827
1212024.04.03 13:50buy330.1099.0950.0000.000
1222024.04.03 13:50modify330.1099.09598.92799.827
1232024.04.03 13:50modify310.1098.32798.92799.827
1242024.04.03 13:52modify320.1099.09598.92799.827
1252024.04.03 14:20buy340.1099.3060.0000.000
1262024.04.03 14:20modify340.1099.30699.00299.827
1272024.04.03 14:20modify330.1099.09599.00299.827
1282024.04.03 14:20modify320.1099.09599.00299.827
1292024.04.03 14:20modify310.1098.32799.00299.827
1302024.04.04 03:50t/p310.1099.82799.00299.82799.561637.40
1312024.04.04 03:50t/p320.1099.82799.00299.82748.421685.82
1322024.04.04 03:50t/p330.1099.82799.00299.82748.421734.24
1332024.04.04 03:50t/p340.1099.82799.00299.82734.811769.04
1342024.04.05 02:00buy350.1099.2820.0000.000
1352024.04.05 02:00modify350.1099.28297.882100.782
1362024.04.08 07:45buy360.10100.0320.0000.000
1372024.04.08 07:45modify360.10100.03299.432100.782
1382024.04.08 07:45buy370.10100.0320.0000.000
1392024.04.08 07:45modify370.10100.03299.882100.782
1402024.04.08 07:45modify350.1099.28299.882100.782
1412024.04.08 07:47modify360.10100.03299.882100.782
1422024.04.08 13:40buy380.10100.2860.0000.000
1432024.04.08 13:40modify380.10100.28699.957100.782
1442024.04.08 13:40modify370.10100.03299.957100.782
1452024.04.08 13:40modify360.10100.03299.957100.782
1462024.04.08 13:40modify350.1099.28299.957100.782
1472024.04.09 13:32t/p350.10100.78299.957100.78297.541866.59
1482024.04.09 13:32t/p360.10100.78299.957100.78248.771915.36
1492024.04.09 13:32t/p370.10100.78299.957100.78248.771964.13
1502024.04.09 13:32t/p380.10100.78299.957100.78232.391996.53
1512024.04.10 13:00buy390.1099.9220.0000.000
1522024.04.10 13:00modify390.1099.92298.522101.422
1532024.04.19 01:40s/l390.1098.52298.522101.422-85.861910.66
1542024.04.19 02:00buy400.1098.4220.0000.000
1552024.04.19 02:00modify400.1098.42297.02299.922
1562024.04.19 07:40buy410.1099.1940.0000.000
1572024.04.19 07:40modify410.1099.19498.57299.922
1582024.04.19 07:40buy420.1099.1940.0000.000
1592024.04.19 07:40modify420.1099.19499.02299.922
1602024.04.19 07:40modify400.1098.42299.02299.922
1612024.04.19 07:42modify410.1099.19499.02299.922
1622024.04.19 08:50s/l400.1099.02299.02299.92238.691949.35
1632024.04.19 08:50s/l410.1099.02299.02299.922-11.101938.25
1642024.04.19 08:50s/l420.1099.02299.02299.922-11.101927.15
1652024.04.22 02:00sell430.1099.7540.0000.000
1662024.04.22 02:00modify430.1099.754101.15498.254
1672024.04.25 02:20s/l430.10101.154101.15498.254-95.781831.37
1682024.04.25 13:00buy440.10101.1920.0000.000
1692024.04.25 13:00modify440.10101.19299.792102.692
1702024.04.26 12:50t/p440.10102.69299.792102.69297.141928.51
1712024.04.29 02:00sell450.10104.3900.0000.000
1722024.04.29 02:00modify450.10104.390105.790102.890
1732024.04.29 04:45t/p450.10102.890105.790102.89096.742025.25
1742024.04.29 05:00buy460.10102.8120.0000.000
1752024.04.29 05:00modify460.10102.812101.412104.312
1762024.04.29 07:37s/l460.10101.412101.412104.312-90.291934.96
1772024.04.29 12:00sell470.10102.5610.0000.000
1782024.04.29 12:00modify470.10102.561103.961101.061
1792024.05.01 20:15sell480.10101.5600.0000.000
1802024.05.01 20:15modify480.10101.560101.886101.061
1812024.05.01 20:15modify470.10102.561101.886101.061
1822024.05.01 20:20t/p470.10101.061101.886101.06194.532029.49
1832024.05.01 20:20t/p480.10101.061101.886101.06132.172061.66
1842024.05.02 11:00buy490.10101.2110.0000.000
1852024.05.02 11:00modify490.10101.21199.811102.711
1862024.05.06 08:20buy500.10101.9710.0000.000
1872024.05.06 08:20modify500.10101.971101.361102.711
1882024.05.06 08:20buy510.10101.9710.0000.000
1892024.05.06 08:20modify510.10101.971101.811102.711
1902024.05.06 08:20modify490.10101.211101.811102.711
1912024.05.06 08:22modify500.10101.971101.811102.711
1922024.05.06 21:16s/l490.10101.811101.811102.71139.502101.17
1932024.05.06 21:16s/l500.10101.811101.811102.711-10.322090.85
1942024.05.06 21:16s/l510.10101.811101.811102.711-10.322080.53
1952024.05.07 07:00buy520.10101.7810.0000.000
1962024.05.07 07:00modify520.10101.781100.381103.281
1972024.05.09 08:15buy530.10102.5330.0000.000
1982024.05.09 08:15modify530.10102.533101.931103.281
1992024.05.09 08:15buy540.10102.5330.0000.000
2002024.05.09 08:15modify540.10102.533102.381103.281
2012024.05.09 08:15modify520.10101.781102.381103.281
2022024.05.09 08:17modify530.10102.533102.381103.281
2032024.05.09 13:26buy550.10102.7560.0000.000
2042024.05.09 13:26modify550.10102.756102.456103.281
2052024.05.09 13:26modify540.10102.533102.456103.281
2062024.05.09 13:26modify530.10102.533102.456103.281
2072024.05.09 13:26modify520.10101.781102.456103.281
2082024.05.13 23:50t/p520.10103.281102.456103.28199.162179.69
2092024.05.13 23:50t/p530.10103.281102.456103.28149.052228.74
2102024.05.13 23:50t/p540.10103.281102.456103.28149.052277.80
2112024.05.13 23:50t/p550.10103.281102.456103.28134.662312.46
2122024.05.15 09:00buy560.10103.4700.0000.000
2132024.05.15 09:00modify560.10103.470102.070104.970
2142024.05.17 17:46buy570.10104.2210.0000.000
2152024.05.17 17:46modify570.10104.221103.620104.970
2162024.05.17 17:46buy580.10104.2210.0000.000
2172024.05.17 17:46modify580.10104.221104.070104.970
2182024.05.17 17:46modify560.10103.470104.070104.970
2192024.05.17 17:50modify570.10104.221104.070104.970
2202024.05.19 21:00s/l560.10104.070104.070104.97040.302352.76
2212024.05.19 21:00s/l570.10104.070104.070104.970-9.742343.02
2222024.05.19 21:00s/l580.10104.070104.070104.970-9.742333.28
2232024.05.30 06:00buy590.10103.5580.0000.000
2242024.05.30 06:00modify590.10103.558102.158105.058
2252024.05.31 08:10buy600.10104.3130.0000.000
2262024.05.31 08:10modify600.10104.313103.708105.058
2272024.05.31 08:10buy610.10104.3130.0000.000
2282024.05.31 08:10modify610.10104.313104.158105.058
2292024.05.31 08:10modify590.10103.558104.158105.058
2302024.05.31 08:12modify600.10104.313104.158105.058
2312024.05.31 09:40buy620.10104.5420.0000.000
2322024.05.31 09:40modify620.10104.542104.233105.058
2332024.05.31 09:40modify610.10104.313104.233105.058
2342024.05.31 09:40modify600.10104.313104.233105.058
2352024.05.31 09:40modify590.10103.558104.233105.058
2362024.06.03 07:50s/l590.10104.233104.233105.05844.332377.62
2372024.06.03 07:50s/l600.10104.233104.233105.058-4.762372.86
2382024.06.03 07:50s/l610.10104.233104.233105.058-4.762368.10
2392024.06.03 07:50s/l620.10104.233104.233105.058-19.532348.58
2402024.06.04 07:00buy630.10103.9730.0000.000
2412024.06.04 07:00modify630.10103.973102.573105.473
2422024.06.14 03:50buy640.10104.7270.0000.000
2432024.06.14 03:50modify640.10104.727104.123105.473
2442024.06.14 03:50buy650.10104.7270.0000.000
2452024.06.14 03:50modify650.10104.727104.573105.473
2462024.06.14 03:50modify630.10103.973104.573105.473
2472024.06.14 03:52modify640.10104.727104.573105.473
2482024.06.14 06:45s/l630.10104.573104.573105.47343.522392.09
2492024.06.14 06:45s/l640.10104.573104.573105.473-9.932382.16
2502024.06.14 06:45s/l650.10104.573104.573105.473-9.932372.23
2512024.06.14 09:00buy660.10104.1750.0000.000
2522024.06.14 09:00modify660.10104.175102.775105.675
2532024.06.18 15:10buy670.10104.9430.0000.000
2542024.06.18 15:10modify670.10104.943104.325105.675
2552024.06.18 15:10buy680.10104.9430.0000.000
2562024.06.18 15:10modify680.10104.943104.775105.675
2572024.06.18 15:10modify660.10104.175104.775105.675
2582024.06.18 15:12modify670.10104.943104.775105.675
2592024.06.18 22:32buy690.10105.1610.0000.000
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