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 23:59 (2023.11.01 - 2024.11.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; 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 test7238Ticks modelled13476Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1129.44Gross profit1881.54Gross loss-752.10
Profit factor2.50Expected payoff21.72
Absolute drawdown84.71Maximal drawdown248.46 (11.88%)Relative drawdown18.82% (212.16)
Total trades52Short positions (won %)17 (58.82%)Long positions (won %)35 (74.29%)
Profit trades (% of total)36 (69.23%)Loss trades (% of total)16 (30.77%)
Largestprofit trade82.69loss trade-87.25
Averageprofit trade52.27loss trade-47.01
Maximumconsecutive wins (profit in money)12 (672.64)consecutive losses (loss in money)4 (-60.96)
Maximalconsecutive profit (count of wins)672.64 (12)consecutive loss (count of losses)-248.46 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.07 05:00buy10.1096.7700.0000.000
22023.11.07 05:00modify10.1096.77095.47097.970
32023.11.15 03:00t/p10.1097.97095.47097.97080.721080.72
42023.11.16 03:00buy20.1097.8540.0000.000
52023.11.16 03:00modify20.1097.85496.55499.054
62023.11.24 20:00buy30.1098.5310.0000.000
72023.11.24 20:00modify30.1098.53198.21499.054
82023.11.24 20:00modify20.1097.85498.21499.054
92023.11.26 23:00buy40.1098.4190.0000.000
102023.11.26 23:00modify40.1098.41997.91499.054
112023.11.27 00:00modify40.1098.41998.21499.054
122023.11.27 02:00s/l20.1098.21498.21499.05426.841107.55
132023.11.27 02:00s/l30.1098.21498.21499.054-20.081087.47
142023.11.27 02:00s/l40.1098.21498.21499.054-12.841074.63
152023.12.05 04:00buy50.1096.7990.0000.000
162023.12.05 04:00modify50.1096.79995.49997.999
172023.12.07 09:00s/l50.1095.49995.49997.999-82.43992.20
182023.12.19 03:00sell60.1096.5440.0000.000
192023.12.19 03:00modify60.1096.54497.84495.344
202024.01.01 22:00sell70.1095.8720.0000.000
212024.01.01 22:00modify70.1095.87296.18495.344
222024.01.01 22:00modify60.1096.54496.18495.344
232024.01.02 01:00s/l60.1096.18496.18495.3448.091000.29
242024.01.02 01:00s/l70.1096.18496.18495.344-21.24979.05
252024.02.01 09:00buy80.1095.6900.0000.000
262024.02.01 09:00modify80.1095.69094.39096.890
272024.02.01 22:00buy90.1096.2450.0000.000
282024.02.01 22:00modify90.1096.24595.75096.890
292024.02.01 22:00modify80.1095.69095.75096.890
302024.02.02 10:00t/p80.1096.89095.75096.89077.951057.00
312024.02.02 10:00t/p90.1096.89095.75096.89042.081099.07
322024.03.22 03:00buy100.1099.0970.0000.000
332024.03.22 03:00modify100.1099.09797.797100.297
342024.04.03 18:00buy110.1099.6500.0000.000
352024.04.03 18:00modify110.1099.65099.157100.297
362024.04.03 18:00modify100.1099.09799.157100.297
372024.04.04 07:00buy120.1099.9650.0000.000
382024.04.04 07:00modify120.1099.96599.577100.297
392024.04.04 07:00modify110.1099.65099.577100.297
402024.04.04 07:00modify100.1099.09799.577100.297
412024.04.04 11:00t/p100.10100.29799.577100.29782.691181.76
422024.04.04 11:00t/p110.10100.29799.577100.29743.001224.76
432024.04.04 11:00t/p120.10100.29799.577100.29721.451246.21
442024.04.05 02:00buy130.1099.2820.0000.000
452024.04.05 02:00modify130.1099.28297.982100.482
462024.04.05 17:00buy140.1099.8280.0000.000
472024.04.05 17:00modify140.1099.82899.342100.482
482024.04.05 17:00modify130.1099.28299.342100.482
492024.04.09 10:00t/p130.10100.48299.342100.48278.341324.55
502024.04.09 10:00t/p140.10100.48299.342100.48243.051367.60
512024.04.19 02:00buy150.1098.4220.0000.000
522024.04.19 02:00modify150.1098.42297.12299.622
532024.04.19 14:00buy160.1099.2630.0000.000
542024.04.19 14:00modify160.1099.26398.90299.622
552024.04.19 14:00modify150.1098.42298.90299.622
562024.04.21 22:00buy170.1099.1080.0000.000
572024.04.21 22:00modify170.1099.10898.78299.622
582024.04.21 23:00modify170.1099.10898.90299.622
592024.04.22 01:00t/p150.1099.62298.90299.62277.941445.54
602024.04.22 01:00t/p160.1099.62298.90299.62223.601469.14
612024.04.22 01:00t/p170.1099.62298.90299.62233.611502.74
622024.04.26 06:00sell180.10102.0810.0000.000
632024.04.26 06:00modify180.10102.081103.381100.881
642024.04.28 21:00s/l180.10103.381103.381100.881-84.001418.74
652024.04.29 02:00sell190.10104.3900.0000.000
662024.04.29 02:00modify190.10104.390105.690103.190
672024.04.29 05:00t/p190.10103.190105.690103.19077.541496.28
682024.05.02 12:00buy200.10101.0680.0000.000
692024.05.02 12:00modify200.10101.06899.768102.268
702024.05.06 09:00buy210.10101.9100.0000.000
712024.05.06 09:00modify210.10101.910101.548102.268
722024.05.06 09:00modify200.10101.068101.548102.268
732024.05.07 01:00t/p200.10102.268101.548102.26878.731575.01
742024.05.07 01:00t/p210.10102.268101.548102.26823.531598.54
752024.05.16 02:00buy220.10103.0610.0000.000
762024.05.16 02:00modify220.10103.061101.761104.261
772024.05.17 19:00t/p220.10104.261101.761104.26177.941676.47
782024.05.30 07:00buy230.10103.4680.0000.000
792024.05.30 07:00modify230.10103.468102.168104.668
802024.05.30 14:00buy240.10104.0200.0000.000
812024.05.30 14:00modify240.10104.020103.528104.668
822024.05.30 14:00modify230.10103.468103.528104.668
832024.05.30 17:00buy250.10104.1440.0000.000
842024.05.30 17:00modify250.10104.144103.828104.668
852024.05.30 17:00modify240.10104.020103.828104.668
862024.05.30 17:00modify230.10103.468103.828104.668
872024.06.02 21:00t/p230.10104.668103.828104.66877.941754.41
882024.06.02 21:00t/p240.10104.668103.828104.66842.271796.68
892024.06.02 21:00t/p250.10104.668103.828104.66834.261830.93
902024.06.04 08:00buy260.10103.5560.0000.000
912024.06.04 08:00modify260.10103.556102.256104.756
922024.06.12 06:00buy270.10104.1230.0000.000
932024.06.12 06:00modify270.10104.123103.616104.756
942024.06.12 06:00modify260.10103.556103.616104.756
952024.06.13 23:00buy280.10104.2320.0000.000
962024.06.13 23:00modify280.10104.232103.916104.756
972024.06.13 23:00modify270.10104.123103.916104.756
982024.06.13 23:00modify260.10103.556103.916104.756
992024.06.14 02:00buy290.10104.3990.0000.000
1002024.06.14 02:00modify290.10104.399104.036104.756
1012024.06.14 02:00modify280.10104.232104.036104.756
1022024.06.14 02:00modify270.10104.123104.036104.756
1032024.06.14 02:00modify260.10103.556104.036104.756
1042024.06.14 06:00t/p260.10104.756104.036104.75682.291913.23
1052024.06.14 06:00t/p270.10104.756104.036104.75642.481955.71
1062024.06.14 06:00t/p280.10104.756104.036104.75634.261989.97
1072024.06.14 06:00t/p290.10104.756104.036104.75623.072013.04
1082024.06.14 10:00buy300.10103.8690.0000.000
1092024.06.14 10:00modify300.10103.869102.569105.069
1102024.06.18 15:00t/p300.10105.069102.569105.06978.342091.38
1112024.07.17 08:00buy310.10105.8150.0000.000
1122024.07.17 08:00modify310.10105.815104.515107.015
1132024.07.22 07:00s/l310.10104.515104.515107.015-82.032009.35
1142024.07.22 07:00buy320.10104.2950.0000.000
1152024.07.22 07:00modify320.10104.295102.995105.495
1162024.07.23 18:00s/l320.10102.995102.995105.495-83.611925.74
1172024.07.24 04:00buy330.10102.2780.0000.000
1182024.07.24 04:00modify330.10102.278100.978103.478
1192024.07.25 01:00s/l330.10100.978100.978103.478-82.821842.91
1202024.07.30 07:00sell340.10101.6870.0000.000
1212024.07.30 07:00modify340.10101.687102.987100.487
1222024.07.30 14:00sell350.10100.8470.0000.000
1232024.07.30 14:00modify350.10100.847101.207100.487
1242024.07.30 14:00modify340.10101.687101.207100.487
1252024.07.30 16:00t/p340.10100.487101.207100.48777.541920.45
1262024.07.30 16:00t/p350.10100.487101.207100.48723.261943.71
1272024.08.07 02:00sell360.1095.9600.0000.000
1282024.08.07 02:00modify360.1095.96097.26094.760
1292024.08.08 01:00t/p360.1094.76097.26094.76074.292018.00
1302024.08.13 08:00sell370.1097.6910.0000.000
1312024.08.13 08:00modify370.1097.69198.99196.491
1322024.08.13 15:00sell380.1097.1500.0000.000
1332024.08.13 15:00modify380.1097.15097.63196.491
1342024.08.13 15:00modify370.1097.69197.63196.491
1352024.08.14 01:00s/l370.1097.63197.63196.4912.802020.80
1362024.08.14 01:00s/l380.1097.63197.63196.491-32.161988.64
1372024.08.19 04:00buy390.1098.0120.0000.000
1382024.08.19 04:00modify390.1098.01296.71299.212
1392024.08.19 22:00buy400.1098.6790.0000.000
1402024.08.19 22:00modify400.1098.67998.37299.212
1412024.08.19 22:00modify390.1098.01298.37299.212
1422024.08.20 01:00s/l390.1098.37298.37299.21223.672012.30
1432024.08.20 01:00s/l400.1098.37298.37299.212-19.441992.86
1442024.09.02 09:00sell410.1099.5000.0000.000
1452024.09.02 09:00modify410.1099.500100.80098.300
1462024.09.03 04:00sell420.1098.8380.0000.000
1472024.09.03 04:00modify420.1098.83899.14098.300
1482024.09.03 04:00modify410.1099.50099.14098.300
1492024.09.03 09:00t/p410.1098.30099.14098.30076.462069.32
1502024.09.03 09:00t/p420.1098.30099.14098.30034.762104.08
1512024.09.06 06:00buy430.1095.9210.0000.000
1522024.09.06 06:00modify430.1095.92194.62197.121
1532024.09.10 16:00s/l430.1094.62194.62197.121-83.222020.86
1542024.09.11 02:00buy440.1094.4270.0000.000
1552024.09.11 02:00modify440.1094.42793.12795.627
1562024.09.12 06:00t/p440.1095.62793.12795.62778.742099.60
1572024.09.13 03:00buy450.1094.8710.0000.000
1582024.09.13 03:00modify450.1094.87193.57196.071
1592024.09.17 20:00t/p450.1096.07193.57196.07178.332177.93
1602024.09.20 08:00sell460.1097.8610.0000.000
1612024.09.20 08:00modify460.1097.86199.16196.661
1622024.09.25 09:00s/l460.1099.16199.16196.661-87.252090.68
1632024.09.26 08:00sell470.1099.4710.0000.000
1642024.09.26 08:00modify470.1099.471100.77198.271
1652024.09.27 18:00t/p470.1098.271100.77198.27176.462167.13
1662024.10.02 04:00sell480.1099.5410.0000.000
1672024.10.02 04:00modify480.1099.541100.84198.341
1682024.10.02 06:00sell490.1098.8520.0000.000
1692024.10.02 06:00modify490.1098.85299.18198.341
1702024.10.02 06:00modify480.1099.54199.18198.341
1712024.10.02 07:00s/l480.1099.18199.18198.34123.272190.40
1722024.10.02 07:00s/l490.1099.18199.18198.341-21.252169.15
1732024.10.22 05:00sell500.10100.8770.0000.000
1742024.10.22 05:00modify500.10100.877102.17799.677
1752024.10.29 06:00sell510.10100.3240.0000.000
1762024.10.29 06:00modify510.10100.324100.81799.677
1772024.10.29 06:00modify500.10100.877100.81799.677
1782024.10.29 09:00s/l500.10100.817100.81799.677-3.712165.44
1792024.10.29 09:00s/l510.10100.817100.81799.677-31.862133.58
1802024.10.31 07:00buy520.10100.0770.0000.000
1812024.10.31 07:00modify520.10100.07798.777101.277
1822024.10.31 23:59close at stop520.10100.01398.777101.277-4.142129.44