Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolUSDJPY (US 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)
ModelEvery tick (the most precise method based on all available least timeframes)
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=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; 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 test6539Ticks modelled37866308Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1715.81Gross profit2988.11Gross loss-1272.30
Profit factor2.35Expected payoff14.06
Absolute drawdown16.83Maximal drawdown285.65 (15.89%)Relative drawdown15.89% (285.65)
Total trades122Short positions (won %)66 (46.97%)Long positions (won %)56 (51.79%)
Profit trades (% of total)60 (49.18%)Loss trades (% of total)62 (50.82%)
Largestprofit trade97.87loss trade-49.87
Averageprofit trade49.80loss trade-20.52
Maximumconsecutive wins (profit in money)11 (700.37)consecutive losses (loss in money)5 (-124.90)
Maximalconsecutive profit (count of wins)700.37 (11)consecutive loss (count of losses)-124.90 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 13:00buy10.10149.4320.0000.000
22023.11.03 13:00modify10.10149.432148.732150.832
32023.11.06 19:53buy20.10149.9920.0000.000
42023.11.06 19:53modify20.10149.992149.642150.832
52023.11.06 19:53modify10.10149.432149.642150.832
62023.11.07 01:17buy30.10150.1370.0000.000
72023.11.07 01:17modify30.10150.137149.922150.832
82023.11.07 01:17modify20.10149.992149.922150.832
92023.11.07 01:17modify10.10149.432149.922150.832
102023.11.07 03:42buy40.10150.2020.0000.000
112023.11.07 03:42modify40.10150.202149.852150.832
122023.11.07 03:42modify40.10150.202149.922150.832
132023.11.08 12:20t/p10.10150.832149.922150.83295.701095.70
142023.11.08 12:20t/p20.10150.832149.922150.83257.621153.31
152023.11.08 12:20t/p30.10150.832149.922150.83247.031200.35
162023.11.08 12:20t/p40.10150.832149.922150.83242.721243.07
172023.11.17 10:00buy50.10149.6430.0000.000
182023.11.17 10:00modify50.10149.643148.943151.043
192023.11.20 02:53s/l50.10148.943148.943151.043-46.041197.03
202023.11.21 04:00buy60.10147.4090.0000.000
212023.11.21 04:00modify60.10147.409146.709148.809
222023.11.21 17:06buy70.10147.9710.0000.000
232023.11.21 17:06modify70.10147.971147.619148.809
242023.11.21 17:06modify60.10147.409147.619148.809
252023.11.21 18:15buy80.10148.1090.0000.000
262023.11.21 18:15modify80.10148.109147.899148.809
272023.11.21 18:15modify70.10147.971147.899148.809
282023.11.21 18:15modify60.10147.409147.899148.809
292023.11.21 18:22buy90.10148.1810.0000.000
302023.11.21 18:22modify90.10148.181147.829148.809
312023.11.21 18:22modify90.10148.181147.899148.809
322023.11.22 06:05t/p60.10148.809147.899148.80995.041292.08
332023.11.22 06:05t/p70.10148.809147.899148.80957.271349.35
342023.11.22 06:05t/p80.10148.809147.899148.80948.001397.35
352023.11.22 06:05t/p90.10148.809147.899148.80943.161440.52
362023.11.22 09:00sell100.10149.3180.0000.000
372023.11.22 09:00modify100.10149.318150.018147.918
382023.11.22 11:06sell110.10148.7520.0000.000
392023.11.22 11:06modify110.10148.752149.108147.918
402023.11.22 11:06modify100.10149.318149.108147.918
412023.11.22 12:13sell120.10148.6180.0000.000
422023.11.22 12:13modify120.10148.618148.828147.918
432023.11.22 12:13modify110.10148.752148.828147.918
442023.11.22 12:13modify100.10149.318148.828147.918
452023.11.22 13:30s/l100.10148.828148.828147.91832.921473.44
462023.11.22 13:30s/l110.10148.828148.828147.918-5.111468.33
472023.11.22 13:30s/l120.10148.828148.828147.918-14.111454.22
482023.12.07 08:00buy130.10145.7430.0000.000
492023.12.07 08:00modify130.10145.743145.043147.143
502023.12.07 09:50s/l130.10145.043145.043147.143-48.261405.96
512023.12.11 08:00sell140.10146.3780.0000.000
522023.12.11 08:00modify140.10146.378147.078144.978
532023.12.12 00:21sell150.10145.8170.0000.000
542023.12.12 00:21modify150.10145.817146.168144.978
552023.12.12 00:21modify140.10146.378146.168144.978
562023.12.12 01:04sell160.10145.6720.0000.000
572023.12.12 01:04modify160.10145.672145.888144.978
582023.12.12 01:04modify150.10145.817145.888144.978
592023.12.12 01:04modify140.10146.378145.888144.978
602023.12.12 01:12sell170.10145.6060.0000.000
612023.12.12 01:12modify170.10145.606145.958144.978
622023.12.12 01:12modify170.10145.606145.888144.978
632023.12.12 13:30t/p140.10144.978145.888144.97894.921500.87
642023.12.12 13:30t/p150.10144.978145.888144.97857.881558.75
652023.12.12 13:30t/p160.10144.978145.888144.97847.881606.63
662023.12.12 13:30t/p170.10144.978145.888144.97843.321649.95
672023.12.19 03:00sell180.10143.6630.0000.000
682023.12.19 03:00modify180.10143.663144.363142.263
692023.12.19 06:36sell190.10143.1030.0000.000
702023.12.19 06:36modify190.10143.103143.453142.263
712023.12.19 06:36modify180.10143.663143.453142.263
722023.12.19 06:36sell200.10142.8650.0000.000
732023.12.19 06:36modify200.10142.865143.243142.263
742023.12.19 06:36modify190.10143.103143.243142.263
752023.12.19 06:36modify180.10143.663143.243142.263
762023.12.19 06:36sell210.10142.9490.0000.000
772023.12.19 06:36modify210.10142.949143.173142.263
782023.12.19 06:36modify200.10142.865143.173142.263
792023.12.19 06:36modify190.10143.103143.173142.263
802023.12.19 06:36modify180.10143.663143.173142.263
812023.12.19 06:36s/l180.10143.173143.173142.26334.221684.17
822023.12.19 06:36s/l190.10143.173143.173142.263-4.891679.28
832023.12.19 06:36s/l200.10143.173143.173142.263-21.511657.77
842023.12.19 06:36s/l210.10143.173143.173142.263-15.651642.12
852023.12.19 08:00sell220.10144.1630.0000.000
862023.12.19 08:00modify220.10144.163144.863142.763
872023.12.19 10:34s/l220.10144.863144.863142.763-48.321593.80
882024.01.23 07:00buy230.10147.1550.0000.000
892024.01.23 07:00modify230.10147.155146.455148.555
902024.01.23 07:40buy240.10147.7180.0000.000
912024.01.23 07:40modify240.10147.718147.365148.555
922024.01.23 07:40modify230.10147.155147.365148.555
932024.01.23 08:17s/l230.10147.365147.365148.55514.251608.05
942024.01.23 08:17s/l240.10147.365147.365148.555-23.951584.10
952024.03.08 10:00buy250.10147.1630.0000.000
962024.03.08 10:00modify250.10147.163146.463148.563
972024.03.12 12:30buy260.10147.9470.0000.000
982024.03.12 12:30modify260.10147.947147.583148.563
992024.03.12 12:30modify250.10147.163147.583148.563
1002024.03.12 12:30buy270.10147.8760.0000.000
1012024.03.12 12:30modify270.10147.876147.653148.563
1022024.03.12 12:30modify260.10147.947147.653148.563
1032024.03.12 12:30modify250.10147.163147.653148.563
1042024.03.12 12:31buy280.10147.7230.0000.000
1052024.03.12 12:31modify280.10147.723147.373148.563
1062024.03.12 12:31modify280.10147.723147.653148.563
1072024.03.12 12:32s/l250.10147.653147.653148.56335.121619.22
1082024.03.12 12:32s/l260.10147.653147.653148.563-19.911599.31
1092024.03.12 12:32s/l270.10147.653147.653148.563-15.101584.21
1102024.03.12 12:32s/l280.10147.653147.653148.563-4.741579.47
1112024.03.19 05:00sell290.10149.9650.0000.000
1122024.03.19 05:00modify290.10149.965150.665148.565
1132024.03.19 09:34s/l290.10150.665150.665148.565-46.461533.01
1142024.04.19 03:00buy300.10153.9320.0000.000
1152024.04.19 03:00modify300.10153.932153.232155.332
1162024.04.19 04:22buy310.10154.4980.0000.000
1172024.04.19 04:22modify310.10154.498154.142155.332
1182024.04.19 04:22modify300.10153.932154.142155.332
1192024.04.19 11:31buy320.10154.6330.0000.000
1202024.04.19 11:31modify320.10154.633154.422155.332
1212024.04.19 11:31modify310.10154.498154.422155.332
1222024.04.19 11:31modify300.10153.932154.422155.332
1232024.04.21 21:28s/l300.10154.422154.422155.33231.731564.74
1242024.04.21 21:28s/l310.10154.422154.422155.332-4.931559.81
1252024.04.21 21:28s/l320.10154.422154.422155.332-13.671546.14
1262024.04.26 08:00sell330.10156.7030.0000.000
1272024.04.26 08:00modify330.10156.703157.403155.303
1282024.04.26 08:00sell340.10156.1390.0000.000
1292024.04.26 08:00modify340.10156.139156.493155.303
1302024.04.26 08:00modify330.10156.703156.493155.303
1312024.04.26 08:00sell350.10155.9930.0000.000
1322024.04.26 08:00modify350.10155.993156.213155.303
1332024.04.26 08:00modify340.10156.139156.213155.303
1342024.04.26 08:00modify330.10156.703156.213155.303
1352024.04.26 08:00sell360.10155.9270.0000.000
1362024.04.26 08:00modify360.10155.927156.283155.303
1372024.04.26 08:00modify360.10155.927156.213155.303
1382024.04.26 08:00s/l330.10156.213156.213155.30331.361577.50
1392024.04.26 08:00s/l340.10156.213156.213155.303-4.741572.76
1402024.04.26 08:00s/l350.10156.213156.213155.303-14.091558.67
1412024.04.26 08:00s/l360.10156.213156.213155.303-18.311540.36
1422024.04.29 02:00sell370.10159.1670.0000.000
1432024.04.29 02:00modify370.10159.167159.867157.767
1442024.04.29 04:05sell380.10158.5880.0000.000
1452024.04.29 04:05modify380.10158.588158.957157.767
1462024.04.29 04:05modify370.10159.167158.957157.767
1472024.04.29 04:05sell390.10158.4670.0000.000
1482024.04.29 04:05modify390.10158.467158.677157.767
1492024.04.29 04:05modify380.10158.588158.677157.767
1502024.04.29 04:05modify370.10159.167158.677157.767
1512024.04.29 04:05sell400.10158.3880.0000.000
1522024.04.29 04:05modify400.10158.388158.747157.767
1532024.04.29 04:05modify400.10158.388158.677157.767
1542024.04.29 04:06s/l370.10158.677158.677157.76730.871571.23
1552024.04.29 04:06s/l380.10158.677158.677157.767-5.611565.62
1562024.04.29 04:06s/l390.10158.677158.677157.767-13.231552.39
1572024.04.29 04:06s/l400.10158.677158.677157.767-18.211534.18
1582024.05.03 13:00buy410.10152.2360.0000.000
1592024.05.03 13:00modify410.10152.236151.536153.636
1602024.05.03 14:16buy420.10152.7960.0000.000
1612024.05.03 14:16modify420.10152.796152.446153.636
1622024.05.03 14:16modify410.10152.236152.446153.636
1632024.05.03 14:20buy430.10152.9360.0000.000
1642024.05.03 14:20modify430.10152.936152.726153.636
1652024.05.03 14:20modify420.10152.796152.726153.636
1662024.05.03 14:20modify410.10152.236152.726153.636
1672024.05.03 14:45buy440.10153.0120.0000.000
1682024.05.03 14:45modify440.10153.012152.656153.636
1692024.05.03 14:45modify440.10153.012152.726153.636
1702024.05.05 23:58t/p410.10153.636152.726153.63691.121625.30
1712024.05.05 23:58t/p420.10153.636152.726153.63654.671679.97
1722024.05.05 23:58t/p430.10153.636152.726153.63645.561725.53
1732024.05.05 23:58t/p440.10153.636152.726153.63640.621766.15
1742024.05.15 13:00buy450.10155.1480.0000.000
1752024.05.15 13:00modify450.10155.148154.448156.548
1762024.05.15 13:52buy460.10155.7090.0000.000
1772024.05.15 13:52modify460.10155.709155.358156.548
1782024.05.15 13:52modify450.10155.148155.358156.548
1792024.05.15 14:53s/l450.10155.358155.358156.54813.521779.67
1802024.05.15 14:53s/l460.10155.358155.358156.548-22.591757.08
1812024.05.16 01:00buy470.10153.6900.0000.000
1822024.05.16 01:00modify470.10153.690152.990155.090
1832024.05.16 02:16buy480.10154.2520.0000.000
1842024.05.16 02:16modify480.10154.252153.900155.090
1852024.05.16 02:16modify470.10153.690153.900155.090
1862024.05.16 02:39s/l470.10153.900153.900155.09013.651770.73
1872024.05.16 02:39s/l480.10153.900153.900155.090-22.871747.86
1882024.06.04 08:00buy490.10155.4160.0000.000
1892024.06.04 08:00modify490.10155.416154.716156.816
1902024.06.04 10:43s/l490.10154.716154.716156.816-45.241702.62
1912024.06.07 13:00sell500.10156.7770.0000.000
1922024.06.07 13:00modify500.10156.777157.477155.377
1932024.06.12 12:54sell510.10156.2150.0000.000
1942024.06.12 12:54modify510.10156.215156.567155.377
1952024.06.12 12:54modify500.10156.777156.567155.377
1962024.06.12 12:57sell520.10156.0730.0000.000
1972024.06.12 12:57modify520.10156.073156.287155.377
1982024.06.12 12:57modify510.10156.215156.287155.377
1992024.06.12 12:57modify500.10156.777156.287155.377
2002024.06.12 13:02sell530.10156.0070.0000.000
2012024.06.12 13:02modify530.10156.007156.357155.377
2022024.06.12 13:02modify530.10156.007156.287155.377
2032024.06.12 18:00s/l500.10156.287156.287155.37726.371728.99
2042024.06.12 18:00s/l510.10156.287156.287155.377-4.601724.39
2052024.06.12 18:00s/l520.10156.287156.287155.377-13.691710.70
2062024.06.12 18:00s/l530.10156.287156.287155.377-17.911692.79
2072024.06.14 04:00sell540.10157.8190.0000.000
2082024.06.14 04:00modify540.10157.819158.519156.419
2092024.06.14 09:38sell550.10157.2580.0000.000
2102024.06.14 09:38modify550.10157.258157.609156.419
2112024.06.14 09:38modify540.10157.819157.609156.419
2122024.06.14 09:39sell560.10157.1160.0000.000
2132024.06.14 09:39modify560.10157.116157.329156.419
2142024.06.14 09:39modify550.10157.258157.329156.419
2152024.06.14 09:39modify540.10157.819157.329156.419
2162024.06.14 09:40sell570.10157.0490.0000.000
2172024.06.14 09:40modify570.10157.049157.399156.419
2182024.06.14 09:40modify570.10157.049157.329156.419
2192024.06.14 11:37s/l540.10157.329157.329156.41931.151723.94
2202024.06.14 11:37s/l550.10157.329157.329156.419-4.511719.43
2212024.06.14 11:37s/l560.10157.329157.329156.419-13.531705.90
2222024.06.14 11:37s/l570.10157.329157.329156.419-17.791688.11
2232024.07.11 13:00buy580.10158.6760.0000.000
2242024.07.11 13:00modify580.10158.676157.976160.076
2252024.07.11 13:04s/l580.10157.976157.976160.076-44.311643.80
2262024.07.17 08:00buy590.10157.1000.0000.000
2272024.07.17 08:00modify590.10157.100156.400158.500
2282024.07.17 08:40s/l590.10156.400156.400158.500-44.761599.04
2292024.07.22 07:00buy600.10156.4760.0000.000
2302024.07.22 07:00modify600.10156.476155.776157.876
2312024.07.22 12:31buy610.10157.0380.0000.000
2322024.07.22 12:31modify610.10157.038156.686157.876
2332024.07.22 12:31modify600.10156.476156.686157.876
2342024.07.22 15:50buy620.10157.1760.0000.000
2352024.07.22 15:50modify620.10157.176156.966157.876
2362024.07.22 15:50modify610.10157.038156.966157.876
2372024.07.22 15:50modify600.10156.476156.966157.876
2382024.07.22 21:03s/l600.10156.966156.966157.87631.221630.26
2392024.07.22 21:03s/l610.10156.966156.966157.876-4.581625.68
2402024.07.22 21:03s/l620.10156.966156.966157.876-13.381612.30
2412024.07.24 05:00buy630.10154.6380.0000.000
2422024.07.24 05:00modify630.10154.638153.938156.038
2432024.07.24 12:18s/l630.10153.938153.938156.038-45.481566.82
2442024.07.30 07:00sell640.10155.0450.0000.000
2452024.07.30 07:00modify640.10155.045155.745153.645
2462024.07.30 13:17sell650.10154.4840.0000.000
2472024.07.30 13:17modify650.10154.484154.835153.645
2482024.07.30 13:17modify640.10155.045154.835153.645
2492024.07.30 13:46sell660.10154.3400.0000.000
2502024.07.30 13:46modify660.10154.340154.555153.645
2512024.07.30 13:46modify650.10154.484154.555153.645
2522024.07.30 13:46modify640.10155.045154.555153.645
2532024.07.30 14:00s/l640.10154.555154.555153.64531.701598.52
2542024.07.30 14:00s/l650.10154.555154.555153.645-4.601593.92
2552024.07.30 14:00s/l660.10154.555154.555153.645-13.911580.01
2562024.07.31 01:00buy670.10152.4030.0000.000
2572024.07.31 01:00modify670.10152.403151.703153.803
2582024.07.31 02:12buy680.10153.1320.0000.000
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