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=0; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 errors0
Initial deposit1000.00Spread30
Total net profit1421.26Gross profit2254.81Gross loss-833.55
Profit factor2.71Expected payoff21.53
Absolute drawdown45.73Maximal drawdown418.15 (19.69%)Relative drawdown19.69% (418.15)
Total trades66Short positions (won %)31 (58.06%)Long positions (won %)35 (65.71%)
Profit trades (% of total)41 (62.12%)Loss trades (% of total)25 (37.88%)
Largestprofit trade102.91loss trade-57.13
Averageprofit trade55.00loss trade-33.34
Maximumconsecutive wins (profit in money)14 (796.39)consecutive losses (loss in money)6 (-213.23)
Maximalconsecutive profit (count of wins)796.39 (14)consecutive loss (count of losses)-213.23 (6)
Averageconsecutive wins4consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.07 05:00buy10.1096.7700.0000.000
22023.11.07 05:00modify10.1096.77095.97098.270
32023.11.14 14:30buy20.1097.5200.0000.000
42023.11.14 14:30modify20.1097.52096.84598.270
52023.11.14 14:30buy30.1097.5200.0000.000
62023.11.14 14:30modify30.1097.52097.22098.270
72023.11.14 14:30modify10.1096.77097.22098.270
82023.11.14 14:32modify20.1097.52097.22098.270
92023.11.14 14:45buy40.1097.6710.0000.000
102023.11.14 14:45modify40.1097.67197.29598.270
112023.11.14 14:45modify30.1097.52097.29598.270
122023.11.14 14:45modify20.1097.52097.29598.270
132023.11.14 14:45modify10.1096.77097.29598.270
142023.11.15 14:37t/p10.1098.27097.29598.270100.151100.15
152023.11.15 14:37t/p20.1098.27097.29598.27048.891149.04
162023.11.15 14:37t/p30.1098.27097.29598.27048.891197.92
172023.11.15 14:37t/p40.1098.27097.29598.27039.131237.05
182023.11.22 09:00sell50.1097.6350.0000.000
192023.11.22 09:00modify50.1097.63598.43596.135
202023.11.24 14:50s/l50.1098.43598.43596.135-56.051180.99
212023.12.05 07:00buy60.1096.7320.0000.000
222023.12.05 07:00modify60.1096.73295.93298.232
232023.12.07 02:50s/l60.1095.93295.93298.232-50.131130.87
242023.12.19 08:00sell70.1096.7680.0000.000
252023.12.19 08:00modify70.1096.76897.56895.268
262023.12.19 10:50s/l70.1097.56897.56895.268-51.711079.16
272023.12.27 05:00sell80.1097.4770.0000.000
282023.12.27 05:00modify80.1097.47798.27795.977
292023.12.28 04:40sell90.1096.7250.0000.000
302023.12.28 04:40modify90.1096.72597.40295.977
312023.12.28 04:40sell100.1096.7250.0000.000
322023.12.28 04:40modify100.1096.72597.02795.977
332023.12.28 04:40modify80.1097.47797.02795.977
342023.12.28 04:42modify90.1096.72597.02795.977
352023.12.28 04:55sell110.1096.5720.0000.000
362023.12.28 04:55modify110.1096.57296.95295.977
372023.12.28 04:55modify100.1096.72596.95295.977
382023.12.28 04:55modify90.1096.72596.95295.977
392023.12.28 04:55modify80.1097.47796.95295.977
402024.01.01 22:00t/p80.1095.97796.95295.97791.551170.71
412024.01.01 22:00t/p90.1095.97796.95295.97746.191216.90
422024.01.01 22:00t/p100.1095.97796.95295.97746.191263.10
432024.01.01 22:00t/p110.1095.97796.95295.97736.301299.40
442024.01.04 06:00sell120.1096.9030.0000.000
452024.01.04 06:00modify120.1096.90397.70395.403
462024.01.09 15:20sell130.1096.1430.0000.000
472024.01.09 15:20modify130.1096.14396.82895.403
482024.01.09 15:20sell140.1096.1430.0000.000
492024.01.09 15:20modify140.1096.14396.45395.403
502024.01.09 15:20modify120.1096.90396.45395.403
512024.01.09 15:22modify130.1096.14396.45395.403
522024.01.09 15:50s/l120.1096.45396.45395.40325.841325.24
532024.01.09 15:50s/l130.1096.45396.45395.403-20.041305.20
542024.01.09 15:50s/l140.1096.45396.45395.403-20.041285.16
552024.02.01 05:00buy150.1096.2220.0000.000
562024.02.01 05:00modify150.1096.22295.42297.722
572024.02.08 06:40buy160.1096.9790.0000.000
582024.02.08 06:40modify160.1096.97996.29797.722
592024.02.08 06:40buy170.1096.9790.0000.000
602024.02.08 06:40modify170.1096.97996.67297.722
612024.02.08 06:40modify150.1096.22296.67297.722
622024.02.08 06:42modify160.1096.97996.67297.722
632024.02.09 07:03buy180.1097.1330.0000.000
642024.02.09 07:03modify180.1097.13396.74797.722
652024.02.09 07:03modify170.1096.97996.74797.722
662024.02.09 07:03modify160.1096.97996.74797.722
672024.02.09 07:03modify150.1096.22296.74797.722
682024.02.14 18:32t/p150.1097.72296.74797.722101.341386.50
692024.02.14 18:32t/p160.1097.72296.74797.72249.621436.12
702024.02.14 18:32t/p170.1097.72296.74797.72249.621485.75
712024.02.14 18:32t/p180.1097.72296.74797.72239.271525.01
722024.02.22 09:00sell190.1098.9400.0000.000
732024.02.22 09:00modify190.1098.94099.74097.440
742024.02.28 02:50sell200.1098.1890.0000.000
752024.02.28 02:50modify200.1098.18998.86597.440
762024.02.28 02:50sell210.1098.1890.0000.000
772024.02.28 02:50modify210.1098.18998.49097.440
782024.02.28 02:50modify190.1098.94098.49097.440
792024.02.28 02:52modify200.1098.18998.49097.440
802024.02.28 08:20sell220.1098.0250.0000.000
812024.02.28 08:20modify220.1098.02598.41597.440
822024.02.28 08:20modify210.1098.18998.41597.440
832024.02.28 08:20modify200.1098.18998.41597.440
842024.02.28 08:20modify190.1098.94098.41597.440
852024.02.29 08:20t/p190.1097.44098.41597.44089.381614.39
862024.02.29 08:20t/p200.1097.44098.41597.44045.161659.55
872024.02.29 08:20t/p210.1097.44098.41597.44045.161704.71
882024.02.29 08:20t/p220.1097.44098.41597.44034.561739.27
892024.03.05 07:00buy230.1097.5560.0000.000
902024.03.05 07:00modify230.1097.55696.75699.056
912024.03.19 14:50buy240.1098.4790.0000.000
922024.03.19 14:50modify240.1098.47998.08199.056
932024.03.19 14:50modify230.1097.55698.08199.056
942024.03.20 17:50t/p230.1099.05698.08199.056102.911842.18
952024.03.20 17:50t/p240.1099.05698.08199.05637.701879.88
962024.03.21 05:00sell250.1099.8580.0000.000
972024.03.21 05:00modify250.1099.858100.65898.358
982024.03.22 02:30sell260.1099.0840.0000.000
992024.03.22 02:30modify260.1099.08499.78398.358
1002024.03.22 02:30sell270.1099.0840.0000.000
1012024.03.22 02:30modify270.1099.08499.40898.358
1022024.03.22 02:30modify250.1099.85899.40898.358
1032024.03.22 02:32modify260.1099.08499.40898.358
1042024.03.22 02:50sell280.1098.9450.0000.000
1052024.03.22 02:50modify280.1098.94599.33398.358
1062024.03.22 02:50modify270.1099.08499.33398.358
1072024.03.22 02:50modify260.1099.08499.33398.358
1082024.03.22 02:50modify250.1099.85899.33398.358
1092024.03.28 08:20t/p250.1098.35899.33398.35889.381969.25
1102024.03.28 08:20t/p260.1098.35899.33398.35840.432009.68
1112024.03.28 08:20t/p270.1098.35899.33398.35840.432050.11
1122024.03.28 08:20t/p280.1098.35899.33398.35831.442081.55
1132024.04.25 06:00sell290.10101.3530.0000.000
1142024.04.25 06:00modify290.10101.353102.15399.853
1152024.04.26 05:45s/l290.10102.153102.15399.853-52.802028.75
1162024.04.26 06:00sell300.10102.0810.0000.000
1172024.04.26 06:00modify300.10102.081102.881100.581
1182024.04.26 15:50s/l300.10102.881102.881100.581-51.721977.03
1192024.05.30 06:00buy310.10103.5580.0000.000
1202024.05.30 06:00modify310.10103.558102.758105.058
1212024.05.31 08:10buy320.10104.3130.0000.000
1222024.05.31 08:10modify320.10104.313103.633105.058
1232024.05.31 08:10buy330.10104.3130.0000.000
1242024.05.31 08:10modify330.10104.313104.008105.058
1252024.05.31 08:10modify310.10103.558104.008105.058
1262024.05.31 08:12modify320.10104.313104.008105.058
1272024.05.31 08:45buy340.10104.4650.0000.000
1282024.05.31 08:45modify340.10104.465104.083105.058
1292024.05.31 08:45modify330.10104.313104.083105.058
1302024.05.31 08:45modify320.10104.313104.083105.058
1312024.05.31 08:45modify310.10103.558104.083105.058
1322024.06.03 17:15s/l310.10104.083104.083105.05834.732011.76
1332024.06.03 17:15s/l320.10104.083104.083105.058-14.471997.28
1342024.06.03 17:15s/l330.10104.083104.083105.058-14.471982.81
1352024.06.03 17:15s/l340.10104.083104.083105.058-24.291958.52
1362024.06.04 08:00buy350.10103.5560.0000.000
1372024.06.04 08:00modify350.10103.556102.756105.056
1382024.06.04 10:20s/l350.10102.756102.756105.056-51.721906.80
1392024.06.05 08:00sell360.10103.9500.0000.000
1402024.06.05 08:00modify360.10103.950104.750102.450
1412024.06.07 15:15sell370.10103.1850.0000.000
1422024.06.07 15:15modify370.10103.185103.875102.450
1432024.06.07 15:15sell380.10103.1850.0000.000
1442024.06.07 15:15modify380.10103.185103.500102.450
1452024.06.07 15:15modify360.10103.950103.500102.450
1462024.06.07 15:17modify370.10103.185103.500102.450
1472024.06.07 15:20sell390.10103.0450.0000.000
1482024.06.07 15:20modify390.10103.045103.425102.450
1492024.06.07 15:20modify380.10103.185103.425102.450
1502024.06.07 15:20modify370.10103.185103.425102.450
1512024.06.07 15:20modify360.10103.950103.425102.450
1522024.06.10 02:45s/l360.10103.425103.425102.45028.511935.31
1532024.06.10 02:45s/l370.10103.425103.425102.450-16.601918.70
1542024.06.10 02:45s/l380.10103.425103.425102.450-16.601902.10
1552024.06.10 02:45s/l390.10103.425103.425102.450-25.651876.45
1562024.07.17 08:00buy400.10105.8150.0000.000
1572024.07.17 08:00modify400.10105.815105.015107.315
1582024.07.17 18:50s/l400.10105.015105.015107.315-51.721824.73
1592024.07.22 06:00buy410.10104.6430.0000.000
1602024.07.22 06:00modify410.10104.643103.843106.143
1612024.07.23 03:20s/l410.10103.843103.843106.143-51.321773.40
1622024.07.23 09:00buy420.10103.3460.0000.000
1632024.07.23 09:00modify420.10103.346102.546104.846
1642024.07.24 01:50s/l420.10102.546102.546104.846-51.321722.08
1652024.07.25 08:00buy430.1099.4670.0000.000
1662024.07.25 08:00modify430.1099.46798.667100.967
1672024.07.25 12:45buy440.10100.2250.0000.000
1682024.07.25 12:45modify440.10100.22599.542100.967
1692024.07.25 12:45buy450.10100.2250.0000.000
1702024.07.25 12:45modify450.10100.22599.917100.967
1712024.07.25 12:45modify430.1099.46799.917100.967
1722024.07.25 12:47modify440.10100.22599.917100.967
1732024.07.25 16:10t/p430.10100.96799.917100.96796.971819.05
1742024.07.25 16:10t/p440.10100.96799.917100.96747.971867.02
1752024.07.25 16:10t/p450.10100.96799.917100.96747.971914.99
1762024.07.30 07:00sell460.10101.6870.0000.000
1772024.07.30 07:00modify460.10101.687102.487100.187
1782024.07.30 13:25sell470.10100.9210.0000.000
1792024.07.30 13:25modify470.10100.921101.612100.187
1802024.07.30 13:25sell480.10100.9210.0000.000
1812024.07.30 13:25modify480.10100.921101.237100.187
1822024.07.30 13:25modify460.10101.687101.237100.187
1832024.07.30 13:27modify470.10100.921101.237100.187
1842024.07.30 16:50t/p460.10100.187101.237100.18796.962011.95
1852024.07.30 16:50t/p470.10100.187101.237100.18747.442059.39
1862024.07.30 16:50t/p480.10100.187101.237100.18747.442106.83
1872024.08.12 09:00sell490.1097.2060.0000.000
1882024.08.12 09:00modify490.1097.20698.00695.706
1892024.08.15 12:40s/l490.1098.00698.00695.706-57.132049.70
1902024.08.19 06:00buy500.1097.2260.0000.000
1912024.08.19 06:00modify500.1097.22696.42698.726
1922024.08.19 10:20buy510.1098.0010.0000.000
1932024.08.19 10:20modify510.1098.00197.30198.726
1942024.08.19 10:20buy520.1098.0010.0000.000
1952024.08.19 10:20modify520.1098.00197.67698.726
1962024.08.19 10:20modify500.1097.22697.67698.726
1972024.08.19 10:22modify510.1098.00197.67698.726
1982024.08.19 13:45buy530.1098.1440.0000.000
1992024.08.19 13:45modify530.1098.14497.75198.726
2002024.08.19 13:45modify520.1098.00197.75198.726
2012024.08.19 13:45modify510.1098.00197.75198.726
2022024.08.19 13:45modify500.1097.22697.75198.726
2032024.08.19 20:02t/p500.1098.72697.75198.72696.972146.67
2042024.08.19 20:02t/p510.1098.72697.75198.72646.872193.54
2052024.08.19 20:02t/p520.1098.72697.75198.72646.872240.41
2062024.08.19 20:02t/p530.1098.72697.75198.72637.622278.03
2072024.09.03 06:00buy540.1098.6480.0000.000
2082024.09.03 06:00modify540.1098.64897.848100.148
2092024.09.03 13:50s/l540.1097.84897.848100.148-51.722226.31
2102024.09.06 06:00buy550.1095.9210.0000.000
2112024.09.06 06:00modify550.1095.92195.12197.421
2122024.09.06 13:42buy560.1096.6990.0000.000
2132024.09.06 13:42modify560.1096.69995.99697.421
2142024.09.06 13:42buy570.1096.6990.0000.000
2152024.09.06 13:42modify570.1096.69996.37197.421
2162024.09.06 13:42modify550.1095.92196.37197.421
2172024.09.06 13:45modify560.1096.69996.37197.421
2182024.09.06 14:02s/l550.1096.37196.37197.42129.102255.41
2192024.09.06 14:02s/l560.1096.37196.37197.421-21.202234.21
2202024.09.06 14:02s/l570.1096.37196.37197.421-21.202213.01
2212024.09.23 05:00sell580.1098.5750.0000.000
2222024.09.23 05:00modify580.1098.57599.37597.075
2232024.09.23 07:27sell590.1097.8230.0000.000
2242024.09.23 07:27modify590.1097.82398.50097.075
2252024.09.23 07:27sell600.1097.8230.0000.000
2262024.09.23 07:27modify600.1097.82398.12597.075
2272024.09.23 07:27modify580.1098.57598.12597.075
2282024.09.23 07:30modify590.1097.82398.12597.075
2292024.09.23 08:27sell610.1097.6720.0000.000
2302024.09.23 08:27modify610.1097.67298.05097.075
2312024.09.23 08:27modify600.1097.82398.05097.075
2322024.09.23 08:27modify590.1097.82398.05097.075
2332024.09.23 08:27modify580.1098.57598.05097.075
2342024.09.23 11:40s/l580.1098.05098.05097.07533.932246.94
2352024.09.23 11:40s/l590.1098.05098.05097.075-14.682232.26
2362024.09.23 11:40s/l600.1098.05098.05097.075-14.682217.58
2372024.09.23 11:40s/l610.1098.05098.05097.075-24.442193.14
2382024.10.15 08:00buy620.10100.1310.0000.000
2392024.10.15 08:00modify620.10100.13199.331101.631
2402024.10.22 03:40buy630.10100.8830.0000.000
2412024.10.22 03:40modify630.10100.883100.206101.631
2422024.10.22 03:40buy640.10100.8830.0000.000
2432024.10.22 03:40modify640.10100.883100.581101.631
2442024.10.22 03:40modify620.10100.131100.581101.631
2452024.10.22 03:42modify630.10100.883100.581101.631
2462024.10.22 04:25buy650.10101.0450.0000.000
2472024.10.22 04:25modify650.10101.045100.656101.631
2482024.10.22 04:25modify640.10100.883100.656101.631
2492024.10.22 04:25modify630.10100.883100.656101.631
2502024.10.22 04:25modify620.10100.131100.656101.631
2512024.10.23 05:02t/p620.10101.631100.656101.631100.142293.28
2522024.10.23 05:02t/p630.10101.631100.656101.63148.762342.04
2532024.10.23 05:02t/p640.10101.631100.656101.63148.762390.79
2542024.10.23 05:02t/p650.10101.631100.656101.63138.292429.08
2552024.10.31 07:00buy660.10100.0770.0000.000
2562024.10.31 07:00modify660.10100.07799.277101.577
2572024.10.31 23:59close at stop660.1099.95699.277101.577-7.822421.26