Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:00 (2024.03.01 - 2025.03.01)
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=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test7215Ticks modelled157016Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit3819.72Gross profit8996.77Gross loss-5177.05
Profit factor1.74Expected payoff11.44
Absolute drawdown308.00Maximal drawdown382.17 (11.96%)Relative drawdown32.70% (336.22)
Total trades334Short positions (won %)154 (53.25%)Long positions (won %)180 (52.78%)
Profit trades (% of total)177 (52.99%)Loss trades (% of total)157 (47.01%)
Largestprofit trade106.39loss trade-47.42
Averageprofit trade50.83loss trade-32.97
Maximumconsecutive wins (profit in money)14 (763.32)consecutive losses (loss in money)8 (-315.87)
Maximalconsecutive profit (count of wins)763.32 (14)consecutive loss (count of losses)-315.87 (8)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.03.01 16:00buy10.10150.1520.0000.000
22024.03.01 16:00modify10.10150.152149.552151.652
32024.03.06 07:16s/l10.10149.552149.552151.652-38.38961.62
42024.03.06 14:00buy20.10149.3960.0000.000
52024.03.06 14:00modify20.10149.396148.796150.896
62024.03.07 01:15s/l20.10148.796148.796150.896-38.55923.07
72024.03.08 10:00buy30.10147.1630.0000.000
82024.03.08 10:00modify30.10147.163146.563148.663
92024.03.08 13:50s/l30.10146.563146.563148.663-40.96882.11
102024.03.12 14:00sell40.10147.8060.0000.000
112024.03.12 14:00modify40.10147.806148.406146.306
122024.03.15 00:10s/l40.10148.406148.406146.306-47.42834.69
132024.03.15 14:00sell50.10148.9150.0000.000
142024.03.15 14:00modify50.10148.915149.515147.415
152024.03.19 03:45s/l50.10149.515149.515147.415-42.88791.81
162024.03.19 17:00sell60.10150.9380.0000.000
172024.03.19 17:00modify60.10150.938151.538149.438
182024.03.20 04:50s/l60.10151.538151.538149.438-40.99750.82
192024.03.20 19:00buy70.10150.8150.0000.000
202024.03.20 19:00modify70.10150.815150.215152.315
212024.03.21 14:30buy80.10151.5650.0000.000
222024.03.21 14:30modify80.10151.565151.340152.315
232024.03.21 14:30modify70.10150.815151.340152.315
242024.03.21 15:15buy90.10151.6450.0000.000
252024.03.21 15:15modify90.10151.645151.190152.315
262024.03.21 15:15modify80.10151.565151.190152.315
272024.03.21 15:15modify70.10150.815151.190152.315
282024.03.22 12:15s/l70.10151.190151.190152.31527.17777.99
292024.03.22 12:15s/l80.10151.190151.190152.315-24.22753.78
302024.03.22 12:15s/l90.10151.190151.190152.315-29.51724.27
312024.03.27 10:00buy100.10151.3950.0000.000
322024.03.27 10:00modify100.10151.395150.795152.895
332024.04.10 12:33buy110.10152.1560.0000.000
342024.04.10 12:33modify110.10152.156151.920152.895
352024.04.10 12:33modify100.10151.395151.920152.895
362024.04.10 15:45t/p100.10152.895151.920152.895106.39830.66
372024.04.10 15:45t/p110.10152.895151.920152.89548.33878.99
382024.04.12 13:00buy120.10152.8850.0000.000
392024.04.12 13:00modify120.10152.885152.285154.385
402024.04.15 01:15buy130.10153.6500.0000.000
412024.04.15 01:15modify130.10153.650153.410154.385
422024.04.15 01:15modify120.10152.885153.410154.385
432024.04.15 01:20buy140.10153.7140.0000.000
442024.04.15 01:20modify140.10153.714153.260154.385
452024.04.15 01:20modify130.10153.650153.260154.385
462024.04.15 01:20modify120.10152.885153.260154.385
472024.04.15 12:46t/p120.10154.385153.260154.38597.73976.72
482024.04.15 12:46t/p130.10154.385153.260154.38547.601024.32
492024.04.15 12:46t/p140.10154.385153.260154.38543.461067.78
502024.04.15 13:00sell150.10154.1920.0000.000
512024.04.15 13:00modify150.10154.192154.792152.692
522024.04.16 13:20s/l150.10154.792154.792152.692-40.161027.62
532024.04.17 17:00buy160.10154.3040.0000.000
542024.04.17 17:00modify160.10154.304153.704155.804
552024.04.19 02:20s/l160.10153.704153.704155.804-36.69990.93
562024.04.28 23:00sell170.10158.2240.0000.000
572024.04.28 23:00modify170.10158.224158.824156.724
582024.04.29 01:40s/l170.10158.824158.824156.724-39.08951.85
592024.04.29 14:00sell180.10156.7110.0000.000
602024.04.29 14:00modify180.10156.711157.311155.211
612024.04.29 16:50t/p180.10155.211157.311155.21196.711048.56
622024.04.29 19:00buy190.10155.8400.0000.000
632024.04.29 19:00modify190.10155.840155.240157.340
642024.04.30 00:40buy200.10156.5940.0000.000
652024.04.30 00:40modify200.10156.594156.365157.340
662024.04.30 00:40modify190.10155.840156.365157.340
672024.04.30 01:27buy210.10156.6940.0000.000
682024.04.30 01:27modify210.10156.694156.215157.340
692024.04.30 01:27modify200.10156.594156.215157.340
702024.04.30 01:27modify190.10155.840156.215157.340
712024.04.30 12:40t/p190.10157.340156.215157.34095.911144.48
722024.04.30 12:40t/p200.10157.340156.215157.34047.401191.88
732024.04.30 12:40t/p210.10157.340156.215157.34041.051232.93
742024.04.30 13:00sell220.10157.4540.0000.000
752024.04.30 13:00modify220.10157.454158.054155.954
762024.05.01 20:20t/p220.10155.954158.054155.95495.361328.29
772024.05.01 21:00buy230.10154.5300.0000.000
782024.05.01 21:00modify230.10154.530153.930156.030
792024.05.01 21:37buy240.10155.3670.0000.000
802024.05.01 21:37modify240.10155.367154.905156.030
812024.05.01 21:37modify230.10154.530154.905156.030
822024.05.01 21:45s/l230.10154.905154.905156.03024.251352.54
832024.05.01 21:45s/l240.10154.905154.905156.030-29.881322.66
842024.05.02 23:00buy250.10153.3010.0000.000
852024.05.02 23:00modify250.10153.301152.701154.801
862024.05.03 12:40s/l250.10152.701152.701154.801-38.791283.87
872024.05.03 13:00buy260.10152.2360.0000.000
882024.05.03 13:00modify260.10152.236151.636153.736
892024.05.03 14:55buy270.10153.0790.0000.000
902024.05.03 14:55modify270.10153.079152.611153.736
912024.05.03 14:55modify260.10152.236152.611153.736
922024.05.03 15:20buy280.10152.9860.0000.000
932024.05.03 15:20modify280.10152.986152.761153.736
942024.05.03 15:22modify280.10152.986152.611153.736
952024.05.06 00:07t/p260.10153.736152.611153.73698.141382.01
962024.05.06 00:07t/p270.10153.736152.611153.73643.321425.34
972024.05.06 00:07t/p280.10153.736152.611153.73649.361474.70
982024.05.13 17:00sell290.10156.2190.0000.000
992024.05.13 17:00modify290.10156.219156.819154.719
1002024.05.15 12:20sell300.10155.3770.0000.000
1012024.05.15 12:20modify300.10155.377155.844154.719
1022024.05.15 12:20modify290.10156.219155.844154.719
1032024.05.15 14:20sell310.10155.4580.0000.000
1042024.05.15 14:20modify310.10155.458155.694154.719
1052024.05.15 14:22modify310.10155.458155.844154.719
1062024.05.15 15:15sell320.10154.9960.0000.000
1072024.05.15 15:15modify320.10154.996155.619154.719
1082024.05.15 15:15modify300.10155.377155.619154.719
1092024.05.15 15:15modify310.10155.458155.619154.719
1102024.05.15 15:15modify290.10156.219155.619154.719
1112024.05.15 22:15t/p290.10154.719155.619154.71994.181568.88
1122024.05.15 22:15t/p300.10154.719155.619154.71942.541611.42
1132024.05.15 22:15t/p310.10154.719155.619154.71947.781659.20
1142024.05.15 22:15t/p320.10154.719155.619154.71917.911677.11
1152024.05.15 23:00buy330.10154.5860.0000.000
1162024.05.15 23:00modify330.10154.586153.986156.086
1172024.05.16 00:40s/l330.10153.986153.986156.086-37.201639.91
1182024.05.17 15:00buy340.10155.4340.0000.000
1192024.05.17 15:00modify340.10155.434154.834156.934
1202024.05.20 12:50buy350.10156.2610.0000.000
1212024.05.20 12:50modify350.10156.261155.809156.934
1222024.05.20 12:50modify340.10155.434155.809156.934
1232024.05.20 13:02buy360.10156.2050.0000.000
1242024.05.20 13:02modify360.10156.205155.959156.934
1252024.05.20 13:05modify360.10156.205155.809156.934
1262024.05.22 11:50buy370.10156.6450.0000.000
1272024.05.22 11:50modify370.10156.645156.034156.934
1282024.05.22 11:50modify350.10156.261156.034156.934
1292024.05.22 11:50modify360.10156.205156.034156.934
1302024.05.22 11:50modify340.10155.434156.034156.934
1312024.05.23 13:40t/p340.10156.934156.034156.93499.091739.00
1322024.05.23 13:40t/p350.10156.934156.034156.93445.821784.82
1332024.05.23 13:40t/p360.10156.934156.034156.93449.381834.21
1342024.05.23 13:40t/p370.10156.934156.034156.93420.181854.38
1352024.05.23 14:00sell380.10157.0850.0000.000
1362024.05.23 14:00modify380.10157.085157.685155.585
1372024.05.29 16:15s/l380.10157.685157.685155.585-43.641810.74
1382024.05.31 14:00buy390.10156.7250.0000.000
1392024.05.31 14:00modify390.10156.725156.125158.225
1402024.06.03 03:50buy400.10157.5000.0000.000
1412024.06.03 03:50modify400.10157.500157.250158.225
1422024.06.03 03:50modify390.10156.725157.250158.225
1432024.06.03 06:50s/l390.10157.250157.250158.22533.981844.72
1442024.06.03 06:50s/l400.10157.250157.250158.225-15.901828.82
1452024.06.03 11:00buy410.10156.7700.0000.000
1462024.06.03 11:00modify410.10156.770156.170158.270
1472024.06.03 14:16s/l410.10156.170156.170158.270-38.421790.40
1482024.06.04 18:00buy420.10154.6320.0000.000
1492024.06.04 18:00modify420.10154.632154.032156.132
1502024.06.05 00:20buy430.10155.4650.0000.000
1512024.06.05 00:20modify430.10155.465155.007156.132
1522024.06.05 00:20modify420.10154.632155.007156.132
1532024.06.05 01:50buy440.10155.4050.0000.000
1542024.06.05 01:50modify440.10155.405155.157156.132
1552024.06.05 01:52modify440.10155.405155.007156.132
1562024.06.05 06:40buy450.10155.8540.0000.000
1572024.06.05 06:40modify450.10155.854155.232156.132
1582024.06.05 06:40modify430.10155.465155.232156.132
1592024.06.05 06:40modify440.10155.405155.232156.132
1602024.06.05 06:40modify420.10154.632155.232156.132
1612024.06.05 07:50t/p420.10156.132155.232156.13296.631887.04
1622024.06.05 07:50t/p430.10156.132155.232156.13242.711929.75
1632024.06.05 07:50t/p440.10156.132155.232156.13246.551976.30
1642024.06.05 07:50t/p450.10156.132155.232156.13217.801994.10
1652024.06.06 19:00buy460.10155.7010.0000.000
1662024.06.06 19:00modify460.10155.701155.101157.201
1672024.06.07 12:45buy470.10156.4790.0000.000
1682024.06.07 12:45modify470.10156.479156.226157.201
1692024.06.07 12:45modify460.10155.701156.226157.201
1702024.06.07 12:50buy480.10156.9060.0000.000
1712024.06.07 12:50modify480.10156.906156.301157.201
1722024.06.07 12:50modify470.10156.479156.301157.201
1732024.06.07 12:50modify460.10155.701156.301157.201
1742024.06.11 00:45t/p460.10157.201156.301157.20197.182091.28
1752024.06.11 00:45t/p470.10157.201156.301157.20147.112138.38
1762024.06.11 00:45t/p480.10157.201156.301157.20119.952158.33
1772024.06.12 13:00buy490.10156.1910.0000.000
1782024.06.12 13:00modify490.10156.191155.591157.691
1792024.06.13 02:15buy500.10156.9670.0000.000
1802024.06.13 02:15modify500.10156.967156.716157.691
1812024.06.13 02:15modify490.10156.191156.716157.691
1822024.06.13 02:50buy510.10157.0440.0000.000
1832024.06.13 02:50modify510.10157.044156.566157.691
1842024.06.13 02:50modify500.10156.967156.566157.691
1852024.06.13 02:50modify490.10156.191156.566157.691
1862024.06.14 03:20t/p490.10157.691156.566157.69197.442255.77
1872024.06.14 03:20t/p500.10157.691156.566157.69146.482302.25
1882024.06.14 03:20t/p510.10157.691156.566157.69141.592343.84
1892024.06.14 10:00buy520.10157.1250.0000.000
1902024.06.14 10:00modify520.10157.125156.525158.625
1912024.06.17 11:50buy530.10157.8970.0000.000
1922024.06.17 11:50modify530.10157.897157.650158.625
1932024.06.17 11:50modify520.10157.125157.650158.625
1942024.06.17 12:50buy540.10157.9700.0000.000
1952024.06.17 12:50modify540.10157.970157.500158.625
1962024.06.17 12:50modify530.10157.897157.500158.625
1972024.06.17 12:50modify520.10157.125157.500158.625
1982024.06.20 08:05buy550.10158.3290.0000.000
1992024.06.20 08:05modify550.10158.329157.725158.625
2002024.06.20 08:05modify540.10157.970157.725158.625
2012024.06.20 08:05modify530.10157.897157.725158.625
2022024.06.20 08:05modify520.10157.125157.725158.625
2032024.06.20 13:40t/p520.10158.625157.725158.62598.122441.96
2042024.06.20 13:40t/p530.10158.625157.725158.62548.852490.81
2052024.06.20 13:40t/p540.10158.625157.725158.62544.252535.07
2062024.06.20 13:40t/p550.10158.625157.725158.62518.662553.73
2072024.06.20 14:00sell560.10158.7090.0000.000
2082024.06.20 14:00modify560.10158.709159.309157.209
2092024.06.21 14:15s/l560.10159.309159.309157.209-39.052514.68
2102024.06.21 15:00sell570.10159.5780.0000.000
2112024.06.21 15:00modify570.10159.578160.178158.078
2122024.06.24 10:20sell580.10158.7400.0000.000
2132024.06.24 10:20modify580.10158.740159.203158.078
2142024.06.24 10:20modify570.10159.578159.203158.078
2152024.06.24 10:25sell590.10158.8220.0000.000
2162024.06.24 10:25modify590.10158.822159.053158.078
2172024.06.24 10:27s/l590.10159.053159.053158.078-14.522500.16
2182024.06.24 10:30s/l570.10159.203159.203158.07822.112522.27
2192024.06.24 10:30s/l580.10159.203159.203158.078-29.032493.24
2202024.06.26 11:00sell600.10160.3020.0000.000
2212024.06.26 11:00modify600.10160.302160.902158.802
2222024.06.28 00:40s/l600.10160.902160.902158.802-42.882450.36
2232024.06.28 11:00buy610.10160.4920.0000.000
2242024.06.28 11:00modify610.10160.492159.892161.992
2252024.07.01 12:15buy620.10161.2580.0000.000
2262024.07.01 12:15modify620.10161.258161.017161.992
2272024.07.01 12:15modify610.10160.492161.017161.992
2282024.07.01 12:40buy630.10161.3260.0000.000
2292024.07.01 12:40modify630.10161.326160.867161.992
2302024.07.01 12:40modify620.10161.258160.867161.992
2312024.07.01 12:40modify610.10160.492160.867161.992
2322024.07.01 14:50buy640.10161.6970.0000.000
2332024.07.01 14:50modify640.10161.697161.092161.992
2342024.07.01 14:50modify630.10161.326161.092161.992
2352024.07.01 14:50modify620.10161.258161.092161.992
2362024.07.01 14:50modify610.10160.492161.092161.992
2372024.07.03 14:16s/l610.10161.092161.092161.99239.102489.46
2382024.07.03 14:16s/l620.10161.092161.092161.992-9.142480.31
2392024.07.03 14:16s/l630.10161.092161.092161.992-13.372466.94
2402024.07.03 14:16s/l640.10161.092161.092161.992-36.452430.48
2412024.07.03 15:00buy650.10161.3620.0000.000
2422024.07.03 15:00modify650.10161.362160.762162.862
2432024.07.05 03:15s/l650.10160.762160.762162.862-34.972395.51
2442024.07.05 14:00sell660.10161.2640.0000.000
2452024.07.05 14:00modify660.10161.264161.864159.764
2462024.07.08 01:59sell670.10160.4100.0000.000
2472024.07.08 01:59modify670.10160.410160.889159.764
2482024.07.08 01:59modify660.10161.264160.889159.764
2492024.07.08 03:57sell680.10160.4920.0000.000
2502024.07.08 03:57modify680.10160.492160.739159.764
2512024.07.08 03:59modify680.10160.492160.889159.764
2522024.07.08 06:50s/l660.10160.889160.889159.76421.902417.42
2532024.07.08 06:50s/l670.10160.889160.889159.764-29.772387.65
2542024.07.08 06:50s/l680.10160.889160.889159.764-24.682362.97
2552024.07.09 15:00sell690.10161.3620.0000.000
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