Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=40; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; 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 test7248Ticks modelled13496Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1148.77Gross profit2827.17Gross loss-1678.40
Profit factor1.68Expected payoff13.36
Absolute drawdown17.08Maximal drawdown271.19 (2.62%)Relative drawdown2.62% (271.19)
Total trades86Short positions (won %)40 (47.50%)Long positions (won %)46 (63.04%)
Profit trades (% of total)48 (55.81%)Loss trades (% of total)38 (44.19%)
Largestprofit trade114.05loss trade-63.09
Averageprofit trade58.90loss trade-44.17
Maximumconsecutive wins (profit in money)7 (424.82)consecutive losses (loss in money)4 (-206.68)
Maximalconsecutive profit (count of wins)424.82 (7)consecutive loss (count of losses)-206.68 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.01 20:00sell10.10137.5000.0000.000
22023.05.01 20:00modify10.10137.500138.300136.000
32023.05.02 20:00sell20.10136.5030.0000.000
42023.05.02 20:00modify20.10136.503136.825136.000
52023.05.02 20:00modify10.10137.500136.825136.000
62023.05.03 03:00t/p10.10136.000136.825136.000106.2910106.29
72023.05.03 03:00t/p20.10136.000136.825136.00034.9810141.27
82023.05.03 21:00buy30.10134.6970.0000.000
92023.05.03 21:00modify30.10134.697133.897136.197
102023.05.04 15:00s/l30.10133.897133.897136.197-57.0710084.20
112023.05.10 18:00buy40.10134.2760.0000.000
122023.05.10 18:00modify40.10134.276133.476135.776
132023.05.12 08:00buy50.10134.8900.0000.000
142023.05.12 08:00modify50.10134.890134.351135.776
152023.05.12 08:00modify40.10134.276134.351135.776
162023.05.14 23:00t/p40.10135.776134.351135.776114.0510198.25
172023.05.14 23:00t/p50.10135.776134.351135.77665.2510263.50
182023.05.18 17:00sell60.10138.5780.0000.000
192023.05.18 17:00modify60.10138.578139.378137.078
202023.05.19 20:00sell70.10137.9620.0000.000
212023.05.19 20:00modify70.10137.962138.503137.078
222023.05.19 20:00modify60.10138.578138.503137.078
232023.05.22 13:00s/l60.10138.503138.503137.0781.4710264.96
242023.05.22 13:00s/l70.10138.503138.503137.078-41.0510223.91
252023.05.24 16:00sell80.10139.1430.0000.000
262023.05.24 16:00modify80.10139.143139.943137.643
272023.05.25 17:00s/l80.10139.943139.943137.643-63.0910160.82
282023.05.25 17:00sell90.10139.9290.0000.000
292023.05.25 17:00modify90.10139.929140.729138.429
302023.05.26 16:00s/l90.10140.729140.729138.429-58.9010101.92
312023.05.28 23:00sell100.10140.7590.0000.000
322023.05.28 23:00modify100.10140.759141.559139.259
332023.05.30 15:00sell110.10139.7830.0000.000
342023.05.30 15:00modify110.10139.783140.084139.259
352023.05.30 15:00modify100.10140.759140.084139.259
362023.05.31 11:00s/l100.10140.084140.084139.25942.2810144.20
372023.05.31 11:00s/l110.10140.084140.084139.259-23.4810120.73
382023.06.01 16:00buy120.10138.7720.0000.000
392023.06.01 16:00modify120.10138.772137.972140.272
402023.06.05 07:00t/p120.10140.272137.972140.272108.6710229.39
412023.06.05 20:00buy130.10139.5800.0000.000
422023.06.05 20:00modify130.10139.580138.780141.080
432023.06.09 00:00s/l130.10138.780138.780141.080-52.2410177.16
442023.06.15 23:00buy140.10140.1630.0000.000
452023.06.15 23:00modify140.10140.163139.363141.663
462023.06.16 07:00buy150.10141.0040.0000.000
472023.06.16 07:00modify150.10141.004140.613141.663
482023.06.16 07:00modify140.10140.163140.613141.663
492023.06.16 16:00t/p140.10141.663140.613141.663106.6610283.82
502023.06.16 16:00t/p150.10141.663140.613141.66346.4710330.29
512023.07.02 21:00buy160.10144.2500.0000.000
522023.07.02 21:00modify160.10144.250143.450145.750
532023.07.03 08:00buy170.10144.8590.0000.000
542023.07.03 08:00modify170.10144.859144.325145.750
552023.07.03 08:00modify160.10144.250144.325145.750
562023.07.03 15:00s/l160.10144.325144.325145.7506.0810336.37
572023.07.03 15:00s/l170.10144.325144.325145.750-36.9710299.40
582023.07.10 18:00buy180.10141.3930.0000.000
592023.07.10 18:00modify180.10141.393140.593142.893
602023.07.11 06:00s/l180.10140.593140.593142.893-55.9110243.50
612023.07.12 18:00buy190.10138.3520.0000.000
622023.07.12 18:00modify190.10138.352137.552139.852
632023.07.14 02:00s/l190.10137.552137.552139.852-54.6110188.88
642023.07.18 17:00sell200.10139.1040.0000.000
652023.07.18 17:00modify200.10139.104139.904137.604
662023.07.19 10:00s/l200.10139.904139.904137.604-59.1910129.70
672023.07.27 20:00buy210.10139.0970.0000.000
682023.07.27 20:00modify210.10139.097138.297140.597
692023.07.28 04:00t/p210.10140.597138.297140.597108.2410237.94
702023.07.28 19:00sell220.10140.9960.0000.000
712023.07.28 19:00modify220.10140.996141.796139.496
722023.07.31 04:00s/l220.10141.796141.796139.496-58.4110179.53
732023.08.01 22:00buy230.10142.7860.0000.000
742023.08.01 22:00modify230.10142.786141.986144.286
752023.08.02 15:00buy240.10143.3940.0000.000
762023.08.02 15:00modify240.10143.394142.861144.286
772023.08.02 15:00modify230.10142.786142.861144.286
782023.08.03 08:00s/l230.10142.861142.861144.2868.8310188.36
792023.08.03 08:00s/l240.10142.861142.861144.286-34.6210153.74
802023.08.06 21:00buy250.10141.6960.0000.000
812023.08.06 21:00modify250.10141.696140.896143.196
822023.08.07 17:00buy260.10142.5440.0000.000
832023.08.07 17:00modify260.10142.544142.146143.196
842023.08.07 17:00modify250.10141.696142.146143.196
852023.08.08 02:00t/p250.10143.196142.146143.196106.4610260.20
862023.08.08 02:00t/p260.10143.196142.146143.19646.3810306.58
872023.08.10 23:00sell270.10144.8270.0000.000
882023.08.10 23:00modify270.10144.827145.627143.327
892023.08.15 07:00s/l270.10145.627145.627143.327-60.8110245.77
902023.08.16 17:00sell280.10145.9140.0000.000
912023.08.16 17:00modify280.10145.914146.714144.414
922023.08.18 08:00sell290.10145.2950.0000.000
932023.08.18 08:00modify290.10145.295145.839144.414
942023.08.18 08:00modify280.10145.914145.839144.414
952023.08.18 17:00sell300.10145.0670.0000.000
962023.08.18 17:00modify300.10145.067145.464144.414
972023.08.18 17:00modify290.10145.295145.464144.414
982023.08.18 17:00modify280.10145.914145.464144.414
992023.08.20 22:00s/l280.10145.464145.464144.41423.0410268.81
1002023.08.20 22:00s/l290.10145.464145.464144.414-11.6210257.19
1012023.08.20 22:00s/l300.10145.464145.464144.414-27.3010229.89
1022023.08.29 18:00buy310.10145.8240.0000.000
1032023.08.29 18:00modify310.10145.824145.024147.324
1042023.08.30 08:00buy320.10146.4240.0000.000
1052023.08.30 08:00modify320.10146.424145.899147.324
1062023.08.30 08:00modify310.10145.824145.899147.324
1072023.08.30 13:00s/l310.10145.899145.899147.3246.0310235.93
1082023.08.30 13:00s/l320.10145.899145.899147.324-35.9910199.94
1092023.09.05 18:00sell330.10147.7770.0000.000
1102023.09.05 18:00modify330.10147.777148.577146.277
1112023.09.06 14:00sell340.10147.1620.0000.000
1122023.09.06 14:00modify340.10147.162147.702146.277
1132023.09.06 14:00modify330.10147.777147.702146.277
1142023.09.06 15:00s/l330.10147.702147.702146.2773.1110203.05
1152023.09.06 15:00s/l340.10147.702147.702146.277-36.5710166.48
1162023.09.08 20:00sell350.10147.8470.0000.000
1172023.09.08 20:00modify350.10147.847148.647146.347
1182023.09.11 05:00t/p350.10146.347148.647146.347100.6010267.08
1192023.09.20 17:00buy360.10147.5690.0000.000
1202023.09.20 17:00modify360.10147.569146.769149.069
1212023.09.22 19:00buy370.10148.4160.0000.000
1222023.09.22 19:00modify370.10148.416148.019149.069
1232023.09.22 19:00modify360.10147.569148.019149.069
1242023.09.26 07:00t/p360.10149.069148.019149.069105.9210373.00
1252023.09.26 07:00t/p370.10149.069148.019149.06945.5710418.57
1262023.09.27 21:00sell380.10149.6090.0000.000
1272023.09.27 21:00modify380.10149.609150.409148.109
1282023.09.29 08:00sell390.10148.7680.0000.000
1292023.09.29 08:00modify390.10148.768149.159148.109
1302023.09.29 08:00modify380.10149.609149.159148.109
1312023.09.29 10:00s/l380.10149.159149.159148.10922.2710440.84
1322023.09.29 10:00s/l390.10149.159149.159148.109-26.2310414.61
1332023.10.03 17:00buy400.10149.1270.0000.000
1342023.10.03 17:00modify400.10149.127148.327150.627
1352023.10.05 02:00s/l400.10148.327148.327150.627-50.3710364.24
1362023.10.09 19:00buy410.10148.4870.0000.000
1372023.10.09 19:00modify410.10148.487147.687149.987
1382023.10.10 12:00buy420.10149.0960.0000.000
1392023.10.10 12:00modify420.10149.096148.562149.987
1402023.10.10 12:00modify410.10148.487148.562149.987
1412023.10.10 17:00s/l410.10148.562148.562149.9875.9410370.18
1422023.10.10 17:00s/l420.10148.562148.562149.987-35.9410334.24
1432023.10.15 22:00buy430.10149.4740.0000.000
1442023.10.15 22:00modify430.10149.474148.674150.974
1452023.10.25 20:00buy440.10150.0840.0000.000
1462023.10.25 20:00modify440.10150.084149.549150.974
1472023.10.25 20:00modify430.10149.474149.549150.974
1482023.10.26 03:00buy450.10150.4590.0000.000
1492023.10.26 03:00modify450.10150.459150.149150.974
1502023.10.26 03:00modify440.10150.084150.149150.974
1512023.10.26 03:00modify430.10149.474150.149150.974
1522023.10.26 07:00s/l430.10150.149150.149150.97456.4810390.72
1532023.10.26 07:00s/l440.10150.149150.149150.9747.0010397.73
1542023.10.26 07:00s/l450.10150.149150.149150.974-20.6110377.12
1552023.10.31 22:00sell460.10151.6190.0000.000
1562023.10.31 22:00modify460.10151.619152.419150.119
1572023.11.01 19:00sell470.10150.9940.0000.000
1582023.11.01 19:00modify470.10150.994151.544150.119
1592023.11.01 19:00modify460.10151.619151.544150.119
1602023.11.02 13:00t/p460.10150.119151.544150.11992.0810469.20
1612023.11.02 13:00t/p470.10150.119151.544150.11952.4010521.59
1622023.11.03 16:00buy480.10149.3960.0000.000
1632023.11.03 16:00modify480.10149.396148.596150.896
1642023.11.06 20:00buy490.10150.0070.0000.000
1652023.11.06 20:00modify490.10150.007149.471150.896
1662023.11.06 20:00modify480.10149.396149.471150.896
1672023.11.07 04:00buy500.10150.2260.0000.000
1682023.11.07 04:00modify500.10150.226149.846150.896
1692023.11.07 04:00modify490.10150.007149.846150.896
1702023.11.07 04:00modify480.10149.396149.846150.896
1712023.11.07 23:00buy510.10150.3760.0000.000
1722023.11.07 23:00modify510.10150.376150.071150.896
1732023.11.07 23:00modify500.10150.226150.071150.896
1742023.11.07 23:00modify490.10150.007150.071150.896
1752023.11.07 23:00modify480.10149.396150.071150.896
1762023.11.08 13:00t/p480.10150.896150.071150.896102.0910623.69
1772023.11.08 13:00t/p490.10150.896150.071150.89660.7110684.39
1782023.11.08 13:00t/p500.10150.896150.071150.89645.2910729.69
1792023.11.08 13:00t/p510.10150.896150.071150.89635.3510765.04
1802023.11.09 20:00sell520.10151.3230.0000.000
1812023.11.09 20:00modify520.10151.323152.123149.823
1822023.11.14 20:00sell530.10150.3480.0000.000
1832023.11.14 20:00modify530.10150.348150.648149.823
1842023.11.14 20:00modify520.10151.323150.648149.823
1852023.11.15 01:00s/l520.10150.648150.648149.82336.8910801.93
1862023.11.15 01:00s/l530.10150.648150.648149.823-21.9010780.04
1872023.11.21 19:00sell540.10148.3430.0000.000
1882023.11.21 19:00modify540.10148.343149.143146.843
1892023.11.22 09:00s/l540.10149.143149.143146.843-55.5410724.50
1902023.11.22 16:00sell550.10149.6810.0000.000
1912023.11.22 16:00modify550.10149.681150.481148.181
1922023.11.27 13:00sell560.10148.8350.0000.000
1932023.11.27 13:00modify560.10148.835149.231148.181
1942023.11.27 13:00modify550.10149.681149.231148.181
1952023.11.28 01:00t/p550.10148.181149.231148.18189.3810813.87
1962023.11.28 01:00t/p560.10148.181149.231148.18142.1610856.04
1972023.11.28 16:00buy570.10147.9020.0000.000
1982023.11.28 16:00modify570.10147.902147.102149.402
1992023.11.29 00:00s/l570.10147.102147.102149.402-53.5110802.53
2002023.12.01 17:00buy580.10147.0310.0000.000
2012023.12.01 17:00modify580.10147.031146.231148.531
2022023.12.04 00:00s/l580.10146.231146.231148.531-53.7710748.77
2032023.12.04 17:00sell590.10147.1490.0000.000
2042023.12.04 17:00modify590.10147.149147.949145.649
2052023.12.07 06:00sell600.10146.5400.0000.000
2062023.12.07 06:00modify600.10146.540147.074145.649
2072023.12.07 06:00modify590.10147.149147.074145.649
2082023.12.07 08:00t/p590.10145.649147.074145.64993.0310841.80
2092023.12.07 08:00t/p600.10145.649147.074145.64961.1410902.94
2102023.12.08 17:00sell610.10144.8770.0000.000
2112023.12.08 17:00modify610.10144.877145.677143.377
2122023.12.11 05:00s/l610.10145.677145.677143.377-56.9110846.03
2132023.12.13 16:00buy620.10145.1840.0000.000
2142023.12.13 16:00modify620.10145.184144.384146.684
2152023.12.13 20:00s/l620.10144.384144.384146.684-55.8910790.14
2162023.12.26 16:00sell630.10142.5990.0000.000
2172023.12.26 16:00modify630.10142.599143.399141.099
2182023.12.27 23:00sell640.10141.6050.0000.000
2192023.12.27 23:00modify640.10141.605141.924141.099
2202023.12.27 23:00modify630.10142.599141.924141.099
2212023.12.28 08:00t/p630.10141.099141.924141.09998.5810888.72
2222023.12.28 08:00t/p640.10141.099141.924141.09929.9910918.71
2232024.01.09 19:00sell650.10144.5530.0000.000
2242024.01.09 19:00modify650.10144.553145.353143.053
2252024.01.10 14:00s/l650.10145.353145.353143.053-57.0310861.68
2262024.01.10 19:00sell660.10145.6290.0000.000
2272024.01.10 19:00modify660.10145.629146.429144.129
2282024.01.11 15:00s/l660.10146.429146.429144.129-60.7510800.93
2292024.01.16 17:00sell670.10147.0090.0000.000
2302024.01.16 17:00modify670.10147.009147.809145.509
2312024.01.17 07:00s/l670.10147.809147.809145.509-56.1310744.80
2322024.01.23 18:00sell680.10148.5950.0000.000
2332024.01.23 18:00modify680.10148.595149.395147.095
2342024.01.24 14:00t/p680.10147.095149.395147.095100.2010845.01
2352024.01.29 21:00buy690.10147.4820.0000.000
2362024.01.29 21:00modify690.10147.482146.682148.982
2372024.01.31 15:00s/l690.10146.682146.682148.982-52.7710792.24
2382024.02.01 17:00buy700.10146.2140.0000.000
2392024.02.01 17:00modify700.10146.214145.414147.714
2402024.02.02 14:00t/p700.10147.714145.414147.714102.2610894.50
2412024.02.06 16:00buy710.10148.1250.0000.000
2422024.02.06 16:00modify710.10148.125147.325149.625
2432024.02.13 08:00t/p710.10149.625147.325149.625106.5311001.03
2442024.02.26 17:00sell720.10150.7920.0000.000
2452024.02.26 17:00modify720.10150.792151.592149.292
2462024.02.27 09:00sell730.10150.1710.0000.000
2472024.02.27 09:00modify730.10150.171150.717149.292
2482024.02.27 09:00modify720.10150.792150.717149.292
2492024.02.28 08:00s/l720.10150.717150.717149.2921.0311002.05
2502024.02.28 08:00s/l730.10150.717150.717149.292-38.1910963.86
2512024.03.06 17:00buy740.10149.2070.0000.000
2522024.03.06 17:00modify740.10149.207148.407150.707
2532024.03.07 05:00s/l740.10148.407148.407150.707-51.1710912.70
2542024.03.19 17:00sell750.10150.9380.0000.000
2552024.03.19 17:00modify750.10150.938151.738149.438
2562024.03.20 10:00s/l750.10151.738151.738149.438-54.7110857.99
2572024.03.20 19:00buy760.10150.8150.0000.000
2582024.03.20 19:00modify760.10150.815150.015152.315
2592024.03.21 14:00buy770.10151.4280.0000.000
2602024.03.21 14:00modify770.10151.428150.890152.315
2612024.03.21 14:00modify760.10150.815150.890152.315
2622024.03.22 00:00buy780.10151.6590.0000.000
2632024.03.22 00:00modify780.10151.659151.265152.315
2642024.03.22 00:00modify770.10151.428151.265152.315
2652024.03.22 00:00modify760.10150.815151.265152.315
2662024.03.22 02:00buy790.10151.8100.0000.000
2672024.03.22 02:00modify790.10151.810151.490152.315
2682024.03.22 02:00modify780.10151.659151.490152.315
2692024.03.22 02:00modify770.10151.428151.490152.315
2702024.03.22 02:00modify760.10150.815151.490152.315
2712024.03.22 03:00s/l760.10151.490151.490152.31548.1010906.08
2722024.03.22 03:00s/l770.10151.490151.490152.3154.9810911.07
2732024.03.22 03:00s/l780.10151.490151.490152.315-11.1410899.93
2742024.03.22 03:00s/l790.10151.490151.490152.315-21.1010878.83
2752024.04.04 19:00buy800.10151.2310.0000.000
2762024.04.04 19:00modify800.10151.231150.431152.731
2772024.04.08 15:00buy810.10151.8410.0000.000
2782024.04.08 15:00modify810.10151.841151.306152.731
2792024.04.08 15:00modify800.10151.231151.306152.731
2802024.04.10 15:00t/p800.10152.731151.306152.731101.7710980.59
2812024.04.10 15:00t/p810.10152.731151.306152.73160.0511040.64
2822024.04.10 19:00sell820.10152.9630.0000.000
2832024.04.10 19:00modify820.10152.963153.763151.463
2842024.04.15 03:00s/l820.10153.763153.763151.463-61.9310978.72
2852024.04.17 17:00buy830.10154.3040.0000.000
2862024.04.17 17:00modify830.10154.304153.504155.804
2872024.04.24 16:00buy840.10155.1470.0000.000
2882024.04.24 16:00modify840.10155.147154.754155.804
2892024.04.24 16:00modify830.10154.304154.754155.804
2902024.04.25 00:00buy850.10155.2980.0000.000
2912024.04.25 00:00modify850.10155.298154.979155.804
2922024.04.25 00:00modify840.10155.147154.979155.804
2932024.04.25 00:00modify830.10154.304154.979155.804
2942024.04.26 04:00t/p830.10155.804154.979155.804106.0211084.74
2952024.04.26 04:00t/p840.10155.804154.979155.80445.7111130.44
2962024.04.26 04:00t/p850.10155.804154.979155.80433.3411163.79
2972024.04.30 16:00sell860.10157.5400.0000.000
2982024.04.30 16:00modify860.10157.540158.340156.040
2992024.04.30 23:59close at stop860.10157.777158.340156.040-15.0211148.77