Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=40; 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=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 test7201Ticks modelled156127Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit1035.36Gross profit1921.88Gross loss-886.52
Profit factor2.17Expected payoff14.58
Absolute drawdown31.56Maximal drawdown420.76 (3.83%)Relative drawdown3.83% (420.76)
Total trades71Short positions (won %)44 (36.36%)Long positions (won %)27 (62.96%)
Profit trades (% of total)33 (46.48%)Loss trades (% of total)38 (53.52%)
Largestprofit trade106.04loss trade-48.76
Averageprofit trade58.24loss trade-23.33
Maximumconsecutive wins (profit in money)5 (304.13)consecutive losses (loss in money)9 (-247.31)
Maximalconsecutive profit (count of wins)304.13 (5)consecutive loss (count of losses)-247.31 (9)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.08.01 15:00sell10.10143.2660.0000.000
22023.08.01 15:00modify10.10143.266143.666141.766
32023.08.02 06:55sell20.10142.5710.0000.000
42023.08.02 06:55modify20.10142.571142.891141.766
52023.08.02 06:55modify10.10143.266142.891141.766
62023.08.02 08:03sell30.10142.5050.0000.000
72023.08.02 08:03modify30.10142.505143.191141.766
82023.08.02 08:03sell40.10142.5050.0000.000
92023.08.02 08:03modify40.10142.505142.741141.766
102023.08.02 08:03modify20.10142.571142.741141.766
112023.08.02 08:03modify10.10143.266142.741141.766
122023.08.02 08:06modify30.10142.505142.741141.766
132023.08.02 10:15s/l10.10142.741142.741141.76634.7610034.76
142023.08.02 10:15s/l20.10142.741142.741141.766-11.9110022.85
152023.08.02 10:15s/l30.10142.741142.741141.766-16.5310006.32
162023.08.02 10:15s/l40.10142.741142.741141.766-16.539989.79
172023.08.04 15:00buy50.10141.8230.0000.000
182023.08.04 15:00modify50.10141.823141.423143.323
192023.08.07 16:15buy60.10142.5740.0000.000
202023.08.07 16:15modify60.10142.574141.898143.323
212023.08.07 16:15buy70.10142.5740.0000.000
222023.08.07 16:15modify70.10142.574142.348143.323
232023.08.07 16:15modify50.10141.823142.348143.323
242023.08.07 16:17modify60.10142.574142.348143.323
252023.08.07 16:35buy80.10142.4990.0000.000
262023.08.07 16:35modify80.10142.499142.198143.323
272023.08.07 16:37modify80.10142.499142.348143.323
282023.08.08 01:50t/p50.10143.323142.348143.323106.0410095.83
292023.08.08 01:50t/p60.10143.323142.348143.32352.9510148.78
302023.08.08 01:50t/p70.10143.323142.348143.32352.9510201.73
312023.08.08 01:50t/p80.10143.323142.348143.32358.1910259.91
322023.08.21 16:00sell90.10146.2620.0000.000
332023.08.21 16:00modify90.10146.262146.662144.762
342023.08.22 09:59sell100.10145.5580.0000.000
352023.08.22 09:59modify100.10145.558145.887144.762
362023.08.22 09:59modify90.10146.262145.887144.762
372023.08.22 10:02sell110.10145.5090.0000.000
382023.08.22 10:02modify110.10145.509146.187144.762
392023.08.22 10:02sell120.10145.5090.0000.000
402023.08.22 10:02modify120.10145.509145.737144.762
412023.08.22 10:02modify100.10145.558145.737144.762
422023.08.22 10:02modify90.10146.262145.737144.762
432023.08.22 10:05modify110.10145.509145.737144.762
442023.08.22 10:50s/l90.10145.737145.737144.76234.0110293.92
452023.08.22 10:50s/l100.10145.737145.737144.762-12.2810281.64
462023.08.22 10:50s/l110.10145.737145.737144.762-15.6410266.00
472023.08.22 10:50s/l120.10145.737145.737144.762-15.6410250.36
482023.08.23 15:00buy130.10144.7870.0000.000
492023.08.23 15:00modify130.10144.787144.387146.287
502023.08.24 09:50buy140.10145.4830.0000.000
512023.08.24 09:50modify140.10145.483145.162146.287
522023.08.24 09:50modify130.10144.787145.162146.287
532023.08.24 11:15buy150.10145.5430.0000.000
542023.08.24 11:15modify150.10145.543144.862146.287
552023.08.24 11:15buy160.10145.5430.0000.000
562023.08.24 11:15modify160.10145.543145.312146.287
572023.08.24 11:15modify140.10145.483145.312146.287
582023.08.24 11:15modify130.10144.787145.312146.287
592023.08.24 11:17modify150.10145.543145.312146.287
602023.08.25 14:20t/p130.10146.287145.312146.287105.2510355.61
612023.08.25 14:20t/p140.10146.287145.312146.28755.6210411.22
622023.08.25 14:20t/p150.10146.287145.312146.28751.5210462.74
632023.08.25 14:20t/p160.10146.287145.312146.28751.5210514.26
642023.09.11 06:00buy170.10146.2410.0000.000
652023.09.11 06:00modify170.10146.241145.841147.741
662023.09.11 10:45buy180.10146.9290.0000.000
672023.09.11 10:45modify180.10146.929146.616147.741
682023.09.11 10:45modify170.10146.241146.616147.741
692023.09.11 11:02buy190.10147.0000.0000.000
702023.09.11 11:02modify190.10147.000146.316147.741
712023.09.11 11:02buy200.10147.0000.0000.000
722023.09.11 11:02modify200.10147.000146.766147.741
732023.09.11 11:02modify180.10146.929146.766147.741
742023.09.11 11:02modify170.10146.241146.766147.741
752023.09.11 11:05modify190.10147.000146.766147.741
762023.09.11 11:45s/l170.10146.766146.766147.74135.7810550.04
772023.09.11 11:45s/l180.10146.766146.766147.741-11.1010538.94
782023.09.11 11:45s/l190.10146.766146.766147.741-15.9410523.00
792023.09.11 11:45s/l200.10146.766146.766147.741-15.9410507.06
802023.09.12 15:00sell210.10147.2070.0000.000
812023.09.12 15:00modify210.10147.207147.607145.707
822023.09.13 12:45s/l210.10147.607147.607145.707-29.1110477.95
832023.09.27 16:00sell220.10149.4840.0000.000
842023.09.27 16:00modify220.10149.484149.884147.984
852023.09.29 06:55sell230.10148.7820.0000.000
862023.09.29 06:55modify230.10148.782149.109147.984
872023.09.29 06:55modify220.10149.484149.109147.984
882023.09.29 08:50s/l220.10149.109149.109147.98417.1010495.04
892023.09.29 08:50s/l230.10149.109149.109147.984-21.9310473.11
902023.10.06 14:00sell240.10149.3710.0000.000
912023.10.06 14:00modify240.10149.371149.771147.871
922023.10.09 14:20sell250.10148.6110.0000.000
932023.10.09 14:20modify250.10148.611149.296147.871
942023.10.09 14:20sell260.10148.6110.0000.000
952023.10.09 14:20modify260.10148.611148.846147.871
962023.10.09 14:20modify240.10149.371148.846147.871
972023.10.09 14:22modify250.10148.611148.846147.871
982023.10.09 15:22sell270.10148.6820.0000.000
992023.10.09 15:22modify270.10148.682148.996147.871
1002023.10.09 15:25modify270.10148.682148.846147.871
1012023.10.10 06:20s/l240.10148.846148.846147.87131.2310504.34
1022023.10.10 06:20s/l250.10148.846148.846147.871-17.7810486.56
1032023.10.10 06:20s/l260.10148.846148.846147.871-17.7810468.78
1042023.10.10 06:20s/l270.10148.846148.846147.871-13.0210455.76
1052023.10.12 16:00sell280.10149.7160.0000.000
1062023.10.12 16:00modify280.10149.716150.116148.216
1072023.10.25 20:10s/l280.10150.116150.116148.216-48.7610407.00
1082023.10.26 04:00sell290.10150.4180.0000.000
1092023.10.26 04:00modify290.10150.418150.818148.918
1102023.10.27 12:50sell300.10149.7240.0000.000
1112023.10.27 12:50modify300.10149.724150.043148.918
1122023.10.27 12:50modify290.10150.418150.043148.918
1132023.10.27 13:45sell310.10149.6560.0000.000
1142023.10.27 13:45modify310.10149.656150.343148.918
1152023.10.27 13:45sell320.10149.6560.0000.000
1162023.10.27 13:45modify320.10149.656149.893148.918
1172023.10.27 13:45modify300.10149.724149.893148.918
1182023.10.27 13:45modify290.10150.418149.893148.918
1192023.10.27 13:47modify310.10149.656149.893148.918
1202023.10.30 15:20t/p290.10148.918149.893148.91896.7710503.77
1212023.10.30 15:20t/p300.10148.918149.893148.91852.1510555.92
1222023.10.30 15:20t/p310.10148.918149.893148.91847.5810603.50
1232023.10.30 15:20t/p320.10148.918149.893148.91847.5810651.08
1242023.10.31 07:00sell330.10150.2010.0000.000
1252023.10.31 07:00modify330.10150.201150.601148.701
1262023.10.31 09:45s/l330.10150.601150.601148.701-26.5510624.53
1272023.11.14 16:00buy340.10150.8470.0000.000
1282023.11.14 16:00modify340.10150.847150.447152.347
1292023.11.14 19:33s/l340.10150.447150.447152.347-26.5910597.94
1302023.11.21 05:00buy350.10147.4650.0000.000
1312023.11.21 05:00modify350.10147.465147.065148.965
1322023.11.21 23:12buy360.10148.2350.0000.000
1332023.11.21 23:12modify360.10148.235147.540148.965
1342023.11.21 23:12buy370.10148.2350.0000.000
1352023.11.21 23:12modify370.10148.235147.990148.965
1362023.11.21 23:12modify350.10147.465147.990148.965
1372023.11.21 23:15modify360.10148.235147.990148.965
1382023.11.21 23:27buy380.10148.1410.0000.000
1392023.11.21 23:27modify380.10148.141147.840148.965
1402023.11.21 23:32modify380.10148.141147.990148.965
1412023.11.22 06:20t/p350.10148.965147.990148.965101.3710699.30
1422023.11.22 06:20t/p360.10148.965147.990148.96549.6910748.99
1432023.11.22 06:20t/p370.10148.965147.990148.96549.6910798.67
1442023.11.22 06:20t/p380.10148.965147.990148.96556.0010854.67
1452023.12.07 12:00buy390.10145.0530.0000.000
1462023.12.07 12:00modify390.10145.053144.653146.553
1472023.12.07 14:40s/l390.10144.653144.653146.553-27.6610827.01
1482023.12.12 07:00buy400.10145.4100.0000.000
1492023.12.12 07:00modify400.10145.410145.010146.910
1502023.12.12 13:20s/l400.10145.010145.010146.910-27.5810799.43
1512023.12.19 10:00sell410.10144.5350.0000.000
1522023.12.19 10:00modify410.10144.535144.935143.035
1532023.12.19 10:50s/l410.10144.935144.935143.035-27.5910771.84
1542023.12.19 12:00sell420.10144.7920.0000.000
1552023.12.19 12:00modify420.10144.792145.192143.292
1562023.12.20 00:27sell430.10144.0190.0000.000
1572023.12.20 00:27modify430.10144.019144.717143.292
1582023.12.20 00:27sell440.10144.0190.0000.000
1592023.12.20 00:27modify440.10144.019144.267143.292
1602023.12.20 00:27modify420.10144.792144.267143.292
1612023.12.20 00:27modify430.10144.019144.267143.292
1622023.12.20 11:07t/p420.10143.292144.267143.292102.6710874.51
1632023.12.20 11:07t/p430.10143.292144.267143.29250.7410925.25
1642023.12.20 11:07t/p440.10143.292144.267143.29250.7410975.99
1652023.12.28 09:00buy450.10140.9010.0000.000
1662023.12.28 09:00modify450.10140.901140.501142.401
1672023.12.28 15:20s/l450.10140.501140.501142.401-28.4910947.50
1682024.01.10 04:00sell460.10144.8480.0000.000
1692024.01.10 04:00modify460.10144.848145.248143.348
1702024.01.10 12:45s/l460.10145.248145.248143.348-27.5410919.96
1712024.01.15 12:00sell470.10145.6700.0000.000
1722024.01.15 12:00modify470.10145.670146.070144.170
1732024.01.16 01:20s/l470.10146.070146.070144.170-29.3810890.58
1742024.01.16 12:00sell480.10146.6030.0000.000
1752024.01.16 12:00modify480.10146.603147.003145.103
1762024.01.16 16:15s/l480.10147.003147.003145.103-27.1910863.39
1772024.02.02 15:00sell490.10147.8860.0000.000
1782024.02.02 15:00modify490.10147.886148.286146.386
1792024.02.02 15:45s/l490.10148.286148.286146.386-26.9710836.42
1802024.02.29 04:00buy500.10149.8420.0000.000
1812024.02.29 04:00modify500.10149.842149.442151.342
1822024.02.29 15:03s/l500.10149.442149.442151.342-26.7810809.64
1832024.03.07 10:00buy510.10148.0150.0000.000
1842024.03.07 10:00modify510.10148.015147.615149.515
1852024.03.07 13:20s/l510.10147.615147.615149.515-27.1010782.54
1862024.03.08 12:00buy520.10147.1280.0000.000
1872024.03.08 12:00modify520.10147.128146.728148.628
1882024.03.08 13:50s/l520.10146.728146.728148.628-27.3110755.23
1892024.03.19 08:00sell530.10150.2590.0000.000
1902024.03.19 08:00modify530.10150.259150.659148.759
1912024.03.19 09:45s/l530.10150.659150.659148.759-26.5510728.68
1922024.03.20 07:00sell540.10151.4720.0000.000
1932024.03.20 07:00modify540.10151.472151.872149.972
1942024.03.20 18:50sell550.10150.7150.0000.000
1952024.03.20 18:50modify550.10150.715151.397149.972
1962024.03.20 18:50sell560.10150.7150.0000.000
1972024.03.20 18:50modify560.10150.715150.947149.972
1982024.03.20 18:50modify540.10151.472150.947149.972
1992024.03.20 18:52modify550.10150.715150.947149.972
2002024.03.20 18:57s/l540.10150.947150.947149.97234.7410763.42
2012024.03.20 18:57s/l550.10150.947150.947149.972-15.3610748.06
2022024.03.20 18:57s/l560.10150.947150.947149.972-15.3610732.70
2032024.04.15 15:00sell570.10154.3290.0000.000
2042024.04.15 15:00modify570.10154.329154.729152.829
2052024.04.16 11:20s/l570.10154.729154.729152.829-27.8610704.84
2062024.04.25 08:00sell580.10155.6280.0000.000
2072024.04.25 08:00modify580.10155.628156.028154.128
2082024.04.26 03:45s/l580.10156.028156.028154.128-27.6410677.20
2092024.04.26 12:00sell590.10156.8160.0000.000
2102024.04.26 12:00modify590.10156.816157.216155.316
2112024.04.26 14:45s/l590.10157.216157.216155.316-25.4410651.76
2122024.04.30 14:00sell600.10157.4200.0000.000
2132024.04.30 14:00modify600.10157.420157.820155.920
2142024.04.30 20:20s/l600.10157.820157.820155.920-25.3510626.41
2152024.05.08 10:00sell610.10155.3910.0000.000
2162024.05.08 10:00modify610.10155.391155.791153.891
2172024.05.09 06:45s/l610.10155.791155.791153.891-31.7010594.71
2182024.05.14 09:00sell620.10156.4550.0000.000
2192024.05.14 09:00modify620.10156.455156.855154.955
2202024.05.15 08:40sell630.10155.7510.0000.000
2212024.05.15 08:40modify630.10155.751156.080154.955
2222024.05.15 08:40modify620.10156.455156.080154.955
2232024.05.15 09:17sell640.10155.7030.0000.000
2242024.05.15 09:17modify640.10155.703156.380154.955
2252024.05.15 09:17sell650.10155.7030.0000.000
2262024.05.15 09:17modify650.10155.703155.930154.955
2272024.05.15 09:17modify630.10155.751155.930154.955
2282024.05.15 09:17modify620.10156.455155.930154.955
2292024.05.15 09:20modify640.10155.703155.930154.955
2302024.05.15 12:50t/p620.10154.955155.930154.95594.9010689.61
2312024.05.15 12:50t/p630.10154.955155.930154.95551.4210741.03
2322024.05.15 12:50t/p640.10154.955155.930154.95548.3210789.35
2332024.05.15 12:50t/p650.10154.955155.930154.95548.3210837.67
2342024.06.07 15:00sell660.10156.8690.0000.000
2352024.06.07 15:00modify660.10156.869157.269155.369
2362024.06.11 00:50s/l660.10157.269157.269155.369-29.4510808.22
2372024.06.12 16:00buy670.10155.9110.0000.000
2382024.06.12 16:00modify670.10155.911155.511157.411
2392024.06.12 18:55buy680.10156.6640.0000.000
2402024.06.12 18:55modify680.10156.664155.986157.411
2412024.06.12 18:55buy690.10156.6640.0000.000
2422024.06.12 18:55modify690.10156.664156.436157.411
2432024.06.12 18:55modify670.10155.911156.436157.411
2442024.06.12 18:57modify680.10156.664156.436157.411
2452024.06.12 21:22buy700.10156.6060.0000.000
2462024.06.12 21:22modify700.10156.606156.286157.411
2472024.06.12 21:25modify700.10156.606156.436157.411
2482024.06.14 03:15t/p670.10157.411156.436157.41198.0210906.23
2492024.06.14 03:15t/p680.10157.411156.436157.41150.2110956.44
2502024.06.14 03:15t/p690.10157.411156.436157.41150.2111006.64
2512024.06.14 03:15t/p700.10157.411156.436157.41153.9011060.54
2522024.06.20 11:00sell710.10158.4170.0000.000
2532024.06.20 11:00modify710.10158.417158.817156.917
2542024.06.20 16:20s/l710.10158.817158.817156.917-25.1811035.36