Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test1917Ticks modelled27463210Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1728.25Gross profit2233.63Gross loss-505.38
Profit factor4.42Expected payoff32.00
Absolute drawdown41.08Maximal drawdown229.50 (2.07%)Relative drawdown2.07% (229.50)
Total trades54Short positions (won %)31 (80.65%)Long positions (won %)23 (47.83%)
Profit trades (% of total)36 (66.67%)Loss trades (% of total)18 (33.33%)
Largestprofit trade152.10loss trade-150.38
Averageprofit trade62.05loss trade-28.08
Maximumconsecutive wins (profit in money)5 (382.02)consecutive losses (loss in money)2 (-30.10)
Maximalconsecutive profit (count of wins)382.02 (5)consecutive loss (count of losses)-150.38 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.11 08:00buy10.100.743990.000000.00000
22022.04.11 08:00modify10.100.743990.728990.75899
32022.04.12 12:55buy20.100.747750.000000.00000
42022.04.12 12:55modify20.100.747750.745490.75899
52022.04.12 12:55modify10.100.743990.745490.75899
62022.04.12 19:13s/l10.100.745490.745490.7589914.6210014.62
72022.04.12 19:13s/l20.100.745490.745490.75899-22.609992.02
82022.04.20 20:00sell30.100.744910.000000.00000
92022.04.20 20:00modify30.100.744910.759910.72991
102022.04.21 14:26sell40.100.741160.000000.00000
112022.04.21 14:26modify40.100.741160.743410.72991
122022.04.21 14:26modify30.100.744910.743410.72991
132022.04.21 23:58sell50.100.735900.000000.00000
142022.04.21 23:58modify50.100.735900.741160.72991
152022.04.21 23:58modify40.100.741160.741160.72991
162022.04.21 23:58modify30.100.744910.741160.72991
172022.04.22 03:03sell60.100.734160.000000.00000
182022.04.22 03:03modify60.100.734160.736660.72991
192022.04.22 03:03modify50.100.735900.736660.72991
202022.04.22 03:03modify40.100.741160.736660.72991
212022.04.22 03:03modify30.100.744910.736660.72991
222022.04.22 13:10t/p30.100.729910.736660.72991150.6410142.67
232022.04.22 13:10t/p40.100.729910.736660.72991112.6610255.33
242022.04.22 13:10t/p50.100.729910.736660.7299160.0610315.39
252022.04.22 13:10t/p60.100.729910.736660.7299142.5010357.89
262022.04.25 12:00buy70.100.718390.000000.00000
272022.04.25 12:00modify70.100.718390.703390.73339
282022.04.26 03:07buy80.100.722150.000000.00000
292022.04.26 03:07modify80.100.722150.719890.73339
302022.04.26 03:07modify70.100.718390.719890.73339
312022.04.26 06:57s/l70.100.719890.719890.7333914.6210372.51
322022.04.26 06:57s/l80.100.719890.719890.73339-22.6010349.91
332022.05.05 00:00sell90.100.725090.000000.00000
342022.05.05 00:00modify90.100.725090.740090.71009
352022.05.05 07:06sell100.100.721340.000000.00000
362022.05.05 07:06modify100.100.721340.723590.71009
372022.05.05 07:06modify90.100.725090.723590.71009
382022.05.05 13:50sell110.100.716080.000000.00000
392022.05.05 13:50modify110.100.716080.721340.71009
402022.05.05 13:50modify100.100.721340.721340.71009
412022.05.05 13:50modify90.100.725090.721340.71009
422022.05.05 14:07sell120.100.714590.000000.00000
432022.05.05 14:07modify120.100.714590.716840.71009
442022.05.05 14:07modify110.100.716080.716840.71009
452022.05.05 14:07modify100.100.721340.716840.71009
462022.05.05 14:07modify90.100.725090.716840.71009
472022.05.05 15:54t/p90.100.710090.716840.71009150.0010499.91
482022.05.05 15:54t/p100.100.710090.716840.71009112.5010612.41
492022.05.05 15:54t/p110.100.710090.716840.7100959.9010672.31
502022.05.05 15:54t/p120.100.710090.716840.7100945.0010717.31
512022.05.10 00:00buy130.100.695600.000000.00000
522022.05.10 00:00modify130.100.695600.680600.71060
532022.05.11 08:38buy140.100.699370.000000.00000
542022.05.11 08:38modify140.100.699370.697100.71060
552022.05.11 08:38modify130.100.695600.697100.71060
562022.05.11 12:30s/l130.100.697100.697100.7106014.6210731.93
572022.05.11 12:30s/l140.100.697100.697100.71060-22.7010709.23
582022.05.30 08:00sell150.100.717310.000000.00000
592022.05.30 08:00modify150.100.717310.732310.70231
602022.06.09 13:43sell160.100.713560.000000.00000
612022.06.09 13:43modify160.100.713560.715810.70231
622022.06.09 13:43modify150.100.717310.715810.70231
632022.06.10 12:32sell170.100.708250.000000.00000
642022.06.10 12:32modify170.100.708250.713560.70231
652022.06.10 12:32modify160.100.713560.713560.70231
662022.06.10 12:32modify150.100.717310.713560.70231
672022.06.10 13:19sell180.100.706810.000000.00000
682022.06.10 13:19modify180.100.706810.709060.70231
692022.06.10 13:19modify170.100.708250.709060.70231
702022.06.10 13:19modify160.100.713560.709060.70231
712022.06.10 13:19modify150.100.717310.709060.70231
722022.06.12 23:48t/p150.100.702310.709060.70231152.1010861.33
732022.06.12 23:48t/p160.100.702310.709060.70231112.6610973.99
742022.06.12 23:48t/p170.100.702310.709060.7023159.4011033.39
752022.06.12 23:48t/p180.100.702310.709060.7023145.0011078.39
762022.06.13 04:00buy190.100.702860.000000.00000
772022.06.13 04:00modify190.100.702860.687860.71786
782022.06.14 14:15s/l190.100.687860.687860.71786-150.3810928.01
792022.07.01 16:00buy200.100.679130.000000.00000
802022.07.01 16:00modify200.100.679130.664130.69413
812022.07.01 18:44buy210.100.682910.000000.00000
822022.07.01 18:44modify210.100.682910.680630.69413
832022.07.01 18:44modify200.100.679130.680630.69413
842022.07.03 21:04s/l200.100.680630.680630.6941315.0010943.01
852022.07.03 21:04s/l210.100.680630.680630.69413-22.8010920.21
862022.07.12 00:00buy220.100.674290.000000.00000
872022.07.12 00:00modify220.100.674290.659290.68929
882022.07.12 15:32buy230.100.678040.000000.00000
892022.07.12 15:32modify230.100.678040.675790.68929
902022.07.12 15:32modify220.100.674290.675790.68929
912022.07.12 19:11s/l220.100.675790.675790.6892915.0010935.21
922022.07.12 19:11s/l230.100.675790.675790.68929-22.5010912.71
932022.08.10 20:00sell240.100.708010.000000.00000
942022.08.10 20:00modify240.100.708010.723010.69301
952022.08.15 08:56sell250.100.704250.000000.00000
962022.08.15 08:56modify250.100.704250.706510.69301
972022.08.15 08:56modify240.100.708010.706510.69301
982022.08.17 01:37sell260.100.698990.000000.00000
992022.08.17 01:37modify260.100.698990.704260.69301
1002022.08.17 01:37modify250.100.704250.704260.69301
1012022.08.17 01:37modify240.100.708010.704260.69301
1022022.08.17 07:44sell270.100.697510.000000.00000
1032022.08.17 07:44modify270.100.697510.699760.69301
1042022.08.17 07:44modify260.100.698990.699760.69301
1052022.08.17 07:44modify250.100.704250.699760.69301
1062022.08.17 07:44modify240.100.708010.699760.69301
1072022.08.17 12:30t/p240.100.693010.699760.69301151.1311063.84
1082022.08.17 12:30t/p250.100.693010.699760.69301112.7211176.56
1092022.08.17 12:30t/p260.100.693010.699760.6930159.8011236.36
1102022.08.17 12:30t/p270.100.693010.699760.6930145.0011281.36
1112022.09.26 08:00buy280.100.650620.000000.00000
1122022.09.26 08:00modify280.100.650620.635620.66562
1132022.10.04 06:46buy290.100.654390.000000.00000
1142022.10.04 06:46modify290.100.654390.652120.66562
1152022.10.04 06:46modify280.100.650620.652120.66562
1162022.10.04 07:58s/l280.100.652120.652120.6656211.9711293.33
1172022.10.04 07:58s/l290.100.652120.652120.66562-22.7011270.63
1182022.10.10 12:00buy300.100.631680.000000.00000
1192022.10.10 12:00modify300.100.631680.616680.64668
1202022.10.20 14:20buy310.100.635520.000000.00000
1212022.10.20 14:20modify310.100.635520.633180.64668
1222022.10.20 14:20modify300.100.631680.633180.64668
1232022.10.20 16:01s/l300.100.633180.633180.6466810.4511281.08
1242022.10.20 16:01s/l310.100.633180.633180.64668-23.4011257.68
1252022.10.26 20:00sell320.100.648960.000000.00000
1262022.10.26 20:00modify320.100.648960.663960.63396
1272022.10.27 09:43sell330.100.645210.000000.00000
1282022.10.27 09:43modify330.100.645210.647460.63396
1292022.10.27 09:43modify320.100.648960.647460.63396
1302022.10.27 13:16s/l320.100.647460.647460.6339615.4811273.17
1312022.10.27 13:16s/l330.100.647460.647460.63396-22.5011250.67
1322022.12.16 00:00buy340.100.670800.000000.00000
1332022.12.16 00:00modify340.100.670800.655800.68580
1342022.12.20 03:05buy350.100.674550.000000.00000
1352022.12.20 03:05modify350.100.674550.672300.68580
1362022.12.20 03:05modify340.100.670800.672300.68580
1372022.12.20 03:12s/l340.100.672300.672300.6858014.2411264.91
1382022.12.20 03:12s/l350.100.672300.672300.68580-22.5011242.41
1392023.01.13 00:00sell360.100.696640.000000.00000
1402023.01.13 00:00modify360.100.696640.711640.68164
1412023.01.13 13:33sell370.100.692890.000000.00000
1422023.01.13 13:33modify370.100.692890.695140.68164
1432023.01.13 13:33modify360.100.696640.695140.68164
1442023.01.13 14:50s/l360.100.695140.695140.6816415.0011257.41
1452023.01.13 14:50s/l370.100.695140.695140.68164-22.5011234.91
1462023.01.25 08:00sell380.100.709860.000000.00000
1472023.01.25 08:00modify380.100.709860.724860.69486
1482023.01.30 19:10sell390.100.706050.000000.00000
1492023.01.30 19:10modify390.100.706050.708360.69486
1502023.01.30 19:10modify380.100.709860.708360.69486
1512023.01.31 08:49sell400.100.700860.000000.00000
1522023.01.31 08:49modify400.100.700860.706110.69486
1532023.01.31 08:49modify390.100.706050.706110.69486
1542023.01.31 08:49modify380.100.709860.706110.69486
1552023.01.31 10:44sell410.100.699350.000000.00000
1562023.01.31 10:44modify410.100.699350.701610.69486
1572023.01.31 10:44modify400.100.700860.701610.69486
1582023.01.31 10:44modify390.100.706050.701610.69486
1592023.01.31 10:44modify380.100.709860.701610.69486
1602023.01.31 13:30s/l380.100.701610.701610.6948683.4711318.38
1612023.01.31 13:30s/l390.100.701610.701610.6948644.5611362.94
1622023.01.31 13:30s/l400.100.701610.701610.69486-7.5011355.44
1632023.01.31 13:30s/l410.100.701610.701610.69486-22.6011332.84
1642023.02.02 04:00sell420.100.714220.000000.00000
1652023.02.02 04:00modify420.100.714220.729220.69922
1662023.02.02 14:45sell430.100.710470.000000.00000
1672023.02.02 14:45modify430.100.710470.712720.69922
1682023.02.02 14:45modify420.100.714220.712720.69922
1692023.02.03 02:14sell440.100.705200.000000.00000
1702023.02.03 02:14modify440.100.705200.710470.69922
1712023.02.03 02:14modify430.100.710470.710470.69922
1722023.02.03 02:14modify420.100.714220.710470.69922
1732023.02.03 13:44t/p420.100.699220.710470.69922150.1611483.00
1742023.02.03 13:44t/p430.100.699220.710470.69922112.6611595.66
1752023.02.03 13:44t/p440.100.699220.710470.6992259.8011655.46
1762023.02.06 04:00buy450.100.692800.000000.00000
1772023.02.06 04:00modify450.100.692800.677800.70780
1782023.02.07 17:46buy460.100.696560.000000.00000
1792023.02.07 17:46modify460.100.696560.694300.70780
1802023.02.07 17:46modify450.100.692800.694300.70780
1812023.02.07 18:16s/l450.100.694300.694300.7078014.6211670.08
1822023.02.07 18:16s/l460.100.694300.694300.70780-22.6011647.48
1832023.02.15 00:00sell470.100.698640.000000.00000
1842023.02.15 00:00modify470.100.698640.713640.68364
1852023.02.15 02:53sell480.100.694880.000000.00000
1862023.02.15 02:53modify480.100.694880.697140.68364
1872023.02.15 02:53modify470.100.698640.697140.68364
1882023.02.15 07:33sell490.100.689630.000000.00000
1892023.02.15 07:33modify490.100.689630.694890.68364
1902023.02.15 07:33modify480.100.694880.694890.68364
1912023.02.15 07:33modify470.100.698640.694890.68364
1922023.02.15 13:30sell500.100.688110.000000.00000
1932023.02.15 13:30modify500.100.688110.690390.68364
1942023.02.15 13:30modify490.100.689630.690390.68364
1952023.02.15 13:30modify480.100.694880.690390.68364
1962023.02.15 13:30modify470.100.698640.690390.68364
1972023.02.15 13:50s/l470.100.690390.690390.6836482.5011729.98
1982023.02.15 13:50s/l480.100.690390.690390.6836444.9011774.88
1992023.02.15 13:50s/l490.100.690390.690390.68364-7.6011767.28
2002023.02.15 13:50s/l500.100.690390.690390.68364-22.8011744.48
2012023.02.24 20:00buy510.100.672880.000000.00000
2022023.02.24 20:00modify510.100.672880.657880.68788
2032023.03.01 06:31buy520.100.676640.000000.00000
2042023.03.01 06:31modify520.100.676640.674380.68788
2052023.03.01 06:31modify510.100.672880.674380.68788
2062023.03.01 15:00s/l510.100.674380.674380.6878813.8611758.35
2072023.03.01 15:00s/l520.100.674380.674380.68788-22.6011735.75
2082023.03.08 00:00buy530.100.659140.000000.00000
2092023.03.08 00:00modify530.100.659140.644140.67414
2102023.03.08 15:25buy540.100.662890.000000.00000
2112023.03.08 15:25modify540.100.662890.660640.67414
2122023.03.08 15:25modify530.100.659140.660640.67414
2132023.03.08 15:50s/l530.100.660640.660640.6741415.0011750.75
2142023.03.08 15:50s/l540.100.660640.660640.67414-22.5011728.25