Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 20:00 (2022.05.01 - 2023.05.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 test1912Ticks modelled40323131Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2350.35Gross profit2780.29Gross loss-429.94
Profit factor6.47Expected payoff39.17
Absolute drawdown67.55Maximal drawdown384.70 (3.48%)Relative drawdown3.48% (384.70)
Total trades60Short positions (won %)36 (91.67%)Long positions (won %)24 (62.50%)
Profit trades (% of total)48 (80.00%)Loss trades (% of total)12 (20.00%)
Largestprofit trade113.23loss trade-95.55
Averageprofit trade57.92loss trade-35.83
Maximumconsecutive wins (profit in money)17 (1006.27)consecutive losses (loss in money)5 (-252.05)
Maximalconsecutive profit (count of wins)1006.27 (17)consecutive loss (count of losses)-252.05 (5)
Averageconsecutive wins10consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 04:00buy10.1092.3400.0000.000
22022.07.01 04:00modify10.1092.34091.04093.840
32022.07.04 09:34buy20.1093.0920.0000.000
42022.07.04 09:34modify20.1093.09292.41593.840
52022.07.04 09:34modify10.1092.34092.41593.840
62022.07.04 09:37buy30.1093.2430.0000.000
72022.07.04 09:37modify30.1093.24392.79093.840
82022.07.04 09:37modify20.1093.09292.79093.840
92022.07.04 09:37modify10.1092.34092.79093.840
102022.07.04 23:06buy40.1093.3900.0000.000
112022.07.04 23:06modify40.1093.39092.94093.840
122022.07.04 23:06modify30.1093.24392.94093.840
132022.07.04 23:06modify20.1093.09292.94093.840
142022.07.04 23:06modify10.1092.34092.94093.840
152022.07.05 01:31t/p10.1093.84092.94093.840111.2410111.24
162022.07.05 01:31t/p20.1093.84092.94093.84055.4810166.72
172022.07.05 01:31t/p30.1093.84092.94093.84044.3810211.09
182022.07.05 01:31t/p40.1093.84092.94093.84033.5710244.66
192022.08.12 04:00sell50.1094.8260.0000.000
202022.08.12 04:00modify50.1094.82696.12693.326
212022.08.15 08:45sell60.1094.0760.0000.000
222022.08.15 08:45modify60.1094.07694.75193.326
232022.08.15 08:45modify50.1094.82694.75193.326
242022.08.15 08:56sell70.1093.9260.0000.000
252022.08.15 08:56modify70.1093.92694.37693.326
262022.08.15 08:56modify60.1094.07694.37693.326
272022.08.15 08:56modify50.1094.82694.37693.326
282022.08.15 09:14sell80.1093.7760.0000.000
292022.08.15 09:14modify80.1093.77694.22693.326
302022.08.15 09:14modify70.1093.92694.22693.326
312022.08.15 09:14modify60.1094.07694.22693.326
322022.08.15 09:14modify50.1094.82694.22693.326
332022.08.15 12:31t/p50.1093.32694.22693.326109.5510354.21
342022.08.15 12:31t/p60.1093.32694.22693.32655.1210409.33
352022.08.15 12:31t/p70.1093.32694.22693.32644.0910453.42
362022.08.15 12:31t/p80.1093.32694.22693.32633.0710486.49
372022.09.09 04:00sell90.1097.6770.0000.000
382022.09.09 04:00modify90.1097.67798.97796.177
392022.09.14 04:32sell100.1096.9260.0000.000
402022.09.14 04:32modify100.1096.92697.60296.177
412022.09.14 04:32modify90.1097.67797.60296.177
422022.09.14 05:05sell110.1096.7770.0000.000
432022.09.14 05:05modify110.1096.77797.22796.177
442022.09.14 05:05modify100.1096.92697.22796.177
452022.09.14 05:05modify90.1097.67797.22796.177
462022.09.14 06:02sell120.1096.6270.0000.000
472022.09.14 06:02modify120.1096.62797.07796.177
482022.09.14 06:02modify110.1096.77797.07796.177
492022.09.14 06:02modify100.1096.92697.07796.177
502022.09.14 06:02modify90.1097.67797.07796.177
512022.09.14 12:44t/p90.1096.17797.07796.177108.1810594.67
522022.09.14 12:44t/p100.1096.17797.07796.17755.0510649.72
532022.09.14 12:44t/p110.1096.17797.07796.17744.1010693.82
542022.09.14 12:44t/p120.1096.17797.07796.17733.0710726.89
552022.09.28 04:00buy130.1092.6260.0000.000
562022.09.28 04:00modify130.1092.62691.32694.126
572022.09.28 14:14buy140.1093.3760.0000.000
582022.09.28 14:14modify140.1093.37692.70194.126
592022.09.28 14:14modify130.1092.62692.70194.126
602022.09.28 14:30buy150.1093.5260.0000.000
612022.09.28 14:30modify150.1093.52693.07694.126
622022.09.28 14:30modify140.1093.37693.07694.126
632022.09.28 14:30modify130.1092.62693.07694.126
642022.09.28 14:59buy160.1093.6770.0000.000
652022.09.28 14:59modify160.1093.67793.22694.126
662022.09.28 14:59modify150.1093.52693.22694.126
672022.09.28 14:59modify140.1093.37693.22694.126
682022.09.28 14:59modify130.1092.62693.22694.126
692022.09.29 07:31s/l130.1093.22693.22694.12645.5910772.48
702022.09.29 07:31s/l140.1093.22693.22694.126-9.5410762.94
712022.09.29 07:31s/l150.1093.22693.22694.126-20.5610742.38
722022.09.29 07:31s/l160.1093.22693.22694.126-31.6610710.72
732022.10.10 08:00buy170.1091.7850.0000.000
742022.10.10 08:00modify170.1091.78590.48593.285
752022.10.13 16:02buy180.1092.5360.0000.000
762022.10.13 16:02modify180.1092.53691.86093.285
772022.10.13 16:02modify170.1091.78591.86093.285
782022.10.13 17:19buy190.1092.6860.0000.000
792022.10.13 17:19modify190.1092.68692.23593.285
802022.10.13 17:19modify180.1092.53692.23593.285
812022.10.13 17:19modify170.1091.78592.23593.285
822022.10.13 17:35buy200.1092.8350.0000.000
832022.10.13 17:35modify200.1092.83592.38593.285
842022.10.13 17:35modify190.1092.68692.38593.285
852022.10.13 17:35modify180.1092.53692.38593.285
862022.10.13 17:35modify170.1091.78592.38593.285
872022.10.14 02:11t/p170.1093.28592.38593.285113.2310823.94
882022.10.14 02:11t/p180.1093.28592.38593.28555.5510879.49
892022.10.14 02:11t/p190.1093.28592.38593.28544.5310924.01
902022.10.14 02:11t/p200.1093.28592.38593.28533.5810957.59
912022.11.10 04:00buy210.1093.7800.0000.000
922022.11.10 04:00modify210.1093.78092.48095.280
932022.11.15 17:05buy220.1094.5300.0000.000
942022.11.15 17:05modify220.1094.53093.85595.280
952022.11.15 17:05modify210.1093.78093.85595.280
962022.11.15 18:39s/l210.1093.85593.85595.2807.0010964.59
972022.11.15 18:39s/l220.1093.85593.85595.280-49.6110914.98
982022.11.28 04:00buy230.1092.7250.0000.000
992022.11.28 04:00modify230.1092.72591.42594.225
1002022.11.30 10:12buy240.1093.4790.0000.000
1012022.11.30 10:12modify240.1093.47992.80094.225
1022022.11.30 10:12modify230.1092.72592.80094.225
1032022.11.30 13:38buy250.1093.6250.0000.000
1042022.11.30 13:38modify250.1093.62593.17594.225
1052022.11.30 13:38modify240.1093.47993.17594.225
1062022.11.30 13:38modify230.1092.72593.17594.225
1072022.11.30 14:31buy260.1093.7750.0000.000
1082022.11.30 14:31modify260.1093.77593.32594.225
1092022.11.30 14:31modify250.1093.62593.32594.225
1102022.11.30 14:31modify240.1093.47993.32594.225
1112022.11.30 14:31modify230.1092.72593.32594.225
1122022.12.01 00:33s/l230.1093.32593.32594.22546.5810961.56
1132022.12.01 00:33s/l240.1093.32593.32594.225-9.8210951.74
1142022.12.01 00:33s/l250.1093.32593.32594.225-20.5510931.18
1152022.12.01 00:33s/l260.1093.32593.32594.225-31.5810899.60
1162022.12.16 08:00buy270.1091.8860.0000.000
1172022.12.16 08:00modify270.1091.88690.58693.386
1182022.12.20 03:05s/l270.1090.58690.58693.386-94.5510805.05
1192022.12.20 04:00buy280.1089.0200.0000.000
1202022.12.20 04:00modify280.1089.02087.72090.520
1212022.12.20 15:52s/l280.1087.72087.72090.520-95.5510709.50
1222022.12.28 04:00sell290.1090.4460.0000.000
1232022.12.28 04:00modify290.1090.44691.74688.946
1242022.12.29 13:03sell300.1089.6950.0000.000
1252022.12.29 13:03modify300.1089.69590.37188.946
1262022.12.29 13:03modify290.1090.44690.37188.946
1272022.12.30 00:54sell310.1089.5460.0000.000
1282022.12.30 00:54modify310.1089.54689.99688.946
1292022.12.30 00:54modify300.1089.69589.99688.946
1302022.12.30 00:54modify290.1090.44689.99688.946
1312022.12.30 15:08sell320.1089.3950.0000.000
1322022.12.30 15:08modify320.1089.39589.84688.946
1332022.12.30 15:08modify310.1089.54689.84688.946
1342022.12.30 15:08modify300.1089.69589.84688.946
1352022.12.30 15:08modify290.1090.44689.84688.946
1362023.01.01 22:31t/p290.1088.94689.84688.946107.4810816.99
1372023.01.01 22:31t/p300.1088.94689.84688.94654.3510871.34
1382023.01.01 22:31t/p310.1088.94689.84688.94644.0910915.43
1392023.01.01 22:31t/p320.1088.94689.84688.94633.0010948.43
1402023.01.03 04:00buy330.1088.6820.0000.000
1412023.01.03 04:00modify330.1088.68287.38290.182
1422023.01.04 08:23buy340.1089.4360.0000.000
1432023.01.04 08:23modify340.1089.43688.75790.182
1442023.01.04 08:23modify330.1088.68288.75790.182
1452023.01.04 08:49buy350.1089.5820.0000.000
1462023.01.04 08:49modify350.1089.58289.13290.182
1472023.01.04 08:49modify340.1089.43689.13290.182
1482023.01.04 08:49modify330.1088.68289.13290.182
1492023.01.04 09:03buy360.1089.7320.0000.000
1502023.01.04 09:03modify360.1089.73289.28290.182
1512023.01.04 09:03modify350.1089.58289.28290.182
1522023.01.04 09:03modify340.1089.43689.28290.182
1532023.01.04 09:03modify330.1088.68289.28290.182
1542023.01.04 15:19t/p330.1090.18289.28290.182110.7511059.18
1552023.01.04 15:19t/p340.1090.18289.28290.18254.8311114.01
1562023.01.04 15:19t/p350.1090.18289.28290.18244.1011158.11
1572023.01.04 15:19t/p360.1090.18289.28290.18233.0811191.19
1582023.01.09 08:00sell370.1091.4480.0000.000
1592023.01.09 08:00modify370.1091.44892.74889.948
1602023.01.12 08:14sell380.1090.6940.0000.000
1612023.01.12 08:14modify380.1090.69491.37389.948
1622023.01.12 08:14modify370.1091.44891.37389.948
1632023.01.12 09:36sell390.1090.5400.0000.000
1642023.01.12 09:36modify390.1090.54090.99889.948
1652023.01.12 09:36modify380.1090.69490.99889.948
1662023.01.12 09:36modify370.1091.44890.99889.948
1672023.01.12 11:25sell400.1090.3980.0000.000
1682023.01.12 11:25modify400.1090.39890.84889.948
1692023.01.12 11:25modify390.1090.54090.84889.948
1702023.01.12 11:25modify380.1090.69490.84889.948
1712023.01.12 11:25modify370.1091.44890.84889.948
1722023.01.12 13:30t/p370.1089.94890.84889.948106.8011297.98
1732023.01.12 13:30t/p380.1089.94890.84889.94854.8211352.80
1742023.01.12 13:30t/p390.1089.94890.84889.94843.5011396.30
1752023.01.12 13:30t/p400.1089.94890.84889.94833.0711429.37
1762023.01.18 04:00sell410.1091.6020.0000.000
1772023.01.18 04:00modify410.1091.60292.90290.102
1782023.01.18 09:30sell420.1090.8500.0000.000
1792023.01.18 09:30modify420.1090.85091.52790.102
1802023.01.18 09:30modify410.1091.60291.52790.102
1812023.01.18 10:20sell430.1090.7020.0000.000
1822023.01.18 10:20modify430.1090.70291.15290.102
1832023.01.18 10:20modify420.1090.85091.15290.102
1842023.01.18 10:20modify410.1091.60291.15290.102
1852023.01.18 11:53sell440.1090.5510.0000.000
1862023.01.18 11:53modify440.1090.55191.00290.102
1872023.01.18 11:53modify430.1090.70291.00290.102
1882023.01.18 11:53modify420.1090.85091.00290.102
1892023.01.18 11:53modify410.1091.60291.00290.102
1902023.01.18 14:24t/p410.1090.10291.00290.102110.2411539.61
1912023.01.18 14:24t/p420.1090.10291.00290.10254.9711594.58
1922023.01.18 14:24t/p430.1090.10291.00290.10244.1011638.68
1932023.01.18 14:24t/p440.1090.10291.00290.10233.0011671.68
1942023.01.25 04:00sell450.1092.6320.0000.000
1952023.01.25 04:00modify450.1092.63293.93291.132
1962023.01.25 11:18sell460.1091.8810.0000.000
1972023.01.25 11:18modify460.1091.88192.55791.132
1982023.01.25 11:18modify450.1092.63292.55791.132
1992023.01.25 12:34sell470.1091.7310.0000.000
2002023.01.25 12:34modify470.1091.73192.18291.132
2012023.01.25 12:34modify460.1091.88192.18291.132
2022023.01.25 12:34modify450.1092.63292.18291.132
2032023.01.25 15:15sell480.1091.5790.0000.000
2042023.01.25 15:15modify480.1091.57992.03291.132
2052023.01.25 15:15modify470.1091.73192.03291.132
2062023.01.25 15:15modify460.1091.88192.03291.132
2072023.01.25 15:15modify450.1092.63292.03291.132
2082023.01.25 19:12s/l450.1092.03292.03291.13244.0911715.77
2092023.01.25 19:12s/l460.1092.03292.03291.132-11.1011704.67
2102023.01.25 19:12s/l470.1092.03292.03291.132-22.1211682.55
2112023.01.25 19:12s/l480.1092.03292.03291.132-33.2911649.26
2122023.02.13 12:00sell490.1091.9650.0000.000
2132023.02.13 12:00modify490.1091.96593.26590.465
2142023.03.07 03:46sell500.1091.2120.0000.000
2152023.03.07 03:46modify500.1091.21291.89090.465
2162023.03.07 03:46modify490.1091.96591.89090.465
2172023.03.07 03:49sell510.1091.0570.0000.000
2182023.03.07 03:49modify510.1091.05791.51590.465
2192023.03.07 03:49modify500.1091.21291.51590.465
2202023.03.07 03:49modify490.1091.96591.51590.465
2212023.03.07 08:07sell520.1090.9140.0000.000
2222023.03.07 08:07modify520.1090.91491.36590.465
2232023.03.07 08:07modify510.1091.05791.36590.465
2242023.03.07 08:07modify500.1091.21291.36590.465
2252023.03.07 08:07modify490.1091.96591.36590.465
2262023.03.07 15:05t/p490.1090.46591.36590.46595.1211744.39
2272023.03.07 15:05t/p500.1090.46591.36590.46554.9011799.29
2282023.03.07 15:05t/p510.1090.46591.36590.46543.5111842.80
2292023.03.07 15:05t/p520.1090.46591.36590.46533.0011875.80
2302023.04.03 12:00sell530.1089.8660.0000.000
2312023.04.03 12:00modify530.1089.86691.16688.366
2322023.04.04 14:02sell540.1089.1160.0000.000
2332023.04.04 14:02modify540.1089.11689.79188.366
2342023.04.04 14:02modify530.1089.86689.79188.366
2352023.04.04 14:23sell550.1088.9660.0000.000
2362023.04.04 14:23modify550.1088.96689.41688.366
2372023.04.04 14:23modify540.1089.11689.41688.366
2382023.04.04 14:23modify530.1089.86689.41688.366
2392023.04.04 14:40sell560.1088.8150.0000.000
2402023.04.04 14:40modify560.1088.81589.26688.366
2412023.04.04 14:40modify550.1088.96689.26688.366
2422023.04.04 14:40modify540.1089.11689.26688.366
2432023.04.04 14:40modify530.1089.86689.26688.366
2442023.04.05 07:00t/p530.1088.36689.26688.366108.8611984.65
2452023.04.05 07:00t/p540.1088.36689.26688.36654.4212039.08
2462023.04.05 07:00t/p550.1088.36689.26688.36643.4012082.48
2472023.04.05 07:00t/p560.1088.36689.26688.36632.3012114.79
2482023.04.13 12:00sell570.1089.8170.0000.000
2492023.04.13 12:00modify570.1089.81791.11788.317
2502023.04.25 13:02sell580.1089.0660.0000.000
2512023.04.25 13:02modify580.1089.06689.74288.317
2522023.04.25 13:02modify570.1089.81789.74288.317
2532023.04.25 13:44sell590.1088.9170.0000.000
2542023.04.25 13:44modify590.1088.91789.36788.317
2552023.04.25 13:44modify580.1089.06689.36788.317
2562023.04.25 13:44modify570.1089.81789.36788.317
2572023.04.25 13:57sell600.1088.7670.0000.000
2582023.04.25 13:57modify600.1088.76789.21788.317
2592023.04.25 13:57modify590.1088.91789.21788.317
2602023.04.25 13:57modify580.1089.06689.21788.317
2612023.04.25 13:57modify570.1089.81789.21788.317
2622023.04.25 18:13t/p570.1088.31789.21788.317103.3612218.15
2632023.04.25 18:13t/p580.1088.31789.21788.31755.0412273.19
2642023.04.25 18:13t/p590.1088.31789.21788.31744.0912317.28
2652023.04.25 18:13t/p600.1088.31789.21788.31733.0712350.35