Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; 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 test2613Ticks modelled4225Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1266.48Gross profit3210.27Gross loss-1943.79
Profit factor1.65Expected payoff20.43
Absolute drawdown141.99Maximal drawdown511.04 (4.74%)Relative drawdown4.74% (511.04)
Total trades62Short positions (won %)20 (70.00%)Long positions (won %)42 (57.14%)
Profit trades (% of total)38 (61.29%)Loss trades (% of total)24 (38.71%)
Largestprofit trade141.13loss trade-103.79
Averageprofit trade84.48loss trade-80.99
Maximumconsecutive wins (profit in money)10 (1015.20)consecutive losses (loss in money)3 (-299.36)
Maximalconsecutive profit (count of wins)1015.20 (10)consecutive loss (count of losses)-299.36 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.04 20:00sell10.100.725650.000000.00000
22022.05.04 20:00modify10.100.725650.735650.71165
32022.05.05 12:00sell20.100.719150.000000.00000
42022.05.05 12:00modify20.100.719150.724250.71165
52022.05.05 12:00modify10.100.725650.724250.71165
62022.05.05 16:00t/p10.100.711650.724250.71165140.4810140.48
72022.05.05 16:00t/p20.100.711650.724250.7116575.0010215.48
82022.05.09 20:00buy30.100.695530.000000.00000
92022.05.09 20:00modify30.100.695530.685530.70953
102022.05.12 12:00s/l30.100.685530.685530.70953-101.8910113.59
112022.05.12 12:00buy40.100.685840.000000.00000
122022.05.12 12:00modify40.100.685840.675840.69984
132022.05.13 16:00buy50.100.692150.000000.00000
142022.05.13 16:00modify50.100.692150.687240.69984
152022.05.13 16:00modify40.100.685840.687240.69984
162022.05.16 04:00s/l40.100.687240.687240.6998413.2410126.83
172022.05.16 04:00s/l50.100.687240.687240.69984-49.4810077.35
182022.05.17 12:00sell60.100.703040.000000.00000
192022.05.17 12:00modify60.100.703040.713040.68904
202022.05.27 04:00s/l60.100.713040.713040.68904-98.079979.29
212022.06.10 16:00buy70.100.705540.000000.00000
222022.06.10 16:00modify70.100.705540.695540.71954
232022.06.13 16:00s/l70.100.695540.695540.71954-100.389878.91
242022.06.14 12:00buy80.100.688540.000000.00000
252022.06.14 12:00modify80.100.688540.678540.70254
262022.06.15 16:00buy90.100.694840.000000.00000
272022.06.15 16:00modify90.100.694840.689940.70254
282022.06.15 16:00modify80.100.688540.689940.70254
292022.06.16 04:00t/p80.100.702540.689940.70254138.4810017.39
302022.06.16 04:00t/p90.100.702540.689940.7025475.8610093.26
312022.07.01 12:00buy100.100.678560.000000.00000
322022.07.01 12:00modify100.100.678560.668560.69256
332022.07.08 00:00buy110.100.685020.000000.00000
342022.07.08 00:00modify110.100.685020.679960.69256
352022.07.08 00:00modify100.100.678560.679960.69256
362022.07.08 16:00s/l100.100.679960.679960.6925611.3510104.61
372022.07.08 16:00s/l110.100.679960.679960.69256-50.6010054.01
382022.07.11 16:00buy120.100.675190.000000.00000
392022.07.11 16:00modify120.100.675190.665190.68919
402022.07.18 00:00buy130.100.681570.000000.00000
412022.07.18 00:00modify130.100.681570.676590.68919
422022.07.18 00:00modify120.100.675190.676590.68919
432022.07.19 12:00t/p120.100.689190.676590.68919136.9710190.98
442022.07.19 12:00t/p130.100.689190.676590.6891975.8210266.80
452022.08.03 00:00buy140.100.689330.000000.00000
462022.08.03 00:00modify140.100.689330.679330.70333
472022.08.04 04:00buy150.100.695690.000000.00000
482022.08.04 04:00modify150.100.695690.690730.70333
492022.08.04 04:00modify140.100.689330.690730.70333
502022.08.05 16:00s/l140.100.690730.690730.7033312.4810279.28
512022.08.05 16:00s/l150.100.690730.690730.70333-49.9810229.30
522022.08.05 16:00buy160.100.690190.000000.00000
532022.08.05 16:00modify160.100.690190.680190.70419
542022.08.10 08:00buy170.100.696770.000000.00000
552022.08.10 08:00modify170.100.696770.691590.70419
562022.08.10 08:00modify160.100.690190.691590.70419
572022.08.10 12:00buy180.100.698630.000000.00000
582022.08.10 12:00modify180.100.698630.694390.70419
592022.08.10 12:00modify170.100.696770.694390.70419
602022.08.10 12:00modify160.100.690190.694390.70419
612022.08.10 16:00t/p160.100.704190.694390.70419138.8610368.17
622022.08.10 16:00t/p170.100.704190.694390.7041974.2010442.37
632022.08.10 16:00t/p180.100.704190.694390.7041955.6010497.97
642022.08.10 16:00sell190.100.709690.000000.00000
652022.08.10 16:00modify190.100.709690.719690.69569
662022.08.16 12:00sell200.100.699820.000000.00000
672022.08.16 12:00modify200.100.699820.704790.69569
682022.08.16 12:00modify190.100.709690.704790.69569
692022.08.17 12:00t/p190.100.695690.704790.69569141.1310639.10
702022.08.17 12:00t/p200.100.695690.704790.6956941.4610680.56
712022.08.17 16:00buy210.100.691540.000000.00000
722022.08.17 16:00modify210.100.691540.681540.70554
732022.08.25 08:00buy220.100.698130.000000.00000
742022.08.25 08:00modify220.100.698130.692940.70554
752022.08.25 08:00modify210.100.691540.692940.70554
762022.08.26 16:00s/l210.100.692940.692940.705549.8310690.39
772022.08.26 16:00s/l220.100.692940.692940.70554-52.2810638.11
782022.08.29 04:00buy230.100.686070.000000.00000
792022.08.29 04:00modify230.100.686070.676070.70007
802022.09.06 12:00s/l230.100.676070.676070.70007-103.0310535.08
812022.09.09 08:00sell240.100.686030.000000.00000
822022.09.09 08:00modify240.100.686030.696030.67203
832022.09.13 16:00sell250.100.676190.000000.00000
842022.09.13 16:00modify250.100.676190.681130.67203
852022.09.13 16:00modify240.100.686030.681130.67203
862022.09.14 08:00t/p240.100.672030.681130.67203140.4810675.56
872022.09.14 08:00t/p250.100.672030.681130.6720341.7610717.33
882022.09.22 04:00buy260.100.659240.000000.00000
892022.09.22 04:00modify260.100.659240.649240.67324
902022.09.26 04:00s/l260.100.649240.649240.67324-100.7610616.57
912022.09.26 16:00buy270.100.646710.000000.00000
922022.09.26 16:00modify270.100.646710.636710.66071
932022.09.28 08:00s/l270.100.636710.636710.66071-100.7610515.81
942022.09.28 08:00buy280.100.639490.000000.00000
952022.09.28 08:00modify280.100.639490.629490.65349
962022.10.03 12:00buy290.100.646070.000000.00000
972022.10.03 12:00modify290.100.646070.640890.65349
982022.10.03 12:00modify280.100.639490.640890.65349
992022.10.04 08:00t/p280.100.653490.640890.65349137.7310653.54
1002022.10.04 08:00t/p290.100.653490.640890.6534973.8210727.36
1012022.10.06 20:00buy300.100.641220.000000.00000
1022022.10.06 20:00modify300.100.641220.631220.65522
1032022.10.10 08:00s/l300.100.631220.631220.65522-100.7610626.60
1042022.10.10 08:00buy310.100.631190.000000.00000
1052022.10.10 08:00modify310.100.631190.621190.64519
1062022.10.13 16:00s/l310.100.621190.621190.64519-101.8910524.71
1072022.10.14 20:00buy320.100.620840.000000.00000
1082022.10.14 20:00modify320.100.620840.610840.63484
1092022.10.20 08:00buy330.100.627390.000000.00000
1102022.10.20 08:00modify330.100.627390.622240.63484
1112022.10.20 08:00modify320.100.620840.622240.63484
1122022.10.20 16:00t/p320.100.634840.622240.63484137.7310662.44
1132022.10.20 16:00t/p330.100.634840.622240.6348474.5010736.94
1142022.10.25 16:00sell340.100.639300.000000.00000
1152022.10.25 16:00modify340.100.639300.649300.62530
1162022.10.26 12:00s/l340.100.649300.649300.62530-99.8410637.10
1172022.11.04 16:00sell350.100.643390.000000.00000
1182022.11.04 16:00modify350.100.643390.653390.62939
1192022.11.08 16:00s/l350.100.653390.653390.62939-99.6810537.42
1202022.11.10 16:00sell360.100.659550.000000.00000
1212022.11.10 16:00modify360.100.659550.669550.64555
1222022.11.11 16:00s/l360.100.669550.669550.64555-99.8410437.58
1232022.11.17 16:00buy370.100.665330.000000.00000
1242022.11.17 16:00modify370.100.665330.655330.67933
1252022.11.18 04:00buy380.100.671690.000000.00000
1262022.11.18 04:00modify380.100.671690.666730.67933
1272022.11.18 04:00modify370.100.665330.666730.67933
1282022.11.18 16:00s/l370.100.666730.666730.6793313.6210451.20
1292022.11.18 16:00s/l380.100.666730.666730.67933-49.6010401.60
1302022.11.23 16:00sell390.100.672220.000000.00000
1312022.11.23 16:00modify390.100.672220.682220.65822
1322022.12.01 08:00s/l390.100.682220.682220.65822-98.3910303.21
1332022.12.05 20:00buy400.100.669860.000000.00000
1342022.12.05 20:00modify400.100.669860.659860.68386
1352022.12.09 16:00buy410.100.679680.000000.00000
1362022.12.09 16:00modify410.100.679680.674760.68386
1372022.12.09 16:00modify400.100.669860.674760.68386
1382022.12.12 08:00buy420.100.678350.000000.00000
1392022.12.12 08:00modify420.100.678350.674060.68386
1402022.12.12 12:00modify420.100.678350.674760.68386
1412022.12.12 16:00s/l400.100.674760.674760.6838646.3510349.56
1422022.12.12 16:00s/l410.100.674760.674760.68386-49.5810299.98
1432022.12.12 16:00s/l420.100.674760.674760.68386-35.9010264.08
1442022.12.13 16:00sell430.100.687680.000000.00000
1452022.12.13 16:00modify430.100.687680.697680.67368
1462022.12.15 08:00sell440.100.681220.000000.00000
1472022.12.15 08:00modify440.100.681220.686280.67368
1482022.12.15 08:00modify430.100.687680.686280.67368
1492022.12.15 16:00t/p430.100.673680.686280.67368140.6410404.73
1502022.12.15 16:00t/p440.100.673680.686280.6736875.4010480.13
1512023.01.03 12:00buy450.100.670060.000000.00000
1522023.01.03 12:00modify450.100.670060.660060.68406
1532023.01.04 04:00buy460.100.678520.000000.00000
1542023.01.04 04:00modify460.100.678520.674260.68406
1552023.01.04 04:00modify450.100.670060.674260.68406
1562023.01.04 08:00t/p450.100.684060.674260.68406139.6210619.75
1572023.01.04 08:00t/p460.100.684060.674260.6840655.4010675.15
1582023.01.04 12:00sell470.100.687130.000000.00000
1592023.01.04 12:00modify470.100.687130.697130.67313
1602023.01.06 12:00t/p470.100.673130.697130.67313140.6410815.79
1612023.01.19 04:00buy480.100.690850.000000.00000
1622023.01.19 04:00modify480.100.690850.680850.70485
1632023.01.20 20:00buy490.100.697250.000000.00000
1642023.01.20 20:00modify490.100.697250.692250.70485
1652023.01.20 20:00modify480.100.690850.692250.70485
1662023.01.23 12:00buy500.100.699260.000000.00000
1672023.01.23 12:00modify500.100.699260.695050.70485
1682023.01.23 12:00modify490.100.697250.695050.70485
1692023.01.23 12:00modify480.100.690850.695050.70485
1702023.01.24 08:00t/p480.100.704850.695050.70485138.8610954.66
1712023.01.24 08:00t/p490.100.704850.695050.7048575.2411029.90
1722023.01.24 08:00t/p500.100.704850.695050.7048555.5211085.42
1732023.02.02 00:00sell510.100.714670.000000.00000
1742023.02.02 00:00modify510.100.714670.724670.70067
1752023.02.03 04:00sell520.100.706040.000000.00000
1762023.02.03 04:00modify520.100.706040.710470.70067
1772023.02.03 04:00modify510.100.714670.710470.70067
1782023.02.03 16:00t/p510.100.700670.710470.70067140.1611225.58
1792023.02.03 16:00t/p520.100.700670.710470.7006753.7011279.28
1802023.02.03 16:00buy530.100.697810.000000.00000
1812023.02.03 16:00modify530.100.697810.687810.71181
1822023.02.06 16:00s/l530.100.687810.687810.71181-100.3811178.90
1832023.02.06 16:00buy540.100.686300.000000.00000
1842023.02.06 16:00modify540.100.686300.676300.70030
1852023.02.09 16:00t/p540.100.700300.676300.70030138.1111317.01
1862023.02.15 16:00buy550.100.688090.000000.00000
1872023.02.15 16:00modify550.100.688090.678090.70209
1882023.02.23 20:00s/l550.100.678090.678090.70209-103.7911213.22
1892023.02.24 16:00buy560.100.672440.000000.00000
1902023.02.24 16:00modify560.100.672440.662440.68644
1912023.03.07 16:00s/l560.100.662440.662440.68644-103.4111109.81
1922023.03.07 16:00buy570.100.660890.000000.00000
1932023.03.07 16:00modify570.100.660890.650890.67489
1942023.03.14 08:00buy580.100.667230.000000.00000
1952023.03.14 08:00modify580.100.667230.662290.67489
1962023.03.14 08:00modify570.100.660890.662290.67489
1972023.03.15 16:00s/l570.100.662290.662290.6748910.9711120.78
1982023.03.15 16:00s/l580.100.662290.662290.67489-49.7811071.00
1992023.04.03 16:00sell590.100.678220.000000.00000
2002023.04.03 16:00modify590.100.678220.688220.66422
2012023.04.05 12:00sell600.100.669700.000000.00000
2022023.04.05 12:00modify600.100.669700.674020.66422
2032023.04.05 12:00modify590.100.678220.674020.66422
2042023.04.10 16:00t/p590.100.664220.674020.66422141.1311212.13
2052023.04.10 16:00t/p600.100.664220.674020.6642255.6111267.74
2062023.04.13 16:00sell610.100.677720.000000.00000
2072023.04.13 16:00modify610.100.677720.687720.66372
2082023.04.17 16:00sell620.100.669130.000000.00000
2092023.04.17 16:00modify620.100.669130.673520.66372
2102023.04.17 16:00modify610.100.677720.673520.66372
2112023.04.18 08:00s/l610.100.673520.673520.6637242.4811310.22
2122023.04.18 08:00s/l620.100.673520.673520.66372-43.7411266.48