Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 23:59 (2022.06.01 - 2023.06.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=70; 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=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 test2617Ticks modelled4234Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1473.44Gross profit2591.43Gross loss-1117.99
Profit factor2.32Expected payoff30.70
Absolute drawdown91.28Maximal drawdown326.52 (2.99%)Relative drawdown2.99% (326.52)
Total trades48Short positions (won %)24 (66.67%)Long positions (won %)24 (58.33%)
Profit trades (% of total)30 (62.50%)Loss trades (% of total)18 (37.50%)
Largestprofit trade141.61loss trade-73.41
Averageprofit trade86.38loss trade-62.11
Maximumconsecutive wins (profit in money)5 (442.36)consecutive losses (loss in money)2 (-139.52)
Maximalconsecutive profit (count of wins)442.36 (5)consecutive loss (count of losses)-139.52 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.13 12:00buy10.100.696360.000000.00000
22022.06.13 12:00modify10.100.696360.689360.71036
32022.06.14 12:00s/l10.100.689360.689360.71036-70.389929.62
42022.06.14 12:00buy20.100.688540.000000.00000
52022.06.14 12:00modify20.100.688540.681540.70254
62022.06.15 16:00buy30.100.694840.000000.00000
72022.06.15 16:00modify30.100.694840.689940.70254
82022.06.15 16:00modify20.100.688540.689940.70254
92022.06.16 04:00t/p20.100.702540.689940.70254138.4810068.11
102022.06.16 04:00t/p30.100.702540.689940.7025475.8610143.97
112022.06.16 20:00sell40.100.705540.000000.00000
122022.06.16 20:00modify40.100.705540.712540.69154
132022.06.17 08:00sell50.100.699190.000000.00000
142022.06.17 08:00modify50.100.699190.704140.69154
152022.06.17 08:00modify40.100.705540.704140.69154
162022.06.17 16:00t/p40.100.691540.704140.69154140.1610284.13
172022.06.17 16:00t/p50.100.691540.704140.6915476.5010360.63
182022.07.01 12:00buy60.100.678560.000000.00000
192022.07.01 12:00modify60.100.678560.671560.69256
202022.07.08 00:00buy70.100.685020.000000.00000
212022.07.08 00:00modify70.100.685020.679960.69256
222022.07.08 00:00modify60.100.678560.679960.69256
232022.07.08 16:00s/l60.100.679960.679960.6925611.3510371.98
242022.07.08 16:00s/l70.100.679960.679960.69256-50.6010321.38
252022.08.03 00:00buy80.100.689330.000000.00000
262022.08.03 00:00modify80.100.689330.682330.70333
272022.08.04 04:00buy90.100.695690.000000.00000
282022.08.04 04:00modify90.100.695690.690730.70333
292022.08.04 04:00modify80.100.689330.690730.70333
302022.08.05 16:00s/l80.100.690730.690730.7033312.4810333.86
312022.08.05 16:00s/l90.100.690730.690730.70333-49.9810283.89
322022.08.10 16:00sell100.100.709690.000000.00000
332022.08.10 16:00modify100.100.709690.716690.69569
342022.08.16 12:00sell110.100.699820.000000.00000
352022.08.16 12:00modify110.100.699820.704790.69569
362022.08.16 12:00modify100.100.709690.704790.69569
372022.08.17 12:00t/p100.100.695690.704790.69569141.1310425.01
382022.08.17 12:00t/p110.100.695690.704790.6956941.4610466.48
392022.08.17 16:00buy120.100.691540.000000.00000
402022.08.17 16:00modify120.100.691540.684540.70554
412022.08.25 08:00buy130.100.698130.000000.00000
422022.08.25 08:00modify130.100.698130.692940.70554
432022.08.25 08:00modify120.100.691540.692940.70554
442022.08.26 16:00s/l120.100.692940.692940.705549.8310476.31
452022.08.26 16:00s/l130.100.692940.692940.70554-52.2810424.03
462022.09.09 08:00sell140.100.686030.000000.00000
472022.09.09 08:00modify140.100.686030.693030.67203
482022.09.13 16:00sell150.100.676190.000000.00000
492022.09.13 16:00modify150.100.676190.681130.67203
502022.09.13 16:00modify140.100.686030.681130.67203
512022.09.14 08:00t/p140.100.672030.681130.67203140.4810564.51
522022.09.14 08:00t/p150.100.672030.681130.6720341.7610606.27
532022.09.26 04:00buy160.100.650440.000000.00000
542022.09.26 04:00modify160.100.650440.643440.66444
552022.09.27 20:00s/l160.100.643440.643440.66444-70.3810535.90
562022.09.30 20:00buy170.100.639900.000000.00000
572022.09.30 20:00modify170.100.639900.632900.65390
582022.10.04 08:00t/p170.100.653900.632900.65390139.2410675.14
592022.10.21 16:00sell180.100.636530.000000.00000
602022.10.21 16:00modify180.100.636530.643530.62253
612022.10.26 08:00s/l180.100.643530.643530.62253-69.5210605.62
622022.10.26 08:00sell190.100.647020.000000.00000
632022.10.26 08:00modify190.100.647020.654020.63302
642022.11.03 04:00t/p190.100.633020.654020.63302141.6110747.23
652022.11.03 12:00buy200.100.629090.000000.00000
662022.11.03 12:00modify200.100.629090.622090.64309
672022.11.04 16:00t/p200.100.643090.622090.64309139.6210886.86
682022.11.04 16:00sell210.100.643390.000000.00000
692022.11.04 16:00modify210.100.643390.650390.62939
702022.11.08 16:00s/l210.100.650390.650390.62939-69.6810817.18
712022.11.10 16:00sell220.100.659550.000000.00000
722022.11.10 16:00modify220.100.659550.666550.64555
732022.11.11 12:00s/l220.100.666550.666550.64555-69.8410747.34
742022.11.17 16:00buy230.100.665330.000000.00000
752022.11.17 16:00modify230.100.665330.658330.67933
762022.11.18 04:00buy240.100.671690.000000.00000
772022.11.18 04:00modify240.100.671690.666730.67933
782022.11.18 04:00modify230.100.665330.666730.67933
792022.11.18 16:00s/l230.100.666730.666730.6793313.6210760.96
802022.11.18 16:00s/l240.100.666730.666730.67933-49.6010711.36
812022.11.23 16:00sell250.100.672220.000000.00000
822022.11.23 16:00modify250.100.672220.679220.65822
832022.11.30 20:00s/l250.100.679220.679220.65822-68.8710642.49
842022.11.30 20:00sell260.100.678870.000000.00000
852022.11.30 20:00modify260.100.678870.685870.66487
862022.12.08 00:00sell270.100.672460.000000.00000
872022.12.08 00:00modify270.100.672460.677470.66487
882022.12.08 00:00modify260.100.678870.677470.66487
892022.12.08 16:00s/l260.100.677470.677470.6648715.6110658.10
902022.12.08 16:00s/l270.100.677470.677470.66487-50.1010608.00
912022.12.13 16:00sell280.100.687680.000000.00000
922022.12.13 16:00modify280.100.687680.694680.67368
932022.12.15 08:00sell290.100.681220.000000.00000
942022.12.15 08:00modify290.100.681220.686280.67368
952022.12.15 08:00modify280.100.687680.686280.67368
962022.12.15 16:00t/p280.100.673680.686280.67368140.6410748.65
972022.12.15 16:00t/p290.100.673680.686280.6736875.4010824.05
982022.12.15 16:00buy300.100.672500.000000.00000
992022.12.15 16:00modify300.100.672500.665500.68650
1002022.12.20 08:00s/l300.100.665500.665500.68650-71.1410752.91
1012023.01.03 12:00buy310.100.670060.000000.00000
1022023.01.03 12:00modify310.100.670060.663060.68406
1032023.01.04 04:00buy320.100.678520.000000.00000
1042023.01.04 04:00modify320.100.678520.674260.68406
1052023.01.04 04:00modify310.100.670060.674260.68406
1062023.01.04 08:00t/p310.100.684060.674260.68406139.6210892.53
1072023.01.04 08:00t/p320.100.684060.674260.6840655.4010947.93
1082023.01.04 12:00sell330.100.687130.000000.00000
1092023.01.04 12:00modify330.100.687130.694130.67313
1102023.01.06 12:00t/p330.100.673130.694130.67313140.6411088.58
1112023.01.06 20:00sell340.100.687990.000000.00000
1122023.01.06 20:00modify340.100.687990.694990.67399
1132023.01.09 16:00s/l340.100.694990.694990.67399-69.8411018.74
1142023.01.09 16:00sell350.100.694170.000000.00000
1152023.01.09 16:00modify350.100.694170.701170.68017
1162023.01.16 04:00s/l350.100.701170.701170.68017-68.8710949.87
1172023.01.19 08:00buy360.100.689170.000000.00000
1182023.01.19 08:00modify360.100.689170.682170.70317
1192023.01.23 12:00buy370.100.699260.000000.00000
1202023.01.23 12:00modify370.100.699260.694070.70317
1212023.01.23 12:00modify360.100.689170.694070.70317
1222023.01.23 16:00t/p360.100.703170.694070.70317139.2411089.11
1232023.01.23 16:00t/p370.100.703170.694070.7031739.1011128.21
1242023.02.02 00:00sell380.100.714670.000000.00000
1252023.02.02 00:00modify380.100.714670.721670.70067
1262023.02.03 04:00sell390.100.706040.000000.00000
1272023.02.03 04:00modify390.100.706040.710470.70067
1282023.02.03 04:00modify380.100.714670.710470.70067
1292023.02.03 16:00t/p380.100.700670.710470.70067140.1611268.37
1302023.02.03 16:00t/p390.100.700670.710470.7006753.7011322.07
1312023.02.03 16:00buy400.100.697810.000000.00000
1322023.02.03 16:00modify400.100.697810.690810.71181
1332023.02.05 20:00s/l400.100.690810.690810.71181-70.0011252.07
1342023.02.06 16:00buy410.100.686300.000000.00000
1352023.02.06 16:00modify410.100.686300.679300.70030
1362023.02.09 16:00t/p410.100.700300.679300.70030138.1111390.18
1372023.02.24 16:00buy420.100.672440.000000.00000
1382023.02.24 16:00modify420.100.672440.665440.68644
1392023.03.07 16:00s/l420.100.665440.665440.68644-73.4111316.77
1402023.03.07 16:00buy430.100.660890.000000.00000
1412023.03.07 16:00modify430.100.660890.653890.67489
1422023.03.14 08:00buy440.100.667230.000000.00000
1432023.03.14 08:00modify440.100.667230.662290.67489
1442023.03.14 08:00modify430.100.660890.662290.67489
1452023.03.15 16:00s/l430.100.662290.662290.6748910.9711327.74
1462023.03.15 16:00s/l440.100.662290.662290.67489-49.7811277.96
1472023.04.03 16:00sell450.100.678220.000000.00000
1482023.04.03 16:00modify450.100.678220.685220.66422
1492023.04.05 12:00sell460.100.669700.000000.00000
1502023.04.05 12:00modify460.100.669700.674020.66422
1512023.04.05 12:00modify450.100.678220.674020.66422
1522023.04.10 16:00t/p450.100.664220.674020.66422141.1311419.09
1532023.04.10 16:00t/p460.100.664220.674020.6642255.6111474.69
1542023.04.13 16:00sell470.100.677720.000000.00000
1552023.04.13 16:00modify470.100.677720.684720.66372
1562023.04.17 16:00sell480.100.669130.000000.00000
1572023.04.17 16:00modify480.100.669130.673520.66372
1582023.04.17 16:00modify470.100.677720.673520.66372
1592023.04.18 08:00s/l470.100.673520.673520.6637242.4811517.18
1602023.04.18 08:00s/l480.100.673520.673520.66372-43.7411473.44