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 20:00 (2022.06.01 - 2023.06.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=70; IT_TakeProfit=130; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 modelled26218740Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1030.19Gross profit1651.56Gross loss-621.37
Profit factor2.66Expected payoff24.53
Absolute drawdown34.21Maximal drawdown323.16 (3.05%)Relative drawdown3.05% (323.16)
Total trades42Short positions (won %)22 (72.73%)Long positions (won %)20 (60.00%)
Profit trades (% of total)28 (66.67%)Loss trades (% of total)14 (33.33%)
Largestprofit trade131.13loss trade-73.41
Averageprofit trade58.98loss trade-44.38
Maximumconsecutive wins (profit in money)10 (624.66)consecutive losses (loss in money)3 (-211.89)
Maximalconsecutive profit (count of wins)624.66 (10)consecutive loss (count of losses)-211.89 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 16:00buy10.100.679130.000000.00000
22022.07.01 16:00modify10.100.679130.672130.69213
32022.07.04 07:21buy20.100.685640.000000.00000
42022.07.04 07:21modify20.100.685640.679780.69213
52022.07.04 07:21modify10.100.679130.679780.69213
62022.07.04 09:32buy30.100.687000.000000.00000
72022.07.04 09:32modify30.100.687000.682380.69213
82022.07.04 09:32modify20.100.685640.682380.69213
92022.07.04 09:32modify10.100.679130.682380.69213
102022.07.05 01:31buy40.100.689530.000000.00000
112022.07.05 01:31modify40.100.689530.686280.69213
122022.07.05 01:31modify30.100.687000.686280.69213
132022.07.05 01:31modify20.100.685640.686280.69213
142022.07.05 01:31modify10.100.679130.686280.69213
152022.07.05 04:30s/l10.100.686280.686280.6921370.7410070.74
162022.07.05 04:30s/l20.100.686280.686280.692136.0210076.76
172022.07.05 04:30s/l30.100.686280.686280.69213-7.5810069.18
182022.07.05 04:30s/l40.100.686280.686280.69213-32.5010036.68
192022.08.02 12:00buy50.100.693790.000000.00000
202022.08.02 12:00modify50.100.693790.686790.70679
212022.08.08 14:24buy60.100.700290.000000.00000
222022.08.08 14:24modify60.100.700290.694440.70679
232022.08.08 14:24modify50.100.693790.694440.70679
242022.08.10 12:30buy70.100.701780.000000.00000
252022.08.10 12:30modify70.100.701780.697040.70679
262022.08.10 12:30modify60.100.700290.697040.70679
272022.08.10 12:30modify50.100.693790.697040.70679
282022.08.10 12:30buy80.100.704250.000000.00000
292022.08.10 12:30modify80.100.704250.700940.70679
302022.08.10 12:30modify70.100.701780.700940.70679
312022.08.10 12:30modify60.100.700290.700940.70679
322022.08.10 12:30modify50.100.693790.700940.70679
332022.08.10 14:01t/p50.100.706790.700940.70679126.9710163.65
342022.08.10 14:01t/p60.100.706790.700940.7067964.2410227.90
352022.08.10 14:01t/p70.100.706790.700940.7067950.1010278.00
362022.08.10 14:01t/p80.100.706790.700940.7067925.4010303.40
372022.08.10 20:00sell90.100.708010.000000.00000
382022.08.10 20:00modify90.100.708010.715010.69501
392022.08.15 12:42sell100.100.701500.000000.00000
402022.08.15 12:42modify100.100.701500.707360.69501
412022.08.15 12:42modify90.100.708010.707360.69501
422022.08.16 00:23sell110.100.700210.000000.00000
432022.08.16 00:23modify110.100.700210.704760.69501
442022.08.16 00:23modify100.100.701500.704760.69501
452022.08.16 00:23modify90.100.708010.704760.69501
462022.08.17 07:44sell120.100.697540.000000.00000
472022.08.17 07:44modify120.100.697540.700860.69501
482022.08.17 07:44modify110.100.700210.700860.69501
492022.08.17 07:44modify100.100.701500.700860.69501
502022.08.17 07:44modify90.100.708010.700860.69501
512022.08.17 11:09t/p90.100.695010.700860.69501131.1310434.53
522022.08.17 11:09t/p100.100.695010.700860.6950165.2210499.75
532022.08.17 11:09t/p110.100.695010.700860.6950152.1610551.91
542022.08.17 11:09t/p120.100.695010.700860.6950125.3010577.21
552022.09.21 12:00buy130.100.667440.000000.00000
562022.09.21 12:00modify130.100.667440.660440.68044
572022.09.22 00:09s/l130.100.660440.660440.68044-71.1410506.07
582022.09.26 08:00buy140.100.650620.000000.00000
592022.09.26 08:00modify140.100.650620.643620.66362
602022.09.27 16:11s/l140.100.643620.643620.66362-70.3810435.69
612022.10.10 12:00buy150.100.631680.000000.00000
622022.10.10 12:00modify150.100.631680.624680.64468
632022.10.11 04:58s/l150.100.624680.624680.64468-70.3810365.32
642022.10.11 08:00buy160.100.626640.000000.00000
652022.10.11 08:00modify160.100.626640.619640.63964
662022.10.11 15:57buy170.100.633200.000000.00000
672022.10.11 15:57modify170.100.633200.627290.63964
682022.10.11 15:57modify160.100.626640.627290.63964
692022.10.11 16:46buy180.100.634440.000000.00000
702022.10.11 16:46modify180.100.634440.629890.63964
712022.10.11 16:46modify170.100.633200.629890.63964
722022.10.11 16:46modify160.100.626640.629890.63964
732022.10.11 18:44s/l160.100.629890.629890.6396432.5010397.82
742022.10.11 18:44s/l170.100.629890.629890.63964-33.1010364.72
752022.10.11 18:44s/l180.100.629890.629890.63964-45.5010319.22
762022.10.26 20:00sell190.100.648960.000000.00000
772022.10.26 20:00modify190.100.648960.655960.63596
782022.10.28 07:11sell200.100.642460.000000.00000
792022.10.28 07:11modify200.100.642460.648310.63596
802022.10.28 07:11modify190.100.648960.648310.63596
812022.10.28 08:03sell210.100.641150.000000.00000
822022.10.28 08:03modify210.100.641150.645710.63596
832022.10.28 08:03modify200.100.642460.645710.63596
842022.10.28 08:03modify190.100.648960.645710.63596
852022.10.31 11:53sell220.100.638550.000000.00000
862022.10.31 11:53modify220.100.638550.641810.63596
872022.10.31 11:53modify210.100.641150.641810.63596
882022.10.31 11:53modify200.100.642460.641810.63596
892022.10.31 11:53modify190.100.648960.641810.63596
902022.11.01 01:31s/l190.100.641810.641810.6359672.4710391.68
912022.11.01 01:31s/l200.100.641810.641810.635966.8210398.51
922022.11.01 01:31s/l210.100.641810.641810.63596-6.2810392.23
932022.11.01 01:31s/l220.100.641810.641810.63596-32.4410359.79
942022.11.10 20:00sell230.100.659130.000000.00000
952022.11.10 20:00modify230.100.659130.666130.64613
962022.11.11 06:05s/l230.100.666130.666130.64613-69.8410289.95
972022.11.21 20:00buy240.100.660060.000000.00000
982022.11.21 20:00modify240.100.660060.653060.67306
992022.11.23 07:33buy250.100.666570.000000.00000
1002022.11.23 07:33modify250.100.666570.660710.67306
1012022.11.23 07:33modify240.100.660060.660710.67306
1022022.11.23 14:45buy260.100.667900.000000.00000
1032022.11.23 14:45modify260.100.667900.663310.67306
1042022.11.23 14:45modify250.100.666570.663310.67306
1052022.11.23 14:45modify240.100.660060.663310.67306
1062022.11.23 14:52buy270.100.670470.000000.00000
1072022.11.23 14:52modify270.100.670470.667210.67306
1082022.11.23 14:52modify260.100.667900.667210.67306
1092022.11.23 14:52modify250.100.666570.667210.67306
1102022.11.23 14:52modify240.100.660060.667210.67306
1112022.11.23 19:03t/p240.100.673060.667210.67306129.2410419.19
1122022.11.23 19:03t/p250.100.673060.667210.6730664.9010484.09
1132022.11.23 19:03t/p260.100.673060.667210.6730651.6010535.69
1142022.11.23 19:03t/p270.100.673060.667210.6730625.9010561.59
1152023.01.18 12:00sell280.100.701780.000000.00000
1162023.01.18 12:00modify280.100.701780.708780.68878
1172023.01.18 17:28sell290.100.695260.000000.00000
1182023.01.18 17:28modify290.100.695260.701130.68878
1192023.01.18 17:28modify280.100.701780.701130.68878
1202023.01.18 19:53sell300.100.693970.000000.00000
1212023.01.18 19:53modify300.100.693970.698530.68878
1222023.01.18 19:53modify290.100.695260.698530.68878
1232023.01.18 19:53modify280.100.701780.698530.68878
1242023.01.19 00:39sell310.100.691380.000000.00000
1252023.01.19 00:39modify310.100.691380.694630.68878
1262023.01.19 00:39modify300.100.693970.694630.68878
1272023.01.19 00:39modify290.100.695260.694630.68878
1282023.01.19 00:39modify280.100.701780.694630.68878
1292023.01.19 07:17t/p280.100.688780.694630.68878130.4810692.08
1302023.01.19 07:17t/p290.100.688780.694630.6887865.2810757.36
1312023.01.19 07:17t/p300.100.688780.694630.6887852.3810809.74
1322023.01.19 07:17t/p310.100.688780.694630.6887826.0010835.74
1332023.01.25 08:00sell320.100.709860.000000.00000
1342023.01.25 08:00modify320.100.709860.716860.69686
1352023.01.31 03:59sell330.100.703350.000000.00000
1362023.01.31 03:59modify330.100.703350.709210.69686
1372023.01.31 03:59modify320.100.709860.709210.69686
1382023.01.31 07:09sell340.100.702050.000000.00000
1392023.01.31 07:09modify340.100.702050.706610.69686
1402023.01.31 07:09modify330.100.703350.706610.69686
1412023.01.31 07:09modify320.100.709860.706610.69686
1422023.01.31 10:44sell350.100.699390.000000.00000
1432023.01.31 10:44modify350.100.699390.702710.69686
1442023.01.31 10:44modify340.100.702050.702710.69686
1452023.01.31 10:44modify330.100.703350.702710.69686
1462023.01.31 10:44modify320.100.709860.702710.69686
1472023.01.31 13:31s/l320.100.702710.702710.6968672.4710908.21
1482023.01.31 13:31s/l330.100.702710.702710.696866.4010914.61
1492023.01.31 13:31s/l340.100.702710.702710.69686-6.6010908.01
1502023.01.31 13:31s/l350.100.702710.702710.69686-33.2010874.81
1512023.02.02 08:00sell360.100.713920.000000.00000
1522023.02.02 08:00modify360.100.713920.720920.70092
1532023.02.02 15:09sell370.100.707390.000000.00000
1542023.02.02 15:09modify370.100.707390.713270.70092
1552023.02.02 15:09modify360.100.713920.713270.70092
1562023.02.03 02:09sell380.100.706120.000000.00000
1572023.02.03 02:09modify380.100.706120.710670.70092
1582023.02.03 02:09modify370.100.707390.710670.70092
1592023.02.03 02:09modify360.100.713920.710670.70092
1602023.02.03 13:30sell390.100.703380.000000.00000
1612023.02.03 13:30modify390.100.703380.706770.70092
1622023.02.03 13:30modify380.100.706120.706770.70092
1632023.02.03 13:30modify370.100.707390.706770.70092
1642023.02.03 13:30modify360.100.713920.706770.70092
1652023.02.03 13:30t/p360.100.700920.706770.70092130.1611004.97
1662023.02.03 13:30t/p370.100.700920.706770.7009264.8611069.83
1672023.02.03 13:30t/p380.100.700920.706770.7009252.0011121.83
1682023.02.03 13:30t/p390.100.700920.706770.7009224.6011146.43
1692023.02.24 20:00buy400.100.672880.000000.00000
1702023.02.24 20:00modify400.100.672880.665880.68588
1712023.03.07 13:53s/l400.100.665880.665880.68588-73.4111073.02
1722023.05.02 12:00sell410.100.670050.000000.00000
1732023.05.02 12:00modify410.100.670050.677050.65705
1742023.05.08 03:05s/l410.100.677050.677050.65705-69.0311003.99
1752023.05.31 12:00buy420.100.647950.000000.00000
1762023.05.31 12:00modify420.100.647950.640950.66095
1772023.05.31 23:59close at stop420.100.650570.640950.6609526.2011030.19