Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2022.06.01 00:00 - 2023.05.31 23:00 (2022.06.01 - 2023.06.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=40; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=16; 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 test6559Ticks modelled26218740Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2784.34Gross profit4254.88Gross loss-1470.53
Profit factor2.89Expected payoff32.00
Absolute drawdown238.15Maximal drawdown467.95 (3.67%)Relative drawdown3.67% (467.95)
Total trades87Short positions (won %)46 (63.04%)Long positions (won %)41 (68.29%)
Profit trades (% of total)57 (65.52%)Loss trades (% of total)30 (34.48%)
Largestprofit trade141.61loss trade-103.41
Averageprofit trade74.65loss trade-49.02
Maximumconsecutive wins (profit in money)12 (1008.46)consecutive losses (loss in money)5 (-283.10)
Maximalconsecutive profit (count of wins)1008.46 (12)consecutive loss (count of losses)-283.10 (5)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.22 08:00buy10.100.689880.000000.00000
22022.06.22 08:00modify10.100.689880.679880.70388
32022.06.24 15:08buy20.100.695480.000000.00000
42022.06.24 15:08modify20.100.695480.690580.70388
52022.06.24 15:08modify10.100.689880.690580.70388
62022.06.28 19:55s/l10.100.690580.690580.703884.7310004.73
72022.06.28 19:55s/l20.100.690580.690580.70388-49.769954.97
82022.07.01 04:00buy30.100.683450.000000.00000
92022.07.01 04:00modify30.100.683450.673450.69745
102022.07.04 10:47buy40.100.689070.000000.00000
112022.07.04 10:47modify40.100.689070.684150.69745
122022.07.04 10:47modify30.100.683450.684150.69745
132022.07.04 21:31s/l30.100.684150.684150.697456.629961.59
142022.07.04 21:31s/l40.100.684150.684150.69745-49.209912.39
152022.07.11 12:00buy50.100.677140.000000.00000
162022.07.11 12:00modify50.100.677140.667140.69114
172022.07.18 07:15buy60.100.682740.000000.00000
182022.07.18 07:15modify60.100.682740.677840.69114
192022.07.18 07:15modify50.100.677140.677840.69114
202022.07.18 14:44buy70.100.685550.000000.00000
212022.07.18 14:44modify70.100.685550.682040.69114
222022.07.18 14:44buy80.100.685550.000000.00000
232022.07.18 14:44modify80.100.685550.682040.69114
242022.07.18 14:44modify60.100.682740.682040.69114
252022.07.18 14:44modify50.100.677140.682040.69114
262022.07.18 17:51s/l50.100.682040.682040.6911446.359958.74
272022.07.18 17:51s/l60.100.682040.682040.69114-7.009951.74
282022.07.18 17:51s/l70.100.682040.682040.69114-35.109916.64
292022.07.18 17:51s/l80.100.682040.682040.69114-35.109881.54
302022.07.19 08:00sell90.100.687900.000000.00000
312022.07.19 08:00modify90.100.687900.697900.67390
322022.07.22 13:51s/l90.100.697900.697900.67390-99.199782.35
332022.08.05 13:00buy100.100.688940.000000.00000
342022.08.05 13:00modify100.100.688940.678940.70294
352022.08.08 06:59buy110.100.694550.000000.00000
362022.08.08 06:59modify110.100.694550.689640.70294
372022.08.08 06:59modify100.100.688940.689640.70294
382022.08.08 07:50buy120.100.697340.000000.00000
392022.08.08 07:50modify120.100.697340.693840.70294
402022.08.08 07:50buy130.100.697340.000000.00000
412022.08.08 07:50modify130.100.697340.693840.70294
422022.08.08 07:50modify110.100.694550.693840.70294
432022.08.08 07:50modify100.100.688940.693840.70294
442022.08.10 12:30t/p100.100.702940.693840.70294138.869921.21
452022.08.10 12:30t/p110.100.702940.693840.7029483.1410004.35
462022.08.10 12:30t/p120.100.702940.693840.7029455.2410059.59
472022.08.10 12:30t/p130.100.702940.693840.7029455.2410114.84
482022.08.10 13:00sell140.100.705070.000000.00000
492022.08.10 13:00modify140.100.705070.715070.69107
502022.08.16 07:04sell150.100.699470.000000.00000
512022.08.16 07:04modify150.100.699470.704370.69107
522022.08.16 07:04modify140.100.705070.704370.69107
532022.08.17 08:07sell160.100.696670.000000.00000
542022.08.17 08:07modify160.100.696670.700170.69107
552022.08.17 08:07sell170.100.696670.000000.00000
562022.08.17 08:07modify170.100.696670.700170.69107
572022.08.17 08:07modify150.100.699470.700170.69107
582022.08.17 08:07modify140.100.705070.700170.69107
592022.08.18 06:41t/p140.100.691070.700170.69107141.6110256.45
602022.08.18 06:41t/p150.100.691070.700170.6910784.6410341.09
612022.08.18 06:41t/p160.100.691070.700170.6910756.4810397.58
622022.08.18 06:41t/p170.100.691070.700170.6910756.4810454.06
632022.08.25 07:00sell180.100.696760.000000.00000
642022.08.25 07:00modify180.100.696760.706760.68276
652022.08.26 16:08sell190.100.691130.000000.00000
662022.08.26 16:08modify190.100.691130.696060.68276
672022.08.26 16:08modify180.100.696760.696060.68276
682022.08.28 21:13sell200.100.688290.000000.00000
692022.08.28 21:13modify200.100.688290.691860.68276
702022.08.28 21:13sell210.100.688290.000000.00000
712022.08.28 21:13modify210.100.688290.691860.68276
722022.08.28 21:13modify190.100.691130.691860.68276
732022.08.28 21:13modify180.100.696760.691860.68276
742022.08.29 14:07s/l180.100.691860.691860.6827649.3210503.38
752022.08.29 14:07s/l190.100.691860.691860.68276-7.1410496.24
762022.08.29 14:07s/l200.100.691860.691860.68276-35.5410460.71
772022.08.29 14:07s/l210.100.691860.691860.68276-35.5410425.17
782022.09.02 15:00sell220.100.684780.000000.00000
792022.09.02 15:00modify220.100.684780.694780.67078
802022.09.04 22:20sell230.100.679080.000000.00000
812022.09.04 22:20modify230.100.679080.684080.67078
822022.09.04 22:20modify220.100.684780.684080.67078
832022.09.06 08:39sell240.100.676380.000000.00000
842022.09.06 08:39modify240.100.676380.679880.67078
852022.09.06 08:39sell250.100.676380.000000.00000
862022.09.06 08:39modify250.100.676380.679880.67078
872022.09.06 08:39modify230.100.679080.679880.67078
882022.09.06 08:39modify220.100.684780.679880.67078
892022.09.07 01:44t/p220.100.670780.679880.67078140.4810565.65
902022.09.07 01:44t/p230.100.670780.679880.6707883.4810649.13
912022.09.07 01:44t/p240.100.670780.679880.6707856.1610705.30
922022.09.07 01:44t/p250.100.670780.679880.6707856.1610761.46
932022.09.09 08:00sell260.100.686030.000000.00000
942022.09.09 08:00modify260.100.686030.696030.67203
952022.09.13 12:53sell270.100.680380.000000.00000
962022.09.13 12:53modify270.100.680380.685330.67203
972022.09.13 12:53modify260.100.686030.685330.67203
982022.09.13 14:45sell280.100.677620.000000.00000
992022.09.13 14:45modify280.100.677620.681130.67203
1002022.09.13 14:45sell290.100.677620.000000.00000
1012022.09.13 14:45modify290.100.677620.681130.67203
1022022.09.13 14:45modify270.100.680380.681130.67203
1032022.09.13 14:45modify260.100.686030.681130.67203
1042022.09.14 06:03t/p260.100.672030.681130.67203140.4810901.94
1052022.09.14 06:03t/p270.100.672030.681130.6720383.6610985.60
1062022.09.14 06:03t/p280.100.672030.681130.6720356.0611041.66
1072022.09.14 06:03t/p290.100.672030.681130.6720356.0611097.72
1082022.09.28 07:00buy300.100.636630.000000.00000
1092022.09.28 07:00modify300.100.636630.626630.65063
1102022.09.28 10:16buy310.100.642240.000000.00000
1112022.09.28 10:16modify310.100.642240.637330.65063
1122022.09.28 10:16modify300.100.636630.637330.65063
1132022.09.28 13:44buy320.100.645030.000000.00000
1142022.09.28 13:44modify320.100.645030.641530.65063
1152022.09.28 13:44buy330.100.645030.000000.00000
1162022.09.28 13:44modify330.100.645030.641530.65063
1172022.09.28 13:44modify310.100.642240.641530.65063
1182022.09.28 13:44modify300.100.636630.641530.65063
1192022.09.28 15:53t/p300.100.650630.641530.65063140.0011237.72
1202022.09.28 15:53t/p310.100.650630.641530.6506383.9011321.62
1212022.09.28 15:53t/p320.100.650630.641530.6506356.0011377.62
1222022.09.28 15:53t/p330.100.650630.641530.6506356.0011433.62
1232022.10.25 14:00sell340.100.639330.000000.00000
1242022.10.25 14:00modify340.100.639330.649330.62533
1252022.10.26 08:39s/l340.100.649330.649330.62533-99.8411333.79
1262022.11.10 08:00buy350.100.640320.000000.00000
1272022.11.10 08:00modify350.100.640320.630320.65432
1282022.11.10 13:30buy360.100.648830.000000.00000
1292022.11.10 13:30modify360.100.648830.645220.65432
1302022.11.10 13:30buy370.100.648830.000000.00000
1312022.11.10 13:30modify370.100.648830.645220.65432
1322022.11.10 13:30modify350.100.640320.645220.65432
1332022.11.10 13:46t/p350.100.654320.645220.65432140.0011473.79
1342022.11.10 13:46t/p360.100.654320.645220.6543254.9011528.69
1352022.11.10 13:46t/p370.100.654320.645220.6543254.9011583.59
1362022.11.10 14:00sell380.100.652910.000000.00000
1372022.11.10 14:00modify380.100.652910.662910.63891
1382022.11.10 21:09s/l380.100.662910.662910.63891-100.0011483.59
1392022.11.28 02:00buy390.100.667430.000000.00000
1402022.11.28 02:00modify390.100.667430.657430.68143
1412022.11.29 08:18buy400.100.673030.000000.00000
1422022.11.29 08:18modify400.100.673030.668130.68143
1432022.11.29 08:18modify390.100.667430.668130.68143
1442022.11.29 17:22s/l390.100.668130.668130.681436.6211490.21
1452022.11.29 17:22s/l400.100.668130.668130.68143-49.0011441.21
1462022.12.13 14:00sell410.100.686520.000000.00000
1472022.12.13 14:00modify410.100.686520.696520.67252
1482022.12.15 08:12sell420.100.680920.000000.00000
1492022.12.15 08:12modify420.100.680920.685820.67252
1502022.12.15 08:12modify410.100.686520.685820.67252
1512022.12.15 09:00sell430.100.678120.000000.00000
1522022.12.15 09:00modify430.100.678120.681620.67252
1532022.12.15 09:00sell440.100.678120.000000.00000
1542022.12.15 09:00modify440.100.678120.681620.67252
1552022.12.15 09:00modify420.100.680920.681620.67252
1562022.12.15 09:00modify410.100.686520.681620.67252
1572022.12.15 15:09t/p410.100.672520.681620.67252140.6411581.85
1582022.12.15 15:09t/p420.100.672520.681620.6725284.0011665.85
1592022.12.15 15:09t/p430.100.672520.681620.6725256.0011721.85
1602022.12.15 15:09t/p440.100.672520.681620.6725256.0011777.85
1612022.12.22 04:00sell450.100.675640.000000.00000
1622022.12.22 04:00modify450.100.675640.685640.66164
1632022.12.22 13:53sell460.100.670040.000000.00000
1642022.12.22 13:53modify460.100.670040.674940.66164
1652022.12.22 13:53modify450.100.675640.674940.66164
1662022.12.22 15:40sell470.100.667190.000000.00000
1672022.12.22 15:40modify470.100.667190.670740.66164
1682022.12.22 15:40sell480.100.667190.000000.00000
1692022.12.22 15:40modify480.100.667190.670740.66164
1702022.12.22 15:40modify460.100.670040.670740.66164
1712022.12.22 15:40modify450.100.675640.670740.66164
1722022.12.23 10:27s/l450.100.670740.670740.6616449.1611827.01
1732022.12.23 10:27s/l460.100.670740.670740.66164-6.8411820.17
1742022.12.23 10:27s/l470.100.670740.670740.66164-35.3411784.84
1752022.12.23 10:27s/l480.100.670740.670740.66164-35.3411749.50
1762023.01.04 08:00sell490.100.684120.000000.00000
1772023.01.04 08:00modify490.100.684120.694120.67012
1782023.01.05 13:51sell500.100.678520.000000.00000
1792023.01.05 13:51modify500.100.678520.683420.67012
1802023.01.05 13:51modify490.100.684120.683420.67012
1812023.01.05 15:03sell510.100.675700.000000.00000
1822023.01.05 15:03modify510.100.675700.679220.67012
1832023.01.05 15:03sell520.100.675700.000000.00000
1842023.01.05 15:03modify520.100.675700.679220.67012
1852023.01.05 15:03modify500.100.678520.679220.67012
1862023.01.05 15:03modify490.100.684120.679220.67012
1872023.01.06 13:51s/l490.100.679220.679220.6701249.6411799.14
1882023.01.06 13:51s/l500.100.679220.679220.67012-6.8411792.30
1892023.01.06 13:51s/l510.100.679220.679220.67012-35.0411757.26
1902023.01.06 13:51s/l520.100.679220.679220.67012-35.0411722.22
1912023.01.09 03:00sell530.100.692510.000000.00000
1922023.01.09 03:00modify530.100.692510.702510.67851
1932023.01.10 12:41sell540.100.686900.000000.00000
1942023.01.10 12:41modify540.100.686900.691810.67851
1952023.01.10 12:41modify530.100.692510.691810.67851
1962023.01.11 05:09s/l530.100.691810.691810.678517.3211729.55
1972023.01.11 05:09s/l540.100.691810.691810.67851-48.9411680.61
1982023.01.19 01:00buy550.100.690950.000000.00000
1992023.01.19 01:00modify550.100.690950.680950.70495
2002023.01.20 15:29buy560.100.696550.000000.00000
2012023.01.20 15:29modify560.100.696550.691650.70495
2022023.01.20 15:29modify550.100.690950.691650.70495
2032023.01.23 01:16buy570.100.699360.000000.00000
2042023.01.23 01:16modify570.100.699360.695850.70495
2052023.01.23 01:16buy580.100.699360.000000.00000
2062023.01.23 01:16modify580.100.699360.695850.70495
2072023.01.23 01:16modify560.100.696550.695850.70495
2082023.01.23 01:16modify550.100.690950.695850.70495
2092023.01.24 15:46t/p550.100.704950.695850.70495138.8611819.47
2102023.01.24 15:46t/p560.100.704950.695850.7049583.2411902.71
2112023.01.24 15:46t/p570.100.704950.695850.7049555.5211958.24
2122023.01.24 15:46t/p580.100.704950.695850.7049555.5212013.76
2132023.01.31 11:00buy590.100.699050.000000.00000
2142023.01.31 11:00modify590.100.699050.689050.71305
2152023.01.31 15:34buy600.100.704650.000000.00000
2162023.01.31 15:34modify600.100.704650.699750.71305
2172023.01.31 15:34modify590.100.699050.699750.71305
2182023.02.01 04:36buy610.100.707470.000000.00000
2192023.02.01 04:36modify610.100.707470.703950.71305
2202023.02.01 04:36buy620.100.707470.000000.00000
2212023.02.01 04:36modify620.100.707470.703950.71305
2222023.02.01 04:36modify600.100.704650.703950.71305
2232023.02.01 04:36modify590.100.699050.703950.71305
2242023.02.01 19:53t/p590.100.713050.703950.71305139.6212153.38
2252023.02.01 19:53t/p600.100.713050.703950.7130583.6212237.00
2262023.02.01 19:53t/p610.100.713050.703950.7130555.8012292.80
2272023.02.01 19:53t/p620.100.713050.703950.7130555.8012348.60
2282023.02.02 00:00sell630.100.714670.000000.00000
2292023.02.02 00:00modify630.100.714670.724670.70067
2302023.02.02 14:56sell640.100.709070.000000.00000
2312023.02.02 14:56modify640.100.709070.713970.70067
2322023.02.02 14:56modify630.100.714670.713970.70067
2332023.02.03 02:06sell650.100.706270.000000.00000
2342023.02.03 02:06modify650.100.706270.709770.70067
2352023.02.03 02:06sell660.100.706270.000000.00000
2362023.02.03 02:06modify660.100.706270.709770.70067
2372023.02.03 02:06modify640.100.709070.709770.70067
2382023.02.03 02:06modify630.100.714670.709770.70067
2392023.02.03 13:30t/p630.100.700670.709770.70067140.1612488.76
2402023.02.03 13:30t/p640.100.700670.709770.7006784.1612572.92
2412023.02.03 13:30t/p650.100.700670.709770.7006756.0012628.92
2422023.02.03 13:30t/p660.100.700670.709770.7006756.0012684.92
2432023.02.03 14:00buy670.100.698050.000000.00000
2442023.02.03 14:00modify670.100.698050.688050.71205
2452023.02.06 14:26s/l670.100.688050.688050.71205-100.3812584.54
2462023.02.09 14:00sell680.100.700990.000000.00000
2472023.02.09 14:00modify680.100.700990.710990.68699
2482023.02.09 16:37sell690.100.695370.000000.00000
2492023.02.09 16:37modify690.100.695370.700290.68699
2502023.02.09 16:37modify680.100.700990.700290.68699
2512023.02.10 02:59sell700.100.692590.000000.00000
2522023.02.10 02:59modify700.100.692590.696090.68699
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