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=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 profit541.37Gross profit2769.48Gross loss-2228.11
Profit factor1.24Expected payoff8.59
Absolute drawdown245.19Maximal drawdown746.85 (7.11%)Relative drawdown7.11% (746.85)
Total trades63Short positions (won %)18 (50.00%)Long positions (won %)45 (57.78%)
Profit trades (% of total)35 (55.56%)Loss trades (% of total)28 (44.44%)
Largestprofit trade151.77loss trade-116.44
Averageprofit trade79.13loss trade-79.58
Maximumconsecutive wins (profit in money)5 (464.62)consecutive losses (loss in money)6 (-677.33)
Maximalconsecutive profit (count of wins)549.56 (4)consecutive loss (count of losses)-677.33 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.02 16:00sell10.100.725140.000000.00000
22022.06.02 16:00modify10.100.725140.736140.71014
32022.06.06 16:00sell20.100.720560.000000.00000
42022.06.06 16:00modify20.100.720560.724390.71014
52022.06.06 16:00modify10.100.725140.724390.71014
62022.06.07 08:00s/l10.100.724390.724390.710147.9810007.98
72022.06.07 08:00s/l20.100.724390.724390.71014-38.149969.84
82022.06.09 16:00buy30.100.712260.000000.00000
92022.06.09 16:00modify30.100.712260.701260.72726
102022.06.13 04:00s/l30.100.701260.701260.72726-110.769859.09
112022.06.14 12:00buy40.100.688540.000000.00000
122022.06.14 12:00modify40.100.688540.677540.70354
132022.06.15 20:00buy50.100.700780.000000.00000
142022.06.15 20:00modify50.100.700780.693790.70354
152022.06.15 20:00modify40.100.688540.693790.70354
162022.06.16 20:00t/p40.100.703540.693790.70354148.4810007.57
172022.06.16 20:00t/p50.100.703540.693790.7035426.4610034.04
182022.06.22 12:00buy60.100.689520.000000.00000
192022.06.22 12:00modify60.100.689520.678520.70452
202022.06.27 08:00buy70.100.694130.000000.00000
212022.06.27 08:00modify70.100.694130.690270.70452
222022.06.27 08:00modify60.100.689520.690270.70452
232022.06.29 00:00s/l60.100.690270.690270.704524.8510038.88
242022.06.29 00:00s/l70.100.690270.690270.70452-39.369999.53
252022.07.01 04:00buy80.100.683450.000000.00000
262022.07.01 04:00modify80.100.683450.672450.69845
272022.07.04 12:00buy90.100.688080.000000.00000
282022.07.04 12:00modify90.100.688080.684200.69845
292022.07.04 12:00modify80.100.683450.684200.69845
302022.07.05 00:00s/l80.100.684200.684200.698456.7410006.27
312022.07.05 00:00s/l90.100.684200.684200.69845-39.189967.09
322022.07.11 12:00buy100.100.677140.000000.00000
332022.07.11 12:00modify100.100.677140.666140.69214
342022.07.20 08:00t/p100.100.692140.666140.69214146.5910113.68
352022.08.02 08:00buy110.100.692950.000000.00000
362022.08.02 08:00modify110.100.692950.681950.70795
372022.08.04 20:00buy120.100.697710.000000.00000
382022.08.04 20:00modify120.100.697710.693700.70795
392022.08.04 20:00modify110.100.692950.693700.70795
402022.08.05 16:00s/l110.100.693700.693700.707955.6110119.29
412022.08.05 16:00s/l120.100.693700.693700.70795-40.4810078.81
422022.08.05 16:00buy130.100.690190.000000.00000
432022.08.05 16:00modify130.100.690190.679190.70519
442022.08.08 16:00buy140.100.699290.000000.00000
452022.08.08 16:00modify140.100.699290.693940.70519
462022.08.08 16:00modify130.100.690190.693940.70519
472022.08.10 16:00t/p130.100.705190.693940.70519148.8610227.67
482022.08.10 16:00t/p140.100.705190.693940.7051958.2410285.91
492022.08.10 16:00sell150.100.709690.000000.00000
502022.08.10 16:00modify150.100.709690.720690.69469
512022.08.17 08:00sell160.100.697670.000000.00000
522022.08.17 08:00modify160.100.697670.704440.69469
532022.08.17 08:00modify150.100.709690.704440.69469
542022.08.17 12:00t/p150.100.694690.704440.69469151.1310437.04
552022.08.17 12:00t/p160.100.694690.704440.6946929.8010466.84
562022.08.17 12:00buy170.100.694020.000000.00000
572022.08.17 12:00modify170.100.694020.683020.70902
582022.09.01 00:00s/l170.100.683020.683020.70902-116.4410350.40
592022.09.01 04:00buy180.100.680580.000000.00000
602022.09.01 04:00modify180.100.680580.669580.69558
612022.09.15 20:00s/l180.100.669580.669580.69558-115.3010235.10
622022.09.21 16:00buy190.100.666290.000000.00000
632022.09.21 16:00modify190.100.666290.655290.68129
642022.09.23 16:00s/l190.100.655290.655290.68129-111.5210123.59
652022.09.23 16:00buy200.100.654480.000000.00000
662022.09.23 16:00modify200.100.654480.643480.66948
672022.09.27 20:00s/l200.100.643480.643480.66948-110.7610012.83
682022.09.27 20:00buy210.100.643190.000000.00000
692022.09.27 20:00modify210.100.643190.632190.65819
702022.10.10 08:00s/l210.100.632190.632190.65819-114.929897.90
712022.10.14 04:00sell220.100.633190.000000.00000
722022.10.14 04:00modify220.100.633190.644190.61819
732022.10.26 08:00s/l220.100.644190.644190.61819-108.399789.52
742022.10.26 08:00sell230.100.647020.000000.00000
752022.10.26 08:00modify230.100.647020.658020.63202
762022.11.01 08:00sell240.100.642360.000000.00000
772022.11.01 08:00modify240.100.642360.646270.63202
782022.11.01 08:00modify230.100.647020.646270.63202
792022.11.01 16:00s/l230.100.646270.646270.632028.479797.98
802022.11.01 16:00s/l240.100.646270.646270.63202-39.109758.88
812022.11.03 12:00buy250.100.629090.000000.00000
822022.11.03 12:00modify250.100.629090.618090.64409
832022.11.04 12:00buy260.100.638160.000000.00000
842022.11.04 12:00modify260.100.638160.632840.64409
852022.11.04 12:00modify250.100.629090.632840.64409
862022.11.04 16:00t/p250.100.644090.632840.64409149.629908.51
872022.11.04 16:00t/p260.100.644090.632840.6440959.309967.81
882022.11.04 16:00sell270.100.643390.000000.00000
892022.11.04 16:00modify270.100.643390.654390.62839
902022.11.08 20:00s/l270.100.654390.654390.62839-109.689858.13
912022.11.10 12:00buy280.100.639550.000000.00000
922022.11.10 12:00modify280.100.639550.628550.65455
932022.11.10 16:00t/p280.100.654550.628550.65455150.0010008.13
942022.11.10 16:00sell290.100.659550.000000.00000
952022.11.10 16:00modify290.100.659550.670550.64455
962022.11.11 20:00s/l290.100.670550.670550.64455-109.849898.29
972022.11.21 12:00buy300.100.662060.000000.00000
982022.11.21 12:00modify300.100.662060.651060.67706
992022.11.23 08:00buy310.100.666590.000000.00000
1002022.11.23 08:00modify310.100.666590.662810.67706
1012022.11.23 08:00modify300.100.662060.662810.67706
1022022.11.24 16:00t/p300.100.677060.662810.67706148.1110046.39
1032022.11.24 16:00t/p310.100.677060.662810.67706103.5610149.96
1042022.11.28 04:00buy320.100.668770.000000.00000
1052022.11.28 04:00modify320.100.668770.657770.68377
1062022.12.01 04:00buy330.100.680770.000000.00000
1072022.12.01 04:00modify330.100.680770.674020.68377
1082022.12.01 04:00modify320.100.668770.674020.68377
1092022.12.01 08:00t/p320.100.683770.674020.68377148.1110298.06
1102022.12.01 08:00t/p330.100.683770.674020.6837730.0010328.06
1112022.12.05 20:00buy340.100.669860.000000.00000
1122022.12.05 20:00modify340.100.669860.658860.68486
1132022.12.09 12:00buy350.100.678970.000000.00000
1142022.12.09 12:00modify350.100.678970.673610.68486
1152022.12.09 12:00modify340.100.669860.673610.68486
1162022.12.12 20:00s/l340.100.673610.673610.6848634.8510362.91
1172022.12.12 20:00s/l350.100.673610.673610.68486-53.9810308.93
1182022.12.13 16:00sell360.100.687680.000000.00000
1192022.12.13 16:00modify360.100.687680.698680.67268
1202022.12.14 04:00sell370.100.682880.000000.00000
1212022.12.14 04:00modify370.100.682880.686930.67268
1222022.12.14 04:00modify360.100.687680.686930.67268
1232022.12.14 12:00s/l360.100.686930.686930.672687.6610316.60
1242022.12.14 12:00s/l370.100.686930.686930.67268-40.5010276.10
1252022.12.15 16:00buy380.100.672500.000000.00000
1262022.12.15 16:00modify380.100.672500.661500.68750
1272023.01.02 00:00buy390.100.681540.000000.00000
1282023.01.02 00:00modify390.100.681540.676250.68750
1292023.01.02 00:00modify380.100.672500.676250.68750
1302023.01.03 12:00s/l380.100.676250.676250.6875031.0610307.16
1312023.01.03 12:00s/l390.100.676250.676250.68750-53.2810253.88
1322023.01.03 12:00buy400.100.670060.000000.00000
1332023.01.03 12:00modify400.100.670060.659060.68506
1342023.01.03 16:00buy410.100.674570.000000.00000
1352023.01.03 16:00modify410.100.674570.670810.68506
1362023.01.03 16:00modify400.100.670060.670810.68506
1372023.01.04 12:00t/p400.100.685060.670810.68506149.6210403.50
1382023.01.04 12:00t/p410.100.685060.670810.68506104.5210508.02
1392023.01.09 16:00sell420.100.694170.000000.00000
1402023.01.09 16:00modify420.100.694170.705170.67917
1412023.01.10 08:00sell430.100.689650.000000.00000
1422023.01.10 08:00modify430.100.689650.693420.67917
1432023.01.10 08:00modify420.100.694170.693420.67917
1442023.01.12 16:00s/l420.100.693420.693420.679178.3110516.33
1452023.01.12 16:00s/l430.100.693420.693420.67917-37.0610479.27
1462023.01.12 20:00sell440.100.697110.000000.00000
1472023.01.12 20:00modify440.100.697110.708110.68211
1482023.01.25 04:00s/l440.100.708110.708110.68211-108.2310371.04
1492023.01.25 04:00sell450.100.710000.000000.00000
1502023.01.25 04:00modify450.100.710000.721000.69500
1512023.02.03 16:00t/p450.100.695000.721000.69500151.7710522.82
1522023.02.03 16:00buy460.100.697810.000000.00000
1532023.02.03 16:00modify460.100.697810.686810.71281
1542023.02.06 16:00s/l460.100.686810.686810.71281-110.3810412.44
1552023.02.14 20:00sell470.100.698870.000000.00000
1562023.02.14 20:00modify470.100.698870.709870.68387
1572023.02.17 08:00t/p470.100.683870.709870.68387150.8110563.25
1582023.02.17 12:00buy480.100.681870.000000.00000
1592023.02.17 12:00modify480.100.681870.670870.69687
1602023.02.20 08:00buy490.100.691130.000000.00000
1612023.02.20 08:00modify490.100.691130.685620.69687
1622023.02.20 08:00modify480.100.681870.685620.69687
1632023.02.21 16:00s/l480.100.685620.685620.6968736.7410599.99
1642023.02.21 16:00s/l490.100.685620.685620.69687-55.4810544.51
1652023.02.22 12:00buy500.100.682240.000000.00000
1662023.02.22 12:00modify500.100.682240.671240.69724
1672023.02.27 04:00s/l500.100.671240.671240.69724-111.8910432.61
1682023.02.27 04:00buy510.100.671370.000000.00000
1692023.02.27 04:00modify510.100.671370.660370.68637
1702023.03.03 12:00buy520.100.675970.000000.00000
1712023.03.03 12:00modify520.100.675970.672120.68637
1722023.03.03 12:00modify510.100.671370.672120.68637
1732023.03.06 12:00s/l510.100.672120.672120.686374.8510437.46
1742023.03.06 12:00s/l520.100.672120.672120.68637-38.8810398.58
1752023.03.07 12:00buy530.100.666560.000000.00000
1762023.03.07 12:00modify530.100.666560.655560.68156
1772023.03.20 16:00buy540.100.671280.000000.00000
1782023.03.20 16:00modify540.100.671280.667310.68156
1792023.03.20 16:00modify530.100.666560.667310.68156
1802023.03.21 12:00s/l530.100.667310.667310.681562.2010400.78
1812023.03.21 12:00s/l540.100.667310.667310.68156-40.0810360.70
1822023.03.21 16:00buy550.100.665370.000000.00000
1832023.03.21 16:00modify550.100.665370.654370.68037
1842023.03.23 00:00buy560.100.669980.000000.00000
1852023.03.23 00:00modify560.100.669980.666120.68037
1862023.03.23 00:00modify550.100.665370.666120.68037
1872023.03.24 04:00s/l550.100.666120.666120.680375.6110366.31
1882023.03.24 04:00s/l560.100.666120.666120.68037-38.9810327.33
1892023.03.24 12:00buy570.100.663880.000000.00000
1902023.03.24 12:00modify570.100.663880.652880.67888
1912023.03.30 00:00buy580.100.668420.000000.00000
1922023.03.30 00:00modify580.100.668420.664630.67888
1932023.03.30 00:00modify570.100.663880.664630.67888
1942023.04.03 20:00t/p570.100.678880.664630.67888146.9710474.30
1952023.04.03 20:00t/p580.100.678880.664630.67888103.8410578.14
1962023.04.10 16:00buy590.100.662720.000000.00000
1972023.04.10 16:00modify590.100.662720.651720.67772
1982023.04.13 16:00t/p590.100.677720.651720.67772148.1110726.25
1992023.04.20 16:00sell600.100.675230.000000.00000
2002023.04.20 16:00modify600.100.675230.686230.66023
2012023.04.26 12:00t/p600.100.660230.686230.66023150.6410876.89
2022023.05.02 08:00sell610.100.670100.000000.00000
2032023.05.02 08:00modify610.100.670100.681100.65510
2042023.05.10 16:00s/l610.100.681100.681100.65510-108.7110768.18
2052023.05.11 16:00buy620.100.669530.000000.00000
2062023.05.11 16:00modify620.100.669530.658530.68453
2072023.05.24 04:00s/l620.100.658530.658530.68453-114.1710654.02
2082023.05.24 08:00buy630.100.657300.000000.00000
2092023.05.24 08:00modify630.100.657300.646300.67230
2102023.05.31 16:00s/l630.100.646300.646300.67230-112.6510541.37