Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 23:59 (2022.07.01 - 2023.07.01)
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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit1233.16Gross profit3114.01Gross loss-1880.85
Profit factor1.66Expected payoff18.13
Absolute drawdown191.30Maximal drawdown429.30 (4.19%)Relative drawdown4.19% (429.30)
Total trades68Short positions (won %)31 (45.16%)Long positions (won %)37 (70.27%)
Profit trades (% of total)40 (58.82%)Loss trades (% of total)28 (41.18%)
Largestprofit trade112.84loss trade-96.09
Averageprofit trade77.85loss trade-67.17
Maximumconsecutive wins (profit in money)11 (902.07)consecutive losses (loss in money)4 (-233.28)
Maximalconsecutive profit (count of wins)902.07 (11)consecutive loss (count of losses)-280.02 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 04:00buy10.1092.3400.0000.000
22022.07.01 04:00modify10.1092.34091.04093.840
32022.07.04 12:00buy20.1093.1110.0000.000
42022.07.04 12:00modify20.1093.11192.41593.840
52022.07.04 12:00buy30.1093.1110.0000.000
62022.07.04 12:00modify30.1093.11192.71593.840
72022.07.04 12:00modify10.1092.34092.71593.840
82022.07.04 16:00modify20.1093.11192.71593.840
92022.07.05 04:00t/p10.1093.84092.71593.840107.9510107.95
102022.07.05 04:00t/p20.1093.84092.71593.84052.4810160.43
112022.07.05 04:00t/p30.1093.84092.71593.84052.4810212.91
122022.07.14 04:00sell40.1093.5600.0000.000
132022.07.14 04:00modify40.1093.56094.86092.060
142022.07.19 08:00s/l40.1094.86094.86092.060-94.7310118.18
152022.07.19 16:00sell50.1095.2160.0000.000
162022.07.19 16:00modify50.1095.21696.51693.716
172022.07.28 16:00t/p50.1093.71696.51693.71699.5110217.69
182022.07.28 16:00buy60.1093.7630.0000.000
192022.07.28 16:00modify60.1093.76392.46395.263
202022.08.01 04:00s/l60.1092.46392.46395.263-91.7310125.95
212022.08.01 04:00buy70.1092.6070.0000.000
222022.08.01 04:00modify70.1092.60791.30794.107
232022.08.02 08:00s/l70.1091.30791.30794.107-92.2110033.74
242022.08.03 16:00sell80.1092.9890.0000.000
252022.08.03 16:00modify80.1092.98994.28991.489
262022.08.08 16:00s/l80.1094.28994.28991.489-96.089937.67
272022.08.15 12:00buy90.1093.6240.0000.000
282022.08.15 12:00modify90.1093.62492.32495.124
292022.08.23 16:00buy100.1094.6910.0000.000
302022.08.23 16:00modify100.1094.69194.14995.124
312022.08.23 16:00modify90.1093.62494.14995.124
322022.08.25 08:00t/p90.1095.12494.14995.124112.8410050.51
332022.08.25 08:00t/p100.1095.12494.14995.12432.8410083.34
342022.09.06 16:00sell110.1096.4750.0000.000
352022.09.06 16:00modify110.1096.47597.77594.975
362022.09.09 04:00s/l110.1097.77597.77594.975-96.099987.26
372022.09.14 08:00buy120.1096.4300.0000.000
382022.09.14 08:00modify120.1096.43095.13097.930
392022.09.22 04:00s/l120.1095.13095.13097.930-87.829899.44
402022.09.22 12:00buy130.1093.9710.0000.000
412022.09.22 12:00modify130.1093.97192.67195.471
422022.09.28 04:00s/l130.1092.67192.67195.471-90.749808.70
432022.09.28 08:00buy140.1092.4420.0000.000
442022.09.28 08:00modify140.1092.44291.14293.942
452022.09.28 20:00t/p140.1093.94291.14293.942106.969915.66
462022.09.30 20:00buy150.1092.5940.0000.000
472022.09.30 20:00modify150.1092.59491.29494.094
482022.10.03 16:00t/p150.1094.09491.29494.094107.4510023.11
492022.10.04 08:00sell160.1094.3750.0000.000
502022.10.04 08:00modify160.1094.37595.67592.875
512022.10.05 04:00sell170.1093.6000.0000.000
522022.10.05 04:00modify170.1093.60094.30092.875
532022.10.05 04:00sell180.1093.6000.0000.000
542022.10.05 04:00modify180.1093.60094.00092.875
552022.10.05 04:00modify160.1094.37594.00092.875
562022.10.05 08:00s/l160.1094.00094.00092.87526.0610049.17
572022.10.05 08:00s/l180.1094.00094.00092.875-28.5210020.65
582022.10.05 08:00close170.1093.69494.30092.875-6.7010013.95
592022.10.10 08:00buy190.1091.7850.0000.000
602022.10.10 08:00modify190.1091.78590.48593.285
612022.10.14 04:00t/p190.1093.28590.48593.285109.9010123.84
622022.10.14 04:00sell200.1093.3050.0000.000
632022.10.14 04:00modify200.1093.30594.60591.805
642022.10.14 20:00sell210.1092.2300.0000.000
652022.10.14 20:00modify210.1092.23092.78091.805
662022.10.14 20:00modify200.1093.30592.78091.805
672022.10.17 08:00s/l200.1092.78092.78091.80536.7610160.61
682022.10.17 08:00s/l210.1092.78092.78091.805-39.8910120.72
692022.10.17 16:00sell220.1093.8000.0000.000
702022.10.17 16:00modify220.1093.80095.10092.300
712022.10.20 16:00s/l220.1095.10095.10092.300-96.0810024.64
722022.10.21 16:00buy230.1093.1680.0000.000
732022.10.21 16:00modify230.1093.16891.86894.668
742022.10.24 00:00t/p230.1094.66891.86894.668107.4610132.10
752022.10.26 08:00sell240.1095.1700.0000.000
762022.10.26 08:00modify240.1095.17096.47093.670
772022.10.28 08:00sell250.1094.3960.0000.000
782022.10.28 08:00modify250.1094.39695.09593.670
792022.10.28 08:00sell260.1094.3960.0000.000
802022.10.28 08:00modify260.1094.39694.79593.670
812022.10.28 08:00modify240.1095.17094.79593.670
822022.10.28 12:00s/l240.1094.79594.79593.67024.0310156.13
832022.10.28 12:00s/l260.1094.79594.79593.670-28.4610127.67
842022.10.28 12:00close250.1094.68895.09593.670-20.8310106.84
852022.11.03 12:00buy270.1093.2430.0000.000
862022.11.03 12:00modify270.1093.24391.94394.743
872022.11.04 16:00t/p270.1094.74391.94394.743107.4610214.30
882022.11.04 16:00sell280.1094.7260.0000.000
892022.11.04 16:00modify280.1094.72696.02693.226
902022.11.10 16:00t/p280.1093.22696.02693.226102.9010317.20
912022.11.10 16:00buy290.1093.4080.0000.000
922022.11.10 16:00modify290.1093.40892.10894.908
932022.12.01 20:00s/l290.1092.10892.10894.908-82.4310234.77
942022.12.02 08:00buy300.1091.8450.0000.000
952022.12.02 08:00modify300.1091.84590.54593.345
962022.12.09 00:00buy310.1092.6000.0000.000
972022.12.09 00:00modify310.1092.60091.92093.345
982022.12.09 00:00buy320.1092.6000.0000.000
992022.12.09 00:00modify320.1092.60092.22093.345
1002022.12.09 00:00modify300.1091.84592.22093.345
1012022.12.09 04:00s/l300.1092.22092.22093.34530.1710264.95
1022022.12.09 04:00s/l320.1092.22092.22093.345-27.0910237.86
1032022.12.09 04:00close310.1092.29591.92093.345-21.7510216.11
1042022.12.16 16:00buy330.1091.2910.0000.000
1052022.12.16 16:00modify330.1091.29189.99192.791
1062022.12.20 04:00s/l330.1089.99189.99192.791-91.7310124.38
1072022.12.20 04:00buy340.1089.0200.0000.000
1082022.12.20 04:00modify340.1089.02087.72090.520
1092022.12.20 16:00s/l340.1087.72087.72090.520-92.7110031.67
1102022.12.22 08:00sell350.1089.2180.0000.000
1112022.12.22 08:00modify350.1089.21890.51887.718
1122022.12.22 20:00sell360.1088.1480.0000.000
1132022.12.22 20:00modify360.1088.14888.69387.718
1142022.12.22 20:00modify350.1089.21888.69387.718
1152022.12.23 04:00s/l350.1088.69388.69387.71836.7510068.42
1162022.12.23 04:00s/l360.1088.69388.69387.718-39.5410028.88
1172022.12.28 04:00sell370.1090.4460.0000.000
1182022.12.28 04:00modify370.1090.44691.74688.946
1192023.01.01 20:00t/p370.1088.94691.74688.946104.2510133.13
1202023.01.03 12:00buy380.1087.6870.0000.000
1212023.01.03 12:00modify380.1087.68786.38789.187
1222023.01.04 12:00t/p380.1089.18786.38789.187107.4610240.59
1232023.01.04 12:00sell390.1089.6970.0000.000
1242023.01.04 12:00modify390.1089.69790.99788.197
1252023.01.05 16:00s/l390.1090.99790.99788.197-94.7310145.86
1262023.01.09 12:00sell400.1091.6120.0000.000
1272023.01.09 12:00modify400.1091.61292.91290.112
1282023.01.12 16:00t/p400.1090.11292.91290.112103.5710249.44
1292023.01.18 04:00sell410.1091.6020.0000.000
1302023.01.18 04:00modify410.1091.60292.90290.102
1312023.01.18 12:00sell420.1090.5250.0000.000
1322023.01.18 12:00modify420.1090.52591.07790.102
1332023.01.18 12:00modify410.1091.60291.07790.102
1342023.01.18 16:00t/p410.1090.10291.07790.102106.9610356.40
1352023.01.18 16:00t/p420.1090.10291.07790.10230.1610386.56
1362023.01.19 04:00buy430.1088.6250.0000.000
1372023.01.19 04:00modify430.1088.62587.32590.125
1382023.01.20 16:00t/p430.1090.12587.32590.125107.4610494.01
1392023.01.20 16:00sell440.1090.3030.0000.000
1402023.01.20 16:00modify440.1090.30391.60388.803
1412023.01.23 16:00s/l440.1091.60391.60388.803-93.3810400.64
1422023.01.25 04:00sell450.1092.6320.0000.000
1432023.01.25 04:00modify450.1092.63293.93291.132
1442023.01.26 00:00sell460.1091.8670.0000.000
1452023.01.26 00:00modify460.1091.86792.55791.132
1462023.01.26 00:00sell470.1091.8670.0000.000
1472023.01.26 00:00modify470.1091.86792.25791.132
1482023.01.26 00:00modify450.1092.63292.25791.132
1492023.01.26 04:00modify460.1091.86792.25791.132
1502023.01.26 12:00s/l450.1092.25792.25791.13224.7110425.35
1512023.01.26 12:00s/l460.1092.25792.25791.132-27.8110397.54
1522023.01.26 12:00s/l470.1092.25792.25791.132-27.8110369.73
1532023.02.13 12:00sell480.1091.9650.0000.000
1542023.02.13 12:00modify480.1091.96593.26590.465
1552023.03.07 16:00t/p480.1090.46593.26590.46592.0610461.79
1562023.03.10 16:00buy490.1089.0660.0000.000
1572023.03.10 16:00modify490.1089.06687.76690.566
1582023.03.15 16:00s/l490.1087.76687.76690.566-91.2410370.54
1592023.03.15 16:00buy500.1087.8200.0000.000
1602023.03.15 16:00modify500.1087.82086.52089.320
1612023.03.16 20:00buy510.1088.8910.0000.000
1622023.03.16 20:00modify510.1088.89188.34589.320
1632023.03.16 20:00modify500.1087.82088.34589.320
1642023.03.17 04:00t/p500.1089.32088.34589.320108.9310479.47
1652023.03.17 04:00t/p510.1089.32088.34589.32031.0810510.55
1662023.03.20 08:00buy520.1087.7000.0000.000
1672023.03.20 08:00modify520.1087.70086.40089.200
1682023.03.24 12:00s/l520.1086.40086.40089.200-89.7710420.78
1692023.03.24 12:00buy530.1086.3060.0000.000
1702023.03.24 12:00modify530.1086.30685.00687.806
1712023.03.28 16:00t/p530.1087.80685.00687.806107.9410528.71
1722023.03.29 16:00sell540.1088.6240.0000.000
1732023.03.29 16:00modify540.1088.62489.92487.124
1742023.04.03 16:00s/l540.1089.92489.92487.124-96.0810432.64
1752023.04.05 08:00buy550.1088.1710.0000.000
1762023.04.05 08:00modify550.1088.17186.87189.671
1772023.04.12 04:00buy560.1089.2330.0000.000
1782023.04.12 04:00modify560.1089.23388.69689.671
1792023.04.12 04:00modify550.1088.17188.69689.671
1802023.04.13 12:00t/p550.1089.67188.69689.671111.8610544.50
1812023.04.13 12:00t/p560.1089.67188.69689.67132.7010577.20
1822023.04.25 16:00buy570.1088.7890.0000.000
1832023.04.25 16:00modify570.1088.78987.48990.289
1842023.04.28 08:00buy580.1089.5410.0000.000
1852023.04.28 08:00modify580.1089.54188.86490.289
1862023.04.28 08:00buy590.1089.5410.0000.000
1872023.04.28 08:00modify590.1089.54189.16490.289
1882023.04.28 08:00modify570.1088.78989.16490.289
1892023.04.28 12:00modify580.1089.54189.16490.289
1902023.05.01 04:00t/p570.1090.28989.16490.289109.9110687.10
1912023.05.01 04:00t/p580.1090.28989.16490.28953.8310740.93
1922023.05.01 04:00t/p590.1090.28989.16490.28953.8310794.76
1932023.05.02 08:00sell600.1092.2260.0000.000
1942023.05.02 08:00modify600.1092.22693.52690.726
1952023.05.03 04:00t/p600.1090.72693.52690.726106.2810901.04
1962023.05.03 12:00buy610.1090.3330.0000.000
1972023.05.03 12:00modify610.1090.33389.03391.833
1982023.05.08 16:00t/p610.1091.83389.03391.833109.4211010.46
1992023.05.11 16:00buy620.1090.0180.0000.000
2002023.05.11 16:00modify620.1090.01888.71891.518
2012023.05.17 16:00t/p620.1091.51888.71891.518108.9211119.38
2022023.05.31 08:00buy630.1090.5320.0000.000
2032023.05.31 08:00modify630.1090.53289.23292.032
2042023.06.02 00:00buy640.1091.2860.0000.000
2052023.06.02 00:00modify640.1091.28690.60792.032
2062023.06.02 00:00buy650.1091.2860.0000.000
2072023.06.02 00:00modify650.1091.28690.90792.032
2082023.06.02 00:00modify630.1090.53290.90792.032
2092023.06.02 04:00modify640.1091.28690.90792.032
2102023.06.02 12:00t/p630.1092.03290.90792.032108.9311228.30
2112023.06.02 12:00t/p640.1092.03290.90792.03253.2011281.50
2122023.06.02 12:00t/p650.1092.03290.90792.03253.2011334.70
2132023.06.15 04:00sell660.1095.9280.0000.000
2142023.06.15 04:00modify660.1095.92897.22894.428
2152023.06.16 08:00s/l660.1097.22897.22894.428-93.3711241.34
2162023.06.16 08:00sell670.1097.0440.0000.000
2172023.06.16 08:00modify670.1097.04498.34495.544
2182023.06.21 00:00sell680.1095.9650.0000.000
2192023.06.21 00:00modify680.1095.96596.51995.544
2202023.06.21 00:00modify670.1097.04496.51995.544
2212023.06.22 04:00s/l670.1096.51996.51995.54433.3711274.70
2222023.06.22 04:00s/l680.1096.51996.51995.544-41.5411233.16