Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 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=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=0; 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 test2617Ticks modelled4234Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1031.35Gross profit3484.18Gross loss-2452.83
Profit factor1.42Expected payoff14.13
Absolute drawdown420.59Maximal drawdown477.06 (4.67%)Relative drawdown4.67% (477.06)
Total trades73Short positions (won %)40 (52.50%)Long positions (won %)33 (51.52%)
Profit trades (% of total)38 (52.05%)Loss trades (% of total)35 (47.95%)
Largestprofit trade152.74loss trade-94.55
Averageprofit trade91.69loss trade-70.08
Maximumconsecutive wins (profit in money)6 (491.14)consecutive losses (loss in money)4 (-319.05)
Maximalconsecutive profit (count of wins)491.14 (6)consecutive loss (count of losses)-319.05 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 04:00buy10.100.683450.000000.00000
22022.07.01 04:00modify10.100.683450.674450.69845
32022.07.11 16:00s/l10.100.674450.674450.69845-93.039906.97
42022.07.13 12:00sell20.100.679370.000000.00000
52022.07.13 12:00modify20.100.679370.688370.66437
62022.07.14 12:00sell30.100.671860.000000.00000
72022.07.14 12:00modify30.100.671860.677120.66437
82022.07.14 12:00modify20.100.679370.677120.66437
92022.07.15 16:00s/l20.100.677120.677120.6643723.149930.11
102022.07.15 16:00s/l30.100.677120.677120.66437-52.449877.68
112022.07.15 16:00sell40.100.679160.000000.00000
122022.07.15 16:00modify40.100.679160.688160.66416
132022.07.19 08:00s/l40.100.688160.688160.66416-89.689788.00
142022.07.19 08:00sell50.100.687900.000000.00000
152022.07.19 08:00modify50.100.687900.696900.67290
162022.07.22 16:00s/l50.100.696900.696900.67290-89.199698.80
172022.07.27 20:00sell60.100.699390.000000.00000
182022.07.27 20:00modify60.100.699390.708390.68439
192022.08.10 16:00s/l60.100.708390.708390.68439-87.749611.06
202022.08.10 16:00sell70.100.709690.000000.00000
212022.08.10 16:00modify70.100.709690.718690.69469
222022.08.15 12:00sell80.100.702720.000000.00000
232022.08.15 12:00modify80.100.702720.705190.69469
242022.08.15 12:00modify70.100.709690.705190.69469
252022.08.17 08:00sell90.100.697670.000000.00000
262022.08.17 08:00modify90.100.697670.701440.69469
272022.08.17 08:00modify80.100.702720.701440.69469
282022.08.17 08:00modify70.100.709690.701440.69469
292022.08.17 12:00t/p70.100.694690.701440.69469151.139762.19
302022.08.17 12:00t/p80.100.694690.701440.6946980.629842.81
312022.08.17 12:00t/p90.100.694690.701440.6946929.809872.61
322022.08.17 12:00buy100.100.694020.000000.00000
332022.08.17 12:00modify100.100.694020.685020.70902
342022.08.29 04:00s/l100.100.685020.685020.70902-94.559778.07
352022.08.30 12:00sell110.100.693230.000000.00000
362022.08.30 12:00modify110.100.693230.702230.67823
372022.08.30 20:00sell120.100.685580.000000.00000
382022.08.30 20:00modify120.100.685580.690980.67823
392022.08.30 20:00modify110.100.693230.690980.67823
402022.09.01 16:00t/p110.100.678230.690980.67823150.649928.71
412022.09.01 16:00t/p120.100.678230.690980.6782374.1410002.86
422022.09.01 16:00buy130.100.678020.000000.00000
432022.09.01 16:00modify130.100.678020.669020.69302
442022.09.09 16:00buy140.100.684790.000000.00000
452022.09.09 16:00modify140.100.684790.682520.69302
462022.09.09 16:00modify130.100.678020.682520.69302
472022.09.12 00:00s/l130.100.682520.682520.6930241.5910044.45
482022.09.12 00:00s/l140.100.682520.682520.69302-23.0810021.37
492022.09.12 08:00sell150.100.687800.000000.00000
502022.09.12 08:00modify150.100.687800.696800.67280
512022.09.14 00:00t/p150.100.672800.696800.67280150.3210171.69
522022.09.16 00:00buy160.100.668900.000000.00000
532022.09.16 00:00modify160.100.668900.659900.68390
542022.09.22 04:00s/l160.100.659900.659900.68390-92.2710079.42
552022.09.23 12:00buy170.100.658030.000000.00000
562022.09.23 12:00modify170.100.658030.649030.67303
572022.09.26 04:00s/l170.100.649030.649030.67303-90.389989.04
582022.09.27 16:00buy180.100.644640.000000.00000
592022.09.27 16:00modify180.100.644640.635640.65964
602022.10.05 00:00buy190.100.651570.000000.00000
612022.10.05 00:00modify190.100.651570.649140.65964
622022.10.05 00:00modify180.100.644640.649140.65964
632022.10.05 04:00s/l180.100.649140.649140.6596441.9710031.01
642022.10.05 04:00s/l190.100.649140.649140.65964-24.3010006.71
652022.10.05 12:00buy200.100.644250.000000.00000
662022.10.05 12:00modify200.100.644250.635250.65925
672022.10.10 00:00s/l200.100.635250.635250.65925-91.899914.82
682022.10.14 04:00sell210.100.633190.000000.00000
692022.10.14 04:00modify210.100.633190.642190.61819
702022.10.20 00:00sell220.100.626270.000000.00000
712022.10.20 00:00modify220.100.626270.628690.61819
722022.10.20 00:00modify210.100.633190.628690.61819
732022.10.20 12:00s/l210.100.628690.628690.6181945.979960.78
742022.10.20 12:00s/l220.100.628690.628690.61819-24.209936.58
752022.10.20 16:00sell230.100.633450.000000.00000
762022.10.20 16:00modify230.100.633450.642450.61845
772022.10.21 04:00sell240.100.626520.000000.00000
782022.10.21 04:00modify240.100.626520.628950.61845
792022.10.21 04:00modify230.100.633450.628950.61845
802022.10.21 16:00s/l230.100.628950.628950.6184545.169981.74
812022.10.21 16:00s/l240.100.628950.628950.61845-24.309957.44
822022.10.21 16:00sell250.100.636530.000000.00000
832022.10.21 16:00modify250.100.636530.645530.62153
842022.10.26 08:00s/l250.100.645530.645530.62153-89.529867.93
852022.10.28 08:00buy260.100.642130.000000.00000
862022.10.28 08:00modify260.100.642130.633130.65713
872022.11.03 00:00s/l260.100.633130.633130.65713-92.279775.66
882022.11.03 08:00buy270.100.632580.000000.00000
892022.11.03 08:00modify270.100.632580.623580.64758
902022.11.04 16:00t/p270.100.647580.623580.64758149.629925.28
912022.11.07 12:00sell280.100.646090.000000.00000
922022.11.07 12:00modify280.100.646090.655090.63109
932022.11.08 20:00s/l280.100.655090.655090.63109-89.849835.44
942022.11.09 16:00buy290.100.644060.000000.00000
952022.11.09 16:00modify290.100.644060.635060.65906
962022.11.10 16:00t/p290.100.659060.635060.65906148.869984.30
972022.11.10 16:00sell300.100.659550.000000.00000
982022.11.10 16:00modify300.100.659550.668550.64455
992022.11.11 16:00s/l300.100.668550.668550.64455-89.849894.46
1002022.11.15 08:00sell310.100.676080.000000.00000
1012022.11.15 08:00modify310.100.676080.685080.66108
1022022.11.18 16:00sell320.100.669140.000000.00000
1032022.11.18 16:00modify320.100.669140.671580.66108
1042022.11.18 16:00modify310.100.676080.671580.66108
1052022.11.21 12:00t/p310.100.661080.671580.66108150.9710045.43
1062022.11.21 12:00t/p320.100.661080.671580.6610880.7610126.19
1072022.11.23 16:00sell330.100.672220.000000.00000
1082022.11.23 16:00modify330.100.672220.681220.65722
1092022.11.28 20:00sell340.100.664580.000000.00000
1102022.11.28 20:00modify340.100.664580.669970.65722
1112022.11.28 20:00modify330.100.672220.669970.65722
1122022.11.29 04:00s/l330.100.669970.669970.6572223.4710149.66
1132022.11.29 04:00s/l340.100.669970.669970.65722-53.7410095.92
1142022.11.29 12:00sell350.100.674620.000000.00000
1152022.11.29 12:00modify350.100.674620.683620.65962
1162022.12.01 08:00s/l350.100.683620.683620.65962-89.3610006.56
1172022.12.05 04:00sell360.100.684720.000000.00000
1182022.12.05 04:00modify360.100.684720.693720.66972
1192022.12.05 20:00t/p360.100.669720.693720.66972150.0010156.56
1202022.12.06 16:00buy370.100.670300.000000.00000
1212022.12.06 16:00modify370.100.670300.661300.68530
1222022.12.08 20:00buy380.100.677350.000000.00000
1232022.12.08 20:00modify380.100.677350.674800.68530
1242022.12.08 20:00modify370.100.670300.674800.68530
1252022.12.09 16:00s/l370.100.674800.674800.6853043.1110199.67
1262022.12.09 16:00s/l380.100.674800.674800.68530-25.8810173.79
1272022.12.09 16:00sell390.100.679380.000000.00000
1282022.12.09 16:00modify390.100.679380.688380.66438
1292022.12.13 16:00s/l390.100.688380.688380.66438-89.6810084.11
1302022.12.13 16:00sell400.100.687680.000000.00000
1312022.12.13 16:00modify400.100.687680.696680.67268
1322022.12.15 16:00t/p400.100.672680.696680.67268150.6410234.76
1332022.12.20 08:00buy410.100.665740.000000.00000
1342022.12.20 08:00modify410.100.665740.656740.68074
1352022.12.26 16:00buy420.100.672690.000000.00000
1362022.12.26 16:00modify420.100.672690.670240.68074
1372022.12.26 16:00modify410.100.665740.670240.68074
1382022.12.30 12:00t/p410.100.680740.670240.68074145.4510380.21
1392022.12.30 12:00t/p420.100.680740.670240.6807478.2310458.44
1402022.12.30 12:00sell430.100.679750.000000.00000
1412022.12.30 12:00modify430.100.679750.688750.66475
1422023.01.04 12:00s/l430.100.688750.688750.66475-89.5210368.92
1432023.01.05 16:00buy440.100.674100.000000.00000
1442023.01.05 16:00modify440.100.674100.665100.68910
1452023.01.09 00:00t/p440.100.689100.665100.68910149.2410518.17
1462023.01.12 20:00sell450.100.697110.000000.00000
1472023.01.12 20:00modify450.100.697110.706110.68211
1482023.01.18 16:00s/l450.100.706110.706110.68211-89.3610428.81
1492023.01.19 04:00buy460.100.690850.000000.00000
1502023.01.19 04:00modify460.100.690850.681850.70585
1512023.01.23 00:00buy470.100.698600.000000.00000
1522023.01.23 00:00modify470.100.698600.693100.70585
1532023.01.23 00:00modify460.100.690850.693100.70585
1542023.01.24 00:00buy480.100.703140.000000.00000
1552023.01.24 00:00modify480.100.703140.699100.70585
1562023.01.24 00:00modify470.100.698600.699100.70585
1572023.01.24 00:00modify460.100.690850.699100.70585
1582023.01.25 04:00t/p460.100.705850.699100.70585148.4810577.30
1592023.01.25 04:00t/p470.100.705850.699100.7058571.7410649.04
1602023.01.25 04:00t/p480.100.705850.699100.7058526.7210675.76
1612023.01.25 04:00sell490.100.710000.000000.00000
1622023.01.25 04:00modify490.100.710000.719000.69500
1632023.02.03 16:00t/p490.100.695000.719000.69500151.7710827.53
1642023.02.08 00:00sell500.100.696400.000000.00000
1652023.02.08 00:00modify500.100.696400.705400.68140
1662023.02.15 12:00sell510.100.688900.000000.00000
1672023.02.15 12:00modify510.100.688900.694150.68140
1682023.02.15 12:00modify500.100.696400.694150.68140
1692023.02.17 08:00sell520.100.684130.000000.00000
1702023.02.17 08:00modify520.100.684130.688150.68140
1712023.02.17 08:00modify510.100.688900.688150.68140
1722023.02.17 08:00modify500.100.696400.688150.68140
1732023.02.17 20:00s/l500.100.688150.688150.6814084.2710911.81
1742023.02.17 20:00s/l510.100.688150.688150.681408.1410919.95
1752023.02.17 20:00s/l520.100.688150.688150.68140-40.2010879.75
1762023.02.20 08:00sell530.100.690830.000000.00000
1772023.02.20 08:00modify530.100.690830.699830.67583
1782023.02.24 16:00t/p530.100.675830.699830.67583150.9711030.72
1792023.03.07 12:00buy540.100.666560.000000.00000
1802023.03.07 12:00modify540.100.666560.657560.68156
1812023.03.08 04:00s/l540.100.657560.657560.68156-90.3810940.34
1822023.03.08 20:00buy550.100.659120.000000.00000
1832023.03.08 20:00modify550.100.659120.650120.67412
1842023.03.16 08:00buy560.100.666130.000000.00000
1852023.03.16 08:00modify560.100.666130.663620.67412
1862023.03.16 08:00modify550.100.659120.663620.67412
1872023.03.16 12:00s/l550.100.663620.663620.6741241.2110981.55
1882023.03.16 12:00s/l560.100.663620.663620.67412-25.1010956.45
1892023.03.17 04:00sell570.100.670560.000000.00000
1902023.03.17 04:00modify570.100.670560.679560.65556
1912023.03.24 12:00sell580.100.663580.000000.00000
1922023.03.24 12:00modify580.100.663580.666060.65556
1932023.03.24 12:00modify570.100.670560.666060.65556
1942023.03.27 00:00s/l570.100.666060.666060.6555646.2911002.74
1952023.03.27 00:00s/l580.100.666060.666060.65556-24.6410978.10
1962023.03.28 04:00sell590.100.669100.000000.00000
1972023.03.28 04:00modify590.100.669100.678100.65410
1982023.04.03 16:00s/l590.100.678100.678100.65410-89.0310889.07
1992023.04.05 08:00buy600.100.671350.000000.00000
2002023.04.05 08:00modify600.100.671350.662350.68635
2012023.04.10 16:00s/l600.100.662350.662350.68635-91.8910797.18
2022023.04.10 16:00buy610.100.662720.000000.00000
2032023.04.10 16:00modify610.100.662720.653720.67772
2042023.04.12 20:00buy620.100.669490.000000.00000
2052023.04.12 20:00modify620.100.669490.667220.67772
2062023.04.12 20:00modify610.100.662720.667220.67772
2072023.04.13 16:00t/p610.100.677720.667220.67772148.1110945.28
2082023.04.13 16:00t/p620.100.677720.667220.6777281.1611026.45
2092023.04.14 16:00buy630.100.670380.000000.00000
2102023.04.14 16:00modify630.100.670380.661380.68538
2112023.04.26 04:00s/l630.100.661380.661380.68538-93.7910932.66
2122023.04.26 04:00buy640.100.660890.000000.00000
2132023.04.26 04:00modify640.100.660890.651890.67589
2142023.05.03 16:00buy650.100.667650.000000.00000
2152023.05.03 16:00modify650.100.667650.665390.67589
2162023.05.03 16:00modify640.100.660890.665390.67589
2172023.05.04 00:00s/l640.100.665390.665390.6758941.2110973.87
2182023.05.04 00:00s/l650.100.665390.665390.67589-23.7410950.14
2192023.05.05 04:00sell660.100.673500.000000.00000
2202023.05.05 04:00modify660.100.673500.682500.65850
2212023.05.24 08:00t/p660.100.658500.682500.65850152.7411102.88
2222023.05.24 08:00buy670.100.657300.000000.00000
2232023.05.24 08:00modify670.100.657300.648300.67230
2242023.05.31 08:00s/l670.100.648300.648300.67230-92.6511010.22
2252023.05.31 08:00buy680.100.647890.000000.00000
2262023.05.31 08:00modify680.100.647890.638890.66289
2272023.06.02 12:00t/p680.100.662890.638890.66289148.4811158.71
2282023.06.06 08:00sell690.100.666340.000000.00000
2292023.06.06 08:00modify690.100.666340.675340.65134
2302023.06.12 08:00s/l690.100.675340.675340.65134-89.0311069.68
2312023.06.14 16:00sell700.100.683030.000000.00000
2322023.06.14 16:00modify700.100.683030.692030.66803
2332023.06.21 12:00sell710.100.676010.000000.00000
2342023.06.21 12:00modify710.100.676010.678530.66803
2352023.06.21 12:00modify700.100.683030.678530.66803
2362023.06.21 16:00s/l700.100.678530.678530.6680346.1311115.81
2372023.06.21 16:00s/l710.100.678530.678530.66803-25.2011090.61
2382023.06.23 04:00buy720.100.671010.000000.00000
2392023.06.23 04:00modify720.100.671010.662010.68601
2402023.06.28 04:00s/l720.100.662010.662010.68601-91.1410999.47
2412023.06.28 12:00buy730.100.662600.000000.00000
2422023.06.28 12:00modify730.100.662600.653600.67760
2432023.06.30 23:59close at stop730.100.665940.653600.6776031.8811031.35