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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=100; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 profit5.61Gross profit902.37Gross loss-896.76
Profit factor1.01Expected payoff0.27
Absolute drawdown104.90Maximal drawdown448.74 (4.32%)Relative drawdown4.32% (448.74)
Total trades21Short positions (won %)11 (63.64%)Long positions (won %)10 (30.00%)
Profit trades (% of total)10 (47.62%)Loss trades (% of total)11 (52.38%)
Largestprofit trade111.13loss trade-104.92
Averageprofit trade90.24loss trade-81.52
Maximumconsecutive wins (profit in money)4 (440.85)consecutive losses (loss in money)3 (-307.37)
Maximalconsecutive profit (count of wins)440.85 (4)consecutive loss (count of losses)-307.37 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.02 12:00buy10.100.693790.000000.00000
22022.08.02 12:00modify10.100.693790.683790.70479
32022.08.08 16:00buy20.100.699290.000000.00000
42022.08.08 16:00modify20.100.699290.694890.70479
52022.08.08 16:00buy30.100.699290.000000.00000
62022.08.08 16:00modify30.100.699290.696540.70479
72022.08.08 16:00modify10.100.693790.696540.70479
82022.08.08 20:00modify20.100.699290.696540.70479
92022.08.09 08:00s/l10.100.696540.696540.7047924.8510024.85
102022.08.09 08:00s/l20.100.696540.696540.70479-27.889996.97
112022.08.09 08:00s/l30.100.696540.696540.70479-27.889969.09
122022.08.10 20:00sell40.100.708010.000000.00000
132022.08.10 20:00modify40.100.708010.718010.69701
142022.08.15 20:00sell50.100.702290.000000.00000
152022.08.15 20:00modify50.100.702290.706910.69701
162022.08.15 20:00sell60.100.702290.000000.00000
172022.08.15 20:00modify60.100.702290.705260.69701
182022.08.15 20:00modify40.100.708010.705260.69701
192022.08.16 00:00modify50.100.702290.705260.69701
202022.08.17 12:00t/p40.100.697010.705260.69701111.1310080.22
212022.08.17 12:00t/p50.100.697010.705260.6970153.1210133.34
222022.08.17 12:00t/p60.100.697010.705260.6970153.1210186.46
232022.09.26 08:00buy70.100.650620.000000.00000
242022.09.26 08:00modify70.100.650620.640620.66162
252022.09.28 04:00s/l70.100.640620.640620.66162-100.7610085.71
262022.10.10 12:00buy80.100.631680.000000.00000
272022.10.10 12:00modify80.100.631680.621680.64268
282022.10.13 16:00s/l80.100.621680.621680.64268-101.899983.81
292022.10.26 20:00sell90.100.648960.000000.00000
302022.10.26 20:00modify90.100.648960.658960.63796
312022.10.31 16:00t/p90.100.637960.658960.63796110.8110094.62
322022.11.10 20:00sell100.100.659130.000000.00000
332022.11.10 20:00modify100.100.659130.669130.64813
342022.11.11 16:00s/l100.100.669130.669130.64813-99.849994.78
352022.11.13 20:00sell110.100.669940.000000.00000
362022.11.13 20:00modify110.100.669940.679940.65894
372022.11.15 16:00s/l110.100.679940.679940.65894-99.689895.10
382022.11.21 20:00buy120.100.660060.000000.00000
392022.11.21 20:00modify120.100.660060.650060.67106
402022.11.23 16:00t/p120.100.671060.650060.67106109.2410004.35
412023.01.18 12:00sell130.100.701780.000000.00000
422023.01.18 12:00modify130.100.701780.711780.69078
432023.01.19 04:00t/p130.100.690780.711780.69078110.4810114.83
442023.01.25 08:00sell140.100.709860.000000.00000
452023.01.25 08:00modify140.100.709860.719860.69886
462023.01.31 12:00t/p140.100.698860.719860.69886110.9710225.80
472023.02.02 04:00sell150.100.714220.000000.00000
482023.02.02 04:00modify150.100.714220.724220.70322
492023.02.03 16:00t/p150.100.703220.724220.70322110.1610335.96
502023.02.06 04:00buy160.100.692800.000000.00000
512023.02.06 04:00modify160.100.692800.682800.70380
522023.02.17 12:00s/l160.100.682800.682800.70380-104.9210231.03
532023.02.24 20:00buy170.100.672880.000000.00000
542023.02.24 20:00modify170.100.672880.662880.68388
552023.03.07 16:00s/l170.100.662880.662880.68388-103.4110127.62
562023.05.02 12:00sell180.100.670050.000000.00000
572023.05.02 12:00modify180.100.670050.680050.65905
582023.05.08 16:00s/l180.100.680050.680050.65905-99.0310028.59
592023.05.31 12:00buy190.100.647950.000000.00000
602023.05.31 12:00modify190.100.647950.637950.65895
612023.06.02 04:00t/p190.100.658950.637950.65895108.4810137.08
622023.06.02 08:00sell200.100.660990.000000.00000
632023.06.02 08:00modify200.100.660990.670990.64999
642023.06.07 16:00s/l200.100.670990.670990.64999-99.5210037.56
652023.06.23 16:00buy210.100.668870.000000.00000
662023.06.23 16:00modify210.100.668870.658870.67987
672023.06.30 23:59close at stop210.100.665940.658870.67987-31.9510005.61