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 20:00 (2022.07.01 - 2023.07.01)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1917Ticks modelled25222071Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit855.11Gross profit1632.18Gross loss-777.06
Profit factor2.10Expected payoff17.81
Absolute drawdown129.64Maximal drawdown360.76 (3.53%)Relative drawdown3.53% (360.76)
Total trades48Short positions (won %)28 (67.86%)Long positions (won %)20 (55.00%)
Profit trades (% of total)30 (62.50%)Loss trades (% of total)18 (37.50%)
Largestprofit trade111.13loss trade-101.89
Averageprofit trade54.41loss trade-43.17
Maximumconsecutive wins (profit in money)17 (996.57)consecutive losses (loss in money)3 (-154.84)
Maximalconsecutive profit (count of wins)996.57 (17)consecutive loss (count of losses)-202.65 (2)
Averageconsecutive wins4consecutive 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 12:55buy20.100.699320.000000.00000
42022.08.08 12:55modify20.100.699320.694890.70479
52022.08.08 12:55buy30.100.699320.000000.00000
62022.08.08 12:55modify30.100.699320.696540.70479
72022.08.08 12:55modify10.100.693790.696540.70479
82022.08.08 12:55modify20.100.699320.696540.70479
92022.08.09 06:22s/l10.100.696540.696540.7047924.8510024.85
102022.08.09 06:22s/l20.100.696540.696540.70479-28.189996.67
112022.08.09 06:22s/l30.100.696540.696540.70479-28.189968.49
122022.08.10 20:00sell40.100.708010.000000.00000
132022.08.10 20:00modify40.100.708010.718010.69701
142022.08.15 09:20sell50.100.702510.000000.00000
152022.08.15 09:20modify50.100.702510.706910.69701
162022.08.15 09:20sell60.100.702510.000000.00000
172022.08.15 09:20modify60.100.702510.705260.69701
182022.08.15 09:20modify40.100.708010.705260.69701
192022.08.15 09:20modify50.100.702510.705260.69701
202022.08.16 07:10sell70.100.699210.000000.00000
212022.08.16 07:10modify70.100.699210.703610.69701
222022.08.16 07:10modify60.100.702510.703610.69701
232022.08.16 07:10modify50.100.702510.703610.69701
242022.08.16 07:10modify40.100.708010.703610.69701
252022.08.17 08:07t/p40.100.697010.703610.69701111.1310079.62
262022.08.17 08:07t/p50.100.697010.703610.6970155.3210134.94
272022.08.17 08:07t/p60.100.697010.703610.6970155.3210190.26
282022.08.17 08:07t/p70.100.697010.703610.6970122.1610212.43
292022.09.26 08:00buy80.100.650620.000000.00000
302022.09.26 08:00modify80.100.650620.640620.66162
312022.09.28 01:49s/l80.100.640620.640620.66162-100.7610111.67
322022.10.10 12:00buy90.100.631680.000000.00000
332022.10.10 12:00modify90.100.631680.621680.64268
342022.10.13 12:30s/l90.100.621680.621680.64268-101.8910009.77
352022.10.26 20:00sell100.100.648960.000000.00000
362022.10.26 20:00modify100.100.648960.658960.63796
372022.10.27 12:08sell110.100.643460.000000.00000
382022.10.27 12:08modify110.100.643460.647860.63796
392022.10.27 12:08sell120.100.643460.000000.00000
402022.10.27 12:08modify120.100.643460.646210.63796
412022.10.27 12:08modify100.100.648960.646210.63796
422022.10.27 12:08modify110.100.643460.646210.63796
432022.10.27 12:32s/l100.100.646210.646210.6379627.9810037.76
442022.10.27 12:32s/l110.100.646210.646210.63796-27.5010010.26
452022.10.27 12:32s/l120.100.646210.646210.63796-27.509982.76
462022.11.10 20:00sell130.100.659130.000000.00000
472022.11.10 20:00modify130.100.659130.669130.64813
482022.11.11 13:58s/l130.100.669130.669130.64813-99.849882.92
492022.11.21 20:00buy140.100.660060.000000.00000
502022.11.21 20:00modify140.100.660060.650060.67106
512022.11.23 00:00buy150.100.665570.000000.00000
522022.11.23 00:00modify150.100.665570.661160.67106
532022.11.23 00:00buy160.100.665570.000000.00000
542022.11.23 00:00modify160.100.665570.662810.67106
552022.11.23 00:00modify140.100.660060.662810.67106
562022.11.23 00:00modify150.100.665570.662810.67106
572022.11.23 14:46buy170.100.668860.000000.00000
582022.11.23 14:46modify170.100.668860.664460.67106
592022.11.23 14:46modify160.100.665570.664460.67106
602022.11.23 14:46modify150.100.665570.664460.67106
612022.11.23 14:46modify140.100.660060.664460.67106
622022.11.23 15:43t/p140.100.671060.664460.67106109.249992.16
632022.11.23 15:43t/p150.100.671060.664460.6710654.9010047.06
642022.11.23 15:43t/p160.100.671060.664460.6710654.9010101.96
652022.11.23 15:43t/p170.100.671060.664460.6710622.0010123.96
662023.01.18 12:00sell180.100.701780.000000.00000
672023.01.18 12:00modify180.100.701780.711780.69078
682023.01.18 17:20sell190.100.696280.000000.00000
692023.01.18 17:20modify190.100.696280.700680.69078
702023.01.18 17:20sell200.100.696280.000000.00000
712023.01.18 17:20modify200.100.696280.699030.69078
722023.01.18 17:20modify180.100.701780.699030.69078
732023.01.18 17:20modify190.100.696280.699030.69078
742023.01.19 00:30sell210.100.692980.000000.00000
752023.01.19 00:30modify210.100.692980.697380.69078
762023.01.19 00:30modify200.100.696280.697380.69078
772023.01.19 00:30modify190.100.696280.697380.69078
782023.01.19 00:30modify180.100.701780.697380.69078
792023.01.19 00:50t/p180.100.690780.697380.69078110.4810234.45
802023.01.19 00:50t/p190.100.690780.697380.6907855.4810289.93
812023.01.19 00:50t/p200.100.690780.697380.6907855.4810345.41
822023.01.19 00:50t/p210.100.690780.697380.6907822.0010367.41
832023.01.25 08:00sell220.100.709860.000000.00000
842023.01.25 08:00modify220.100.709860.719860.69886
852023.01.31 00:30sell230.100.704360.000000.00000
862023.01.31 00:30modify230.100.704360.708760.69886
872023.01.31 00:30sell240.100.704360.000000.00000
882023.01.31 00:30modify240.100.704360.707110.69886
892023.01.31 00:30modify220.100.709860.707110.69886
902023.01.31 00:30modify230.100.704360.707110.69886
912023.01.31 08:41sell250.100.701030.000000.00000
922023.01.31 08:41modify250.100.701030.705460.69886
932023.01.31 08:41modify240.100.704360.705460.69886
942023.01.31 08:41modify230.100.704360.705460.69886
952023.01.31 08:41modify220.100.709860.705460.69886
962023.01.31 11:29t/p220.100.698860.705460.69886110.9710478.38
972023.01.31 11:29t/p230.100.698860.705460.6988655.0010533.38
982023.01.31 11:29t/p240.100.698860.705460.6988655.0010588.38
992023.01.31 11:29t/p250.100.698860.705460.6988621.7010610.08
1002023.02.02 04:00sell260.100.714220.000000.00000
1012023.02.02 04:00modify260.100.714220.724220.70322
1022023.02.02 15:00sell270.100.708710.000000.00000
1032023.02.02 15:00modify270.100.708710.713120.70322
1042023.02.02 15:00sell280.100.708710.000000.00000
1052023.02.02 15:00modify280.100.708710.711470.70322
1062023.02.02 15:00modify260.100.714220.711470.70322
1072023.02.02 15:00modify270.100.708710.711470.70322
1082023.02.03 02:13sell290.100.705420.000000.00000
1092023.02.03 02:13modify290.100.705420.709820.70322
1102023.02.03 02:13modify280.100.708710.709820.70322
1112023.02.03 02:13modify270.100.708710.709820.70322
1122023.02.03 02:13modify260.100.714220.709820.70322
1132023.02.03 13:30t/p260.100.703220.709820.70322110.1610720.24
1142023.02.03 13:30t/p270.100.703220.709820.7032255.0610775.30
1152023.02.03 13:30t/p280.100.703220.709820.7032255.0610830.36
1162023.02.03 13:30t/p290.100.703220.709820.7032222.0010852.36
1172023.02.06 04:00buy300.100.692800.000000.00000
1182023.02.06 04:00modify300.100.692800.682800.70380
1192023.02.07 17:54buy310.100.698400.000000.00000
1202023.02.07 17:54modify310.100.698400.693900.70380
1212023.02.07 17:54buy320.100.698400.000000.00000
1222023.02.07 17:54modify320.100.698400.695550.70380
1232023.02.07 17:54modify300.100.692800.695550.70380
1242023.02.07 17:54modify310.100.698400.695550.70380
1252023.02.07 18:12s/l300.100.695550.695550.7038027.1210879.48
1262023.02.07 18:12s/l310.100.695550.695550.70380-28.5010850.98
1272023.02.07 18:12s/l320.100.695550.695550.70380-28.5010822.48
1282023.02.24 20:00buy330.100.672880.000000.00000
1292023.02.24 20:00modify330.100.672880.662880.68388
1302023.03.01 12:29buy340.100.678390.000000.00000
1312023.03.01 12:29modify340.100.678390.673980.68388
1322023.03.01 12:29buy350.100.678390.000000.00000
1332023.03.01 12:29modify350.100.678390.675630.68388
1342023.03.01 12:29modify330.100.672880.675630.68388
1352023.03.01 12:29modify340.100.678390.675630.68388
1362023.03.01 13:32s/l330.100.675630.675630.6838826.3610848.85
1372023.03.01 13:32s/l340.100.675630.675630.68388-27.6010821.25
1382023.03.01 13:32s/l350.100.675630.675630.68388-27.6010793.65
1392023.05.02 12:00sell360.100.670050.000000.00000
1402023.05.02 12:00modify360.100.670050.680050.65905
1412023.05.03 22:50sell370.100.664550.000000.00000
1422023.05.03 22:50modify370.100.664550.668950.65905
1432023.05.03 22:50sell380.100.664550.000000.00000
1442023.05.03 22:50modify380.100.664550.667300.65905
1452023.05.03 22:50modify360.100.670050.667300.65905
1462023.05.03 22:50modify370.100.664550.667300.65905
1472023.05.04 01:32s/l360.100.667300.667300.6590528.1410821.79
1482023.05.04 01:32s/l370.100.667300.667300.65905-27.0210794.78
1492023.05.04 01:32s/l380.100.667300.667300.65905-27.0210767.76
1502023.05.05 08:00sell390.100.673100.000000.00000
1512023.05.05 08:00modify390.100.673100.683100.66210
1522023.05.12 12:22sell400.100.667600.000000.00000
1532023.05.12 12:22modify400.100.667600.672000.66210
1542023.05.12 12:22sell410.100.667600.000000.00000
1552023.05.12 12:22modify410.100.667600.670350.66210
1562023.05.12 12:22modify390.100.673100.670350.66210
1572023.05.12 12:22modify400.100.667600.670350.66210
1582023.05.12 15:36sell420.100.664300.000000.00000
1592023.05.12 15:36modify420.100.664300.668700.66210
1602023.05.12 15:36modify410.100.667600.668700.66210
1612023.05.12 15:36modify400.100.667600.668700.66210
1622023.05.12 15:36modify390.100.673100.668700.66210
1632023.05.15 06:14s/l390.100.668700.668700.6621045.2910813.05
1642023.05.15 06:14s/l400.100.668700.668700.66210-10.8410802.21
1652023.05.15 06:14s/l410.100.668700.668700.66210-10.8410791.37
1662023.05.15 06:14s/l420.100.668700.668700.66210-43.8410747.53
1672023.05.31 12:00buy430.100.647950.000000.00000
1682023.05.31 12:00modify430.100.647950.637950.65895
1692023.06.01 13:06buy440.100.653450.000000.00000
1702023.06.01 13:06modify440.100.653450.649050.65895
1712023.06.01 13:06buy450.100.653450.000000.00000
1722023.06.01 13:06modify450.100.653450.650700.65895
1732023.06.01 13:06modify430.100.647950.650700.65895
1742023.06.01 13:06modify440.100.653450.650700.65895
1752023.06.01 15:14buy460.100.656780.000000.00000
1762023.06.01 15:14modify460.100.656780.652350.65895
1772023.06.01 15:14modify450.100.653450.652350.65895
1782023.06.01 15:14modify440.100.653450.652350.65895
1792023.06.01 15:14modify430.100.647950.652350.65895
1802023.06.02 01:45t/p430.100.658950.652350.65895108.4810856.02
1812023.06.02 01:45t/p440.100.658950.652350.6589554.6210910.64
1822023.06.02 01:45t/p450.100.658950.652350.6589554.6210965.26
1832023.06.02 01:45t/p460.100.658950.652350.6589521.3210986.58
1842023.06.02 08:00sell470.100.660990.000000.00000
1852023.06.02 08:00modify470.100.660990.670990.64999
1862023.06.07 13:55s/l470.100.670990.670990.64999-99.5210887.07
1872023.06.23 16:00buy480.100.668870.000000.00000
1882023.06.23 16:00modify480.100.668870.658870.67987
1892023.06.30 20:59close at stop480.100.665940.658870.67987-31.9510855.11