Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2022.07.01 00:00 - 2023.06.30 20:59 (2022.07.01 - 2023.07.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test7256Ticks modelled13512Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1172.19Gross profit3045.95Gross loss-1873.76
Profit factor1.63Expected payoff15.42
Absolute drawdown44.09Maximal drawdown531.75 (4.61%)Relative drawdown4.61% (531.75)
Total trades76Short positions (won %)28 (53.57%)Long positions (won %)48 (43.75%)
Profit trades (% of total)36 (47.37%)Loss trades (% of total)40 (52.63%)
Largestprofit trade141.13loss trade-62.27
Averageprofit trade84.61loss trade-46.84
Maximumconsecutive wins (profit in money)7 (748.82)consecutive losses (loss in money)5 (-282.64)
Maximalconsecutive profit (count of wins)748.82 (7)consecutive loss (count of losses)-282.64 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.05 10:00buy10.100.679900.000000.00000
22022.07.05 10:00modify10.100.679900.673900.69390
32022.07.08 15:00buy20.100.686980.000000.00000
42022.07.08 15:00modify20.100.686980.683400.69390
52022.07.08 15:00modify10.100.679900.683400.69390
62022.07.08 17:00s/l10.100.683400.683400.6939033.1110033.11
72022.07.08 17:00s/l20.100.683400.683400.69390-35.809997.31
82022.07.11 15:00buy30.100.673900.000000.00000
92022.07.11 15:00modify30.100.673900.667900.68790
102022.07.18 07:00buy40.100.681620.000000.00000
112022.07.18 07:00modify40.100.681620.678800.68790
122022.07.18 07:00buy50.100.681620.000000.00000
132022.07.18 07:00modify50.100.681620.678800.68790
142022.07.18 07:00modify30.100.673900.678800.68790
152022.07.19 08:00t/p30.100.687900.678800.68790136.9710134.28
162022.07.19 08:00t/p40.100.687900.678800.6879062.4210196.70
172022.07.19 08:00t/p50.100.687900.678800.6879062.4210259.12
182022.07.19 12:00sell60.100.689720.000000.00000
192022.07.19 12:00modify60.100.689720.695720.67572
202022.07.22 14:00s/l60.100.695720.695720.67572-59.1910199.92
212022.07.22 15:00sell70.100.696020.000000.00000
222022.07.22 15:00modify70.100.696020.702020.68202
232022.07.29 05:00s/l70.100.702020.702020.68202-58.8710141.05
242022.08.01 12:00sell80.100.703850.000000.00000
252022.08.01 12:00modify80.100.703850.709850.68985
262022.08.03 00:00t/p80.100.689850.709850.68985140.3210281.38
272022.08.05 14:00buy90.100.689720.000000.00000
282022.08.05 14:00modify90.100.689720.683720.70372
292022.08.08 10:00buy100.100.696790.000000.00000
302022.08.08 10:00modify100.100.696790.693220.70372
312022.08.08 10:00modify90.100.689720.693220.70372
322022.08.08 11:00buy110.100.697690.000000.00000
332022.08.08 11:00modify110.100.697690.694620.70372
342022.08.08 11:00buy120.100.697690.000000.00000
352022.08.08 11:00modify120.100.697690.694620.70372
362022.08.08 11:00modify100.100.696790.694620.70372
372022.08.08 11:00modify90.100.689720.694620.70372
382022.08.10 01:00s/l90.100.694620.694620.7037247.8610329.24
392022.08.10 01:00s/l100.100.694620.694620.70372-22.4610306.78
402022.08.10 01:00s/l110.100.694620.694620.70372-31.4610275.32
412022.08.10 01:00s/l120.100.694620.694620.70372-31.4610243.87
422022.08.10 18:00sell130.100.709920.000000.00000
432022.08.10 18:00modify130.100.709920.715920.69592
442022.08.15 12:00sell140.100.702720.000000.00000
452022.08.15 12:00modify140.100.702720.706420.69592
462022.08.15 12:00modify130.100.709920.706420.69592
472022.08.15 21:00sell150.100.702120.000000.00000
482022.08.15 21:00modify150.100.702120.705020.69592
492022.08.15 21:00sell160.100.702120.000000.00000
502022.08.15 21:00modify160.100.702120.705020.69592
512022.08.15 21:00modify140.100.702720.705020.69592
522022.08.15 21:00modify130.100.709920.705020.69592
532022.08.17 11:00t/p130.100.695920.705020.69592141.1310384.99
542022.08.17 11:00t/p140.100.695920.705020.6959268.3210453.32
552022.08.17 11:00t/p150.100.695920.705020.6959262.3210515.64
562022.08.17 11:00t/p160.100.695920.705020.6959262.3210577.96
572022.08.19 12:00buy170.100.689240.000000.00000
582022.08.19 12:00modify170.100.689240.683240.70324
592022.08.25 07:00buy180.100.697060.000000.00000
602022.08.25 07:00modify180.100.697060.694140.70324
612022.08.25 07:00buy190.100.697060.000000.00000
622022.08.25 07:00modify190.100.697060.694140.70324
632022.08.25 07:00modify170.100.689240.694140.70324
642022.08.26 08:00buy200.100.696390.000000.00000
652022.08.26 08:00modify200.100.696390.692740.70324
662022.08.26 09:00modify200.100.696390.694140.70324
672022.08.26 15:00s/l170.100.694140.694140.7032446.3510624.31
682022.08.26 15:00s/l180.100.694140.694140.70324-29.5810594.73
692022.08.26 15:00s/l190.100.694140.694140.70324-29.5810565.15
702022.08.26 15:00s/l200.100.694140.694140.70324-22.5010542.65
712022.08.26 20:00buy210.100.689420.000000.00000
722022.08.26 20:00modify210.100.689420.683420.70342
732022.09.01 00:00s/l210.100.683420.683420.70342-62.2710480.38
742022.09.02 11:00sell220.100.680730.000000.00000
752022.09.02 11:00modify220.100.680730.686730.66673
762022.09.06 19:00sell230.100.673030.000000.00000
772022.09.06 19:00modify230.100.673030.675830.66673
782022.09.06 19:00sell240.100.673030.000000.00000
792022.09.06 19:00modify240.100.673030.675830.66673
802022.09.06 19:00modify220.100.680730.675830.66673
812022.09.07 18:00s/l220.100.675830.675830.6667349.4810529.86
822022.09.07 18:00s/l230.100.675830.675830.66673-27.8410502.03
832022.09.07 18:00s/l240.100.675830.675830.66673-27.8410474.19
842022.09.12 18:00sell250.100.689300.000000.00000
852022.09.12 18:00modify250.100.689300.695300.67530
862022.09.13 19:00t/p250.100.675300.695300.67530140.1610614.35
872022.09.13 22:00buy260.100.673720.000000.00000
882022.09.13 22:00modify260.100.673720.667720.68772
892022.09.16 08:00s/l260.100.667720.667720.68772-61.8910552.45
902022.09.23 10:00buy270.100.658540.000000.00000
912022.09.23 10:00modify270.100.658540.652540.67254
922022.09.23 18:00s/l270.100.652540.652540.67254-60.0010492.45
932022.10.03 18:00sell280.100.650320.000000.00000
942022.10.03 18:00modify280.100.650320.656320.63632
952022.10.06 15:00sell290.100.643100.000000.00000
962022.10.06 15:00modify290.100.643100.646820.63632
972022.10.06 15:00modify280.100.650320.646820.63632
982022.10.07 20:00t/p280.100.636320.646820.63632140.9710633.42
992022.10.07 20:00t/p290.100.636320.646820.6363267.9610701.38
1002022.10.21 15:00sell300.100.631400.000000.00000
1012022.10.21 15:00modify300.100.631400.637400.61740
1022022.10.21 17:00s/l300.100.637400.637400.61740-60.0010641.38
1032022.10.21 17:00sell310.100.636110.000000.00000
1042022.10.21 17:00modify310.100.636110.642110.62211
1052022.10.26 07:00s/l310.100.642110.642110.62211-59.5210581.87
1062022.11.02 22:00buy320.100.635410.000000.00000
1072022.11.02 22:00modify320.100.635410.629410.64941
1082022.11.03 10:00s/l320.100.629410.629410.64941-61.1410520.73
1092022.11.03 11:00buy330.100.629360.000000.00000
1102022.11.03 11:00modify330.100.629360.623360.64336
1112022.11.04 13:00t/p330.100.643360.623360.64336139.6210660.35
1122022.11.09 21:00buy340.100.642690.000000.00000
1132022.11.09 21:00modify340.100.642690.636690.65669
1142022.11.10 16:00t/p340.100.656690.636690.65669138.8610799.21
1152022.11.10 17:00sell350.100.658870.000000.00000
1162022.11.10 17:00modify350.100.658870.664870.64487
1172022.11.11 06:00s/l350.100.664870.664870.64487-59.8410739.38
1182022.11.30 11:00sell360.100.672440.000000.00000
1192022.11.30 11:00modify360.100.672440.678440.65844
1202022.11.30 20:00s/l360.100.678440.678440.65844-60.0010679.38
1212022.11.30 21:00sell370.100.678770.000000.00000
1222022.11.30 21:00modify370.100.678770.684770.66477
1232022.12.05 04:00s/l370.100.684770.684770.66477-59.1910620.18
1242022.12.05 22:00buy380.100.669800.000000.00000
1252022.12.05 22:00modify380.100.669800.663800.68380
1262022.12.08 15:00buy390.100.676860.000000.00000
1272022.12.08 15:00modify390.100.676860.673300.68380
1282022.12.08 15:00modify380.100.669800.673300.68380
1292022.12.09 00:00buy400.100.677730.000000.00000
1302022.12.09 00:00modify400.100.677730.674700.68380
1312022.12.09 00:00buy410.100.677730.000000.00000
1322022.12.09 00:00modify410.100.677730.674700.68380
1332022.12.09 00:00modify390.100.676860.674700.68380
1342022.12.09 00:00modify380.100.669800.674700.68380
1352022.12.09 14:00s/l380.100.674700.674700.6838046.7310666.91
1362022.12.09 14:00s/l390.100.674700.674700.68380-21.9810644.93
1372022.12.09 14:00s/l400.100.674700.674700.68380-30.3010614.63
1382022.12.09 14:00s/l410.100.674700.674700.68380-30.3010584.33
1392022.12.13 16:00sell420.100.687680.000000.00000
1402022.12.13 16:00modify420.100.687680.693680.67368
1412022.12.15 16:00t/p420.100.673680.693680.67368140.6410724.98
1422022.12.22 20:00buy430.100.666050.000000.00000
1432022.12.22 20:00modify430.100.666050.660050.68005
1442022.12.27 15:00buy440.100.673990.000000.00000
1452022.12.27 15:00modify440.100.673990.670950.68005
1462022.12.27 15:00buy450.100.673990.000000.00000
1472022.12.27 15:00modify450.100.673990.670950.68005
1482022.12.27 15:00modify430.100.666050.670950.68005
1492022.12.27 23:00buy460.100.673200.000000.00000
1502022.12.27 23:00modify460.100.673200.669550.68005
1512022.12.28 00:00modify460.100.673200.670950.68005
1522022.12.28 14:00t/p430.100.680050.670950.68005138.4810863.46
1532022.12.28 14:00t/p440.100.680050.670950.6800560.2210923.68
1542022.12.28 14:00t/p450.100.680050.670950.6800560.2210983.90
1552022.12.28 14:00t/p460.100.680050.670950.6800568.1211052.02
1562023.01.04 12:00sell470.100.687130.000000.00000
1572023.01.04 12:00modify470.100.687130.693130.67313
1582023.01.06 12:00t/p470.100.673130.693130.67313140.6411192.67
1592023.01.18 09:00sell480.100.701810.000000.00000
1602023.01.18 09:00modify480.100.701810.707810.68781
1612023.01.19 11:00t/p480.100.687810.707810.68781140.4811333.15
1622023.01.23 10:00sell490.100.700760.000000.00000
1632023.01.23 10:00modify490.100.700760.706760.68676
1642023.01.25 01:00s/l490.100.706760.706760.68676-59.6811273.47
1652023.02.01 23:00sell500.100.713090.000000.00000
1662023.02.01 23:00modify500.100.713090.719090.69909
1672023.02.03 03:00sell510.100.705350.000000.00000
1682023.02.03 03:00modify510.100.705350.708190.69909
1692023.02.03 03:00sell520.100.705350.000000.00000
1702023.02.03 03:00modify520.100.705350.708190.69909
1712023.02.03 03:00modify500.100.713090.708190.69909
1722023.02.03 14:00t/p500.100.699090.708190.69909140.6411414.12
1732023.02.03 14:00t/p510.100.699090.708190.6990962.6011476.72
1742023.02.03 14:00t/p520.100.699090.708190.6990962.6011539.32
1752023.02.03 18:00buy530.100.694830.000000.00000
1762023.02.03 18:00modify530.100.694830.688830.70883
1772023.02.06 14:00s/l530.100.688830.688830.70883-60.3811478.94
1782023.02.08 17:00buy540.100.694270.000000.00000
1792023.02.08 17:00modify540.100.694270.688270.70827
1802023.02.09 14:00buy550.100.701290.000000.00000
1812023.02.09 14:00modify550.100.701290.697770.70827
1822023.02.09 14:00modify540.100.694270.697770.70827
1832023.02.09 16:00s/l540.100.697770.697770.7082733.8611512.80
1842023.02.09 16:00s/l550.100.697770.697770.70827-35.2011477.60
1852023.02.15 09:00buy560.100.691100.000000.00000
1862023.02.15 09:00modify560.100.691100.685100.70510
1872023.02.16 16:00s/l560.100.685100.685100.70510-61.1411416.47
1882023.03.07 13:00buy570.100.666950.000000.00000
1892023.03.07 13:00modify570.100.666950.660950.68095
1902023.03.07 16:00s/l570.100.660950.660950.68095-60.0011356.47
1912023.03.09 21:00buy580.100.659000.000000.00000
1922023.03.09 21:00modify580.100.659000.653000.67300
1932023.03.13 03:00buy590.100.666860.000000.00000
1942023.03.13 03:00modify590.100.666860.663900.67300
1952023.03.13 03:00buy600.100.666860.000000.00000
1962023.03.13 03:00modify600.100.666860.663900.67300
1972023.03.13 03:00modify580.100.659000.663900.67300
1982023.03.13 10:00s/l580.100.663900.663900.6730048.2411404.71
1992023.03.13 10:00s/l590.100.663900.663900.67300-29.6011375.11
2002023.03.13 10:00s/l600.100.663900.663900.67300-29.6011345.51
2012023.03.15 12:00buy610.100.664290.000000.00000
2022023.03.15 12:00modify610.100.664290.658290.67829
2032023.03.17 19:00buy620.100.671470.000000.00000
2042023.03.17 19:00modify620.100.671470.667790.67829
2052023.03.17 19:00modify610.100.664290.667790.67829
2062023.03.20 07:00s/l610.100.667790.667790.6782933.1111378.62
2072023.03.20 07:00s/l620.100.667790.667790.67829-37.1811341.44
2082023.03.24 13:00buy630.100.664080.000000.00000
2092023.03.24 13:00modify630.100.664080.658080.67808
2102023.03.28 17:00buy640.100.671190.000000.00000
2112023.03.28 17:00modify640.100.671190.667580.67808
2122023.03.28 17:00modify630.100.664080.667580.67808
2132023.03.29 07:00s/l630.100.667580.667580.6780833.8611375.30
2142023.03.29 07:00s/l640.100.667580.667580.67808-36.4811338.82
2152023.03.30 09:00sell650.100.671060.000000.00000
2162023.03.30 09:00modify650.100.671060.677060.65706
2172023.04.03 14:00s/l650.100.677060.677060.65706-59.6811279.15
2182023.04.07 16:00buy660.100.666750.000000.00000
2192023.04.07 16:00modify660.100.666750.660750.68075
2202023.04.13 12:00buy670.100.673870.000000.00000
2212023.04.13 12:00modify670.100.673870.670250.68075
2222023.04.13 12:00modify660.100.666750.670250.68075
2232023.04.14 16:00s/l660.100.670250.670250.6807532.3511311.49
2242023.04.14 16:00s/l670.100.670250.670250.68075-36.5811274.92
2252023.04.19 11:00buy680.100.670330.000000.00000
2262023.04.19 11:00modify680.100.670330.664330.68433
2272023.04.25 14:00s/l680.100.664330.664330.68433-62.2711212.64
2282023.04.25 15:00buy690.100.663550.000000.00000
2292023.04.25 15:00modify690.100.663550.657550.67755
2302023.04.28 13:00s/l690.100.657550.657550.67755-61.8911150.75
2312023.05.11 15:00buy700.100.670430.000000.00000
2322023.05.11 15:00modify700.100.670430.664430.68443
2332023.05.12 16:00s/l700.100.664430.664430.68443-60.3811090.37
2342023.05.18 15:00buy710.100.661330.000000.00000
2352023.05.18 15:00modify710.100.661330.655330.67533
2362023.05.24 14:00s/l710.100.655330.655330.67533-61.5211028.85
2372023.05.31 09:00buy720.100.648050.000000.00000
2382023.05.31 09:00modify720.100.648050.642050.66205
2392023.06.01 15:00buy730.100.655810.000000.00000
2402023.06.01 15:00modify730.100.655810.652950.66205
2412023.06.01 15:00buy740.100.655810.000000.00000
2422023.06.01 15:00modify740.100.655810.652950.66205
2432023.06.01 15:00modify720.100.648050.652950.66205
2442023.06.02 09:00t/p720.100.662050.652950.66205138.4811167.34
2452023.06.02 09:00t/p730.100.662050.652950.6620562.0211229.36
2462023.06.02 09:00t/p740.100.662050.652950.6620562.0211291.38
2472023.06.08 16:00sell750.100.670580.000000.00000
2482023.06.08 16:00modify750.100.670580.676580.65658
2492023.06.12 08:00s/l750.100.676580.676580.65658-59.6811231.70
2502023.06.14 17:00sell760.100.682640.000000.00000
2512023.06.14 17:00modify760.100.682640.688640.66864
2522023.06.15 18:00s/l760.100.688640.688640.66864-59.5211172.19