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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 profit734.63Gross profit1215.40Gross loss-480.77
Profit factor2.53Expected payoff38.66
Absolute drawdown35.19Maximal drawdown399.17 (3.59%)Relative drawdown3.59% (399.17)
Total trades19Short positions (won %)11 (63.64%)Long positions (won %)8 (62.50%)
Profit trades (% of total)12 (63.16%)Loss trades (% of total)7 (36.84%)
Largestprofit trade151.13loss trade-81.14
Averageprofit trade101.28loss trade-68.68
Maximumconsecutive wins (profit in money)5 (567.67)consecutive losses (loss in money)2 (-159.52)
Maximalconsecutive profit (count of wins)567.67 (5)consecutive loss (count of losses)-159.52 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.11 16:00buy10.100.675190.000000.00000
22022.07.11 16:00modify10.100.675190.667190.69019
32022.07.19 12:00t/p10.100.690190.667190.69019146.9710146.97
42022.08.10 16:00sell20.100.709690.000000.00000
52022.08.10 16:00modify20.100.709690.717690.69469
62022.08.15 12:00sell30.100.702720.000000.00000
72022.08.15 12:00modify30.100.702720.708940.69469
82022.08.15 12:00modify20.100.709690.708940.69469
92022.08.17 12:00t/p20.100.694690.708940.69469151.1310298.10
102022.08.17 12:00t/p30.100.694690.708940.6946980.6210378.72
112022.09.09 08:00sell40.100.686030.000000.00000
122022.09.09 08:00modify40.100.686030.694030.67103
132022.09.14 08:00t/p40.100.671030.694030.67103150.4810529.20
142022.10.26 08:00sell50.100.647020.000000.00000
152022.10.26 08:00modify50.100.647020.655020.63202
162022.10.28 16:00sell60.100.639440.000000.00000
172022.10.28 16:00modify60.100.639440.643270.63202
182022.10.28 16:00modify50.100.647020.643270.63202
192022.11.01 04:00s/l50.100.643270.643270.6320238.4710567.67
202022.11.01 04:00s/l60.100.643270.643270.63202-37.9810529.69
212022.11.03 12:00buy70.100.629090.000000.00000
222022.11.03 12:00modify70.100.629090.621090.64409
232022.11.04 16:00t/p70.100.644090.621090.64409149.6210679.32
242022.11.04 16:00sell80.100.643390.000000.00000
252022.11.04 16:00modify80.100.643390.651390.62839
262022.11.08 16:00s/l80.100.651390.651390.62839-79.6810599.64
272022.11.10 16:00sell90.100.659550.000000.00000
282022.11.10 16:00modify90.100.659550.667550.64455
292022.11.11 12:00s/l90.100.667550.667550.64455-79.8410519.80
302022.12.05 20:00buy100.100.669860.000000.00000
312022.12.05 20:00modify100.100.669860.661860.68486
322022.12.13 16:00t/p100.100.684860.661860.68486146.9710666.77
332022.12.13 16:00sell110.100.687680.000000.00000
342022.12.13 16:00modify110.100.687680.695680.67268
352022.12.15 12:00sell120.100.676430.000000.00000
362022.12.15 12:00modify120.100.676430.679430.67268
372022.12.15 12:00modify110.100.687680.679430.67268
382022.12.15 16:00t/p110.100.672680.679430.67268150.6410817.41
392022.12.15 16:00t/p120.100.672680.679430.6726837.5010854.91
402022.12.15 16:00buy130.100.672500.000000.00000
412022.12.15 16:00modify130.100.672500.664500.68750
422022.12.20 08:00s/l130.100.664500.664500.68750-81.1410773.78
432023.01.03 12:00buy140.100.670060.000000.00000
442023.01.03 12:00modify140.100.670060.662060.68506
452023.01.04 12:00t/p140.100.685060.662060.68506149.6210923.40
462023.01.04 12:00sell150.100.687130.000000.00000
472023.01.04 12:00modify150.100.687130.695130.67213
482023.01.05 04:00sell160.100.680170.000000.00000
492023.01.05 04:00modify160.100.680170.686380.67213
502023.01.05 04:00modify150.100.687130.686380.67213
512023.01.06 20:00s/l150.100.686380.686380.672138.1410931.54
522023.01.06 20:00s/l160.100.686380.686380.67213-61.9410869.60
532023.02.03 16:00buy170.100.697810.000000.00000
542023.02.03 16:00modify170.100.697810.689810.71281
552023.02.05 20:00s/l170.100.689810.689810.71281-80.0010789.60
562023.03.07 16:00buy180.100.660890.000000.00000
572023.03.07 16:00modify180.100.660890.652890.67589
582023.03.13 08:00buy190.100.667660.000000.00000
592023.03.13 08:00modify190.100.667660.661640.67589
602023.03.13 08:00modify180.100.660890.661640.67589
612023.03.13 12:00s/l180.100.661640.661640.675895.2310794.83
622023.03.13 12:00s/l190.100.661640.661640.67589-60.2010734.63