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=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 test1917Ticks modelled25222071Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1809.15Gross profit2316.89Gross loss-507.75
Profit factor4.56Expected payoff44.13
Absolute drawdown72.79Maximal drawdown339.43 (2.79%)Relative drawdown2.79% (339.43)
Total trades41Short positions (won %)21 (76.19%)Long positions (won %)20 (80.00%)
Profit trades (% of total)32 (78.05%)Loss trades (% of total)9 (21.95%)
Largestprofit trade151.13loss trade-81.14
Averageprofit trade72.40loss trade-56.42
Maximumconsecutive wins (profit in money)13 (1072.02)consecutive losses (loss in money)2 (-159.52)
Maximalconsecutive profit (count of wins)1072.02 (13)consecutive loss (count of losses)-159.52 (2)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.11 16:00buy10.100.675190.000000.00000
22022.07.11 16:00modify10.100.675190.667190.69019
32022.07.18 01:25buy20.100.681940.000000.00000
42022.07.18 01:25modify20.100.681940.675940.69019
52022.07.18 01:25modify10.100.675190.675940.69019
62022.07.18 07:15buy30.100.682690.000000.00000
72022.07.18 07:15modify30.100.682690.678940.69019
82022.07.18 07:15modify20.100.681940.678940.69019
92022.07.18 07:15modify10.100.675190.678940.69019
102022.07.19 07:03buy40.100.686450.000000.00000
112022.07.19 07:03modify40.100.686450.683440.69019
122022.07.19 07:03modify30.100.682690.683440.69019
132022.07.19 07:03modify20.100.681940.683440.69019
142022.07.19 07:03modify10.100.675190.683440.69019
152022.07.19 09:44t/p10.100.690190.683440.69019146.9710146.97
162022.07.19 09:44t/p20.100.690190.683440.6901982.1210229.09
172022.07.19 09:44t/p30.100.690190.683440.6901974.6210303.71
182022.07.19 09:44t/p40.100.690190.683440.6901937.4010341.11
192022.08.10 16:00sell50.100.709690.000000.00000
202022.08.10 16:00modify50.100.709690.717690.69469
212022.08.15 09:19sell60.100.702930.000000.00000
222022.08.15 09:19modify60.100.702930.708940.69469
232022.08.15 09:19modify50.100.709690.708940.69469
242022.08.15 09:35sell70.100.702190.000000.00000
252022.08.15 09:35modify70.100.702190.705940.69469
262022.08.15 09:35modify60.100.702930.705940.69469
272022.08.15 09:35modify50.100.709690.705940.69469
282022.08.17 07:20sell80.100.698440.000000.00000
292022.08.17 07:20modify80.100.698440.701440.69469
302022.08.17 07:20modify70.100.702190.701440.69469
312022.08.17 07:20modify60.100.702930.701440.69469
322022.08.17 07:20modify50.100.709690.701440.69469
332022.08.17 11:13t/p50.100.694690.701440.69469151.1310492.24
342022.08.17 11:13t/p60.100.694690.701440.6946982.7210574.96
352022.08.17 11:13t/p70.100.694690.701440.6946975.3210650.29
362022.08.17 11:13t/p80.100.694690.701440.6946937.5010687.79
372022.09.09 08:00sell90.100.686030.000000.00000
382022.09.09 08:00modify90.100.686030.694030.67103
392022.09.13 12:59sell100.100.679270.000000.00000
402022.09.13 12:59modify100.100.679270.685280.67103
412022.09.13 12:59modify90.100.686030.685280.67103
422022.09.13 13:02sell110.100.678530.000000.00000
432022.09.13 13:02modify110.100.678530.682280.67103
442022.09.13 13:02modify100.100.679270.682280.67103
452022.09.13 13:02modify90.100.686030.682280.67103
462022.09.13 18:32sell120.100.674770.000000.00000
472022.09.13 18:32modify120.100.674770.677780.67103
482022.09.13 18:32modify110.100.678530.677780.67103
492022.09.13 18:32modify100.100.679270.677780.67103
502022.09.13 18:32modify90.100.686030.677780.67103
512022.09.14 07:22t/p90.100.671030.677780.67103150.4810838.27
522022.09.14 07:22t/p100.100.671030.677780.6710382.5610920.83
532022.09.14 07:22t/p110.100.671030.677780.6710375.1610995.99
542022.09.14 07:22t/p120.100.671030.677780.6710337.5611033.55
552022.10.26 08:00sell130.100.647020.000000.00000
562022.10.26 08:00modify130.100.647020.655020.63202
572022.10.28 09:38sell140.100.640270.000000.00000
582022.10.28 09:38modify140.100.640270.646270.63202
592022.10.28 09:38modify130.100.647020.646270.63202
602022.10.28 14:21sell150.100.639490.000000.00000
612022.10.28 14:21modify150.100.639490.643270.63202
622022.10.28 14:21modify140.100.640270.643270.63202
632022.10.28 14:21modify130.100.647020.643270.63202
642022.11.01 02:20s/l130.100.643270.643270.6320238.4711072.02
652022.11.01 02:20s/l140.100.643270.643270.63202-29.6811042.34
662022.11.01 02:20s/l150.100.643270.643270.63202-37.4811004.87
672022.11.03 12:00buy160.100.629090.000000.00000
682022.11.03 12:00modify160.100.629090.621090.64409
692022.11.04 05:18buy170.100.635840.000000.00000
702022.11.04 05:18modify170.100.635840.629840.64409
712022.11.04 05:18modify160.100.629090.629840.64409
722022.11.04 09:16buy180.100.636600.000000.00000
732022.11.04 09:16modify180.100.636600.632840.64409
742022.11.04 09:16modify170.100.635840.632840.64409
752022.11.04 09:16modify160.100.629090.632840.64409
762022.11.04 12:36buy190.100.640390.000000.00000
772022.11.04 12:36modify190.100.640390.637340.64409
782022.11.04 12:36modify180.100.636600.637340.64409
792022.11.04 12:36modify170.100.635840.637340.64409
802022.11.04 12:36modify160.100.629090.637340.64409
812022.11.04 12:58t/p160.100.644090.637340.64409149.6211154.49
822022.11.04 12:58t/p170.100.644090.637340.6440982.5011236.99
832022.11.04 12:58t/p180.100.644090.637340.6440974.9011311.89
842022.11.04 12:58t/p190.100.644090.637340.6440937.0011348.89
852022.11.04 16:00sell200.100.643390.000000.00000
862022.11.04 16:00modify200.100.643390.651390.62839
872022.11.08 15:13s/l200.100.651390.651390.62839-79.6811269.21
882022.11.10 16:00sell210.100.659550.000000.00000
892022.11.10 16:00modify210.100.659550.667550.64455
902022.11.11 08:52s/l210.100.667550.667550.64455-79.8411189.37
912022.12.05 20:00buy220.100.669860.000000.00000
922022.12.05 20:00modify220.100.669860.661860.68486
932022.12.08 13:30buy230.100.676660.000000.00000
942022.12.08 13:30modify230.100.676660.670610.68486
952022.12.08 13:30modify220.100.669860.670610.68486
962022.12.08 15:08buy240.100.677410.000000.00000
972022.12.08 15:08modify240.100.677410.673610.68486
982022.12.08 15:08modify230.100.676660.673610.68486
992022.12.08 15:08modify220.100.669860.673610.68486
1002022.12.09 16:32buy250.100.681110.000000.00000
1012022.12.09 16:32modify250.100.681110.678110.68486
1022022.12.09 16:32modify240.100.677410.678110.68486
1032022.12.09 16:32modify230.100.676660.678110.68486
1042022.12.09 16:32modify220.100.669860.678110.68486
1052022.12.11 22:04s/l220.100.678110.678110.6848680.2311269.60
1062022.12.11 22:04s/l230.100.678110.678110.6848614.1211283.72
1072022.12.11 22:04s/l240.100.678110.678110.684866.6211290.34
1082022.12.11 22:04s/l250.100.678110.678110.68486-30.0011260.34
1092022.12.13 16:00sell260.100.687680.000000.00000
1102022.12.13 16:00modify260.100.687680.695680.67268
1112022.12.15 08:12sell270.100.680920.000000.00000
1122022.12.15 08:12modify270.100.680920.686930.67268
1132022.12.15 08:12modify260.100.687680.686930.67268
1142022.12.15 08:21sell280.100.680180.000000.00000
1152022.12.15 08:21modify280.100.680180.683930.67268
1162022.12.15 08:21modify270.100.680920.683930.67268
1172022.12.15 08:21modify260.100.687680.683930.67268
1182022.12.15 10:21sell290.100.676420.000000.00000
1192022.12.15 10:21modify290.100.676420.679430.67268
1202022.12.15 10:21modify280.100.680180.679430.67268
1212022.12.15 10:21modify270.100.680920.679430.67268
1222022.12.15 10:21modify260.100.687680.679430.67268
1232022.12.15 15:09t/p260.100.672680.679430.67268150.6411410.98
1242022.12.15 15:09t/p270.100.672680.679430.6726882.4011493.38
1252022.12.15 15:09t/p280.100.672680.679430.6726875.0011568.38
1262022.12.15 15:09t/p290.100.672680.679430.6726837.4011605.78
1272022.12.15 16:00buy300.100.672500.000000.00000
1282022.12.15 16:00modify300.100.672500.664500.68750
1292022.12.20 04:45s/l300.100.664500.664500.68750-81.1411524.65
1302023.01.03 12:00buy310.100.670060.000000.00000
1312023.01.03 12:00modify310.100.670060.662060.68506
1322023.01.03 14:43buy320.100.676820.000000.00000
1332023.01.03 14:43modify320.100.676820.670810.68506
1342023.01.03 14:43modify310.100.670060.670810.68506
1352023.01.04 02:28buy330.100.677590.000000.00000
1362023.01.04 02:28modify330.100.677590.673810.68506
1372023.01.04 02:28modify320.100.676820.673810.68506
1382023.01.04 02:28modify310.100.670060.673810.68506
1392023.01.04 04:58buy340.100.681370.000000.00000
1402023.01.04 04:58modify340.100.681370.678310.68506
1412023.01.04 04:58modify330.100.677590.678310.68506
1422023.01.04 04:58modify320.100.676820.678310.68506
1432023.01.04 04:58modify310.100.670060.678310.68506
1442023.01.04 08:12t/p310.100.685060.678310.68506149.6211674.27
1452023.01.04 08:12t/p320.100.685060.678310.6850682.0211756.29
1462023.01.04 08:12t/p330.100.685060.678310.6850674.7011830.99
1472023.01.04 08:12t/p340.100.685060.678310.6850636.9011867.89
1482023.01.04 12:00sell350.100.687130.000000.00000
1492023.01.04 12:00modify350.100.687130.695130.67213
1502023.01.05 03:55sell360.100.680380.000000.00000
1512023.01.05 03:55modify360.100.680380.686380.67213
1522023.01.05 03:55modify350.100.687130.686380.67213
1532023.01.05 13:37sell370.100.679630.000000.00000
1542023.01.05 13:37modify370.100.679630.683380.67213
1552023.01.05 13:37modify360.100.680380.683380.67213
1562023.01.05 13:37modify350.100.687130.683380.67213
1572023.01.05 15:03sell380.100.675880.000000.00000
1582023.01.05 15:03modify380.100.675880.678880.67213
1592023.01.05 15:03modify370.100.679630.678880.67213
1602023.01.05 15:03modify360.100.680380.678880.67213
1612023.01.05 15:03modify350.100.687130.678880.67213
1622023.01.06 03:15s/l350.100.678880.678880.6721383.1411951.04
1632023.01.06 03:15s/l360.100.678880.678880.6721315.1611966.20
1642023.01.06 03:15s/l370.100.678880.678880.672137.6611973.86
1652023.01.06 03:15s/l380.100.678880.678880.67213-29.8411944.02
1662023.02.03 16:00buy390.100.697810.000000.00000
1672023.02.03 16:00modify390.100.697810.689810.71281
1682023.02.05 22:00s/l390.100.689810.689810.71281-80.0011864.02
1692023.03.07 16:00buy400.100.660890.000000.00000
1702023.03.07 16:00modify400.100.660890.652890.67589
1712023.03.13 07:41buy410.100.667650.000000.00000
1722023.03.13 07:41modify410.100.667650.661640.67589
1732023.03.13 07:41modify400.100.660890.661640.67589
1742023.03.13 10:14s/l400.100.661640.661640.675895.2311869.25
1752023.03.13 10:14s/l410.100.661640.661640.67589-60.1011809.15