Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2022.08.01 00:00 - 2023.07.31 23:59 (2022.08.01 - 2023.08.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 test7259Ticks modelled13518Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1516.04Gross profit2698.61Gross loss-1182.57
Profit factor2.28Expected payoff22.97
Absolute drawdown7.10Maximal drawdown346.14 (2.96%)Relative drawdown2.96% (346.14)
Total trades66Short positions (won %)27 (70.37%)Long positions (won %)39 (48.72%)
Profit trades (% of total)38 (57.58%)Loss trades (% of total)28 (42.42%)
Largestprofit trade111.13loss trade-62.65
Averageprofit trade71.02loss trade-42.23
Maximumconsecutive wins (profit in money)13 (915.55)consecutive losses (loss in money)6 (-298.91)
Maximalconsecutive profit (count of wins)915.55 (13)consecutive loss (count of losses)-298.91 (6)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.01 12:00sell10.100.703850.000000.00000
22022.08.01 12:00modify10.100.703850.709850.69285
32022.08.02 05:00sell20.100.696980.000000.00000
42022.08.02 05:00modify20.100.696980.698900.69285
52022.08.02 05:00sell30.100.696980.000000.00000
62022.08.02 05:00modify30.100.696980.700000.69285
72022.08.02 05:00modify10.100.703850.700000.69285
82022.08.02 06:00modify20.100.696980.700000.69285
92022.08.02 08:00t/p10.100.692850.700000.69285110.1610110.16
102022.08.02 08:00t/p20.100.692850.700000.6928541.3010151.46
112022.08.02 08:00t/p30.100.692850.700000.6928541.3010192.76
122022.08.02 10:00buy40.100.692550.000000.00000
132022.08.02 10:00modify40.100.692550.686550.70355
142022.08.08 13:00buy50.100.699430.000000.00000
152022.08.08 13:00modify50.100.699430.697500.70355
162022.08.08 13:00buy60.100.699430.000000.00000
172022.08.08 13:00modify60.100.699430.696400.70355
182022.08.08 13:00modify40.100.692550.696400.70355
192022.08.08 14:00modify50.100.699430.696400.70355
202022.08.09 08:00buy70.100.698100.000000.00000
212022.08.09 08:00modify70.100.698100.694750.70355
222022.08.09 09:00modify70.100.698100.696400.70355
232022.08.09 17:00s/l40.100.696400.696400.7035535.8510228.61
242022.08.09 17:00s/l50.100.696400.696400.70355-30.6810197.93
252022.08.09 17:00s/l60.100.696400.696400.70355-30.6810167.25
262022.08.09 17:00s/l70.100.696400.696400.70355-17.0010150.25
272022.08.10 18:00sell80.100.709920.000000.00000
282022.08.10 18:00modify80.100.709920.715920.69892
292022.08.15 09:00sell90.100.704410.000000.00000
302022.08.15 09:00modify90.100.704410.707720.69892
312022.08.15 09:00modify80.100.709920.707720.69892
322022.08.17 08:00t/p80.100.698920.707720.69892111.1310261.38
332022.08.17 08:00t/p90.100.698920.707720.6989255.2210316.60
342022.08.23 16:00sell100.100.694130.000000.00000
352022.08.23 16:00modify100.100.694130.700130.68313
362022.08.26 14:00s/l100.100.700130.700130.68313-59.1910257.41
372022.08.26 20:00buy110.100.689420.000000.00000
382022.08.26 20:00modify110.100.689420.683420.70042
392022.09.01 00:00s/l110.100.683420.683420.70042-62.2710195.14
402022.09.02 16:00sell120.100.684350.000000.00000
412022.09.02 16:00modify120.100.684350.690350.67335
422022.09.04 21:00sell130.100.677730.000000.00000
432022.09.04 21:00modify130.100.677730.679400.67335
442022.09.04 21:00sell140.100.677730.000000.00000
452022.09.04 21:00modify140.100.677730.680500.67335
462022.09.04 21:00modify120.100.684350.680500.67335
472022.09.04 22:00modify130.100.677730.680500.67335
482022.09.05 00:00sell150.100.678850.000000.00000
492022.09.05 00:00modify150.100.678850.682150.67335
502022.09.05 01:00modify150.100.678850.680500.67335
512022.09.05 16:00s/l120.100.680500.680500.6733538.6610233.80
522022.09.05 16:00s/l130.100.680500.680500.67335-27.5410206.26
532022.09.05 16:00s/l140.100.680500.680500.67335-27.5410178.72
542022.09.05 16:00s/l150.100.680500.680500.67335-16.5010162.22
552022.09.06 16:00buy160.100.675130.000000.00000
562022.09.06 16:00modify160.100.675130.669130.68613
572022.09.09 08:00t/p160.100.686130.669130.68613108.1110270.33
582022.09.23 10:00buy170.100.658540.000000.00000
592022.09.23 10:00modify170.100.658540.652540.66954
602022.09.23 18:00s/l170.100.652540.652540.66954-60.0010210.33
612022.09.28 04:00buy180.100.640180.000000.00000
622022.09.28 04:00modify180.100.640180.634180.65118
632022.09.28 17:00t/p180.100.651180.634180.65118110.0010320.33
642022.10.06 17:00buy190.100.641490.000000.00000
652022.10.06 17:00modify190.100.641490.635490.65249
662022.10.07 20:00s/l190.100.635490.635490.65249-60.3810259.95
672022.10.23 21:00sell200.100.639390.000000.00000
682022.10.23 21:00modify200.100.639390.645390.62839
692022.10.24 10:00t/p200.100.628390.645390.62839110.1610370.11
702022.11.03 11:00buy210.100.629360.000000.00000
712022.11.03 11:00modify210.100.629360.623360.64036
722022.11.04 05:00buy220.100.634900.000000.00000
732022.11.04 05:00modify220.100.634900.631560.64036
742022.11.04 05:00modify210.100.629360.631560.64036
752022.11.04 13:00t/p210.100.640360.631560.64036109.6210479.73
762022.11.04 13:00t/p220.100.640360.631560.6403654.6010534.33
772022.11.09 21:00buy230.100.642690.000000.00000
782022.11.09 21:00modify230.100.642690.636690.65369
792022.11.10 14:00t/p230.100.653690.636690.65369108.8610643.19
802022.12.02 15:00buy240.100.677290.000000.00000
812022.12.02 15:00modify240.100.677290.671290.68829
822022.12.05 17:00s/l240.100.671290.671290.68829-60.3810582.81
832022.12.05 22:00buy250.100.669800.000000.00000
842022.12.05 22:00modify250.100.669800.663800.68080
852022.12.08 14:00buy260.100.676540.000000.00000
862022.12.08 14:00modify260.100.676540.674750.68080
872022.12.08 14:00buy270.100.676540.000000.00000
882022.12.08 14:00modify270.100.676540.673650.68080
892022.12.08 14:00modify250.100.669800.673650.68080
902022.12.08 15:00s/l260.100.674750.674750.68080-17.9010564.91
912022.12.09 17:00t/p250.100.680800.673650.68080107.7310672.64
922022.12.09 17:00t/p270.100.680800.673650.6808042.2210714.86
932022.12.15 12:00buy280.100.676730.000000.00000
942022.12.15 12:00modify280.100.676730.670730.68773
952022.12.15 16:00s/l280.100.670730.670730.68773-60.0010654.86
962022.12.22 20:00buy290.100.666050.000000.00000
972022.12.22 20:00modify290.100.666050.660050.67705
982022.12.23 18:00buy300.100.671760.000000.00000
992022.12.23 18:00modify300.100.671760.668250.67705
1002022.12.23 18:00modify290.100.666050.668250.67705
1012022.12.26 01:00s/l290.100.668250.668250.6770521.2410676.11
1022022.12.26 01:00s/l300.100.668250.668250.67705-35.4810640.63
1032023.01.04 06:00sell310.100.680100.000000.00000
1042023.01.04 06:00modify310.100.680100.686100.66910
1052023.01.04 09:00s/l310.100.686100.686100.66910-60.0010580.63
1062023.01.04 12:00sell320.100.687130.000000.00000
1072023.01.04 12:00modify320.100.687130.693130.67613
1082023.01.05 03:00sell330.100.681550.000000.00000
1092023.01.05 03:00modify330.100.681550.684930.67613
1102023.01.05 03:00modify320.100.687130.684930.67613
1112023.01.05 16:00t/p320.100.676130.684930.67613110.4810691.11
1122023.01.05 16:00t/p330.100.676130.684930.6761354.2010745.31
1132023.01.05 17:00buy340.100.674510.000000.00000
1142023.01.05 17:00modify340.100.674510.668510.68551
1152023.01.06 17:00t/p340.100.685510.668510.68551109.6210854.93
1162023.01.18 09:00sell350.100.701810.000000.00000
1172023.01.18 09:00modify350.100.701810.707810.69081
1182023.01.18 19:00sell360.100.694990.000000.00000
1192023.01.18 19:00modify360.100.694990.696860.69081
1202023.01.18 19:00sell370.100.694990.000000.00000
1212023.01.18 19:00modify370.100.694990.697960.69081
1222023.01.18 19:00modify350.100.701810.697960.69081
1232023.01.18 20:00modify360.100.694990.697960.69081
1242023.01.19 01:00t/p350.100.690810.697960.69081110.4810965.42
1252023.01.19 01:00t/p360.100.690810.697960.6908142.2811007.70
1262023.01.19 01:00t/p370.100.690810.697960.6908142.2811049.98
1272023.01.19 03:00buy380.100.690800.000000.00000
1282023.01.19 03:00modify380.100.690800.684800.70180
1292023.01.22 23:00buy390.100.697450.000000.00000
1302023.01.22 23:00modify390.100.697450.695750.70180
1312023.01.22 23:00buy400.100.697450.000000.00000
1322023.01.22 23:00modify400.100.697450.694650.70180
1332023.01.22 23:00modify380.100.690800.694650.70180
1342023.01.23 00:00modify390.100.697450.694650.70180
1352023.01.23 16:00t/p380.100.701800.694650.70180109.2411159.23
1362023.01.23 16:00t/p390.100.701800.694650.7018043.1211202.35
1372023.01.23 16:00t/p400.100.701800.694650.7018043.1211245.47
1382023.02.01 23:00sell410.100.713090.000000.00000
1392023.02.01 23:00modify410.100.713090.719090.70209
1402023.02.02 22:00sell420.100.707500.000000.00000
1412023.02.02 22:00modify420.100.707500.710890.70209
1422023.02.02 22:00modify410.100.713090.710890.70209
1432023.02.03 02:00sell430.100.706380.000000.00000
1442023.02.03 02:00modify430.100.706380.708140.70209
1452023.02.03 02:00sell440.100.706380.000000.00000
1462023.02.03 02:00modify440.100.706380.709240.70209
1472023.02.03 02:00modify420.100.707500.709240.70209
1482023.02.03 02:00modify410.100.713090.709240.70209
1492023.02.03 03:00modify430.100.706380.709240.70209
1502023.02.03 14:00t/p410.100.702090.709240.70209110.6411356.11
1512023.02.03 14:00t/p420.100.702090.709240.7020954.2611410.37
1522023.02.03 14:00t/p430.100.702090.709240.7020942.9011453.27
1532023.02.03 14:00t/p440.100.702090.709240.7020942.9011496.17
1542023.02.03 18:00buy450.100.694830.000000.00000
1552023.02.03 18:00modify450.100.694830.688830.70583
1562023.02.06 14:00s/l450.100.688830.688830.70583-60.3811435.80
1572023.02.08 17:00buy460.100.694270.000000.00000
1582023.02.08 17:00modify460.100.694270.688270.70527
1592023.02.15 14:00s/l460.100.688270.688270.70527-62.6511373.14
1602023.03.07 21:00buy470.100.659410.000000.00000
1612023.03.07 21:00modify470.100.659410.653410.67041
1622023.03.13 16:00t/p470.100.670410.653410.67041107.7311480.87
1632023.03.15 12:00buy480.100.664290.000000.00000
1642023.03.15 12:00modify480.100.664290.658290.67529
1652023.03.17 03:00buy490.100.669920.000000.00000
1662023.03.17 03:00modify490.100.669920.666490.67529
1672023.03.17 03:00modify480.100.664290.666490.67529
1682023.03.17 18:00buy500.100.670990.000000.00000
1692023.03.17 18:00modify500.100.670990.669240.67529
1702023.03.17 18:00buy510.100.670990.000000.00000
1712023.03.17 18:00modify510.100.670990.668140.67529
1722023.03.17 18:00modify490.100.669920.668140.67529
1732023.03.17 18:00modify480.100.664290.668140.67529
1742023.03.17 19:00modify500.100.670990.668140.67529
1752023.03.20 05:00s/l480.100.668140.668140.6752936.6111517.48
1762023.03.20 05:00s/l490.100.668140.668140.67529-18.1811499.30
1772023.03.20 05:00s/l500.100.668140.668140.67529-28.8811470.42
1782023.03.20 05:00s/l510.100.668140.668140.67529-28.8811441.54
1792023.03.24 13:00buy520.100.664080.000000.00000
1802023.03.24 13:00modify520.100.664080.658080.67508
1812023.03.28 20:00buy530.100.670850.000000.00000
1822023.03.28 20:00modify530.100.670850.669030.67508
1832023.03.28 20:00buy540.100.670850.000000.00000
1842023.03.28 20:00modify540.100.670850.667930.67508
1852023.03.28 20:00modify520.100.664080.667930.67508
1862023.03.28 21:00modify530.100.670850.667930.67508
1872023.03.29 07:00s/l520.100.667930.667930.6750837.3611478.90
1882023.03.29 07:00s/l530.100.667930.667930.67508-29.5811449.33
1892023.03.29 07:00s/l540.100.667930.667930.67508-29.5811419.75
1902023.04.10 15:00buy550.100.662800.000000.00000
1912023.04.10 15:00modify550.100.662800.656800.67380
1922023.04.12 22:00buy560.100.669460.000000.00000
1932023.04.12 22:00modify560.100.669460.667750.67380
1942023.04.12 22:00buy570.100.669460.000000.00000
1952023.04.12 22:00modify570.100.669460.666650.67380
1962023.04.12 22:00modify550.100.662800.666650.67380
1972023.04.12 23:00modify560.100.669460.666650.67380
1982023.04.13 12:00t/p550.100.673800.666650.67380108.1111527.85
1992023.04.13 12:00t/p560.100.673800.666650.6738042.2611570.12
2002023.04.13 12:00t/p570.100.673800.666650.6738042.2611612.38
2012023.04.13 15:00sell580.100.676670.000000.00000
2022023.04.13 15:00modify580.100.676670.682670.66567
2032023.04.17 21:00sell590.100.669940.000000.00000
2042023.04.17 21:00modify590.100.669940.671720.66567
2052023.04.17 21:00sell600.100.669940.000000.00000
2062023.04.17 21:00modify600.100.669940.672820.66567
2072023.04.17 21:00modify580.100.676670.672820.66567
2082023.04.17 22:00modify590.100.669940.672820.66567
2092023.04.18 06:00s/l580.100.672820.672820.6656738.9811651.36
2102023.04.18 06:00s/l590.100.672820.672820.66567-28.6411622.73
2112023.04.18 06:00s/l600.100.672820.672820.66567-28.6411594.09
2122023.04.21 09:00buy610.100.669060.000000.00000
2132023.04.21 09:00modify610.100.669060.663060.68006
2142023.04.25 14:00s/l610.100.663060.663060.68006-60.7611533.33
2152023.05.11 15:00buy620.100.670430.000000.00000
2162023.05.11 15:00modify620.100.670430.664430.68143
2172023.05.12 16:00s/l620.100.664430.664430.68143-60.3811472.95
2182023.06.06 06:00sell630.100.666000.000000.00000
2192023.06.06 06:00modify630.100.666000.672000.65500
2202023.06.08 16:00s/l630.100.672000.672000.65500-59.3611413.59
2212023.06.23 06:00buy640.100.669840.000000.00000
2222023.06.23 06:00modify640.100.669840.663840.68084
2232023.06.28 02:00s/l640.100.663840.663840.68084-61.1411352.46
2242023.07.20 04:00sell650.100.683110.000000.00000
2252023.07.20 04:00modify650.100.683110.689110.67211
2262023.07.21 01:00sell660.100.677420.000000.00000
2272023.07.21 01:00modify660.100.677420.680910.67211
2282023.07.21 01:00modify650.100.683110.680910.67211
2292023.07.24 02:00t/p650.100.672110.680910.67211110.3211462.78
2302023.07.24 02:00t/p660.100.672110.680910.6721153.2611516.04