Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 test2617Ticks modelled4234Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit533.54Gross profit1249.97Gross loss-716.43
Profit factor1.74Expected payoff24.25
Absolute drawdown48.49Maximal drawdown403.64 (3.90%)Relative drawdown3.90% (403.64)
Total trades22Short positions (won %)14 (64.29%)Long positions (won %)8 (50.00%)
Profit trades (% of total)13 (59.09%)Loss trades (% of total)9 (40.91%)
Largestprofit trade141.77loss trade-102.65
Averageprofit trade96.15loss trade-79.60
Maximumconsecutive wins (profit in money)5 (455.71)consecutive losses (loss in money)3 (-303.79)
Maximalconsecutive profit (count of wins)455.71 (5)consecutive loss (count of losses)-303.79 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.02 12:00buy10.100.693790.000000.00000
22022.08.02 12:00modify10.100.693790.683790.70779
32022.08.10 16:00t/p10.100.707790.683790.70779136.9710136.97
42022.08.10 20:00sell20.100.708010.000000.00000
52022.08.10 20:00modify20.100.708010.718010.69401
62022.08.15 20:00sell30.100.702290.000000.00000
72022.08.15 20:00modify30.100.702290.707310.69401
82022.08.15 20:00modify20.100.708010.707310.69401
92022.08.17 12:00t/p20.100.694010.707310.69401141.1310278.10
102022.08.17 12:00t/p30.100.694010.707310.6940183.1210361.22
112022.09.21 12:00buy40.100.667440.000000.00000
122022.09.21 12:00modify40.100.667440.657440.68144
132022.09.22 08:00s/l40.100.657440.657440.68144-101.1410260.08
142022.09.26 08:00buy50.100.650620.000000.00000
152022.09.26 08:00modify50.100.650620.640620.66462
162022.09.28 04:00s/l50.100.640620.640620.66462-100.7610159.33
172022.10.10 12:00buy60.100.631680.000000.00000
182022.10.10 12:00modify60.100.631680.621680.64568
192022.10.13 16:00s/l60.100.621680.621680.64568-101.8910057.43
202022.10.26 20:00sell70.100.648960.000000.00000
212022.10.26 20:00modify70.100.648960.658960.63496
222022.10.28 08:00sell80.100.641830.000000.00000
232022.10.28 08:00modify80.100.641830.645460.63496
242022.10.28 08:00modify70.100.648960.645460.63496
252022.11.01 12:00s/l70.100.645460.645460.6349635.9710093.40
262022.11.01 12:00s/l80.100.645460.645460.63496-35.9810057.42
272022.11.10 20:00sell90.100.659130.000000.00000
282022.11.10 20:00modify90.100.659130.669130.64513
292022.11.11 16:00s/l90.100.669130.669130.64513-99.849957.58
302022.11.21 20:00buy100.100.660060.000000.00000
312022.11.21 20:00modify100.100.660060.650060.67406
322022.11.24 00:00t/p100.100.674060.650060.67406138.1110095.69
332023.01.18 12:00sell110.100.701780.000000.00000
342023.01.18 12:00modify110.100.701780.711780.68778
352023.01.19 04:00sell120.100.690550.000000.00000
362023.01.19 04:00modify120.100.690550.692680.68778
372023.01.19 04:00modify110.100.701780.692680.68778
382023.01.19 12:00t/p110.100.687780.692680.68778140.4810236.17
392023.01.19 12:00t/p120.100.687780.692680.6877827.7010263.87
402023.01.25 08:00sell130.100.709860.000000.00000
412023.01.25 08:00modify130.100.709860.719860.69586
422023.02.03 16:00t/p130.100.695860.719860.69586141.7710405.65
432023.05.02 12:00sell140.100.670050.000000.00000
442023.05.02 12:00modify140.100.670050.680050.65605
452023.05.04 00:00sell150.100.664150.000000.00000
462023.05.04 00:00modify150.100.664150.669350.65605
472023.05.04 00:00modify140.100.670050.669350.65605
482023.05.04 04:00s/l140.100.669350.669350.656057.6410413.29
492023.05.04 04:00s/l150.100.669350.669350.65605-52.0010361.29
502023.05.05 08:00sell160.100.673100.000000.00000
512023.05.05 08:00modify160.100.673100.683100.65910
522023.05.16 12:00sell170.100.667210.000000.00000
532023.05.16 12:00modify170.100.667210.672400.65910
542023.05.16 12:00modify160.100.673100.672400.65910
552023.05.18 16:00sell180.100.661670.000000.00000
562023.05.18 16:00modify180.100.661670.664000.65910
572023.05.18 16:00modify170.100.667210.664000.65910
582023.05.18 16:00modify160.100.673100.664000.65910
592023.05.19 04:00s/l160.100.664000.664000.6591093.2610454.55
602023.05.19 04:00s/l170.100.664000.664000.6591032.9110487.46
612023.05.19 04:00s/l180.100.664000.664000.65910-23.1410464.32
622023.05.31 12:00buy190.100.647950.000000.00000
632023.05.31 12:00modify190.100.647950.637950.66195
642023.06.02 12:00t/p190.100.661950.637950.66195138.4810602.80
652023.06.06 12:00sell200.100.666170.000000.00000
662023.06.06 12:00modify200.100.666170.676170.65217
672023.06.12 08:00s/l200.100.676170.676170.65217-99.0310503.77
682023.06.23 16:00buy210.100.668870.000000.00000
692023.06.23 16:00modify210.100.668870.658870.68287
702023.07.13 08:00t/p210.100.682870.658870.68287132.4210636.19
712023.07.21 16:00buy220.100.673860.000000.00000
722023.07.21 16:00modify220.100.673860.663860.68786
732023.07.28 08:00s/l220.100.663860.663860.68786-102.6510533.54