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 20:00 (2022.08.01 - 2023.08.01)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1917Ticks modelled24316995Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1346.08Gross profit2129.67Gross loss-783.59
Profit factor2.72Expected payoff30.59
Absolute drawdown165.50Maximal drawdown494.20 (4.78%)Relative drawdown4.78% (494.20)
Total trades44Short positions (won %)24 (70.83%)Long positions (won %)20 (70.00%)
Profit trades (% of total)31 (70.45%)Loss trades (% of total)13 (29.55%)
Largestprofit trade141.13loss trade-101.89
Averageprofit trade68.70loss trade-60.28
Maximumconsecutive wins (profit in money)11 (791.46)consecutive losses (loss in money)3 (-303.79)
Maximalconsecutive profit (count of wins)791.46 (11)consecutive loss (count of losses)-303.79 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.02 12:00buy10.100.693790.000000.00000
22022.08.02 12:00modify10.100.693790.683790.70779
32022.08.08 12:58buy20.100.699410.000000.00000
42022.08.08 12:58modify20.100.699410.694490.70779
52022.08.08 12:58modify10.100.693790.694490.70779
62022.08.08 14:53buy30.100.700820.000000.00000
72022.08.08 14:53modify30.100.700820.697290.70779
82022.08.08 14:53modify20.100.699410.697290.70779
92022.08.08 14:53modify10.100.693790.697290.70779
102022.08.09 01:18s/l10.100.697290.697290.7077932.3510032.35
112022.08.09 01:18s/l20.100.697290.697290.70779-21.5810010.77
122022.08.09 01:18s/l30.100.697290.697290.70779-35.689975.09
132022.08.10 20:00sell40.100.708010.000000.00000
142022.08.10 20:00modify40.100.708010.718010.69401
152022.08.15 09:32sell50.100.702410.000000.00000
162022.08.15 09:32modify50.100.702410.707310.69401
172022.08.15 09:32modify40.100.708010.707310.69401
182022.08.16 00:17sell60.100.701010.000000.00000
192022.08.16 00:17modify60.100.701010.704510.69401
202022.08.16 00:17modify50.100.702410.704510.69401
212022.08.16 00:17modify40.100.708010.704510.69401
222022.08.17 08:07sell70.100.696810.000000.00000
232022.08.17 08:07modify70.100.696810.698910.69401
242022.08.17 08:07modify60.100.701010.698910.69401
252022.08.17 08:07modify50.100.702410.698910.69401
262022.08.17 08:07modify40.100.708010.698910.69401
272022.08.17 11:26t/p40.100.694010.698910.69401141.1310116.22
282022.08.17 11:26t/p50.100.694010.698910.6940184.3210200.54
292022.08.17 11:26t/p60.100.694010.698910.6940170.1610270.70
302022.08.17 11:26t/p70.100.694010.698910.6940128.0010298.70
312022.09.21 12:00buy80.100.667440.000000.00000
322022.09.21 12:00modify80.100.667440.657440.68144
332022.09.22 07:04s/l80.100.657440.657440.68144-101.1410197.57
342022.09.26 08:00buy90.100.650620.000000.00000
352022.09.26 08:00modify90.100.650620.640620.66462
362022.09.28 01:49s/l90.100.640620.640620.66462-100.7610096.81
372022.10.10 12:00buy100.100.631680.000000.00000
382022.10.10 12:00modify100.100.631680.621680.64568
392022.10.13 12:30s/l100.100.621680.621680.64568-101.899994.92
402022.10.26 20:00sell110.100.648960.000000.00000
412022.10.26 20:00modify110.100.648960.658960.63496
422022.10.27 12:10sell120.100.643360.000000.00000
432022.10.27 12:10modify120.100.643360.648260.63496
442022.10.27 12:10modify110.100.648960.648260.63496
452022.10.27 13:16s/l110.100.648260.648260.634967.4810002.40
462022.10.27 13:16s/l120.100.648260.648260.63496-49.009953.40
472022.11.10 20:00sell130.100.659130.000000.00000
482022.11.10 20:00modify130.100.659130.669130.64513
492022.11.11 13:58s/l130.100.669130.669130.64513-99.849853.56
502022.11.21 20:00buy140.100.660060.000000.00000
512022.11.21 20:00modify140.100.660060.650060.67406
522022.11.23 00:03buy150.100.665700.000000.00000
532022.11.23 00:03modify150.100.665700.660760.67406
542022.11.23 00:03modify140.100.660060.660760.67406
552022.11.23 07:49buy160.100.667080.000000.00000
562022.11.23 07:49modify160.100.667080.663560.67406
572022.11.23 07:49modify150.100.665700.663560.67406
582022.11.23 07:49modify140.100.660060.663560.67406
592022.11.23 15:42buy170.100.671270.000000.00000
602022.11.23 15:42modify170.100.671270.669160.67406
612022.11.23 15:42modify160.100.667080.669160.67406
622022.11.23 15:42modify150.100.665700.669160.67406
632022.11.23 15:42modify140.100.660060.669160.67406
642022.11.23 23:19t/p140.100.674060.669160.67406139.249992.80
652022.11.23 23:19t/p150.100.674060.669160.6740683.6010076.40
662022.11.23 23:19t/p160.100.674060.669160.6740669.8010146.20
672022.11.23 23:19t/p170.100.674060.669160.6740627.9010174.10
682023.01.18 12:00sell180.100.701780.000000.00000
692023.01.18 12:00modify180.100.701780.711780.68778
702023.01.18 17:21sell190.100.696180.000000.00000
712023.01.18 17:21modify190.100.696180.701080.68778
722023.01.18 17:21modify180.100.701780.701080.68778
732023.01.18 18:20sell200.100.694770.000000.00000
742023.01.18 18:20modify200.100.694770.698280.68778
752023.01.18 18:20modify190.100.696180.698280.68778
762023.01.18 18:20modify180.100.701780.698280.68778
772023.01.19 00:50sell210.100.690580.000000.00000
782023.01.19 00:50modify210.100.690580.692680.68778
792023.01.19 00:50modify200.100.694770.692680.68778
802023.01.19 00:50modify190.100.696180.692680.68778
812023.01.19 00:50modify180.100.701780.692680.68778
822023.01.19 10:35t/p180.100.687780.692680.68778140.4810314.59
832023.01.19 10:35t/p190.100.687780.692680.6877884.4810399.07
842023.01.19 10:35t/p200.100.687780.692680.6877870.3810469.45
852023.01.19 10:35t/p210.100.687780.692680.6877828.0010497.45
862023.01.25 08:00sell220.100.709860.000000.00000
872023.01.25 08:00modify220.100.709860.719860.69586
882023.01.31 00:30sell230.100.704220.000000.00000
892023.01.31 00:30modify230.100.704220.709160.69586
902023.01.31 00:30modify220.100.709860.709160.69586
912023.01.31 04:17sell240.100.702860.000000.00000
922023.01.31 04:17modify240.100.702860.706360.69586
932023.01.31 04:17modify230.100.704220.706360.69586
942023.01.31 04:17modify220.100.709860.706360.69586
952023.01.31 10:57sell250.100.698660.000000.00000
962023.01.31 10:57modify250.100.698660.700760.69586
972023.01.31 10:57modify240.100.702860.700760.69586
982023.01.31 10:57modify230.100.704220.700760.69586
992023.01.31 10:57modify220.100.709860.700760.69586
1002023.01.31 12:30s/l220.100.700760.700760.6958691.9710589.42
1012023.01.31 12:30s/l230.100.700760.700760.6958634.6010624.02
1022023.01.31 12:30s/l240.100.700760.700760.6958621.0010645.02
1032023.01.31 12:30s/l250.100.700760.700760.69586-21.0010624.02
1042023.02.02 08:00sell260.100.713920.000000.00000
1052023.02.02 08:00modify260.100.713920.723920.69992
1062023.02.02 15:05sell270.100.708290.000000.00000
1072023.02.02 15:05modify270.100.708290.713220.69992
1082023.02.02 15:05modify260.100.713920.713220.69992
1092023.02.02 19:56sell280.100.706920.000000.00000
1102023.02.02 19:56modify280.100.706920.710420.69992
1112023.02.02 19:56modify270.100.708290.710420.69992
1122023.02.02 19:56modify260.100.713920.710420.69992
1132023.02.03 13:30t/p260.100.699920.710420.69992140.1610764.18
1142023.02.03 13:30t/p270.100.699920.710420.6999283.8610848.04
1152023.02.03 13:30t/p280.100.699920.710420.6999270.1610918.20
1162023.05.02 12:00sell290.100.670050.000000.00000
1172023.05.02 12:00modify290.100.670050.680050.65605
1182023.05.03 23:04sell300.100.664450.000000.00000
1192023.05.03 23:04modify300.100.664450.669350.65605
1202023.05.03 23:04modify290.100.670050.669350.65605
1212023.05.04 02:57s/l290.100.669350.669350.656057.6410925.85
1222023.05.04 02:57s/l300.100.669350.669350.65605-48.5210877.33
1232023.05.05 08:00sell310.100.673100.000000.00000
1242023.05.05 08:00modify310.100.673100.683100.65910
1252023.05.12 12:22sell320.100.667500.000000.00000
1262023.05.12 12:22modify320.100.667500.672400.65910
1272023.05.12 12:22modify310.100.673100.672400.65910
1282023.05.12 14:27sell330.100.666100.000000.00000
1292023.05.12 14:27modify330.100.666100.669600.65910
1302023.05.12 14:27modify320.100.667500.669600.65910
1312023.05.12 14:27modify310.100.673100.669600.65910
1322023.05.15 15:19s/l310.100.669600.669600.6591036.2910913.62
1332023.05.15 15:19s/l320.100.669600.669600.65910-20.8410892.78
1342023.05.15 15:19s/l330.100.669600.669600.65910-34.8410857.95
1352023.05.31 12:00buy340.100.647950.000000.00000
1362023.05.31 12:00modify340.100.647950.637950.66195
1372023.06.01 13:07buy350.100.653550.000000.00000
1382023.06.01 13:07modify350.100.653550.648650.66195
1392023.06.01 13:07modify340.100.647950.648650.66195
1402023.06.01 14:00buy360.100.654980.000000.00000
1412023.06.01 14:00modify360.100.654980.651450.66195
1422023.06.01 14:00modify350.100.653550.651450.66195
1432023.06.01 14:00modify340.100.647950.651450.66195
1442023.06.02 01:41buy370.100.659170.000000.00000
1452023.06.02 01:41modify370.100.659170.657050.66195
1462023.06.02 01:41modify360.100.654980.657050.66195
1472023.06.02 01:41modify350.100.653550.657050.66195
1482023.06.02 01:41modify340.100.647950.657050.66195
1492023.06.02 08:26t/p340.100.661950.657050.66195138.4810996.43
1502023.06.02 08:26t/p350.100.661950.657050.6619583.6211080.05
1512023.06.02 08:26t/p360.100.661950.657050.6619569.3211149.37
1522023.06.02 08:26t/p370.100.661950.657050.6619527.8011177.17
1532023.06.06 12:00sell380.100.666170.000000.00000
1542023.06.06 12:00modify380.100.666170.676170.65217
1552023.06.12 07:52s/l380.100.676170.676170.65217-99.0311078.14
1562023.06.23 16:00buy390.100.668870.000000.00000
1572023.06.23 16:00modify390.100.668870.658870.68287
1582023.07.12 12:32buy400.100.674520.000000.00000
1592023.07.12 12:32modify400.100.674520.669570.68287
1602023.07.12 12:32modify390.100.668870.669570.68287
1612023.07.12 13:19buy410.100.675880.000000.00000
1622023.07.12 13:19modify410.100.675880.672370.68287
1632023.07.12 13:19modify400.100.674520.672370.68287
1642023.07.12 13:19modify390.100.668870.672370.68287
1652023.07.13 00:23buy420.100.680070.000000.00000
1662023.07.13 00:23modify420.100.680070.677970.68287
1672023.07.13 00:23modify410.100.675880.677970.68287
1682023.07.13 00:23modify400.100.674520.677970.68287
1692023.07.13 00:23modify390.100.668870.677970.68287
1702023.07.13 06:29t/p390.100.682870.677970.68287132.4211210.56
1712023.07.13 06:29t/p400.100.682870.677970.6828782.3611292.93
1722023.07.13 06:29t/p410.100.682870.677970.6828768.7611361.69
1732023.07.13 06:29t/p420.100.682870.677970.6828728.0011389.69
1742023.07.21 16:00buy430.100.673860.000000.00000
1752023.07.21 16:00modify430.100.673860.663860.68786
1762023.07.25 16:09buy440.100.679470.000000.00000
1772023.07.25 16:09modify440.100.679470.674560.68786
1782023.07.25 16:09modify430.100.673860.674560.68786
1792023.07.26 01:30s/l430.100.674560.674560.687865.8611395.56
1802023.07.26 01:30s/l440.100.674560.674560.68786-49.4811346.08