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=2; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 profit1143.77Gross profit2948.07Gross loss-1804.29
Profit factor1.63Expected payoff15.05
Absolute drawdown7.10Maximal drawdown463.38 (4.30%)Relative drawdown4.30% (463.38)
Total trades76Short positions (won %)45 (62.22%)Long positions (won %)31 (58.06%)
Profit trades (% of total)46 (60.53%)Loss trades (% of total)30 (39.47%)
Largestprofit trade111.13loss trade-125.30
Averageprofit trade64.09loss trade-60.14
Maximumconsecutive wins (profit in money)10 (703.90)consecutive losses (loss in money)3 (-166.69)
Maximalconsecutive profit (count of wins)703.90 (10)consecutive loss (count of losses)-244.55 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.01 12:00sell10.100.703850.000000.00000
22022.08.01 12:00modify10.100.703850.715850.69285
32022.08.02 05:00sell20.100.696980.000000.00000
42022.08.02 05:00modify20.100.696980.698900.69285
52022.08.02 05:00modify10.100.703850.698900.69285
62022.08.02 08:00t/p10.100.692850.698900.69285110.1610110.16
72022.08.02 08:00t/p20.100.692850.698900.6928541.3010151.46
82022.08.02 10:00buy30.100.692550.000000.00000
92022.08.02 10:00modify30.100.692550.680550.70355
102022.08.08 13:00buy40.100.699430.000000.00000
112022.08.08 13:00modify40.100.699430.697500.70355
122022.08.08 13:00modify30.100.692550.697500.70355
132022.08.09 02:00s/l30.100.697500.697500.7035546.8510198.31
142022.08.09 02:00s/l40.100.697500.697500.70355-19.6810178.63
152022.08.10 18:00sell50.100.709920.000000.00000
162022.08.10 18:00modify50.100.709920.721920.69892
172022.08.15 09:00sell60.100.704410.000000.00000
182022.08.15 09:00modify60.100.704410.707720.69892
192022.08.15 09:00modify50.100.709920.707720.69892
202022.08.15 12:00sell70.100.702720.000000.00000
212022.08.15 12:00modify70.100.702720.706070.69892
222022.08.15 12:00modify60.100.704410.706070.69892
232022.08.15 12:00modify50.100.709920.706070.69892
242022.08.17 08:00t/p50.100.698920.706070.69892111.1310289.76
252022.08.17 08:00t/p60.100.698920.706070.6989255.2210344.98
262022.08.17 08:00t/p70.100.698920.706070.6989238.3210383.30
272022.08.23 16:00sell80.100.694130.000000.00000
282022.08.23 16:00modify80.100.694130.706130.68313
292022.08.28 23:00sell90.100.687320.000000.00000
302022.08.28 23:00modify90.100.687320.689180.68313
312022.08.28 23:00modify80.100.694130.689180.68313
322022.08.29 13:00s/l80.100.689180.689180.6831350.4710433.77
332022.08.29 13:00s/l90.100.689180.689180.68313-18.4410415.33
342022.08.30 10:00sell100.100.694790.000000.00000
352022.08.30 10:00modify100.100.694790.706790.68379
362022.08.31 07:00sell110.100.689180.000000.00000
372022.08.31 07:00modify110.100.689180.692590.68379
382022.08.31 07:00modify100.100.694790.692590.68379
392022.08.31 21:00t/p100.100.683790.692590.68379110.1610525.49
402022.08.31 21:00t/p110.100.683790.692590.6837953.9010579.39
412022.09.02 16:00sell120.100.684350.000000.00000
422022.09.02 16:00modify120.100.684350.696350.67335
432022.09.04 21:00sell130.100.677730.000000.00000
442022.09.04 21:00modify130.100.677730.679400.67335
452022.09.04 21:00modify120.100.684350.679400.67335
462022.09.04 23:00s/l120.100.679400.679400.6733549.5010628.89
472022.09.04 23:00s/l130.100.679400.679400.67335-16.7010612.19
482022.09.06 16:00buy140.100.675130.000000.00000
492022.09.06 16:00modify140.100.675130.663130.68613
502022.09.09 04:00buy150.100.682580.000000.00000
512022.09.09 04:00modify150.100.682580.678980.68613
522022.09.09 04:00modify140.100.675130.678980.68613
532022.09.09 08:00t/p140.100.686130.678980.68613108.1110720.30
542022.09.09 08:00t/p150.100.686130.678980.6861335.5010755.80
552022.09.13 22:00buy160.100.673720.000000.00000
562022.09.13 22:00modify160.100.673720.661720.68472
572022.09.22 00:00s/l160.100.661720.661720.68472-124.1710631.63
582022.09.23 10:00buy170.100.658540.000000.00000
592022.09.23 10:00modify170.100.658540.646540.66954
602022.09.26 16:00s/l170.100.646540.646540.66954-120.3810511.25
612022.09.28 04:00buy180.100.640180.000000.00000
622022.09.28 04:00modify180.100.640180.628180.65118
632022.09.28 17:00t/p180.100.651180.628180.65118110.0010621.25
642022.10.03 18:00sell190.100.650320.000000.00000
652022.10.03 18:00modify190.100.650320.662320.63932
662022.10.05 15:00sell200.100.644560.000000.00000
672022.10.05 15:00modify200.100.644560.648120.63932
682022.10.05 15:00modify190.100.650320.648120.63932
692022.10.05 18:00s/l190.100.648120.648120.6393222.3210643.58
702022.10.05 18:00s/l200.100.648120.648120.63932-35.6010607.98
712022.10.06 17:00buy210.100.641490.000000.00000
722022.10.06 17:00modify210.100.641490.629490.65249
732022.10.10 09:00s/l210.100.629490.629490.65249-120.7610487.22
742022.10.21 17:00sell220.100.636110.000000.00000
752022.10.21 17:00modify220.100.636110.648110.62511
762022.10.24 10:00sell230.100.629260.000000.00000
772022.10.24 10:00modify230.100.629260.631160.62511
782022.10.24 10:00modify220.100.636110.631160.62511
792022.10.24 12:00s/l220.100.631160.631160.6251149.6610536.88
802022.10.24 12:00s/l230.100.631160.631160.62511-19.0010517.88
812022.10.25 16:00sell240.100.639300.000000.00000
822022.10.25 16:00modify240.100.639300.651300.62830
832022.10.26 16:00s/l240.100.651300.651300.62830-119.8410398.04
842022.11.02 22:00buy250.100.635410.000000.00000
852022.11.02 22:00modify250.100.635410.623410.64641
862022.11.04 15:00t/p250.100.646410.623410.64641108.4810506.53
872022.11.09 21:00buy260.100.642690.000000.00000
882022.11.09 21:00modify260.100.642690.630690.65369
892022.11.10 14:00t/p260.100.653690.630690.65369108.8610615.39
902022.11.10 17:00sell270.100.658870.000000.00000
912022.11.10 17:00modify270.100.658870.670870.64787
922022.11.11 19:00s/l270.100.670870.670870.64787-119.8410495.55
932022.11.30 11:00sell280.100.672440.000000.00000
942022.11.30 11:00modify280.100.672440.684440.66144
952022.12.01 16:00s/l280.100.684440.684440.66144-119.5210376.04
962022.12.02 15:00buy290.100.677290.000000.00000
972022.12.02 15:00modify290.100.677290.665290.68829
982022.12.05 03:00buy300.100.684530.000000.00000
992022.12.05 03:00modify300.100.684530.681140.68829
1002022.12.05 03:00modify290.100.677290.681140.68829
1012022.12.05 08:00s/l290.100.681140.681140.6882938.1210414.16
1022022.12.05 08:00s/l300.100.681140.681140.68829-33.9010380.26
1032022.12.05 22:00buy310.100.669800.000000.00000
1042022.12.05 22:00modify310.100.669800.657800.68080
1052022.12.08 14:00buy320.100.676540.000000.00000
1062022.12.08 14:00modify320.100.676540.674750.68080
1072022.12.08 14:00modify310.100.669800.674750.68080
1082022.12.08 15:00s/l310.100.674750.674750.6808047.6110427.86
1092022.12.08 15:00s/l320.100.674750.674750.68080-17.9010409.96
1102022.12.13 16:00sell330.100.687680.000000.00000
1112022.12.13 16:00modify330.100.687680.699680.67668
1122022.12.15 11:00t/p330.100.676680.699680.67668110.6410520.61
1132022.12.15 12:00buy340.100.676730.000000.00000
1142022.12.15 12:00modify340.100.676730.664730.68773
1152022.12.20 05:00s/l340.100.664730.664730.68773-121.1410399.47
1162022.12.22 20:00buy350.100.666050.000000.00000
1172022.12.22 20:00modify350.100.666050.654050.67705
1182022.12.23 18:00buy360.100.671760.000000.00000
1192022.12.23 18:00modify360.100.671760.668250.67705
1202022.12.23 18:00modify350.100.666050.668250.67705
1212022.12.26 01:00s/l350.100.668250.668250.6770521.2410420.71
1222022.12.26 01:00s/l360.100.668250.668250.67705-35.4810385.24
1232022.12.28 09:00sell370.100.676450.000000.00000
1242022.12.28 09:00modify370.100.676450.688450.66545
1252023.01.03 12:00sell380.100.669760.000000.00000
1262023.01.03 12:00modify380.100.669760.671500.66545
1272023.01.03 12:00modify370.100.676450.671500.66545
1282023.01.03 14:00s/l370.100.671500.671500.6654550.4710435.70
1292023.01.03 14:00s/l380.100.671500.671500.66545-17.4010418.30
1302023.01.04 06:00sell390.100.680100.000000.00000
1312023.01.04 06:00modify390.100.680100.692100.66910
1322023.01.06 12:00sell400.100.672870.000000.00000
1332023.01.06 12:00modify400.100.672870.676250.66910
1342023.01.06 12:00modify390.100.680100.676250.66910
1352023.01.06 14:00s/l390.100.676250.676250.6691039.1410457.45
1362023.01.06 14:00s/l400.100.676250.676250.66910-33.8010423.65
1372023.01.18 09:00sell410.100.701810.000000.00000
1382023.01.18 09:00modify410.100.701810.713810.69081
1392023.01.18 19:00sell420.100.694990.000000.00000
1402023.01.18 19:00modify420.100.694990.696860.69081
1412023.01.18 19:00modify410.100.701810.696860.69081
1422023.01.19 01:00t/p410.100.690810.696860.69081110.4810534.13
1432023.01.19 01:00t/p420.100.690810.696860.6908142.2810576.41
1442023.01.19 04:00buy430.100.690850.000000.00000
1452023.01.19 04:00modify430.100.690850.678850.70185
1462023.01.22 23:00buy440.100.697450.000000.00000
1472023.01.22 23:00modify440.100.697450.695800.70185
1482023.01.22 23:00modify430.100.690850.695800.70185
1492023.01.23 15:00buy450.100.698260.000000.00000
1502023.01.23 15:00modify450.100.698260.694700.70185
1512023.01.23 15:00modify440.100.697450.694700.70185
1522023.01.23 15:00modify430.100.690850.694700.70185
1532023.01.23 16:00t/p430.100.701850.694700.70185109.2410685.66
1542023.01.23 16:00t/p440.100.701850.694700.7018543.6210729.28
1552023.01.23 16:00t/p450.100.701850.694700.7018535.9010765.18
1562023.01.25 06:00sell460.100.710030.000000.00000
1572023.01.25 06:00modify460.100.710030.722030.69903
1582023.01.31 04:00sell470.100.703390.000000.00000
1592023.01.31 04:00modify470.100.703390.705080.69903
1602023.01.31 04:00modify460.100.710030.705080.69903
1612023.01.31 11:00t/p460.100.699030.705080.69903110.9710876.15
1622023.01.31 11:00t/p470.100.699030.705080.6990343.6010919.75
1632023.02.01 23:00sell480.100.713090.000000.00000
1642023.02.01 23:00modify480.100.713090.725090.70209
1652023.02.02 22:00sell490.100.707500.000000.00000
1662023.02.02 22:00modify490.100.707500.710890.70209
1672023.02.02 22:00modify480.100.713090.710890.70209
1682023.02.03 02:00sell500.100.706380.000000.00000
1692023.02.03 02:00modify500.100.706380.708140.70209
1702023.02.03 02:00modify490.100.707500.708140.70209
1712023.02.03 02:00modify480.100.713090.708140.70209
1722023.02.03 14:00t/p480.100.702090.708140.70209110.6411030.39
1732023.02.03 14:00t/p490.100.702090.708140.7020954.2611084.65
1742023.02.03 14:00t/p500.100.702090.708140.7020942.9011127.55
1752023.02.03 18:00buy510.100.694830.000000.00000
1762023.02.03 18:00modify510.100.694830.682830.70583
1772023.02.17 09:00s/l510.100.682830.682830.70583-125.3011002.25
1782023.03.07 13:00buy520.100.666950.000000.00000
1792023.03.07 13:00modify520.100.666950.654950.67795
1802023.03.20 01:00buy530.100.672710.000000.00000
1812023.03.20 01:00modify530.100.672710.669150.67795
1822023.03.20 01:00modify520.100.666950.669150.67795
1832023.03.20 02:00s/l520.100.669150.669150.6779517.0811019.32
1842023.03.20 02:00s/l530.100.669150.669150.67795-35.6010983.72
1852023.03.24 13:00buy540.100.664080.000000.00000
1862023.03.24 13:00modify540.100.664080.652080.67508
1872023.03.28 20:00buy550.100.670850.000000.00000
1882023.03.28 20:00modify550.100.670850.669030.67508
1892023.03.28 20:00modify540.100.664080.669030.67508
1902023.03.29 01:00s/l540.100.669030.669030.6750848.3611032.09
1912023.03.29 01:00s/l550.100.669030.669030.67508-18.5811013.51
1922023.03.30 09:00sell560.100.671060.000000.00000
1932023.03.30 09:00modify560.100.671060.683060.66006
1942023.04.10 22:00sell570.100.663900.000000.00000
1952023.04.10 22:00modify570.100.663900.667210.66006
1962023.04.10 22:00modify560.100.671060.667210.66006
1972023.04.11 02:00sell580.100.665420.000000.00000
1982023.04.11 02:00modify580.100.665420.668860.66006
1992023.04.11 03:00s/l560.100.667210.667210.6600640.1111053.62
2002023.04.11 03:00s/l570.100.667210.667210.66006-32.9411020.68
2012023.04.11 03:00close580.100.666860.668860.66006-14.4011006.28
2022023.04.11 05:00sell590.100.666740.000000.00000
2032023.04.11 05:00modify590.100.666740.678740.65574
2042023.04.13 17:00s/l590.100.678740.678740.65574-119.3610886.93
2052023.04.13 19:00sell600.100.678860.000000.00000
2062023.04.13 19:00modify600.100.678860.690860.66786
2072023.04.14 15:00sell610.100.671600.000000.00000
2082023.04.14 15:00modify610.100.671600.675010.66786
2092023.04.14 15:00modify600.100.678860.675010.66786
2102023.04.20 12:00sell620.100.672000.000000.00000
2112023.04.20 12:00modify620.100.672000.673910.66786
2122023.04.20 13:00s/l600.100.675010.675010.6678639.6310926.56
2132023.04.20 13:00s/l610.100.675010.675010.66786-33.1310893.42
2142023.04.20 13:00s/l620.100.673910.673910.66786-19.1010874.32
2152023.04.21 09:00buy630.100.669060.000000.00000
2162023.04.21 09:00modify630.100.669060.657060.68006
2172023.05.05 19:00buy640.100.675740.000000.00000
2182023.05.05 19:00modify640.100.675740.674010.68006
2192023.05.05 19:00modify630.100.669060.674010.68006
2202023.05.08 02:00s/l630.100.674010.674010.6800643.8210918.14
2212023.05.08 02:00s/l640.100.674010.674010.68006-17.6810900.46
2222023.05.11 15:00buy650.100.670430.000000.00000
2232023.05.11 15:00modify650.100.670430.658430.68143
2242023.05.24 07:00s/l650.100.658430.658430.68143-124.1710776.30
2252023.05.31 09:00buy660.100.648050.000000.00000
2262023.05.31 09:00modify660.100.648050.636050.65905
2272023.06.01 14:00buy670.100.653550.000000.00000
2282023.06.01 14:00modify670.100.653550.650250.65905
2292023.06.01 14:00modify660.100.648050.650250.65905
2302023.06.02 02:00t/p660.100.659050.650250.65905108.4810884.78
2312023.06.02 02:00t/p670.100.659050.650250.6590554.6210939.40
2322023.06.06 06:00sell680.100.666000.000000.00000
2332023.06.06 06:00modify680.100.666000.678000.65500
2342023.06.13 07:00s/l680.100.678000.678000.65500-118.8710820.53
2352023.06.14 17:00sell690.100.682640.000000.00000
2362023.06.14 17:00modify690.100.682640.694640.67164
2372023.06.21 12:00sell700.100.676010.000000.00000
2382023.06.21 12:00modify700.100.676010.677690.67164
2392023.06.21 12:00modify690.100.682640.677690.67164
2402023.06.21 15:00s/l690.100.677690.677690.6716450.6310871.16
2412023.06.21 15:00s/l700.100.677690.677690.67164-16.8010854.36
2422023.06.23 06:00buy710.100.669840.000000.00000
2432023.06.23 06:00modify710.100.669840.657840.68084
2442023.07.13 04:00t/p710.100.680840.657840.68084102.4210956.78
2452023.07.13 12:00sell720.100.685720.000000.00000
2462023.07.13 12:00modify720.100.685720.697720.67472
2472023.07.17 13:00sell730.100.680020.000000.00000
2482023.07.17 13:00modify730.100.680020.683520.67472
2492023.07.17 13:00modify720.100.685720.683520.67472
2502023.07.18 04:00s/l720.100.683520.683520.6747222.4810979.27
2512023.07.18 04:00s/l730.100.683520.683520.67472-34.8410944.43
2522023.07.20 04:00sell740.100.683110.000000.00000
2532023.07.20 04:00modify740.100.683110.695110.67211
2542023.07.21 01:00sell750.100.677420.000000.00000
2552023.07.21 01:00modify750.100.677420.680910.67211
2562023.07.21 01:00modify740.100.683110.680910.67211
2572023.07.21 08:00sell760.100.675670.000000.00000
2582023.07.21 08:00modify760.100.675670.679260.67211
2592023.07.21 08:00modify750.100.677420.679260.67211
2602023.07.21 08:00modify740.100.683110.679260.67211
2612023.07.24 02:00t/p740.100.672110.679260.67211110.3211054.75
2622023.07.24 02:00t/p750.100.672110.679260.6721153.2611108.01
2632023.07.24 02:00t/p760.100.672110.679260.6721135.7611143.77