Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 modelled36329843Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1577.79Gross profit2337.54Gross loss-759.74
Profit factor3.08Expected payoff25.04
Absolute drawdown21.50Maximal drawdown287.48 (2.50%)Relative drawdown2.50% (287.48)
Total trades63Short positions (won %)40 (65.00%)Long positions (won %)23 (73.91%)
Profit trades (% of total)43 (68.25%)Loss trades (% of total)20 (31.75%)
Largestprofit trade106.57loss trade-91.36
Averageprofit trade54.36loss trade-37.99
Maximumconsecutive wins (profit in money)5 (282.53)consecutive losses (loss in money)3 (-271.37)
Maximalconsecutive profit (count of wins)282.53 (5)consecutive loss (count of losses)-271.37 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.02 12:00buy10.1090.8720.0000.000
22022.08.02 12:00modify10.1090.87289.57292.372
32022.08.02 15:01buy20.1091.6220.0000.000
42022.08.02 15:01modify20.1091.62291.17292.372
52022.08.02 15:01modify10.1090.87291.17292.372
62022.08.02 15:20buy30.1091.6970.0000.000
72022.08.02 15:20modify30.1091.69791.32292.372
82022.08.02 15:20modify20.1091.62291.32292.372
92022.08.02 15:20modify10.1090.87291.32292.372
102022.08.02 15:45buy40.1091.9230.0000.000
112022.08.02 15:45modify40.1091.92391.54792.372
122022.08.02 15:45modify30.1091.69791.54792.372
132022.08.02 15:45modify20.1091.62291.54792.372
142022.08.02 15:45modify10.1090.87291.54792.372
152022.08.03 01:50t/p10.1092.37291.54792.372105.1610105.16
162022.08.03 01:50t/p20.1092.37291.54792.37252.8210157.97
172022.08.03 01:50t/p30.1092.37291.54792.37247.5910205.56
182022.08.03 01:50t/p40.1092.37291.54792.37231.8210237.37
192022.08.08 12:00sell50.1094.0480.0000.000
202022.08.08 12:00modify50.1094.04895.34892.548
212022.08.15 12:31sell60.1093.2980.0000.000
222022.08.15 12:31modify60.1093.29893.74892.548
232022.08.15 12:31modify50.1094.04893.74892.548
242022.08.15 12:32sell70.1093.2230.0000.000
252022.08.15 12:32modify70.1093.22393.59892.548
262022.08.15 12:32modify60.1093.29893.59892.548
272022.08.15 12:32modify50.1094.04893.59892.548
282022.08.15 14:41s/l50.1093.59893.59892.54826.8010264.17
292022.08.15 14:41s/l60.1093.59893.59892.548-20.9310243.24
302022.08.15 14:41s/l70.1093.59893.59892.548-26.1610217.08
312022.09.09 08:00sell80.1097.6680.0000.000
322022.09.09 08:00modify80.1097.66898.96896.168
332022.09.14 04:32sell90.1096.9160.0000.000
342022.09.14 04:32modify90.1096.91697.36896.168
352022.09.14 04:32modify80.1097.66897.36896.168
362022.09.14 04:57sell100.1096.8420.0000.000
372022.09.14 04:57modify100.1096.84297.21896.168
382022.09.14 04:57modify90.1096.91697.21896.168
392022.09.14 04:57modify80.1097.66897.21896.168
402022.09.14 06:02sell110.1096.6150.0000.000
412022.09.14 06:02modify110.1096.61596.99396.168
422022.09.14 06:02modify100.1096.84296.99396.168
432022.09.14 06:02modify90.1096.91696.99396.168
442022.09.14 06:02modify80.1097.66896.99396.168
452022.09.14 12:44t/p80.1096.16896.99396.168102.6910319.78
462022.09.14 12:44t/p90.1096.16896.99396.16852.2010371.98
472022.09.14 12:44t/p100.1096.16896.99396.16847.0310419.01
482022.09.14 12:44t/p110.1096.16896.99396.16831.1910450.20
492022.10.14 08:00sell120.1093.2620.0000.000
502022.10.14 08:00modify120.1093.26294.56291.762
512022.10.14 14:00sell130.1092.5050.0000.000
522022.10.14 14:00modify130.1092.50592.96291.762
532022.10.14 14:00modify120.1093.26292.96291.762
542022.10.14 14:00sell140.1092.4320.0000.000
552022.10.14 14:00modify140.1092.43292.81291.762
562022.10.14 14:00modify130.1092.50592.81291.762
572022.10.14 14:00modify120.1093.26292.81291.762
582022.10.14 18:37sell150.1092.2100.0000.000
592022.10.14 18:37modify150.1092.21092.58791.762
602022.10.14 18:37modify140.1092.43292.58791.762
612022.10.14 18:37modify130.1092.50592.58791.762
622022.10.14 18:37modify120.1093.26292.58791.762
632022.10.17 01:30s/l120.1092.58792.58791.76246.4410496.64
642022.10.17 01:30s/l130.1092.58792.58791.762-6.3910490.25
652022.10.17 01:30s/l140.1092.58792.58791.762-11.4810478.77
662022.10.17 01:30s/l150.1092.58792.58791.762-26.9710451.81
672022.11.03 16:00buy160.1093.2860.0000.000
682022.11.03 16:00modify160.1093.28691.98694.786
692022.11.04 06:34buy170.1094.0390.0000.000
702022.11.04 06:34modify170.1094.03993.58694.786
712022.11.04 06:34modify160.1093.28693.58694.786
722022.11.04 10:36buy180.1094.1110.0000.000
732022.11.04 10:36modify180.1094.11193.73694.786
742022.11.04 10:36modify170.1094.03993.73694.786
752022.11.04 10:36modify160.1093.28693.73694.786
762022.11.04 11:09buy190.1094.3420.0000.000
772022.11.04 11:09modify190.1094.34293.96194.786
782022.11.04 11:09modify180.1094.11193.96194.786
792022.11.04 11:09modify170.1094.03993.96194.786
802022.11.04 11:09modify160.1093.28693.96194.786
812022.11.04 12:58t/p160.1094.78693.96194.786105.1710556.97
822022.11.04 12:58t/p170.1094.78693.96194.78652.1410609.11
832022.11.04 12:58t/p180.1094.78693.96194.78647.1110656.22
842022.11.04 12:58t/p190.1094.78693.96194.78630.9910687.21
852022.11.10 12:00buy200.1093.6940.0000.000
862022.11.10 12:00modify200.1093.69492.39495.194
872022.11.15 16:01buy210.1094.4450.0000.000
882022.11.15 16:01modify210.1094.44593.99495.194
892022.11.15 16:01modify200.1093.69493.99495.194
902022.11.15 16:51buy220.1094.5190.0000.000
912022.11.15 16:51modify220.1094.51994.14495.194
922022.11.15 16:51modify210.1094.44594.14495.194
932022.11.15 16:51modify200.1093.69494.14495.194
942022.11.15 18:27s/l200.1094.14494.14495.19432.8310720.04
952022.11.15 18:27s/l210.1094.14494.14495.194-21.0110699.03
962022.11.15 18:27s/l220.1094.14494.14495.194-26.1710672.86
972022.12.13 12:00sell230.1093.1040.0000.000
982022.12.13 12:00modify230.1093.10494.40491.604
992022.12.15 11:59sell240.1092.3520.0000.000
1002022.12.15 11:59modify240.1092.35292.80491.604
1012022.12.15 11:59modify230.1093.10492.80491.604
1022022.12.15 12:16sell250.1092.2790.0000.000
1032022.12.15 12:16modify250.1092.27992.65491.604
1042022.12.15 12:16modify240.1092.35292.65491.604
1052022.12.15 12:16modify230.1093.10492.65491.604
1062022.12.16 01:35sell260.1092.0540.0000.000
1072022.12.16 01:35modify260.1092.05492.42991.604
1082022.12.16 01:35modify250.1092.27992.42991.604
1092022.12.16 01:35modify240.1092.35292.42991.604
1102022.12.16 01:35modify230.1093.10492.42991.604
1112022.12.16 15:19t/p230.1091.60492.42991.604101.3810774.24
1122022.12.16 15:19t/p240.1091.60492.42991.60451.5410825.78
1132022.12.16 15:19t/p250.1091.60492.42991.60446.4410872.22
1142022.12.16 15:19t/p260.1091.60492.42991.60431.4010903.62
1152022.12.20 12:00buy270.1088.5070.0000.000
1162022.12.20 12:00modify270.1088.50787.20790.007
1172022.12.20 17:07s/l270.1087.20787.20790.007-90.7310812.89
1182022.12.27 12:00sell280.1089.8030.0000.000
1192022.12.27 12:00modify280.1089.80391.10388.303
1202022.12.30 18:27sell290.1089.0490.0000.000
1212022.12.30 18:27modify290.1089.04989.50388.303
1222022.12.30 18:27modify280.1089.80389.50388.303
1232023.01.02 09:10sell300.1088.9760.0000.000
1242023.01.02 09:10modify300.1088.97689.35388.303
1252023.01.02 09:10modify290.1089.04989.35388.303
1262023.01.02 09:10modify280.1089.80389.35388.303
1272023.01.03 00:55sell310.1088.7530.0000.000
1282023.01.03 00:55modify310.1088.75389.12888.303
1292023.01.03 00:55modify300.1088.97689.12888.303
1302023.01.03 00:55modify290.1089.04989.12888.303
1312023.01.03 00:55modify280.1089.80389.12888.303
1322023.01.03 01:24t/p280.1088.30389.12888.303100.0610912.95
1332023.01.03 01:24t/p290.1088.30389.12888.30350.7410963.69
1342023.01.03 01:24t/p300.1088.30389.12888.30346.3111010.00
1352023.01.03 01:24t/p310.1088.30389.12888.30331.4011041.40
1362023.01.09 16:00sell320.1091.5980.0000.000
1372023.01.09 16:00modify320.1091.59892.89890.098
1382023.01.10 09:21sell330.1090.8480.0000.000
1392023.01.10 09:21modify330.1090.84891.29890.098
1402023.01.10 09:21modify320.1091.59891.29890.098
1412023.01.11 00:30s/l320.1091.29891.29890.09819.6111061.02
1422023.01.11 00:30s/l330.1091.29891.29890.098-32.0611028.96
1432023.01.18 08:00sell340.1091.4200.0000.000
1442023.01.18 08:00modify340.1091.42092.72089.920
1452023.01.18 10:26sell350.1090.6700.0000.000
1462023.01.18 10:26modify350.1090.67091.12089.920
1472023.01.18 10:26modify340.1091.42091.12089.920
1482023.01.18 11:53sell360.1090.5950.0000.000
1492023.01.18 11:53modify360.1090.59590.97089.920
1502023.01.18 11:53modify350.1090.67090.97089.920
1512023.01.18 11:53modify340.1091.42090.97089.920
1522023.01.18 13:30sell370.1090.3690.0000.000
1532023.01.18 13:30modify370.1090.36990.74589.920
1542023.01.18 13:30modify360.1090.59590.74589.920
1552023.01.18 13:30modify350.1090.67090.74589.920
1562023.01.18 13:30modify340.1091.42090.74589.920
1572023.01.18 16:15t/p340.1089.92090.74589.920104.6711133.63
1582023.01.18 16:15t/p350.1089.92090.74589.92052.3311185.96
1592023.01.18 16:15t/p360.1089.92090.74589.92047.1011233.06
1602023.01.18 16:15t/p370.1089.92090.74589.92031.3311264.39
1612023.01.25 08:00sell380.1092.5530.0000.000
1622023.01.25 08:00modify380.1092.55393.85391.053
1632023.01.25 12:26sell390.1091.8030.0000.000
1642023.01.25 12:26modify390.1091.80392.25391.053
1652023.01.25 12:26modify380.1092.55392.25391.053
1662023.01.25 12:34sell400.1091.7270.0000.000
1672023.01.25 12:34modify400.1091.72792.10391.053
1682023.01.25 12:34modify390.1091.80392.10391.053
1692023.01.25 12:34modify380.1092.55392.10391.053
1702023.01.25 15:16sell410.1091.5030.0000.000
1712023.01.25 15:16modify410.1091.50391.87891.053
1722023.01.25 15:16modify400.1091.72791.87891.053
1732023.01.25 15:16modify390.1091.80391.87891.053
1742023.01.25 15:16modify380.1092.55391.87891.053
1752023.01.25 16:29s/l380.1091.87891.87891.05347.1011311.49
1762023.01.25 16:29s/l390.1091.87891.87891.053-5.2311306.26
1772023.01.25 16:29s/l400.1091.87891.87891.053-10.5411295.72
1782023.01.25 16:29s/l410.1091.87891.87891.053-26.1711269.55
1792023.02.10 12:00buy420.1090.6130.0000.000
1802023.02.10 12:00modify420.1090.61389.31392.113
1812023.02.13 05:23buy430.1091.3630.0000.000
1822023.02.13 05:23modify430.1091.36390.91392.113
1832023.02.13 05:23modify420.1090.61390.91392.113
1842023.02.13 06:12buy440.1091.4380.0000.000
1852023.02.13 06:12modify440.1091.43891.06392.113
1862023.02.13 06:12modify430.1091.36391.06392.113
1872023.02.13 06:12modify420.1090.61391.06392.113
1882023.02.13 08:24buy450.1091.6630.0000.000
1892023.02.13 08:24modify450.1091.66391.28892.113
1902023.02.13 08:24modify440.1091.43891.28892.113
1912023.02.13 08:24modify430.1091.36391.28892.113
1922023.02.13 08:24modify420.1090.61391.28892.113
1932023.02.13 14:39t/p420.1092.11391.28892.113105.1611374.71
1942023.02.13 14:39t/p430.1092.11391.28892.11352.3411427.05
1952023.02.13 14:39t/p440.1092.11391.28892.11347.1111474.16
1962023.02.13 14:39t/p450.1092.11391.28892.11331.4111505.57
1972023.03.06 16:00buy460.1091.5600.0000.000
1982023.03.06 16:00modify460.1091.56090.26093.060
1992023.03.07 16:16s/l460.1090.26090.26093.060-90.2411415.32
2002023.04.21 12:00buy470.1089.5980.0000.000
2012023.04.21 12:00modify470.1089.59888.29891.098
2022023.04.25 18:08s/l470.1088.29888.29891.098-89.7711325.55
2032023.05.01 08:00sell480.1090.7770.0000.000
2042023.05.01 08:00modify480.1090.77792.07789.277
2052023.05.02 04:37s/l480.1092.07792.07789.277-91.3611234.19
2062023.05.02 12:00sell490.1092.0430.0000.000
2072023.05.02 12:00modify490.1092.04393.34390.543
2082023.05.02 14:24sell500.1091.2850.0000.000
2092023.05.02 14:24modify500.1091.28591.74390.543
2102023.05.02 14:24modify490.1092.04391.74390.543
2112023.05.02 14:34sell510.1091.2170.0000.000
2122023.05.02 14:34modify510.1091.21791.59390.543
2132023.05.02 14:34modify500.1091.28591.59390.543
2142023.05.02 14:34modify490.1092.04391.59390.543
2152023.05.02 14:53sell520.1090.9900.0000.000
2162023.05.02 14:53modify520.1090.99091.36890.543
2172023.05.02 14:53modify510.1091.21791.36890.543
2182023.05.02 14:53modify500.1091.28591.36890.543
2192023.05.02 14:53modify490.1092.04391.36890.543
2202023.05.03 07:05t/p490.1090.54391.36890.543104.0011338.20
2212023.05.03 07:05t/p500.1090.54391.36890.54351.1111389.31
2222023.05.03 07:05t/p510.1090.54391.36890.54346.3711435.68
2232023.05.03 07:05t/p520.1090.54391.36890.54330.5311466.21
2242023.07.07 12:00buy530.1095.0730.0000.000
2252023.07.07 12:00modify530.1095.07393.77396.573
2262023.07.11 07:48s/l530.1093.77393.77396.573-89.7711376.44
2272023.07.11 16:00buy540.1093.6510.0000.000
2282023.07.11 16:00modify540.1093.65192.35195.151
2292023.07.13 03:54buy550.1094.4010.0000.000
2302023.07.13 03:54modify550.1094.40193.95195.151
2312023.07.13 03:54modify540.1093.65193.95195.151
2322023.07.13 05:10buy560.1094.4770.0000.000
2332023.07.13 05:10modify560.1094.47794.10195.151
2342023.07.13 05:10modify550.1094.40194.10195.151
2352023.07.13 05:10modify540.1093.65194.10195.151
2362023.07.13 07:12buy570.1094.7020.0000.000
2372023.07.13 07:12modify570.1094.70294.32695.151
2382023.07.13 07:12modify560.1094.47794.32695.151
2392023.07.13 07:12modify550.1094.40194.32695.151
2402023.07.13 07:12modify540.1093.65194.32695.151
2412023.07.13 12:45t/p540.1095.15194.32695.151106.5711483.01
2422023.07.13 12:45t/p550.1095.15194.32695.15152.3411535.35
2432023.07.13 12:45t/p560.1095.15194.32695.15147.0311582.38
2442023.07.13 12:45t/p570.1095.15194.32695.15131.3311613.71
2452023.07.13 16:00sell580.1094.9240.0000.000
2462023.07.13 16:00modify580.1094.92496.22493.424
2472023.07.17 09:39sell590.1094.1740.0000.000
2482023.07.17 09:39modify590.1094.17494.62493.424
2492023.07.17 09:39modify580.1094.92494.62493.424
2502023.07.17 09:47sell600.1094.0970.0000.000
2512023.07.17 09:47modify600.1094.09794.47493.424
2522023.07.17 09:47modify590.1094.17494.47493.424
2532023.07.17 09:47modify580.1094.92494.47493.424
2542023.07.17 12:34s/l580.1094.47494.47493.42430.0811643.80
2552023.07.17 12:34s/l590.1094.47494.47493.424-20.9311622.87
2562023.07.17 12:34s/l600.1094.47494.47493.424-26.3111596.56
2572023.07.20 12:00sell610.1095.2550.0000.000
2582023.07.20 12:00modify610.1095.25596.55593.755
2592023.07.26 12:46sell620.1094.5040.0000.000
2602023.07.26 12:46modify620.1094.50494.95593.755
2612023.07.26 12:46modify610.1095.25594.95593.755
2622023.07.26 12:52sell630.1094.4250.0000.000
2632023.07.26 12:52modify630.1094.42594.80593.755
2642023.07.26 12:52modify620.1094.50494.80593.755
2652023.07.26 12:52modify610.1095.25594.80593.755
2662023.07.26 13:51s/l610.1094.80594.80593.75528.7711625.32
2672023.07.26 13:51s/l620.1094.80594.80593.755-21.0111604.31
2682023.07.26 13:51s/l630.1094.80594.80593.755-26.5211577.79