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=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=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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 profit1603.36Gross profit2393.40Gross loss-790.03
Profit factor3.03Expected payoff33.40
Absolute drawdown70.89Maximal drawdown481.04 (4.51%)Relative drawdown4.51% (481.04)
Total trades48Short positions (won %)25 (68.00%)Long positions (won %)23 (78.26%)
Profit trades (% of total)35 (72.92%)Loss trades (% of total)13 (27.08%)
Largestprofit trade141.13loss trade-101.89
Averageprofit trade68.38loss trade-60.77
Maximumconsecutive wins (profit in money)10 (740.86)consecutive losses (loss in money)3 (-303.79)
Maximalconsecutive profit (count of wins)740.86 (10)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
62022.08.10 12:30buy30.100.701780.000000.00000
72022.08.10 12:30modify30.100.701780.697290.70779
82022.08.10 12:30modify20.100.699410.697290.70779
92022.08.10 12:30modify10.100.693790.697290.70779
102022.08.10 12:30buy40.100.704330.000000.00000
112022.08.10 12:30modify40.100.704330.701490.70779
122022.08.10 12:30modify30.100.701780.701490.70779
132022.08.10 12:30modify20.100.699410.701490.70779
142022.08.10 12:30modify10.100.693790.701490.70779
152022.08.10 14:03t/p10.100.707790.701490.70779136.9710136.97
162022.08.10 14:03t/p20.100.707790.701490.7077983.0410220.01
172022.08.10 14:03t/p30.100.707790.701490.7077960.1010280.11
182022.08.10 14:03t/p40.100.707790.701490.7077934.6010314.71
192022.08.10 20:00sell50.100.708010.000000.00000
202022.08.10 20:00modify50.100.708010.718010.69401
212022.08.15 09:32sell60.100.702410.000000.00000
222022.08.15 09:32modify60.100.702410.707310.69401
232022.08.15 09:32modify50.100.708010.707310.69401
242022.08.16 00:23sell70.100.700310.000000.00000
252022.08.16 00:23modify70.100.700310.704510.69401
262022.08.16 00:23modify60.100.702410.704510.69401
272022.08.16 00:23modify50.100.708010.704510.69401
282022.08.17 07:44sell80.100.697510.000000.00000
292022.08.17 07:44modify80.100.697510.700310.69401
302022.08.17 07:44modify70.100.700310.700310.69401
312022.08.17 07:44modify60.100.702410.700310.69401
322022.08.17 07:44modify50.100.708010.700310.69401
332022.08.17 11:26t/p50.100.694010.700310.69401141.1310455.84
342022.08.17 11:26t/p60.100.694010.700310.6940184.3210540.16
352022.08.17 11:26t/p70.100.694010.700310.6940163.1610603.32
362022.08.17 11:26t/p80.100.694010.700310.6940135.0010638.32
372022.09.21 12:00buy90.100.667440.000000.00000
382022.09.21 12:00modify90.100.667440.657440.68144
392022.09.22 07:04s/l90.100.657440.657440.68144-101.1410537.19
402022.09.26 08:00buy100.100.650620.000000.00000
412022.09.26 08:00modify100.100.650620.640620.66462
422022.09.28 01:49s/l100.100.640620.640620.66462-100.7610436.43
432022.10.10 12:00buy110.100.631680.000000.00000
442022.10.10 12:00modify110.100.631680.621680.64568
452022.10.13 12:30s/l110.100.621680.621680.64568-101.8910334.54
462022.10.26 20:00sell120.100.648960.000000.00000
472022.10.26 20:00modify120.100.648960.658960.63496
482022.10.27 12:10sell130.100.643360.000000.00000
492022.10.27 12:10modify130.100.643360.648260.63496
502022.10.27 12:10modify120.100.648960.648260.63496
512022.10.27 13:16s/l120.100.648260.648260.634967.4810342.02
522022.10.27 13:16s/l130.100.648260.648260.63496-49.0010293.02
532022.11.10 20:00sell140.100.659130.000000.00000
542022.11.10 20:00modify140.100.659130.669130.64513
552022.11.11 13:58s/l140.100.669130.669130.64513-99.8410193.18
562022.11.21 20:00buy150.100.660060.000000.00000
572022.11.21 20:00modify150.100.660060.650060.67406
582022.11.23 00:03buy160.100.665700.000000.00000
592022.11.23 00:03modify160.100.665700.660760.67406
602022.11.23 00:03modify150.100.660060.660760.67406
612022.11.23 14:45buy170.100.667900.000000.00000
622022.11.23 14:45modify170.100.667900.663560.67406
632022.11.23 14:45modify160.100.665700.663560.67406
642022.11.23 14:45modify150.100.660060.663560.67406
652022.11.23 14:52buy180.100.670620.000000.00000
662022.11.23 14:52modify180.100.670620.667760.67406
672022.11.23 14:52modify170.100.667900.667760.67406
682022.11.23 14:52modify160.100.665700.667760.67406
692022.11.23 14:52modify150.100.660060.667760.67406
702022.11.23 23:19t/p150.100.674060.667760.67406139.2410332.42
712022.11.23 23:19t/p160.100.674060.667760.6740683.6010416.02
722022.11.23 23:19t/p170.100.674060.667760.6740661.6010477.62
732022.11.23 23:19t/p180.100.674060.667760.6740634.4010512.02
742023.01.18 12:00sell190.100.701780.000000.00000
752023.01.18 12:00modify190.100.701780.711780.68778
762023.01.18 17:21sell200.100.696180.000000.00000
772023.01.18 17:21modify200.100.696180.701080.68778
782023.01.18 17:21modify190.100.701780.701080.68778
792023.01.18 19:50sell210.100.694080.000000.00000
802023.01.18 19:50modify210.100.694080.698280.68778
812023.01.18 19:50modify200.100.696180.698280.68778
822023.01.18 19:50modify190.100.701780.698280.68778
832023.01.19 00:39sell220.100.691280.000000.00000
842023.01.19 00:39modify220.100.691280.694080.68778
852023.01.19 00:39modify210.100.694080.694080.68778
862023.01.19 00:39modify200.100.696180.694080.68778
872023.01.19 00:39modify190.100.701780.694080.68778
882023.01.19 10:35t/p190.100.687780.694080.68778140.4810652.51
892023.01.19 10:35t/p200.100.687780.694080.6877884.4810736.99
902023.01.19 10:35t/p210.100.687780.694080.6877863.4810800.47
912023.01.19 10:35t/p220.100.687780.694080.6877835.0010835.47
922023.01.25 08:00sell230.100.709860.000000.00000
932023.01.25 08:00modify230.100.709860.719860.69586
942023.01.31 00:30sell240.100.704220.000000.00000
952023.01.31 00:30modify240.100.704220.709160.69586
962023.01.31 00:30modify230.100.709860.709160.69586
972023.01.31 07:08sell250.100.702100.000000.00000
982023.01.31 07:08modify250.100.702100.706360.69586
992023.01.31 07:08modify240.100.704220.706360.69586
1002023.01.31 07:08modify230.100.709860.706360.69586
1012023.01.31 10:44sell260.100.699350.000000.00000
1022023.01.31 10:44modify260.100.699350.702160.69586
1032023.01.31 10:44modify250.100.702100.702160.69586
1042023.01.31 10:44modify240.100.704220.702160.69586
1052023.01.31 10:44modify230.100.709860.702160.69586
1062023.01.31 13:30s/l230.100.702160.702160.6958677.9710913.44
1072023.01.31 13:30s/l240.100.702160.702160.6958620.6010934.04
1082023.01.31 13:30s/l250.100.702160.702160.69586-0.6010933.44
1092023.01.31 13:30s/l260.100.702160.702160.69586-28.1010905.34
1102023.02.02 08:00sell270.100.713920.000000.00000
1112023.02.02 08:00modify270.100.713920.723920.69992
1122023.02.02 15:05sell280.100.708290.000000.00000
1132023.02.02 15:05modify280.100.708290.713220.69992
1142023.02.02 15:05modify270.100.713920.713220.69992
1152023.02.03 02:07sell290.100.706200.000000.00000
1162023.02.03 02:07modify290.100.706200.710420.69992
1172023.02.03 02:07modify280.100.708290.710420.69992
1182023.02.03 02:07modify270.100.713920.710420.69992
1192023.02.03 13:30sell300.100.703380.000000.00000
1202023.02.03 13:30modify300.100.703380.706220.69992
1212023.02.03 13:30modify290.100.706200.706220.69992
1222023.02.03 13:30modify280.100.708290.706220.69992
1232023.02.03 13:30modify270.100.713920.706220.69992
1242023.02.03 13:30t/p270.100.699920.706220.69992140.1611045.50
1252023.02.03 13:30t/p280.100.699920.706220.6999283.8611129.36
1262023.02.03 13:30t/p290.100.699920.706220.6999262.8011192.16
1272023.02.03 13:30t/p300.100.699920.706220.6999234.6011226.76
1282023.02.24 20:00buy310.100.672880.000000.00000
1292023.02.24 20:00modify310.100.672880.662880.68688
1302023.03.01 12:40buy320.100.678480.000000.00000
1312023.03.01 12:40modify320.100.678480.673580.68688
1322023.03.01 12:40modify310.100.672880.673580.68688
1332023.03.01 15:06s/l310.100.673580.673580.686885.8611232.63
1342023.03.01 15:06s/l320.100.673580.673580.68688-49.0011183.63
1352023.05.02 12:00sell330.100.670050.000000.00000
1362023.05.02 12:00modify330.100.670050.680050.65605
1372023.05.03 23:04sell340.100.664450.000000.00000
1382023.05.03 23:04modify340.100.664450.669350.65605
1392023.05.03 23:04modify330.100.670050.669350.65605
1402023.05.04 02:57s/l330.100.669350.669350.656057.6411191.27
1412023.05.04 02:57s/l340.100.669350.669350.65605-48.5211142.76
1422023.05.05 08:00sell350.100.673100.000000.00000
1432023.05.05 08:00modify350.100.673100.683100.65910
1442023.05.12 12:22sell360.100.667500.000000.00000
1452023.05.12 12:22modify360.100.667500.672400.65910
1462023.05.12 12:22modify350.100.673100.672400.65910
1472023.05.12 14:38sell370.100.665400.000000.00000
1482023.05.12 14:38modify370.100.665400.669600.65910
1492023.05.12 14:38modify360.100.667500.669600.65910
1502023.05.12 14:38modify350.100.673100.669600.65910
1512023.05.15 15:19s/l350.100.669600.669600.6591036.2911179.05
1522023.05.15 15:19s/l360.100.669600.669600.65910-20.8411158.21
1532023.05.15 15:19s/l370.100.669600.669600.65910-41.8411116.37
1542023.05.31 12:00buy380.100.647950.000000.00000
1552023.05.31 12:00modify380.100.647950.637950.66195
1562023.06.01 13:07buy390.100.653550.000000.00000
1572023.06.01 13:07modify390.100.653550.648650.66195
1582023.06.01 13:07modify380.100.647950.648650.66195
1592023.06.01 14:55buy400.100.655650.000000.00000
1602023.06.01 14:55modify400.100.655650.651450.66195
1612023.06.01 14:55modify390.100.653550.651450.66195
1622023.06.01 14:55modify380.100.647950.651450.66195
1632023.06.02 00:08buy410.100.658500.000000.00000
1642023.06.02 00:08modify410.100.658500.655650.66195
1652023.06.02 00:08modify400.100.655650.655650.66195
1662023.06.02 00:08modify390.100.653550.655650.66195
1672023.06.02 00:08modify380.100.647950.655650.66195
1682023.06.02 08:26t/p380.100.661950.655650.66195138.4811254.85
1692023.06.02 08:26t/p390.100.661950.655650.6619583.6211338.48
1702023.06.02 08:26t/p400.100.661950.655650.6619562.6211401.10
1712023.06.02 08:26t/p410.100.661950.655650.6619534.5011435.60
1722023.06.06 12:00sell420.100.666170.000000.00000
1732023.06.06 12:00modify420.100.666170.676170.65217
1742023.06.12 07:52s/l420.100.676170.676170.65217-99.0311336.56
1752023.06.23 16:00buy430.100.668870.000000.00000
1762023.06.23 16:00modify430.100.668870.658870.68287
1772023.07.12 12:32buy440.100.674520.000000.00000
1782023.07.12 12:32modify440.100.674520.669570.68287
1792023.07.12 12:32modify430.100.668870.669570.68287
1802023.07.12 13:29buy450.100.676570.000000.00000
1812023.07.12 13:29modify450.100.676570.672370.68287
1822023.07.12 13:29modify440.100.674520.672370.68287
1832023.07.12 13:29modify430.100.668870.672370.68287
1842023.07.12 14:42buy460.100.679380.000000.00000
1852023.07.12 14:42modify460.100.679380.676570.68287
1862023.07.12 14:42modify450.100.676570.676570.68287
1872023.07.12 14:42modify440.100.674520.676570.68287
1882023.07.12 14:42modify430.100.668870.676570.68287
1892023.07.13 06:29t/p430.100.682870.676570.68287132.4211468.99
1902023.07.13 06:29t/p440.100.682870.676570.6828782.3611551.35
1912023.07.13 06:29t/p450.100.682870.676570.6828761.8611613.22
1922023.07.13 06:29t/p460.100.682870.676570.6828733.7611646.98
1932023.07.21 16:00buy470.100.673860.000000.00000
1942023.07.21 16:00modify470.100.673860.663860.68786
1952023.07.25 16:09buy480.100.679470.000000.00000
1962023.07.25 16:09modify480.100.679470.674560.68786
1972023.07.25 16:09modify470.100.673860.674560.68786
1982023.07.26 01:30s/l470.100.674560.674560.687865.8611652.84
1992023.07.26 01:30s/l480.100.674560.674560.68786-49.4811603.36