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=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 profit1456.38Gross profit1736.41Gross loss-280.03
Profit factor6.20Expected payoff40.45
Absolute drawdown9.21Maximal drawdown170.28 (1.56%)Relative drawdown1.56% (170.28)
Total trades36Short positions (won %)11 (72.73%)Long positions (won %)25 (84.00%)
Profit trades (% of total)29 (80.56%)Loss trades (% of total)7 (19.44%)
Largestprofit trade99.14loss trade-51.47
Averageprofit trade59.88loss trade-40.00
Maximumconsecutive wins (profit in money)16 (981.54)consecutive losses (loss in money)2 (-100.98)
Maximalconsecutive profit (count of wins)981.54 (16)consecutive loss (count of losses)-100.98 (2)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.02 08:00buy10.1090.6520.0000.000
22022.08.02 08:00modify10.1090.65289.95292.052
32022.08.02 13:10buy20.1091.0720.0000.000
42022.08.02 13:10modify20.1091.07290.72292.052
52022.08.02 13:10modify10.1090.65290.72292.052
62022.08.02 14:50buy30.1091.4250.0000.000
72022.08.02 14:50modify30.1091.42591.00292.052
82022.08.02 14:50modify20.1091.07291.00292.052
92022.08.02 14:50modify10.1090.65291.00292.052
102022.08.02 14:58buy40.1091.5620.0000.000
112022.08.02 14:58modify40.1091.56291.14292.052
122022.08.02 14:58modify30.1091.42591.14292.052
132022.08.02 14:58modify20.1091.07291.14292.052
142022.08.02 14:58modify10.1090.65291.14292.052
152022.08.02 17:27t/p10.1092.05291.14292.05297.7010097.70
162022.08.02 17:27t/p20.1092.05291.14292.05268.3910166.09
172022.08.02 17:27t/p30.1092.05291.14292.05243.7610209.85
182022.08.02 17:27t/p40.1092.05291.14292.05234.2010244.05
192022.11.03 12:00buy50.1093.2430.0000.000
202022.11.03 12:00modify50.1093.24392.54394.643
212022.11.04 03:09buy60.1093.6670.0000.000
222022.11.04 03:09modify60.1093.66793.31394.643
232022.11.04 03:09modify50.1093.24393.31394.643
242022.11.04 05:19buy70.1094.0140.0000.000
252022.11.04 05:19modify70.1094.01493.59394.643
262022.11.04 05:19modify60.1093.66793.59394.643
272022.11.04 05:19modify50.1093.24393.59394.643
282022.11.04 10:56buy80.1094.1530.0000.000
292022.11.04 10:56modify80.1094.15393.73394.643
302022.11.04 10:56modify70.1094.01493.73394.643
312022.11.04 10:56modify60.1093.66793.73394.643
322022.11.04 10:56modify50.1093.24393.73394.643
332022.11.04 12:57t/p50.1094.64393.73394.64398.1810342.23
342022.11.04 12:57t/p60.1094.64393.73394.64368.1110410.34
352022.11.04 12:57t/p70.1094.64393.73394.64343.8910454.23
362022.11.04 12:57t/p80.1094.64393.73394.64334.1910488.42
372023.01.03 12:00buy90.1087.6870.0000.000
382023.01.03 12:00modify90.1087.68786.98789.087
392023.01.03 14:41buy100.1088.1070.0000.000
402023.01.03 14:41modify100.1088.10787.75789.087
412023.01.03 14:41modify90.1087.68787.75789.087
422023.01.04 01:08buy110.1088.4570.0000.000
432023.01.04 01:08modify110.1088.45788.03789.087
442023.01.04 01:08modify100.1088.10788.03789.087
452023.01.04 01:08modify90.1087.68788.03789.087
462023.01.04 01:42buy120.1088.6020.0000.000
472023.01.04 01:42modify120.1088.60288.17789.087
482023.01.04 01:42modify110.1088.45788.17789.087
492023.01.04 01:42modify100.1088.10788.17789.087
502023.01.04 01:42modify90.1087.68788.17789.087
512023.01.04 04:58t/p90.1089.08788.17789.08798.1810586.59
522023.01.04 04:58t/p100.1089.08788.17789.08768.8710655.46
532023.01.04 04:58t/p110.1089.08788.17789.08743.9610699.42
542023.01.04 04:58t/p120.1089.08788.17789.08733.8410733.26
552023.01.13 16:00buy130.1088.7680.0000.000
562023.01.13 16:00modify130.1088.76888.06890.168
572023.01.13 18:57buy140.1089.1880.0000.000
582023.01.13 18:57modify140.1089.18888.83890.168
592023.01.13 18:57modify130.1088.76888.83890.168
602023.01.16 00:34buy150.1089.5380.0000.000
612023.01.16 00:34modify150.1089.53889.11890.168
622023.01.16 00:34modify140.1089.18889.11890.168
632023.01.16 00:34modify130.1088.76889.11890.168
642023.01.17 01:10buy160.1089.6820.0000.000
652023.01.17 01:10modify160.1089.68289.25890.168
662023.01.17 01:10modify150.1089.53889.25890.168
672023.01.17 01:10modify140.1089.18889.25890.168
682023.01.17 01:10modify130.1088.76889.25890.168
692023.01.18 02:40t/p130.1090.16889.25890.16899.1410832.39
702023.01.18 02:40t/p140.1090.16889.25890.16869.8310902.22
712023.01.18 02:40t/p150.1090.16889.25890.16844.9210947.14
722023.01.18 02:40t/p160.1090.16889.25890.16834.4010981.54
732023.03.07 12:00buy170.1090.6720.0000.000
742023.03.07 12:00modify170.1090.67289.97292.072
752023.03.09 17:50s/l170.1089.97289.97292.072-46.9610934.58
762023.05.01 16:00sell180.1091.1510.0000.000
772023.05.01 16:00modify180.1091.15191.85189.751
782023.05.02 04:30s/l180.1091.85191.85189.751-49.5110885.07
792023.05.02 08:00sell190.1092.2260.0000.000
802023.05.02 08:00modify190.1092.22692.92690.826
812023.05.02 13:50sell200.1091.8060.0000.000
822023.05.02 13:50modify200.1091.80692.15690.826
832023.05.02 13:50modify190.1092.22692.15690.826
842023.05.02 14:11sell210.1091.4560.0000.000
852023.05.02 14:11modify210.1091.45691.87690.826
862023.05.02 14:11modify200.1091.80691.87690.826
872023.05.02 14:11modify190.1092.22691.87690.826
882023.05.02 14:24sell220.1091.3160.0000.000
892023.05.02 14:24modify220.1091.31691.73690.826
902023.05.02 14:24modify210.1091.45691.73690.826
912023.05.02 14:24modify200.1091.80691.73690.826
922023.05.02 14:24modify190.1092.22691.73690.826
932023.05.03 01:44t/p190.1090.82691.73690.82697.0410982.11
942023.05.03 01:44t/p200.1090.82691.73690.82667.7311049.84
952023.05.03 01:44t/p210.1090.82691.73690.82643.3111093.16
962023.05.03 01:44t/p220.1090.82691.73690.82633.5411126.70
972023.06.13 16:00sell230.1094.8400.0000.000
982023.06.13 16:00modify230.1094.84095.54093.440
992023.06.15 01:32s/l230.1095.54095.54093.440-51.4711075.22
1002023.06.15 16:00sell240.1096.5090.0000.000
1012023.06.15 16:00modify240.1096.50997.20995.109
1022023.06.16 07:01s/l240.1097.20997.20995.109-49.5111025.72
1032023.06.16 08:00sell250.1097.0440.0000.000
1042023.06.16 08:00modify250.1097.04497.74495.644
1052023.06.20 02:08sell260.1096.6230.0000.000
1062023.06.20 02:08modify260.1096.62396.97495.644
1072023.06.20 02:08modify250.1097.04496.97495.644
1082023.06.20 08:33sell270.1096.2740.0000.000
1092023.06.20 08:33modify270.1096.27496.69495.644
1102023.06.20 08:33modify260.1096.62396.69495.644
1112023.06.20 08:33modify250.1097.04496.69495.644
1122023.06.20 09:08sell280.1096.1330.0000.000
1132023.06.20 09:08modify280.1096.13396.55495.644
1142023.06.20 09:08modify270.1096.27496.55495.644
1152023.06.20 09:08modify260.1096.62396.55495.644
1162023.06.20 09:08modify250.1097.04496.55495.644
1172023.06.20 14:54t/p250.1095.64496.55495.64496.3811122.10
1182023.06.20 14:54t/p260.1095.64496.55495.64468.3211190.42
1192023.06.20 14:54t/p270.1095.64496.55495.64443.9711234.39
1202023.06.20 14:54t/p280.1095.64496.55495.64434.1311268.52
1212023.07.10 12:00buy290.1094.4550.0000.000
1222023.07.10 12:00modify290.1094.45593.75595.855
1232023.07.11 07:51s/l290.1093.75593.75595.855-48.3711220.14
1242023.07.12 12:00buy300.1093.3400.0000.000
1252023.07.12 12:00modify300.1093.34092.64094.740
1262023.07.12 12:37buy310.1093.7600.0000.000
1272023.07.12 12:37modify310.1093.76093.41094.740
1282023.07.12 12:37modify300.1093.34093.41094.740
1292023.07.12 13:25buy320.1094.1100.0000.000
1302023.07.12 13:25modify320.1094.11093.69094.740
1312023.07.12 13:25modify310.1093.76093.69094.740
1322023.07.12 13:25modify300.1093.34093.69094.740
1332023.07.12 15:41s/l300.1093.69093.69094.74024.4211244.56
1342023.07.12 15:41s/l310.1093.69093.69094.740-4.8911239.67
1352023.07.12 15:41s/l320.1093.69093.69094.740-29.3211210.35
1362023.07.28 08:00buy330.1092.6650.0000.000
1372023.07.28 08:00modify330.1092.66591.96594.065
1382023.07.28 12:17buy340.1093.0850.0000.000
1392023.07.28 12:17modify340.1093.08592.73594.065
1402023.07.28 12:17modify330.1092.66592.73594.065
1412023.07.28 13:03buy350.1093.4370.0000.000
1422023.07.28 13:03modify350.1093.43793.01594.065
1432023.07.28 13:03modify340.1093.08593.01594.065
1442023.07.28 13:03modify330.1092.66593.01594.065
1452023.07.28 13:48buy360.1093.5750.0000.000
1462023.07.28 13:48modify360.1093.57593.15594.065
1472023.07.28 13:48modify350.1093.43793.15594.065
1482023.07.28 13:48modify340.1093.08593.15594.065
1492023.07.28 13:48modify330.1092.66593.15594.065
1502023.07.31 01:25t/p330.1094.06593.15594.06598.1811308.53
1512023.07.31 01:25t/p340.1094.06593.15594.06568.8711377.40
1522023.07.31 01:25t/p350.1094.06593.15594.06544.3111421.70
1532023.07.31 01:25t/p360.1094.06593.15594.06534.6811456.38