Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:00 (2022.09.01 - 2023.09.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test6559Ticks modelled24003547Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1824.80Gross profit2797.00Gross loss-972.19
Profit factor2.88Expected payoff27.24
Absolute drawdown60.76Maximal drawdown372.06 (3.14%)Relative drawdown3.14% (372.06)
Total trades67Short positions (won %)22 (68.18%)Long positions (won %)45 (57.78%)
Profit trades (% of total)41 (61.19%)Loss trades (% of total)26 (38.81%)
Largestprofit trade130.64loss trade-61.89
Averageprofit trade68.22loss trade-37.39
Maximumconsecutive wins (profit in money)12 (937.64)consecutive losses (loss in money)6 (-253.92)
Maximalconsecutive profit (count of wins)937.64 (12)consecutive loss (count of losses)-253.92 (6)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.02 16:00sell10.100.684350.000000.00000
22022.09.02 16:00modify10.100.684350.690350.67135
32022.09.04 21:15sell20.100.678360.000000.00000
42022.09.04 21:15modify20.100.678360.681750.67135
52022.09.04 21:15modify10.100.684350.681750.67135
62022.09.05 23:20s/l10.100.681750.681750.6713526.1610026.16
72022.09.05 23:20s/l20.100.681750.681750.67135-33.749992.42
82022.09.06 16:00buy30.100.675130.000000.00000
92022.09.06 16:00modify30.100.675130.669130.68813
102022.09.09 02:30buy40.100.681000.000000.00000
112022.09.09 02:30modify40.100.681000.677730.68813
122022.09.09 02:30modify30.100.675130.677730.68813
132022.09.09 03:22buy50.100.682300.000000.00000
142022.09.09 03:22modify50.100.682300.678380.68813
152022.09.09 03:22modify40.100.681000.678380.68813
162022.09.09 03:22modify30.100.675130.678380.68813
172022.09.09 04:12buy60.100.682940.000000.00000
182022.09.09 04:12modify60.100.682940.679680.68813
192022.09.09 04:12modify50.100.682300.679680.68813
202022.09.09 04:12modify40.100.681000.679680.68813
212022.09.09 04:12modify30.100.675130.679680.68813
222022.09.12 07:10t/p30.100.688130.679680.68813127.7310120.15
232022.09.12 07:10t/p40.100.688130.679680.6881370.9210191.07
242022.09.12 07:10t/p50.100.688130.679680.6881357.9210248.99
252022.09.12 07:10t/p60.100.688130.679680.6881351.5210300.51
262022.09.23 10:00buy70.100.658540.000000.00000
272022.09.23 10:00modify70.100.658540.652540.67154
282022.09.23 17:41s/l70.100.652540.652540.67154-60.0010240.51
292022.10.06 17:00buy80.100.641490.000000.00000
302022.10.06 17:00modify80.100.641490.635490.65449
312022.10.07 19:28s/l80.100.635490.635490.65449-60.3810180.13
322022.10.21 17:00sell90.100.636110.000000.00000
332022.10.21 17:00modify90.100.636110.642110.62311
342022.10.24 08:02sell100.100.630260.000000.00000
352022.10.24 08:02modify100.100.630260.633510.62311
362022.10.24 08:02modify90.100.636110.633510.62311
372022.10.24 08:22sell110.100.628960.000000.00000
382022.10.24 08:22modify110.100.628960.632860.62311
392022.10.24 08:22modify100.100.630260.632860.62311
402022.10.24 08:22modify90.100.636110.632860.62311
412022.10.24 09:19sell120.100.628300.000000.00000
422022.10.24 09:19modify120.100.628300.631560.62311
432022.10.24 09:19modify110.100.628960.631560.62311
442022.10.24 09:19modify100.100.630260.631560.62311
452022.10.24 09:19modify90.100.636110.631560.62311
462022.10.24 11:47s/l90.100.631560.631560.6231145.6610225.80
472022.10.24 11:47s/l100.100.631560.631560.62311-13.0010212.80
482022.10.24 11:47s/l110.100.631560.631560.62311-26.0010186.80
492022.10.24 11:47s/l120.100.631560.631560.62311-32.6010154.20
502022.11.03 11:00buy130.100.629360.000000.00000
512022.11.03 11:00modify130.100.629360.623360.64236
522022.11.04 05:01buy140.100.635220.000000.00000
532022.11.04 05:01modify140.100.635220.631960.64236
542022.11.04 05:01modify130.100.629360.631960.64236
552022.11.04 06:34buy150.100.636510.000000.00000
562022.11.04 06:34modify150.100.636510.632610.64236
572022.11.04 06:34modify140.100.635220.632610.64236
582022.11.04 06:34modify130.100.629360.632610.64236
592022.11.04 10:50buy160.100.637160.000000.00000
602022.11.04 10:50modify160.100.637160.633910.64236
612022.11.04 10:50modify150.100.636510.633910.64236
622022.11.04 10:50modify140.100.635220.633910.64236
632022.11.04 10:50modify130.100.629360.633910.64236
642022.11.04 12:57t/p130.100.642360.633910.64236129.6210283.82
652022.11.04 12:57t/p140.100.642360.633910.6423671.4010355.22
662022.11.04 12:57t/p150.100.642360.633910.6423658.5010413.72
672022.11.04 12:57t/p160.100.642360.633910.6423652.0010465.72
682022.11.09 21:00buy170.100.642690.000000.00000
692022.11.09 21:00modify170.100.642690.636690.65569
702022.11.10 13:30buy180.100.648830.000000.00000
712022.11.10 13:30modify180.100.648830.645290.65569
722022.11.10 13:30modify170.100.642690.645290.65569
732022.11.10 13:30buy190.100.649840.000000.00000
742022.11.10 13:30modify190.100.649840.645940.65569
752022.11.10 13:30modify180.100.648830.645940.65569
762022.11.10 13:30modify170.100.642690.645940.65569
772022.11.10 13:31buy200.100.650510.000000.00000
782022.11.10 13:31modify200.100.650510.647240.65569
792022.11.10 13:31modify190.100.649840.647240.65569
802022.11.10 13:31modify180.100.648830.647240.65569
812022.11.10 13:31modify170.100.642690.647240.65569
822022.11.10 13:48t/p170.100.655690.647240.65569128.8610594.58
832022.11.10 13:48t/p180.100.655690.647240.6556968.6010663.18
842022.11.10 13:48t/p190.100.655690.647240.6556958.5010721.68
852022.11.10 13:48t/p200.100.655690.647240.6556951.8010773.48
862022.12.02 15:00buy210.100.677290.000000.00000
872022.12.02 15:00modify210.100.677290.671290.69029
882022.12.05 01:25buy220.100.683170.000000.00000
892022.12.05 01:25modify220.100.683170.679890.69029
902022.12.05 01:25modify210.100.677290.679890.69029
912022.12.05 02:55buy230.100.684450.000000.00000
922022.12.05 02:55modify230.100.684450.680540.69029
932022.12.05 02:55modify220.100.683170.680540.69029
942022.12.05 02:55modify210.100.677290.680540.69029
952022.12.05 03:09buy240.100.685090.000000.00000
962022.12.05 03:09modify240.100.685090.681840.69029
972022.12.05 03:09modify230.100.684450.681840.69029
982022.12.05 03:09modify220.100.683170.681840.69029
992022.12.05 03:09modify210.100.677290.681840.69029
1002022.12.05 07:08s/l210.100.681840.681840.6902945.1210818.60
1012022.12.05 07:08s/l220.100.681840.681840.69029-13.3010805.30
1022022.12.05 07:08s/l230.100.681840.681840.69029-26.1010779.20
1032022.12.05 07:08s/l240.100.681840.681840.69029-32.5010746.70
1042022.12.15 12:00buy250.100.676730.000000.00000
1052022.12.15 12:00modify250.100.676730.670730.68973
1062022.12.15 15:31s/l250.100.670730.670730.68973-60.0010686.70
1072023.01.04 12:00sell260.100.687130.000000.00000
1082023.01.04 12:00modify260.100.687130.693130.67413
1092023.01.05 02:30sell270.100.681280.000000.00000
1102023.01.05 02:30modify270.100.681280.684530.67413
1112023.01.05 02:30modify260.100.687130.684530.67413
1122023.01.05 13:35sell280.100.679980.000000.00000
1132023.01.05 13:35modify280.100.679980.683880.67413
1142023.01.05 13:35modify270.100.681280.683880.67413
1152023.01.05 13:35modify260.100.687130.683880.67413
1162023.01.05 13:37sell290.100.679310.000000.00000
1172023.01.05 13:37modify290.100.679310.682580.67413
1182023.01.05 13:37modify280.100.679980.682580.67413
1192023.01.05 13:37modify270.100.681280.682580.67413
1202023.01.05 13:37modify260.100.687130.682580.67413
1212023.01.05 15:51t/p260.100.674130.682580.67413130.4810817.19
1222023.01.05 15:51t/p270.100.674130.682580.6741371.5010888.69
1232023.01.05 15:51t/p280.100.674130.682580.6741358.5010947.19
1242023.01.05 15:51t/p290.100.674130.682580.6741351.8010998.99
1252023.01.05 17:00buy300.100.674510.000000.00000
1262023.01.05 17:00modify300.100.674510.668510.68751
1272023.01.06 15:10buy310.100.680360.000000.00000
1282023.01.06 15:10modify310.100.680360.677110.68751
1292023.01.06 15:10modify300.100.674510.677110.68751
1302023.01.06 15:16buy320.100.681670.000000.00000
1312023.01.06 15:16modify320.100.681670.677760.68751
1322023.01.06 15:16modify310.100.680360.677760.68751
1332023.01.06 15:16modify300.100.674510.677760.68751
1342023.01.06 15:20buy330.100.682320.000000.00000
1352023.01.06 15:20modify330.100.682320.679060.68751
1362023.01.06 15:20modify320.100.681670.679060.68751
1372023.01.06 15:20modify310.100.680360.679060.68751
1382023.01.06 15:20modify300.100.674510.679060.68751
1392023.01.06 18:40t/p300.100.687510.679060.68751129.6211128.61
1402023.01.06 18:40t/p310.100.687510.679060.6875171.5011200.11
1412023.01.06 18:40t/p320.100.687510.679060.6875158.4011258.51
1422023.01.06 18:40t/p330.100.687510.679060.6875151.9011310.41
1432023.01.18 09:00sell340.100.701810.000000.00000
1442023.01.18 09:00modify340.100.701810.707810.68881
1452023.01.18 17:26sell350.100.695960.000000.00000
1462023.01.18 17:26modify350.100.695960.699210.68881
1472023.01.18 17:26modify340.100.701810.699210.68881
1482023.01.18 18:20sell360.100.694660.000000.00000
1492023.01.18 18:20modify360.100.694660.698560.68881
1502023.01.18 18:20modify350.100.695960.698560.68881
1512023.01.18 18:20modify340.100.701810.698560.68881
1522023.01.18 19:51sell370.100.694010.000000.00000
1532023.01.18 19:51modify370.100.694010.697260.68881
1542023.01.18 19:51modify360.100.694660.697260.68881
1552023.01.18 19:51modify350.100.695960.697260.68881
1562023.01.18 19:51modify340.100.701810.697260.68881
1572023.01.19 07:02t/p340.100.688810.697260.68881130.4811440.89
1582023.01.19 07:02t/p350.100.688810.697260.6888171.9811512.87
1592023.01.19 07:02t/p360.100.688810.697260.6888158.9811571.86
1602023.01.19 07:02t/p370.100.688810.697260.6888152.4811624.34
1612023.02.03 18:00buy380.100.694830.000000.00000
1622023.02.03 18:00modify380.100.694830.688830.70783
1632023.02.06 13:52s/l380.100.688830.688830.70783-60.3811563.96
1642023.02.08 17:00buy390.100.694270.000000.00000
1652023.02.08 17:00modify390.100.694270.688270.70727
1662023.02.09 13:49buy400.100.700120.000000.00000
1672023.02.09 13:49modify400.100.700120.696870.70727
1682023.02.09 13:49modify390.100.694270.696870.70727
1692023.02.09 15:40s/l390.100.696870.696870.7072724.8611588.83
1702023.02.09 15:40s/l400.100.696870.696870.70727-32.5011556.33
1712023.02.15 09:00buy410.100.691100.000000.00000
1722023.02.15 09:00modify410.100.691100.685100.70410
1732023.02.16 15:03s/l410.100.685100.685100.70410-61.1411495.19
1742023.03.15 12:00buy420.100.664290.000000.00000
1752023.03.15 12:00modify420.100.664290.658290.67729
1762023.03.17 02:45buy430.100.670150.000000.00000
1772023.03.17 02:45modify430.100.670150.666890.67729
1782023.03.17 02:45modify420.100.664290.666890.67729
1792023.03.17 04:55buy440.100.671460.000000.00000
1802023.03.17 04:55modify440.100.671460.667540.67729
1812023.03.17 04:55modify430.100.670150.667540.67729
1822023.03.17 04:55modify420.100.664290.667540.67729
1832023.03.17 07:02buy450.100.672360.000000.00000
1842023.03.17 07:02modify450.100.672360.668840.67729
1852023.03.17 07:02modify440.100.671460.668840.67729
1862023.03.17 07:02modify430.100.670150.668840.67729
1872023.03.17 07:02modify420.100.664290.668840.67729
1882023.03.17 11:31s/l420.100.668840.668840.6772943.9811539.17
1892023.03.17 11:31s/l430.100.668840.668840.67729-13.1011526.07
1902023.03.17 11:31s/l440.100.668840.668840.67729-26.2011499.87
1912023.03.17 11:31s/l450.100.668840.668840.67729-35.2011464.67
1922023.03.24 13:00buy460.100.664080.000000.00000
1932023.03.24 13:00modify460.100.664080.658080.67708
1942023.03.28 14:47buy470.100.669950.000000.00000
1952023.03.28 14:47modify470.100.669950.666680.67708
1962023.03.28 14:47modify460.100.664080.666680.67708
1972023.03.28 15:52buy480.100.671230.000000.00000
1982023.03.28 15:52modify480.100.671230.667330.67708
1992023.03.28 15:52modify470.100.669950.667330.67708
2002023.03.28 15:52modify460.100.664080.667330.67708
2012023.03.29 06:22s/l460.100.667330.667330.6770831.3611496.04
2022023.03.29 06:22s/l470.100.667330.667330.67708-26.5811469.46
2032023.03.29 06:22s/l480.100.667330.667330.67708-39.3811430.08
2042023.04.10 15:00buy490.100.662800.000000.00000
2052023.04.10 15:00modify490.100.662800.656800.67580
2062023.04.12 12:30buy500.100.668720.000000.00000
2072023.04.12 12:30modify500.100.668720.665400.67580
2082023.04.12 12:30modify490.100.662800.665400.67580
2092023.04.12 12:30buy510.100.670000.000000.00000
2102023.04.12 12:30modify510.100.670000.666050.67580
2112023.04.12 12:30modify500.100.668720.666050.67580
2122023.04.12 12:30modify490.100.662800.666050.67580
2132023.04.12 12:30buy520.100.670640.000000.00000
2142023.04.12 12:30modify520.100.670640.667350.67580
2152023.04.12 12:30modify510.100.670000.667350.67580
2162023.04.12 12:30modify500.100.668720.667350.67580
2172023.04.12 12:30modify490.100.662800.667350.67580
2182023.04.13 12:54t/p490.100.675800.667350.67580128.1111558.19
2192023.04.13 12:54t/p500.100.675800.667350.6758069.6611627.85
2202023.04.13 12:54t/p510.100.675800.667350.6758056.8611684.71
2212023.04.13 12:54t/p520.100.675800.667350.6758050.4611735.18
2222023.04.13 15:00sell530.100.676670.000000.00000
2232023.04.13 15:00modify530.100.676670.682670.66367
2242023.04.14 15:24sell540.100.670800.000000.00000
2252023.04.14 15:24modify540.100.670800.674070.66367
2262023.04.14 15:24modify530.100.676670.674070.66367
2272023.04.14 15:51sell550.100.669520.000000.00000
2282023.04.14 15:51modify550.100.669520.673420.66367
2292023.04.14 15:51modify540.100.670800.673420.66367
2302023.04.14 15:51modify530.100.676670.673420.66367
2312023.04.17 13:47sell560.100.668870.000000.00000
2322023.04.17 13:47modify560.100.668870.672120.66367
2332023.04.17 13:47modify550.100.669520.672120.66367
2342023.04.17 13:47modify540.100.670800.672120.66367
2352023.04.17 13:47modify530.100.676670.672120.66367
2362023.04.18 02:00s/l530.100.672120.672120.6636745.9811781.16
2372023.04.18 02:00s/l540.100.672120.672120.66367-12.8811768.28
2382023.04.18 02:00s/l550.100.672120.672120.66367-25.6811742.61
2392023.04.18 02:00s/l560.100.672120.672120.66367-32.3411710.27
2402023.04.21 09:00buy570.100.669060.000000.00000
2412023.04.21 09:00modify570.100.669060.663060.68206
2422023.04.25 13:56s/l570.100.663060.663060.68206-60.7611649.51
2432023.04.25 15:00buy580.100.663550.000000.00000
2442023.04.25 15:00modify580.100.663550.657550.67655
2452023.04.28 12:30s/l580.100.657550.657550.67655-61.8911587.62
2462023.05.11 15:00buy590.100.670430.000000.00000
2472023.05.11 15:00modify590.100.670430.664430.68343
2482023.05.12 15:26s/l590.100.664430.664430.68343-60.3811527.24
2492023.05.18 15:00buy600.100.661330.000000.00000
2502023.05.18 15:00modify600.100.661330.655330.67433
2512023.05.19 12:36buy610.100.667190.000000.00000
2522023.05.19 12:36modify610.100.667190.663930.67433
2532023.05.19 12:36modify600.100.661330.663930.67433
2542023.05.22 05:36s/l600.100.663930.663930.6743325.2411552.48
2552023.05.22 05:36s/l610.100.663930.663930.67433-32.9811519.50
2562023.08.02 16:00buy620.100.654370.000000.00000
2572023.08.02 16:00modify620.100.654370.648370.66737
2582023.08.04 13:34buy630.100.660290.000000.00000
2592023.08.04 13:34modify630.100.660290.656970.66737
2602023.08.04 13:34modify620.100.654370.656970.66737
2612023.08.04 18:55s/l620.100.656970.656970.6673724.4811543.99
2622023.08.04 18:55s/l630.100.656970.656970.66737-33.2011510.79
2632023.08.10 14:00sell640.100.658380.000000.00000
2642023.08.10 14:00modify640.100.658380.664380.64538
2652023.08.10 17:36sell650.100.652520.000000.00000
2662023.08.10 17:36modify650.100.652520.655780.64538
2672023.08.10 17:36modify640.100.658380.655780.64538
2682023.08.10 23:58sell660.100.651220.000000.00000
2692023.08.10 23:58modify660.100.651220.655130.64538
2702023.08.10 23:58modify650.100.652520.655130.64538
2712023.08.10 23:58modify640.100.658380.655130.64538
2722023.08.11 12:50sell670.100.650560.000000.00000
2732023.08.11 12:50modify670.100.650560.653830.64538
2742023.08.11 12:50modify660.100.651220.653830.64538
2752023.08.11 12:50modify650.100.652520.653830.64538
2762023.08.11 12:50modify640.100.658380.653830.64538
2772023.08.16 00:30t/p640.100.645380.653830.64538130.6411641.43
2782023.08.16 00:30t/p650.100.645380.653830.6453872.0411713.48
2792023.08.16 00:30t/p660.100.645380.653830.6453859.0411772.52
2802023.08.16 00:30t/p670.100.645380.653830.6453852.2811824.80