Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 23:59 (2022.09.01 - 2023.09.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 test2617Ticks modelled4234Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit-253.97Gross profit1036.44Gross loss-1290.40
Profit factor0.80Expected payoff-12.09
Absolute drawdown416.42Maximal drawdown416.42 (4.16%)Relative drawdown4.16% (416.42)
Total trades21Short positions (won %)11 (45.45%)Long positions (won %)10 (50.00%)
Profit trades (% of total)10 (47.62%)Loss trades (% of total)11 (52.38%)
Largestprofit trade141.77loss trade-156.44
Averageprofit trade103.64loss trade-117.31
Maximumconsecutive wins (profit in money)3 (420.36)consecutive losses (loss in money)3 (-322.29)
Maximalconsecutive profit (count of wins)420.36 (3)consecutive loss (count of losses)-322.29 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.21 12:00buy10.100.667440.000000.00000
22022.09.21 12:00modify10.100.667440.652440.68144
32022.09.23 20:00s/l10.100.652440.652440.68144-151.529848.48
42022.09.25 20:00buy20.100.651710.000000.00000
52022.09.25 20:00modify20.100.651710.636710.66571
62022.09.28 08:00s/l20.100.636710.636710.66571-151.149697.35
72022.10.10 12:00buy30.100.631680.000000.00000
82022.10.10 12:00modify30.100.631680.616680.64568
92022.10.26 08:00t/p30.100.645680.616680.64568133.949831.29
102022.10.26 20:00sell40.100.648960.000000.00000
112022.10.26 20:00modify40.100.648960.663960.63496
122022.10.31 12:00sell50.100.638870.000000.00000
132022.10.31 12:00modify50.100.638870.641260.63496
142022.10.31 12:00modify40.100.648960.641260.63496
152022.11.01 00:00s/l40.100.641260.641260.6349677.979909.26
162022.11.01 00:00s/l50.100.641260.641260.63496-23.749885.52
172022.11.06 20:00sell60.100.641400.000000.00000
182022.11.06 20:00modify60.100.641400.656400.62740
192022.11.10 16:00s/l60.100.656400.656400.62740-149.039736.48
202022.11.10 20:00sell70.100.659130.000000.00000
212022.11.10 20:00modify70.100.659130.674130.64513
222022.11.15 08:00s/l70.100.674130.674130.64513-149.529586.97
232022.11.21 20:00buy80.100.660060.000000.00000
242022.11.21 20:00modify80.100.660060.645060.67406
252022.11.24 00:00t/p80.100.674060.645060.67406138.119725.07
262023.01.18 12:00sell90.100.701780.000000.00000
272023.01.18 12:00modify90.100.701780.716780.68778
282023.01.19 12:00t/p90.100.687780.716780.68778140.489865.56
292023.01.25 08:00sell100.100.709860.000000.00000
302023.01.25 08:00modify100.100.709860.724860.69586
312023.02.03 16:00t/p100.100.695860.724860.69586141.7710007.33
322023.02.24 20:00buy110.100.672880.000000.00000
332023.02.24 20:00modify110.100.672880.657880.68688
342023.03.08 04:00s/l110.100.657880.657880.68688-153.799853.54
352023.05.02 12:00sell120.100.670050.000000.00000
362023.05.02 12:00modify120.100.670050.685050.65605
372023.05.04 00:00sell130.100.664150.000000.00000
382023.05.04 00:00modify130.100.664150.667250.65605
392023.05.04 00:00modify120.100.670050.667250.65605
402023.05.04 04:00s/l120.100.667250.667250.6560528.649882.19
412023.05.04 04:00s/l130.100.667250.667250.65605-31.009851.19
422023.05.05 08:00sell140.100.673100.000000.00000
432023.05.05 08:00modify140.100.673100.688100.65910
442023.05.12 20:00sell150.100.664610.000000.00000
452023.05.12 20:00modify150.100.664610.666800.65910
462023.05.12 20:00modify140.100.673100.666800.65910
472023.05.15 04:00s/l140.100.666800.666800.6591064.299915.48
482023.05.15 04:00s/l150.100.666800.666800.65910-21.749893.74
492023.05.31 12:00buy160.100.647950.000000.00000
502023.05.31 12:00modify160.100.647950.632950.66195
512023.06.01 16:00buy170.100.657880.000000.00000
522023.06.01 16:00modify170.100.657880.655650.66195
532023.06.01 16:00modify160.100.647950.655650.66195
542023.06.02 12:00t/p160.100.661950.655650.66195138.4810032.22
552023.06.02 12:00t/p170.100.661950.655650.6619540.3210072.54
562023.06.06 12:00sell180.100.666170.000000.00000
572023.06.06 12:00modify180.100.666170.681170.65217
582023.06.14 16:00s/l180.100.681170.681170.65217-148.719923.83
592023.06.23 16:00buy190.100.668870.000000.00000
602023.06.23 16:00modify190.100.668870.653870.68287
612023.07.13 08:00t/p190.100.682870.653870.68287132.4210056.26
622023.07.21 16:00buy200.100.673860.000000.00000
632023.07.21 16:00modify200.100.673860.658860.68786
642023.08.02 04:00s/l200.100.658860.658860.68786-153.799902.47
652023.08.02 20:00buy210.100.654510.000000.00000
662023.08.02 20:00modify210.100.654510.639510.66851
672023.08.17 04:00s/l210.100.639510.639510.66851-156.449746.03