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 20:00 (2022.09.01 - 2023.09.01)
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=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 test1917Ticks modelled24003547Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit907.92Gross profit1856.35Gross loss-948.42
Profit factor1.96Expected payoff22.14
Absolute drawdown466.30Maximal drawdown496.30 (4.95%)Relative drawdown4.95% (496.30)
Total trades41Short positions (won %)20 (65.00%)Long positions (won %)21 (71.43%)
Profit trades (% of total)28 (68.29%)Loss trades (% of total)13 (31.71%)
Largestprofit trade140.48loss trade-154.92
Averageprofit trade66.30loss trade-72.96
Maximumconsecutive wins (profit in money)10 (741.18)consecutive losses (loss in money)2 (-306.44)
Maximalconsecutive profit (count of wins)741.18 (10)consecutive loss (count of losses)-306.44 (2)
Averageconsecutive wins4consecutive losses1
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 17:41s/l10.100.652440.652440.68144-151.529848.48
42022.09.26 08:00buy20.100.650620.000000.00000
52022.09.26 08:00modify20.100.650620.635620.66462
62022.10.07 19:27s/l20.100.635620.635620.66462-154.929693.56
72022.10.10 12:00buy30.100.631680.000000.00000
82022.10.10 12:00modify30.100.631680.616680.64568
92022.10.21 16:00buy40.100.637280.000000.00000
102022.10.21 16:00modify40.100.637280.634480.64568
112022.10.21 16:00modify30.100.631680.634480.64568
122022.10.21 16:18s/l30.100.634480.634480.6456823.089716.64
132022.10.21 16:18s/l40.100.634480.634480.64568-28.009688.64
142022.10.26 20:00sell50.100.648960.000000.00000
152022.10.26 20:00modify50.100.648960.663960.63496
162022.10.27 12:10sell60.100.643360.000000.00000
172022.10.27 12:10modify60.100.643360.646160.63496
182022.10.27 12:10modify50.100.648960.646160.63496
192022.10.27 12:31s/l50.100.646160.646160.6349628.489717.12
202022.10.27 12:31s/l60.100.646160.646160.63496-28.009689.12
212022.11.10 20:00sell70.100.659130.000000.00000
222022.11.10 20:00modify70.100.659130.674130.64513
232022.11.15 07:20s/l70.100.674130.674130.64513-149.529539.60
242022.11.21 20:00buy80.100.660060.000000.00000
252022.11.21 20:00modify80.100.660060.645060.67406
262022.11.23 00:03buy90.100.665700.000000.00000
272022.11.23 00:03modify90.100.665700.662860.67406
282022.11.23 00:03modify80.100.660060.662860.67406
292022.11.23 14:45buy100.100.668490.000000.00000
302022.11.23 14:45modify100.100.668490.666360.67406
312022.11.23 14:45modify90.100.665700.666360.67406
322022.11.23 14:45modify80.100.660060.666360.67406
332022.11.23 14:51buy110.100.669880.000000.00000
342022.11.23 14:51modify110.100.669880.667760.67406
352022.11.23 14:51modify100.100.668490.667760.67406
362022.11.23 14:51modify90.100.665700.667760.67406
372022.11.23 14:51modify80.100.660060.667760.67406
382022.11.23 23:19t/p80.100.674060.667760.67406139.249678.85
392022.11.23 23:19t/p90.100.674060.667760.6740683.609762.45
402022.11.23 23:19t/p100.100.674060.667760.6740655.709818.15
412022.11.23 23:19t/p110.100.674060.667760.6740641.809859.95
422023.01.18 12:00sell120.100.701780.000000.00000
432023.01.18 12:00modify120.100.701780.716780.68778
442023.01.18 17:21sell130.100.696180.000000.00000
452023.01.18 17:21modify130.100.696180.698980.68778
462023.01.18 17:21modify120.100.701780.698980.68778
472023.01.19 00:30sell140.100.693350.000000.00000
482023.01.19 00:30modify140.100.693350.695480.68778
492023.01.19 00:30modify130.100.696180.695480.68778
502023.01.19 00:30modify120.100.701780.695480.68778
512023.01.19 00:37sell150.100.691940.000000.00000
522023.01.19 00:37modify150.100.691940.694080.68778
532023.01.19 00:37modify140.100.693350.694080.68778
542023.01.19 00:37modify130.100.696180.694080.68778
552023.01.19 00:37modify120.100.701780.694080.68778
562023.01.19 10:35t/p120.100.687780.694080.68778140.4810000.43
572023.01.19 10:35t/p130.100.687780.694080.6877884.4810084.91
582023.01.19 10:35t/p140.100.687780.694080.6877855.7010140.61
592023.01.19 10:35t/p150.100.687780.694080.6877841.6010182.21
602023.01.25 08:00sell160.100.709860.000000.00000
612023.01.25 08:00modify160.100.709860.724860.69586
622023.01.31 00:30sell170.100.704220.000000.00000
632023.01.31 00:30modify170.100.704220.707060.69586
642023.01.31 00:30modify160.100.709860.707060.69586
652023.01.31 08:39sell180.100.701460.000000.00000
662023.01.31 08:39modify180.100.701460.703560.69586
672023.01.31 08:39modify170.100.704220.703560.69586
682023.01.31 08:39modify160.100.709860.703560.69586
692023.01.31 10:20sell190.100.700060.000000.00000
702023.01.31 10:20modify190.100.700060.702160.69586
712023.01.31 10:20modify180.100.701460.702160.69586
722023.01.31 10:20modify170.100.704220.702160.69586
732023.01.31 10:20modify160.100.709860.702160.69586
742023.01.31 13:30s/l160.100.702160.702160.6958677.9710260.18
752023.01.31 13:30s/l170.100.702160.702160.6958620.6010280.78
762023.01.31 13:30s/l180.100.702160.702160.69586-7.0010273.78
772023.01.31 13:30s/l190.100.702160.702160.69586-21.0010252.78
782023.02.02 08:00sell200.100.713920.000000.00000
792023.02.02 08:00modify200.100.713920.728920.69992
802023.02.02 15:05sell210.100.708290.000000.00000
812023.02.02 15:05modify210.100.708290.711120.69992
822023.02.02 15:05modify200.100.713920.711120.69992
832023.02.03 02:13sell220.100.705520.000000.00000
842023.02.03 02:13modify220.100.705520.707620.69992
852023.02.03 02:13modify210.100.708290.707620.69992
862023.02.03 02:13modify200.100.713920.707620.69992
872023.02.03 13:30t/p200.100.699920.707620.69992140.1610392.94
882023.02.03 13:30t/p210.100.699920.707620.6999283.8610476.80
892023.02.03 13:30t/p220.100.699920.707620.6999256.0010532.80
902023.02.24 20:00buy230.100.672880.000000.00000
912023.02.24 20:00modify230.100.672880.657880.68688
922023.03.01 12:40buy240.100.678480.000000.00000
932023.03.01 12:40modify240.100.678480.675680.68688
942023.03.01 12:40modify230.100.672880.675680.68688
952023.03.01 13:32s/l230.100.675680.675680.6868826.8610559.67
962023.03.01 13:32s/l240.100.675680.675680.68688-28.0010531.67
972023.05.02 12:00sell250.100.670050.000000.00000
982023.05.02 12:00modify250.100.670050.685050.65605
992023.05.03 23:04sell260.100.664450.000000.00000
1002023.05.03 23:04modify260.100.664450.667250.65605
1012023.05.03 23:04modify250.100.670050.667250.65605
1022023.05.04 01:32s/l250.100.667250.667250.6560528.6410560.31
1032023.05.04 01:32s/l260.100.667250.667250.65605-27.5210532.80
1042023.05.05 08:00sell270.100.673100.000000.00000
1052023.05.05 08:00modify270.100.673100.688100.65910
1062023.05.12 12:22sell280.100.667500.000000.00000
1072023.05.12 12:22modify280.100.667500.670300.65910
1082023.05.12 12:22modify270.100.673100.670300.65910
1092023.05.12 15:26sell290.100.664700.000000.00000
1102023.05.12 15:26modify290.100.664700.666800.65910
1112023.05.12 15:26modify280.100.667500.666800.65910
1122023.05.12 15:26modify270.100.673100.666800.65910
1132023.05.15 01:57s/l270.100.666800.666800.6591064.2910597.09
1142023.05.15 01:57s/l280.100.666800.666800.659107.1610604.25
1152023.05.15 01:57s/l290.100.666800.666800.65910-20.8410583.41
1162023.05.31 12:00buy300.100.647950.000000.00000
1172023.05.31 12:00modify300.100.647950.632950.66195
1182023.06.01 13:07buy310.100.653550.000000.00000
1192023.06.01 13:07modify310.100.653550.650750.66195
1202023.06.01 13:07modify300.100.647950.650750.66195
1212023.06.01 15:05buy320.100.656350.000000.00000
1222023.06.01 15:05modify320.100.656350.654250.66195
1232023.06.01 15:05modify310.100.653550.654250.66195
1242023.06.01 15:05modify300.100.647950.654250.66195
1252023.06.01 15:36buy330.100.657750.000000.00000
1262023.06.01 15:36modify330.100.657750.655650.66195
1272023.06.01 15:36modify320.100.656350.655650.66195
1282023.06.01 15:36modify310.100.653550.655650.66195
1292023.06.01 15:36modify300.100.647950.655650.66195
1302023.06.02 08:26t/p300.100.661950.655650.66195138.4810721.89
1312023.06.02 08:26t/p310.100.661950.655650.6619583.6210805.51
1322023.06.02 08:26t/p320.100.661950.655650.6619555.6210861.14
1332023.06.02 08:26t/p330.100.661950.655650.6619541.6210902.76
1342023.06.06 12:00sell340.100.666170.000000.00000
1352023.06.06 12:00modify340.100.666170.681170.65217
1362023.06.14 13:05s/l340.100.681170.681170.65217-148.7110754.05
1372023.06.23 16:00buy350.100.668870.000000.00000
1382023.06.23 16:00modify350.100.668870.653870.68287
1392023.07.12 12:32buy360.100.674520.000000.00000
1402023.07.12 12:32modify360.100.674520.671670.68287
1412023.07.12 12:32modify350.100.668870.671670.68287
1422023.07.12 13:37buy370.100.677280.000000.00000
1432023.07.12 13:37modify370.100.677280.675170.68287
1442023.07.12 13:37modify360.100.674520.675170.68287
1452023.07.12 13:37modify350.100.668870.675170.68287
1462023.07.12 14:14buy380.100.678670.000000.00000
1472023.07.12 14:14modify380.100.678670.676570.68287
1482023.07.12 14:14modify370.100.677280.676570.68287
1492023.07.12 14:14modify360.100.674520.676570.68287
1502023.07.12 14:14modify350.100.668870.676570.68287
1512023.07.13 06:29t/p350.100.682870.676570.68287132.4210886.47
1522023.07.13 06:29t/p360.100.682870.676570.6828782.3610968.83
1532023.07.13 06:29t/p370.100.682870.676570.6828754.7611023.60
1542023.07.13 06:29t/p380.100.682870.676570.6828740.8611064.46
1552023.07.21 16:00buy390.100.673860.000000.00000
1562023.07.21 16:00modify390.100.673860.658860.68786
1572023.07.25 16:09buy400.100.679470.000000.00000
1582023.07.25 16:09modify400.100.679470.676660.68786
1592023.07.25 16:09modify390.100.673860.676660.68786
1602023.07.26 01:30s/l390.100.676660.676660.6878626.8611091.33
1612023.07.26 01:30s/l400.100.676660.676660.68786-28.4811062.85
1622023.08.01 20:00buy410.100.661530.000000.00000
1632023.08.01 20:00modify410.100.661530.646530.67553
1642023.08.14 01:21s/l410.100.646530.646530.67553-154.9210907.92