Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURAUD (Euro vs Australian 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 modelled38903721Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit330.25Gross profit1086.98Gross loss-756.73
Profit factor1.44Expected payoff5.16
Absolute drawdown7.01Maximal drawdown371.56 (3.49%)Relative drawdown3.49% (371.56)
Total trades64Short positions (won %)41 (41.46%)Long positions (won %)23 (43.48%)
Profit trades (% of total)27 (42.19%)Loss trades (% of total)37 (57.81%)
Largestprofit trade96.00loss trade-30.48
Averageprofit trade40.26loss trade-20.45
Maximumconsecutive wins (profit in money)5 (238.97)consecutive losses (loss in money)8 (-207.17)
Maximalconsecutive profit (count of wins)238.97 (5)consecutive loss (count of losses)-207.17 (8)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.09 20:00buy10.101.467960.000000.00000
22022.09.09 20:00modify10.101.467961.463961.48296
32022.09.11 21:05buy20.101.476240.000000.00000
42022.09.11 21:05modify20.101.476241.471711.48296
52022.09.11 21:05modify10.101.467961.471711.48296
62022.09.11 21:10buy30.101.477770.000000.00000
72022.09.11 21:10modify30.101.477771.475461.48296
82022.09.11 21:10modify20.101.476241.475461.48296
92022.09.11 21:10modify10.101.467961.475461.48296
102022.09.11 21:19s/l10.101.475461.475461.4829647.7710047.77
112022.09.11 21:19s/l20.101.475461.475461.48296-4.9710042.80
122022.09.11 21:19s/l30.101.475461.475461.48296-14.7110028.09
132022.10.04 20:00sell40.101.536120.000000.00000
142022.10.04 20:00modify40.101.536121.540121.52112
152022.10.05 14:40sell50.101.530120.000000.00000
162022.10.05 14:40modify50.101.530121.534621.52112
172022.10.05 14:40modify40.101.536121.534621.52112
182022.10.05 15:21sell60.101.527870.000000.00000
192022.10.05 15:21modify60.101.527871.532371.52112
202022.10.05 15:21modify50.101.530121.532371.52112
212022.10.05 15:21modify40.101.536121.532371.52112
222022.10.05 15:28sell70.101.526370.000000.00000
232022.10.05 15:28modify70.101.526371.528621.52112
242022.10.05 15:28modify60.101.527871.528621.52112
252022.10.05 15:28modify50.101.530121.528621.52112
262022.10.05 15:28modify40.101.536121.528621.52112
272022.10.05 19:06t/p40.101.521121.528621.5211296.0010124.09
282022.10.05 19:06t/p50.101.521121.528621.5211257.4310181.52
292022.10.05 19:06t/p60.101.521121.528621.5211243.0710224.59
302022.10.05 19:06t/p70.101.521121.528621.5211233.5010258.09
312022.11.09 20:00sell80.101.557100.000000.00000
322022.11.09 20:00modify80.101.557101.561101.54210
332022.11.10 02:26s/l80.101.561101.561101.54210-24.6510233.44
342022.11.10 08:00sell90.101.561740.000000.00000
352022.11.10 08:00modify90.101.561741.565741.54674
362022.11.10 09:36sell100.101.555720.000000.00000
372022.11.10 09:36modify100.101.555721.560241.54674
382022.11.10 09:36modify90.101.561741.560241.54674
392022.11.10 11:00sell110.101.553460.000000.00000
402022.11.10 11:00modify110.101.553461.557991.54674
412022.11.10 11:00modify100.101.555721.557991.54674
422022.11.10 11:00modify90.101.561741.557991.54674
432022.11.10 13:25sell120.101.551880.000000.00000
442022.11.10 13:25modify120.101.551881.554241.54674
452022.11.10 13:25modify110.101.553461.554241.54674
462022.11.10 13:25modify100.101.555721.554241.54674
472022.11.10 13:25modify90.101.561741.554241.54674
482022.11.10 13:30t/p90.101.546741.554241.5467495.7110329.15
492022.11.10 13:30t/p100.101.546741.554241.5467457.3010386.45
502022.11.10 13:30t/p110.101.546741.554241.5467442.8810429.33
512022.11.10 13:30t/p120.101.546741.554241.5467432.8010462.13
522022.12.12 16:00sell130.101.560760.000000.00000
532022.12.12 16:00modify130.101.560761.564761.54576
542022.12.12 16:32s/l130.101.564761.564761.54576-25.5210436.61
552022.12.12 20:00sell140.101.560690.000000.00000
562022.12.12 20:00modify140.101.560691.564691.54569
572022.12.13 12:26sell150.101.554690.000000.00000
582022.12.13 12:26modify150.101.554691.559191.54569
592022.12.13 12:26modify140.101.560691.559191.54569
602022.12.13 13:30sell160.101.552350.000000.00000
612022.12.13 13:30modify160.101.552351.556941.54569
622022.12.13 13:30modify150.101.554691.556941.54569
632022.12.13 13:30modify140.101.560691.556941.54569
642022.12.13 13:30sell170.101.550930.000000.00000
652022.12.13 13:30modify170.101.550931.553191.54569
662022.12.13 13:30modify160.101.552351.553191.54569
672022.12.13 13:30modify150.101.554691.553191.54569
682022.12.13 13:30modify140.101.560691.553191.54569
692022.12.13 13:30s/l140.101.553191.553191.5456948.1410484.75
702022.12.13 13:30s/l150.101.553191.553191.545699.5710494.32
712022.12.13 13:30s/l160.101.553191.553191.54569-5.3610488.96
722022.12.13 13:30s/l170.101.553191.553191.54569-14.4310474.53
732022.12.16 12:00sell180.101.587700.000000.00000
742022.12.16 12:00modify180.101.587701.591701.57270
752022.12.18 22:04sell190.101.577750.000000.00000
762022.12.18 22:04modify190.101.577751.580201.57270
772022.12.18 22:04modify180.101.587701.580201.57270
782022.12.18 22:29sell200.101.579410.000000.00000
792022.12.18 22:29modify200.101.579411.583951.57270
802022.12.18 22:29modify200.101.579411.580201.57270
812022.12.18 22:32s/l180.101.580201.580201.5727047.8510522.38
822022.12.18 22:32s/l190.101.580201.580201.57270-15.6410506.74
832022.12.18 22:32s/l200.101.580201.580201.57270-5.0410501.70
842023.01.10 16:00sell210.101.558810.000000.00000
852023.01.10 16:00modify210.101.558811.562811.54381
862023.01.11 05:10sell220.101.552800.000000.00000
872023.01.11 05:10modify220.101.552801.557311.54381
882023.01.11 05:10modify210.101.558811.557311.54381
892023.01.11 07:51s/l210.101.557311.557311.543819.8610511.56
902023.01.11 07:51s/l220.101.557311.557311.54381-28.7810482.78
912023.01.18 08:00buy230.101.542570.000000.00000
922023.01.18 08:00modify230.101.542571.538571.55757
932023.01.18 10:07buy240.101.548570.000000.00000
942023.01.18 10:07modify240.101.548571.544071.55757
952023.01.18 10:07modify230.101.542571.544071.55757
962023.01.18 11:07s/l230.101.544071.544071.557579.5610492.34
972023.01.18 11:07s/l240.101.544071.544071.55757-28.6610463.68
982023.01.25 12:00buy250.101.534110.000000.00000
992023.01.25 12:00modify250.101.534111.530111.54911
1002023.01.25 14:23buy260.101.540130.000000.00000
1012023.01.25 14:23modify260.101.540131.535611.54911
1022023.01.25 14:23modify250.101.534111.535611.54911
1032023.01.25 15:04buy270.101.542380.000000.00000
1042023.01.25 15:04modify270.101.542381.537861.54911
1052023.01.25 15:04modify260.101.540131.537861.54911
1062023.01.25 15:04modify250.101.534111.537861.54911
1072023.01.25 18:18s/l250.101.537861.537861.5491123.8910487.57
1082023.01.25 18:18s/l260.101.537861.537861.54911-14.4610473.11
1092023.01.25 18:18s/l270.101.537861.537861.54911-28.7910444.32
1102023.02.08 12:00buy280.101.540410.000000.00000
1112023.02.08 12:00modify280.101.540411.536411.55541
1122023.02.08 15:40buy290.101.546410.000000.00000
1132023.02.08 15:40modify290.101.546411.541911.55541
1142023.02.08 15:40modify280.101.540411.541911.55541
1152023.02.08 18:58buy300.101.548660.000000.00000
1162023.02.08 18:58modify300.101.548661.544161.55541
1172023.02.08 18:58modify290.101.546411.544161.55541
1182023.02.08 18:58modify280.101.540411.544161.55541
1192023.02.09 02:23s/l280.101.544161.544161.5554122.0710466.39
1202023.02.09 02:23s/l290.101.544161.544161.55541-16.1510450.25
1212023.02.09 02:23s/l300.101.544161.544161.55541-30.4810419.77
1222023.02.27 08:00sell310.101.570610.000000.00000
1232023.02.27 08:00modify310.101.570611.574611.55561
1242023.02.27 12:58s/l310.101.574611.574611.55561-25.5310394.24
1252023.02.27 20:00sell320.101.574820.000000.00000
1262023.02.27 20:00modify320.101.574821.578821.55982
1272023.02.28 08:00s/l320.101.578821.578821.55982-25.2310369.01
1282023.04.03 20:00buy330.101.606690.000000.00000
1292023.04.03 20:00modify330.101.606691.602691.62169
1302023.04.04 06:07buy340.101.612690.000000.00000
1312023.04.04 06:07modify340.101.612691.608191.62169
1322023.04.04 06:07modify330.101.606691.608191.62169
1332023.04.04 07:12buy350.101.614950.000000.00000
1342023.04.04 07:12modify350.101.614951.610441.62169
1352023.04.04 07:12modify340.101.612691.610441.62169
1362023.04.04 07:12modify330.101.606691.610441.62169
1372023.04.04 07:34buy360.101.616460.000000.00000
1382023.04.04 07:34modify360.101.616461.614191.62169
1392023.04.04 07:34modify350.101.614951.614191.62169
1402023.04.04 07:34modify340.101.612691.614191.62169
1412023.04.04 07:34modify330.101.606691.614191.62169
1422023.04.04 14:20t/p330.101.621691.614191.6216994.9410463.96
1432023.04.04 14:20t/p340.101.621691.614191.6216957.3310521.29
1442023.04.04 14:20t/p350.101.621691.614191.6216942.9410564.23
1452023.04.04 14:20t/p360.101.621691.614191.6216933.3210597.55
1462023.04.06 20:00sell370.101.636960.000000.00000
1472023.04.06 20:00modify370.101.636961.640961.62196
1482023.04.11 04:12sell380.101.630950.000000.00000
1492023.04.11 04:12modify380.101.630951.635461.62196
1502023.04.11 04:12modify370.101.636961.635461.62196
1512023.04.11 08:38s/l370.101.635461.635461.6219610.4410607.98
1522023.04.11 08:38s/l380.101.635461.635461.62196-28.7810579.20
1532023.04.24 08:00sell390.101.643670.000000.00000
1542023.04.24 08:00modify390.101.643671.647671.62867
1552023.04.24 09:41s/l390.101.647671.647671.62867-25.5210553.68
1562023.04.24 20:00sell400.101.649590.000000.00000
1572023.04.24 20:00modify400.101.649591.653591.63459
1582023.04.25 02:05s/l400.101.653591.653591.63459-25.2410528.44
1592023.04.25 12:00sell410.101.655840.000000.00000
1602023.04.25 12:00modify410.101.655841.659841.64084
1612023.04.26 02:51s/l410.101.659841.659841.64084-25.2310503.21
1622023.05.29 16:00buy420.101.638160.000000.00000
1632023.05.29 16:00modify420.101.638161.634161.65316
1642023.05.30 03:25buy430.101.644190.000000.00000
1652023.05.30 03:25modify430.101.644191.639661.65316
1662023.05.30 03:25modify420.101.638161.639661.65316
1672023.05.30 06:51s/l420.101.639661.639661.653168.9410512.16
1682023.05.30 06:51s/l430.101.639661.639661.65316-28.8610483.30
1692023.06.02 08:00buy440.101.628250.000000.00000
1702023.06.02 08:00modify440.101.628251.624251.64325
1712023.06.02 09:20s/l440.101.624251.624251.64325-25.4810457.82
1722023.06.12 16:00buy450.101.593070.000000.00000
1732023.06.12 16:00modify450.101.593071.589071.60807
1742023.06.13 13:05s/l450.101.589071.589071.60807-26.0910431.73
1752023.06.20 16:00sell460.101.610180.000000.00000
1762023.06.20 16:00modify460.101.610181.614181.59518
1772023.06.21 07:07s/l460.101.614181.614181.59518-25.2310406.50
1782023.06.22 12:00sell470.101.619390.000000.00000
1792023.06.22 12:00modify470.101.619391.623391.60439
1802023.06.22 13:05s/l470.101.623391.623391.60439-25.5210380.98
1812023.06.22 20:00sell480.101.621500.000000.00000
1822023.06.22 20:00modify480.101.621501.625501.60650
1832023.06.23 01:45s/l480.101.625501.625501.60650-25.2410355.74
1842023.07.10 16:00sell490.101.648190.000000.00000
1852023.07.10 16:00modify490.101.648191.652191.63319
1862023.07.11 08:48s/l490.101.652191.652191.63319-25.2310330.51
1872023.07.17 12:00sell500.101.648320.000000.00000
1882023.07.17 12:00modify500.101.648321.652321.63332
1892023.07.17 12:58s/l500.101.652321.652321.63332-25.5210304.99
1902023.07.25 20:00buy510.101.628290.000000.00000
1912023.07.25 20:00modify510.101.628291.624291.64329
1922023.07.26 01:30buy520.101.636620.000000.00000
1932023.07.26 01:30modify520.101.636621.632041.64329
1942023.07.26 01:30modify510.101.628291.632041.64329
1952023.07.26 01:30buy530.101.638240.000000.00000
1962023.07.26 01:30modify530.101.638241.635791.64329
1972023.07.26 01:30modify520.101.636621.635791.64329
1982023.07.26 01:30modify510.101.628291.635791.64329
1992023.07.26 01:50s/l510.101.635791.635791.6432947.1610352.16
2002023.07.26 01:50s/l520.101.635791.635791.64329-5.2910346.87
2012023.07.26 01:50s/l530.101.635791.635791.64329-15.6110331.26
2022023.08.02 12:00sell540.101.669280.000000.00000
2032023.08.02 12:00modify540.101.669281.673281.65428
2042023.08.02 14:48s/l540.101.673281.673281.65428-25.5210305.74
2052023.08.02 20:00sell550.101.671880.000000.00000
2062023.08.02 20:00modify550.101.671881.675881.65688
2072023.08.03 08:51s/l550.101.675881.675881.65688-24.6510281.09
2082023.08.08 12:00sell560.101.682490.000000.00000
2092023.08.08 12:00modify560.101.682491.686491.66749
2102023.08.08 17:44sell570.101.676470.000000.00000
2112023.08.08 17:44modify570.101.676471.680991.66749
2122023.08.08 17:44modify560.101.682491.680991.66749
2132023.08.08 20:47sell580.101.674240.000000.00000
2142023.08.08 20:47modify580.101.674241.678741.66749
2152023.08.08 20:47modify570.101.676471.678741.66749
2162023.08.08 20:47modify560.101.682491.678741.66749
2172023.08.08 21:00sell590.101.672590.000000.00000
2182023.08.08 21:00modify590.101.672591.674991.66749
2192023.08.08 21:00modify580.101.674241.674991.66749
2202023.08.08 21:00modify570.101.676471.674991.66749
2212023.08.08 21:00modify560.101.682491.674991.66749
2222023.08.08 21:17s/l560.101.674991.674991.6674947.8610328.95
2232023.08.08 21:17s/l570.101.674991.674991.667499.4510338.40
2242023.08.08 21:17s/l580.101.674991.674991.66749-4.7810333.62
2252023.08.08 21:17s/l590.101.674991.674991.66749-15.3110318.31
2262023.08.17 08:00sell600.101.701150.000000.00000
2272023.08.17 08:00modify600.101.701151.705151.68615
2282023.08.17 09:47sell610.101.695110.000000.00000
2292023.08.17 09:47modify610.101.695111.699651.68615
2302023.08.17 09:47modify600.101.701151.699651.68615
2312023.08.17 10:09sell620.101.692900.000000.00000
2322023.08.17 10:09modify620.101.692901.697401.68615
2332023.08.17 10:09modify610.101.695111.697401.68615
2342023.08.17 10:09modify600.101.701151.697401.68615
2352023.08.17 12:35sell630.101.691400.000000.00000
2362023.08.17 12:35modify630.101.691401.693651.68615
2372023.08.17 12:35modify620.101.692901.693651.68615
2382023.08.17 12:35modify610.101.695111.693651.68615
2392023.08.17 12:35modify600.101.701151.693651.68615
2402023.08.17 12:39s/l600.101.693651.693651.6861547.8610366.17
2412023.08.17 12:39s/l610.101.693651.693651.686159.3210375.49
2422023.08.17 12:39s/l620.101.693651.693651.68615-4.7910370.70
2432023.08.17 12:39s/l630.101.693651.693651.68615-14.3610356.34
2442023.08.22 16:00buy640.101.688540.000000.00000
2452023.08.22 16:00modify640.101.688541.684541.70354
2462023.08.23 01:12s/l640.101.684541.684541.70354-26.0910330.25