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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 profit1326.55Gross profit2008.88Gross loss-682.33
Profit factor2.94Expected payoff41.45
Absolute drawdown303.38Maximal drawdown475.83 (4.68%)Relative drawdown4.68% (475.83)
Total trades32Short positions (won %)6 (50.00%)Long positions (won %)26 (69.23%)
Profit trades (% of total)21 (65.62%)Loss trades (% of total)11 (34.38%)
Largestprofit trade151.77loss trade-124.55
Averageprofit trade95.66loss trade-62.03
Maximumconsecutive wins (profit in money)8 (775.65)consecutive losses (loss in money)5 (-321.99)
Maximalconsecutive profit (count of wins)775.65 (8)consecutive loss (count of losses)-321.99 (5)
Averageconsecutive wins4consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.01 04:00buy10.100.680580.000000.00000
22022.09.01 04:00modify10.100.680580.668580.69558
32022.09.12 08:00buy20.100.688100.000000.00000
42022.09.12 08:00modify20.100.688100.682080.69558
52022.09.12 08:00buy30.100.688100.000000.00000
62022.09.12 08:00modify30.100.688100.685830.69558
72022.09.12 08:00modify10.100.680580.685830.69558
82022.09.12 12:00modify20.100.688100.685830.69558
92022.09.13 08:00buy40.100.689120.000000.00000
102022.09.13 08:00modify40.100.689120.684330.69558
112022.09.13 12:00modify40.100.689120.685830.69558
122022.09.13 16:00s/l10.100.685830.685830.6955848.7110048.71
132022.09.13 16:00s/l20.100.685830.685830.69558-23.0810025.63
142022.09.13 16:00s/l30.100.685830.685830.69558-23.0810002.55
152022.09.13 16:00s/l40.100.685830.685830.69558-32.909969.65
162022.09.28 04:00buy50.100.640180.000000.00000
172022.09.28 04:00modify50.100.640180.628180.65518
182022.10.10 16:00s/l50.100.628180.628180.65518-124.559845.11
192022.10.14 04:00sell60.100.633190.000000.00000
202022.10.14 04:00modify60.100.633190.645190.61819
212022.10.26 08:00s/l60.100.645190.645190.61819-118.399726.72
222022.11.21 12:00buy70.100.662060.000000.00000
232022.11.21 12:00modify70.100.662060.650060.67706
242022.11.24 16:00t/p70.100.677060.650060.67706148.119874.83
252022.11.28 04:00buy80.100.668770.000000.00000
262022.11.28 04:00modify80.100.668770.656770.68377
272022.12.01 08:00t/p80.100.683770.656770.68377148.1110022.93
282022.12.09 04:00sell90.100.679230.000000.00000
292022.12.09 04:00modify90.100.679230.691230.66423
302022.12.20 08:00t/p90.100.664230.691230.66423151.4510174.38
312022.12.22 04:00sell100.100.675640.000000.00000
322022.12.22 04:00modify100.100.675640.687640.66064
332022.12.22 16:00sell110.100.667930.000000.00000
342022.12.22 16:00modify110.100.667930.674140.66064
352022.12.22 16:00sell120.100.667930.000000.00000
362022.12.22 16:00modify120.100.667930.670390.66064
372022.12.22 16:00modify100.100.675640.670390.66064
382022.12.22 20:00modify110.100.667930.670390.66064
392022.12.23 08:00s/l100.100.670390.670390.6606452.6610227.05
402022.12.23 08:00s/l110.100.670390.670390.66064-24.4410202.61
412022.12.23 08:00s/l120.100.670390.670390.66064-24.4410178.17
422023.01.03 12:00buy130.100.670060.000000.00000
432023.01.03 12:00modify130.100.670060.658060.68506
442023.01.04 04:00buy140.100.678520.000000.00000
452023.01.04 04:00modify140.100.678520.673810.68506
462023.01.04 04:00modify130.100.670060.673810.68506
472023.01.04 12:00t/p130.100.685060.673810.68506149.6210327.79
482023.01.04 12:00t/p140.100.685060.673810.6850665.4010393.19
492023.01.19 04:00buy150.100.690850.000000.00000
502023.01.19 04:00modify150.100.690850.678850.70585
512023.01.23 00:00buy160.100.698600.000000.00000
522023.01.23 00:00modify160.100.698600.692350.70585
532023.01.23 00:00buy170.100.698600.000000.00000
542023.01.23 00:00modify170.100.698600.696100.70585
552023.01.23 00:00modify150.100.690850.696100.70585
562023.01.23 04:00modify160.100.698600.696100.70585
572023.01.23 12:00buy180.100.699260.000000.00000
582023.01.23 12:00modify180.100.699260.694600.70585
592023.01.23 16:00modify180.100.699260.696100.70585
602023.01.25 04:00t/p150.100.705850.696100.70585148.4810541.67
612023.01.25 04:00t/p160.100.705850.696100.7058571.7410613.42
622023.01.25 04:00t/p170.100.705850.696100.7058571.7410685.16
632023.01.25 04:00t/p180.100.705850.696100.7058565.1410750.30
642023.01.25 04:00sell190.100.710000.000000.00000
652023.01.25 04:00modify190.100.710000.722000.69500
662023.02.03 16:00t/p190.100.695000.722000.69500151.7710902.08
672023.02.17 12:00buy200.100.681870.000000.00000
682023.02.17 12:00modify200.100.681870.669870.69687
692023.02.21 16:00buy210.100.689500.000000.00000
702023.02.21 16:00modify210.100.689500.683370.69687
712023.02.21 16:00buy220.100.689500.000000.00000
722023.02.21 16:00modify220.100.689500.687120.69687
732023.02.21 16:00modify200.100.681870.687120.69687
742023.02.21 20:00s/l200.100.687120.687120.6968751.7410953.82
752023.02.21 20:00s/l220.100.687120.687120.69687-23.8010930.02
762023.02.21 20:00close210.100.685340.683370.69687-41.6010888.42
772023.02.22 12:00buy230.100.682240.000000.00000
782023.02.22 12:00modify230.100.682240.670240.69724
792023.02.27 08:00s/l230.100.670240.670240.69724-121.8910766.52
802023.03.07 12:00buy240.100.666560.000000.00000
812023.03.07 12:00modify240.100.666560.654560.68156
822023.05.05 16:00buy250.100.674870.000000.00000
832023.05.05 16:00modify250.100.674870.670310.68156
842023.05.05 16:00modify240.100.666560.670310.68156
852023.05.10 16:00t/p240.100.681560.670310.68156125.7610892.28
862023.05.10 16:00t/p250.100.681560.670310.6815665.7610958.05
872023.05.24 08:00buy260.100.657300.000000.00000
882023.05.24 08:00modify260.100.657300.645300.67230
892023.06.09 08:00t/p260.100.672300.645300.67230143.1811101.23
902023.06.23 04:00buy270.100.671010.000000.00000
912023.06.23 04:00modify270.100.671010.659010.68601
922023.07.13 00:00buy280.100.679510.000000.00000
932023.07.13 00:00modify280.100.679510.674760.68601
942023.07.13 00:00modify270.100.671010.674760.68601
952023.07.13 12:00t/p270.100.686010.674760.68601142.4211243.65
962023.07.13 12:00t/p280.100.686010.674760.6860165.0011308.65
972023.08.08 12:00buy290.100.650520.000000.00000
982023.08.08 12:00modify290.100.650520.638520.66552
992023.08.17 04:00s/l290.100.638520.638520.66552-124.1711184.49
1002023.08.17 04:00buy300.100.638470.000000.00000
1012023.08.17 04:00modify300.100.638470.626470.65347
1022023.08.29 16:00buy310.100.646130.000000.00000
1032023.08.29 16:00modify310.100.646130.639970.65347
1042023.08.29 16:00buy320.100.646130.000000.00000
1052023.08.29 16:00modify320.100.646130.643720.65347
1062023.08.29 16:00modify300.100.638470.643720.65347
1072023.08.29 20:00modify310.100.646130.643720.65347
1082023.08.31 23:59close at stop320.100.648590.643720.6534723.0811207.57
1092023.08.31 23:59close at stop310.100.648590.643720.6534723.0811230.65
1102023.08.31 23:59close at stop300.100.648590.643720.6534795.9011326.55