Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 test6535Ticks modelled22591668Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1830.12Gross profit5228.84Gross loss-3398.72
Profit factor1.54Expected payoff7.92
Absolute drawdown104.14Maximal drawdown746.25 (6.79%)Relative drawdown6.79% (746.25)
Total trades231Short positions (won %)147 (59.86%)Long positions (won %)84 (54.76%)
Profit trades (% of total)134 (58.01%)Loss trades (% of total)97 (41.99%)
Largestprofit trade140.64loss trade-124.17
Averageprofit trade39.02loss trade-35.04
Maximumconsecutive wins (profit in money)6 (441.21)consecutive losses (loss in money)3 (-265.92)
Maximalconsecutive profit (count of wins)441.21 (6)consecutive loss (count of losses)-265.92 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.03 02:00sell10.100.644570.000000.00000
22022.10.03 02:00modify10.100.644570.656570.63057
32022.10.05 14:19sell20.100.641770.000000.00000
42022.10.05 14:19modify20.100.641770.643870.63057
52022.10.05 14:19modify10.100.644570.643870.63057
62022.10.05 14:38s/l10.100.643870.643870.630577.3210007.32
72022.10.05 14:38s/l20.100.643870.643870.63057-21.009986.32
82022.10.06 03:00sell30.100.653340.000000.00000
92022.10.06 03:00modify30.100.653340.665340.63934
102022.10.06 06:58sell40.100.650540.000000.00000
112022.10.06 06:58modify40.100.650540.652640.63934
122022.10.06 06:58modify30.100.653340.652640.63934
132022.10.06 13:06sell50.100.644940.000000.00000
142022.10.06 13:06modify50.100.644940.647040.63934
152022.10.06 13:06modify40.100.650540.647040.63934
162022.10.06 13:06modify30.100.653340.647040.63934
172022.10.06 13:43s/l30.100.647040.647040.6393463.0010049.32
182022.10.06 13:43s/l40.100.647040.647040.6393435.0010084.32
192022.10.06 13:43s/l50.100.647040.647040.63934-21.0010063.32
202022.10.07 13:00buy60.100.638770.000000.00000
212022.10.07 13:00modify60.100.638770.626770.65277
222022.10.11 02:12s/l60.100.626770.626770.65277-120.769942.56
232022.10.11 03:00buy70.100.626730.000000.00000
242022.10.11 03:00modify70.100.626730.614730.64073
252022.10.11 11:35buy80.100.629540.000000.00000
262022.10.11 11:35modify80.100.629540.627430.64073
272022.10.11 11:35modify70.100.626730.627430.64073
282022.10.11 13:54s/l70.100.627430.627430.640737.009949.56
292022.10.11 13:54s/l80.100.627430.627430.64073-21.109928.46
302022.10.11 16:00sell90.100.632780.000000.00000
312022.10.11 16:00modify90.100.632780.644780.61878
322022.10.11 18:44sell100.100.629960.000000.00000
332022.10.11 18:44modify100.100.629960.632080.61878
342022.10.11 18:44modify90.100.632780.632080.61878
352022.10.12 01:42sell110.100.624350.000000.00000
362022.10.12 01:42modify110.100.624350.626480.61878
372022.10.12 01:42modify100.100.629960.626480.61878
382022.10.12 01:42modify90.100.632780.626480.61878
392022.10.12 04:03s/l90.100.626480.626480.6187863.169991.63
402022.10.12 04:03s/l100.100.626480.626480.6187834.9610026.59
412022.10.12 04:03s/l110.100.626480.626480.61878-21.3010005.29
422022.10.13 13:00buy120.100.620670.000000.00000
432022.10.13 13:00modify120.100.620670.608670.63467
442022.10.13 15:08buy130.100.623480.000000.00000
452022.10.13 15:08modify130.100.623480.621370.63467
462022.10.13 15:08modify120.100.620670.621370.63467
472022.10.13 15:39buy140.100.629070.000000.00000
482022.10.13 15:39modify140.100.629070.626970.63467
492022.10.13 15:39modify130.100.623480.626970.63467
502022.10.13 15:39modify120.100.620670.626970.63467
512022.10.13 15:47s/l120.100.626970.626970.6346763.0010068.29
522022.10.13 15:47s/l130.100.626970.626970.6346734.9010103.19
532022.10.13 15:47s/l140.100.626970.626970.63467-21.0010082.19
542022.10.13 16:00sell150.100.628210.000000.00000
552022.10.13 16:00modify150.100.628210.640210.61421
562022.10.14 14:05sell160.100.625400.000000.00000
572022.10.14 14:05modify160.100.625400.627510.61421
582022.10.14 14:05modify150.100.628210.627510.61421
592022.10.14 18:37sell170.100.619800.000000.00000
602022.10.14 18:37modify170.100.619800.621910.61421
612022.10.14 18:37modify160.100.625400.621910.61421
622022.10.14 18:37modify150.100.628210.621910.61421
632022.10.16 22:06s/l150.100.621910.621910.6142163.1610145.35
642022.10.16 22:06s/l160.100.621910.621910.6142134.9010180.25
652022.10.16 22:06s/l170.100.621910.621910.61421-21.1010159.15
662022.10.17 13:00sell180.100.627580.000000.00000
672022.10.17 13:00modify180.100.627580.639580.61358
682022.10.20 01:22sell190.100.624770.000000.00000
692022.10.20 01:22modify190.100.624770.626880.61358
702022.10.20 01:22modify180.100.627580.626880.61358
712022.10.20 04:19s/l180.100.626880.626880.613587.8110166.95
722022.10.20 04:19s/l190.100.626880.626880.61358-21.1010145.85
732022.10.20 10:00sell200.100.629060.000000.00000
742022.10.20 10:00modify200.100.629060.641060.61506
752022.10.21 01:35sell210.100.626260.000000.00000
762022.10.21 01:35modify210.100.626260.628360.61506
772022.10.21 01:35modify200.100.629060.628360.61506
782022.10.21 03:13s/l200.100.628360.628360.615067.1610153.02
792022.10.21 03:13s/l210.100.628360.628360.61506-21.0010132.02
802022.10.21 14:00sell220.100.631660.000000.00000
812022.10.21 14:00modify220.100.631660.643660.61766
822022.10.21 14:29sell230.100.628860.000000.00000
832022.10.21 14:29modify230.100.628860.630960.61766
842022.10.21 14:29modify220.100.631660.630960.61766
852022.10.21 14:41s/l220.100.630960.630960.617667.0010139.02
862022.10.21 14:41s/l230.100.630960.630960.61766-21.0010118.02
872022.10.24 03:00buy240.100.634520.000000.00000
882022.10.24 03:00modify240.100.634520.622520.64852
892022.10.25 13:34buy250.100.637320.000000.00000
902022.10.25 13:34modify250.100.637320.635220.64852
912022.10.25 13:34modify240.100.634520.635220.64852
922022.10.26 06:42buy260.100.642930.000000.00000
932022.10.26 06:42modify260.100.642930.640820.64852
942022.10.26 06:42modify250.100.637320.640820.64852
952022.10.26 06:42modify240.100.634520.640820.64852
962022.10.26 07:27buy270.100.645040.000000.00000
972022.10.26 07:27modify270.100.645040.642920.64852
982022.10.26 07:27modify260.100.642930.642920.64852
992022.10.26 07:27modify250.100.637320.642920.64852
1002022.10.26 07:27modify240.100.634520.642920.64852
1012022.10.26 08:09t/p240.100.648520.642920.64852139.2410257.26
1022022.10.26 08:09t/p250.100.648520.642920.64852111.6210368.88
1032022.10.26 08:09t/p260.100.648520.642920.6485255.9010424.78
1042022.10.26 08:09t/p270.100.648520.642920.6485234.8010459.58
1052022.10.27 10:00buy280.100.645830.000000.00000
1062022.10.27 10:00modify280.100.645830.633830.65983
1072022.10.27 14:03buy290.100.648660.000000.00000
1082022.10.27 14:03modify290.100.648660.646530.65983
1092022.10.27 14:03modify280.100.645830.646530.65983
1102022.10.27 16:29s/l280.100.646530.646530.659837.0010466.58
1112022.10.27 16:29s/l290.100.646530.646530.65983-21.3010445.28
1122022.10.28 08:00buy300.100.642130.000000.00000
1132022.10.28 08:00modify300.100.642130.630130.65613
1142022.11.01 08:12buy310.100.644930.000000.00000
1152022.11.01 08:12modify310.100.644930.642830.65613
1162022.11.01 08:12modify300.100.642130.642830.65613
1172022.11.01 08:48s/l300.100.642830.642830.656136.2410451.52
1182022.11.01 08:48s/l310.100.642830.642830.65613-21.0010430.52
1192022.11.01 15:00buy320.100.638990.000000.00000
1202022.11.01 15:00modify320.100.638990.626990.65299
1212022.11.01 16:06buy330.100.641810.000000.00000
1222022.11.01 16:06modify330.100.641810.639690.65299
1232022.11.01 16:06modify320.100.638990.639690.65299
1242022.11.01 16:09s/l320.100.639690.639690.652997.0010437.52
1252022.11.01 16:09s/l330.100.639690.639690.65299-21.2010416.32
1262022.11.03 08:00buy340.100.632580.000000.00000
1272022.11.03 08:00modify340.100.632580.620580.64658
1282022.11.04 05:05buy350.100.635380.000000.00000
1292022.11.04 05:05modify350.100.635380.633280.64658
1302022.11.04 05:05modify340.100.632580.633280.64658
1312022.11.04 07:42s/l340.100.633280.633280.646586.6210422.94
1322022.11.04 07:42s/l350.100.633280.633280.64658-21.0010401.94
1332022.11.04 11:00sell360.100.637230.000000.00000
1342022.11.04 11:00modify360.100.637230.649230.62323
1352022.11.04 12:30sell370.100.634330.000000.00000
1362022.11.04 12:30modify370.100.634330.636530.62323
1372022.11.04 12:30modify360.100.637230.636530.62323
1382022.11.04 12:30s/l360.100.636530.636530.623237.0010408.94
1392022.11.04 12:30s/l370.100.636530.636530.62323-22.0010386.94
1402022.11.07 09:00sell380.100.645550.000000.00000
1412022.11.07 09:00modify380.100.645550.657550.63155
1422022.11.09 18:34sell390.100.642740.000000.00000
1432022.11.09 18:34modify390.100.642740.644850.63155
1442022.11.09 18:34modify380.100.645550.644850.63155
1452022.11.10 13:30s/l380.100.644850.644850.631557.8110394.75
1462022.11.10 13:30s/l390.100.644850.644850.63155-20.6210374.13
1472022.11.10 14:00sell400.100.652910.000000.00000
1482022.11.10 14:00modify400.100.652910.664910.63891
1492022.11.11 05:29s/l400.100.664910.664910.63891-119.8410254.29
1502022.11.11 06:00sell410.100.664660.000000.00000
1512022.11.11 06:00modify410.100.664660.676660.65066
1522022.11.15 09:55s/l410.100.676660.676660.65066-119.6810134.62
1532022.11.17 11:00buy420.100.667450.000000.00000
1542022.11.17 11:00modify420.100.667450.655450.68145
1552022.11.18 01:08buy430.100.670260.000000.00000
1562022.11.18 01:08modify430.100.670260.668150.68145
1572022.11.18 01:08modify420.100.667450.668150.68145
1582022.11.18 14:31s/l420.100.668150.668150.681456.6210141.24
1592022.11.18 14:31s/l430.100.668150.668150.68145-21.1010120.14
1602022.11.18 15:00buy440.100.667660.000000.00000
1612022.11.18 15:00modify440.100.667660.655660.68166
1622022.11.23 14:52buy450.100.670470.000000.00000
1632022.11.23 14:52modify450.100.670470.668360.68166
1642022.11.23 14:52modify440.100.667660.668360.68166
1652022.11.23 15:12s/l440.100.668360.668360.681665.8610126.00
1662022.11.23 15:12s/l450.100.668360.668360.68166-21.1010104.90
1672022.11.28 02:00buy460.100.667430.000000.00000
1682022.11.28 02:00modify460.100.667430.655430.68143
1692022.11.28 08:29buy470.100.670240.000000.00000
1702022.11.28 08:29modify470.100.670240.668130.68143
1712022.11.28 08:29modify460.100.667430.668130.68143
1722022.11.28 14:04s/l460.100.668130.668130.681437.0010111.90
1732022.11.28 14:04s/l470.100.668130.668130.68143-21.1010090.80
1742022.11.29 04:00sell480.100.670290.000000.00000
1752022.11.29 04:00modify480.100.670290.682290.65629
1762022.11.29 23:18sell490.100.667490.000000.00000
1772022.11.29 23:18modify490.100.667490.669590.65629
1782022.11.29 23:18modify480.100.670290.669590.65629
1792022.11.30 01:05s/l480.100.669590.669590.656297.1610097.96
1802022.11.30 01:05s/l490.100.669590.669590.65629-20.8410077.12
1812022.12.02 14:00buy500.100.676880.000000.00000
1822022.12.02 14:00modify500.100.676880.664880.69088
1832022.12.02 16:39buy510.100.679680.000000.00000
1842022.12.02 16:39modify510.100.679680.677580.69088
1852022.12.02 16:39modify500.100.676880.677580.69088
1862022.12.04 22:18s/l500.100.677580.677580.690887.0010084.12
1872022.12.04 22:18s/l510.100.677580.677580.69088-21.0010063.12
1882022.12.05 02:00sell520.100.683430.000000.00000
1892022.12.05 02:00modify520.100.683430.695430.66943
1902022.12.05 07:12sell530.100.680630.000000.00000
1912022.12.05 07:12modify530.100.680630.682730.66943
1922022.12.05 07:12modify520.100.683430.682730.66943
1932022.12.05 15:00sell540.100.674950.000000.00000
1942022.12.05 15:00modify540.100.674950.677130.66943
1952022.12.05 15:00modify530.100.680630.677130.66943
1962022.12.05 15:00modify520.100.683430.677130.66943
1972022.12.05 16:19sell550.100.672910.000000.00000
1982022.12.05 16:19modify550.100.672910.675030.66943
1992022.12.05 16:19modify540.100.674950.675030.66943
2002022.12.05 16:19modify530.100.680630.675030.66943
2012022.12.05 16:19modify520.100.683430.675030.66943
2022022.12.05 19:47t/p520.100.669430.675030.66943140.0010203.12
2032022.12.05 19:47t/p530.100.669430.675030.66943112.0010315.12
2042022.12.05 19:47t/p540.100.669430.675030.6694355.2010370.32
2052022.12.05 19:47t/p550.100.669430.675030.6694334.8010405.12
2062022.12.07 15:00sell560.100.672160.000000.00000
2072022.12.07 15:00modify560.100.672160.684160.65816
2082022.12.13 13:30s/l560.100.684160.684160.65816-119.0310286.09
2092022.12.13 14:00sell570.100.686520.000000.00000
2102022.12.13 14:00modify570.100.686520.698520.67252
2112022.12.14 00:22sell580.100.683720.000000.00000
2122022.12.14 00:22modify580.100.683720.685820.67252
2132022.12.14 00:22modify570.100.686520.685820.67252
2142022.12.14 07:20s/l570.100.685820.685820.672527.1610293.25
2152022.12.14 07:20s/l580.100.685820.685820.67252-21.0010272.25
2162022.12.14 09:00sell590.100.686710.000000.00000
2172022.12.14 09:00modify590.100.686710.698710.67271
2182022.12.14 19:00sell600.100.683610.000000.00000
2192022.12.14 19:00modify600.100.683610.686010.67271
2202022.12.14 19:00modify590.100.686710.686010.67271
2212022.12.14 19:56s/l590.100.686010.686010.672717.0010279.25
2222022.12.14 19:56s/l600.100.686010.686010.67271-24.0010255.25
2232022.12.15 05:00buy610.100.682720.000000.00000
2242022.12.15 05:00modify610.100.682720.670720.69672
2252022.12.15 15:31s/l610.100.670720.670720.69672-120.0010135.25
2262022.12.16 03:00sell620.100.673030.000000.00000
2272022.12.16 03:00modify620.100.673030.685030.65903
2282022.12.16 05:14sell630.100.670210.000000.00000
2292022.12.16 05:14modify630.100.670210.672330.65903
2302022.12.16 05:14modify620.100.673030.672330.65903
2312022.12.19 02:02s/l620.100.672330.672330.659037.1610142.41
2322022.12.19 02:02s/l630.100.672330.672330.65903-21.0410121.37
2332022.12.20 04:00buy640.100.667160.000000.00000
2342022.12.20 04:00modify640.100.667160.655160.68116
2352022.12.20 08:56buy650.100.669960.000000.00000
2362022.12.20 08:56modify650.100.669960.667860.68116
2372022.12.20 08:56modify640.100.667160.667860.68116
2382022.12.20 11:07s/l640.100.667860.667860.681167.0010128.37
2392022.12.20 11:07s/l650.100.667860.667860.68116-21.0010107.37
2402022.12.21 14:00sell660.100.671140.000000.00000
2412022.12.21 14:00modify660.100.671140.683140.65714
2422022.12.22 14:34sell670.100.668340.000000.00000
2432022.12.22 14:34modify670.100.668340.670440.65714
2442022.12.22 14:34modify660.100.671140.670440.65714
2452022.12.23 07:40s/l660.100.670440.670440.657147.6410115.02
2462022.12.23 07:40s/l670.100.670440.670440.65714-20.8410094.18
2472022.12.28 12:00sell680.100.678600.000000.00000
2482022.12.28 12:00modify680.100.678600.690600.66460
2492022.12.28 15:54sell690.100.675790.000000.00000
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