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 20:59 (2022.10.01 - 2023.10.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test7236Ticks modelled13471Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1488.98Gross profit1798.74Gross loss-309.76
Profit factor5.81Expected payoff51.34
Absolute drawdown96.92Maximal drawdown288.71 (2.45%)Relative drawdown2.45% (288.71)
Total trades29Short positions (won %)14 (85.71%)Long positions (won %)15 (60.00%)
Profit trades (% of total)21 (72.41%)Loss trades (% of total)8 (27.59%)
Largestprofit trade141.13loss trade-40.38
Averageprofit trade85.65loss trade-38.72
Maximumconsecutive wins (profit in money)11 (989.87)consecutive losses (loss in money)2 (-80.22)
Maximalconsecutive profit (count of wins)989.87 (11)consecutive loss (count of losses)-80.22 (2)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.06 17:00buy10.100.641490.000000.00000
22022.10.06 17:00modify10.100.641490.637490.65549
32022.10.07 13:00s/l10.100.637490.637490.65549-40.389959.62
42022.10.25 16:00sell20.100.639300.000000.00000
52022.10.25 16:00modify20.100.639300.643300.62530
62022.10.26 07:00s/l20.100.643300.643300.62530-39.849919.78
72022.11.03 11:00buy30.100.629360.000000.00000
82022.11.03 11:00modify30.100.629360.625360.64336
92022.11.04 10:00buy40.100.635680.000000.00000
102022.11.04 10:00modify40.100.635680.630060.64336
112022.11.04 10:00modify30.100.629360.630060.64336
122022.11.04 13:00t/p30.100.643360.630060.64336139.6210059.40
132022.11.04 13:00t/p40.100.643360.630060.6433676.8010136.20
142022.12.15 12:00buy50.100.676730.000000.00000
152022.12.15 12:00modify50.100.676730.672730.69073
162022.12.15 16:00s/l50.100.672730.672730.69073-40.0010096.20
172022.12.22 20:00buy60.100.666050.000000.00000
182022.12.22 20:00modify60.100.666050.662050.68005
192022.12.26 21:00buy70.100.672390.000000.00000
202022.12.26 21:00modify70.100.672390.666750.68005
212022.12.26 21:00modify60.100.666050.666750.68005
222022.12.27 23:00buy80.100.673200.000000.00000
232022.12.27 23:00modify80.100.673200.669550.68005
242022.12.27 23:00modify70.100.672390.669550.68005
252022.12.27 23:00modify60.100.666050.669550.68005
262022.12.28 14:00t/p60.100.680050.669550.68005138.4810234.69
272022.12.28 14:00t/p70.100.680050.669550.6800575.8410310.53
282022.12.28 14:00t/p80.100.680050.669550.6800568.1210378.65
292023.01.04 12:00sell90.100.687130.000000.00000
302023.01.04 12:00modify90.100.687130.691130.67313
312023.01.05 15:00sell100.100.676420.000000.00000
322023.01.05 15:00modify100.100.676420.682230.67313
332023.01.05 15:00modify90.100.687130.682230.67313
342023.01.06 12:00t/p90.100.673130.682230.67313140.6410519.30
352023.01.06 12:00t/p100.100.673130.682230.6731333.0610552.36
362023.01.19 03:00buy110.100.690800.000000.00000
372023.01.19 03:00modify110.100.690800.686800.70480
382023.01.20 20:00buy120.100.697250.000000.00000
392023.01.20 20:00modify120.100.697250.691500.70480
402023.01.20 20:00modify110.100.690800.691500.70480
412023.01.23 11:00buy130.100.701370.000000.00000
422023.01.23 11:00modify130.100.701370.695700.70480
432023.01.23 11:00modify120.100.697250.695700.70480
442023.01.23 11:00modify110.100.690800.695700.70480
452023.01.24 07:00t/p110.100.704800.695700.70480138.8610691.22
462023.01.24 07:00t/p120.100.704800.695700.7048074.7410765.96
472023.01.24 07:00t/p130.100.704800.695700.7048033.9210799.89
482023.02.02 01:00sell140.100.714560.000000.00000
492023.02.02 01:00modify140.100.714560.718560.70056
502023.02.02 17:00sell150.100.708190.000000.00000
512023.02.02 17:00modify150.100.708190.713860.70056
522023.02.02 17:00modify140.100.714560.713860.70056
532023.02.02 22:00sell160.100.707500.000000.00000
542023.02.02 22:00modify160.100.707500.711060.70056
552023.02.02 22:00modify150.100.708190.711060.70056
562023.02.02 22:00modify140.100.714560.711060.70056
572023.02.03 14:00t/p140.100.700560.711060.70056140.1610940.05
582023.02.03 14:00t/p150.100.700560.711060.7005676.4611016.51
592023.02.03 14:00t/p160.100.700560.711060.7005669.5611086.07
602023.02.03 18:00buy170.100.694830.000000.00000
612023.02.03 18:00modify170.100.694830.690830.70883
622023.02.05 22:00s/l170.100.690830.690830.70883-40.0011046.07
632023.02.15 09:00buy180.100.691100.000000.00000
642023.02.15 09:00modify180.100.691100.687100.70510
652023.02.15 15:00s/l180.100.687100.687100.70510-40.0011006.07
662023.04.03 18:00sell190.100.677840.000000.00000
672023.04.03 18:00modify190.100.677840.681840.66384
682023.04.06 01:00sell200.100.670660.000000.00000
692023.04.06 01:00modify200.100.670660.674340.66384
702023.04.06 01:00modify190.100.677840.674340.66384
712023.04.06 20:00sell210.100.667170.000000.00000
722023.04.06 20:00modify210.100.667170.672940.66384
732023.04.06 20:00modify200.100.670660.672940.66384
742023.04.06 20:00modify190.100.677840.672940.66384
752023.04.10 13:00t/p190.100.663840.672940.66384141.1311147.20
762023.04.10 13:00t/p200.100.663840.672940.6638468.5211215.72
772023.04.10 13:00t/p210.100.663840.672940.6638433.6211249.34
782023.06.06 06:00sell220.100.666000.000000.00000
792023.06.06 06:00modify220.100.666000.670000.65200
802023.06.07 11:00s/l220.100.670000.670000.65200-39.8411209.50
812023.08.10 14:00sell230.100.658380.000000.00000
822023.08.10 14:00modify230.100.658380.662380.64438
832023.08.10 21:00sell240.100.651360.000000.00000
842023.08.10 21:00modify240.100.651360.654880.64438
852023.08.10 21:00modify230.100.658380.654880.64438
862023.08.11 03:00sell250.100.651970.000000.00000
872023.08.11 03:00modify250.100.651970.657680.64438
882023.08.11 04:00modify250.100.651970.654880.64438
892023.08.14 01:00sell260.100.647700.000000.00000
902023.08.14 01:00modify260.100.647700.653480.64438
912023.08.14 01:00modify240.100.651360.653480.64438
922023.08.14 01:00modify250.100.651970.653480.64438
932023.08.14 01:00modify230.100.658380.653480.64438
942023.08.16 01:00t/p230.100.644380.653480.64438140.6411350.15
952023.08.16 01:00t/p240.100.644380.653480.6443870.4411420.59
962023.08.16 01:00t/p250.100.644380.653480.6443876.3811496.98
972023.08.16 01:00t/p260.100.644380.653480.6443833.5211530.50
982023.09.05 09:00buy270.100.637970.000000.00000
992023.09.05 09:00modify270.100.637970.633970.65197
1002023.09.14 06:00buy280.100.644310.000000.00000
1012023.09.14 06:00modify280.100.644310.638670.65197
1022023.09.14 06:00modify270.100.637970.638670.65197
1032023.09.14 17:00buy290.100.645070.000000.00000
1042023.09.14 17:00modify290.100.645070.641470.65197
1052023.09.14 17:00modify280.100.644310.641470.65197
1062023.09.14 17:00modify270.100.637970.641470.65197
1072023.09.21 03:00s/l270.100.641470.641470.6519728.1811558.68
1082023.09.21 03:00s/l280.100.641470.641470.65197-31.0511527.63
1092023.09.21 03:00s/l290.100.641470.641470.65197-38.6511488.98