Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2022.10.02 20:00 - 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=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 test1911Ticks modelled33246556Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1527.11Gross profit1761.37Gross loss-234.26
Profit factor7.52Expected payoff37.25
Absolute drawdown7.73Maximal drawdown105.92 (1.04%)Relative drawdown1.04% (105.92)
Total trades41Short positions (won %)21 (71.43%)Long positions (won %)20 (80.00%)
Profit trades (% of total)31 (75.61%)Loss trades (% of total)10 (24.39%)
Largestprofit trade104.04loss trade-35.92
Averageprofit trade56.82loss trade-23.43
Maximumconsecutive wins (profit in money)5 (282.13)consecutive losses (loss in money)2 (-15.92)
Maximalconsecutive profit (count of wins)282.13 (5)consecutive loss (count of losses)-35.92 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.14 08:00sell10.1093.2620.0000.000
22022.10.14 08:00modify10.1093.26293.76291.762
32022.10.14 14:00sell20.1092.5050.0000.000
42022.10.14 14:00modify20.1092.50593.03791.762
52022.10.14 14:00modify10.1093.26293.03791.762
62022.10.14 14:00sell30.1092.4320.0000.000
72022.10.14 14:00modify30.1092.43292.58791.762
82022.10.14 14:00modify20.1092.50592.58791.762
92022.10.14 14:00modify10.1093.26292.58791.762
102022.10.14 14:03s/l10.1092.58792.58791.76245.3610045.36
112022.10.14 14:03s/l20.1092.58792.58791.762-5.5110039.85
122022.10.14 14:03s/l30.1092.58792.58791.762-10.4110029.44
132022.11.03 16:00buy40.1093.2860.0000.000
142022.11.03 16:00modify40.1093.28692.78694.786
152022.11.04 06:34buy50.1094.0390.0000.000
162022.11.04 06:34modify50.1094.03993.51194.786
172022.11.04 06:34modify40.1093.28693.51194.786
182022.11.04 10:36buy60.1094.1110.0000.000
192022.11.04 10:36modify60.1094.11193.96194.786
202022.11.04 10:36modify50.1094.03993.96194.786
212022.11.04 10:36modify40.1093.28693.96194.786
222022.11.04 10:57buy70.1094.1890.0000.000
232022.11.04 10:57modify70.1094.18993.81194.786
242022.11.04 10:57modify60.1094.11193.81194.786
252022.11.04 10:57modify50.1094.03993.81194.786
262022.11.04 10:57modify40.1093.28693.81194.786
272022.11.04 12:58t/p40.1094.78693.81194.786101.2810130.72
282022.11.04 12:58t/p50.1094.78693.81194.78650.2110180.93
292022.11.04 12:58t/p60.1094.78693.81194.78645.3710226.30
302022.11.04 12:58t/p70.1094.78693.81194.78640.1310266.43
312022.11.10 12:00buy80.1093.6940.0000.000
322022.11.10 12:00modify80.1093.69493.19495.194
332022.11.10 14:38s/l80.1093.19493.19495.194-33.6110232.82
342022.12.13 12:00sell90.1093.1040.0000.000
352022.12.13 12:00modify90.1093.10493.60491.604
362022.12.15 11:59sell100.1092.3520.0000.000
372022.12.15 11:59modify100.1092.35292.87991.604
382022.12.15 11:59modify90.1093.10492.87991.604
392022.12.15 12:16sell110.1092.2790.0000.000
402022.12.15 12:16modify110.1092.27992.42991.604
412022.12.15 12:16modify100.1092.35292.42991.604
422022.12.15 12:16modify90.1093.10492.42991.604
432022.12.15 12:24sell120.1092.2020.0000.000
442022.12.15 12:24modify120.1092.20292.57991.604
452022.12.15 12:24modify110.1092.27992.57991.604
462022.12.15 12:24modify100.1092.35292.57991.604
472022.12.15 12:24modify90.1093.10492.57991.604
482022.12.16 15:19t/p90.1091.60492.57991.60497.6710330.48
492022.12.16 15:19t/p100.1091.60492.57991.60449.6510380.13
502022.12.16 15:19t/p110.1091.60492.57991.60444.7410424.87
512022.12.16 15:19t/p120.1091.60492.57991.60439.5710464.44
522023.01.09 16:00sell130.1091.5980.0000.000
532023.01.09 16:00modify130.1091.59892.09890.098
542023.01.10 09:21sell140.1090.8480.0000.000
552023.01.10 09:21modify140.1090.84891.37390.098
562023.01.10 09:21modify130.1091.59891.37390.098
572023.01.11 00:30s/l130.1091.37391.37390.09813.8610478.30
582023.01.11 00:30s/l140.1091.37391.37390.098-35.9210442.38
592023.01.18 08:00sell150.1091.4200.0000.000
602023.01.18 08:00modify150.1091.42091.92089.920
612023.01.18 10:26sell160.1090.6700.0000.000
622023.01.18 10:26modify160.1090.67091.19589.920
632023.01.18 10:26modify150.1091.42091.19589.920
642023.01.18 11:53sell170.1090.5950.0000.000
652023.01.18 11:53modify170.1090.59590.74589.920
662023.01.18 11:53modify160.1090.67090.74589.920
672023.01.18 11:53modify150.1091.42090.74589.920
682023.01.18 11:55sell180.1090.5170.0000.000
692023.01.18 11:55modify180.1090.51790.89589.920
702023.01.18 11:55modify170.1090.59590.89589.920
712023.01.18 11:55modify160.1090.67090.89589.920
722023.01.18 11:55modify150.1091.42090.89589.920
732023.01.18 16:15t/p150.1089.92090.89589.920100.8310543.21
742023.01.18 16:15t/p160.1089.92090.89589.92050.4210593.63
752023.01.18 16:15t/p170.1089.92090.89589.92045.3710639.00
762023.01.18 16:15t/p180.1089.92090.89589.92040.1310679.13
772023.01.25 08:00sell190.1092.5530.0000.000
782023.01.25 08:00modify190.1092.55393.05391.053
792023.01.25 12:26sell200.1091.8030.0000.000
802023.01.25 12:26modify200.1091.80392.32891.053
812023.01.25 12:26modify190.1092.55392.32891.053
822023.01.25 12:34sell210.1091.7270.0000.000
832023.01.25 12:34modify210.1091.72791.87891.053
842023.01.25 12:34modify200.1091.80391.87891.053
852023.01.25 12:34modify190.1092.55391.87891.053
862023.01.25 13:11s/l190.1091.87891.87891.05345.3810724.51
872023.01.25 13:11s/l200.1091.87891.87891.053-5.0410719.47
882023.01.25 13:11s/l210.1091.87891.87891.053-10.1510709.32
892023.02.10 12:00buy220.1090.6130.0000.000
902023.02.10 12:00modify220.1090.61390.11392.113
912023.02.13 05:23buy230.1091.3630.0000.000
922023.02.13 05:23modify230.1091.36390.83892.113
932023.02.13 05:23modify220.1090.61390.83892.113
942023.02.13 06:12buy240.1091.4380.0000.000
952023.02.13 06:12modify240.1091.43891.28892.113
962023.02.13 06:12modify230.1091.36391.28892.113
972023.02.13 06:12modify220.1090.61391.28892.113
982023.02.13 07:22buy250.1091.5140.0000.000
992023.02.13 07:22modify250.1091.51491.13892.113
1002023.02.13 07:22modify240.1091.43891.13892.113
1012023.02.13 07:22modify230.1091.36391.13892.113
1022023.02.13 07:22modify220.1090.61391.13892.113
1032023.02.13 14:39t/p220.1092.11391.13892.113101.3010810.62
1042023.02.13 14:39t/p230.1092.11391.13892.11350.4210861.04
1052023.02.13 14:39t/p240.1092.11391.13892.11345.3810906.42
1062023.02.13 14:39t/p250.1092.11391.13892.11340.2710946.69
1072023.04.21 12:00buy260.1089.5980.0000.000
1082023.04.21 12:00modify260.1089.59889.09891.098
1092023.04.25 12:55s/l260.1089.09889.09891.098-32.7010913.99
1102023.05.02 12:00sell270.1092.0430.0000.000
1112023.05.02 12:00modify270.1092.04392.54390.543
1122023.05.02 14:24sell280.1091.2850.0000.000
1132023.05.02 14:24modify280.1091.28591.81890.543
1142023.05.02 14:24modify270.1092.04391.81890.543
1152023.05.02 14:34sell290.1091.2170.0000.000
1162023.05.02 14:34modify290.1091.21791.36890.543
1172023.05.02 14:34modify280.1091.28591.36890.543
1182023.05.02 14:34modify270.1092.04391.36890.543
1192023.05.02 14:37sell300.1091.1430.0000.000
1202023.05.02 14:37modify300.1091.14391.51890.543
1212023.05.02 14:37modify290.1091.21791.51890.543
1222023.05.02 14:37modify280.1091.28591.51890.543
1232023.05.02 14:37modify270.1092.04391.51890.543
1242023.05.03 07:05t/p270.1090.54391.51890.543100.2011014.19
1252023.05.03 07:05t/p280.1090.54391.51890.54349.2511063.44
1262023.05.03 07:05t/p290.1090.54391.51890.54344.6711108.11
1272023.05.03 07:05t/p300.1090.54391.51890.54339.7011147.81
1282023.07.07 12:00buy310.1095.0730.0000.000
1292023.07.07 12:00modify310.1095.07394.57396.573
1302023.07.10 07:20s/l310.1094.57394.57396.573-33.1611114.64
1312023.07.11 16:00buy320.1093.6510.0000.000
1322023.07.11 16:00modify320.1093.65193.15195.151
1332023.07.13 03:54buy330.1094.4010.0000.000
1342023.07.13 03:54modify330.1094.40193.87695.151
1352023.07.13 03:54modify320.1093.65193.87695.151
1362023.07.13 05:10buy340.1094.4770.0000.000
1372023.07.13 05:10modify340.1094.47794.32695.151
1382023.07.13 05:10modify330.1094.40194.32695.151
1392023.07.13 05:10modify320.1093.65194.32695.151
1402023.07.13 05:43buy350.1094.5520.0000.000
1412023.07.13 05:43modify350.1094.55294.17695.151
1422023.07.13 05:43modify340.1094.47794.17695.151
1432023.07.13 05:43modify330.1094.40194.17695.151
1442023.07.13 05:43modify320.1093.65194.17695.151
1452023.07.13 12:45t/p320.1095.15194.17695.151102.6711217.31
1462023.07.13 12:45t/p330.1095.15194.17695.15150.4211267.73
1472023.07.13 12:45t/p340.1095.15194.17695.15145.3111313.04
1482023.07.13 12:45t/p350.1095.15194.17695.15140.2711353.31
1492023.08.02 12:00buy360.1093.9390.0000.000
1502023.08.02 12:00modify360.1093.93993.43995.439
1512023.08.03 07:25s/l360.1093.43993.43995.439-32.2511321.06
1522023.08.03 12:00buy370.1093.3270.0000.000
1532023.08.03 12:00modify370.1093.32792.82794.827
1542023.08.09 07:57buy380.1094.0770.0000.000
1552023.08.09 07:57modify380.1094.07793.55294.827
1562023.08.09 07:57modify370.1093.32793.55294.827
1572023.08.10 04:02buy390.1094.1520.0000.000
1582023.08.10 04:02modify390.1094.15294.00294.827
1592023.08.10 04:02modify380.1094.07794.00294.827
1602023.08.10 04:02modify370.1093.32794.00294.827
1612023.08.10 04:07buy400.1094.2270.0000.000
1622023.08.10 04:07modify400.1094.22793.85294.827
1632023.08.10 04:07modify390.1094.15293.85294.827
1642023.08.10 04:07modify380.1094.07793.85294.827
1652023.08.10 04:07modify370.1093.32793.85294.827
1662023.08.10 13:37t/p370.1094.82793.85294.827104.0411425.10
1672023.08.10 13:37t/p380.1094.82793.85294.82751.8011476.89
1682023.08.10 13:37t/p390.1094.82793.85294.82745.3811522.27
1692023.08.10 13:37t/p400.1094.82793.85294.82740.3411562.61
1702023.09.15 12:00sell410.1095.4350.0000.000
1712023.09.15 12:00modify410.1095.43595.93593.935
1722023.09.20 11:26s/l410.1095.93595.93593.935-35.5011527.11