Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 modelled22591668Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit495.09Gross profit1264.92Gross loss-769.83
Profit factor1.64Expected payoff8.12
Absolute drawdown99.08Maximal drawdown192.82 (1.81%)Relative drawdown1.81% (192.82)
Total trades61Short positions (won %)46 (43.48%)Long positions (won %)15 (40.00%)
Profit trades (% of total)26 (42.62%)Loss trades (% of total)35 (57.38%)
Largestprofit trade110.48loss trade-50.38
Averageprofit trade48.65loss trade-22.00
Maximumconsecutive wins (profit in money)5 (324.50)consecutive losses (loss in money)4 (-77.70)
Maximalconsecutive profit (count of wins)324.50 (5)consecutive loss (count of losses)-149.36 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.10 12:00buy10.100.631680.000000.00000
22022.10.10 12:00modify10.100.631680.626680.64268
32022.10.11 02:13s/l10.100.626680.626680.64268-50.389949.62
42022.10.11 08:00buy20.100.626640.000000.00000
52022.10.11 08:00modify20.100.626640.621640.63764
62022.10.11 12:26buy30.100.630490.000000.00000
72022.10.11 12:26modify30.100.630490.627190.63764
82022.10.11 12:26modify20.100.626640.627190.63764
92022.10.11 12:35buy40.100.631590.000000.00000
102022.10.11 12:35modify40.100.631590.629390.63764
112022.10.11 12:35modify30.100.630490.629390.63764
122022.10.11 12:35modify20.100.626640.629390.63764
132022.10.11 13:01s/l20.100.629390.629390.6376427.509977.12
142022.10.11 13:01s/l30.100.629390.629390.63764-11.009966.12
152022.10.11 13:01s/l40.100.629390.629390.63764-22.009944.12
162022.10.27 04:00sell50.100.649490.000000.00000
172022.10.27 04:00modify50.100.649490.654490.63849
182022.10.27 09:28sell60.100.645640.000000.00000
192022.10.27 09:28modify60.100.645640.648940.63849
202022.10.27 09:28modify50.100.649490.648940.63849
212022.10.27 10:44sell70.100.644540.000000.00000
222022.10.27 10:44modify70.100.644540.646740.63849
232022.10.27 10:44modify60.100.645640.646740.63849
242022.10.27 10:44modify50.100.649490.646740.63849
252022.10.27 11:51sell80.100.643950.000000.00000
262022.10.27 11:51modify80.100.643950.645640.63849
272022.10.27 11:51modify70.100.644540.645640.63849
282022.10.27 11:51modify60.100.645640.645640.63849
292022.10.27 11:51modify50.100.649490.645640.63849
302022.10.27 12:31s/l50.100.645640.645640.6384938.509982.62
312022.10.27 12:31s/l60.100.645640.645640.638490.009982.62
322022.10.27 12:31s/l70.100.645640.645640.63849-11.009971.62
332022.10.27 12:31s/l80.100.645640.645640.63849-16.909954.72
342023.01.13 00:00sell90.100.696640.000000.00000
352023.01.13 00:00modify90.100.696640.701640.68564
362023.01.13 13:33sell100.100.692790.000000.00000
372023.01.13 13:33modify100.100.692790.696090.68564
382023.01.13 13:33modify90.100.696640.696090.68564
392023.01.13 14:02sell110.100.691690.000000.00000
402023.01.13 14:02modify110.100.691690.693890.68564
412023.01.13 14:02modify100.100.692790.693890.68564
422023.01.13 14:02modify90.100.696640.693890.68564
432023.01.13 14:33s/l90.100.693890.693890.6856427.509982.22
442023.01.13 14:33s/l100.100.693890.693890.68564-11.009971.22
452023.01.13 14:33s/l110.100.693890.693890.68564-22.009949.22
462023.01.18 12:00sell120.100.701780.000000.00000
472023.01.18 12:00modify120.100.701780.706780.69078
482023.01.18 17:05sell130.100.697930.000000.00000
492023.01.18 17:05modify130.100.697930.701230.69078
502023.01.18 17:05modify120.100.701780.701230.69078
512023.01.18 17:14sell140.100.696820.000000.00000
522023.01.18 17:14modify140.100.696820.699030.69078
532023.01.18 17:14modify130.100.697930.699030.69078
542023.01.18 17:14modify120.100.701780.699030.69078
552023.01.18 17:20sell150.100.696280.000000.00000
562023.01.18 17:20modify150.100.696280.697930.69078
572023.01.18 17:20modify140.100.696820.697930.69078
582023.01.18 17:20modify130.100.697930.697930.69078
592023.01.18 17:20modify120.100.701780.697930.69078
602023.01.19 00:50t/p120.100.690780.697930.69078110.4810059.70
612023.01.19 00:50t/p130.100.690780.697930.6907871.9810131.69
622023.01.19 00:50t/p140.100.690780.697930.6907860.8810192.57
632023.01.19 00:50t/p150.100.690780.697930.6907855.4810248.06
642023.01.23 04:00sell160.100.698330.000000.00000
652023.01.23 04:00modify160.100.698330.703330.68733
662023.01.23 15:58s/l160.100.703330.703330.68733-50.0010198.06
672023.01.25 08:00sell170.100.709860.000000.00000
682023.01.25 08:00modify170.100.709860.714860.69886
692023.01.30 19:10sell180.100.706000.000000.00000
702023.01.30 19:10modify180.100.706000.709310.69886
712023.01.30 19:10modify170.100.709860.709310.69886
722023.01.31 00:30sell190.100.704870.000000.00000
732023.01.31 00:30modify190.100.704870.707110.69886
742023.01.31 00:30modify180.100.706000.707110.69886
752023.01.31 00:30modify170.100.709860.707110.69886
762023.01.31 00:30sell200.100.704360.000000.00000
772023.01.31 00:30modify200.100.704360.706010.69886
782023.01.31 00:30modify190.100.704870.706010.69886
792023.01.31 00:30modify180.100.706000.706010.69886
802023.01.31 00:30modify170.100.709860.706010.69886
812023.01.31 01:39s/l170.100.706010.706010.6988639.4710237.52
822023.01.31 01:39s/l180.100.706010.706010.698860.0610237.58
832023.01.31 01:39s/l190.100.706010.706010.69886-11.4010226.18
842023.01.31 01:39s/l200.100.706010.706010.69886-16.5010209.68
852023.01.31 08:00buy210.100.703790.000000.00000
862023.01.31 08:00modify210.100.703790.698790.71479
872023.01.31 10:57s/l210.100.698790.698790.71479-50.0010159.68
882023.02.02 04:00sell220.100.714220.000000.00000
892023.02.02 04:00modify220.100.714220.719220.70322
902023.02.02 14:45sell230.100.710360.000000.00000
912023.02.02 14:45modify230.100.710360.713670.70322
922023.02.02 14:45modify220.100.714220.713670.70322
932023.02.02 14:56sell240.100.709270.000000.00000
942023.02.02 14:56modify240.100.709270.711470.70322
952023.02.02 14:56modify230.100.710360.711470.70322
962023.02.02 14:56modify220.100.714220.711470.70322
972023.02.02 15:00sell250.100.708710.000000.00000
982023.02.02 15:00modify250.100.708710.710370.70322
992023.02.02 15:00modify240.100.709270.710370.70322
1002023.02.02 15:00modify230.100.710360.710370.70322
1012023.02.02 15:00modify220.100.714220.710370.70322
1022023.02.02 15:51s/l220.100.710370.710370.7032238.5010198.18
1032023.02.02 15:51s/l230.100.710370.710370.70322-0.1010198.08
1042023.02.02 15:51s/l240.100.710370.710370.70322-11.0010187.08
1052023.02.02 15:51s/l250.100.710370.710370.70322-16.6010170.48
1062023.02.06 04:00buy260.100.692800.000000.00000
1072023.02.06 04:00modify260.100.692800.687800.70380
1082023.02.06 14:53s/l260.100.687800.687800.70380-50.0010120.48
1092023.02.15 00:00sell270.100.698640.000000.00000
1102023.02.15 00:00modify270.100.698640.703640.68764
1112023.02.15 02:54sell280.100.694790.000000.00000
1122023.02.15 02:54modify280.100.694790.698090.68764
1132023.02.15 02:54modify270.100.698640.698090.68764
1142023.02.15 03:44sell290.100.693690.000000.00000
1152023.02.15 03:44modify290.100.693690.695890.68764
1162023.02.15 03:44modify280.100.694790.695890.68764
1172023.02.15 03:44modify270.100.698640.695890.68764
1182023.02.15 05:12sell300.100.693140.000000.00000
1192023.02.15 05:12modify300.100.693140.694790.68764
1202023.02.15 05:12modify290.100.693690.694790.68764
1212023.02.15 05:12modify280.100.694790.694790.68764
1222023.02.15 05:12modify270.100.698640.694790.68764
1232023.02.15 14:22t/p270.100.687640.694790.68764110.0010230.48
1242023.02.15 14:22t/p280.100.687640.694790.6876471.5010301.98
1252023.02.15 14:22t/p290.100.687640.694790.6876460.5010362.48
1262023.02.15 14:22t/p300.100.687640.694790.6876455.0010417.48
1272023.04.04 00:00sell310.100.678590.000000.00000
1282023.04.04 00:00modify310.100.678590.683590.66759
1292023.04.04 07:34sell320.100.674740.000000.00000
1302023.04.04 07:34modify320.100.674740.678040.66759
1312023.04.04 07:34modify310.100.678590.678040.66759
1322023.04.04 08:40sell330.100.673630.000000.00000
1332023.04.04 08:40modify330.100.673630.675840.66759
1342023.04.04 08:40modify320.100.674740.675840.66759
1352023.04.04 08:40modify310.100.678590.675840.66759
1362023.04.04 09:41s/l310.100.675840.675840.6675927.5010444.98
1372023.04.04 09:41s/l320.100.675840.675840.66759-11.0010433.98
1382023.04.04 09:41s/l330.100.675840.675840.66759-22.1010411.88
1392023.05.02 12:00sell340.100.670050.000000.00000
1402023.05.02 12:00modify340.100.670050.675050.65905
1412023.05.02 14:53sell350.100.666200.000000.00000
1422023.05.02 14:53modify350.100.666200.669500.65905
1432023.05.02 14:53modify340.100.670050.669500.65905
1442023.05.03 12:52sell360.100.665090.000000.00000
1452023.05.03 12:52modify360.100.665090.667300.65905
1462023.05.03 12:52modify350.100.666200.667300.65905
1472023.05.03 12:52modify340.100.670050.667300.65905
1482023.05.03 14:34s/l340.100.667300.667300.6590527.6610439.55
1492023.05.03 14:34s/l350.100.667300.667300.65905-10.8410428.71
1502023.05.03 14:34s/l360.100.667300.667300.65905-22.1010406.61
1512023.05.05 08:00sell370.100.673100.000000.00000
1522023.05.05 08:00modify370.100.673100.678100.66210
1532023.05.05 12:30sell380.100.669160.000000.00000
1542023.05.05 12:30modify380.100.669160.672550.66210
1552023.05.05 12:30modify370.100.673100.672550.66210
1562023.05.05 13:41s/l370.100.672550.672550.662105.5010412.11
1572023.05.05 13:41s/l380.100.672550.672550.66210-33.9010378.21
1582023.05.25 00:00buy390.100.654560.000000.00000
1592023.05.25 00:00modify390.100.654560.649560.66556
1602023.05.26 00:17s/l390.100.649560.649560.66556-50.3810327.83
1612023.05.31 12:00buy400.100.647950.000000.00000
1622023.05.31 12:00modify400.100.647950.642950.65895
1632023.06.01 03:10buy410.100.651830.000000.00000
1642023.06.01 03:10modify410.100.651830.648500.65895
1652023.06.01 03:10modify400.100.647950.648500.65895
1662023.06.01 11:15buy420.100.652910.000000.00000
1672023.06.01 11:15modify420.100.652910.650700.65895
1682023.06.01 11:15modify410.100.651830.650700.65895
1692023.06.01 11:15modify400.100.647950.650700.65895
1702023.06.01 13:06buy430.100.653450.000000.00000
1712023.06.01 13:06modify430.100.653450.651800.65895
1722023.06.01 13:06modify420.100.652910.651800.65895
1732023.06.01 13:06modify410.100.651830.651800.65895
1742023.06.01 13:06modify400.100.647950.651800.65895
1752023.06.02 01:45t/p400.100.658950.651800.65895108.4810436.31
1762023.06.02 01:45t/p410.100.658950.651800.6589570.8210507.13
1772023.06.02 01:45t/p420.100.658950.651800.6589560.0210567.16
1782023.06.02 01:45t/p430.100.658950.651800.6589554.6210621.78
1792023.06.02 08:00sell440.100.660990.000000.00000
1802023.06.02 08:00modify440.100.660990.665990.64999
1812023.06.06 04:30s/l440.100.665990.665990.64999-49.6810572.10
1822023.06.06 12:00sell450.100.666170.000000.00000
1832023.06.06 12:00modify450.100.666170.671170.65517
1842023.06.07 13:56s/l450.100.671170.671170.65517-49.8410522.26
1852023.06.09 00:00sell460.100.671200.000000.00000
1862023.06.09 00:00modify460.100.671200.676200.66020
1872023.06.12 07:52s/l460.100.676200.676200.66020-49.8410472.42
1882023.07.26 00:00sell470.100.678700.000000.00000
1892023.07.26 00:00modify470.100.678700.683700.66770
1902023.07.26 01:30sell480.100.674720.000000.00000
1912023.07.26 01:30modify480.100.674720.678150.66770
1922023.07.26 01:30modify470.100.678700.678150.66770
1932023.07.26 01:30sell490.100.673680.000000.00000
1942023.07.26 01:30modify490.100.673680.675950.66770
1952023.07.26 01:30modify480.100.674720.675950.66770
1962023.07.26 01:30modify470.100.678700.675950.66770
1972023.07.26 01:30sell500.100.673110.000000.00000
1982023.07.26 01:30modify500.100.673110.674850.66770
1992023.07.26 01:30modify490.100.673680.674850.66770
2002023.07.26 01:30modify480.100.674720.674850.66770
2012023.07.26 01:30modify470.100.678700.674850.66770
2022023.07.26 01:40s/l470.100.674850.674850.6677038.5010510.92
2032023.07.26 01:40s/l480.100.674850.674850.66770-1.3010509.62
2042023.07.26 01:40s/l490.100.674850.674850.66770-11.7010497.92
2052023.07.26 01:40s/l500.100.674850.674850.66770-17.4010480.52
2062023.08.03 12:00buy510.100.653110.000000.00000
2072023.08.03 12:00modify510.100.653110.648110.66411
2082023.08.03 16:49buy520.100.657000.000000.00000
2092023.08.03 16:49modify520.100.657000.653660.66411
2102023.08.03 16:49modify510.100.653110.653660.66411
2112023.08.04 01:36buy530.100.658060.000000.00000
2122023.08.04 01:36modify530.100.658060.655860.66411
2132023.08.04 01:36modify520.100.657000.655860.66411
2142023.08.04 01:36modify510.100.653110.655860.66411
2152023.08.04 01:40buy540.100.658650.000000.00000
2162023.08.04 01:40modify540.100.658650.656960.66411
2172023.08.04 01:40modify530.100.658060.656960.66411
2182023.08.04 01:40modify520.100.657000.656960.66411
2192023.08.04 01:40modify510.100.653110.656960.66411
2202023.08.04 02:23s/l510.100.656960.656960.6641138.1210518.64
2212023.08.04 02:23s/l520.100.656960.656960.66411-0.7810517.86
2222023.08.04 02:23s/l530.100.656960.656960.66411-11.0010506.86
2232023.08.04 02:23s/l540.100.656960.656960.66411-16.9010489.96
2242023.08.24 04:00sell550.100.647980.000000.00000
2252023.08.24 04:00modify550.100.647980.652980.63698
2262023.08.24 11:52sell560.100.644120.000000.00000
2272023.08.24 11:52modify560.100.644120.647430.63698
2282023.08.24 11:52modify550.100.647980.647430.63698
2292023.08.24 12:40sell570.100.643030.000000.00000
2302023.08.24 12:40modify570.100.643030.645230.63698
2312023.08.24 12:40modify560.100.644120.645230.63698
2322023.08.24 12:40modify550.100.647980.645230.63698
2332023.08.24 13:36sell580.100.642480.000000.00000
2342023.08.24 13:36modify580.100.642480.644130.63698
2352023.08.24 13:36modify570.100.643030.644130.63698
2362023.08.24 13:36modify560.100.644120.644130.63698
2372023.08.24 13:36modify550.100.647980.644130.63698
2382023.08.24 13:54s/l550.100.644130.644130.6369838.5010528.46
2392023.08.24 13:54s/l560.100.644130.644130.63698-0.1010528.36
2402023.08.24 13:54s/l570.100.644130.644130.63698-11.0010517.36
2412023.08.24 13:54s/l580.100.644130.644130.63698-16.5010500.86
2422023.09.11 12:00sell590.100.643040.000000.00000
2432023.09.11 12:00modify590.100.643040.648040.63204
2442023.09.13 12:30sell600.100.639130.000000.00000
2452023.09.13 12:30modify600.100.639130.642490.63204
2462023.09.13 12:30modify590.100.643040.642490.63204
2472023.09.13 12:31sell610.100.638090.000000.00000
2482023.09.13 12:31modify610.100.638090.640290.63204
2492023.09.13 12:31modify600.100.639130.640290.63204
2502023.09.13 12:31modify590.100.643040.640290.63204
2512023.09.13 12:33s/l590.100.640290.640290.6320427.8210528.69
2522023.09.13 12:33s/l600.100.640290.640290.63204-11.6010517.09
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