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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 profit253.06Gross profit1088.61Gross loss-835.55
Profit factor1.30Expected payoff5.38
Absolute drawdown167.19Maximal drawdown252.37 (2.47%)Relative drawdown2.47% (252.37)
Total trades47Short positions (won %)27 (40.74%)Long positions (won %)20 (45.00%)
Profit trades (% of total)20 (42.55%)Loss trades (% of total)27 (57.45%)
Largestprofit trade140.48loss trade-111.89
Averageprofit trade54.43loss trade-30.95
Maximumconsecutive wins (profit in money)4 (337.45)consecutive losses (loss in money)2 (-42.00)
Maximalconsecutive profit (count of wins)337.45 (4)consecutive loss (count of losses)-111.89 (1)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.10 12:00buy10.100.631680.000000.00000
22022.10.10 12:00modify10.100.631680.620680.64568
32022.10.13 12:30s/l10.100.620680.620680.64568-111.899888.11
42022.10.27 04:00sell20.100.649490.000000.00000
52022.10.27 04:00modify20.100.649490.660490.63549
62022.10.27 12:02sell30.100.643890.000000.00000
72022.10.27 12:02modify30.100.643890.648790.63549
82022.10.27 12:02sell40.100.643890.000000.00000
92022.10.27 12:02modify40.100.643890.645990.63549
102022.10.27 12:02modify20.100.649490.645990.63549
112022.10.27 12:02modify30.100.643890.645990.63549
122022.10.27 12:31s/l20.100.645990.645990.6354935.009923.11
132022.10.27 12:31s/l30.100.645990.645990.63549-21.009902.11
142022.10.27 12:31s/l40.100.645990.645990.63549-21.009881.11
152023.01.18 12:00sell50.100.701780.000000.00000
162023.01.18 12:00modify50.100.701780.712780.68778
172023.01.18 17:21sell60.100.696180.000000.00000
182023.01.18 17:21modify60.100.696180.701080.68778
192023.01.18 17:21sell70.100.696180.000000.00000
202023.01.18 17:21modify70.100.696180.698280.68778
212023.01.18 17:21modify50.100.701780.698280.68778
222023.01.18 17:21modify60.100.696180.698280.68778
232023.01.19 00:50sell80.100.690580.000000.00000
242023.01.19 00:50modify80.100.690580.692680.68778
252023.01.19 00:50modify70.100.696180.692680.68778
262023.01.19 00:50modify60.100.696180.692680.68778
272023.01.19 00:50modify50.100.701780.692680.68778
282023.01.19 10:35t/p50.100.687780.692680.68778140.4810021.59
292023.01.19 10:35t/p60.100.687780.692680.6877884.4810106.07
302023.01.19 10:35t/p70.100.687780.692680.6877884.4810190.56
312023.01.19 10:35t/p80.100.687780.692680.6877828.0010218.56
322023.01.23 04:00sell90.100.698330.000000.00000
332023.01.23 04:00modify90.100.698330.709330.68433
342023.01.25 01:04s/l90.100.709330.709330.68433-109.6810108.88
352023.01.25 08:00sell100.100.709860.000000.00000
362023.01.25 08:00modify100.100.709860.720860.69586
372023.01.31 00:30sell110.100.704220.000000.00000
382023.01.31 00:30modify110.100.704220.709160.69586
392023.01.31 00:30sell120.100.704220.000000.00000
402023.01.31 00:30modify120.100.704220.706360.69586
412023.01.31 00:30modify100.100.709860.706360.69586
422023.01.31 00:30modify110.100.704220.706360.69586
432023.01.31 01:48s/l100.100.706360.706360.6958635.9710144.85
442023.01.31 01:48s/l110.100.706360.706360.69586-21.4010123.45
452023.01.31 01:48s/l120.100.706360.706360.69586-21.4010102.05
462023.01.31 08:00buy130.100.703790.000000.00000
472023.01.31 08:00modify130.100.703790.692790.71779
482023.02.01 13:22buy140.100.709400.000000.00000
492023.02.01 13:22modify140.100.709400.704490.71779
502023.02.01 13:22buy150.100.709400.000000.00000
512023.02.01 13:22modify150.100.709400.707290.71779
522023.02.01 13:22modify130.100.703790.707290.71779
532023.02.01 13:22modify140.100.709400.707290.71779
542023.02.01 15:00s/l130.100.707290.707290.7177934.6210136.67
552023.02.01 15:00s/l140.100.707290.707290.71779-21.1010115.57
562023.02.01 15:00s/l150.100.707290.707290.71779-21.1010094.47
572023.02.02 04:00sell160.100.714220.000000.00000
582023.02.02 04:00modify160.100.714220.725220.70022
592023.02.02 15:04sell170.100.708590.000000.00000
602023.02.02 15:04modify170.100.708590.713520.70022
612023.02.02 15:04sell180.100.708590.000000.00000
622023.02.02 15:04modify180.100.708590.710720.70022
632023.02.02 15:04modify160.100.714220.710720.70022
642023.02.02 15:04modify170.100.708590.710720.70022
652023.02.02 15:52s/l160.100.710720.710720.7002235.0010129.47
662023.02.02 15:52s/l170.100.710720.710720.70022-21.3010108.17
672023.02.02 15:52s/l180.100.710720.710720.70022-21.3010086.87
682023.02.06 04:00buy190.100.692800.000000.00000
692023.02.06 04:00modify190.100.692800.681800.70680
702023.02.07 17:54buy200.100.698400.000000.00000
712023.02.07 17:54modify200.100.698400.693500.70680
722023.02.07 17:54buy210.100.698400.000000.00000
732023.02.07 17:54modify210.100.698400.696300.70680
742023.02.07 17:54modify190.100.692800.696300.70680
752023.02.07 17:54modify200.100.698400.696300.70680
762023.02.07 18:06s/l190.100.696300.696300.7068034.6210121.49
772023.02.07 18:06s/l200.100.696300.696300.70680-21.0010100.49
782023.02.07 18:06s/l210.100.696300.696300.70680-21.0010079.49
792023.05.02 12:00sell220.100.670050.000000.00000
802023.05.02 12:00modify220.100.670050.681050.65605
812023.05.03 23:04sell230.100.664450.000000.00000
822023.05.03 23:04modify230.100.664450.669350.65605
832023.05.03 23:04sell240.100.664450.000000.00000
842023.05.03 23:04modify240.100.664450.666550.65605
852023.05.03 23:04modify220.100.670050.666550.65605
862023.05.03 23:04modify230.100.664450.666550.65605
872023.05.04 01:30s/l220.100.666550.666550.6560535.6410115.13
882023.05.04 01:30s/l230.100.666550.666550.65605-20.5210094.62
892023.05.04 01:30s/l240.100.666550.666550.65605-20.5210074.10
902023.05.05 08:00sell250.100.673100.000000.00000
912023.05.05 08:00modify250.100.673100.684100.65910
922023.05.12 12:22sell260.100.667500.000000.00000
932023.05.12 12:22modify260.100.667500.672400.65910
942023.05.12 12:22sell270.100.667500.000000.00000
952023.05.12 12:22modify270.100.667500.669600.65910
962023.05.12 12:22modify250.100.673100.669600.65910
972023.05.12 12:22modify260.100.667500.669600.65910
982023.05.15 15:19s/l250.100.669600.669600.6591036.2910110.39
992023.05.15 15:19s/l260.100.669600.669600.65910-20.8410089.55
1002023.05.15 15:19s/l270.100.669600.669600.65910-20.8410068.71
1012023.05.31 12:00buy280.100.647950.000000.00000
1022023.05.31 12:00modify280.100.647950.636950.66195
1032023.06.01 13:07buy290.100.653550.000000.00000
1042023.06.01 13:07modify290.100.653550.648650.66195
1052023.06.01 13:07buy300.100.653550.000000.00000
1062023.06.01 13:07modify300.100.653550.651450.66195
1072023.06.01 13:07modify280.100.647950.651450.66195
1082023.06.01 13:07modify290.100.653550.651450.66195
1092023.06.02 01:41buy310.100.659170.000000.00000
1102023.06.02 01:41modify310.100.659170.657050.66195
1112023.06.02 01:41modify300.100.653550.657050.66195
1122023.06.02 01:41modify290.100.653550.657050.66195
1132023.06.02 01:41modify280.100.647950.657050.66195
1142023.06.02 08:26t/p280.100.661950.657050.66195138.4810207.20
1152023.06.02 08:26t/p290.100.661950.657050.6619583.6210290.82
1162023.06.02 08:26t/p300.100.661950.657050.6619583.6210374.44
1172023.06.02 08:26t/p310.100.661950.657050.6619527.8010402.24
1182023.06.06 12:00sell320.100.666170.000000.00000
1192023.06.06 12:00modify320.100.666170.677170.65217
1202023.06.12 08:34s/l320.100.677170.677170.65217-109.0310293.21
1212023.06.23 16:00buy330.100.668870.000000.00000
1222023.06.23 16:00modify330.100.668870.657870.68287
1232023.07.12 12:32buy340.100.674520.000000.00000
1242023.07.12 12:32modify340.100.674520.669570.68287
1252023.07.12 12:32buy350.100.674520.000000.00000
1262023.07.12 12:32modify350.100.674520.672370.68287
1272023.07.12 12:32modify330.100.668870.672370.68287
1282023.07.12 12:32modify340.100.674520.672370.68287
1292023.07.12 12:53s/l330.100.672370.672370.6828728.5610321.77
1302023.07.12 12:53s/l340.100.672370.672370.68287-21.5010300.27
1312023.07.12 12:53s/l350.100.672370.672370.68287-21.5010278.77
1322023.07.21 16:00buy360.100.673860.000000.00000
1332023.07.21 16:00modify360.100.673860.662860.68786
1342023.07.25 16:09buy370.100.679470.000000.00000
1352023.07.25 16:09modify370.100.679470.674560.68786
1362023.07.25 16:09buy380.100.679470.000000.00000
1372023.07.25 16:09modify380.100.679470.677360.68786
1382023.07.25 16:09modify360.100.673860.677360.68786
1392023.07.25 16:09modify370.100.679470.677360.68786
1402023.07.25 21:08s/l360.100.677360.677360.6878634.2410313.01
1412023.07.25 21:08s/l370.100.677360.677360.68786-21.1010291.91
1422023.07.25 21:08s/l380.100.677360.677360.68786-21.1010270.81
1432023.08.03 12:00buy390.100.653110.000000.00000
1442023.08.03 12:00modify390.100.653110.642110.66711
1452023.08.04 01:44buy400.100.658710.000000.00000
1462023.08.04 01:44modify400.100.658710.653810.66711
1472023.08.04 01:44buy410.100.658710.000000.00000
1482023.08.04 01:44modify410.100.658710.656610.66711
1492023.08.04 01:44modify390.100.653110.656610.66711
1502023.08.04 01:44modify400.100.658710.656610.66711
1512023.08.04 02:30s/l390.100.656610.656610.6671134.6210305.43
1522023.08.04 02:30s/l400.100.656610.656610.66711-21.0010284.43
1532023.08.04 02:30s/l410.100.656610.656610.66711-21.0010263.43
1542023.08.24 04:00sell420.100.647980.000000.00000
1552023.08.24 04:00modify420.100.647980.658980.63398
1562023.08.24 13:36sell430.100.642370.000000.00000
1572023.08.24 13:36modify430.100.642370.647280.63398
1582023.08.24 13:36sell440.100.642370.000000.00000
1592023.08.24 13:36modify440.100.642370.644480.63398
1602023.08.24 13:36modify420.100.647980.644480.63398
1612023.08.24 13:36modify430.100.642370.644480.63398
1622023.08.24 13:58s/l420.100.644480.644480.6339835.0010298.43
1632023.08.24 13:58s/l430.100.644480.644480.63398-21.1010277.33
1642023.08.24 13:58s/l440.100.644480.644480.63398-21.1010256.23
1652023.09.11 12:00sell450.100.643040.000000.00000
1662023.09.11 12:00modify450.100.643040.654040.62904
1672023.09.27 06:20sell460.100.637430.000000.00000
1682023.09.27 06:20modify460.100.637430.642340.62904
1692023.09.27 06:20sell470.100.637430.000000.00000
1702023.09.27 06:20modify470.100.637430.639540.62904
1712023.09.27 06:20modify450.100.643040.639540.62904
1722023.09.27 06:20modify460.100.637430.639540.62904
1732023.09.28 10:48s/l450.100.639540.639540.6290438.0610294.30
1742023.09.28 10:48s/l460.100.639540.639540.62904-20.6210273.68
1752023.09.28 10:48s/l470.100.639540.639540.62904-20.6210253.06