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 23:59 (2022.10.01 - 2023.10.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test2612Ticks modelled4223Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1428.91Gross profit1951.11Gross loss-522.19
Profit factor3.74Expected payoff49.27
Absolute drawdown243.17Maximal drawdown329.17 (3.26%)Relative drawdown3.26% (329.17)
Total trades29Short positions (won %)7 (71.43%)Long positions (won %)22 (77.27%)
Profit trades (% of total)22 (75.86%)Loss trades (% of total)7 (24.14%)
Largestprofit trade141.77loss trade-124.17
Averageprofit trade88.69loss trade-74.60
Maximumconsecutive wins (profit in money)10 (926.72)consecutive losses (loss in money)2 (-169.99)
Maximalconsecutive profit (count of wins)926.72 (10)consecutive loss (count of losses)-169.99 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.11 04:00buy10.100.626520.000000.00000
22022.10.11 04:00modify10.100.626520.614520.64052
32022.10.11 16:00buy20.100.633080.000000.00000
42022.10.11 16:00modify20.100.633080.627920.64052
52022.10.11 16:00modify10.100.626520.627920.64052
62022.10.11 20:00s/l10.100.627920.627920.6405214.0010014.00
72022.10.11 20:00s/l20.100.627920.627920.64052-51.609962.40
82022.10.14 04:00sell30.100.633190.000000.00000
92022.10.14 04:00modify30.100.633190.645190.61919
102022.10.26 08:00s/l30.100.645190.645190.61919-118.399844.01
112022.12.09 04:00sell40.100.679230.000000.00000
122022.12.09 04:00modify40.100.679230.691230.66523
132022.12.15 16:00sell50.100.672200.000000.00000
142022.12.15 16:00modify50.100.672200.675030.66523
152022.12.15 16:00modify40.100.679230.675030.66523
162022.12.20 08:00t/p40.100.665230.675030.66523141.459985.46
172022.12.20 08:00t/p50.100.665230.675030.6652370.1810055.65
182023.01.03 12:00buy60.100.670060.000000.00000
192023.01.03 12:00modify60.100.670060.658060.68406
202023.01.04 04:00buy70.100.678520.000000.00000
212023.01.04 04:00modify70.100.678520.676360.68406
222023.01.04 04:00modify60.100.670060.676360.68406
232023.01.04 08:00t/p60.100.684060.676360.68406139.6210195.27
242023.01.04 08:00t/p70.100.684060.676360.6840655.4010250.67
252023.01.25 04:00sell80.100.710000.000000.00000
262023.01.25 04:00modify80.100.710000.722000.69600
272023.02.03 16:00t/p80.100.696000.722000.69600141.7710392.44
282023.02.24 12:00buy90.100.676880.000000.00000
292023.02.24 12:00modify90.100.676880.664880.69088
302023.03.07 16:00s/l90.100.664880.664880.69088-123.4110269.03
312023.04.10 16:00buy100.100.662720.000000.00000
322023.04.10 16:00modify100.100.662720.650720.67672
332023.04.13 00:00buy110.100.669900.000000.00000
342023.04.13 00:00modify110.100.669900.666920.67672
352023.04.13 00:00modify100.100.662720.666920.67672
362023.04.13 04:00buy120.100.671190.000000.00000
372023.04.13 04:00modify120.100.671190.669020.67672
382023.04.13 04:00modify110.100.669900.669020.67672
392023.04.13 04:00modify100.100.662720.669020.67672
402023.04.13 16:00t/p100.100.676720.669020.67672138.1110407.14
412023.04.13 16:00t/p110.100.676720.669020.6767268.2010475.34
422023.04.13 16:00t/p120.100.676720.669020.6767255.3010530.64
432023.04.25 16:00buy130.100.662800.000000.00000
442023.04.25 16:00modify130.100.662800.650800.67680
452023.05.04 20:00buy140.100.669340.000000.00000
462023.05.04 20:00modify140.100.669340.664200.67680
472023.05.04 20:00modify130.100.662800.664200.67680
482023.05.05 00:00buy150.100.669870.000000.00000
492023.05.05 00:00modify150.100.669870.667000.67680
502023.05.05 00:00modify140.100.669340.667000.67680
512023.05.05 00:00modify130.100.662800.667000.67680
522023.05.08 04:00t/p130.100.676800.667000.67680135.0810665.71
532023.05.08 04:00t/p140.100.676800.667000.6768073.8410739.56
542023.05.08 04:00t/p150.100.676800.667000.6768068.9210808.48
552023.05.08 08:00sell160.100.678180.000000.00000
562023.05.08 08:00modify160.100.678180.690180.66418
572023.05.12 20:00t/p160.100.664180.690180.66418140.9710949.45
582023.05.25 16:00buy170.100.650690.000000.00000
592023.05.25 16:00modify170.100.650690.638690.66469
602023.06.01 16:00buy180.100.657880.000000.00000
612023.06.01 16:00modify180.100.657880.654890.66469
622023.06.01 16:00modify170.100.650690.654890.66469
632023.06.06 08:00t/p170.100.664690.654890.66469136.2111085.66
642023.06.06 08:00t/p180.100.664690.654890.6646966.9611152.62
652023.06.14 16:00sell190.100.683030.000000.00000
662023.06.14 16:00modify190.100.683030.695030.66903
672023.06.21 12:00sell200.100.676010.000000.00000
682023.06.21 12:00modify200.100.676010.678830.66903
692023.06.21 12:00modify190.100.683030.678830.66903
702023.06.21 20:00s/l190.100.678830.678830.6690343.1311195.75
712023.06.21 20:00s/l200.100.678830.678830.66903-28.2011167.55
722023.06.23 04:00buy210.100.671010.000000.00000
732023.06.23 04:00modify210.100.671010.659010.68501
742023.07.13 00:00buy220.100.679510.000000.00000
752023.07.13 00:00modify220.100.679510.677310.68501
762023.07.13 00:00modify210.100.671010.677310.68501
772023.07.13 12:00t/p210.100.685010.677310.68501132.4211299.97
782023.07.13 12:00t/p220.100.685010.677310.6850155.0011354.97
792023.07.19 12:00buy230.100.676650.000000.00000
802023.07.19 12:00modify230.100.676650.664650.69065
812023.07.28 08:00s/l230.100.664650.664650.69065-124.1711230.81
822023.08.17 04:00buy240.100.638470.000000.00000
832023.08.17 04:00modify240.100.638470.626470.65247
842023.08.23 16:00buy250.100.647080.000000.00000
852023.08.23 16:00modify250.100.647080.644770.65247
862023.08.23 16:00modify240.100.638470.644770.65247
872023.08.24 12:00s/l240.100.644770.644770.6524760.3511291.16
882023.08.24 12:00s/l250.100.644770.644770.65247-24.2411266.92
892023.09.05 08:00buy260.100.637940.000000.00000
902023.09.05 08:00modify260.100.637940.625940.65194
912023.09.18 16:00buy270.100.644370.000000.00000
922023.09.18 16:00modify270.100.644370.639340.65194
932023.09.18 16:00modify260.100.637940.639340.65194
942023.09.21 16:00s/l260.100.639340.639340.651947.1811274.10
952023.09.21 16:00s/l270.100.639340.639340.65194-52.1911221.91
962023.09.27 20:00buy280.100.635590.000000.00000
972023.09.27 20:00modify280.100.635590.623590.64959
982023.09.28 16:00buy290.100.642700.000000.00000
992023.09.28 16:00modify290.100.642700.639790.64959
1002023.09.28 16:00modify280.100.635590.639790.64959
1012023.09.29 12:00t/p280.100.649590.639790.64959138.4811360.39
1022023.09.29 12:00t/p290.100.649590.639790.6495968.5211428.91