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=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 test1911Ticks modelled22591668Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1231.95Gross profit1892.18Gross loss-660.23
Profit factor2.87Expected payoff21.61
Absolute drawdown39.81Maximal drawdown398.07 (3.76%)Relative drawdown3.76% (398.07)
Total trades57Short positions (won %)21 (38.10%)Long positions (won %)36 (61.11%)
Profit trades (% of total)30 (52.63%)Loss trades (% of total)27 (47.37%)
Largestprofit trade139.62loss trade-123.41
Averageprofit trade63.07loss trade-24.45
Maximumconsecutive wins (profit in money)5 (406.01)consecutive losses (loss in money)4 (-151.61)
Maximalconsecutive profit (count of wins)406.01 (5)consecutive loss (count of losses)-151.61 (4)
Averageconsecutive wins2consecutive losses2
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 15:56buy20.100.632830.000000.00000
42022.10.11 15:56modify20.100.632830.627920.64052
52022.10.11 15:56modify10.100.626520.627920.64052
62022.10.11 16:39buy30.100.633530.000000.00000
72022.10.11 16:39modify30.100.633530.630720.64052
82022.10.11 16:39modify20.100.632830.630720.64052
92022.10.11 16:39modify10.100.626520.630720.64052
102022.10.11 18:16s/l10.100.630720.630720.6405242.0010042.00
112022.10.11 18:16s/l20.100.630720.630720.64052-21.1010020.90
122022.10.11 18:16s/l30.100.630720.630720.64052-28.109992.80
132022.10.14 04:00sell40.100.633190.000000.00000
142022.10.14 04:00modify40.100.633190.645190.61919
152022.10.14 13:45sell50.100.626860.000000.00000
162022.10.14 13:45modify50.100.626860.631790.61919
172022.10.14 13:45modify40.100.633190.631790.61919
182022.10.14 13:54sell60.100.626190.000000.00000
192022.10.14 13:54modify60.100.626190.628990.61919
202022.10.14 13:54modify50.100.626860.628990.61919
212022.10.14 13:54modify40.100.633190.628990.61919
222022.10.14 14:00sell70.100.624770.000000.00000
232022.10.14 14:00modify70.100.624770.626890.61919
242022.10.14 14:00modify60.100.626190.626890.61919
252022.10.14 14:00modify50.100.626860.626890.61919
262022.10.14 14:00modify40.100.633190.626890.61919
272022.10.17 12:37s/l40.100.626890.626890.6191963.1610055.96
282022.10.17 12:37s/l50.100.626890.626890.61919-0.1410055.82
292022.10.17 12:37s/l60.100.626890.626890.61919-6.8410048.98
302022.10.17 12:37s/l70.100.626890.626890.61919-21.0410027.94
312022.10.20 04:00buy80.100.623650.000000.00000
322022.10.20 04:00modify80.100.623650.611650.63765
332022.10.20 10:40buy90.100.630040.000000.00000
342022.10.20 10:40modify90.100.630040.625050.63765
352022.10.20 10:40modify80.100.623650.625050.63765
362022.10.20 10:51buy100.100.630660.000000.00000
372022.10.20 10:51modify100.100.630660.627850.63765
382022.10.20 10:51modify90.100.630040.627850.63765
392022.10.20 10:51modify80.100.623650.627850.63765
402022.10.20 11:12buy110.100.632050.000000.00000
412022.10.20 11:12modify110.100.632050.629950.63765
422022.10.20 11:12modify100.100.630660.629950.63765
432022.10.20 11:12modify90.100.630040.629950.63765
442022.10.20 11:12modify80.100.623650.629950.63765
452022.10.20 12:44s/l80.100.629950.629950.6376563.0010090.94
462022.10.20 12:44s/l90.100.629950.629950.63765-0.9010090.04
472022.10.20 12:44s/l100.100.629950.629950.63765-7.1010082.94
482022.10.20 12:44s/l110.100.629950.629950.63765-21.0010061.94
492022.12.09 04:00sell120.100.679230.000000.00000
502022.12.09 04:00modify120.100.679230.691230.66523
512022.12.12 16:41sell130.100.672920.000000.00000
522022.12.12 16:41modify130.100.672920.677830.66523
532022.12.12 16:41modify120.100.679230.677830.66523
542022.12.13 07:29s/l120.100.677830.677830.6652314.3210076.27
552022.12.13 07:29s/l130.100.677830.677830.66523-48.9410027.33
562022.12.13 16:00sell140.100.687680.000000.00000
572022.12.13 16:00modify140.100.687680.699680.67368
582022.12.14 19:34sell150.100.681350.000000.00000
592022.12.14 19:34modify150.100.681350.686280.67368
602022.12.14 19:34modify140.100.687680.686280.67368
612022.12.14 20:03s/l140.100.686280.686280.6736814.1610041.49
622022.12.14 20:03s/l150.100.686280.686280.67368-49.309992.19
632023.01.03 12:00buy160.100.670060.000000.00000
642023.01.03 12:00modify160.100.670060.658060.68406
652023.01.03 14:41buy170.100.676360.000000.00000
662023.01.03 14:41modify170.100.676360.671460.68406
672023.01.03 14:41modify160.100.670060.671460.68406
682023.01.04 02:02buy180.100.677070.000000.00000
692023.01.04 02:02modify180.100.677070.674260.68406
702023.01.04 02:02modify170.100.676360.674260.68406
712023.01.04 02:02modify160.100.670060.674260.68406
722023.01.04 03:59buy190.100.678470.000000.00000
732023.01.04 03:59modify190.100.678470.676360.68406
742023.01.04 03:59modify180.100.677070.676360.68406
752023.01.04 03:59modify170.100.676360.676360.68406
762023.01.04 03:59modify160.100.670060.676360.68406
772023.01.04 07:38t/p160.100.684060.676360.68406139.6210131.81
782023.01.04 07:38t/p170.100.684060.676360.6840676.6210208.43
792023.01.04 07:38t/p180.100.684060.676360.6840669.9010278.33
802023.01.04 07:38t/p190.100.684060.676360.6840655.9010334.23
812023.01.25 04:00sell200.100.710000.000000.00000
822023.01.25 04:00modify200.100.710000.722000.69600
832023.01.31 03:19sell210.100.703690.000000.00000
842023.01.31 03:19modify210.100.703690.708600.69600
852023.01.31 03:19modify200.100.710000.708600.69600
862023.01.31 04:10sell220.100.702990.000000.00000
872023.01.31 04:10modify220.100.702990.705800.69600
882023.01.31 04:10modify210.100.703690.705800.69600
892023.01.31 04:10modify200.100.710000.705800.69600
902023.01.31 08:38sell230.100.701600.000000.00000
912023.01.31 08:38modify230.100.701600.703700.69600
922023.01.31 08:38modify220.100.702990.703700.69600
932023.01.31 08:38modify210.100.703690.703700.69600
942023.01.31 08:38modify200.100.710000.703700.69600
952023.01.31 15:17s/l200.100.703700.703700.6960063.9710398.20
962023.01.31 15:17s/l210.100.703700.703700.69600-0.1010398.10
972023.01.31 15:17s/l220.100.703700.703700.69600-7.1010391.00
982023.01.31 15:17s/l230.100.703700.703700.69600-21.0010370.00
992023.02.24 12:00buy240.100.676880.000000.00000
1002023.02.24 12:00modify240.100.676880.664880.69088
1012023.03.07 14:42s/l240.100.664880.664880.69088-123.4110246.59
1022023.04.10 16:00buy250.100.662720.000000.00000
1032023.04.10 16:00modify250.100.662720.650720.67672
1042023.04.12 12:30buy260.100.669160.000000.00000
1052023.04.12 12:30modify260.100.669160.664120.67672
1062023.04.12 12:30modify250.100.662720.664120.67672
1072023.04.12 12:30buy270.100.669940.000000.00000
1082023.04.12 12:30modify270.100.669940.666920.67672
1092023.04.12 12:30modify260.100.669160.666920.67672
1102023.04.12 12:30modify250.100.662720.666920.67672
1112023.04.12 12:31buy280.100.671130.000000.00000
1122023.04.12 12:31modify280.100.671130.669020.67672
1132023.04.12 12:31modify270.100.669940.669020.67672
1142023.04.12 12:31modify260.100.669160.669020.67672
1152023.04.12 12:31modify250.100.662720.669020.67672
1162023.04.12 13:44s/l250.100.669020.669020.6767262.2410308.83
1172023.04.12 13:44s/l260.100.669020.669020.67672-1.4010307.43
1182023.04.12 13:44s/l270.100.669020.669020.67672-9.2010298.23
1192023.04.12 13:44s/l280.100.669020.669020.67672-21.1010277.13
1202023.04.13 04:00sell290.100.670890.000000.00000
1212023.04.13 04:00modify290.100.670890.682890.65689
1222023.04.25 13:13sell300.100.664590.000000.00000
1232023.04.25 13:13modify300.100.664590.669490.65689
1242023.04.25 13:13modify290.100.670890.669490.65689
1252023.04.25 13:42sell310.100.663890.000000.00000
1262023.04.25 13:42modify310.100.663890.666690.65689
1272023.04.25 13:42modify300.100.664590.666690.65689
1282023.04.25 13:42modify290.100.670890.666690.65689
1292023.04.25 16:00sell320.100.662480.000000.00000
1302023.04.25 16:00modify320.100.662480.664590.65689
1312023.04.25 16:00modify310.100.663890.664590.65689
1322023.04.25 16:00modify300.100.664590.664590.65689
1332023.04.25 16:00modify290.100.670890.664590.65689
1342023.05.01 07:18s/l290.100.664590.664590.6568965.5810342.71
1352023.05.01 07:18s/l300.100.664590.664590.656890.9710343.68
1362023.05.01 07:18s/l310.100.664590.664590.65689-6.0310337.65
1372023.05.01 07:18s/l320.100.664590.664590.65689-20.1310317.51
1382023.05.02 08:00sell330.100.670100.000000.00000
1392023.05.02 08:00modify330.100.670100.682100.65610
1402023.05.12 18:15sell340.100.663800.000000.00000
1412023.05.12 18:15modify340.100.663800.668700.65610
1422023.05.12 18:15modify330.100.670100.668700.65610
1432023.05.15 06:14s/l330.100.668700.668700.6561016.1010333.61
1442023.05.15 06:14s/l340.100.668700.668700.65610-48.8410284.77
1452023.05.25 16:00buy350.100.650690.000000.00000
1462023.05.25 16:00modify350.100.650690.638690.66469
1472023.06.01 15:15buy360.100.656990.000000.00000
1482023.06.01 15:15modify360.100.656990.652090.66469
1492023.06.01 15:15modify350.100.650690.652090.66469
1502023.06.01 15:36buy370.100.657690.000000.00000
1512023.06.01 15:36modify370.100.657690.654890.66469
1522023.06.01 15:36modify360.100.656990.654890.66469
1532023.06.01 15:36modify350.100.650690.654890.66469
1542023.06.02 01:37buy380.100.659100.000000.00000
1552023.06.02 01:37modify380.100.659100.656990.66469
1562023.06.02 01:37modify370.100.657690.656990.66469
1572023.06.02 01:37modify360.100.656990.656990.66469
1582023.06.02 01:37modify350.100.650690.656990.66469
1592023.06.06 04:30t/p350.100.664690.656990.66469136.2110420.98
1602023.06.06 04:30t/p360.100.664690.656990.6646975.8610496.85
1612023.06.06 04:30t/p370.100.664690.656990.6646968.8610565.71
1622023.06.06 04:30t/p380.100.664690.656990.6646955.1410620.85
1632023.06.14 16:00sell390.100.683030.000000.00000
1642023.06.14 16:00modify390.100.683030.695030.66903
1652023.06.14 18:06sell400.100.676730.000000.00000
1662023.06.14 18:06modify400.100.676730.681630.66903
1672023.06.14 18:06modify390.100.683030.681630.66903
1682023.06.14 18:06sell410.100.676020.000000.00000
1692023.06.14 18:06modify410.100.676020.678830.66903
1702023.06.14 18:06modify400.100.676730.678830.66903
1712023.06.14 18:06modify390.100.683030.678830.66903
1722023.06.14 18:38s/l390.100.678830.678830.6690342.0010662.85
1732023.06.14 18:38s/l400.100.678830.678830.66903-21.0010641.85
1742023.06.14 18:38s/l410.100.678830.678830.66903-28.1010613.75
1752023.06.23 04:00buy420.100.671010.000000.00000
1762023.06.23 04:00modify420.100.671010.659010.68501
1772023.07.12 13:37buy430.100.677310.000000.00000
1782023.07.12 13:37modify430.100.677310.672410.68501
1792023.07.12 13:37modify420.100.671010.672410.68501
1802023.07.12 14:08buy440.100.678020.000000.00000
1812023.07.12 14:08modify440.100.678020.675210.68501
1822023.07.12 14:08modify430.100.677310.675210.68501
1832023.07.12 14:08modify420.100.671010.675210.68501
1842023.07.12 14:43buy450.100.679420.000000.00000
1852023.07.12 14:43modify450.100.679420.677310.68501
1862023.07.12 14:43modify440.100.678020.677310.68501
1872023.07.12 14:43modify430.100.677310.677310.68501
1882023.07.12 14:43modify420.100.671010.677310.68501
1892023.07.13 08:50t/p420.100.685010.677310.68501132.4210746.18
1902023.07.13 08:50t/p430.100.685010.677310.6850175.8610822.04
1912023.07.13 08:50t/p440.100.685010.677310.6850168.7610890.81
1922023.07.13 08:50t/p450.100.685010.677310.6850154.7610945.57
1932023.07.19 12:00buy460.100.676650.000000.00000
1942023.07.19 12:00modify460.100.676650.664650.69065
1952023.07.20 01:33buy470.100.682970.000000.00000
1962023.07.20 01:33modify470.100.682970.678050.69065
1972023.07.20 01:33modify460.100.676650.678050.69065
1982023.07.20 02:04buy480.100.683660.000000.00000
1992023.07.20 02:04modify480.100.683660.680850.69065
2002023.07.20 02:04modify470.100.682970.680850.69065
2012023.07.20 02:04modify460.100.676650.680850.69065
2022023.07.20 06:18s/l460.100.680850.680850.6906540.8610986.43
2032023.07.20 06:18s/l470.100.680850.680850.69065-21.2010965.23
2042023.07.20 06:18s/l480.100.680850.680850.69065-28.1010937.13
2052023.08.17 04:00buy490.100.638470.000000.00000
2062023.08.17 04:00modify490.100.638470.626470.65247
2072023.08.17 12:35buy500.100.644770.000000.00000
2082023.08.17 12:35modify500.100.644770.639870.65247
2092023.08.17 12:35modify490.100.638470.639870.65247
2102023.08.17 18:06s/l490.100.639870.639870.6524714.0010951.13
2112023.08.17 18:06s/l500.100.639870.639870.65247-49.0010902.13
2122023.09.05 08:00buy510.100.637940.000000.00000
2132023.09.05 08:00modify510.100.637940.625940.65194
2142023.09.11 05:02buy520.100.644270.000000.00000
2152023.09.11 05:02modify520.100.644270.639340.65194
2162023.09.11 05:02modify510.100.637940.639340.65194
2172023.09.11 13:31buy530.100.644940.000000.00000
2182023.09.11 13:31modify530.100.644940.642140.65194
2192023.09.11 13:31modify520.100.644270.642140.65194
2202023.09.11 13:31modify510.100.637940.642140.65194
2212023.09.12 00:30s/l510.100.642140.642140.6519439.3510941.48
2222023.09.12 00:30s/l520.100.642140.642140.65194-21.6810919.80
2232023.09.12 00:30s/l530.100.642140.642140.65194-28.3810891.42
2242023.09.27 20:00buy540.100.635590.000000.00000
2252023.09.27 20:00modify540.100.635590.623590.64959
2262023.09.28 14:47buy550.100.641900.000000.00000
2272023.09.28 14:47modify550.100.641900.636990.64959
2282023.09.28 14:47modify540.100.635590.636990.64959
2292023.09.28 15:43buy560.100.642590.000000.00000
2302023.09.28 15:43modify560.100.642590.639790.64959
2312023.09.28 15:43modify550.100.641900.639790.64959
2322023.09.28 15:43modify540.100.635590.639790.64959
2332023.09.29 01:32buy570.100.644000.000000.00000
2342023.09.29 01:32modify570.100.644000.641890.64959
2352023.09.29 01:32modify560.100.642590.641890.64959
2362023.09.29 01:32modify550.100.641900.641890.64959
2372023.09.29 01:32modify540.100.635590.641890.64959
2382023.09.29 10:10t/p540.100.649590.641890.64959138.4811029.91
2392023.09.29 10:10t/p550.100.649590.641890.6495976.5211106.43
2402023.09.29 10:10t/p560.100.649590.641890.6495969.6211176.05
2412023.09.29 10:10t/p570.100.649590.641890.6495955.9011231.95