Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test2619Ticks modelled4236Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1466.16Gross profit3322.28Gross loss-1856.12
Profit factor1.79Expected payoff17.05
Absolute drawdown0.00Maximal drawdown555.26 (4.86%)Relative drawdown4.86% (555.26)
Total trades86Short positions (won %)51 (45.10%)Long positions (won %)35 (37.14%)
Profit trades (% of total)36 (41.86%)Loss trades (% of total)50 (58.14%)
Largestprofit trade140.76loss trade-62.19
Averageprofit trade92.29loss trade-37.12
Maximumconsecutive wins (profit in money)5 (456.51)consecutive losses (loss in money)7 (-280.27)
Maximalconsecutive profit (count of wins)556.07 (4)consecutive loss (count of losses)-280.27 (7)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.05 04:00sell10.100.684720.000000.00000
22022.12.05 04:00modify10.100.684720.688720.67072
32022.12.05 20:00t/p10.100.670720.688720.67072140.0010140.00
42022.12.07 12:00buy20.100.667310.000000.00000
52022.12.07 12:00modify20.100.667310.663310.68131
62022.12.13 16:00t/p20.100.681310.663310.68131138.1310278.13
72022.12.13 16:00sell30.100.687680.000000.00000
82022.12.13 16:00modify30.100.687680.691680.67368
92022.12.15 16:00t/p30.100.673680.691680.67368140.4310418.56
102022.12.20 08:00buy40.100.665740.000000.00000
112022.12.20 08:00modify40.100.665740.661740.67974
122022.12.28 16:00t/p40.100.679740.661740.67974137.5010556.07
132022.12.29 20:00sell50.100.678560.000000.00000
142022.12.29 20:00modify50.100.678560.682560.66456
152023.01.03 04:00s/l50.100.682560.682560.66456-39.6810516.39
162023.01.03 12:00buy60.100.670060.000000.00000
172023.01.03 12:00modify60.100.670060.666060.68406
182023.01.04 04:00buy70.100.678520.000000.00000
192023.01.04 04:00modify70.100.678520.676360.68406
202023.01.04 04:00modify60.100.670060.676360.68406
212023.01.04 08:00t/p60.100.684060.676360.68406139.6910656.08
222023.01.04 08:00t/p70.100.684060.676360.6840655.4010711.48
232023.01.04 08:00sell80.100.684120.000000.00000
242023.01.04 08:00modify80.100.684120.688120.67012
252023.01.04 12:00s/l80.100.688120.688120.67012-40.0010671.48
262023.01.05 16:00buy90.100.674100.000000.00000
272023.01.05 16:00modify90.100.674100.670100.68810
282023.01.06 20:00t/p90.100.688100.670100.68810139.6910811.17
292023.01.12 20:00sell100.100.697110.000000.00000
302023.01.12 20:00modify100.100.697110.701110.68311
312023.01.16 04:00s/l100.100.701110.701110.68311-39.7810771.38
322023.01.16 04:00sell110.100.700880.000000.00000
332023.01.16 04:00modify110.100.700880.704880.68688
342023.01.18 16:00s/l110.100.704880.704880.68688-39.7810731.60
352023.01.18 20:00buy120.100.694640.000000.00000
362023.01.18 20:00modify120.100.694640.690640.70864
372023.01.19 04:00s/l120.100.690640.690640.70864-40.9410690.66
382023.01.20 20:00sell130.100.696950.000000.00000
392023.01.20 20:00modify130.100.696950.700950.68295
402023.01.23 12:00s/l130.100.700950.700950.68295-39.8910650.77
412023.01.24 16:00sell140.100.704920.000000.00000
422023.01.24 16:00modify140.100.704920.708920.69092
432023.01.25 04:00s/l140.100.708920.708920.69092-39.8910610.88
442023.01.25 04:00sell150.100.710000.000000.00000
452023.01.25 04:00modify150.100.710000.714000.69600
462023.01.26 16:00s/l150.100.714000.714000.69600-39.6810571.21
472023.01.30 20:00buy160.100.705970.000000.00000
482023.01.30 20:00modify160.100.705970.701970.71997
492023.01.31 12:00s/l160.100.701970.701970.71997-40.3110530.89
502023.02.01 20:00sell170.100.712240.000000.00000
512023.02.01 20:00modify170.100.712240.716240.69824
522023.02.03 16:00t/p170.100.698240.716240.69824140.4310671.33
532023.02.10 04:00buy180.100.691730.000000.00000
542023.02.10 04:00modify180.100.691730.687730.70573
552023.02.15 16:00s/l180.100.687730.687730.70573-40.9410630.39
562023.02.16 16:00buy190.100.687970.000000.00000
572023.02.16 16:00modify190.100.687970.683970.70197
582023.02.17 08:00s/l190.100.683970.683970.70197-40.3110590.08
592023.02.20 08:00sell200.100.690830.000000.00000
602023.02.20 08:00modify200.100.690830.694830.67683
612023.02.22 04:00sell210.100.683750.000000.00000
622023.02.22 04:00modify210.100.683750.690130.67683
632023.02.22 04:00modify200.100.690830.690130.67683
642023.02.23 08:00sell220.100.682920.000000.00000
652023.02.23 08:00modify220.100.682920.685930.67683
662023.02.23 08:00modify210.100.683750.685930.67683
672023.02.23 08:00modify200.100.690830.685930.67683
682023.02.24 12:00t/p200.100.676830.685930.67683140.6510730.73
692023.02.24 12:00t/p210.100.676830.685930.6768369.6310800.36
702023.02.24 12:00t/p220.100.676830.685930.6768361.0110861.37
712023.02.24 12:00buy230.100.676880.000000.00000
722023.02.24 12:00modify230.100.676880.672880.69088
732023.02.24 16:00s/l230.100.672880.672880.69088-40.0010821.37
742023.03.01 08:00sell240.100.676720.000000.00000
752023.03.01 08:00modify240.100.676720.680720.66272
762023.03.07 16:00t/p240.100.662720.680720.66272140.6510962.02
772023.03.13 16:00sell250.100.668410.000000.00000
782023.03.13 16:00modify250.100.668410.672410.65441
792023.03.17 08:00s/l250.100.672410.672410.65441-39.3510922.67
802023.03.21 16:00buy260.100.665370.000000.00000
812023.03.21 16:00modify260.100.665370.661370.67937
822023.03.23 04:00buy270.100.673240.000000.00000
832023.03.23 04:00modify270.100.673240.670270.67937
842023.03.23 04:00modify260.100.665370.670270.67937
852023.03.23 08:00buy280.100.673900.000000.00000
862023.03.23 08:00modify280.100.673900.671670.67937
872023.03.23 12:00s/l280.100.671670.671670.67937-22.3010900.37
882023.03.23 16:00s/l260.100.670270.670270.6793747.7510948.12
892023.03.23 16:00s/l270.100.670270.670270.67937-29.7010918.42
902023.03.24 12:00buy290.100.663880.000000.00000
912023.03.24 12:00modify290.100.663880.659880.67788
922023.03.28 16:00buy300.100.671020.000000.00000
932023.03.28 16:00modify300.100.671020.664580.67788
942023.03.28 16:00modify290.100.663880.664580.67788
952023.03.31 00:00buy310.100.671760.000000.00000
962023.03.31 00:00modify310.100.671760.668780.67788
972023.03.31 00:00modify300.100.671020.668780.67788
982023.03.31 00:00modify290.100.663880.668780.67788
992023.03.31 08:00s/l290.100.668780.668780.6778846.8210965.24
1002023.03.31 08:00s/l300.100.668780.668780.67788-23.9610941.28
1012023.03.31 08:00s/l310.100.668780.668780.67788-29.8010911.48
1022023.04.03 12:00sell320.100.676190.000000.00000
1032023.04.03 12:00modify320.100.676190.680190.66219
1042023.04.07 12:00sell330.100.667560.000000.00000
1052023.04.07 12:00modify330.100.667560.669890.66219
1062023.04.07 12:00modify320.100.676190.669890.66219
1072023.04.10 16:00t/p320.100.662190.669890.66219140.7611052.23
1082023.04.10 16:00t/p330.100.662190.669890.6621953.8111106.04
1092023.04.10 16:00buy340.100.662720.000000.00000
1102023.04.10 16:00modify340.100.662720.658720.67672
1112023.04.13 00:00buy350.100.669900.000000.00000
1122023.04.13 00:00modify350.100.669900.663420.67672
1132023.04.13 00:00modify340.100.662720.663420.67672
1142023.04.13 04:00buy360.100.671190.000000.00000
1152023.04.13 04:00modify360.100.671190.669020.67672
1162023.04.13 04:00modify350.100.669900.669020.67672
1172023.04.13 04:00modify340.100.662720.669020.67672
1182023.04.13 16:00t/p340.100.676720.669020.67672138.4411244.48
1192023.04.13 16:00t/p350.100.676720.669020.6767268.2011312.68
1202023.04.13 16:00t/p360.100.676720.669020.6767255.3011367.98
1212023.04.14 16:00buy370.100.670380.000000.00000
1222023.04.14 16:00modify370.100.670380.666380.68438
1232023.04.25 08:00s/l370.100.666380.666380.68438-42.8111325.18
1242023.04.25 16:00buy380.100.662800.000000.00000
1252023.04.25 16:00modify380.100.662800.658800.67680
1262023.04.28 08:00s/l380.100.658800.658800.67680-41.5611283.62
1272023.05.02 08:00sell390.100.670100.000000.00000
1282023.05.02 08:00modify390.100.670100.674100.65610
1292023.05.05 08:00s/l390.100.674100.674100.65610-39.4611244.16
1302023.05.11 16:00buy400.100.669530.000000.00000
1312023.05.11 16:00modify400.100.669530.665530.68353
1322023.05.12 16:00s/l400.100.665530.665530.68353-40.3111203.85
1332023.05.17 08:00buy410.100.663220.000000.00000
1342023.05.17 08:00modify410.100.663220.659220.67722
1352023.05.24 04:00s/l410.100.659220.659220.67722-42.1811161.66
1362023.05.24 08:00buy420.100.657300.000000.00000
1372023.05.24 08:00modify420.100.657300.653300.67130
1382023.05.24 16:00s/l420.100.653300.653300.67130-40.0011121.66
1392023.05.31 04:00buy430.100.649670.000000.00000
1402023.05.31 04:00modify430.100.649670.645670.66367
1412023.06.02 16:00t/p430.100.663670.645670.66367138.7511260.41
1422023.06.06 08:00sell440.100.666340.000000.00000
1432023.06.06 08:00modify440.100.666340.670340.65234
1442023.06.07 12:00s/l440.100.670340.670340.65234-39.8911220.52
1452023.06.07 12:00sell450.100.669660.000000.00000
1462023.06.07 12:00modify450.100.669660.673660.65566
1472023.06.09 16:00s/l450.100.673660.673660.65566-39.5711180.96
1482023.06.12 08:00sell460.100.676150.000000.00000
1492023.06.12 08:00modify460.100.676150.680150.66215
1502023.06.13 16:00s/l460.100.680150.680150.66215-39.8911141.06
1512023.06.14 16:00sell470.100.683030.000000.00000
1522023.06.14 16:00modify470.100.683030.687030.66903
1532023.06.15 16:00s/l470.100.687030.687030.66903-39.6811101.39
1542023.06.15 16:00sell480.100.686890.000000.00000
1552023.06.15 16:00modify480.100.686890.690890.67289
1562023.06.20 12:00sell490.100.678420.000000.00000
1572023.06.20 12:00modify490.100.678420.680590.67289
1582023.06.20 12:00modify480.100.686890.680590.67289
1592023.06.21 20:00s/l480.100.680590.680590.6728963.4311164.82
1602023.06.21 20:00s/l490.100.680590.680590.67289-21.5911143.23
1612023.06.23 04:00buy500.100.671010.000000.00000
1622023.06.23 04:00modify500.100.671010.667010.68501
1632023.06.23 16:00s/l500.100.667010.667010.68501-40.0011103.23
1642023.06.27 04:00sell510.100.671560.000000.00000
1652023.06.27 04:00modify510.100.671560.675560.65756
1662023.06.28 04:00sell520.100.664490.000000.00000
1672023.06.28 04:00modify520.100.664490.670860.65756
1682023.06.28 04:00modify510.100.671560.670860.65756
1692023.07.12 04:00s/l510.100.670860.670860.657568.6211111.85
1702023.07.12 04:00s/l520.100.670860.670860.65756-62.1911049.67
1712023.07.12 04:00sell530.100.671830.000000.00000
1722023.07.12 04:00modify530.100.671830.675830.65783
1732023.07.12 16:00s/l530.100.675830.675830.65783-40.0011009.67
1742023.07.12 16:00sell540.100.678130.000000.00000
1752023.07.12 16:00modify540.100.678130.682130.66413
1762023.07.13 08:00s/l540.100.682130.682130.66413-39.6810969.99
1772023.07.17 04:00buy550.100.681090.000000.00000
1782023.07.17 04:00modify550.100.681090.677090.69509
1792023.07.19 08:00s/l550.100.677090.677090.69509-40.6210929.37
1802023.07.19 12:00buy560.100.676650.000000.00000
1812023.07.19 12:00modify560.100.676650.672650.69065
1822023.07.21 16:00s/l560.100.672650.672650.69065-41.2510888.12
1832023.07.25 16:00sell570.100.678770.000000.00000
1842023.07.25 16:00modify570.100.678770.682770.66477
1852023.07.27 20:00sell580.100.670190.000000.00000
1862023.07.27 20:00modify580.100.670190.672470.66477
1872023.07.27 20:00modify570.100.678770.672470.66477
1882023.07.28 08:00t/p570.100.664770.672470.66477140.5411028.66
1892023.07.28 08:00t/p580.100.664770.672470.6647754.3111082.97
1902023.07.31 12:00sell590.100.670830.000000.00000
1912023.07.31 12:00modify590.100.670830.674830.65683
1922023.08.01 12:00sell600.100.662830.000000.00000
1932023.08.01 12:00modify600.100.662830.665930.65683
1942023.08.01 12:00modify590.100.670830.665930.65683
1952023.08.02 08:00t/p590.100.656830.665930.65683140.2211223.19
1962023.08.02 08:00t/p600.100.656830.665930.6568360.1111283.29
1972023.08.04 16:00sell610.100.660340.000000.00000
1982023.08.04 16:00modify610.100.660340.664340.64634
1992023.08.08 08:00sell620.100.652390.000000.00000
2002023.08.08 08:00modify620.100.652390.655440.64634
2012023.08.08 08:00modify610.100.660340.655440.64634
2022023.08.09 00:00sell630.100.653270.000000.00000
2032023.08.09 00:00modify630.100.653270.659640.64634
2042023.08.09 04:00s/l610.100.655440.655440.6463449.3211332.62
2052023.08.09 04:00s/l620.100.655440.655440.64634-30.3911302.23
2062023.08.09 04:00close630.100.655630.659640.64634-23.6011278.63
2072023.08.11 16:00buy640.100.649480.000000.00000
2082023.08.11 16:00modify640.100.649480.645480.66348
2092023.08.14 16:00s/l640.100.645480.645480.66348-40.3111238.31
2102023.08.16 20:00buy650.100.642370.000000.00000
2112023.08.16 20:00modify650.100.642370.638370.65637
2122023.08.17 04:00s/l650.100.638370.638370.65637-40.9411197.38
2132023.08.22 08:00sell660.100.644340.000000.00000
2142023.08.22 08:00modify660.100.644340.648340.63034
2152023.08.24 00:00s/l660.100.648340.648340.63034-39.5711157.81
2162023.08.25 16:00buy670.100.640180.000000.00000
2172023.08.25 16:00modify670.100.640180.636180.65418
2182023.08.29 20:00buy680.100.648620.000000.00000
2192023.08.29 20:00modify680.100.648620.646480.65418
2202023.08.29 20:00modify670.100.640180.646480.65418
2212023.08.30 00:00s/l670.100.646480.646480.6541862.0611219.88
2222023.08.30 00:00s/l680.100.646480.646480.65418-21.7111198.16
2232023.08.30 16:00sell690.100.649350.000000.00000
2242023.08.30 16:00modify690.100.649350.653350.63535
2252023.09.12 12:00sell700.100.642230.000000.00000
2262023.09.12 12:00modify700.100.642230.648650.63535
2272023.09.12 12:00modify690.100.649350.648650.63535
2282023.09.13 12:00sell710.100.640850.000000.00000
2292023.09.13 12:00modify710.100.640850.643050.63535
2302023.09.13 12:00modify700.100.642230.643050.63535
2312023.09.13 12:00modify690.100.649350.643050.63535
2322023.09.13 16:00s/l690.100.643050.643050.6353564.5111262.68
2332023.09.13 16:00s/l700.100.643050.643050.63535-8.0911254.59
2342023.09.13 16:00s/l710.100.643050.643050.63535-22.0011232.59
2352023.09.15 04:00sell720.100.646540.000000.00000
2362023.09.15 04:00modify720.100.646540.650540.63254
2372023.09.20 16:00s/l720.100.650540.650540.63254-39.6811192.91
2382023.09.21 04:00buy730.100.641470.000000.00000
2392023.09.21 04:00modify730.100.641470.637470.65547
2402023.09.27 08:00s/l730.100.637470.637470.65547-41.2511151.66
2412023.09.27 12:00buy740.100.637010.000000.00000
2422023.09.27 12:00modify740.100.637010.633010.65101
2432023.10.03 08:00s/l740.100.633010.633010.65101-41.8711109.79
2442023.10.05 04:00sell750.100.637260.000000.00000
2452023.10.05 04:00modify750.100.637260.641260.62326
2462023.10.09 20:00s/l750.100.641260.641260.62326-39.7811070.01
2472023.10.09 20:00sell760.100.641260.000000.00000
2482023.10.09 20:00modify760.100.641260.645260.62726
2492023.10.12 16:00sell770.100.633300.000000.00000
2502023.10.12 16:00modify770.100.633300.636360.62726
2512023.10.12 16:00modify760.100.641260.636360.62726
2522023.10.17 04:00s/l760.100.636360.636360.6272649.8711119.87
2532023.10.17 04:00s/l770.100.636360.636360.62726-30.2811089.60
2542023.10.17 04:00sell780.100.635340.000000.00000
2552023.10.17 04:00modify780.100.635340.639340.62134
2562023.10.18 08:00s/l780.100.639340.639340.62134-39.8911049.71
2572023.10.19 04:00buy790.100.630220.000000.00000
2582023.10.19 04:00modify790.100.630220.626220.64422
2592023.11.02 12:00t/p790.100.644220.626220.64422135.6311185.34
2602023.11.03 16:00sell800.100.650320.000000.00000
2612023.11.03 16:00modify800.100.650320.654320.63632
2622023.11.07 08:00sell810.100.642320.000000.00000
2632023.11.07 08:00modify810.100.642320.645420.63632
2642023.11.07 08:00modify800.100.650320.645420.63632
2652023.11.07 12:00sell820.100.641750.000000.00000
2662023.11.07 12:00modify820.100.641750.644020.63632
2672023.11.07 16:00modify820.100.641750.645420.63632
2682023.11.08 12:00sell830.100.643270.000000.00000
2692023.11.08 12:00modify830.100.643270.649620.63632
2702023.11.08 16:00modify830.100.643270.645420.63632
2712023.11.10 00:00t/p800.100.636320.645420.63632140.7611326.10
2722023.11.10 00:00t/p810.100.636320.645420.6363260.5411386.64
2732023.11.10 00:00t/p820.100.636320.645420.6363254.8411441.48
2742023.11.10 00:00t/p830.100.636320.645420.6363269.9311511.41
2752023.11.14 16:00sell840.100.647930.000000.00000
2762023.11.14 16:00modify840.100.647930.651930.63393
2772023.11.15 12:00s/l840.100.651930.651930.63393-39.8911471.52
2782023.11.20 04:00sell850.100.654870.000000.00000
2792023.11.20 04:00modify850.100.654870.658870.64087
2802023.11.21 08:00s/l850.100.658870.658870.64087-39.8911431.63
2812023.11.28 16:00sell860.100.664130.000000.00000
2822023.11.28 16:00modify860.100.664130.668130.65013
2832023.11.30 23:59close at stop860.100.660720.668130.6501334.5311466.16