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 20:00 (2022.12.01 - 2023.12.01)
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=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 test1918Ticks modelled19747401Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1226.49Gross profit1701.55Gross loss-475.07
Profit factor3.58Expected payoff22.71
Absolute drawdown48.30Maximal drawdown247.55 (2.22%)Relative drawdown2.22% (247.55)
Total trades54Short positions (won %)37 (67.57%)Long positions (won %)17 (64.71%)
Profit trades (% of total)36 (66.67%)Loss trades (% of total)18 (33.33%)
Largestprofit trade110.65loss trade-99.68
Averageprofit trade47.27loss trade-26.39
Maximumconsecutive wins (profit in money)13 (819.86)consecutive losses (loss in money)2 (-44.20)
Maximalconsecutive profit (count of wins)819.86 (13)consecutive loss (count of losses)-99.68 (1)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.18 12:00sell10.100.701780.000000.00000
22023.01.18 12:00modify10.100.701780.711780.69078
32023.01.18 17:14sell20.100.696820.000000.00000
42023.01.18 17:14modify20.100.696820.700130.69078
52023.01.18 17:14sell30.100.696820.000000.00000
62023.01.18 17:14modify30.100.696820.699030.69078
72023.01.18 17:14modify10.100.701780.699030.69078
82023.01.18 17:14modify20.100.696820.699030.69078
92023.01.18 19:50sell40.100.694080.000000.00000
102023.01.18 19:50modify40.100.694080.696280.69078
112023.01.18 19:50modify30.100.696820.696280.69078
122023.01.18 19:50modify20.100.696820.696280.69078
132023.01.18 19:50modify10.100.701780.696280.69078
142023.01.19 00:50t/p10.100.690780.696280.69078110.3210110.32
152023.01.19 00:50t/p20.100.690780.696280.6907860.7210171.05
162023.01.19 00:50t/p30.100.690780.696280.6907860.7210231.77
172023.01.19 00:50t/p40.100.690780.696280.6907833.3210265.10
182023.01.25 08:00sell50.100.709860.000000.00000
192023.01.25 08:00modify50.100.709860.719860.69886
202023.01.31 00:30sell60.100.704870.000000.00000
212023.01.31 00:30modify60.100.704870.708210.69886
222023.01.31 00:30sell70.100.704870.000000.00000
232023.01.31 00:30modify70.100.704870.707110.69886
242023.01.31 00:30modify50.100.709860.707110.69886
252023.01.31 00:30modify60.100.704870.707110.69886
262023.01.31 07:08sell80.100.702100.000000.00000
272023.01.31 07:08modify80.100.702100.704360.69886
282023.01.31 07:08modify70.100.704870.704360.69886
292023.01.31 07:08modify60.100.704870.704360.69886
302023.01.31 07:08modify50.100.709860.704360.69886
312023.01.31 11:29t/p50.100.698860.704360.69886110.6510375.75
322023.01.31 11:29t/p60.100.698860.704360.6988660.1010435.85
332023.01.31 11:29t/p70.100.698860.704360.6988660.1010495.95
342023.01.31 11:29t/p80.100.698860.704360.6988632.4010528.35
352023.02.02 04:00sell90.100.714220.000000.00000
362023.02.02 04:00modify90.100.714220.724220.70322
372023.02.02 14:56sell100.100.709270.000000.00000
382023.02.02 14:56modify100.100.709270.712570.70322
392023.02.02 14:56sell110.100.709270.000000.00000
402023.02.02 14:56modify110.100.709270.711470.70322
412023.02.02 14:56modify90.100.714220.711470.70322
422023.02.02 14:56modify100.100.709270.711470.70322
432023.02.03 00:15sell120.100.706520.000000.00000
442023.02.03 00:15modify120.100.706520.708720.70322
452023.02.03 00:15modify110.100.709270.708720.70322
462023.02.03 00:15modify100.100.709270.708720.70322
472023.02.03 00:15modify90.100.714220.708720.70322
482023.02.03 13:30t/p90.100.703220.708720.70322110.1110638.46
492023.02.03 13:30t/p100.100.703220.708720.7032260.6110699.06
502023.02.03 13:30t/p110.100.703220.708720.7032260.6110759.67
512023.02.03 13:30t/p120.100.703220.708720.7032233.0010792.67
522023.02.06 04:00buy130.100.692800.000000.00000
532023.02.06 04:00modify130.100.692800.682800.70380
542023.02.07 17:52buy140.100.697750.000000.00000
552023.02.07 17:52modify140.100.697750.694450.70380
562023.02.07 17:52buy150.100.697750.000000.00000
572023.02.07 17:52modify150.100.697750.695550.70380
582023.02.07 17:52modify130.100.692800.695550.70380
592023.02.07 17:52modify140.100.697750.695550.70380
602023.02.07 18:12s/l130.100.695550.695550.7038027.1910819.86
612023.02.07 18:12s/l140.100.695550.695550.70380-22.0010797.86
622023.02.07 18:12s/l150.100.695550.695550.70380-22.0010775.86
632023.05.02 12:00sell160.100.670050.000000.00000
642023.05.02 12:00modify160.100.670050.680050.65905
652023.05.03 12:52sell170.100.665090.000000.00000
662023.05.03 12:52modify170.100.665090.668400.65905
672023.05.03 12:52sell180.100.665090.000000.00000
682023.05.03 12:52modify180.100.665090.667300.65905
692023.05.03 12:52modify160.100.670050.667300.65905
702023.05.03 12:52modify170.100.665090.667300.65905
712023.05.03 14:34s/l160.100.667300.667300.6590527.6110803.47
722023.05.03 14:34s/l170.100.667300.667300.65905-22.1010781.37
732023.05.03 14:34s/l180.100.667300.667300.65905-22.1010759.27
742023.05.05 08:00sell190.100.673100.000000.00000
752023.05.05 08:00modify190.100.673100.683100.66210
762023.05.12 11:28sell200.100.668140.000000.00000
772023.05.12 11:28modify200.100.668140.671450.66210
782023.05.12 11:28sell210.100.668140.000000.00000
792023.05.12 11:28modify210.100.668140.670350.66210
802023.05.12 11:28modify190.100.673100.670350.66210
812023.05.12 11:28modify200.100.668140.670350.66210
822023.05.12 14:38sell220.100.665400.000000.00000
832023.05.12 14:38modify220.100.665400.667600.66210
842023.05.12 14:38modify210.100.668140.667600.66210
852023.05.12 14:38modify200.100.668140.667600.66210
862023.05.12 14:38modify190.100.673100.667600.66210
872023.05.15 05:16s/l190.100.667600.667600.6621055.8710815.13
882023.05.15 05:16s/l200.100.667600.667600.662105.5110820.64
892023.05.15 05:16s/l210.100.667600.667600.662105.5110826.15
902023.05.15 05:16s/l220.100.667600.667600.66210-21.8910804.26
912023.05.31 12:00buy230.100.647950.000000.00000
922023.05.31 12:00modify230.100.647950.637950.65895
932023.06.01 11:15buy240.100.652910.000000.00000
942023.06.01 11:15modify240.100.652910.649600.65895
952023.06.01 11:15buy250.100.652910.000000.00000
962023.06.01 11:15modify250.100.652910.650700.65895
972023.06.01 11:15modify230.100.647950.650700.65895
982023.06.01 11:15modify240.100.652910.650700.65895
992023.06.01 14:55buy260.100.655650.000000.00000
1002023.06.01 14:55modify260.100.655650.653450.65895
1012023.06.01 14:55modify250.100.652910.653450.65895
1022023.06.01 14:55modify240.100.652910.653450.65895
1032023.06.01 14:55modify230.100.647950.653450.65895
1042023.06.02 01:45t/p230.100.658950.653450.65895108.7510913.01
1052023.06.02 01:45t/p240.100.658950.653450.6589560.0910973.10
1062023.06.02 01:45t/p250.100.658950.653450.6589560.0911033.19
1072023.06.02 01:45t/p260.100.658950.653450.6589532.6911065.88
1082023.06.02 08:00sell270.100.660990.000000.00000
1092023.06.02 08:00modify270.100.660990.670990.64999
1102023.06.07 13:55s/l270.100.670990.670990.64999-99.6810966.20
1112023.06.23 16:00buy280.100.668870.000000.00000
1122023.06.23 16:00modify280.100.668870.658870.67987
1132023.07.12 02:30buy290.100.673830.000000.00000
1142023.07.12 02:30modify290.100.673830.670520.67987
1152023.07.12 02:30buy300.100.673830.000000.00000
1162023.07.12 02:30modify300.100.673830.671620.67987
1172023.07.12 02:30modify280.100.668870.671620.67987
1182023.07.12 02:30modify290.100.673830.671620.67987
1192023.07.12 03:55s/l280.100.671620.671620.6798722.2010988.40
1202023.07.12 03:55s/l290.100.671620.671620.67987-22.1010966.30
1212023.07.12 03:55s/l300.100.671620.671620.67987-22.1010944.20
1222023.07.21 16:00buy310.100.673860.000000.00000
1232023.07.21 16:00modify310.100.673860.663860.68486
1242023.07.25 15:01buy320.100.678820.000000.00000
1252023.07.25 15:01modify320.100.678820.675510.68486
1262023.07.25 15:01buy330.100.678820.000000.00000
1272023.07.25 15:01modify330.100.678820.676610.68486
1282023.07.25 15:01modify310.100.673860.676610.68486
1292023.07.25 15:01modify320.100.678820.676610.68486
1302023.07.26 01:30s/l310.100.676610.676610.6848626.5610970.76
1312023.07.26 01:30s/l320.100.676610.676610.68486-22.4110948.35
1322023.07.26 01:30s/l330.100.676610.676610.68486-22.4110925.94
1332023.08.24 04:00sell340.100.647980.000000.00000
1342023.08.24 04:00modify340.100.647980.657980.63698
1352023.08.24 12:40sell350.100.643030.000000.00000
1362023.08.24 12:40modify350.100.643030.646330.63698
1372023.08.24 12:40sell360.100.643030.000000.00000
1382023.08.24 12:40modify360.100.643030.645230.63698
1392023.08.24 12:40modify340.100.647980.645230.63698
1402023.08.24 12:40modify350.100.643030.645230.63698
1412023.08.25 05:05sell370.100.640220.000000.00000
1422023.08.25 05:05modify370.100.640220.642480.63698
1432023.08.25 05:05modify360.100.643030.642480.63698
1442023.08.25 05:05modify350.100.643030.642480.63698
1452023.08.25 05:05modify340.100.647980.642480.63698
1462023.08.25 07:07s/l340.100.642480.642480.6369855.1110981.05
1472023.08.25 07:07s/l350.100.642480.642480.636985.6110986.65
1482023.08.25 07:07s/l360.100.642480.642480.636985.6110992.26
1492023.08.25 07:07s/l370.100.642480.642480.63698-22.6010969.66
1502023.09.11 12:00sell380.100.643040.000000.00000
1512023.09.11 12:00modify380.100.643040.653040.63204
1522023.09.13 12:31sell390.100.638090.000000.00000
1532023.09.13 12:31modify390.100.638090.641390.63204
1542023.09.13 12:31sell400.100.638090.000000.00000
1552023.09.13 12:31modify400.100.638090.640290.63204
1562023.09.13 12:31modify380.100.643040.640290.63204
1572023.09.13 12:31modify390.100.638090.640290.63204
1582023.09.13 12:33s/l380.100.640290.640290.6320427.7210997.38
1592023.09.13 12:33s/l390.100.640290.640290.63204-22.0010975.38
1602023.09.13 12:33s/l400.100.640290.640290.63204-22.0010953.38
1612023.10.24 12:00sell410.100.636350.000000.00000
1622023.10.24 12:00modify410.100.636350.646350.62535
1632023.10.25 17:03sell420.100.631390.000000.00000
1642023.10.25 17:03modify420.100.631390.634700.62535
1652023.10.25 17:03sell430.100.631390.000000.00000
1662023.10.25 17:03modify430.100.631390.633600.62535
1672023.10.25 17:03modify410.100.636350.633600.62535
1682023.10.25 17:03modify420.100.631390.633600.62535
1692023.10.25 22:16sell440.100.628650.000000.00000
1702023.10.25 22:16modify440.100.628650.630850.62535
1712023.10.25 22:16modify430.100.631390.630850.62535
1722023.10.25 22:16modify420.100.631390.630850.62535
1732023.10.25 22:16modify410.100.636350.630850.62535
1742023.10.26 07:55s/l410.100.630850.630850.6253555.4311008.81
1752023.10.26 07:55s/l420.100.630850.630850.625355.7211014.54
1762023.10.26 07:55s/l430.100.630850.630850.625355.7211020.26
1772023.10.26 07:55s/l440.100.630850.630850.62535-21.6810998.59
1782023.10.30 16:00sell450.100.637220.000000.00000
1792023.10.30 16:00modify450.100.637220.647220.62622
1802023.10.31 15:07sell460.100.632270.000000.00000
1812023.10.31 15:07modify460.100.632270.635570.62622
1822023.10.31 15:07sell470.100.632270.000000.00000
1832023.10.31 15:07modify470.100.632270.634470.62622
1842023.10.31 15:07modify450.100.637220.634470.62622
1852023.10.31 15:07modify460.100.632270.634470.62622
1862023.10.31 19:00s/l450.100.634470.634470.6262227.6111026.19
1872023.10.31 19:00s/l460.100.634470.634470.62622-22.0011004.19
1882023.10.31 19:00s/l470.100.634470.634470.62622-22.0010982.19
1892023.11.07 16:00buy480.100.642490.000000.00000
1902023.11.07 16:00modify480.100.642490.632490.65349
1912023.11.14 14:37buy490.100.647440.000000.00000
1922023.11.14 14:37modify490.100.647440.644140.65349
1932023.11.14 14:37buy500.100.647440.000000.00000
1942023.11.14 14:37modify500.100.647440.645240.65349
1952023.11.14 14:37modify480.100.642490.645240.65349
1962023.11.14 14:37modify490.100.647440.645240.65349
1972023.11.14 18:28buy510.100.650200.000000.00000
1982023.11.14 18:28modify510.100.650200.647990.65349
1992023.11.14 18:28modify500.100.647440.647990.65349
2002023.11.14 18:28modify490.100.647440.647990.65349
2012023.11.14 18:28modify480.100.642490.647990.65349
2022023.11.15 13:30t/p480.100.653490.647990.65349107.5011089.70
2032023.11.15 13:30t/p490.100.653490.647990.6534960.1911149.89
2042023.11.15 13:30t/p500.100.653490.647990.6534960.1911210.08
2052023.11.15 13:30t/p510.100.653490.647990.6534932.5911242.66
2062023.11.15 16:00sell520.100.652580.000000.00000
2072023.11.15 16:00modify520.100.652580.662580.64158
2082023.11.16 01:51sell530.100.647630.000000.00000
2092023.11.16 01:51modify530.100.647630.650930.64158
2102023.11.16 01:51sell540.100.647630.000000.00000
2112023.11.16 01:51modify540.100.647630.649830.64158
2122023.11.16 01:51modify520.100.652580.649830.64158
2132023.11.16 01:51modify530.100.647630.649830.64158
2142023.11.16 08:55s/l520.100.649830.649830.6415827.8211270.49
2152023.11.16 08:55s/l530.100.649830.649830.64158-22.0011248.49
2162023.11.16 08:55s/l540.100.649830.649830.64158-22.0011226.49