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=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=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 test2619Ticks modelled4236Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit451.46Gross profit1092.73Gross loss-641.27
Profit factor1.70Expected payoff18.06
Absolute drawdown9.48Maximal drawdown213.32 (2.08%)Relative drawdown2.08% (213.32)
Total trades25Short positions (won %)18 (50.00%)Long positions (won %)7 (57.14%)
Profit trades (% of total)13 (52.00%)Loss trades (% of total)12 (48.00%)
Largestprofit trade141.19loss trade-104.05
Averageprofit trade84.06loss trade-53.44
Maximumconsecutive wins (profit in money)3 (237.40)consecutive losses (loss in money)2 (-125.73)
Maximalconsecutive profit (count of wins)237.40 (3)consecutive loss (count of losses)-125.73 (2)
Averageconsecutive wins1consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.18 12:00sell10.100.701780.000000.00000
22023.01.18 12:00modify10.100.701780.711780.68778
32023.01.19 12:00t/p10.100.687780.711780.68778140.3210140.32
42023.01.23 04:00sell20.100.698330.000000.00000
52023.01.23 04:00modify20.100.698330.708330.68433
62023.01.25 04:00s/l20.100.708330.708330.68433-99.7810040.54
72023.01.25 08:00sell30.100.709860.000000.00000
82023.01.25 08:00modify30.100.709860.719860.69586
92023.02.03 16:00t/p30.100.695860.719860.69586141.1910181.73
102023.02.06 04:00buy40.100.692800.000000.00000
112023.02.06 04:00modify40.100.692800.682800.70680
122023.02.17 12:00s/l40.100.682800.682800.70680-104.0510077.68
132023.05.02 12:00sell50.100.670050.000000.00000
142023.05.02 12:00modify50.100.670050.680050.65605
152023.05.04 00:00sell60.100.664150.000000.00000
162023.05.04 00:00modify60.100.664150.666550.65605
172023.05.04 00:00modify50.100.670050.666550.65605
182023.05.04 04:00s/l50.100.666550.666550.6560535.4310113.11
192023.05.04 04:00s/l60.100.666550.666550.65605-24.0010089.11
202023.05.05 08:00sell70.100.673100.000000.00000
212023.05.05 08:00modify70.100.673100.683100.65910
222023.05.16 12:00sell80.100.667210.000000.00000
232023.05.16 12:00modify80.100.667210.669600.65910
242023.05.16 12:00modify70.100.673100.669600.65910
252023.05.16 20:00sell90.100.665290.000000.00000
262023.05.16 20:00modify90.100.665290.667500.65910
272023.05.16 20:00modify80.100.667210.667500.65910
282023.05.16 20:00modify70.100.673100.667500.65910
292023.05.17 20:00s/l70.100.667500.667500.6591057.0810146.19
302023.05.17 20:00s/l80.100.667500.667500.65910-2.7910143.40
312023.05.17 20:00s/l90.100.667500.667500.65910-21.9910121.41
322023.05.31 12:00buy100.100.647950.000000.00000
332023.05.31 12:00modify100.100.647950.637950.66195
342023.06.01 16:00buy110.100.657880.000000.00000
352023.06.01 16:00modify110.100.657880.655650.66195
362023.06.01 16:00modify100.100.647950.655650.66195
372023.06.02 12:00t/p100.100.661950.655650.66195138.7510260.16
382023.06.02 12:00t/p110.100.661950.655650.6619540.3910300.55
392023.06.06 12:00sell120.100.666170.000000.00000
402023.06.06 12:00modify120.100.666170.676170.65217
412023.06.12 08:00s/l120.100.676170.676170.65217-99.3510201.20
422023.06.23 16:00buy130.100.668870.000000.00000
432023.06.23 16:00modify130.100.668870.658870.68287
442023.07.13 08:00t/p130.100.682870.658870.68287133.7610334.96
452023.07.21 16:00buy140.100.673860.000000.00000
462023.07.21 16:00modify140.100.673860.663860.68786
472023.07.27 08:00buy150.100.681690.000000.00000
482023.07.27 08:00modify150.100.681690.679460.68786
492023.07.27 08:00modify140.100.673860.679460.68786
502023.07.27 12:00s/l140.100.679460.679460.6878654.1310389.09
512023.07.27 12:00s/l150.100.679460.679460.68786-22.3010366.79
522023.08.03 12:00buy160.100.653110.000000.00000
532023.08.03 12:00modify160.100.653110.643110.66711
542023.08.16 04:00s/l160.100.643110.643110.66711-103.4310263.36
552023.08.24 04:00sell170.100.647980.000000.00000
562023.08.24 04:00modify170.100.647980.657980.63398
572023.08.27 20:00sell180.100.640200.000000.00000
582023.08.27 20:00modify180.100.640200.642380.63398
592023.08.27 20:00modify170.100.647980.642380.63398
602023.08.28 04:00s/l170.100.642380.642380.6339856.2210319.57
612023.08.28 04:00s/l180.100.642380.642380.63398-21.6910297.88
622023.09.11 12:00sell190.100.643040.000000.00000
632023.09.11 12:00modify190.100.643040.653040.62904
642023.09.27 20:00sell200.100.635290.000000.00000
652023.09.27 20:00modify200.100.635290.637440.62904
662023.09.27 20:00modify190.100.643040.637440.62904
672023.09.28 04:00s/l190.100.637440.637440.6290458.0610355.94
682023.09.28 04:00s/l200.100.637440.637440.62904-21.1810334.76
692023.10.24 12:00sell210.100.636350.000000.00000
702023.10.24 12:00modify210.100.636350.646350.62235
712023.11.03 16:00s/l210.100.646350.646350.62235-98.7010236.06
722023.11.06 04:00sell220.100.651160.000000.00000
732023.11.06 04:00modify220.100.651160.661160.63716
742023.11.08 12:00sell230.100.643270.000000.00000
752023.11.08 12:00modify230.100.643270.645560.63716
762023.11.08 12:00modify220.100.651160.645560.63716
772023.11.09 20:00t/p220.100.637160.645560.63716140.5410376.60
782023.11.09 20:00t/p230.100.637160.645560.6371661.4210438.03
792023.11.15 16:00sell240.100.652580.000000.00000
802023.11.15 16:00modify240.100.652580.662580.63858
812023.11.17 00:00sell250.100.646880.000000.00000
822023.11.17 00:00modify250.100.646880.649080.63858
832023.11.17 00:00modify240.100.652580.649080.63858
842023.11.17 12:00s/l240.100.649080.649080.6385835.4310473.46
852023.11.17 12:00s/l250.100.649080.649080.63858-22.0010451.46