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=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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 test1918Ticks modelled19747401Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2102.14Gross profit2696.96Gross loss-594.82
Profit factor4.53Expected payoff43.79
Absolute drawdown11.50Maximal drawdown269.47 (2.53%)Relative drawdown2.53% (269.47)
Total trades48Short positions (won %)21 (85.71%)Long positions (won %)27 (70.37%)
Profit trades (% of total)37 (77.08%)Loss trades (% of total)11 (22.92%)
Largestprofit trade141.95loss trade-122.81
Averageprofit trade72.89loss trade-54.07
Maximumconsecutive wins (profit in money)12 (955.58)consecutive losses (loss in money)3 (-93.40)
Maximalconsecutive profit (count of wins)955.58 (12)consecutive loss (count of losses)-122.81 (1)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.13 16:00sell10.100.687680.000000.00000
22022.12.13 16:00modify10.100.687680.699680.67368
32022.12.15 08:14sell20.100.680680.000000.00000
42022.12.15 08:14modify20.100.680680.686280.67368
52022.12.15 08:14modify10.100.687680.686280.67368
62022.12.15 08:42sell30.100.679240.000000.00000
72022.12.15 08:42modify30.100.679240.682780.67368
82022.12.15 08:42sell40.100.679240.000000.00000
92022.12.15 08:42modify40.100.679240.682780.67368
102022.12.15 08:42modify20.100.680680.682780.67368
112022.12.15 08:42modify10.100.687680.682780.67368
122022.12.15 15:04t/p10.100.673680.682780.67368140.4310140.43
132022.12.15 15:04t/p20.100.673680.682780.6736870.0010210.43
142022.12.15 15:04t/p30.100.673680.682780.6736855.6010266.03
152022.12.15 15:04t/p40.100.673680.682780.6736855.6010321.63
162023.01.03 12:00buy50.100.670060.000000.00000
172023.01.03 12:00modify50.100.670060.658060.68406
182023.01.04 02:02buy60.100.677070.000000.00000
192023.01.04 02:02modify60.100.677070.671460.68406
202023.01.04 02:02modify50.100.670060.671460.68406
212023.01.04 03:59buy70.100.678470.000000.00000
222023.01.04 03:59modify70.100.678470.674960.68406
232023.01.04 03:59buy80.100.678470.000000.00000
242023.01.04 03:59modify80.100.678470.674960.68406
252023.01.04 03:59modify60.100.677070.674960.68406
262023.01.04 03:59modify50.100.670060.674960.68406
272023.01.04 07:38t/p50.100.684060.674960.68406139.6910461.32
282023.01.04 07:38t/p60.100.684060.674960.6840669.9010531.22
292023.01.04 07:38t/p70.100.684060.674960.6840655.9010587.12
302023.01.04 07:38t/p80.100.684060.674960.6840655.9010643.02
312023.02.24 12:00buy90.100.676880.000000.00000
322023.02.24 12:00modify90.100.676880.664880.69088
332023.03.07 14:42s/l90.100.664880.664880.69088-122.8110520.21
342023.04.10 16:00buy100.100.662720.000000.00000
352023.04.10 16:00modify100.100.662720.650720.67672
362023.04.12 12:30buy110.100.669940.000000.00000
372023.04.12 12:30modify110.100.669940.664120.67672
382023.04.12 12:30modify100.100.662720.664120.67672
392023.04.12 12:31buy120.100.671130.000000.00000
402023.04.12 12:31modify120.100.671130.667620.67672
412023.04.12 12:31buy130.100.671130.000000.00000
422023.04.12 12:31modify130.100.671130.667620.67672
432023.04.12 12:31modify110.100.669940.667620.67672
442023.04.12 12:31modify100.100.662720.667620.67672
452023.04.12 15:08s/l100.100.667620.667620.6767248.3810568.59
462023.04.12 15:08s/l110.100.667620.667620.67672-23.2010545.39
472023.04.12 15:08s/l120.100.667620.667620.67672-35.1010510.29
482023.04.12 15:08s/l130.100.667620.667620.67672-35.1010475.19
492023.04.25 16:00buy140.100.662800.000000.00000
502023.04.25 16:00modify140.100.662800.650800.67680
512023.05.02 04:53buy150.100.669810.000000.00000
522023.05.02 04:53modify150.100.669810.664200.67680
532023.05.02 04:53modify140.100.662800.664200.67680
542023.05.02 05:37buy160.100.671210.000000.00000
552023.05.02 05:37modify160.100.671210.667700.67680
562023.05.02 05:37buy170.100.671210.000000.00000
572023.05.02 05:37modify170.100.671210.667700.67680
582023.05.02 05:37modify150.100.669810.667700.67680
592023.05.02 05:37modify140.100.662800.667700.67680
602023.05.02 14:09s/l140.100.667700.667700.6768046.8210522.01
612023.05.02 14:09s/l150.100.667700.667700.67680-21.1010500.91
622023.05.02 14:09s/l160.100.667700.667700.67680-35.1010465.81
632023.05.02 14:09s/l170.100.667700.667700.67680-35.1010430.71
642023.05.08 08:00sell180.100.678180.000000.00000
652023.05.08 08:00modify180.100.678180.690180.66418
662023.05.11 13:13sell190.100.671170.000000.00000
672023.05.11 13:13modify190.100.671170.676780.66418
682023.05.11 13:13modify180.100.678180.676780.66418
692023.05.11 14:03sell200.100.669780.000000.00000
702023.05.11 14:03modify200.100.669780.673280.66418
712023.05.11 14:03sell210.100.669780.000000.00000
722023.05.11 14:03modify210.100.669780.673280.66418
732023.05.11 14:03modify190.100.671170.673280.66418
742023.05.11 14:03modify180.100.678180.673280.66418
752023.05.12 18:15t/p180.100.664180.673280.66418140.6510571.36
762023.05.12 18:15t/p190.100.664180.673280.6641870.0110641.36
772023.05.12 18:15t/p200.100.664180.673280.6641856.1110697.47
782023.05.12 18:15t/p210.100.664180.673280.6641856.1110753.58
792023.05.25 16:00buy220.100.650690.000000.00000
802023.05.25 16:00modify220.100.650690.638690.66469
812023.06.01 15:36buy230.100.657690.000000.00000
822023.06.01 15:36modify230.100.657690.652090.66469
832023.06.01 15:36modify220.100.650690.652090.66469
842023.06.02 01:37buy240.100.659100.000000.00000
852023.06.02 01:37modify240.100.659100.655590.66469
862023.06.02 01:37buy250.100.659100.000000.00000
872023.06.02 01:37modify250.100.659100.655590.66469
882023.06.02 01:37modify230.100.657690.655590.66469
892023.06.02 01:37modify220.100.650690.655590.66469
902023.06.06 04:30t/p220.100.664690.655590.66469136.8810890.46
912023.06.06 04:30t/p230.100.664690.655590.6646969.0610959.53
922023.06.06 04:30t/p240.100.664690.655590.6646955.2811014.80
932023.06.06 04:30t/p250.100.664690.655590.6646955.2811070.08
942023.06.14 16:00sell260.100.683030.000000.00000
952023.06.14 16:00modify260.100.683030.695030.66903
962023.06.14 18:06sell270.100.676020.000000.00000
972023.06.14 18:06modify270.100.676020.681630.66903
982023.06.14 18:06modify260.100.683030.681630.66903
992023.06.14 18:51s/l260.100.681630.681630.6690314.0011084.08
1002023.06.14 18:51s/l270.100.681630.681630.66903-56.1011027.98
1012023.07.12 16:00sell280.100.678130.000000.00000
1022023.07.12 16:00modify280.100.678130.690130.66413
1032023.07.27 18:27sell290.100.671130.000000.00000
1042023.07.27 18:27modify290.100.671130.676730.66413
1052023.07.27 18:27modify280.100.678130.676730.66413
1062023.07.28 00:44sell300.100.669720.000000.00000
1072023.07.28 00:44modify300.100.669720.673230.66413
1082023.07.28 00:44sell310.100.669720.000000.00000
1092023.07.28 00:44modify310.100.669720.673230.66413
1102023.07.28 00:44modify290.100.671130.673230.66413
1112023.07.28 00:44modify280.100.678130.673230.66413
1122023.07.28 07:04t/p280.100.664130.673230.66413141.9511169.93
1132023.07.28 07:04t/p290.100.664130.673230.6641370.1111240.03
1142023.07.28 07:04t/p300.100.664130.673230.6641355.9011295.93
1152023.07.28 07:04t/p310.100.664130.673230.6641355.9011351.83
1162023.09.05 08:00buy320.100.637940.000000.00000
1172023.09.05 08:00modify320.100.637940.625940.65194
1182023.09.11 13:31buy330.100.644940.000000.00000
1192023.09.11 13:31modify330.100.644940.639340.65194
1202023.09.11 13:31modify320.100.637940.639340.65194
1212023.09.13 12:30s/l320.100.639340.639340.6519411.5011363.34
1222023.09.13 12:30s/l330.100.639340.639340.65194-56.6211306.71
1232023.09.27 20:00buy340.100.635590.000000.00000
1242023.09.27 20:00modify340.100.635590.623590.64959
1252023.09.28 15:43buy350.100.642590.000000.00000
1262023.09.28 15:43modify350.100.642590.636990.64959
1272023.09.28 15:43modify340.100.635590.636990.64959
1282023.09.29 01:32buy360.100.644000.000000.00000
1292023.09.29 01:32modify360.100.644000.640490.64959
1302023.09.29 01:32buy370.100.644000.000000.00000
1312023.09.29 01:32modify370.100.644000.640490.64959
1322023.09.29 01:32modify350.100.642590.640490.64959
1332023.09.29 01:32modify340.100.635590.640490.64959
1342023.09.29 10:10t/p340.100.649590.640490.64959138.7511445.47
1352023.09.29 10:10t/p350.100.649590.640490.6495969.6911515.16
1362023.09.29 10:10t/p360.100.649590.640490.6495955.9011571.06
1372023.09.29 10:10t/p370.100.649590.640490.6495955.9011626.96
1382023.10.12 16:00buy380.100.633600.000000.00000
1392023.10.12 16:00modify380.100.633600.621600.64760
1402023.11.01 22:11buy390.100.640600.000000.00000
1412023.11.01 22:11modify390.100.640600.635000.64760
1422023.11.01 22:11modify380.100.633600.635000.64760
1432023.11.01 23:16buy400.100.642000.000000.00000
1442023.11.01 23:16modify400.100.642000.638500.64760
1452023.11.01 23:16buy410.100.642000.000000.00000
1462023.11.01 23:16modify410.100.642000.638500.64760
1472023.11.01 23:16modify390.100.640600.638500.64760
1482023.11.01 23:16modify380.100.633600.638500.64760
1492023.11.03 12:30t/p380.100.647600.638500.64760133.1411760.09
1502023.11.03 12:30t/p390.100.647600.638500.6476068.7511828.85
1512023.11.03 12:30t/p400.100.647600.638500.6476054.7511883.60
1522023.11.03 12:30t/p410.100.647600.638500.6476054.7511938.35
1532023.11.03 16:00sell420.100.650320.000000.00000
1542023.11.03 16:00modify420.100.650320.662320.63632
1552023.11.07 05:24sell430.100.643320.000000.00000
1562023.11.07 05:24modify430.100.643320.648920.63632
1572023.11.07 05:24modify420.100.650320.648920.63632
1582023.11.07 10:01sell440.100.641920.000000.00000
1592023.11.07 10:01modify440.100.641920.645420.63632
1602023.11.07 10:01sell450.100.641920.000000.00000
1612023.11.07 10:01modify450.100.641920.645420.63632
1622023.11.07 10:01modify430.100.643320.645420.63632
1632023.11.07 10:01modify420.100.650320.645420.63632
1642023.11.09 23:18t/p420.100.636320.645420.63632140.6512079.00
1652023.11.09 23:18t/p430.100.636320.645420.6363270.4312149.43
1662023.11.09 23:18t/p440.100.636320.645420.6363256.4312205.87
1672023.11.09 23:18t/p450.100.636320.645420.6363256.4312262.30
1682023.11.14 16:00sell460.100.647930.000000.00000
1692023.11.14 16:00modify460.100.647930.659930.63393
1702023.11.27 08:25s/l460.100.659930.659930.63393-118.5912143.71
1712023.11.28 16:00sell470.100.664130.000000.00000
1722023.11.28 16:00modify470.100.664130.676130.65013
1732023.11.30 14:47sell480.100.657130.000000.00000
1742023.11.30 14:47modify480.100.657130.662730.65013
1752023.11.30 14:47modify470.100.664130.662730.65013
1762023.11.30 15:55s/l470.100.662730.662730.6501314.4312158.14
1772023.11.30 15:55s/l480.100.662730.662730.65013-56.0012102.14