Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 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=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=130; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 test7263Ticks modelled13524Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1480.89Gross profit3634.29Gross loss-2153.40
Profit factor1.69Expected payoff17.22
Absolute drawdown310.46Maximal drawdown532.08 (4.55%)Relative drawdown4.55% (532.08)
Total trades86Short positions (won %)42 (54.76%)Long positions (won %)44 (61.36%)
Profit trades (% of total)50 (58.14%)Loss trades (% of total)36 (41.86%)
Largestprofit trade130.87loss trade-134.05
Averageprofit trade72.69loss trade-59.82
Maximumconsecutive wins (profit in money)16 (1408.30)consecutive losses (loss in money)3 (-301.23)
Maximalconsecutive profit (count of wins)1408.30 (16)consecutive loss (count of losses)-301.23 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.02 14:00buy10.100.676880.000000.00000
22022.12.02 14:00modify10.100.676880.663880.68988
32022.12.13 22:00buy20.100.685580.000000.00000
42022.12.13 22:00modify20.100.685580.681430.68988
52022.12.13 22:00modify10.100.676880.681430.68988
62022.12.14 20:00s/l10.100.681430.681430.6898842.3810042.38
72022.12.14 20:00s/l20.100.681430.681430.68988-41.8110000.57
82022.12.15 14:00buy30.100.676380.000000.00000
92022.12.15 14:00modify30.100.676380.663380.68938
102022.12.20 06:00s/l30.100.663380.663380.68938-130.949869.63
112022.12.21 14:00sell40.100.671140.000000.00000
122022.12.21 14:00modify40.100.671140.684140.65814
132023.01.04 08:00s/l40.100.684140.684140.65814-128.499741.15
142023.01.05 14:00buy50.100.677990.000000.00000
152023.01.05 14:00modify50.100.677990.664990.69099
162023.01.06 17:00buy60.100.686570.000000.00000
172023.01.06 17:00modify60.100.686570.682540.69099
182023.01.06 17:00modify50.100.677990.682540.69099
192023.01.09 03:00t/p50.100.690990.682540.69099129.389870.52
202023.01.09 03:00t/p60.100.690990.682540.6909943.899914.41
212023.01.10 13:00buy70.100.686670.000000.00000
222023.01.10 13:00modify70.100.686670.673670.69967
232023.01.16 02:00t/p70.100.699670.673670.69967128.1310042.54
242023.01.18 14:00sell80.100.704180.000000.00000
252023.01.18 14:00modify80.100.704180.717180.69118
262023.01.19 01:00t/p80.100.691180.717180.69118130.3210172.87
272023.01.19 10:00buy90.100.688620.000000.00000
282023.01.19 10:00modify90.100.688620.675620.70162
292023.01.20 16:00buy100.100.695320.000000.00000
302023.01.20 16:00modify100.100.695320.692520.70162
312023.01.20 16:00modify90.100.688620.692520.70162
322023.01.20 20:00buy110.100.697250.000000.00000
332023.01.20 20:00modify110.100.697250.693170.70162
342023.01.20 20:00modify100.100.695320.693170.70162
352023.01.20 20:00modify90.100.688620.693170.70162
362023.01.23 16:00t/p90.100.701620.693170.70162129.3810302.24
372023.01.23 16:00t/p100.100.701620.693170.7016262.6910364.93
382023.01.23 16:00t/p110.100.701620.693170.7016243.3910408.32
392023.01.24 15:00buy120.100.700120.000000.00000
402023.01.24 15:00modify120.100.700120.687120.71312
412023.01.25 02:00buy130.100.708780.000000.00000
422023.01.25 02:00modify130.100.708780.704670.71312
432023.01.25 02:00modify120.100.700120.704670.71312
442023.01.26 15:00t/p120.100.713120.704670.71312128.7510537.07
452023.01.26 15:00t/p130.100.713120.704670.7131242.4610579.53
462023.01.31 11:00buy140.100.699050.000000.00000
472023.01.31 11:00modify140.100.699050.686050.71205
482023.01.31 17:00buy150.100.705170.000000.00000
492023.01.31 17:00modify150.100.705170.699700.71205
502023.01.31 17:00modify140.100.699050.699700.71205
512023.02.01 04:00buy160.100.705780.000000.00000
522023.02.01 04:00modify160.100.705780.702950.71205
532023.02.01 04:00modify150.100.705170.702950.71205
542023.02.01 04:00modify140.100.699050.702950.71205
552023.02.01 08:00buy170.100.707720.000000.00000
562023.02.01 08:00modify170.100.707720.703600.71205
572023.02.01 08:00modify160.100.705780.703600.71205
582023.02.01 08:00modify150.100.705170.703600.71205
592023.02.01 08:00modify140.100.699050.703600.71205
602023.02.01 20:00t/p140.100.712050.703600.71205129.6910709.22
612023.02.01 20:00t/p150.100.712050.703600.7120568.4910777.71
622023.02.01 20:00t/p160.100.712050.703600.7120562.7010840.41
632023.02.01 20:00t/p170.100.712050.703600.7120543.3010883.71
642023.02.01 20:00sell180.100.712240.000000.00000
652023.02.01 20:00modify180.100.712240.725240.69924
662023.02.03 02:00sell190.100.706380.000000.00000
672023.02.03 02:00modify190.100.706380.711590.69924
682023.02.03 02:00modify180.100.712240.711590.69924
692023.02.03 12:00sell200.100.705630.000000.00000
702023.02.03 12:00modify200.100.705630.708340.69924
712023.02.03 12:00modify190.100.706380.708340.69924
722023.02.03 12:00modify180.100.712240.708340.69924
732023.02.03 14:00t/p180.100.699240.708340.69924130.4311014.14
742023.02.03 14:00t/p190.100.699240.708340.6992471.4011085.54
752023.02.03 14:00t/p200.100.699240.708340.6992463.9011149.44
762023.02.03 14:00buy210.100.698050.000000.00000
772023.02.03 14:00modify210.100.698050.685050.71105
782023.02.16 16:00s/l210.100.685050.685050.71105-134.0511015.39
792023.02.17 18:00sell220.100.686440.000000.00000
802023.02.17 18:00modify220.100.686440.699440.67344
812023.02.23 23:00sell230.100.680520.000000.00000
822023.02.23 23:00modify230.100.680520.685790.67344
832023.02.23 23:00modify220.100.686440.685790.67344
842023.02.24 14:00t/p220.100.673440.685790.67344130.7611146.15
852023.02.24 14:00t/p230.100.673440.685790.6734470.9111217.05
862023.02.27 19:00sell240.100.674140.000000.00000
872023.02.27 19:00modify240.100.674140.687140.66114
882023.03.07 10:00sell250.100.667500.000000.00000
892023.03.07 10:00modify250.100.667500.670240.66114
902023.03.07 10:00modify240.100.674140.670240.66114
912023.03.07 16:00t/p240.100.661140.670240.66114130.8711347.92
922023.03.07 16:00t/p250.100.661140.670240.6611463.6011411.52
932023.03.09 20:00buy260.100.658980.000000.00000
942023.03.09 20:00modify260.100.658980.645980.67198
952023.03.13 08:00buy270.100.667660.000000.00000
962023.03.13 08:00modify270.100.667660.663530.67198
972023.03.13 08:00modify260.100.658980.663530.67198
982023.03.13 10:00s/l260.100.663530.663530.6719844.8811456.40
992023.03.13 10:00s/l270.100.663530.663530.67198-41.3011415.10
1002023.03.15 10:00buy280.100.665510.000000.00000
1012023.03.15 10:00modify280.100.665510.652510.67851
1022023.03.17 07:00buy290.100.671630.000000.00000
1032023.03.17 07:00modify290.100.671630.666160.67851
1042023.03.17 07:00modify280.100.665510.666160.67851
1052023.03.20 14:00buy300.100.672200.000000.00000
1062023.03.20 14:00modify300.100.672200.669410.67851
1072023.03.20 14:00modify290.100.671630.669410.67851
1082023.03.20 14:00modify280.100.665510.669410.67851
1092023.03.21 02:00s/l280.100.669410.669410.6785137.1311452.23
1102023.03.21 02:00s/l290.100.669410.669410.67851-22.8211429.40
1112023.03.21 02:00s/l300.100.669410.669410.67851-28.2111401.19
1122023.03.21 15:00buy310.100.666120.000000.00000
1132023.03.21 15:00modify310.100.666120.653120.67912
1142023.03.23 15:00buy320.100.672080.000000.00000
1152023.03.23 15:00modify320.100.672080.666770.67912
1162023.03.23 15:00modify310.100.666120.666770.67912
1172023.03.24 02:00s/l310.100.666770.666770.679124.9411406.13
1182023.03.24 02:00s/l320.100.666770.666770.67912-53.4111352.72
1192023.03.24 10:00buy330.100.664640.000000.00000
1202023.03.24 10:00modify330.100.664640.651640.67764
1212023.03.28 17:00buy340.100.671190.000000.00000
1222023.03.28 17:00modify340.100.671190.668540.67764
1232023.03.28 17:00modify330.100.664640.668540.67764
1242023.03.28 19:00buy350.100.670500.000000.00000
1252023.03.28 19:00modify350.100.670500.665290.67764
1262023.03.28 20:00modify350.100.670500.668540.67764
1272023.03.29 07:00s/l330.100.668540.668540.6776438.0611390.78
1282023.03.29 07:00s/l340.100.668540.668540.67764-26.8111363.97
1292023.03.29 07:00s/l350.100.668540.668540.67764-19.9111344.06
1302023.04.03 10:00sell360.100.671190.000000.00000
1312023.04.03 10:00modify360.100.671190.684190.65819
1322023.04.11 15:00sell370.100.665310.000000.00000
1332023.04.11 15:00modify370.100.665310.670540.65819
1342023.04.11 15:00modify360.100.671190.670540.65819
1352023.04.11 17:00sell380.100.664620.000000.00000
1362023.04.11 17:00modify380.100.664620.667290.65819
1372023.04.11 17:00modify370.100.665310.667290.65819
1382023.04.11 17:00modify360.100.671190.667290.65819
1392023.04.12 05:00s/l360.100.667290.667290.6581939.9711384.03
1402023.04.12 05:00s/l370.100.667290.667290.65819-19.6911364.34
1412023.04.12 05:00s/l380.100.667290.667290.65819-26.5911337.75
1422023.04.12 13:00sell390.100.670560.000000.00000
1432023.04.12 13:00modify390.100.670560.683560.65756
1442023.04.26 03:00sell400.100.661930.000000.00000
1452023.04.26 03:00modify400.100.661930.666010.65756
1462023.04.26 03:00modify390.100.670560.666010.65756
1472023.05.01 13:00s/l390.100.666010.666010.6575647.5611385.30
1482023.05.01 13:00s/l400.100.666010.666010.65756-40.2611345.05
1492023.05.01 13:00sell410.100.666030.000000.00000
1502023.05.01 13:00modify410.100.666030.679030.65303
1512023.05.08 07:00s/l410.100.679030.679030.65303-129.2411215.80
1522023.05.08 14:00sell420.100.680000.000000.00000
1532023.05.08 14:00modify420.100.680000.693000.66700
1542023.05.11 08:00sell430.100.673480.000000.00000
1552023.05.11 08:00modify430.100.673480.676100.66700
1562023.05.11 08:00modify420.100.680000.676100.66700
1572023.05.12 15:00t/p420.100.667000.676100.66700130.6511346.45
1582023.05.12 15:00t/p430.100.667000.676100.6670064.9111411.36
1592023.05.12 15:00buy440.100.665430.000000.00000
1602023.05.12 15:00modify440.100.665430.652430.67843
1612023.05.25 04:00s/l440.100.652430.652430.67843-134.0511277.31
1622023.05.25 13:00buy450.100.652040.000000.00000
1632023.05.25 13:00modify450.100.652040.639040.66504
1642023.06.01 17:00buy460.100.658100.000000.00000
1652023.06.01 17:00modify460.100.658100.652690.66504
1662023.06.01 17:00modify450.100.652040.652690.66504
1672023.06.05 02:00buy470.100.660770.000000.00000
1682023.06.05 02:00modify470.100.660770.656590.66504
1692023.06.05 02:00modify460.100.658100.656590.66504
1702023.06.05 02:00modify450.100.652040.656590.66504
1712023.06.06 05:00t/p450.100.665040.656590.66504126.8811404.19
1722023.06.06 05:00t/p460.100.665040.656590.6650468.4611472.65
1732023.06.06 05:00t/p470.100.665040.656590.6650442.3911515.04
1742023.06.08 13:00sell480.100.669610.000000.00000
1752023.06.08 13:00modify480.100.669610.682610.65661
1762023.06.14 15:00s/l480.100.682610.682610.65661-129.5711385.47
1772023.06.15 16:00sell490.100.686890.000000.00000
1782023.06.15 16:00modify490.100.686890.699890.67389
1792023.06.20 10:00sell500.100.678440.000000.00000
1802023.06.20 10:00modify500.100.678440.682340.67389
1812023.06.20 10:00modify490.100.686890.682340.67389
1822023.06.23 02:00t/p490.100.673890.682340.67389130.8711516.34
1832023.06.23 02:00t/p500.100.673890.682340.6738946.0411562.38
1842023.06.23 12:00buy510.100.668650.000000.00000
1852023.06.23 12:00modify510.100.668650.655650.68165
1862023.07.13 04:00t/p510.100.681650.655650.68165123.7611686.14
1872023.07.14 16:00buy520.100.684470.000000.00000
1882023.07.14 16:00modify520.100.684470.671470.69747
1892023.07.24 02:00s/l520.100.671470.671470.69747-132.5011553.65
1902023.07.26 12:00buy530.100.674810.000000.00000
1912023.07.26 12:00modify530.100.674810.661810.68781
1922023.07.27 05:00buy540.100.681400.000000.00000
1932023.07.27 05:00modify540.100.681400.678710.68781
1942023.07.27 05:00modify530.100.674810.678710.68781
1952023.07.27 07:00s/l530.100.678710.678710.6878138.0611591.71
1962023.07.27 07:00s/l540.100.678710.678710.68781-26.9011564.81
1972023.07.27 14:00buy550.100.675380.000000.00000
1982023.07.27 14:00modify550.100.675380.662380.68838
1992023.07.28 09:00s/l550.100.662380.662380.68838-130.3111434.50
2002023.08.01 17:00buy560.100.660840.000000.00000
2012023.08.01 17:00modify560.100.660840.647840.67384
2022023.08.14 01:00s/l560.100.647840.647840.67384-134.0511300.44
2032023.08.17 13:00sell570.100.643690.000000.00000
2042023.08.17 13:00modify570.100.643690.656690.63069
2052023.09.05 08:00sell580.100.637640.000000.00000
2062023.09.05 08:00modify580.100.637640.643040.63069
2072023.09.05 08:00modify570.100.643690.643040.63069
2082023.09.05 14:00sell590.100.636980.000000.00000
2092023.09.05 14:00modify590.100.636980.639790.63069
2102023.09.05 14:00modify580.100.637640.639790.63069
2112023.09.05 14:00modify570.100.643690.639790.63069
2122023.09.06 06:00s/l570.100.639790.639790.6306940.9511341.39
2132023.09.06 06:00s/l580.100.639790.639790.63069-21.3911320.00
2142023.09.06 06:00s/l590.100.639790.639790.63069-27.9911292.01
2152023.09.08 19:00buy600.100.637490.000000.00000
2162023.09.08 19:00modify600.100.637490.624490.65049
2172023.09.11 07:00buy610.100.644070.000000.00000
2182023.09.11 07:00modify610.100.644070.641390.65049
2192023.09.11 07:00modify600.100.637490.641390.65049
2202023.09.11 20:00buy620.100.643470.000000.00000
2212023.09.11 20:00modify620.100.643470.638140.65049
2222023.09.11 21:00modify620.100.643470.641390.65049
2232023.09.12 12:00s/l600.100.641390.641390.6504938.3811330.38
2242023.09.12 12:00s/l610.100.641390.641390.65049-27.1111303.27
2252023.09.12 12:00s/l620.100.641390.641390.65049-21.1111282.16
2262023.09.13 17:00sell630.100.642750.000000.00000
2272023.09.13 17:00modify630.100.642750.655750.62975
2282023.09.27 11:00sell640.100.636840.000000.00000
2292023.09.27 11:00modify640.100.636840.642100.62975
2302023.09.27 11:00modify630.100.642750.642100.62975
2312023.09.27 18:00sell650.100.634060.000000.00000
2322023.09.27 18:00modify650.100.634060.638200.62975
2332023.09.27 18:00modify640.100.636840.638200.62975
2342023.09.27 18:00modify630.100.642750.638200.62975
2352023.09.28 06:00s/l630.100.638200.638200.6297547.3411329.50
2362023.09.28 06:00s/l640.100.638200.638200.62975-13.2811316.22
2372023.09.28 06:00s/l650.100.638200.638200.62975-41.0811275.15
2382023.09.28 12:00sell660.100.639160.000000.00000
2392023.09.28 12:00modify660.100.639160.652160.62616
2402023.10.03 06:00sell670.100.630580.000000.00000
2412023.10.03 06:00modify670.100.630580.634610.62616
2422023.10.03 06:00modify660.100.639160.634610.62616
2432023.10.04 14:00sell680.100.632470.000000.00000
2442023.10.04 14:00modify680.100.632470.635260.62616
2452023.10.04 15:00modify680.100.632470.634610.62616
2462023.10.05 01:00s/l660.100.634610.634610.6261646.2611321.41
2472023.10.05 01:00s/l670.100.634610.634610.62616-39.8711281.54
2482023.10.05 01:00s/l680.100.634610.634610.62616-21.0811260.46
2492023.10.06 13:00buy690.100.632820.000000.00000
2502023.10.06 13:00modify690.100.632820.619820.64582
2512023.10.06 16:00buy700.100.639480.000000.00000
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2532023.10.06 16:00modify690.100.632820.636720.64582
2542023.10.08 21:00s/l690.100.636720.636720.6458239.0011299.46
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2672023.10.17 00:00modify740.100.633550.635560.62711
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2762023.11.02 00:00modify750.100.635850.639750.64885
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2782023.11.02 10:00modify770.100.644490.640400.64885
2792023.11.02 10:00modify760.100.642510.640400.64885
2802023.11.02 10:00modify750.100.635850.640400.64885
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2842023.11.03 13:00sell780.100.649310.000000.00000
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2882023.11.07 07:00modify780.100.649310.645410.63631
2892023.11.09 03:00sell800.100.640680.000000.00000
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3042023.11.17 00:00sell840.100.646880.000000.00000
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3062023.11.17 01:00modify840.100.646880.648980.63988
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3102023.11.17 10:00sell850.100.648670.000000.00000
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3132023.11.28 16:00sell860.100.664130.000000.00000
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