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=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 profit2666.54Gross profit3955.00Gross loss-1288.46
Profit factor3.07Expected payoff35.09
Absolute drawdown103.18Maximal drawdown604.98 (5.60%)Relative drawdown5.60% (604.98)
Total trades76Short positions (won %)42 (78.57%)Long positions (won %)34 (61.76%)
Profit trades (% of total)54 (71.05%)Loss trades (% of total)22 (28.95%)
Largestprofit trade151.95loss trade-154.37
Averageprofit trade73.24loss trade-58.57
Maximumconsecutive wins (profit in money)13 (1023.00)consecutive losses (loss in money)3 (-230.19)
Maximalconsecutive profit (count of wins)1023.00 (13)consecutive loss (count of losses)-230.19 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.09 04:00sell10.100.679230.000000.00000
22022.12.09 04:00modify10.100.679230.694230.66423
32022.12.15 15:13sell20.100.671700.000000.00000
42022.12.15 15:13modify20.100.671700.676230.66423
52022.12.15 15:13sell30.100.671700.000000.00000
62022.12.15 15:13modify30.100.671700.675480.66423
72022.12.15 15:13modify10.100.679230.675480.66423
82022.12.15 15:13modify20.100.671700.675480.66423
92022.12.20 03:49sell40.100.667220.000000.00000
102022.12.20 03:49modify40.100.667220.673980.66423
112022.12.20 03:49modify30.100.671700.673980.66423
122022.12.20 03:49modify20.100.671700.673980.66423
132022.12.20 03:49modify10.100.679230.673980.66423
142022.12.20 05:21t/p10.100.664230.673980.66423150.9710150.97
152022.12.20 05:21t/p20.100.664230.673980.6642375.0210226.00
162022.12.20 05:21t/p30.100.664230.673980.6642375.0210301.02
172022.12.20 05:21t/p40.100.664230.673980.6642329.9010330.92
182023.01.03 12:00buy50.100.670060.000000.00000
192023.01.03 12:00modify50.100.670060.655060.68506
202023.01.04 02:28buy60.100.677590.000000.00000
212023.01.04 02:28modify60.100.677590.673060.68506
222023.01.04 02:28buy70.100.677590.000000.00000
232023.01.04 02:28modify70.100.677590.673810.68506
242023.01.04 02:28modify50.100.670060.673810.68506
252023.01.04 02:28modify60.100.677590.673810.68506
262023.01.04 07:11buy80.100.682080.000000.00000
272023.01.04 07:11modify80.100.682080.675310.68506
282023.01.04 07:11modify70.100.677590.675310.68506
292023.01.04 07:11modify60.100.677590.675310.68506
302023.01.04 07:11modify50.100.670060.675310.68506
312023.01.04 08:12t/p50.100.685060.675310.68506149.6910480.61
322023.01.04 08:12t/p60.100.685060.675310.6850674.7010555.31
332023.01.04 08:12t/p70.100.685060.675310.6850674.7010630.01
342023.01.04 08:12t/p80.100.685060.675310.6850629.8010659.81
352023.01.12 20:00sell90.100.697110.000000.00000
362023.01.12 20:00modify90.100.697110.712110.68211
372023.01.19 01:52sell100.100.689610.000000.00000
382023.01.19 01:52modify100.100.689610.694110.68211
392023.01.19 01:52sell110.100.689610.000000.00000
402023.01.19 01:52modify110.100.689610.693360.68211
412023.01.19 01:52modify90.100.697110.693360.68211
422023.01.19 01:52modify100.100.689610.693360.68211
432023.01.20 02:20s/l90.100.693360.693360.6821138.3710698.18
442023.01.20 02:20s/l100.100.693360.693360.68211-37.3910660.78
452023.01.20 02:20s/l110.100.693360.693360.68211-37.3910623.39
462023.01.23 16:00sell120.100.703140.000000.00000
472023.01.23 16:00modify120.100.703140.718140.68814
482023.02.03 15:00sell130.100.695630.000000.00000
492023.02.03 15:00modify130.100.695630.700140.68814
502023.02.03 15:00sell140.100.695630.000000.00000
512023.02.03 15:00modify140.100.695630.699390.68814
522023.02.03 15:00modify120.100.703140.699390.68814
532023.02.03 15:00modify130.100.695630.699390.68814
542023.02.03 15:39s/l120.100.699390.699390.6881438.9110662.30
552023.02.03 15:39s/l130.100.699390.699390.68814-37.6010624.70
562023.02.03 15:39s/l140.100.699390.699390.68814-37.6010587.10
572023.02.03 16:00buy150.100.697810.000000.00000
582023.02.03 16:00modify150.100.697810.682810.71281
592023.02.17 08:04s/l150.100.682810.682810.71281-154.3710432.73
602023.02.17 12:00buy160.100.681870.000000.00000
612023.02.17 12:00modify160.100.681870.666870.69687
622023.02.20 02:28buy170.100.689380.000000.00000
632023.02.20 02:28modify170.100.689380.684870.69687
642023.02.20 02:28buy180.100.689380.000000.00000
652023.02.20 02:28modify180.100.689380.685620.69687
662023.02.20 02:28modify160.100.681870.685620.69687
672023.02.20 02:28modify170.100.689380.685620.69687
682023.02.21 14:51s/l160.100.685620.685620.6968736.8810469.61
692023.02.21 14:51s/l170.100.685620.685620.69687-37.9110431.70
702023.02.21 14:51s/l180.100.685620.685620.69687-37.9110393.79
712023.02.22 20:00buy190.100.679750.000000.00000
722023.02.22 20:00modify190.100.679750.664750.69475
732023.03.07 14:42s/l190.100.664750.664750.69475-154.0510239.73
742023.03.23 08:00sell200.100.673600.000000.00000
752023.03.23 08:00modify200.100.673600.688600.65860
762023.03.24 01:14sell210.100.666100.000000.00000
772023.03.24 01:14modify210.100.666100.670600.65860
782023.03.24 01:14sell220.100.666100.000000.00000
792023.03.24 01:14modify220.100.666100.669850.65860
802023.03.24 01:14modify200.100.673600.669850.65860
812023.03.24 01:14modify210.100.666100.669850.65860
822023.03.28 14:47s/l200.100.669850.669850.6586037.8210277.56
832023.03.28 14:47s/l210.100.669850.669850.65860-37.2810240.27
842023.03.28 14:47s/l220.100.669850.669850.65860-37.2810202.99
852023.04.03 20:00sell230.100.678880.000000.00000
862023.04.03 20:00modify230.100.678880.693880.66388
872023.04.05 07:40sell240.100.671310.000000.00000
882023.04.05 07:40modify240.100.671310.675880.66388
892023.04.05 07:40sell250.100.671310.000000.00000
902023.04.05 07:40modify250.100.671310.675130.66388
912023.04.05 07:40modify230.100.678880.675130.66388
922023.04.05 07:40modify240.100.671310.675130.66388
932023.04.06 12:55sell260.100.666870.000000.00000
942023.04.06 12:55modify260.100.666870.673630.66388
952023.04.06 12:55modify250.100.671310.673630.66388
962023.04.06 12:55modify240.100.671310.673630.66388
972023.04.06 12:55modify230.100.678880.673630.66388
982023.04.10 12:48t/p230.100.663880.673630.66388150.7610353.75
992023.04.10 12:48t/p240.100.663880.673630.6638874.8410428.59
1002023.04.10 12:48t/p250.100.663880.673630.6638874.8410503.43
1012023.04.10 12:48t/p260.100.663880.673630.6638830.1210533.54
1022023.04.10 16:00buy270.100.662720.000000.00000
1032023.04.10 16:00modify270.100.662720.647720.67772
1042023.04.12 12:30buy280.100.670250.000000.00000
1052023.04.12 12:30modify280.100.670250.665720.67772
1062023.04.12 12:30buy290.100.670250.000000.00000
1072023.04.12 12:30modify290.100.670250.666470.67772
1082023.04.12 12:30modify270.100.662720.666470.67772
1092023.04.12 12:30modify280.100.670250.666470.67772
1102023.04.13 12:30buy300.100.674920.000000.00000
1112023.04.13 12:30modify300.100.674920.667970.67772
1122023.04.13 12:30modify290.100.670250.667970.67772
1132023.04.13 12:30modify280.100.670250.667970.67772
1142023.04.13 12:30modify270.100.662720.667970.67772
1152023.04.13 15:43t/p270.100.677720.667970.67772148.4410681.98
1162023.04.13 15:43t/p280.100.677720.667970.6777273.7610755.75
1172023.04.13 15:43t/p290.100.677720.667970.6777273.7610829.51
1182023.04.13 15:43t/p300.100.677720.667970.6777228.0010857.51
1192023.04.25 16:00buy310.100.662800.000000.00000
1202023.04.25 16:00modify310.100.662800.647800.67780
1212023.05.02 05:02buy320.100.670310.000000.00000
1222023.05.02 05:02modify320.100.670310.665800.67780
1232023.05.02 05:02buy330.100.670310.000000.00000
1242023.05.02 05:02modify330.100.670310.666550.67780
1252023.05.02 05:02modify310.100.662800.666550.67780
1262023.05.02 05:02modify320.100.670310.666550.67780
1272023.05.02 14:52s/l310.100.666550.666550.6778035.3210892.83
1282023.05.02 14:52s/l320.100.666550.666550.67780-37.6010855.23
1292023.05.02 14:52s/l330.100.666550.666550.67780-37.6010817.63
1302023.05.08 04:00sell340.100.676880.000000.00000
1312023.05.08 04:00modify340.100.676880.691880.66188
1322023.05.11 14:07sell350.100.669360.000000.00000
1332023.05.11 14:07modify350.100.669360.673880.66188
1342023.05.11 14:07sell360.100.669360.000000.00000
1352023.05.11 14:07modify360.100.669360.673130.66188
1362023.05.11 14:07modify340.100.676880.673130.66188
1372023.05.11 14:07modify350.100.669360.673130.66188
1382023.05.12 14:53sell370.100.664880.000000.00000
1392023.05.12 14:53modify370.100.664880.671630.66188
1402023.05.12 14:53modify360.100.669360.671630.66188
1412023.05.12 14:53modify350.100.669360.671630.66188
1422023.05.12 14:53modify340.100.676880.671630.66188
1432023.05.18 13:30t/p340.100.661880.671630.66188151.3010968.93
1442023.05.18 13:30t/p350.100.661880.671630.6618875.5611044.49
1452023.05.18 13:30t/p360.100.661880.671630.6618875.5611120.04
1462023.05.18 13:30t/p370.100.661880.671630.6618830.6511150.69
1472023.05.24 08:00buy380.100.657300.000000.00000
1482023.05.24 08:00modify380.100.657300.642300.67230
1492023.06.06 12:39buy390.100.664810.000000.00000
1502023.06.06 12:39modify390.100.664810.660300.67230
1512023.06.06 12:39buy400.100.664810.000000.00000
1522023.06.06 12:39modify400.100.664810.661050.67230
1532023.06.06 12:39modify380.100.657300.661050.67230
1542023.06.06 12:39modify390.100.664810.661050.67230
1552023.06.07 09:00buy410.100.669300.000000.00000
1562023.06.07 09:00modify410.100.669300.662550.67230
1572023.06.07 09:00modify400.100.664810.662550.67230
1582023.06.07 09:00modify390.100.664810.662550.67230
1592023.06.07 09:00modify380.100.657300.662550.67230
1602023.06.09 07:57t/p380.100.672300.662550.67230144.3911295.08
1612023.06.09 07:57t/p390.100.672300.662550.6723073.3411368.42
1622023.06.09 07:57t/p400.100.672300.662550.6723073.3411441.76
1632023.06.09 07:57t/p410.100.672300.662550.6723028.7511470.51
1642023.06.12 08:00sell420.100.676150.000000.00000
1652023.06.12 08:00modify420.100.676150.691150.66115
1662023.06.23 07:45sell430.100.668640.000000.00000
1672023.06.23 07:45modify430.100.668640.673150.66115
1682023.06.23 07:45sell440.100.668640.000000.00000
1692023.06.23 07:45modify440.100.668640.672400.66115
1702023.06.23 07:45modify420.100.676150.672400.66115
1712023.06.23 07:45modify430.100.668640.672400.66115
1722023.06.28 01:30sell450.100.664140.000000.00000
1732023.06.28 01:30modify450.100.664140.670900.66115
1742023.06.28 01:30modify440.100.668640.670900.66115
1752023.06.28 01:30modify430.100.668640.670900.66115
1762023.06.28 01:30modify420.100.676150.670900.66115
1772023.06.28 12:36t/p420.100.661150.670900.66115151.7311622.24
1782023.06.28 12:36t/p430.100.661150.670900.6611575.2211697.47
1792023.06.28 12:36t/p440.100.661150.670900.6611575.2211772.69
1802023.06.28 12:36t/p450.100.661150.670900.6611529.9011802.59
1812023.07.04 16:00sell460.100.670330.000000.00000
1822023.07.04 16:00modify460.100.670330.685330.65533
1832023.07.06 13:52sell470.100.662830.000000.00000
1842023.07.06 13:52modify470.100.662830.667330.65533
1852023.07.06 13:52sell480.100.662830.000000.00000
1862023.07.06 13:52modify480.100.662830.666580.65533
1872023.07.06 13:52modify460.100.670330.666580.65533
1882023.07.06 13:52modify470.100.662830.666580.65533
1892023.07.07 13:46s/l460.100.666580.666580.6553338.0411840.63
1902023.07.07 13:46s/l470.100.666580.666580.65533-37.3911803.24
1912023.07.07 13:46s/l480.100.666580.666580.65533-37.3911765.85
1922023.07.12 16:00sell490.100.678130.000000.00000
1932023.07.12 16:00modify490.100.678130.693130.66313
1942023.07.27 18:36sell500.100.670630.000000.00000
1952023.07.27 18:36modify500.100.670630.675130.66313
1962023.07.27 18:36sell510.100.670630.000000.00000
1972023.07.27 18:36modify510.100.670630.674380.66313
1982023.07.27 18:36modify490.100.678130.674380.66313
1992023.07.27 18:36modify500.100.670630.674380.66313
2002023.07.28 03:45sell520.100.666130.000000.00000
2012023.07.28 03:45modify520.100.666130.672880.66313
2022023.07.28 03:45modify510.100.670630.672880.66313
2032023.07.28 03:45modify500.100.670630.672880.66313
2042023.07.28 03:45modify490.100.678130.672880.66313
2052023.07.28 07:05t/p490.100.663130.672880.66313151.9511917.80
2062023.07.28 07:05t/p500.100.663130.672880.6631375.1111992.91
2072023.07.28 07:05t/p510.100.663130.672880.6631375.1112068.01
2082023.07.28 07:05t/p520.100.663130.672880.6631330.0012098.01
2092023.07.28 08:00buy530.100.663050.000000.00000
2102023.07.28 08:00modify530.100.663050.648050.67805
2112023.07.31 10:40buy540.100.670560.000000.00000
2122023.07.31 10:40modify540.100.670560.666050.67805
2132023.07.31 10:40buy550.100.670560.000000.00000
2142023.07.31 10:40modify550.100.670560.666800.67805
2152023.07.31 10:40modify530.100.663050.666800.67805
2162023.07.31 10:40modify540.100.670560.666800.67805
2172023.08.01 04:30s/l530.100.666800.666800.6780536.8812134.89
2182023.08.01 04:30s/l540.100.666800.666800.67805-37.9112096.98
2192023.08.01 04:30s/l550.100.666800.666800.67805-37.9112059.07
2202023.08.02 08:00buy560.100.658360.000000.00000
2212023.08.02 08:00modify560.100.658360.643360.67336
2222023.08.16 01:14s/l560.100.643360.643360.67336-154.3711904.70
2232023.08.17 04:00buy570.100.638470.000000.00000
2242023.08.17 04:00modify570.100.638470.623470.65347
2252023.08.22 10:05buy580.100.646000.000000.00000
2262023.08.22 10:05modify580.100.646000.641470.65347
2272023.08.22 10:05buy590.100.646000.000000.00000
2282023.08.22 10:05modify590.100.646000.642220.65347
2292023.08.22 10:05modify570.100.638470.642220.65347
2302023.08.22 10:05modify580.100.646000.642220.65347
2312023.08.22 13:41s/l570.100.642220.642220.6534736.5611941.26
2322023.08.22 13:41s/l580.100.642220.642220.65347-37.8011903.46
2332023.08.22 13:41s/l590.100.642220.642220.65347-37.8011865.66
2342023.09.05 04:00buy600.100.642860.000000.00000
2352023.09.05 04:00modify600.100.642860.627860.65786
2362023.09.20 14:02buy610.100.650380.000000.00000
2372023.09.20 14:02modify610.100.650380.645860.65786
2382023.09.20 14:02buy620.100.650380.000000.00000
2392023.09.20 14:02modify620.100.650380.646610.65786
2402023.09.20 14:02modify600.100.642860.646610.65786
2412023.09.20 14:02modify610.100.650380.646610.65786
2422023.09.20 18:01s/l600.100.646610.646610.6578632.8211898.48
2432023.09.20 18:01s/l610.100.646610.646610.65786-37.7011860.78
2442023.09.20 18:01s/l620.100.646610.646610.65786-37.7011823.08
2452023.09.29 04:00sell630.100.645670.000000.00000
2462023.09.29 04:00modify630.100.645670.660670.63067
2472023.10.02 13:45sell640.100.638160.000000.00000
2482023.10.02 13:45modify640.100.638160.642670.63067
2492023.10.02 13:45sell650.100.638160.000000.00000
2502023.10.02 13:45modify650.100.638160.641920.63067
2512023.10.02 13:45modify630.100.645670.641920.63067
2522023.10.02 13:45modify640.100.638160.641920.63067
2532023.10.03 03:30sell660.100.633660.000000.00000
2542023.10.03 03:30modify660.100.633660.640420.63067
2552023.10.03 03:30modify650.100.638160.640420.63067
2562023.10.03 03:30modify640.100.638160.640420.63067
2572023.10.03 03:30modify630.100.645670.640420.63067
2582023.10.03 10:39t/p630.100.630670.640420.63067150.2211973.30
2592023.10.03 10:39t/p640.100.630670.640420.6306775.0112048.31
2602023.10.03 10:39t/p650.100.630670.640420.6306775.0112123.32
2612023.10.03 10:39t/p660.100.630670.640420.6306729.9012153.22
2622023.10.12 16:00buy670.100.633600.000000.00000
2632023.10.12 16:00modify670.100.633600.618600.64860
2642023.11.01 22:39buy680.100.641100.000000.00000
2652023.11.01 22:39modify680.100.641100.636600.64860
2662023.11.01 22:39buy690.100.641100.000000.00000
2672023.11.01 22:39modify690.100.641100.637350.64860
2682023.11.01 22:39modify670.100.633600.637350.64860
2692023.11.01 22:39modify680.100.641100.637350.64860
2702023.11.02 12:55buy700.100.645610.000000.00000
2712023.11.02 12:55modify700.100.645610.638850.64860
2722023.11.02 12:55modify690.100.641100.638850.64860
2732023.11.02 12:55modify680.100.641100.638850.64860
2742023.11.02 12:55modify670.100.633600.638850.64860
2752023.11.03 12:31t/p670.100.648600.638850.64860143.1412296.36
2762023.11.03 12:31t/p680.100.648600.638850.6486073.7512370.11
2772023.11.03 12:31t/p690.100.648600.638850.6486073.7512443.86
2782023.11.03 12:31t/p700.100.648600.638850.6486029.5912473.45
2792023.11.03 16:00sell710.100.650320.000000.00000
2802023.11.03 16:00modify710.100.650320.665320.63532
2812023.11.07 06:24sell720.100.642810.000000.00000
2822023.11.07 06:24modify720.100.642810.647320.63532
2832023.11.07 06:24sell730.100.642810.000000.00000
2842023.11.07 06:24modify730.100.642810.646570.63532
2852023.11.07 06:24modify710.100.650320.646570.63532
2862023.11.07 06:24modify720.100.642810.646570.63532
2872023.11.09 19:02sell740.100.638310.000000.00000
2882023.11.09 19:02modify740.100.638310.645070.63532
2892023.11.09 19:02modify730.100.642810.645070.63532
2902023.11.09 19:02modify720.100.642810.645070.63532
2912023.11.09 19:02modify710.100.650320.645070.63532
2922023.11.10 11:34t/p710.100.635320.645070.63532150.7612624.21
2932023.11.10 11:34t/p720.100.635320.645070.6353275.4412699.65
2942023.11.10 11:34t/p730.100.635320.645070.6353275.4412775.09
2952023.11.10 11:34t/p740.100.635320.645070.6353230.0112805.10
2962023.11.14 16:00sell750.100.647930.000000.00000
2972023.11.14 16:00modify750.100.647930.662930.63293
2982023.11.28 02:30s/l750.100.662930.662930.63293-148.4912656.61
2992023.11.28 04:00sell760.100.661870.000000.00000
3002023.11.28 04:00modify760.100.661870.676870.64687
3012023.11.30 23:59close at stop760.100.660920.676870.646879.9312666.54