Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2023.01.01 22:00 - 2023.12.29 21:59 (2023.01.01 - 2024.01.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=120; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=9; 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 test7224Ticks modelled13447Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1256.77Gross profit2609.93Gross loss-1353.16
Profit factor1.93Expected payoff21.30
Absolute drawdown6.50Maximal drawdown342.35 (3.17%)Relative drawdown3.17% (342.35)
Total trades59Short positions (won %)43 (67.44%)Long positions (won %)16 (50.00%)
Profit trades (% of total)37 (62.71%)Loss trades (% of total)22 (37.29%)
Largestprofit trade120.65loss trade-124.37
Averageprofit trade70.54loss trade-61.51
Maximumconsecutive wins (profit in money)7 (568.05)consecutive losses (loss in money)4 (-190.77)
Maximalconsecutive profit (count of wins)568.05 (7)consecutive loss (count of losses)-190.77 (4)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.04 12:00sell10.100.687130.000000.00000
22023.01.04 12:00modify10.100.687130.699130.67513
32023.01.05 03:00sell20.100.681550.000000.00000
42023.01.05 03:00modify20.100.681550.684730.67513
52023.01.05 03:00modify10.100.687130.684730.67513
62023.01.05 16:00t/p10.100.675130.684730.67513120.3210120.32
72023.01.05 16:00t/p20.100.675130.684730.6751364.2010184.52
82023.01.05 17:00buy30.100.674510.000000.00000
92023.01.05 17:00modify30.100.674510.662510.68651
102023.01.06 17:00t/p30.100.686510.662510.68651119.6910304.21
112023.01.18 09:00sell40.100.701810.000000.00000
122023.01.18 09:00modify40.100.701810.713810.68981
132023.01.18 19:00sell50.100.694990.000000.00000
142023.01.18 19:00modify50.100.694990.697610.68981
152023.01.18 19:00modify40.100.701810.697610.68981
162023.01.18 20:00sell60.100.694340.000000.00000
172023.01.18 20:00modify60.100.694340.697610.68981
182023.01.19 02:00t/p40.100.689810.697610.68981120.3210424.54
192023.01.19 02:00t/p50.100.689810.697610.6898152.1210476.66
202023.01.19 02:00t/p60.100.689810.697610.6898145.6210522.29
212023.01.23 10:00sell70.100.700760.000000.00000
222023.01.23 10:00modify70.100.700760.712760.68876
232023.01.26 06:00s/l70.100.712760.712760.68876-119.4610402.83
242023.02.01 23:00sell80.100.713090.000000.00000
252023.02.01 23:00modify80.100.713090.725090.70109
262023.02.02 22:00sell90.100.707500.000000.00000
272023.02.02 22:00modify90.100.707500.710690.70109
282023.02.02 22:00modify80.100.713090.710690.70109
292023.02.03 02:00sell100.100.706380.000000.00000
302023.02.03 02:00modify100.100.706380.708890.70109
312023.02.03 02:00modify90.100.707500.708890.70109
322023.02.03 02:00modify80.100.713090.708890.70109
332023.02.03 12:00sell110.100.705630.000000.00000
342023.02.03 12:00modify110.100.705630.708890.70109
352023.02.03 14:00t/p80.100.701090.708890.70109120.4310523.26
362023.02.03 14:00t/p90.100.701090.708890.7010964.2110587.47
372023.02.03 14:00t/p100.100.701090.708890.7010952.9010640.37
382023.02.03 14:00t/p110.100.701090.708890.7010945.4010685.77
392023.02.03 18:00buy120.100.694830.000000.00000
402023.02.03 18:00modify120.100.694830.682830.70683
412023.02.17 09:00s/l120.100.682830.682830.70683-124.3710561.40
422023.03.07 13:00buy130.100.666950.000000.00000
432023.03.07 13:00modify130.100.666950.654950.67895
442023.03.23 05:00buy140.100.674410.000000.00000
452023.03.23 05:00modify140.100.674410.671150.67895
462023.03.23 05:00modify130.100.666950.671150.67895
472023.03.23 12:00buy150.100.672370.000000.00000
482023.03.23 12:00modify150.100.672370.669350.67895
492023.03.23 13:00s/l130.100.671150.671150.6789536.3910597.79
502023.03.23 13:00s/l140.100.671150.671150.67895-32.6010565.19
512023.03.23 13:00s/l150.100.669350.669350.67895-30.2010534.99
522023.03.24 13:00buy160.100.664080.000000.00000
532023.03.24 13:00modify160.100.664080.652080.67608
542023.03.28 20:00buy170.100.670850.000000.00000
552023.03.28 20:00modify170.100.670850.668280.67608
562023.03.28 20:00modify160.100.664080.668280.67608
572023.03.29 07:00s/l160.100.668280.668280.6760841.0610576.05
582023.03.29 07:00s/l170.100.668280.668280.67608-26.0110550.04
592023.03.30 09:00sell180.100.671060.000000.00000
602023.03.30 09:00modify180.100.671060.683060.65906
612023.04.06 14:00sell190.100.665570.000000.00000
622023.04.06 14:00modify190.100.665570.668660.65906
632023.04.06 14:00modify180.100.671060.668660.65906
642023.04.07 05:00s/l180.100.668660.668660.6590624.8710574.91
652023.04.07 05:00s/l190.100.668660.668660.65906-30.7910544.11
662023.04.07 16:00buy200.100.666750.000000.00000
672023.04.07 16:00modify200.100.666750.654750.67875
682023.04.13 18:00t/p200.100.678750.654750.67875118.1310662.24
692023.04.13 19:00sell210.100.678860.000000.00000
702023.04.13 19:00modify210.100.678860.690860.66686
712023.04.14 15:00sell220.100.671600.000000.00000
722023.04.14 15:00modify220.100.671600.674660.66686
732023.04.14 15:00modify210.100.678860.674660.66686
742023.04.18 10:00s/l210.100.674660.674660.6668642.3210704.57
752023.04.18 10:00s/l220.100.674660.674660.66686-30.3810674.18
762023.04.21 09:00buy230.100.669060.000000.00000
772023.04.21 09:00modify230.100.669060.657060.68106
782023.05.05 07:00buy240.100.674560.000000.00000
792023.05.05 07:00modify240.100.674560.671460.68106
802023.05.05 07:00modify230.100.669060.671460.68106
812023.05.05 13:00s/l230.100.671460.671460.6810619.6310693.82
822023.05.05 13:00s/l240.100.671460.671460.68106-31.0010662.82
832023.05.11 15:00buy250.100.670430.000000.00000
842023.05.11 15:00modify250.100.670430.658430.68243
852023.05.24 07:00s/l250.100.658430.658430.68243-123.4310539.39
862023.05.31 09:00buy260.100.648050.000000.00000
872023.05.31 09:00modify260.100.648050.636050.66005
882023.06.01 14:00buy270.100.653550.000000.00000
892023.06.01 14:00modify270.100.653550.650450.66005
902023.06.01 14:00modify260.100.648050.650450.66005
912023.06.02 03:00t/p260.100.660050.650450.66005118.7510658.14
922023.06.02 03:00t/p270.100.660050.650450.6600564.6910722.83
932023.06.08 16:00sell280.100.670580.000000.00000
942023.06.08 16:00modify280.100.670580.682580.65858
952023.06.14 15:00s/l280.100.682580.682580.65858-119.5710603.26
962023.06.14 17:00sell290.100.682640.000000.00000
972023.06.14 17:00modify290.100.682640.694640.67064
982023.06.21 12:00sell300.100.676010.000000.00000
992023.06.21 12:00modify300.100.676010.678440.67064
1002023.06.21 12:00modify290.100.682640.678440.67064
1012023.06.21 16:00s/l290.100.678440.678440.6706442.7610646.02
1022023.06.21 16:00s/l300.100.678440.678440.67064-24.3010621.72
1032023.07.13 12:00sell310.100.685720.000000.00000
1042023.07.13 12:00modify310.100.685720.697720.67372
1052023.07.18 13:00sell320.100.680260.000000.00000
1062023.07.18 13:00modify320.100.680260.683320.67372
1072023.07.18 13:00modify310.100.685720.683320.67372
1082023.07.19 03:00sell330.100.678330.000000.00000
1092023.07.19 03:00modify330.100.678330.681520.67372
1102023.07.19 03:00modify320.100.680260.681520.67372
1112023.07.19 03:00modify310.100.685720.681520.67372
1122023.07.19 07:00sell340.100.678910.000000.00000
1132023.07.19 07:00modify340.100.678910.681520.67372
1142023.07.20 02:00s/l310.100.681520.681520.6737242.7610664.47
1152023.07.20 02:00s/l320.100.681520.681520.67372-12.1710652.31
1162023.07.20 02:00s/l330.100.681520.681520.67372-31.5810620.73
1172023.07.20 02:00s/l340.100.681520.681520.67372-25.7810594.96
1182023.08.01 11:00buy350.100.663500.000000.00000
1192023.08.01 11:00modify350.100.663500.651500.67550
1202023.08.03 09:00s/l350.100.651500.651500.67550-121.2510473.71
1212023.08.10 14:00sell360.100.658380.000000.00000
1222023.08.10 14:00modify360.100.658380.670380.64638
1232023.08.11 00:00sell370.100.651140.000000.00000
1242023.08.11 00:00modify370.100.651140.654180.64638
1252023.08.11 00:00modify360.100.658380.654180.64638
1262023.08.14 03:00t/p360.100.646380.654180.64638120.2210593.92
1272023.08.14 03:00t/p370.100.646380.654180.6463847.7110641.63
1282023.09.05 09:00buy380.100.637970.000000.00000
1292023.09.05 09:00modify380.100.637970.625970.64997
1302023.09.11 20:00buy390.100.643470.000000.00000
1312023.09.11 20:00modify390.100.643470.640370.64997
1322023.09.11 20:00modify380.100.637970.640370.64997
1332023.09.13 03:00s/l380.100.640370.640370.6499721.5010663.14
1342023.09.13 03:00s/l390.100.640370.640370.64997-31.6210631.51
1352023.09.20 13:00sell400.100.648510.000000.00000
1362023.09.20 13:00modify400.100.648510.660510.63651
1372023.09.21 08:00sell410.100.641260.000000.00000
1382023.09.21 08:00modify410.100.641260.644310.63651
1392023.09.21 08:00modify400.100.648510.644310.63651
1402023.09.21 17:00sell420.100.641760.000000.00000
1412023.09.21 17:00modify420.100.641760.644310.63651
1422023.09.22 10:00s/l400.100.644310.644310.6365142.4310673.95
1432023.09.22 10:00s/l410.100.644310.644310.63651-30.3910643.56
1442023.09.22 10:00s/l420.100.644310.644310.63651-25.3910618.16
1452023.09.22 14:00sell430.100.645660.000000.00000
1462023.09.22 14:00modify430.100.645660.657660.63366
1472023.09.27 01:00sell440.100.639060.000000.00000
1482023.09.27 01:00modify440.100.639060.641460.63366
1492023.09.27 01:00modify430.100.645660.641460.63366
1502023.09.27 18:00t/p430.100.633660.641460.63366120.3210738.49
1512023.09.27 18:00t/p440.100.633660.641460.6336654.0010792.49
1522023.09.28 17:00sell450.100.642200.000000.00000
1532023.09.28 17:00modify450.100.642200.654200.63020
1542023.10.03 02:00sell460.100.634870.000000.00000
1552023.10.03 02:00modify460.100.634870.638000.63020
1562023.10.03 02:00modify450.100.642200.638000.63020
1572023.10.03 12:00t/p450.100.630200.638000.63020120.3210912.81
1582023.10.03 12:00t/p460.100.630200.638000.6302046.7010959.51
1592023.10.09 21:00sell470.100.640960.000000.00000
1602023.10.09 21:00modify470.100.640960.652960.62896
1612023.10.12 14:00sell480.100.635300.000000.00000
1622023.10.12 14:00modify480.100.635300.638560.62896
1632023.10.12 14:00modify470.100.640960.638560.62896
1642023.10.13 16:00t/p470.100.628960.638560.62896120.6511080.16
1652023.10.13 16:00t/p480.100.628960.638560.6289663.5111143.67
1662023.10.23 18:00sell490.100.634230.000000.00000
1672023.10.23 18:00modify490.100.634230.646230.62223
1682023.10.26 03:00sell500.100.627450.000000.00000
1692023.10.26 03:00modify500.100.627450.630030.62223
1702023.10.26 03:00modify490.100.634230.630030.62223
1712023.10.26 07:00s/l490.100.630030.630030.6222342.5411186.21
1722023.10.26 07:00s/l500.100.630030.630030.62223-25.8011160.41
1732023.10.30 13:00sell510.100.637330.000000.00000
1742023.10.30 13:00modify510.100.637330.649330.62533
1752023.11.03 13:00s/l510.100.649330.649330.62533-119.3511041.06
1762023.11.03 15:00sell520.100.649640.000000.00000
1772023.11.03 15:00modify520.100.649640.661640.63764
1782023.11.07 07:00sell530.100.642790.000000.00000
1792023.11.07 07:00modify530.100.642790.645440.63764
1802023.11.07 07:00modify520.100.649640.645440.63764
1812023.11.07 08:00sell540.100.642320.000000.00000
1822023.11.07 08:00modify540.100.642320.645440.63764
1832023.11.09 20:00t/p520.100.637640.645440.63764120.6511161.71
1842023.11.09 20:00t/p530.100.637640.645440.6376451.9311213.64
1852023.11.09 20:00t/p540.100.637640.645440.6376447.2311260.87
1862023.11.14 21:00sell550.100.650710.000000.00000
1872023.11.14 21:00modify550.100.650710.662710.63871
1882023.11.28 02:00s/l550.100.662710.662710.63871-118.4911142.39
1892023.12.01 19:00sell560.100.666940.000000.00000
1902023.12.01 19:00modify560.100.666940.678940.65494
1912023.12.04 16:00sell570.100.661530.000000.00000
1922023.12.04 16:00modify570.100.661530.664540.65494
1932023.12.04 16:00modify560.100.666940.664540.65494
1942023.12.05 03:00sell580.100.659680.000000.00000
1952023.12.05 03:00modify580.100.659680.662740.65494
1962023.12.05 03:00modify570.100.661530.662740.65494
1972023.12.05 03:00modify560.100.666940.662740.65494
1982023.12.05 17:00t/p560.100.654940.662740.65494120.2211262.61
1992023.12.05 17:00t/p570.100.654940.662740.6549466.0111328.61
2002023.12.05 17:00t/p580.100.654940.662740.6549447.4011376.01
2012023.12.13 22:00sell590.100.665900.000000.00000
2022023.12.13 22:00modify590.100.665900.677900.65390
2032023.12.20 05:00s/l590.100.677900.677900.65390-119.2411256.77