Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 23:59 (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=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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=8; 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 test2610Ticks modelled4219Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit815.20Gross profit1446.96Gross loss-631.76
Profit factor2.29Expected payoff33.97
Absolute drawdown296.35Maximal drawdown382.10 (3.79%)Relative drawdown3.79% (382.10)
Total trades24Short positions (won %)15 (60.00%)Long positions (won %)9 (66.67%)
Profit trades (% of total)15 (62.50%)Loss trades (% of total)9 (37.50%)
Largestprofit trade150.65loss trade-104.05
Averageprofit trade96.46loss trade-70.20
Maximumconsecutive wins (profit in money)7 (626.23)consecutive losses (loss in money)4 (-330.60)
Maximalconsecutive profit (count of wins)626.23 (7)consecutive loss (count of losses)-330.60 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.13 00:00sell10.100.696640.000000.00000
22023.01.13 00:00modify10.100.696640.706640.68164
32023.01.19 08:00sell20.100.688870.000000.00000
42023.01.19 08:00modify20.100.688870.691390.68164
52023.01.19 08:00modify10.100.696640.691390.68164
62023.01.19 16:00s/l10.100.691390.691390.6816453.1510053.15
72023.01.19 16:00s/l20.100.691390.691390.68164-25.2010027.95
82023.01.23 04:00sell30.100.698330.000000.00000
92023.01.23 04:00modify30.100.698330.708330.68333
102023.01.25 04:00s/l30.100.708330.708330.68333-99.789928.17
112023.01.31 00:00buy40.100.706040.000000.00000
122023.01.31 00:00modify40.100.706040.696040.72104
132023.02.03 16:00s/l40.100.696040.696040.72104-101.569826.61
142023.02.06 04:00buy50.100.692800.000000.00000
152023.02.06 04:00modify50.100.692800.682800.70780
162023.02.17 12:00s/l50.100.682800.682800.70780-104.059722.55
172023.03.08 00:00buy60.100.659140.000000.00000
182023.03.08 00:00modify60.100.659140.649140.67414
192023.03.16 08:00buy70.100.666130.000000.00000
202023.03.16 08:00modify70.100.666130.660640.67414
212023.03.16 08:00modify60.100.659140.660640.67414
222023.03.22 20:00t/p60.100.674140.660640.67414145.639868.18
232023.03.22 20:00t/p70.100.674140.660640.6741478.859947.04
242023.04.04 00:00sell80.100.678590.000000.00000
252023.04.04 00:00modify80.100.678590.688590.66359
262023.04.05 08:00sell90.100.671050.000000.00000
272023.04.05 08:00modify90.100.671050.673340.66359
282023.04.05 08:00modify80.100.678590.673340.66359
292023.04.06 00:00sell100.100.671570.000000.00000
302023.04.06 00:00modify100.100.671570.677090.66359
312023.04.06 04:00modify100.100.671570.673340.66359
322023.04.06 12:00sell110.100.669390.000000.00000
332023.04.06 12:00modify110.100.669390.674840.66359
342023.04.06 16:00modify110.100.669390.673340.66359
352023.04.10 16:00t/p80.100.663590.673340.66359150.6510097.69
362023.04.10 16:00t/p90.100.663590.673340.6635975.1410172.83
372023.04.10 16:00t/p100.100.663590.673340.6635980.0210252.84
382023.04.10 16:00t/p110.100.663590.673340.6635958.2210311.06
392023.04.14 00:00sell120.100.678330.000000.00000
402023.04.14 00:00modify120.100.678330.688330.66333
412023.04.17 16:00sell130.100.669130.000000.00000
422023.04.17 16:00modify130.100.669130.674580.66333
432023.04.17 16:00modify120.100.678330.674580.66333
442023.04.18 12:00s/l120.100.674580.674580.6633337.7210348.78
452023.04.18 12:00s/l130.100.674580.674580.66333-54.3910294.38
462023.05.25 00:00buy140.100.654560.000000.00000
472023.05.25 00:00modify140.100.654560.644560.66956
482023.06.02 12:00buy150.100.662130.000000.00000
492023.06.02 12:00modify150.100.662130.659810.66956
502023.06.02 12:00modify140.100.654560.659810.66956
512023.06.04 20:00s/l140.100.659810.659810.6695650.0010344.39
522023.06.04 20:00s/l150.100.659810.659810.66956-23.2010321.19
532023.06.09 00:00sell160.100.671200.000000.00000
542023.06.09 00:00modify160.100.671200.681200.65620
552023.06.14 16:00s/l160.100.681200.681200.65620-99.6810221.51
562023.07.26 00:00sell170.100.678700.000000.00000
572023.07.26 00:00modify170.100.678700.688700.66370
582023.07.28 08:00t/p170.100.663700.688700.66370150.4310371.95
592023.08.24 04:00sell180.100.647980.000000.00000
602023.08.24 04:00modify180.100.647980.657980.63298
612023.08.27 20:00sell190.100.640200.000000.00000
622023.08.27 20:00modify190.100.640200.642730.63298
632023.08.27 20:00modify180.100.647980.642730.63298
642023.08.28 04:00s/l180.100.642730.642730.6329852.7210424.66
652023.08.28 04:00s/l190.100.642730.642730.63298-25.1910399.47
662023.10.13 00:00buy200.100.631870.000000.00000
672023.10.13 00:00modify200.100.631870.621870.64687
682023.11.01 20:00buy210.100.639400.000000.00000
692023.11.01 20:00modify210.100.639400.637120.64687
702023.11.01 20:00modify200.100.631870.637120.64687
712023.11.03 16:00t/p200.100.646870.637120.64687143.4510542.92
722023.11.03 16:00t/p210.100.646870.637120.6468773.4510616.37
732023.11.06 04:00sell220.100.651160.000000.00000
742023.11.06 04:00modify220.100.651160.661160.63616
752023.11.10 00:00t/p220.100.636160.661160.63616150.6510767.02
762023.11.15 00:00sell230.100.649780.000000.00000
772023.11.15 00:00modify230.100.649780.659780.63478
782023.11.27 12:00s/l230.100.659780.659780.63478-98.7010668.32
792023.12.06 00:00buy240.100.655740.000000.00000
802023.12.06 00:00modify240.100.655740.645740.67074
812023.12.14 04:00t/p240.100.670740.645740.67074146.8810815.20