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=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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=4; 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 test2610Ticks modelled4219Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit459.62Gross profit1667.47Gross loss-1207.85
Profit factor1.38Expected payoff13.93
Absolute drawdown341.02Maximal drawdown567.56 (5.55%)Relative drawdown5.55% (567.56)
Total trades33Short positions (won %)20 (60.00%)Long positions (won %)13 (46.15%)
Profit trades (% of total)18 (54.55%)Loss trades (% of total)15 (45.45%)
Largestprofit trade141.95loss trade-154.68
Averageprofit trade92.64loss trade-80.52
Maximumconsecutive wins (profit in money)6 (581.98)consecutive losses (loss in money)3 (-213.08)
Maximalconsecutive profit (count of wins)581.98 (6)consecutive loss (count of losses)-296.21 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 12:00buy10.100.670060.000000.00000
22023.01.03 12:00modify10.100.670060.655060.68406
32023.01.04 08:00t/p10.100.684060.655060.68406139.6910139.69
42023.01.12 20:00sell20.100.697110.000000.00000
52023.01.12 20:00modify20.100.697110.712110.68311
62023.01.25 08:00s/l20.100.712110.712110.68311-148.819990.88
72023.01.26 08:00sell30.100.711810.000000.00000
82023.01.26 08:00modify30.100.711810.726810.69781
92023.02.03 16:00t/p30.100.697810.726810.69781140.8710131.74
102023.02.03 16:00buy40.100.697810.000000.00000
112023.02.03 16:00modify40.100.697810.682810.71181
122023.02.17 12:00s/l40.100.682810.682810.71181-154.379977.38
132023.02.17 12:00buy50.100.681870.000000.00000
142023.02.17 12:00modify50.100.681870.666870.69587
152023.02.20 04:00buy60.100.688990.000000.00000
162023.02.20 04:00modify60.100.688990.683270.69587
172023.02.20 04:00buy70.100.688990.000000.00000
182023.02.20 04:00modify70.100.688990.686070.69587
192023.02.20 04:00modify50.100.681870.686070.69587
202023.02.20 08:00modify60.100.688990.686070.69587
212023.02.21 16:00s/l50.100.686070.686070.6958741.3810018.75
222023.02.21 16:00s/l60.100.686070.686070.69587-29.519989.24
232023.02.21 16:00s/l70.100.686070.686070.69587-29.519959.73
242023.02.22 20:00buy80.100.679750.000000.00000
252023.02.22 20:00modify80.100.679750.664750.69375
262023.03.07 16:00s/l80.100.664750.664750.69375-154.059805.68
272023.03.23 08:00sell90.100.673600.000000.00000
282023.03.23 08:00modify90.100.673600.688600.65960
292023.04.07 16:00sell100.100.666450.000000.00000
302023.04.07 16:00modify100.100.666450.672200.65960
312023.04.07 16:00sell110.100.666450.000000.00000
322023.04.07 16:00modify110.100.666450.669400.65960
332023.04.07 16:00modify90.100.673600.669400.65960
342023.04.07 20:00modify100.100.666450.669400.65960
352023.04.12 16:00s/l90.100.669400.669400.6596043.959849.62
362023.04.12 16:00s/l100.100.669400.669400.65960-29.189820.45
372023.04.12 16:00s/l110.100.669400.669400.65960-29.189791.27
382023.04.13 04:00sell120.100.670890.000000.00000
392023.04.13 04:00modify120.100.670890.685890.65689
402023.04.26 20:00sell130.100.659610.000000.00000
412023.04.26 20:00modify130.100.659610.665990.65689
422023.04.26 20:00modify120.100.670890.665990.65689
432023.05.01 16:00s/l120.100.665990.665990.6568950.739842.00
442023.05.01 16:00s/l130.100.665990.665990.65689-63.269778.74
452023.05.02 08:00sell140.100.670100.000000.00000
462023.05.02 08:00modify140.100.670100.685100.65610
472023.05.17 08:00sell150.100.662920.000000.00000
482023.05.17 08:00modify150.100.662920.668700.65610
492023.05.17 08:00sell160.100.662920.000000.00000
502023.05.17 08:00modify160.100.662920.665900.65610
512023.05.17 08:00modify140.100.670100.665900.65610
522023.05.17 12:00s/l140.100.665900.665900.6561043.629822.37
532023.05.17 12:00s/l160.100.665900.665900.65610-29.809792.57
542023.05.17 12:00close150.100.665960.668700.65610-30.409762.17
552023.05.24 08:00buy170.100.657300.000000.00000
562023.05.24 08:00modify170.100.657300.642300.67130
572023.06.07 16:00t/p170.100.671300.642300.67130135.639897.80
582023.06.12 08:00sell180.100.676150.000000.00000
592023.06.12 08:00modify180.100.676150.691150.66215
602023.06.28 04:00t/p180.100.662150.691150.66215141.7310039.53
612023.06.28 12:00buy190.100.662600.000000.00000
622023.06.28 12:00modify190.100.662600.647600.67660
632023.07.12 16:00t/p190.100.676600.647600.67660135.6310175.17
642023.07.12 16:00sell200.100.678130.000000.00000
652023.07.12 16:00modify200.100.678130.693130.66413
662023.07.28 08:00t/p200.100.664130.693130.66413141.9510317.11
672023.07.28 08:00buy210.100.663050.000000.00000
682023.07.28 08:00modify210.100.663050.648050.67705
692023.08.14 04:00s/l210.100.648050.648050.67705-154.6810162.43
702023.08.17 04:00buy220.100.638470.000000.00000
712023.08.17 04:00modify220.100.638470.623470.65247
722023.09.19 08:00buy230.100.645490.000000.00000
732023.09.19 08:00modify230.100.645490.639870.65247
742023.09.19 08:00buy240.100.645490.000000.00000
752023.09.19 08:00modify240.100.645490.642670.65247
762023.09.19 08:00modify220.100.638470.642670.65247
772023.09.19 12:00modify230.100.645490.642670.65247
782023.09.21 04:00s/l220.100.642670.642670.6524731.0810193.52
792023.09.21 04:00s/l230.100.642670.642670.65247-29.4510164.07
802023.09.21 04:00s/l240.100.642670.642670.65247-29.4510134.62
812023.09.29 04:00sell250.100.645670.000000.00000
822023.09.29 04:00modify250.100.645670.660670.63167
832023.10.03 04:00sell260.100.634470.000000.00000
842023.10.03 04:00modify260.100.634470.640770.63167
852023.10.03 04:00modify250.100.645670.640770.63167
862023.10.03 08:00t/p250.100.631670.640770.63167140.2210274.84
872023.10.03 08:00t/p260.100.631670.640770.6316728.0010302.84
882023.10.12 16:00buy270.100.633600.000000.00000
892023.10.12 16:00modify270.100.633600.618600.64760
902023.11.03 16:00t/p270.100.647600.618600.64760133.1410435.98
912023.11.03 16:00sell280.100.650320.000000.00000
922023.11.03 16:00modify280.100.650320.665320.63632
932023.11.08 12:00sell290.100.643270.000000.00000
942023.11.08 12:00modify290.100.643270.648920.63632
952023.11.08 12:00sell300.100.643270.000000.00000
962023.11.08 12:00modify300.100.643270.646120.63632
972023.11.08 12:00modify280.100.650320.646120.63632
982023.11.08 16:00modify290.100.643270.646120.63632
992023.11.10 00:00t/p280.100.636320.646120.63632140.7610576.73
1002023.11.10 00:00t/p290.100.636320.646120.6363269.9310646.67
1012023.11.10 00:00t/p300.100.636320.646120.6363269.9310716.60
1022023.11.14 16:00sell310.100.647930.000000.00000
1032023.11.14 16:00modify310.100.647930.662930.63393
1042023.11.28 04:00s/l310.100.662930.662930.63393-148.4910568.11
1052023.11.28 04:00sell320.100.661870.000000.00000
1062023.11.28 04:00modify320.100.661870.676870.64787
1072023.12.19 16:00s/l320.100.676870.676870.64787-147.7310420.39
1082023.12.27 16:00sell330.100.684960.000000.00000
1092023.12.27 16:00modify330.100.684960.699960.67096
1102023.12.29 23:59close at stop330.100.681080.699960.6709639.2310459.62