Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test1914Ticks modelled26833988Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1112.73Gross profit1294.52Gross loss-181.79
Profit factor7.12Expected payoff37.09
Absolute drawdown44.43Maximal drawdown216.44 (1.99%)Relative drawdown1.99% (216.44)
Total trades30Short positions (won %)16 (81.25%)Long positions (won %)14 (85.71%)
Profit trades (% of total)25 (83.33%)Loss trades (% of total)5 (16.67%)
Largestprofit trade104.43loss trade-41.07
Averageprofit trade51.78loss trade-36.36
Maximumconsecutive wins (profit in money)13 (660.48)consecutive losses (loss in money)2 (-62.09)
Maximalconsecutive profit (count of wins)660.48 (13)consecutive loss (count of losses)-62.09 (2)
Averageconsecutive wins8consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.01 08:00sell10.1090.7770.0000.000
22023.05.01 08:00modify10.1090.77791.37789.277
32023.05.02 04:30s/l10.1091.37791.37789.277-41.079958.93
42023.05.02 12:00sell20.1092.0430.0000.000
52023.05.02 12:00modify20.1092.04392.64390.543
62023.05.02 14:24sell30.1091.2850.0000.000
72023.05.02 14:24modify30.1091.28591.96890.543
82023.05.02 14:24modify20.1092.04391.96890.543
92023.05.02 14:37sell40.1091.1430.0000.000
102023.05.02 14:37modify40.1091.14391.66890.543
112023.05.02 14:37modify30.1091.28591.66890.543
122023.05.02 14:37modify20.1092.04391.66890.543
132023.05.02 21:04sell50.1090.8320.0000.000
142023.05.02 21:04modify50.1090.83291.51890.543
152023.05.02 21:04modify40.1091.14391.51890.543
162023.05.02 21:04modify30.1091.28591.51890.543
172023.05.02 21:04modify20.1092.04391.51890.543
182023.05.03 07:05t/p20.1090.54391.51890.54399.7610058.69
192023.05.03 07:05t/p30.1090.54391.51890.54348.9310107.62
202023.05.03 07:05t/p40.1090.54391.51890.54339.4110147.03
212023.05.03 07:05t/p50.1090.54391.51890.54318.5510165.58
222023.07.07 12:00buy60.1095.0730.0000.000
232023.07.07 12:00modify60.1095.07394.47396.573
242023.07.10 09:13s/l60.1094.47394.47396.573-39.7910125.79
252023.07.11 16:00buy70.1093.6510.0000.000
262023.07.11 16:00modify70.1093.65193.05195.151
272023.07.13 03:54buy80.1094.4010.0000.000
282023.07.13 03:54modify80.1094.40193.72695.151
292023.07.13 03:54modify70.1093.65193.72695.151
302023.07.13 05:43buy90.1094.5520.0000.000
312023.07.13 05:43modify90.1094.55294.02695.151
322023.07.13 05:43modify80.1094.40194.02695.151
332023.07.13 05:43modify70.1093.65194.02695.151
342023.07.13 09:25buy100.1094.8510.0000.000
352023.07.13 09:25modify100.1094.85194.17695.151
362023.07.13 09:25modify90.1094.55294.17695.151
372023.07.13 09:25modify80.1094.40194.17695.151
382023.07.13 09:25modify70.1093.65194.17695.151
392023.07.13 12:45t/p70.1095.15194.17695.151102.5510228.34
402023.07.13 12:45t/p80.1095.15194.17695.15150.3310278.67
412023.07.13 12:45t/p90.1095.15194.17695.15140.2010318.87
422023.07.13 12:45t/p100.1095.15194.17695.15120.1310339.00
432023.08.03 12:00buy110.1093.3270.0000.000
442023.08.03 12:00modify110.1093.32792.72794.827
452023.08.09 07:57buy120.1094.0770.0000.000
462023.08.09 07:57modify120.1094.07793.40294.827
472023.08.09 07:57modify110.1093.32793.40294.827
482023.08.10 04:07buy130.1094.2270.0000.000
492023.08.10 04:07modify130.1094.22793.70294.827
502023.08.10 04:07modify120.1094.07793.70294.827
512023.08.10 04:07modify110.1093.32793.70294.827
522023.08.10 12:03buy140.1094.5290.0000.000
532023.08.10 12:03modify140.1094.52993.85294.827
542023.08.10 12:03modify130.1094.22793.85294.827
552023.08.10 12:03modify120.1094.07793.85294.827
562023.08.10 12:03modify110.1093.32793.85294.827
572023.08.10 13:37t/p110.1094.82793.85294.827103.9710442.97
582023.08.10 13:37t/p120.1094.82793.85294.82751.7510494.72
592023.08.10 13:37t/p130.1094.82793.85294.82740.2710534.99
602023.08.10 13:37t/p140.1094.82793.85294.82720.0010554.99
612023.09.29 08:00sell150.1096.3870.0000.000
622023.09.29 08:00modify150.1096.38796.98794.887
632023.10.02 13:09sell160.1095.6350.0000.000
642023.10.02 13:09modify160.1095.63596.31294.887
652023.10.02 13:09modify150.1096.38796.31294.887
662023.10.02 14:00sell170.1095.4870.0000.000
672023.10.02 14:00modify170.1095.48796.01294.887
682023.10.02 14:00modify160.1095.63596.01294.887
692023.10.02 14:00modify150.1096.38796.01294.887
702023.10.03 01:29sell180.1095.1870.0000.000
712023.10.03 01:29modify180.1095.18795.86294.887
722023.10.03 01:29modify170.1095.48795.86294.887
732023.10.03 01:29modify160.1095.63595.86294.887
742023.10.03 01:29modify150.1096.38795.86294.887
752023.10.03 04:17t/p150.1094.88795.86294.88798.9310653.92
762023.10.03 04:17t/p160.1094.88795.86294.88749.3310703.25
772023.10.03 04:17t/p170.1094.88795.86294.88739.4110742.66
782023.10.03 04:17t/p180.1094.88795.86294.88720.1210762.78
792023.11.06 08:00sell190.1097.4070.0000.000
802023.11.06 08:00modify190.1097.40798.00795.907
812023.11.07 05:29sell200.1096.6560.0000.000
822023.11.07 05:29modify200.1096.65697.33295.907
832023.11.07 05:29modify190.1097.40797.33295.907
842023.11.07 11:16sell210.1096.5070.0000.000
852023.11.07 11:16modify210.1096.50797.03295.907
862023.11.07 11:16modify200.1096.65697.03295.907
872023.11.07 11:16modify190.1097.40797.03295.907
882023.11.08 02:18s/l190.1097.03297.03295.90723.4910786.27
892023.11.08 02:18s/l200.1097.03297.03295.907-26.0510760.22
902023.11.08 02:18s/l210.1097.03297.03295.907-36.0410724.18
912023.12.27 12:00sell220.1097.5020.0000.000
922023.12.27 12:00modify220.1097.50298.10296.002
932023.12.28 04:38sell230.1096.7510.0000.000
942023.12.28 04:38modify230.1096.75197.42796.002
952023.12.28 04:38modify220.1097.50297.42796.002
962023.12.28 04:46sell240.1096.6010.0000.000
972023.12.28 04:46modify240.1096.60197.12796.002
982023.12.28 04:46modify230.1096.75197.12796.002
992023.12.28 04:46modify220.1097.50297.12796.002
1002023.12.28 08:56sell250.1096.3010.0000.000
1012023.12.28 08:56modify250.1096.30196.97796.002
1022023.12.28 08:56modify240.1096.60196.97796.002
1032023.12.28 08:56modify230.1096.75196.97796.002
1042023.12.28 08:56modify220.1097.50296.97796.002
1052023.12.29 21:57t/p220.1096.00296.97796.00297.2710821.45
1062023.12.29 21:57t/p230.1096.00296.97796.00249.3910870.84
1072023.12.29 21:57t/p240.1096.00296.97796.00239.3310910.17
1082023.12.29 21:57t/p250.1096.00296.97796.00219.2210929.39
1092024.02.01 16:00buy260.1095.7790.0000.000
1102024.02.01 16:00modify260.1095.77995.17997.279
1112024.02.02 02:06buy270.1096.5300.0000.000
1122024.02.02 02:06modify270.1096.53095.85497.279
1132024.02.02 02:06modify260.1095.77995.85497.279
1142024.02.02 07:17buy280.1096.6790.0000.000
1152024.02.02 07:17modify280.1096.67996.15497.279
1162024.02.02 07:17modify270.1096.53096.15497.279
1172024.02.02 07:17modify260.1095.77996.15497.279
1182024.02.08 06:42buy290.1096.9790.0000.000
1192024.02.08 06:42modify290.1096.97996.30497.279
1202024.02.08 06:42modify280.1096.67996.30497.279
1212024.02.08 06:42modify270.1096.53096.30497.279
1222024.02.08 06:42modify260.1095.77996.30497.279
1232024.02.09 08:39t/p260.1097.27996.30497.279104.4311033.83
1242024.02.09 08:39t/p270.1097.27996.30497.27953.5711087.40
1252024.02.09 08:39t/p280.1097.27996.30497.27943.5711130.97
1262024.02.09 08:39t/p290.1097.27996.30497.27920.6011151.57
1272024.02.28 16:00buy300.1097.9620.0000.000
1282024.02.28 16:00modify300.1097.96297.36299.462
1292024.02.29 09:13s/l300.1097.36297.36299.462-38.8411112.73