Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:00 (2023.03.01 - 2024.03.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 test6547Ticks modelled17025622Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2087.49Gross profit3181.29Gross loss-1093.80
Profit factor2.91Expected payoff29.82
Absolute drawdown244.15Maximal drawdown427.76 (3.42%)Relative drawdown3.71% (375.69)
Total trades70Short positions (won %)35 (60.00%)Long positions (won %)35 (60.00%)
Profit trades (% of total)42 (60.00%)Loss trades (% of total)28 (40.00%)
Largestprofit trade151.19loss trade-125.93
Averageprofit trade75.74loss trade-39.06
Maximumconsecutive wins (profit in money)13 (1076.15)consecutive losses (loss in money)4 (-205.73)
Maximalconsecutive profit (count of wins)1076.15 (13)consecutive loss (count of losses)-205.73 (4)
Averageconsecutive wins4consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.07 12:00buy10.100.666560.000000.00000
22023.03.07 12:00modify10.100.666560.654560.68156
32023.03.22 18:40buy20.100.674070.000000.00000
42023.03.22 18:40modify20.100.674070.668060.68156
52023.03.22 18:40modify10.100.666560.668060.68156
62023.03.22 18:47buy30.100.675570.000000.00000
72023.03.22 18:47modify30.100.675570.670310.68156
82023.03.22 18:47buy40.100.675570.000000.00000
92023.03.22 18:47modify40.100.675570.672560.68156
102023.03.22 18:47modify20.100.674070.672560.68156
112023.03.22 18:47modify10.100.666560.672560.68156
122023.03.22 18:47modify30.100.675570.672560.68156
132023.03.22 19:00s/l10.100.672560.672560.6815655.3210055.32
142023.03.22 19:00s/l20.100.672560.672560.68156-15.1010040.22
152023.03.22 19:00s/l30.100.672560.672560.68156-30.1010010.12
162023.03.22 19:00s/l40.100.672560.672560.68156-30.109980.02
172023.04.03 15:00sell50.100.678110.000000.00000
182023.04.03 15:00modify50.100.678110.690110.66311
192023.04.05 08:02sell60.100.670580.000000.00000
202023.04.05 08:02modify60.100.670580.676610.66311
212023.04.05 08:02modify50.100.678110.676610.66311
222023.04.05 09:20sell70.100.669100.000000.00000
232023.04.05 09:20modify70.100.669100.674360.66311
242023.04.05 09:20sell80.100.669100.000000.00000
252023.04.05 09:20modify80.100.669100.672110.66311
262023.04.05 09:20modify60.100.670580.672110.66311
272023.04.05 09:20modify50.100.678110.672110.66311
282023.04.05 09:20modify70.100.669100.672110.66311
292023.04.05 14:00s/l50.100.672110.672110.6631160.2210040.24
302023.04.05 14:00s/l60.100.672110.672110.66311-15.3010024.94
312023.04.05 14:00s/l70.100.672110.672110.66311-30.109994.84
322023.04.05 14:00s/l80.100.672110.672110.66311-30.109964.74
332023.04.13 14:00sell90.100.676730.000000.00000
342023.04.13 14:00modify90.100.676730.688730.66173
352023.04.17 01:16sell100.100.669220.000000.00000
362023.04.17 01:16modify100.100.669220.675230.66173
372023.04.17 01:16modify90.100.676730.675230.66173
382023.04.20 12:57s/l90.100.675230.675230.6617315.769980.50
392023.04.20 12:57s/l100.100.675230.675230.66173-59.569920.94
402023.04.25 14:00buy110.100.663470.000000.00000
412023.04.25 14:00modify110.100.663470.651470.67847
422023.05.02 05:14buy120.100.670970.000000.00000
432023.05.02 05:14modify120.100.670970.664970.67847
442023.05.02 05:14modify110.100.663470.664970.67847
452023.05.03 12:53s/l110.100.664970.664970.6784712.509933.44
462023.05.03 12:53s/l120.100.664970.664970.67847-60.319873.13
472023.05.24 08:00buy130.100.657300.000000.00000
482023.05.24 08:00modify130.100.657300.645300.67230
492023.06.06 04:30buy140.100.666350.000000.00000
502023.06.06 04:30modify140.100.666350.661050.67230
512023.06.06 04:30buy150.100.666350.000000.00000
522023.06.06 04:30modify150.100.666350.663300.67230
532023.06.06 04:30modify130.100.657300.663300.67230
542023.06.06 04:30modify140.100.666350.663300.67230
552023.06.06 12:39buy160.100.664810.000000.00000
562023.06.06 12:39modify160.100.664810.658800.67230
572023.06.06 12:39modify160.100.664810.663300.67230
582023.06.09 07:57t/p130.100.672300.663300.67230144.3910017.51
592023.06.09 07:57t/p140.100.672300.663300.6723057.9410075.46
602023.06.09 07:57t/p150.100.672300.663300.6723057.9410133.40
612023.06.09 07:57t/p160.100.672300.663300.6723073.3410206.74
622023.06.14 15:00sell170.100.682980.000000.00000
632023.06.14 15:00modify170.100.682980.694980.66798
642023.06.20 14:24sell180.100.675480.000000.00000
652023.06.20 14:24modify180.100.675480.681480.66798
662023.06.20 14:24modify170.100.682980.681480.66798
672023.06.23 01:40sell190.100.673980.000000.00000
682023.06.23 01:40modify190.100.673980.679230.66798
692023.06.23 01:40sell200.100.673980.000000.00000
702023.06.23 01:40modify200.100.673980.676980.66798
712023.06.23 01:40modify180.100.675480.676980.66798
722023.06.23 01:40modify170.100.682980.676980.66798
732023.06.23 01:40modify190.100.673980.676980.66798
742023.06.23 12:20t/p170.100.667980.676980.66798151.1910357.93
752023.06.23 12:20t/p180.100.667980.676980.6679875.5410433.47
762023.06.23 12:20t/p190.100.667980.676980.6679860.0010493.47
772023.06.23 12:20t/p200.100.667980.676980.6679860.0010553.47
782023.06.23 13:00buy210.100.667730.000000.00000
792023.06.23 13:00modify210.100.667730.655730.68273
802023.07.12 12:32buy220.100.675260.000000.00000
812023.07.12 12:32modify220.100.675260.669230.68273
822023.07.12 12:32modify210.100.667730.669230.68273
832023.07.12 13:30buy230.100.676760.000000.00000
842023.07.12 13:30modify230.100.676760.671480.68273
852023.07.12 13:30buy240.100.676760.000000.00000
862023.07.12 13:30modify240.100.676760.673730.68273
872023.07.12 13:30modify220.100.675260.673730.68273
882023.07.12 13:30modify210.100.667730.673730.68273
892023.07.12 13:30modify230.100.676760.673730.68273
902023.07.13 06:29t/p210.100.682730.673730.68273143.7610697.23
912023.07.13 06:29t/p220.100.682730.673730.6827373.7610770.99
922023.07.13 06:29t/p230.100.682730.673730.6827358.7610829.76
932023.07.13 06:29t/p240.100.682730.673730.6827358.7610888.52
942023.07.13 10:00sell250.100.685200.000000.00000
952023.07.13 10:00modify250.100.685200.697200.67020
962023.07.19 06:39sell260.100.677700.000000.00000
972023.07.19 06:39modify260.100.677700.683700.67020
982023.07.19 06:39modify250.100.685200.683700.67020
992023.07.19 10:41sell270.100.676190.000000.00000
1002023.07.19 10:41modify270.100.676190.681450.67020
1012023.07.19 10:41sell280.100.676190.000000.00000
1022023.07.19 10:41modify280.100.676190.679200.67020
1032023.07.19 10:41modify260.100.677700.679200.67020
1042023.07.19 10:41modify250.100.685200.679200.67020
1052023.07.19 10:41modify270.100.676190.679200.67020
1062023.07.20 01:02s/l250.100.679200.679200.6702060.7610949.28
1072023.07.20 01:02s/l260.100.679200.679200.67020-14.6810934.60
1082023.07.20 01:02s/l270.100.679200.679200.67020-29.7810904.83
1092023.07.20 01:02s/l280.100.679200.679200.67020-29.7810875.05
1102023.07.28 05:00buy290.100.665410.000000.00000
1112023.07.28 05:00modify290.100.665410.653410.68041
1122023.07.31 14:29buy300.100.672920.000000.00000
1132023.07.31 14:29modify300.100.672920.666910.68041
1142023.07.31 14:29modify290.100.665410.666910.68041
1152023.08.01 04:30s/l290.100.666910.666910.6804114.3810889.43
1162023.08.01 04:30s/l300.100.666910.666910.68041-60.4110829.02
1172023.08.01 08:00buy310.100.664700.000000.00000
1182023.08.01 08:00modify310.100.664700.652700.67970
1192023.08.02 14:48s/l310.100.652700.652700.67970-120.3110708.71
1202023.08.10 13:00sell320.100.658490.000000.00000
1212023.08.10 13:00modify320.100.658490.670490.64349
1222023.08.11 00:00sell330.100.650990.000000.00000
1232023.08.11 00:00modify330.100.650990.656990.64349
1242023.08.11 00:00modify320.100.658490.656990.64349
1252023.08.11 15:39sell340.100.649490.000000.00000
1262023.08.11 15:39modify340.100.649490.654740.64349
1272023.08.11 15:39sell350.100.649490.000000.00000
1282023.08.11 15:39modify350.100.649490.652490.64349
1292023.08.11 15:39modify330.100.650990.652490.64349
1302023.08.11 15:39modify320.100.658490.652490.64349
1312023.08.11 15:39modify340.100.649490.652490.64349
1322023.08.16 01:16t/p320.100.643490.652490.64349150.4310859.14
1332023.08.16 01:16t/p330.100.643490.652490.6434975.3210934.46
1342023.08.16 01:16t/p340.100.643490.652490.6434960.3210994.79
1352023.08.16 01:16t/p350.100.643490.652490.6434960.3211055.11
1362023.09.11 05:00sell360.100.643660.000000.00000
1372023.09.11 05:00modify360.100.643660.655660.62866
1382023.09.27 11:38sell370.100.636150.000000.00000
1392023.09.27 11:38modify370.100.636150.642160.62866
1402023.09.27 11:38modify360.100.643660.642160.62866
1412023.09.27 17:13sell380.100.634660.000000.00000
1422023.09.27 17:13modify380.100.634660.639910.62866
1432023.09.27 17:13sell390.100.634660.000000.00000
1442023.09.27 17:13modify390.100.634660.637660.62866
1452023.09.27 17:13modify370.100.636150.637660.62866
1462023.09.27 17:13modify360.100.643660.637660.62866
1472023.09.27 17:13modify380.100.634660.637660.62866
1482023.09.28 01:58s/l360.100.637660.637660.6286662.0611117.17
1492023.09.28 01:58s/l370.100.637660.637660.62866-14.7811102.39
1502023.09.28 01:58s/l380.100.637660.637660.62866-29.6811072.72
1512023.09.28 01:58s/l390.100.637660.637660.62866-29.6811043.04
1522023.09.29 07:00sell400.100.647370.000000.00000
1532023.09.29 07:00modify400.100.647370.659370.63237
1542023.10.02 05:36sell410.100.639860.000000.00000
1552023.10.02 05:36modify410.100.639860.645870.63237
1562023.10.02 05:36modify400.100.647370.645870.63237
1572023.10.02 13:08sell420.100.638360.000000.00000
1582023.10.02 13:08modify420.100.638360.643620.63237
1592023.10.02 13:08sell430.100.638360.000000.00000
1602023.10.02 13:08modify430.100.638360.641370.63237
1612023.10.02 13:08modify410.100.639860.641370.63237
1622023.10.02 13:08modify400.100.647370.641370.63237
1632023.10.02 13:08modify420.100.638360.641370.63237
1642023.10.03 04:17t/p400.100.632370.641370.63237150.2211193.26
1652023.10.03 04:17t/p410.100.632370.641370.6323775.0111268.27
1662023.10.03 04:17t/p420.100.632370.641370.6323760.0111328.28
1672023.10.03 04:17t/p430.100.632370.641370.6323760.0111388.28
1682023.10.03 05:00buy440.100.631980.000000.00000
1692023.10.03 05:00modify440.100.631980.619980.64698
1702023.10.06 15:40buy450.100.639500.000000.00000
1712023.10.06 15:40modify450.100.639500.633480.64698
1722023.10.06 15:40modify440.100.631980.633480.64698
1732023.10.09 18:07buy460.100.641000.000000.00000
1742023.10.09 18:07modify460.100.641000.635730.64698
1752023.10.09 18:07buy470.100.641000.000000.00000
1762023.10.09 18:07modify470.100.641000.637980.64698
1772023.10.09 18:07modify450.100.639500.637980.64698
1782023.10.09 18:07modify440.100.631980.637980.64698
1792023.10.09 18:07modify460.100.641000.637980.64698
1802023.10.12 12:40s/l440.100.637980.637980.6469856.5711444.85
1812023.10.12 12:40s/l450.100.637980.637980.64698-17.0711427.78
1822023.10.12 12:40s/l460.100.637980.637980.64698-31.7611396.02
1832023.10.12 12:40s/l470.100.637980.637980.64698-31.7611364.26
1842023.10.12 15:00buy480.100.634350.000000.00000
1852023.10.12 15:00modify480.100.634350.622350.64935
1862023.11.01 23:15buy490.100.641860.000000.00000
1872023.11.01 23:15modify490.100.641860.635850.64935
1882023.11.01 23:15modify480.100.634350.635850.64935
1892023.11.02 00:21buy500.100.643350.000000.00000
1902023.11.02 00:21modify500.100.643350.638100.64935
1912023.11.02 00:21buy510.100.643350.000000.00000
1922023.11.02 00:21modify510.100.643350.640350.64935
1932023.11.02 00:21modify490.100.641860.640350.64935
1942023.11.02 00:21modify480.100.634350.640350.64935
1952023.11.02 00:21modify500.100.643350.640350.64935
1962023.11.03 12:36t/p480.100.649350.640350.64935143.1411507.40
1972023.11.03 12:36t/p490.100.649350.640350.6493573.6511581.05
1982023.11.03 12:36t/p500.100.649350.640350.6493559.6911640.74
1992023.11.03 12:36t/p510.100.649350.640350.6493559.6911700.43
2002023.11.03 13:00sell520.100.649310.000000.00000
2012023.11.03 13:00modify520.100.649310.661310.63431
2022023.11.07 10:02sell530.100.641800.000000.00000
2032023.11.07 10:02modify530.100.641800.647810.63431
2042023.11.07 10:02modify520.100.649310.647810.63431
2052023.11.08 19:45sell540.100.640300.000000.00000
2062023.11.08 19:45modify540.100.640300.645560.63431
2072023.11.08 19:45sell550.100.640300.000000.00000
2082023.11.08 19:45modify550.100.640300.643310.63431
2092023.11.08 19:45modify530.100.641800.643310.63431
2102023.11.08 19:45modify520.100.649310.643310.63431
2112023.11.08 19:45modify540.100.640300.643310.63431
2122023.11.10 15:34t/p520.100.634310.643310.63431150.7611851.19
2132023.11.10 15:34t/p530.100.634310.643310.6343175.4411926.63
2142023.11.10 15:34t/p540.100.634310.643310.6343160.3311986.96
2152023.11.10 15:34t/p550.100.634310.643310.6343160.3312047.29
2162023.11.14 14:00sell560.100.644120.000000.00000
2172023.11.14 14:00modify560.100.644120.656120.62912
2182023.11.20 04:13s/l560.100.656120.656120.62912-119.3511927.94
2192023.12.05 04:00buy570.100.657830.000000.00000
2202023.12.05 04:00modify570.100.657830.645830.67283
2212023.12.13 19:20buy580.100.665340.000000.00000
2222023.12.13 19:20modify580.100.665340.659330.67283
2232023.12.13 19:20modify570.100.657830.659330.67283
2242023.12.13 19:42buy590.100.666840.000000.00000
2252023.12.13 19:42modify590.100.666840.661580.67283
2262023.12.13 19:42buy600.100.666840.000000.00000
2272023.12.13 19:42modify600.100.666840.663830.67283
2282023.12.13 19:42modify580.100.665340.663830.67283
2292023.12.13 19:42modify570.100.657830.663830.67283
2302023.12.13 19:42modify590.100.666840.663830.67283
2312023.12.18 09:07t/p570.100.672830.663830.67283145.9512073.89
2322023.12.18 09:07t/p580.100.672830.663830.6728373.3412147.23
2332023.12.18 09:07t/p590.100.672830.663830.6728358.3412205.57
2342023.12.18 09:07t/p600.100.672830.663830.6728358.3412263.91
2352023.12.19 15:00sell610.100.676490.000000.00000
2362023.12.19 15:00modify610.100.676490.688490.66149
2372024.01.05 06:43sell620.100.668990.000000.00000
2382024.01.05 06:43modify620.100.668990.674990.66149
2392024.01.05 06:43modify610.100.676490.674990.66149
2402024.01.05 13:30sell630.100.667250.000000.00000
2412024.01.05 13:30modify630.100.667250.672740.66149
2422024.01.05 13:30sell640.100.667250.000000.00000
2432024.01.05 13:30modify640.100.667250.670490.66149
2442024.01.05 13:30modify620.100.668990.670490.66149
2452024.01.05 13:30modify610.100.676490.670490.66149
2462024.01.05 13:30modify630.100.667250.670490.66149
2472024.01.05 14:06s/l610.100.670490.670490.6614962.0612325.96
2482024.01.05 14:06s/l620.100.670490.670490.66149-15.0012310.96
2492024.01.05 14:06s/l630.100.670490.670490.66149-32.4012278.56
2502024.01.05 14:06s/l640.100.670490.670490.66149-32.4012246.16
2512024.01.16 04:00buy650.100.661540.000000.00000
2522024.01.16 04:00modify650.100.661540.649540.67654
2532024.02.04 23:13s/l650.100.649540.649540.67654-125.9312120.24
2542024.02.08 13:00buy660.100.649550.000000.00000
2552024.02.08 13:00modify660.100.649550.637550.66455
2562024.02.20 13:42buy670.100.657060.000000.00000
2572024.02.20 13:42modify670.100.657060.651050.66455
2582024.02.20 13:42modify660.100.649550.651050.66455
2592024.02.22 07:29buy680.100.658550.000000.00000
2602024.02.22 07:29modify680.100.658550.653300.66455
2612024.02.22 07:29buy690.100.658550.000000.00000
2622024.02.22 07:29modify690.100.658550.655550.66455
2632024.02.22 07:29modify670.100.657060.655550.66455
2642024.02.22 07:29modify660.100.649550.655550.66455
2652024.02.22 07:29modify680.100.658550.655550.66455
2662024.02.22 13:30s/l660.100.655550.655550.6645555.6312175.87
2672024.02.22 13:30s/l670.100.655550.655550.66455-16.3512159.52
2682024.02.22 13:30s/l680.100.655550.655550.66455-30.0012129.52
2692024.02.22 13:30s/l690.100.655550.655550.66455-30.0012099.52
2702024.02.28 07:00buy700.100.651080.000000.00000
2712024.02.28 07:00modify700.100.651080.639080.66608
2722024.02.29 23:59close at stop700.100.649970.639080.66608-12.0412087.49