Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 test7248Ticks modelled13496Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2482.40Gross profit3894.51Gross loss-1412.11
Profit factor2.76Expected payoff37.61
Absolute drawdown25.66Maximal drawdown303.55 (2.56%)Relative drawdown2.56% (303.55)
Total trades66Short positions (won %)27 (70.37%)Long positions (won %)39 (58.97%)
Profit trades (% of total)42 (63.64%)Loss trades (% of total)24 (36.36%)
Largestprofit trade151.41loss trade-104.37
Averageprofit trade92.73loss trade-58.84
Maximumconsecutive wins (profit in money)8 (806.35)consecutive losses (loss in money)3 (-229.10)
Maximalconsecutive profit (count of wins)806.35 (8)consecutive loss (count of losses)-229.10 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 15:00buy10.100.666400.000000.00000
22023.05.02 15:00modify10.100.666400.656400.68140
32023.05.05 11:00buy20.100.673230.000000.00000
42023.05.05 11:00modify20.100.673230.667150.68140
52023.05.05 11:00buy30.100.673230.000000.00000
62023.05.05 11:00modify30.100.673230.670150.68140
72023.05.05 11:00modify10.100.666400.670150.68140
82023.05.05 12:00modify20.100.673230.670150.68140
92023.05.05 13:00s/l10.100.670150.670150.6814035.9410035.94
102023.05.05 13:00s/l20.100.670150.670150.68140-30.8010005.14
112023.05.05 13:00s/l30.100.670150.670150.68140-30.809974.34
122023.05.10 13:00sell40.100.681400.000000.00000
132023.05.10 13:00modify40.100.681400.691400.66640
142023.05.11 07:00sell50.100.674350.000000.00000
152023.05.11 07:00modify50.100.674350.680650.66640
162023.05.11 07:00sell60.100.674350.000000.00000
172023.05.11 07:00modify60.100.674350.677650.66640
182023.05.11 07:00modify40.100.681400.677650.66640
192023.05.11 08:00modify50.100.674350.677650.66640
202023.05.11 14:00sell70.100.670080.000000.00000
212023.05.11 14:00modify70.100.670080.676150.66640
222023.05.11 14:00modify60.100.674350.676150.66640
232023.05.11 14:00modify50.100.674350.676150.66640
242023.05.11 14:00modify40.100.681400.676150.66640
252023.05.12 15:00t/p40.100.666400.676150.66640150.4310124.77
262023.05.12 15:00t/p50.100.666400.676150.6664079.6110204.38
272023.05.12 15:00t/p60.100.666400.676150.6664079.6110283.99
282023.05.12 15:00t/p70.100.666400.676150.6664036.9110320.90
292023.05.12 15:00buy80.100.665430.000000.00000
302023.05.12 15:00modify80.100.665430.655430.68043
312023.05.24 14:00s/l80.100.655430.655430.68043-103.1210217.78
322023.05.24 15:00buy90.100.653980.000000.00000
332023.05.24 15:00modify90.100.653980.643980.66898
342023.06.05 02:00buy100.100.660770.000000.00000
352023.06.05 02:00modify100.100.660770.654730.66898
362023.06.05 02:00buy110.100.660770.000000.00000
372023.06.05 02:00modify110.100.660770.657730.66898
382023.06.05 02:00modify90.100.653980.657730.66898
392023.06.05 03:00modify100.100.660770.657730.66898
402023.06.07 09:00t/p90.100.668980.657730.66898145.6310363.41
412023.06.07 09:00t/p100.100.668980.657730.6689881.4810444.89
422023.06.07 09:00t/p110.100.668980.657730.6689881.4810526.36
432023.06.07 16:00buy120.100.666220.000000.00000
442023.06.07 16:00modify120.100.666220.656220.68122
452023.06.09 12:00buy130.100.672970.000000.00000
462023.06.09 12:00modify130.100.672970.666970.68122
472023.06.09 12:00buy140.100.672970.000000.00000
482023.06.09 12:00modify140.100.672970.669970.68122
492023.06.09 12:00modify120.100.666220.669970.68122
502023.06.09 13:00modify130.100.672970.669970.68122
512023.06.14 14:00t/p120.100.681220.669970.68122147.8210674.18
522023.06.14 14:00t/p130.100.681220.669970.6812281.5610755.75
532023.06.14 14:00t/p140.100.681220.669970.6812281.5610837.31
542023.06.14 14:00sell150.100.681620.000000.00000
552023.06.14 14:00modify150.100.681620.691620.66662
562023.06.23 13:00t/p150.100.666620.691620.66662151.1910988.50
572023.06.28 13:00buy160.100.660820.000000.00000
582023.06.28 13:00modify160.100.660820.650820.67582
592023.07.04 00:00buy170.100.667660.000000.00000
602023.07.04 00:00modify170.100.667660.661570.67582
612023.07.04 00:00buy180.100.667660.000000.00000
622023.07.04 00:00modify180.100.667660.664570.67582
632023.07.04 00:00modify160.100.660820.664570.67582
642023.07.04 01:00modify170.100.667660.664570.67582
652023.07.04 05:00s/l160.100.664570.664570.6758235.6311024.13
662023.07.04 05:00s/l170.100.664570.664570.67582-30.9010993.23
672023.07.04 05:00s/l180.100.664570.664570.67582-30.9010962.33
682023.07.06 13:00buy190.100.664200.000000.00000
692023.07.06 13:00modify190.100.664200.654200.67920
702023.07.12 15:00t/p190.100.679200.654200.67920148.7511111.08
712023.07.13 14:00sell200.100.688850.000000.00000
722023.07.13 14:00modify200.100.688850.698850.67385
732023.07.20 07:00sell210.100.682020.000000.00000
742023.07.20 07:00modify210.100.682020.688100.67385
752023.07.20 07:00sell220.100.682020.000000.00000
762023.07.20 07:00modify220.100.682020.685100.67385
772023.07.20 07:00modify200.100.688850.685100.67385
782023.07.20 08:00modify210.100.682020.685100.67385
792023.07.20 17:00sell230.100.677300.000000.00000
802023.07.20 17:00modify230.100.677300.683600.67385
812023.07.20 17:00modify220.100.682020.683600.67385
822023.07.20 17:00modify210.100.682020.683600.67385
832023.07.20 17:00modify200.100.688850.683600.67385
842023.07.21 12:00t/p200.100.673850.683600.67385150.8711261.95
852023.07.21 12:00t/p210.100.673850.683600.6738581.8111343.76
862023.07.21 12:00t/p220.100.673850.683600.6738581.8111425.56
872023.07.21 12:00t/p230.100.673850.683600.6738534.6111460.17
882023.07.21 12:00buy240.100.673650.000000.00000
892023.07.21 12:00modify240.100.673650.663650.68865
902023.07.28 08:00s/l240.100.663650.663650.68865-102.1811357.99
912023.07.31 15:00sell250.100.673760.000000.00000
922023.07.31 15:00modify250.100.673760.683760.65876
932023.08.02 05:00t/p250.100.658760.683760.65876150.2211508.20
942023.08.02 15:00buy260.100.654220.000000.00000
952023.08.02 15:00modify260.100.654220.644220.66922
962023.08.16 01:00s/l260.100.644220.644220.66922-104.3711403.84
972023.08.17 11:00sell270.100.642950.000000.00000
982023.08.17 11:00modify270.100.642950.652950.62795
992023.09.06 02:00sell280.100.636010.000000.00000
1002023.09.06 02:00modify280.100.636010.642200.62795
1012023.09.06 02:00sell290.100.636010.000000.00000
1022023.09.06 02:00modify290.100.636010.639200.62795
1032023.09.06 02:00modify270.100.642950.639200.62795
1042023.09.06 03:00modify280.100.636010.639200.62795
1052023.09.06 06:00s/l270.100.639200.639200.6279539.4511443.29
1062023.09.06 06:00s/l280.100.639200.639200.62795-31.9011411.39
1072023.09.06 06:00s/l290.100.639200.639200.62795-31.9011379.49
1082023.09.27 18:00buy300.100.634360.000000.00000
1092023.09.27 18:00modify300.100.634360.624360.64936
1102023.09.29 10:00t/p300.100.649360.624360.64936148.7511528.24
1112023.09.29 10:00sell310.100.649350.000000.00000
1122023.09.29 10:00modify310.100.649350.659350.63435
1132023.10.03 03:00t/p310.100.634350.659350.63435150.2211678.45
1142023.10.06 13:00buy320.100.632820.000000.00000
1152023.10.06 13:00modify320.100.632820.622820.64782
1162023.10.06 19:00buy330.100.639810.000000.00000
1172023.10.06 19:00modify330.100.639810.633570.64782
1182023.10.06 19:00buy340.100.639810.000000.00000
1192023.10.06 19:00modify340.100.639810.636570.64782
1202023.10.06 19:00modify320.100.632820.636570.64782
1212023.10.06 20:00modify330.100.639810.636570.64782
1222023.10.08 21:00s/l320.100.636570.636570.6478237.5011715.95
1232023.10.08 21:00s/l330.100.636570.636570.64782-32.4011683.55
1242023.10.08 21:00s/l340.100.636570.636570.64782-32.4011651.15
1252023.10.09 18:00sell350.100.640110.000000.00000
1262023.10.09 18:00modify350.100.640110.650110.62511
1272023.10.12 16:00sell360.100.633300.000000.00000
1282023.10.12 16:00modify360.100.633300.639360.62511
1292023.10.12 16:00sell370.100.633300.000000.00000
1302023.10.12 16:00modify370.100.633300.636360.62511
1312023.10.12 16:00modify350.100.640110.636360.62511
1322023.10.12 17:00modify360.100.633300.636360.62511
1332023.10.13 16:00sell380.100.628860.000000.00000
1342023.10.13 16:00modify380.100.628860.634860.62511
1352023.10.13 16:00modify370.100.633300.634860.62511
1362023.10.13 16:00modify360.100.633300.634860.62511
1372023.10.13 16:00modify350.100.640110.634860.62511
1382023.10.17 01:00s/l350.100.634860.634860.6251153.3711704.52
1392023.10.17 01:00s/l360.100.634860.634860.62511-15.2811689.24
1402023.10.17 01:00s/l370.100.634860.634860.62511-15.2811673.97
1412023.10.17 01:00s/l380.100.634860.634860.62511-59.7811614.19
1422023.10.18 15:00buy390.100.634480.000000.00000
1432023.10.18 15:00modify390.100.634480.624480.64948
1442023.11.02 13:00buy400.100.645760.000000.00000
1452023.11.02 13:00modify400.100.645760.639730.64948
1462023.11.02 13:00modify390.100.634480.639730.64948
1472023.11.03 13:00t/p390.100.649480.639730.64948144.3911758.57
1482023.11.03 13:00t/p400.100.649480.639730.6494836.8911795.46
1492023.11.03 13:00sell410.100.649310.000000.00000
1502023.11.03 13:00modify410.100.649310.659310.63431
1512023.11.07 08:00sell420.100.642320.000000.00000
1522023.11.07 08:00modify420.100.642320.648560.63431
1532023.11.07 08:00sell430.100.642320.000000.00000
1542023.11.07 08:00modify430.100.642320.645560.63431
1552023.11.07 08:00modify410.100.649310.645560.63431
1562023.11.07 09:00modify420.100.642320.645560.63431
1572023.11.10 16:00t/p410.100.634310.645560.63431150.7611946.22
1582023.11.10 16:00t/p420.100.634310.645560.6343180.6412026.86
1592023.11.10 16:00t/p430.100.634310.645560.6343180.6412107.50
1602023.11.14 14:00sell440.100.644120.000000.00000
1612023.11.14 14:00modify440.100.644120.654120.62912
1622023.11.15 14:00s/l440.100.654120.654120.62912-99.8912007.61
1632023.11.16 17:00buy450.100.646490.000000.00000
1642023.11.16 17:00modify450.100.646490.636490.66149
1652023.11.27 06:00buy460.100.657810.000000.00000
1662023.11.27 06:00modify460.100.657810.651740.66149
1672023.11.27 06:00modify450.100.646490.651740.66149
1682023.11.28 02:00t/p450.100.661490.651740.66149146.8812154.49
1692023.11.28 02:00t/p460.100.661490.651740.6614936.4912190.98
1702023.11.28 17:00sell470.100.666310.000000.00000
1712023.11.28 17:00modify470.100.666310.676310.65131
1722023.12.05 15:00sell480.100.654990.000000.00000
1732023.12.05 15:00modify480.100.654990.661060.65131
1742023.12.05 15:00modify470.100.666310.661060.65131
1752023.12.07 18:00s/l470.100.661060.661060.6513153.6912244.67
1762023.12.07 18:00s/l480.100.661060.661060.65131-60.2712184.40
1772023.12.08 17:00buy490.100.656990.000000.00000
1782023.12.08 17:00modify490.100.656990.646990.67199
1792023.12.14 04:00t/p490.100.671990.646990.67199148.1312332.53
1802023.12.15 14:00buy500.100.667400.000000.00000
1812023.12.15 14:00modify500.100.667400.657400.68240
1822023.12.21 00:00buy510.100.674250.000000.00000
1832023.12.21 00:00modify510.100.674250.668150.68240
1842023.12.21 00:00buy520.100.674250.000000.00000
1852023.12.21 00:00modify520.100.674250.671150.68240
1862023.12.21 00:00modify500.100.667400.671150.68240
1872023.12.21 01:00modify510.100.674250.671150.68240
1882023.12.21 15:00buy530.100.678730.000000.00000
1892023.12.21 15:00modify530.100.678730.672650.68240
1902023.12.21 15:00modify520.100.674250.672650.68240
1912023.12.21 15:00modify510.100.674250.672650.68240
1922023.12.21 15:00modify500.100.667400.672650.68240
1932023.12.22 15:00t/p500.100.682400.672650.68240147.8212480.34
1942023.12.22 15:00t/p510.100.682400.672650.6824081.1912561.53
1952023.12.22 15:00t/p520.100.682400.672650.6824081.1912642.72
1962023.12.22 15:00t/p530.100.682400.672650.6824036.3912679.11
1972023.12.29 10:00buy540.100.680710.000000.00000
1982023.12.29 10:00modify540.100.680710.670710.69571
1992024.01.03 15:00s/l540.100.670710.670710.69571-100.9412578.17
2002024.01.04 15:00buy550.100.670340.000000.00000
2012024.01.04 15:00modify550.100.670340.660340.68534
2022024.01.16 10:00s/l550.100.660340.660340.68534-103.1212475.05
2032024.01.31 15:00sell560.100.661530.000000.00000
2042024.01.31 15:00modify560.100.661530.671530.64653
2052024.02.05 03:00sell570.100.650150.000000.00000
2062024.02.05 03:00modify570.100.650150.656280.64653
2072024.02.05 03:00modify560.100.661530.656280.64653
2082024.02.13 15:00t/p560.100.646530.656280.64653151.4112626.46
2092024.02.13 15:00t/p570.100.646530.656280.6465337.0712663.53
2102024.02.22 16:00buy580.100.654800.000000.00000
2112024.02.22 16:00modify580.100.654800.644800.66980
2122024.03.11 06:00buy590.100.661640.000000.00000
2132024.03.11 06:00modify590.100.661640.655550.66980
2142024.03.11 06:00buy600.100.661640.000000.00000
2152024.03.11 06:00modify600.100.661640.658550.66980
2162024.03.11 06:00modify580.100.654800.658550.66980
2172024.03.11 07:00modify590.100.661640.658550.66980
2182024.03.12 13:00s/l580.100.658550.658550.6698032.2012695.72
2192024.03.12 13:00s/l590.100.658550.658550.66980-31.2112664.51
2202024.03.12 13:00s/l600.100.658550.658550.66980-31.2112633.30
2212024.03.14 15:00buy610.100.658910.000000.00000
2222024.03.14 15:00modify610.100.658910.648910.67391
2232024.03.28 10:00s/l610.100.648910.648910.67391-104.3712528.93
2242024.04.01 16:00buy620.100.648550.000000.00000
2252024.04.01 16:00modify620.100.648550.638550.66355
2262024.04.04 09:00buy630.100.659950.000000.00000
2272024.04.04 09:00modify630.100.659950.653800.66355
2282024.04.04 09:00modify620.100.648550.653800.66355
2292024.04.09 14:00t/p620.100.663550.653800.66355147.5012676.44
2302024.04.09 14:00t/p630.100.663550.653800.6635535.0612711.50
2312024.04.10 13:00buy640.100.655800.000000.00000
2322024.04.10 13:00modify640.100.655800.645800.67080
2332024.04.12 18:00s/l640.100.645800.645800.67080-101.2512610.25
2342024.04.23 14:00sell650.100.648140.000000.00000
2352024.04.23 14:00modify650.100.648140.658140.63314
2362024.04.29 05:00s/l650.100.658140.658140.63314-99.3512510.90
2372024.04.30 13:00buy660.100.650280.000000.00000
2382024.04.30 13:00modify660.100.650280.640280.66528
2392024.04.30 23:59close at stop660.100.647430.640280.66528-28.5012482.40