Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=90; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 test2615Ticks modelled4230Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit706.28Gross profit947.16Gross loss-240.89
Profit factor3.93Expected payoff39.24
Absolute drawdown58.06Maximal drawdown141.83 (1.38%)Relative drawdown1.38% (141.83)
Total trades18Short positions (won %)12 (83.33%)Long positions (won %)6 (66.67%)
Profit trades (% of total)14 (77.78%)Loss trades (% of total)4 (22.22%)
Largestprofit trade91.73loss trade-90.31
Averageprofit trade67.65loss trade-60.22
Maximumconsecutive wins (profit in money)6 (449.49)consecutive losses (loss in money)1 (-90.31)
Maximalconsecutive profit (count of wins)449.49 (6)consecutive loss (count of losses)-90.31 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 12:00sell10.100.670050.000000.00000
22023.05.02 12:00modify10.100.670050.679050.66105
32023.05.04 00:00sell20.100.664150.000000.00000
42023.05.04 00:00modify20.100.664150.666900.66105
52023.05.04 00:00modify10.100.670050.666900.66105
62023.05.04 04:00s/l10.100.666900.666900.6610531.9310031.93
72023.05.04 04:00s/l20.100.666900.666900.66105-27.5010004.43
82023.05.05 08:00sell30.100.673100.000000.00000
92023.05.05 08:00modify30.100.673100.682100.66410
102023.05.11 16:00sell40.100.669230.000000.00000
112023.05.11 16:00modify40.100.669230.672650.66410
122023.05.11 16:00modify30.100.673100.672650.66410
132023.05.12 20:00t/p30.100.664100.672650.6641090.7610095.19
142023.05.12 20:00t/p40.100.664100.672650.6641051.4110146.60
152023.05.31 12:00buy50.100.647950.000000.00000
162023.05.31 12:00modify50.100.647950.638950.65695
172023.06.01 04:00buy60.100.651710.000000.00000
182023.06.01 04:00modify60.100.651710.648400.65695
192023.06.01 04:00modify50.100.647950.648400.65695
202023.06.01 16:00t/p50.100.656950.648400.6569589.0610235.66
212023.06.01 16:00t/p60.100.656950.648400.6569552.4010288.06
222023.06.02 08:00sell70.100.660990.000000.00000
232023.06.02 08:00modify70.100.660990.669990.65199
242023.06.07 12:00s/l70.100.669990.669990.65199-89.6810198.39
252023.08.03 12:00buy80.100.653110.000000.00000
262023.08.03 12:00modify80.100.653110.644110.66211
272023.08.09 08:00buy90.100.656900.000000.00000
282023.08.09 08:00modify90.100.656900.653560.66211
292023.08.09 08:00modify80.100.653110.653560.66211
302023.08.09 16:00s/l80.100.653560.653560.662113.2510201.64
312023.08.09 16:00s/l90.100.653560.653560.66211-33.4010168.24
322023.08.24 04:00sell100.100.647980.000000.00000
332023.08.24 04:00modify100.100.647980.656980.63898
342023.08.24 16:00sell110.100.642420.000000.00000
352023.08.24 16:00modify110.100.642420.645730.63898
362023.08.24 16:00modify100.100.647980.645730.63898
372023.08.25 16:00t/p100.100.638980.645730.6389890.1110258.35
382023.08.25 16:00t/p110.100.638980.645730.6389834.5110292.86
392023.09.11 12:00sell120.100.643040.000000.00000
402023.09.11 12:00modify120.100.643040.652040.63404
412023.09.27 00:00sell130.100.639300.000000.00000
422023.09.27 00:00modify130.100.639300.642590.63404
432023.09.27 00:00modify120.100.643040.642590.63404
442023.09.27 20:00t/p120.100.634040.642590.6340491.7310384.59
452023.09.27 20:00t/p130.100.634040.642590.6340452.6010437.19
462023.10.24 12:00sell140.100.636350.000000.00000
472023.10.24 12:00modify140.100.636350.645350.62735
482023.10.26 04:00t/p140.100.627350.645350.6273590.4310527.62
492023.11.06 04:00sell150.100.651160.000000.00000
502023.11.06 04:00modify150.100.651160.660160.64216
512023.11.07 12:00t/p150.100.642160.660160.6421690.1110617.73
522024.01.16 08:00buy160.100.661990.000000.00000
532024.01.16 08:00modify160.100.661990.652990.67099
542024.01.17 16:00s/l160.100.652990.652990.67099-90.3110527.42
552024.03.19 12:00buy170.100.652150.000000.00000
562024.03.19 12:00modify170.100.652150.643150.66115
572024.03.21 04:00t/p170.100.661150.643150.6611588.7510616.17
582024.04.29 08:00sell180.100.656290.000000.00000
592024.04.29 08:00modify180.100.656290.665290.64729
602024.04.30 23:59t/p180.100.647290.665290.6472990.1110706.28