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 20:00 (2023.05.01 - 2024.05.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=100; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 test1915Ticks modelled15690611Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1657.51Gross profit2644.12Gross loss-986.61
Profit factor2.68Expected payoff24.02
Absolute drawdown126.78Maximal drawdown303.53 (2.87%)Relative drawdown2.87% (303.53)
Total trades69Short positions (won %)35 (60.00%)Long positions (won %)34 (70.59%)
Profit trades (% of total)45 (65.22%)Loss trades (% of total)24 (34.78%)
Largestprofit trade130.97loss trade-105.61
Averageprofit trade58.76loss trade-41.11
Maximumconsecutive wins (profit in money)13 (955.13)consecutive losses (loss in money)3 (-150.70)
Maximalconsecutive profit (count of wins)955.13 (13)consecutive loss (count of losses)-204.75 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 12:00sell10.100.670050.000000.00000
22023.05.02 12:00modify10.100.670050.680050.65705
32023.05.03 23:09sell20.100.664180.000000.00000
42023.05.03 23:09modify20.100.664180.666800.65705
52023.05.03 23:09sell30.100.664180.000000.00000
62023.05.03 23:09modify30.100.664180.666800.65705
72023.05.03 23:09modify10.100.670050.666800.65705
82023.05.04 01:31s/l10.100.666800.666800.6570532.9310032.93
92023.05.04 01:31s/l20.100.666800.666800.65705-25.8810007.06
102023.05.04 01:31s/l30.100.666800.666800.65705-25.889981.18
112023.05.05 08:00sell40.100.673100.000000.00000
122023.05.05 08:00modify40.100.673100.683100.66010
132023.05.12 14:00sell50.100.667220.000000.00000
142023.05.12 14:00modify50.100.667220.669850.66010
152023.05.12 14:00sell60.100.667220.000000.00000
162023.05.12 14:00modify60.100.667220.669850.66010
172023.05.12 14:00modify40.100.673100.669850.66010
182023.05.15 15:37s/l40.100.669850.669850.6601033.3710014.55
192023.05.15 15:37s/l50.100.669850.669850.66010-26.199988.36
202023.05.15 15:37s/l60.100.669850.669850.66010-26.199962.16
212023.05.25 00:00buy70.100.654560.000000.00000
222023.05.25 00:00modify70.100.654560.644560.66756
232023.06.02 02:22buy80.100.660420.000000.00000
242023.06.02 02:22modify80.100.660420.657810.66756
252023.06.02 02:22buy90.100.660420.000000.00000
262023.06.02 02:22modify90.100.660420.657810.66756
272023.06.02 02:22modify70.100.654560.657810.66756
282023.06.06 04:30buy100.100.664490.000000.00000
292023.06.06 04:30modify100.100.664490.660410.66756
302023.06.06 04:30modify90.100.660420.660410.66756
312023.06.06 04:30modify80.100.660420.660410.66756
322023.06.06 04:30modify70.100.654560.660410.66756
332023.06.06 05:07t/p70.100.667560.660410.66756126.8810089.04
342023.06.06 05:07t/p80.100.667560.660410.6675670.7810159.82
352023.06.06 05:07t/p90.100.667560.660410.6675670.7810230.60
362023.06.06 05:07t/p100.100.667560.660410.6675630.7010261.30
372023.06.06 12:00sell110.100.666170.000000.00000
382023.06.06 12:00modify110.100.666170.676170.65317
392023.06.12 07:52s/l110.100.676170.676170.65317-99.3510161.95
402023.06.23 16:00buy120.100.668870.000000.00000
412023.06.23 16:00modify120.100.668870.658870.68187
422023.07.12 12:32buy130.100.674720.000000.00000
432023.07.12 12:32modify130.100.674720.672120.68187
442023.07.12 12:32buy140.100.674720.000000.00000
452023.07.12 12:32modify140.100.674720.672120.68187
462023.07.12 12:32modify120.100.668870.672120.68187
472023.07.12 14:13buy150.100.678620.000000.00000
482023.07.12 14:13modify150.100.678620.674720.68187
492023.07.12 14:13modify140.100.674720.674720.68187
502023.07.12 14:13modify130.100.674720.674720.68187
512023.07.12 14:13modify120.100.668870.674720.68187
522023.07.13 04:39t/p120.100.681870.674720.68187123.7610285.71
532023.07.13 04:39t/p130.100.681870.674720.6818770.5610356.27
542023.07.13 04:39t/p140.100.681870.674720.6818770.5610426.84
552023.07.13 04:39t/p150.100.681870.674720.6818731.5610458.40
562023.07.21 16:00buy160.100.673860.000000.00000
572023.07.21 16:00modify160.100.673860.663860.68686
582023.07.25 20:02buy170.100.679750.000000.00000
592023.07.25 20:02modify170.100.679750.677110.68686
602023.07.25 20:02buy180.100.679750.000000.00000
612023.07.25 20:02modify180.100.679750.677110.68686
622023.07.25 20:02modify160.100.673860.677110.68686
632023.07.25 21:08s/l160.100.677110.677110.6868631.8810490.28
642023.07.25 21:08s/l170.100.677110.677110.68686-26.4010463.88
652023.07.25 21:08s/l180.100.677110.677110.68686-26.4010437.48
662023.07.26 00:00sell190.100.678700.000000.00000
672023.07.26 00:00modify190.100.678700.688700.66570
682023.07.26 01:30sell200.100.672850.000000.00000
692023.07.26 01:30modify200.100.672850.675450.66570
702023.07.26 01:30sell210.100.672850.000000.00000
712023.07.26 01:30modify210.100.672850.675450.66570
722023.07.26 01:30modify190.100.678700.675450.66570
732023.07.26 02:18s/l190.100.675450.675450.6657032.5010469.98
742023.07.26 02:18s/l200.100.675450.675450.66570-26.0010443.98
752023.07.26 02:18s/l210.100.675450.675450.66570-26.0010417.98
762023.08.03 12:00buy220.100.653110.000000.00000
772023.08.03 12:00modify220.100.653110.643110.66611
782023.08.04 01:46buy230.100.658960.000000.00000
792023.08.04 01:46modify230.100.658960.656360.66611
802023.08.04 01:46buy240.100.658960.000000.00000
812023.08.04 01:46modify240.100.658960.656360.66611
822023.08.04 01:46modify220.100.653110.656360.66611
832023.08.04 02:39s/l220.100.656360.656360.6661132.1910450.17
842023.08.04 02:39s/l230.100.656360.656360.66611-26.0010424.17
852023.08.04 02:39s/l240.100.656360.656360.66611-26.0010398.17
862023.08.24 04:00sell250.100.647980.000000.00000
872023.08.24 04:00modify250.100.647980.657980.63498
882023.08.24 17:57sell260.100.642120.000000.00000
892023.08.24 17:57modify260.100.642120.644730.63498
902023.08.24 17:57sell270.100.642120.000000.00000
912023.08.24 17:57modify270.100.642120.644730.63498
922023.08.24 17:57modify250.100.647980.644730.63498
932023.08.25 14:45sell280.100.638230.000000.00000
942023.08.25 14:45modify280.100.638230.642130.63498
952023.08.25 14:45modify270.100.642120.642130.63498
962023.08.25 14:45modify260.100.642120.642130.63498
972023.08.25 14:45modify250.100.647980.642130.63498
982023.08.25 18:19s/l250.100.642130.642130.6349858.6110456.77
992023.08.25 18:19s/l260.100.642130.642130.634980.0110456.78
1002023.08.25 18:19s/l270.100.642130.642130.634980.0110456.79
1012023.08.25 18:19s/l280.100.642130.642130.63498-39.0010417.79
1022023.09.11 12:00sell290.100.643040.000000.00000
1032023.09.11 12:00modify290.100.643040.653040.63004
1042023.09.27 06:20sell300.100.637190.000000.00000
1052023.09.27 06:20modify300.100.637190.639790.63004
1062023.09.27 06:20sell310.100.637190.000000.00000
1072023.09.27 06:20modify310.100.637190.639790.63004
1082023.09.27 06:20modify290.100.643040.639790.63004
1092023.09.27 17:35sell320.100.633280.000000.00000
1102023.09.27 17:35modify320.100.633280.637190.63004
1112023.09.27 17:35modify310.100.637190.637190.63004
1122023.09.27 17:35modify300.100.637190.637190.63004
1132023.09.27 17:35modify290.100.643040.637190.63004
1142023.09.28 01:49s/l290.100.637190.637190.6300460.5610478.35
1152023.09.28 01:49s/l300.100.637190.637190.630040.3210478.67
1162023.09.28 01:49s/l310.100.637190.637190.630040.3210479.00
1172023.09.28 01:49s/l320.100.637190.637190.63004-38.7810440.22
1182023.10.13 00:00buy330.100.631870.000000.00000
1192023.10.13 00:00modify330.100.631870.621870.64487
1202023.10.17 15:36buy340.100.637720.000000.00000
1212023.10.17 15:36modify340.100.637720.635120.64487
1222023.10.17 15:36buy350.100.637720.000000.00000
1232023.10.17 15:36modify350.100.637720.635120.64487
1242023.10.17 15:36modify330.100.631870.635120.64487
1252023.10.18 01:03s/l330.100.635120.635120.6448731.5610471.78
1262023.10.18 01:03s/l340.100.635120.635120.64487-26.3110445.47
1272023.10.18 01:03s/l350.100.635120.635120.64487-26.3110419.16
1282023.10.24 12:00sell360.100.636350.000000.00000
1292023.10.24 12:00modify360.100.636350.646350.62335
1302023.10.25 18:50sell370.100.630500.000000.00000
1312023.10.25 18:50modify370.100.630500.633100.62335
1322023.10.25 18:50sell380.100.630500.000000.00000
1332023.10.25 18:50modify380.100.630500.633100.62335
1342023.10.25 18:50modify360.100.636350.633100.62335
1352023.10.26 13:44s/l360.100.633100.633100.6233532.9310452.09
1362023.10.26 13:44s/l370.100.633100.633100.62335-25.6810426.42
1372023.10.26 13:44s/l380.100.633100.633100.62335-25.6810400.74
1382023.10.30 16:00sell390.100.637220.000000.00000
1392023.10.30 16:00modify390.100.637220.647220.62422
1402023.11.03 12:30s/l390.100.647220.647220.62422-99.3510301.39
1412023.11.06 04:00sell400.100.651160.000000.00000
1422023.11.06 04:00modify400.100.651160.661160.63816
1432023.11.07 04:29sell410.100.645310.000000.00000
1442023.11.07 04:29modify410.100.645310.647910.63816
1452023.11.07 04:29sell420.100.645310.000000.00000
1462023.11.07 04:29modify420.100.645310.647910.63816
1472023.11.07 04:29modify400.100.651160.647910.63816
1482023.11.07 11:19sell430.100.641410.000000.00000
1492023.11.07 11:19modify430.100.641410.645310.63816
1502023.11.07 11:19modify420.100.645310.645310.63816
1512023.11.07 11:19modify410.100.645310.645310.63816
1522023.11.07 11:19modify400.100.651160.645310.63816
1532023.11.09 19:06t/p400.100.638160.645310.63816130.5410431.93
1542023.11.09 19:06t/p410.100.638160.645310.6381671.9310503.87
1552023.11.09 19:06t/p420.100.638160.645310.6381671.9310575.80
1562023.11.09 19:06t/p430.100.638160.645310.6381632.9310608.73
1572023.11.15 00:00sell440.100.649780.000000.00000
1582023.11.15 00:00modify440.100.649780.659780.63678
1592023.11.27 08:24s/l440.100.659780.659780.63678-98.7010510.03
1602023.12.05 16:00buy450.100.656530.000000.00000
1612023.12.05 16:00modify450.100.656530.646530.66953
1622023.12.13 19:01buy460.100.662380.000000.00000
1632023.12.13 19:01modify460.100.662380.659780.66953
1642023.12.13 19:01buy470.100.662380.000000.00000
1652023.12.13 19:01modify470.100.662380.659780.66953
1662023.12.13 19:01modify450.100.656530.659780.66953
1672023.12.13 19:42buy480.100.666310.000000.00000
1682023.12.13 19:42modify480.100.666310.662380.66953
1692023.12.13 19:42modify470.100.662380.662380.66953
1702023.12.13 19:42modify460.100.662380.662380.66953
1712023.12.13 19:42modify450.100.656530.662380.66953
1722023.12.14 00:53t/p450.100.669530.662380.66953126.5710636.60
1732023.12.14 00:53t/p460.100.669530.662380.6695370.5610707.16
1742023.12.14 00:53t/p470.100.669530.662380.6695370.5610777.73
1752023.12.14 00:53t/p480.100.669530.662380.6695331.2610808.99
1762023.12.14 08:00sell490.100.670930.000000.00000
1772023.12.14 08:00modify490.100.670930.680930.65793
1782023.12.22 11:27s/l490.100.680930.680930.65793-99.1310709.86
1792024.01.16 08:00buy500.100.661990.000000.00000
1802024.01.16 08:00modify500.100.661990.651990.67499
1812024.02.01 08:18s/l500.100.651990.651990.67499-105.6110604.24
1822024.02.14 00:00buy510.100.645550.000000.00000
1832024.02.14 00:00modify510.100.645550.635550.65855
1842024.02.15 13:30buy520.100.651660.000000.00000
1852024.02.15 13:30modify520.100.651660.648800.65855
1862024.02.15 13:30buy530.100.651660.000000.00000
1872024.02.15 13:30modify530.100.651660.648800.65855
1882024.02.15 13:30modify510.100.645550.648800.65855
1892024.02.19 01:16buy540.100.655310.000000.00000
1902024.02.19 01:16modify540.100.655310.651400.65855
1912024.02.19 01:16modify530.100.651660.651400.65855
1922024.02.19 01:16modify520.100.651660.651400.65855
1932024.02.19 01:16modify510.100.645550.651400.65855
1942024.02.22 07:36t/p510.100.658550.651400.65855126.8810731.12
1952024.02.22 07:36t/p520.100.658550.651400.6585566.7210797.84
1962024.02.22 07:36t/p530.100.658550.651400.6585566.7210864.56
1972024.02.22 07:36t/p540.100.658550.651400.6585530.8410895.40
1982024.02.29 00:00buy550.100.649720.000000.00000
1992024.02.29 00:00modify550.100.649720.639720.66272
2002024.03.06 14:46buy560.100.655590.000000.00000
2012024.03.06 14:46modify560.100.655590.652970.66272
2022024.03.06 14:46buy570.100.655590.000000.00000
2032024.03.06 14:46modify570.100.655590.652970.66272
2042024.03.06 14:46modify550.100.649720.652970.66272
2052024.03.07 08:26buy580.100.659470.000000.00000
2062024.03.07 08:26modify580.100.659470.655570.66272
2072024.03.07 08:26modify570.100.655590.655570.66272
2082024.03.07 08:26modify560.100.655590.655570.66272
2092024.03.07 08:26modify550.100.649720.655570.66272
2102024.03.08 00:31t/p550.100.662720.655570.66272127.5011022.90
2112024.03.08 00:31t/p560.100.662720.655570.6627270.0511092.96
2122024.03.08 00:31t/p570.100.662720.655570.6627270.0511163.01
2132024.03.08 00:31t/p580.100.662720.655570.6627232.1911195.20
2142024.03.08 16:00sell590.100.664060.000000.00000
2152024.03.08 16:00modify590.100.664060.674060.65106
2162024.03.14 15:06sell600.100.658210.000000.00000
2172024.03.14 15:06modify600.100.658210.660810.65106
2182024.03.14 15:06sell610.100.658210.000000.00000
2192024.03.14 15:06modify610.100.658210.660810.65106
2202024.03.14 15:06modify590.100.664060.660810.65106
2212024.03.19 01:31sell620.100.654290.000000.00000
2222024.03.19 01:31modify620.100.654290.658210.65106
2232024.03.19 01:31modify610.100.658210.658210.65106
2242024.03.19 01:31modify600.100.658210.658210.65106
2252024.03.19 01:31modify590.100.664060.658210.65106
2262024.03.19 09:19t/p590.100.651060.658210.65106130.9711326.17
2272024.03.19 09:19t/p600.100.651060.658210.6510671.8211397.99
2282024.03.19 09:19t/p610.100.651060.658210.6510671.8211469.82
2292024.03.19 09:19t/p620.100.651060.658210.6510632.3011502.12
2302024.03.19 12:00buy630.100.652150.000000.00000
2312024.03.19 12:00modify630.100.652150.642150.66515
2322024.03.20 18:53buy640.100.658010.000000.00000
2332024.03.20 18:53modify640.100.658010.655400.66515
2342024.03.20 18:53buy650.100.658010.000000.00000
2352024.03.20 18:53modify650.100.658010.655400.66515
2362024.03.20 18:53modify630.100.652150.655400.66515
2372024.03.21 01:02buy660.100.661970.000000.00000
2382024.03.21 01:02modify660.100.661970.658000.66515
2392024.03.21 01:02modify650.100.658010.658000.66515
2402024.03.21 01:02modify640.100.658010.658000.66515
2412024.03.21 01:02modify630.100.652150.658000.66515
2422024.03.21 14:01s/l630.100.658000.658000.6651557.2511559.37
2432024.03.21 14:01s/l640.100.658000.658000.66515-1.0411558.34
2442024.03.21 14:01s/l650.100.658000.658000.66515-1.0411557.30
2452024.03.21 14:01s/l660.100.658000.658000.66515-39.7011517.60
2462024.04.29 08:00sell670.100.656290.000000.00000
2472024.04.29 08:00modify670.100.656290.666290.64329
2482024.04.30 12:30sell680.100.650440.000000.00000
2492024.04.30 12:30modify680.100.650440.653040.64329
2502024.04.30 12:30sell690.100.650440.000000.00000
2512024.04.30 12:30modify690.100.650440.653040.64329
2522024.04.30 12:30modify670.100.656290.653040.64329
2532024.04.30 23:59close at stop690.100.647730.653040.6432927.1011544.70
2542024.04.30 23:59close at stop680.100.647730.653040.6432927.1011571.80
2552024.04.30 23:59close at stop670.100.647730.653040.6432985.7111657.51