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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit2175.90Gross profit2902.21Gross loss-726.31
Profit factor4.00Expected payoff37.52
Absolute drawdown118.73Maximal drawdown378.97 (3.47%)Relative drawdown3.47% (378.97)
Total trades58Short positions (won %)30 (63.33%)Long positions (won %)28 (67.86%)
Profit trades (% of total)38 (65.52%)Loss trades (% of total)20 (34.48%)
Largestprofit trade151.95loss trade-124.05
Averageprofit trade76.37loss trade-36.32
Maximumconsecutive wins (profit in money)8 (712.40)consecutive losses (loss in money)3 (-169.25)
Maximalconsecutive profit (count of wins)712.40 (8)consecutive loss (count of losses)-169.25 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 08:00sell10.100.670100.000000.00000
22023.05.02 08:00modify10.100.670100.682100.65510
32023.05.17 06:10sell20.100.663350.000000.00000
42023.05.17 06:10modify20.100.663350.664850.65510
52023.05.17 06:10sell30.100.663350.000000.00000
62023.05.17 06:10modify30.100.663350.665600.65510
72023.05.17 06:10modify10.100.670100.665600.65510
82023.05.17 06:10modify20.100.663350.665600.65510
92023.05.17 10:17s/l10.100.665600.665600.6551046.6210046.62
102023.05.17 10:17s/l20.100.665600.665600.65510-22.5010024.12
112023.05.17 10:17s/l30.100.665600.665600.65510-22.5010001.62
122023.05.25 16:00buy40.100.650690.000000.00000
132023.05.25 16:00modify40.100.650690.638690.66569
142023.06.01 15:34buy50.100.657450.000000.00000
152023.06.01 15:34modify50.100.657450.655940.66569
162023.06.01 15:34buy60.100.657450.000000.00000
172023.06.01 15:34modify60.100.657450.655190.66569
182023.06.01 15:34modify40.100.650690.655190.66569
192023.06.01 15:34modify50.100.657450.655190.66569
202023.06.02 02:51buy70.100.661200.000000.00000
212023.06.02 02:51modify70.100.661200.657440.66569
222023.06.02 02:51modify60.100.657450.657440.66569
232023.06.02 02:51modify50.100.657450.657440.66569
242023.06.02 02:51modify40.100.650690.657440.66569
252023.06.06 04:30t/p40.100.665690.657440.66569146.8810148.50
262023.06.06 04:30t/p50.100.665690.657440.6656981.4610229.97
272023.06.06 04:30t/p60.100.665690.657440.6656981.4610311.43
282023.06.06 04:30t/p70.100.665690.657440.6656944.2810355.71
292023.06.07 12:00sell80.100.669660.000000.00000
302023.06.07 12:00modify80.100.669660.681660.65466
312023.06.14 13:32s/l80.100.681660.681660.65466-119.2410236.47
322023.06.14 16:00sell90.100.683030.000000.00000
332023.06.14 16:00modify90.100.683030.695030.66803
342023.06.14 18:06sell100.100.676250.000000.00000
352023.06.14 18:06modify100.100.676250.677780.66803
362023.06.14 18:06sell110.100.676250.000000.00000
372023.06.14 18:06modify110.100.676250.678530.66803
382023.06.14 18:06modify90.100.683030.678530.66803
392023.06.14 18:06modify100.100.676250.678530.66803
402023.06.14 18:38s/l90.100.678530.678530.6680345.0010281.47
412023.06.14 18:38s/l100.100.678530.678530.66803-22.8010258.67
422023.06.14 18:38s/l110.100.678530.678530.66803-22.8010235.87
432023.07.04 16:00sell120.100.670330.000000.00000
442023.07.04 16:00modify120.100.670330.682330.65533
452023.07.06 04:06sell130.100.663580.000000.00000
462023.07.06 04:06modify130.100.663580.665080.65533
472023.07.06 04:06sell140.100.663580.000000.00000
482023.07.06 04:06modify140.100.663580.665830.65533
492023.07.06 04:06modify120.100.670330.665830.65533
502023.07.06 04:06modify130.100.663580.665830.65533
512023.07.06 05:16s/l120.100.665830.665830.6553345.4310281.30
522023.07.06 05:16s/l130.100.665830.665830.65533-22.5010258.80
532023.07.06 05:16s/l140.100.665830.665830.65533-22.5010236.30
542023.07.12 16:00sell150.100.678130.000000.00000
552023.07.12 16:00modify150.100.678130.690130.66313
562023.07.27 18:26sell160.100.671380.000000.00000
572023.07.27 18:26modify160.100.671380.672880.66313
582023.07.27 18:26sell170.100.671380.000000.00000
592023.07.27 18:26modify170.100.671380.673630.66313
602023.07.27 18:26modify150.100.678130.673630.66313
612023.07.27 18:26modify160.100.671380.673630.66313
622023.07.28 03:28sell180.100.667630.000000.00000
632023.07.28 03:28modify180.100.667630.671380.66313
642023.07.28 03:28modify170.100.671380.671380.66313
652023.07.28 03:28modify160.100.671380.671380.66313
662023.07.28 03:28modify150.100.678130.671380.66313
672023.07.28 07:05t/p150.100.663130.671380.66313151.9510388.25
682023.07.28 07:05t/p160.100.663130.671380.6631382.6110470.85
692023.07.28 07:05t/p170.100.663130.671380.6631382.6110553.46
702023.07.28 07:05t/p180.100.663130.671380.6631345.0010598.46
712023.08.03 12:00buy190.100.653110.000000.00000
722023.08.03 12:00modify190.100.653110.641110.66811
732023.08.04 13:14buy200.100.659890.000000.00000
742023.08.04 13:14modify200.100.659890.658360.66811
752023.08.04 13:14buy210.100.659890.000000.00000
762023.08.04 13:14modify210.100.659890.657610.66811
772023.08.04 13:14modify190.100.653110.657610.66811
782023.08.04 13:14modify200.100.659890.657610.66811
792023.08.04 14:06s/l190.100.657610.657610.6681144.6910643.15
802023.08.04 14:06s/l200.100.657610.657610.66811-22.8010620.35
812023.08.04 14:06s/l210.100.657610.657610.66811-22.8010597.55
822023.09.27 20:00buy220.100.635590.000000.00000
832023.09.27 20:00modify220.100.635590.623590.65059
842023.09.28 15:40buy230.100.642340.000000.00000
852023.09.28 15:40modify230.100.642340.640840.65059
862023.09.28 15:40buy240.100.642340.000000.00000
872023.09.28 15:40modify240.100.642340.640090.65059
882023.09.28 15:40modify220.100.635590.640090.65059
892023.09.28 15:40modify230.100.642340.640090.65059
902023.09.29 02:53buy250.100.646100.000000.00000
912023.09.29 02:53modify250.100.646100.642340.65059
922023.09.29 02:53modify240.100.642340.642340.65059
932023.09.29 02:53modify230.100.642340.642340.65059
942023.09.29 02:53modify220.100.635590.642340.65059
952023.09.29 18:29s/l220.100.642340.642340.6505966.2510663.80
962023.09.29 18:29s/l230.100.642340.642340.65059-0.3110663.49
972023.09.29 18:29s/l240.100.642340.642340.65059-0.3110663.18
982023.09.29 18:29s/l250.100.642340.642340.65059-37.6010625.58
992023.10.12 16:00buy260.100.633600.000000.00000
1002023.10.12 16:00modify260.100.633600.621600.64860
1012023.11.01 22:09buy270.100.640360.000000.00000
1022023.11.01 22:09modify270.100.640360.638850.64860
1032023.11.01 22:09buy280.100.640360.000000.00000
1042023.11.01 22:09modify280.100.640360.638100.64860
1052023.11.01 22:09modify260.100.633600.638100.64860
1062023.11.01 22:09modify270.100.640360.638100.64860
1072023.11.02 02:23buy290.100.644100.000000.00000
1082023.11.02 02:23modify290.100.644100.640350.64860
1092023.11.02 02:23modify280.100.640360.640350.64860
1102023.11.02 02:23modify270.100.640360.640350.64860
1112023.11.02 02:23modify260.100.633600.640350.64860
1122023.11.03 12:31t/p260.100.648600.640350.64860143.1410768.72
1132023.11.03 12:31t/p270.100.648600.640350.6486081.1510849.87
1142023.11.03 12:31t/p280.100.648600.640350.6486081.1510931.02
1152023.11.03 12:31t/p290.100.648600.640350.6486044.6910975.71
1162023.11.03 16:00sell300.100.650320.000000.00000
1172023.11.03 16:00modify300.100.650320.662320.63532
1182023.11.07 04:46sell310.100.643570.000000.00000
1192023.11.07 04:46modify310.100.643570.645070.63532
1202023.11.07 04:46sell320.100.643570.000000.00000
1212023.11.07 04:46modify320.100.643570.645820.63532
1222023.11.07 04:46modify300.100.650320.645820.63532
1232023.11.07 04:46modify310.100.643570.645820.63532
1242023.11.08 20:00sell330.100.639820.000000.00000
1252023.11.08 20:00modify330.100.639820.643570.63532
1262023.11.08 20:00modify320.100.643570.643570.63532
1272023.11.08 20:00modify310.100.643570.643570.63532
1282023.11.08 20:00modify300.100.650320.643570.63532
1292023.11.10 11:34t/p300.100.635320.643570.63532150.7611126.47
1302023.11.10 11:34t/p310.100.635320.643570.6353283.0411209.51
1312023.11.10 11:34t/p320.100.635320.643570.6353283.0411292.55
1322023.11.10 11:34t/p330.100.635320.643570.6353245.4311337.98
1332023.11.14 16:00sell340.100.647930.000000.00000
1342023.11.14 16:00modify340.100.647930.659930.63293
1352023.11.27 08:25s/l340.100.659930.659930.63293-118.5911219.39
1362023.11.28 16:00sell350.100.664130.000000.00000
1372023.11.28 16:00modify350.100.664130.676130.64913
1382023.11.30 14:45sell360.100.657370.000000.00000
1392023.11.30 14:45modify360.100.657370.658880.64913
1402023.11.30 14:45sell370.100.657370.000000.00000
1412023.11.30 14:45modify370.100.657370.659630.64913
1422023.11.30 14:45modify350.100.664130.659630.64913
1432023.11.30 14:45modify360.100.657370.659630.64913
1442023.11.30 15:01s/l350.100.659630.659630.6491345.4311264.82
1452023.11.30 15:01s/l360.100.659630.659630.64913-22.6011242.22
1462023.11.30 15:01s/l370.100.659630.659630.64913-22.6011219.62
1472024.01.03 12:00buy380.100.673190.000000.00000
1482024.01.03 12:00modify380.100.673190.661190.68819
1492024.01.16 03:37s/l380.100.661190.661190.68819-124.0511095.57
1502024.02.13 16:00buy390.100.646270.000000.00000
1512024.02.13 16:00modify390.100.646270.634270.66127
1522024.02.15 13:30buy400.100.653030.000000.00000
1532024.02.15 13:30modify400.100.653030.651520.66127
1542024.02.15 13:30buy410.100.653030.000000.00000
1552024.02.15 13:30modify410.100.653030.650770.66127
1562024.02.15 13:30modify390.100.646270.650770.66127
1572024.02.15 13:30modify400.100.653030.650770.66127
1582024.02.15 16:25s/l390.100.650770.650770.6612743.7511139.32
1592024.02.15 16:25s/l400.100.650770.650770.66127-22.6011116.72
1602024.02.15 16:25s/l410.100.650770.650770.66127-22.6011094.12
1612024.03.05 08:00buy420.100.648710.000000.00000
1622024.03.05 08:00modify420.100.648710.636710.66371
1632024.03.06 14:46buy430.100.655480.000000.00000
1642024.03.06 14:46modify430.100.655480.653960.66371
1652024.03.06 14:46buy440.100.655480.000000.00000
1662024.03.06 14:46modify440.100.655480.653210.66371
1672024.03.06 14:46modify420.100.648710.653210.66371
1682024.03.06 14:46modify430.100.655480.653210.66371
1692024.03.07 07:55buy450.100.659210.000000.00000
1702024.03.07 07:55modify450.100.659210.655460.66371
1712024.03.07 07:55modify440.100.655480.655460.66371
1722024.03.07 07:55modify430.100.655480.655460.66371
1732024.03.07 07:55modify420.100.648710.655460.66371
1742024.03.08 09:05t/p420.100.663710.655460.66371148.4411242.56
1752024.03.08 09:05t/p430.100.663710.655460.6637181.0511323.61
1762024.03.08 09:05t/p440.100.663710.655460.6637181.0511404.67
1772024.03.08 09:05t/p450.100.663710.655460.6637144.6911449.35
1782024.03.08 12:00sell460.100.664580.000000.00000
1792024.03.08 12:00modify460.100.664580.676580.64958
1802024.03.14 15:13sell470.100.657830.000000.00000
1812024.03.14 15:13modify470.100.657830.659330.64958
1822024.03.14 15:13sell480.100.657830.000000.00000
1832024.03.14 15:13modify480.100.657830.660080.64958
1842024.03.14 15:13modify460.100.664580.660080.64958
1852024.03.14 15:13modify470.100.657830.660080.64958
1862024.03.19 01:38sell490.100.654080.000000.00000
1872024.03.19 01:38modify490.100.654080.657830.64958
1882024.03.19 01:38modify480.100.657830.657830.64958
1892024.03.19 01:38modify470.100.657830.657830.64958
1902024.03.19 01:38modify460.100.664580.657830.64958
1912024.03.20 18:53s/l460.100.657830.657830.6495868.5811517.94
1922024.03.20 18:53s/l470.100.657830.657830.649580.4311518.37
1932024.03.20 18:53s/l480.100.657830.657830.649580.4311518.80
1942024.03.20 18:53s/l490.100.657830.657830.64958-37.3911481.41
1952024.04.03 16:00sell500.100.655680.000000.00000
1962024.04.03 16:00modify500.100.655680.667680.64068
1972024.04.12 10:52sell510.100.648930.000000.00000
1982024.04.12 10:52modify510.100.648930.650430.64068
1992024.04.12 10:52sell520.100.648930.000000.00000
2002024.04.12 10:52modify520.100.648930.651180.64068
2012024.04.12 10:52modify500.100.655680.651180.64068
2022024.04.12 10:52modify510.100.648930.651180.64068
2032024.04.15 17:26sell530.100.645180.000000.00000
2042024.04.15 17:26modify530.100.645180.648930.64068
2052024.04.15 17:26modify520.100.648930.648930.64068
2062024.04.15 17:26modify510.100.648930.648930.64068
2072024.04.15 17:26modify500.100.655680.648930.64068
2082024.04.16 13:37t/p500.100.640680.648930.64068151.4111632.82
2092024.04.16 13:37t/p510.100.640680.648930.6406882.7211715.53
2102024.04.16 13:37t/p520.100.640680.648930.6406882.7211798.25
2112024.04.16 13:37t/p530.100.640680.648930.6406845.1111843.36
2122024.04.16 16:00buy540.100.641110.000000.00000
2132024.04.16 16:00modify540.100.641110.629110.65611
2142024.04.23 13:45buy550.100.647880.000000.00000
2152024.04.23 13:45modify550.100.647880.646360.65611
2162024.04.23 13:45buy560.100.647880.000000.00000
2172024.04.23 13:45modify560.100.647880.645610.65611
2182024.04.23 13:45modify540.100.641110.645610.65611
2192024.04.23 13:45modify550.100.647880.645610.65611
2202024.04.24 01:30buy570.100.651660.000000.00000
2212024.04.24 01:30modify570.100.651660.647860.65611
2222024.04.24 01:30modify560.100.647880.647860.65611
2232024.04.24 01:30modify550.100.647880.647860.65611
2242024.04.24 01:30modify540.100.641110.647860.65611
2252024.04.29 02:11t/p540.100.656110.647860.65611145.9511989.30
2262024.04.29 02:11t/p550.100.656110.647860.6561180.4312069.73
2272024.04.29 02:11t/p560.100.656110.647860.6561180.4312150.16
2282024.04.29 02:11t/p570.100.656110.647860.6561142.9412193.10
2292024.04.30 16:00buy580.100.649150.000000.00000
2302024.04.30 16:00modify580.100.649150.637150.66415
2312024.04.30 23:59close at stop580.100.647430.637150.66415-17.2012175.90