Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01)
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=12; 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=110; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=45; 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=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test2604Ticks modelled4207Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit-74.67Gross profit1300.34Gross loss-1375.01
Profit factor0.95Expected payoff-1.52
Absolute drawdown135.51Maximal drawdown922.41 (8.50%)Relative drawdown8.50% (922.41)
Total trades49Short positions (won %)30 (53.33%)Long positions (won %)19 (42.11%)
Profit trades (% of total)24 (48.98%)Loss trades (% of total)25 (51.02%)
Largestprofit trade111.95loss trade-123.12
Averageprofit trade54.18loss trade-55.00
Maximumconsecutive wins (profit in money)5 (385.82)consecutive losses (loss in money)6 (-213.33)
Maximalconsecutive profit (count of wins)385.82 (5)consecutive loss (count of losses)-384.13 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.03 16:00sell10.100.667650.000000.00000
22023.07.03 16:00modify10.100.667650.679650.65665
32023.07.10 12:00sell20.100.664310.000000.00000
42023.07.10 12:00modify20.100.664310.667100.65665
52023.07.10 12:00modify10.100.667650.667100.65665
62023.07.10 16:00s/l10.100.667100.667100.656656.2610006.26
72023.07.10 16:00s/l20.100.667100.667100.65665-27.909978.36
82023.07.12 16:00sell30.100.678130.000000.00000
92023.07.12 16:00modify30.100.678130.690130.66713
102023.07.28 04:00t/p30.100.667130.690130.66713111.9510090.31
112023.07.31 12:00sell40.100.670830.000000.00000
122023.07.31 12:00modify40.100.670830.682830.65983
132023.08.02 04:00t/p40.100.659830.682830.65983110.2210200.52
142023.08.04 16:00sell50.100.660340.000000.00000
152023.08.04 16:00modify50.100.660340.672340.64934
162023.08.11 16:00t/p50.100.649340.672340.64934110.7610311.28
172023.08.11 16:00buy60.100.649480.000000.00000
182023.08.11 16:00modify60.100.649480.637480.66048
192023.08.17 04:00s/l60.100.637480.637480.66048-121.8710189.41
202023.08.17 16:00buy70.100.641750.000000.00000
212023.08.17 16:00modify70.100.641750.629750.65275
222023.08.22 12:00buy80.100.645220.000000.00000
232023.08.22 12:00modify80.100.645220.642300.65275
242023.08.22 12:00modify70.100.641750.642300.65275
252023.08.22 16:00s/l70.100.642300.642300.652754.5610193.97
262023.08.22 16:00s/l80.100.642300.642300.65275-29.2010164.77
272023.08.23 16:00sell90.100.646780.000000.00000
282023.08.23 16:00modify90.100.646780.658780.63578
292023.08.25 16:00sell100.100.639880.000000.00000
302023.08.25 16:00modify100.100.639880.641830.63578
312023.08.25 16:00modify90.100.646780.641830.63578
322023.08.25 20:00s/l90.100.641830.641830.6357849.9310214.70
332023.08.25 20:00s/l100.100.641830.641830.63578-19.5010195.20
342023.08.29 16:00sell110.100.645830.000000.00000
352023.08.29 16:00modify110.100.645830.657830.63483
362023.09.08 16:00sell120.100.638440.000000.00000
372023.09.08 16:00modify120.100.638440.641980.63483
382023.09.08 16:00modify110.100.645830.641980.63483
392023.09.11 04:00s/l110.100.641980.641980.6348339.9110235.11
402023.09.11 04:00s/l120.100.641980.641980.63483-35.2910199.82
412023.09.14 12:00sell130.100.644330.000000.00000
422023.09.14 12:00modify130.100.644330.656330.63333
432023.09.22 00:00sell140.100.640890.000000.00000
442023.09.22 00:00modify140.100.640890.643780.63333
452023.09.22 00:00modify130.100.644330.643780.63333
462023.09.22 12:00s/l130.100.643780.643780.633336.3710206.18
472023.09.22 12:00s/l140.100.643780.643780.63333-28.9010177.28
482023.09.22 12:00sell150.100.645110.000000.00000
492023.09.22 12:00modify150.100.645110.657110.63411
502023.09.26 04:00sell160.100.641800.000000.00000
512023.09.26 04:00modify160.100.641800.644560.63411
522023.09.26 04:00modify150.100.645110.644560.63411
532023.09.27 08:00sell170.100.637890.000000.00000
542023.09.27 08:00modify170.100.637890.641260.63411
552023.09.27 08:00modify160.100.641800.641260.63411
562023.09.27 08:00modify150.100.645110.641260.63411
572023.09.27 20:00t/p150.100.634110.641260.63411110.3210287.61
582023.09.27 20:00t/p160.100.634110.641260.6341177.0110364.62
592023.09.27 20:00t/p170.100.634110.641260.6341137.8010402.42
602023.09.28 16:00sell180.100.642400.000000.00000
612023.09.28 16:00modify180.100.642400.654400.63140
622023.10.03 08:00t/p180.100.631400.654400.63140110.3210512.74
632023.10.06 16:00sell190.100.639180.000000.00000
642023.10.06 16:00modify190.100.639180.651180.62818
652023.10.13 08:00sell200.100.632550.000000.00000
662023.10.13 08:00modify200.100.632550.634230.62818
672023.10.13 08:00modify190.100.639180.634230.62818
682023.10.16 16:00s/l190.100.634230.634230.6281850.3710563.11
692023.10.16 16:00s/l200.100.634230.634230.62818-16.6910546.42
702023.10.16 16:00sell210.100.633760.000000.00000
712023.10.16 16:00modify210.100.633760.645760.62276
722023.10.23 08:00sell220.100.630410.000000.00000
732023.10.23 08:00modify220.100.630410.633210.62276
742023.10.23 08:00modify210.100.633760.633210.62276
752023.10.23 16:00s/l210.100.633210.633210.622766.2610552.67
762023.10.23 16:00s/l220.100.633210.633210.62276-28.0010524.67
772023.10.23 16:00sell230.100.633530.000000.00000
782023.10.23 16:00modify230.100.633530.645530.62253
792023.11.02 16:00s/l230.100.645530.645530.62253-118.7010405.97
802023.11.08 16:00buy240.100.641780.000000.00000
812023.11.08 16:00modify240.100.641780.629780.65278
822023.11.15 12:00t/p240.100.652780.629780.65278107.8210513.79
832023.11.16 20:00buy250.100.647400.000000.00000
842023.11.16 20:00modify250.100.647400.635400.65840
852023.11.21 04:00t/p250.100.658400.635400.65840109.0610622.85
862023.11.22 16:00buy260.100.653580.000000.00000
872023.11.22 16:00modify260.100.653580.641580.66458
882023.11.27 20:00buy270.100.661020.000000.00000
892023.11.27 20:00modify270.100.661020.657430.66458
902023.11.27 20:00modify260.100.653580.657430.66458
912023.11.28 16:00t/p260.100.664580.657430.66458108.1310730.98
922023.11.28 16:00t/p270.100.664580.657430.6645835.2910766.27
932023.11.28 16:00sell280.100.664130.000000.00000
942023.11.28 16:00modify280.100.664130.676130.65313
952023.11.30 20:00sell290.100.660820.000000.00000
962023.11.30 20:00modify290.100.660820.663580.65313
972023.11.30 20:00modify280.100.664130.663580.65313
982023.12.01 12:00s/l280.100.663580.663580.653136.0410772.31
992023.12.01 12:00s/l290.100.663580.663580.65313-27.4910744.82
1002023.12.01 16:00sell300.100.663860.000000.00000
1012023.12.01 16:00modify300.100.663860.675860.65286
1022023.12.05 08:00sell310.100.657130.000000.00000
1032023.12.05 08:00modify310.100.657130.658910.65286
1042023.12.05 08:00modify300.100.663860.658910.65286
1052023.12.06 04:00s/l300.100.658910.658910.6528649.8210794.64
1062023.12.06 04:00s/l310.100.658910.658910.65286-17.6910776.95
1072023.12.06 20:00buy320.100.655650.000000.00000
1082023.12.06 20:00modify320.100.655650.643650.66665
1092023.12.12 04:00buy330.100.659130.000000.00000
1102023.12.12 04:00modify330.100.659130.656200.66665
1112023.12.12 04:00modify320.100.655650.656200.66665
1122023.12.12 16:00s/l320.100.656200.656200.666653.6310780.58
1132023.12.12 16:00s/l330.100.656200.656200.66665-29.3010751.28
1142023.12.13 20:00sell340.100.666470.000000.00000
1152023.12.13 20:00modify340.100.666470.678470.65547
1162023.12.21 16:00s/l340.100.678470.678470.65547-118.9210632.36
1172023.12.21 16:00sell350.100.678520.000000.00000
1182023.12.21 16:00modify350.100.678520.690520.66752
1192024.01.03 16:00sell360.100.671140.000000.00000
1202024.01.03 16:00modify360.100.671140.674670.66752
1212024.01.03 16:00modify350.100.678520.674670.66752
1222024.01.04 04:00s/l350.100.674670.674670.6675240.0110672.38
1232024.01.04 04:00s/l360.100.674670.674670.66752-34.9810637.40
1242024.01.04 16:00buy370.100.671280.000000.00000
1252024.01.04 16:00modify370.100.671280.659280.68228
1262024.01.16 16:00s/l370.100.659280.659280.68228-123.1210514.28
1272024.01.23 16:00buy380.100.656700.000000.00000
1282024.01.23 16:00modify380.100.656700.644700.66770
1292024.01.24 12:00buy390.100.660100.000000.00000
1302024.01.24 12:00modify390.100.660100.657250.66770
1312024.01.24 12:00modify380.100.656700.657250.66770
1322024.01.25 00:00s/l380.100.657250.657250.667704.2510518.53
1332024.01.25 00:00s/l390.100.657250.657250.66770-29.4410489.10
1342024.02.02 16:00buy400.100.652190.000000.00000
1352024.02.02 16:00modify400.100.652190.640190.66319
1362024.02.21 00:00buy410.100.655570.000000.00000
1372024.02.21 00:00modify410.100.655570.652740.66319
1382024.02.21 00:00modify400.100.652190.652740.66319
1392024.02.27 04:00s/l400.100.652740.652740.66319-1.6710487.43
1402024.02.27 04:00s/l410.100.652740.652740.66319-30.1710457.25
1412024.03.01 16:00sell420.100.653200.000000.00000
1422024.03.01 16:00modify420.100.653200.665200.64220
1432024.03.08 16:00s/l420.100.665200.665200.64220-119.2410338.01
1442024.03.14 16:00buy430.100.658630.000000.00000
1452024.03.14 16:00modify430.100.658630.646630.66963
1462024.04.09 12:00buy440.100.662200.000000.00000
1472024.04.09 12:00modify440.100.662200.659180.66963
1482024.04.09 12:00modify430.100.658630.659180.66963
1492024.04.10 16:00s/l430.100.659180.659180.66963-2.3010335.71
1502024.04.10 16:00s/l440.100.659180.659180.66963-30.5110305.20
1512024.04.10 16:00buy450.100.651030.000000.00000
1522024.04.10 16:00modify450.100.651030.639030.66203
1532024.04.11 20:00buy460.100.654360.000000.00000
1542024.04.11 20:00modify460.100.654360.651580.66203
1552024.04.11 20:00modify450.100.651030.651580.66203
1562024.04.12 08:00s/l450.100.651580.651580.662034.2510309.45
1572024.04.12 08:00s/l460.100.651580.651580.66203-28.1110281.34
1582024.04.12 12:00buy470.100.649610.000000.00000
1592024.04.12 12:00modify470.100.649610.637610.66061
1602024.04.19 04:00s/l470.100.637610.637610.66061-122.1810159.16
1612024.04.22 20:00sell480.100.644860.000000.00000
1622024.04.22 20:00modify480.100.644860.656860.63386
1632024.04.29 04:00s/l480.100.656860.656860.63386-119.2410039.92
1642024.05.09 16:00sell490.100.660420.000000.00000
1652024.05.09 16:00modify490.100.660420.672420.64942
1662024.06.28 23:59s/l490.100.672420.672420.64942-114.599925.33