Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 test7201Ticks modelled13401Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit465.76Gross profit2033.50Gross loss-1567.74
Profit factor1.30Expected payoff7.89
Absolute drawdown142.66Maximal drawdown393.03 (3.82%)Relative drawdown3.82% (393.03)
Total trades59Short positions (won %)46 (47.83%)Long positions (won %)13 (46.15%)
Profit trades (% of total)28 (47.46%)Loss trades (% of total)31 (52.54%)
Largestprofit trade151.41loss trade-144.05
Averageprofit trade72.62loss trade-50.57
Maximumconsecutive wins (profit in money)6 (564.05)consecutive losses (loss in money)3 (-65.57)
Maximalconsecutive profit (count of wins)564.05 (6)consecutive loss (count of losses)-285.93 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.06 15:00buy10.100.661830.000000.00000
22023.07.06 15:00modify10.100.661830.647830.67683
32023.07.07 16:00buy20.100.668710.000000.00000
42023.07.07 16:00modify20.100.668710.666330.67683
52023.07.07 16:00modify10.100.661830.666330.67683
62023.07.10 04:00s/l10.100.666330.666330.6768344.3810044.38
72023.07.10 04:00s/l20.100.666330.666330.67683-24.1110020.26
82023.07.12 02:00sell30.100.672180.000000.00000
92023.07.12 02:00modify30.100.672180.686180.65718
102023.07.13 12:00s/l30.100.686180.686180.65718-139.689880.59
112023.07.13 14:00sell40.100.688850.000000.00000
122023.07.13 14:00modify40.100.688850.702850.67385
132023.07.17 06:00sell50.100.681230.000000.00000
142023.07.17 06:00modify50.100.681230.685100.67385
152023.07.17 06:00modify40.100.688850.685100.67385
162023.07.20 07:00sell60.100.682020.000000.00000
172023.07.20 07:00modify60.100.682020.684350.67385
182023.07.20 08:00modify60.100.682020.685100.67385
192023.07.21 12:00t/p40.100.673850.685100.67385150.8710031.45
202023.07.21 12:00t/p50.100.673850.685100.6738574.4510105.90
212023.07.21 12:00t/p60.100.673850.685100.6738581.8110187.71
222023.07.26 02:00buy70.100.675300.000000.00000
232023.07.26 02:00modify70.100.675300.661300.69030
242023.08.01 13:00s/l70.100.661300.661300.69030-141.8710045.84
252023.08.01 13:00buy80.100.660900.000000.00000
262023.08.01 13:00modify80.100.660900.646900.67590
272023.08.14 02:00s/l80.100.646900.646900.67590-144.059901.79
282023.08.17 02:00buy90.100.638430.000000.00000
292023.08.17 02:00modify90.100.638430.624430.65343
302023.08.22 12:00buy100.100.645220.000000.00000
312023.08.22 12:00modify100.100.645220.642930.65343
322023.08.22 12:00modify90.100.638430.642930.65343
332023.08.22 13:00s/l90.100.642930.642930.6534344.069945.85
342023.08.22 13:00s/l100.100.642930.642930.65343-22.909922.95
352023.08.23 16:00sell110.100.646780.000000.00000
362023.08.23 16:00modify110.100.646780.660780.63178
372023.09.05 06:00sell120.100.640030.000000.00000
382023.09.05 06:00modify120.100.640030.642280.63178
392023.09.05 06:00modify110.100.646780.642280.63178
402023.09.05 08:00sell130.100.637640.000000.00000
412023.09.05 08:00modify130.100.637640.640780.63178
422023.09.05 08:00modify120.100.640030.640780.63178
432023.09.05 08:00modify110.100.646780.640780.63178
442023.09.08 06:00s/l110.100.640780.640780.6317861.959984.90
452023.09.08 06:00s/l120.100.640780.640780.63178-6.969977.94
462023.09.08 06:00s/l130.100.640780.640780.63178-30.869947.08
472023.09.11 05:00sell140.100.643660.000000.00000
482023.09.11 05:00modify140.100.643660.657660.62866
492023.09.27 11:00sell150.100.636840.000000.00000
502023.09.27 11:00modify150.100.636840.639160.62866
512023.09.27 11:00modify140.100.643660.639160.62866
522023.09.28 10:00s/l140.100.639160.639160.6286647.069994.14
532023.09.28 10:00s/l150.100.639160.639160.62866-22.889971.26
542023.09.28 17:00sell160.100.642200.000000.00000
552023.09.28 17:00modify160.100.642200.656200.62720
562023.10.04 17:00sell170.100.632980.000000.00000
572023.10.04 17:00modify170.100.632980.636200.62720
582023.10.04 17:00modify160.100.642200.636200.62720
592023.10.05 02:00s/l160.100.636200.636200.6272060.7610032.02
602023.10.05 02:00s/l170.100.636200.636200.62720-31.8810000.14
612023.10.05 04:00sell180.100.637260.000000.00000
622023.10.05 04:00modify180.100.637260.651260.62226
632023.10.16 01:00sell190.100.630280.000000.00000
642023.10.16 01:00modify190.100.630280.632760.62226
652023.10.16 01:00modify180.100.637260.632760.62226
662023.10.16 03:00s/l180.100.632760.632760.6222645.9710046.12
672023.10.16 03:00s/l190.100.632760.632760.62226-24.8010021.32
682023.10.19 17:00sell200.100.634650.000000.00000
692023.10.19 17:00modify200.100.634650.648650.61965
702023.11.03 13:00s/l200.100.648650.648650.61965-138.389882.94
712023.11.03 13:00sell210.100.649310.000000.00000
722023.11.03 13:00modify210.100.649310.663310.63431
732023.11.07 08:00sell220.100.642320.000000.00000
742023.11.07 08:00modify220.100.642320.644810.63431
752023.11.07 08:00modify210.100.649310.644810.63431
762023.11.07 12:00sell230.100.641750.000000.00000
772023.11.07 12:00modify230.100.641750.645560.63431
782023.11.07 12:00modify220.100.642320.645560.63431
792023.11.07 12:00modify210.100.649310.645560.63431
802023.11.09 01:00sell240.100.640290.000000.00000
812023.11.09 01:00modify240.100.640290.643310.63431
822023.11.09 01:00modify230.100.641750.643310.63431
832023.11.09 01:00modify220.100.642320.643310.63431
842023.11.09 01:00modify210.100.649310.643310.63431
852023.11.10 16:00t/p210.100.634310.643310.63431150.7610033.70
862023.11.10 16:00t/p220.100.634310.643310.6343180.6410114.34
872023.11.10 16:00t/p230.100.634310.643310.6343174.9410189.28
882023.11.10 16:00t/p240.100.634310.643310.6343159.9110249.19
892023.11.14 14:00sell250.100.644120.000000.00000
902023.11.14 14:00modify250.100.644120.658120.62912
912023.11.21 03:00s/l250.100.658120.658120.62912-139.2410109.94
922023.11.28 17:00sell260.100.666310.000000.00000
932023.11.28 17:00modify260.100.666310.680310.65131
942023.12.05 08:00sell270.100.657130.000000.00000
952023.12.05 08:00modify270.100.657130.660310.65131
962023.12.05 08:00modify260.100.666310.660310.65131
972023.12.07 17:00s/l260.100.660310.660310.6513161.1910171.13
982023.12.07 17:00s/l270.100.660310.660310.65131-31.3710139.77
992023.12.07 18:00sell280.100.660800.000000.00000
1002023.12.07 18:00modify280.100.660800.674800.64580
1012023.12.19 14:00s/l280.100.674800.674800.64580-138.9210000.85
1022023.12.19 16:00sell290.100.676260.000000.00000
1032023.12.19 16:00modify290.100.676260.690260.66126
1042024.01.05 07:00sell300.100.669340.000000.00000
1052024.01.05 07:00modify300.100.669340.671760.66126
1062024.01.05 07:00modify290.100.676260.671760.66126
1072024.01.05 16:00s/l290.100.671760.671760.6612647.0610047.90
1082024.01.05 16:00s/l300.100.671760.671760.66126-24.2010023.70
1092024.01.05 16:00sell310.100.673440.000000.00000
1102024.01.05 16:00modify310.100.673440.687440.65844
1112024.01.11 14:00sell320.100.666460.000000.00000
1122024.01.11 14:00modify320.100.666460.668940.65844
1132024.01.11 14:00modify310.100.673440.668940.65844
1142024.01.11 15:00s/l310.100.668940.668940.6584445.6510069.35
1152024.01.11 15:00s/l320.100.668940.668940.65844-24.8010044.55
1162024.01.31 15:00sell330.100.661530.000000.00000
1172024.01.31 15:00modify330.100.661530.675530.64653
1182024.02.01 06:00sell340.100.653750.000000.00000
1192024.02.01 06:00modify340.100.653750.657780.64653
1202024.02.01 06:00modify330.100.661530.657780.64653
1212024.02.01 09:00sell350.100.652480.000000.00000
1222024.02.01 09:00modify350.100.652480.655530.64653
1232024.02.01 09:00modify340.100.653750.655530.64653
1242024.02.01 09:00modify330.100.661530.655530.64653
1252024.02.01 17:00s/l330.100.655530.655530.6465360.3210104.88
1262024.02.01 17:00s/l340.100.655530.655530.64653-17.8010087.08
1272024.02.01 17:00s/l350.100.655530.655530.64653-30.5010056.58
1282024.02.01 17:00sell360.100.656420.000000.00000
1292024.02.01 17:00modify360.100.656420.670420.64142
1302024.02.05 14:00sell370.100.648760.000000.00000
1312024.02.05 14:00modify370.100.648760.652670.64142
1322024.02.05 14:00modify360.100.656420.652670.64142
1332024.02.05 16:00sell380.100.647210.000000.00000
1342024.02.05 16:00modify380.100.647210.650420.64142
1352024.02.05 16:00modify370.100.648760.650420.64142
1362024.02.05 16:00modify360.100.656420.650420.64142
1372024.02.06 04:00s/l360.100.650420.650420.6414260.3210116.90
1382024.02.06 04:00s/l370.100.650420.650420.64142-16.4910100.41
1392024.02.06 04:00s/l380.100.650420.650420.64142-31.9910068.42
1402024.02.13 14:00buy390.100.647010.000000.00000
1412024.02.13 14:00modify390.100.647010.633010.66201
1422024.02.19 00:00buy400.100.653950.000000.00000
1432024.02.19 00:00modify400.100.653950.651510.66201
1442024.02.19 00:00modify390.100.647010.651510.66201
1452024.02.19 01:00buy410.100.654780.000000.00000
1462024.02.19 01:00modify410.100.654780.650760.66201
1472024.02.19 01:00modify400.100.653950.650760.66201
1482024.02.19 01:00modify390.100.647010.650760.66201
1492024.02.20 11:00buy420.100.656140.000000.00000
1502024.02.20 11:00modify420.100.656140.653010.66201
1512024.02.20 11:00modify410.100.654780.653010.66201
1522024.02.20 11:00modify400.100.653950.653010.66201
1532024.02.20 11:00modify390.100.647010.653010.66201
1542024.02.27 03:00s/l390.100.653010.653010.6620155.6310124.05
1552024.02.27 03:00s/l400.100.653010.653010.66201-11.9010112.16
1562024.02.27 03:00s/l410.100.653010.653010.66201-20.2010091.96
1572024.02.27 03:00s/l420.100.653010.653010.66201-33.4810058.48
1582024.03.06 16:00sell430.100.656500.000000.00000
1592024.03.06 16:00modify430.100.656500.670500.64150
1602024.03.28 10:00sell440.100.648730.000000.00000
1612024.03.28 10:00modify440.100.648730.652750.64150
1622024.03.28 10:00modify430.100.656500.652750.64150
1632024.03.28 16:00s/l430.100.652750.652750.6415040.1010098.58
1642024.03.28 16:00s/l440.100.652750.652750.64150-40.2010058.38
1652024.04.03 16:00sell450.100.655680.000000.00000
1662024.04.03 16:00modify450.100.655680.669680.64068
1672024.04.15 09:00sell460.100.648150.000000.00000
1682024.04.15 09:00modify460.100.648150.651930.64068
1692024.04.15 09:00modify450.100.655680.651930.64068
1702024.04.16 14:00t/p450.100.640680.651930.64068151.4110209.78
1712024.04.16 14:00t/p460.100.640680.651930.6406874.8110284.59
1722024.04.19 02:00buy470.100.638210.000000.00000
1732024.04.19 02:00modify470.100.638210.624210.65321
1742024.04.22 18:00buy480.100.645190.000000.00000
1752024.04.22 18:00modify480.100.645190.642710.65321
1762024.04.22 18:00modify470.100.638210.642710.65321
1772024.04.23 12:00buy490.100.645750.000000.00000
1782024.04.23 12:00modify490.100.645750.641960.65321
1792024.04.23 12:00modify480.100.645190.641960.65321
1802024.04.23 12:00modify470.100.638210.641960.65321
1812024.04.25 12:00t/p470.100.653210.641960.65321148.1310432.72
1822024.04.25 12:00t/p480.100.653210.641960.6532178.6410511.36
1832024.04.25 12:00t/p490.100.653210.641960.6532173.3510584.71
1842024.04.29 05:00sell500.100.657550.000000.00000
1852024.04.29 05:00modify500.100.657550.671550.64255
1862024.04.30 13:00sell510.100.649980.000000.00000
1872024.04.30 13:00modify510.100.649980.653800.64255
1882024.04.30 13:00modify500.100.657550.653800.64255
1892024.05.01 19:00s/l500.100.653800.653800.6425537.7210622.43
1902024.05.01 19:00s/l510.100.653800.653800.64255-38.0910584.34
1912024.05.01 19:00sell520.100.653340.000000.00000
1922024.05.01 19:00modify520.100.653340.667340.63834
1932024.05.15 13:00s/l520.100.667340.667340.63834-138.4910445.85
1942024.06.03 15:00sell530.100.667770.000000.00000
1952024.06.03 15:00modify530.100.667770.681770.65277
1962024.06.07 16:00sell540.100.658730.000000.00000
1972024.06.07 16:00modify540.100.658730.661770.65277
1982024.06.07 16:00modify530.100.667770.661770.65277
1992024.06.11 01:00sell550.100.660180.000000.00000
2002024.06.11 01:00modify550.100.660180.664020.65277
2012024.06.11 02:00modify550.100.660180.661770.65277
2022024.06.12 02:00s/l530.100.661770.661770.6527760.9710506.83
2032024.06.12 02:00s/l540.100.661770.661770.65277-30.0810476.75
2042024.06.12 02:00s/l550.100.661770.661770.65277-15.7910460.96
2052024.06.12 13:00sell560.100.668770.000000.00000
2062024.06.12 13:00modify560.100.668770.682770.65377
2072024.06.14 08:00sell570.100.661770.000000.00000
2082024.06.14 08:00modify570.100.661770.664270.65377
2092024.06.14 08:00modify560.100.668770.664270.65377
2102024.06.14 09:00sell580.100.661250.000000.00000
2112024.06.14 09:00modify580.100.661250.665020.65377
2122024.06.14 09:00modify570.100.661770.665020.65377
2132024.06.14 09:00modify560.100.668770.665020.65377
2142024.06.14 14:00sell590.100.659640.000000.00000
2152024.06.14 14:00modify590.100.659640.662770.65377
2162024.06.14 14:00modify580.100.661250.662770.65377
2172024.06.14 14:00modify570.100.661770.662770.65377
2182024.06.14 14:00modify560.100.668770.662770.65377
2192024.06.18 06:00s/l560.100.662770.662770.6537760.6510521.61
2202024.06.18 06:00s/l570.100.662770.662770.65377-9.7810511.82
2212024.06.18 06:00s/l580.100.662770.662770.65377-14.9810496.84
2222024.06.18 06:00s/l590.100.662770.662770.65377-31.0810465.76