Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 test1902Ticks modelled23231966Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1115.46Gross profit1381.35Gross loss-265.89
Profit factor5.20Expected payoff26.56
Absolute drawdown45.25Maximal drawdown205.72 (1.96%)Relative drawdown1.96% (205.72)
Total trades42Short positions (won %)23 (69.57%)Long positions (won %)19 (68.42%)
Profit trades (% of total)29 (69.05%)Loss trades (% of total)13 (30.95%)
Largestprofit trade95.17loss trade-56.57
Averageprofit trade47.63loss trade-20.45
Maximumconsecutive wins (profit in money)10 (522.55)consecutive losses (loss in money)6 (-170.87)
Maximalconsecutive profit (count of wins)522.55 (10)consecutive loss (count of losses)-170.87 (6)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.13 16:00sell10.1094.9240.0000.000
22023.07.13 16:00modify10.1094.92495.82493.424
32023.07.17 02:00sell20.1094.3840.0000.000
42023.07.17 02:00modify20.1094.38494.84993.424
52023.07.17 02:00modify10.1094.92494.84993.424
62023.07.17 09:47sell30.1094.0970.0000.000
72023.07.17 09:47modify30.1094.09794.24993.424
82023.07.17 09:47modify20.1094.38494.24993.424
92023.07.17 09:47modify10.1094.92494.24993.424
102023.07.17 09:49sell40.1094.0240.0000.000
112023.07.17 09:49modify40.1094.02494.54993.424
122023.07.17 09:49modify40.1094.02494.24993.424
132023.07.17 11:14s/l10.1094.24994.24993.42440.4810040.48
142023.07.17 11:14s/l20.1094.24994.24993.4248.4810048.96
152023.07.17 11:14s/l30.1094.24994.24993.424-9.5510039.41
162023.07.17 11:14s/l40.1094.24994.24993.424-14.1310025.28
172023.07.27 20:00buy50.1093.2330.0000.000
182023.07.27 20:00modify50.1093.23392.33394.733
192023.07.28 03:30buy60.1093.7650.0000.000
202023.07.28 03:30modify60.1093.76593.30894.733
212023.07.28 03:30modify50.1093.23393.30894.733
222023.07.28 03:31s/l50.1093.30893.30894.7335.0110030.28
232023.07.28 03:31s/l60.1093.30893.30894.733-28.7210001.56
242023.07.31 08:00sell70.1095.1130.0000.000
252023.07.31 08:00modify70.1095.11396.01393.613
262023.08.01 08:43sell80.1094.5880.0000.000
272023.08.01 08:43modify80.1094.58895.03893.613
282023.08.01 08:43modify70.1095.11395.03893.613
292023.08.02 04:36sell90.1094.2840.0000.000
302023.08.02 04:36modify90.1094.28494.43893.613
312023.08.02 04:36modify80.1094.58894.43893.613
322023.08.02 04:36modify70.1095.11394.43893.613
332023.08.02 04:45sell100.1094.2060.0000.000
342023.08.02 04:45modify100.1094.20694.73893.613
352023.08.02 04:45modify100.1094.20694.43893.613
362023.08.02 21:04t/p70.1093.61394.43893.61392.3210093.88
372023.08.02 21:04t/p80.1093.61394.43893.61360.2910154.18
382023.08.02 21:04t/p90.1093.61394.43893.61342.1610196.34
392023.08.02 21:04t/p100.1093.61394.43893.61337.2610233.60
402023.09.29 04:00sell110.1096.4430.0000.000
412023.09.29 04:00modify110.1096.44397.34394.943
422023.10.02 04:51sell120.1095.9180.0000.000
432023.10.02 04:51modify120.1095.91896.36894.943
442023.10.02 04:51modify110.1096.44396.36894.943
452023.10.02 13:45sell130.1095.6170.0000.000
462023.10.02 13:45modify130.1095.61795.76894.943
472023.10.02 13:45modify120.1095.91895.76894.943
482023.10.02 13:45modify110.1096.44395.76894.943
492023.10.02 13:52sell140.1095.5400.0000.000
502023.10.02 13:52modify140.1095.54096.06894.943
512023.10.02 13:52modify140.1095.54095.76894.943
522023.10.03 04:16t/p110.1094.94395.76894.94392.3310325.93
532023.10.03 04:16t/p120.1094.94395.76894.94360.3010386.23
542023.10.03 04:16t/p130.1094.94395.76894.94341.3810427.62
552023.10.03 04:16t/p140.1094.94395.76894.94336.5410464.16
562023.10.03 08:00buy150.1094.6710.0000.000
572023.10.03 08:00modify150.1094.67193.77196.171
582023.10.03 14:12s/l150.1093.77193.77196.171-56.5710407.59
592023.11.14 16:00sell160.1097.7210.0000.000
602023.11.14 16:00modify160.1097.72198.62196.221
612023.11.17 02:43sell170.1097.1960.0000.000
622023.11.17 02:43modify170.1097.19697.64696.221
632023.11.17 02:43modify160.1097.72197.64696.221
642023.11.19 23:16s/l160.1097.64697.64696.221-0.1110407.48
652023.11.19 23:16s/l170.1097.64697.64696.221-28.2710379.21
662023.12.07 12:00buy180.1095.2420.0000.000
672023.12.07 12:00modify180.1095.24294.34296.742
682023.12.07 17:46s/l180.1094.34294.34296.742-56.5610322.65
692023.12.19 08:00sell190.1096.7680.0000.000
702023.12.19 08:00modify190.1096.76897.66895.268
712023.12.25 04:23sell200.1096.2430.0000.000
722023.12.25 04:23modify200.1096.24396.69395.268
732023.12.25 04:23modify190.1096.76896.69395.268
742023.12.25 06:28s/l190.1096.69396.69395.268-1.0810321.57
752023.12.25 06:28s/l200.1096.69396.69395.268-28.2810293.29
762024.02.01 12:00buy210.1095.7430.0000.000
772024.02.01 12:00modify210.1095.74394.84397.243
782024.02.01 21:08buy220.1096.2690.0000.000
792024.02.01 21:08modify220.1096.26995.81897.243
802024.02.01 21:08modify210.1095.74395.81897.243
812024.02.02 02:46buy230.1096.5680.0000.000
822024.02.02 02:46modify230.1096.56896.41897.243
832024.02.02 02:46modify220.1096.26996.41897.243
842024.02.02 02:46modify210.1095.74396.41897.243
852024.02.02 05:21buy240.1096.6430.0000.000
862024.02.02 05:21modify240.1096.64396.11897.243
872024.02.02 05:21modify240.1096.64396.41897.243
882024.02.02 14:37s/l210.1096.41896.41897.24342.7210336.01
892024.02.02 14:37s/l220.1096.41896.41897.2439.6610345.66
902024.02.02 14:37s/l230.1096.41896.41897.243-9.4310336.23
912024.02.02 14:37s/l240.1096.41896.41897.243-14.1410322.09
922024.03.21 08:00sell250.10100.1660.0000.000
932024.03.21 08:00modify250.10100.166101.06698.666
942024.03.21 14:01sell260.1099.6400.0000.000
952024.03.21 14:01modify260.1099.640100.09198.666
962024.03.21 14:01modify250.10100.166100.09198.666
972024.03.22 02:04sell270.1099.3410.0000.000
982024.03.22 02:04modify270.1099.34199.49198.666
992024.03.22 02:04modify260.1099.64099.49198.666
1002024.03.22 02:04modify250.10100.16699.49198.666
1012024.03.22 02:13sell280.1099.2650.0000.000
1022024.03.22 02:13modify280.1099.26599.79198.666
1032024.03.22 02:13modify280.1099.26599.49198.666
1042024.03.22 06:55t/p250.1098.66699.49198.66693.3010415.40
1052024.03.22 06:55t/p260.1098.66699.49198.66660.2510475.65
1062024.03.22 06:55t/p270.1098.66699.49198.66642.4310518.08
1072024.03.22 06:55t/p280.1098.66699.49198.66637.6510555.73
1082024.04.19 04:00buy290.1098.6380.0000.000
1092024.04.19 04:00modify290.1098.63897.738100.138
1102024.04.19 07:26buy300.1099.1640.0000.000
1112024.04.19 07:26modify300.1099.16498.713100.138
1122024.04.19 07:26modify290.1098.63898.713100.138
1132024.04.22 00:06buy310.1099.4630.0000.000
1142024.04.22 00:06modify310.1099.46399.313100.138
1152024.04.22 00:06modify300.1099.16499.313100.138
1162024.04.22 00:06modify290.1098.63899.313100.138
1172024.04.22 00:08buy320.1099.5410.0000.000
1182024.04.22 00:08modify320.1099.54199.013100.138
1192024.04.22 00:08modify320.1099.54199.313100.138
1202024.04.23 13:45t/p290.10100.13899.313100.13894.8610650.59
1212024.04.23 13:45t/p300.10100.13899.313100.13861.8010712.39
1222024.04.23 13:45t/p310.10100.13899.313100.13842.7210755.11
1232024.04.23 13:45t/p320.10100.13899.313100.13837.8210792.92
1242024.04.26 08:00sell330.10102.5270.0000.000
1252024.04.26 08:00modify330.10102.527103.427101.027
1262024.04.26 08:01sell340.10102.0000.0000.000
1272024.04.26 08:01modify340.10102.000102.452101.027
1282024.04.26 08:01modify330.10102.527102.452101.027
1292024.04.26 08:01sell350.10101.6990.0000.000
1302024.04.26 08:01modify350.10101.699101.852101.027
1312024.04.26 08:01modify340.10102.000101.852101.027
1322024.04.26 08:01modify330.10102.527101.852101.027
1332024.04.26 08:01s/l330.10101.852101.852101.02742.4210835.34
1342024.04.26 08:01s/l340.10101.852101.852101.0279.3010844.64
1352024.04.26 08:01s/l350.10101.852101.852101.027-9.6210835.02
1362024.05.02 16:00buy360.10100.7040.0000.000
1372024.05.02 16:00modify360.10100.70499.804102.204
1382024.05.03 14:00buy370.10101.2330.0000.000
1392024.05.03 14:00modify370.10101.233100.779102.204
1402024.05.03 14:00modify360.10100.704100.779102.204
1412024.05.05 23:57buy380.10101.5310.0000.000
1422024.05.05 23:57modify380.10101.531101.379102.204
1432024.05.05 23:57modify370.10101.233101.379102.204
1442024.05.05 23:57modify360.10100.704101.379102.204
1452024.05.05 23:58buy390.10101.6070.0000.000
1462024.05.05 23:58modify390.10101.607101.079102.204
1472024.05.05 23:58modify390.10101.607101.379102.204
1482024.05.07 00:03t/p360.10102.204101.379102.20495.1710930.19
1492024.05.07 00:03t/p370.10102.204101.379102.20461.6210991.81
1502024.05.07 00:03t/p380.10102.204101.379102.20442.8911034.70
1512024.05.07 00:03t/p390.10102.204101.379102.20438.1111072.81
1522024.06.04 12:00buy400.10102.8670.0000.000
1532024.06.04 12:00modify400.10102.867101.967104.367
1542024.06.05 01:43buy410.10103.3930.0000.000
1552024.06.05 01:43modify410.10103.393102.942104.367
1562024.06.05 01:43modify400.10102.867102.942104.367
1572024.06.05 05:05buy420.10103.6920.0000.000
1582024.06.05 05:05modify420.10103.692103.542104.367
1592024.06.05 05:05modify410.10103.393103.542104.367
1602024.06.05 05:05modify400.10102.867103.542104.367
1612024.06.05 05:23s/l400.10103.542103.542104.36742.7211115.53
1622024.06.05 05:23s/l410.10103.542103.542104.3679.3611124.89
1632024.06.05 05:23s/l420.10103.542103.542104.367-9.4311115.46