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 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=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 test1903Ticks modelled15319364Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2383.23Gross profit2997.98Gross loss-614.75
Profit factor4.88Expected payoff43.33
Absolute drawdown115.87Maximal drawdown364.66 (3.19%)Relative drawdown3.19% (364.66)
Total trades55Short positions (won %)18 (88.89%)Long positions (won %)37 (59.46%)
Profit trades (% of total)38 (69.09%)Loss trades (% of total)17 (30.91%)
Largestprofit trade141.95loss trade-124.05
Averageprofit trade78.89loss trade-36.16
Maximumconsecutive wins (profit in money)12 (1020.58)consecutive losses (loss in money)3 (-79.46)
Maximalconsecutive profit (count of wins)1020.58 (12)consecutive loss (count of losses)-242.65 (2)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.12 16:00sell10.100.678130.000000.00000
22023.07.12 16:00modify10.100.678130.690130.66413
32023.07.27 18:27sell20.100.671130.000000.00000
42023.07.27 18:27modify20.100.671130.676730.66413
52023.07.27 18:27sell30.100.671130.000000.00000
62023.07.27 18:27modify30.100.671130.673230.66413
72023.07.27 18:27modify10.100.678130.673230.66413
82023.07.27 18:27modify20.100.671130.673230.66413
92023.07.27 18:50sell40.100.670430.000000.00000
102023.07.27 18:50modify40.100.670430.673930.66413
112023.07.27 18:50modify40.100.670430.673230.66413
122023.07.28 07:04t/p10.100.664130.673230.66413141.9510141.95
132023.07.28 07:04t/p20.100.664130.673230.6641370.1110212.06
142023.07.28 07:04t/p30.100.664130.673230.6641370.1110282.16
152023.07.28 07:04t/p40.100.664130.673230.6641363.1110345.27
162023.08.02 16:00buy50.100.654370.000000.00000
172023.08.02 16:00modify50.100.654370.642370.66837
182023.08.10 12:31buy60.100.661370.000000.00000
192023.08.10 12:31modify60.100.661370.655770.66837
202023.08.10 12:31buy70.100.661370.000000.00000
212023.08.10 12:31modify70.100.661370.659270.66837
222023.08.10 12:31modify50.100.654370.659270.66837
232023.08.10 12:31modify60.100.661370.659270.66837
242023.08.10 12:34s/l50.100.659270.659270.6683745.8810391.15
252023.08.10 12:34s/l60.100.659270.659270.66837-21.0010370.15
262023.08.10 12:34s/l70.100.659270.659270.66837-21.0010349.15
272023.08.17 04:00buy80.100.638470.000000.00000
282023.08.17 04:00modify80.100.638470.626470.65247
292023.08.22 09:55buy90.100.645490.000000.00000
302023.08.22 09:55modify90.100.645490.639870.65247
312023.08.22 09:55buy100.100.645490.000000.00000
322023.08.22 09:55modify100.100.645490.643370.65247
332023.08.22 09:55modify80.100.638470.643370.65247
342023.08.22 09:55modify90.100.645490.643370.65247
352023.08.22 12:44s/l80.100.643370.643370.6524748.0610397.22
362023.08.22 12:44s/l90.100.643370.643370.65247-21.2010376.02
372023.08.22 12:44s/l100.100.643370.643370.65247-21.2010354.82
382023.09.05 08:00buy110.100.637940.000000.00000
392023.09.05 08:00modify110.100.637940.625940.65194
402023.09.11 13:31buy120.100.644940.000000.00000
412023.09.11 13:31modify120.100.644940.639340.65194
422023.09.11 13:31buy130.100.644940.000000.00000
432023.09.11 13:31modify130.100.644940.642840.65194
442023.09.11 13:31modify110.100.637940.642840.65194
452023.09.11 13:31modify120.100.644940.642840.65194
462023.09.11 13:51s/l110.100.642840.642840.6519447.1310401.95
472023.09.11 13:51s/l120.100.642840.642840.65194-21.0010380.95
482023.09.11 13:51s/l130.100.642840.642840.65194-21.0010359.95
492023.09.29 04:00sell140.100.645670.000000.00000
502023.09.29 04:00modify140.100.645670.657670.63167
512023.10.02 13:01sell150.100.638670.000000.00000
522023.10.02 13:01modify150.100.638670.644270.63167
532023.10.02 13:01sell160.100.638670.000000.00000
542023.10.02 13:01modify160.100.638670.640770.63167
552023.10.02 13:01modify140.100.645670.640770.63167
562023.10.02 13:01modify150.100.638670.640770.63167
572023.10.02 13:50sell170.100.637950.000000.00000
582023.10.02 13:50modify170.100.637950.641470.63167
592023.10.02 13:50modify170.100.637950.640770.63167
602023.10.03 05:01t/p140.100.631670.640770.63167140.2210500.16
612023.10.03 05:01t/p150.100.631670.640770.6316770.1110570.27
622023.10.03 05:01t/p160.100.631670.640770.6316770.1110640.38
632023.10.03 05:01t/p170.100.631670.640770.6316762.9110703.29
642023.10.12 16:00buy180.100.633600.000000.00000
652023.10.12 16:00modify180.100.633600.621600.64760
662023.11.01 22:11buy190.100.640600.000000.00000
672023.11.01 22:11modify190.100.640600.635000.64760
682023.11.01 22:11buy200.100.640600.000000.00000
692023.11.01 22:11modify200.100.640600.638500.64760
702023.11.01 22:11modify180.100.633600.638500.64760
712023.11.01 22:11modify190.100.640600.638500.64760
722023.11.01 22:50buy210.100.641310.000000.00000
732023.11.01 22:50modify210.100.641310.637800.64760
742023.11.01 22:50modify210.100.641310.638500.64760
752023.11.03 12:30t/p180.100.647600.638500.64760133.1410836.43
762023.11.03 12:30t/p190.100.647600.638500.6476068.7510905.18
772023.11.03 12:30t/p200.100.647600.638500.6476068.7510973.93
782023.11.03 12:30t/p210.100.647600.638500.6476061.6511035.58
792023.11.03 16:00sell220.100.650320.000000.00000
802023.11.03 16:00modify220.100.650320.662320.63632
812023.11.07 05:24sell230.100.643320.000000.00000
822023.11.07 05:24modify230.100.643320.648920.63632
832023.11.07 05:24sell240.100.643320.000000.00000
842023.11.07 05:24modify240.100.643320.645420.63632
852023.11.07 05:24modify220.100.650320.645420.63632
862023.11.07 05:24modify230.100.643320.645420.63632
872023.11.07 06:42sell250.100.642620.000000.00000
882023.11.07 06:42modify250.100.642620.646120.63632
892023.11.07 06:42modify250.100.642620.645420.63632
902023.11.09 23:18t/p220.100.636320.645420.63632140.6511176.23
912023.11.09 23:18t/p230.100.636320.645420.6363270.4311246.66
922023.11.09 23:18t/p240.100.636320.645420.6363270.4311317.10
932023.11.09 23:18t/p250.100.636320.645420.6363263.4311380.53
942023.11.14 16:00sell260.100.647930.000000.00000
952023.11.14 16:00modify260.100.647930.659930.63393
962023.11.27 08:25s/l260.100.659930.659930.63393-118.5911261.94
972024.01.03 16:00buy270.100.671440.000000.00000
982024.01.03 16:00modify270.100.671440.659440.68544
992024.01.16 14:42s/l270.100.659440.659440.68544-124.0511137.88
1002024.01.17 08:00buy280.100.655610.000000.00000
1012024.01.17 08:00modify280.100.655610.643610.66961
1022024.01.30 00:47buy290.100.662620.000000.00000
1032024.01.30 00:47modify290.100.662620.657010.66961
1042024.01.30 00:47buy300.100.662620.000000.00000
1052024.01.30 00:47modify300.100.662620.660510.66961
1062024.01.30 00:47modify280.100.655610.660510.66961
1072024.01.30 00:47modify290.100.662620.660510.66961
1082024.01.30 08:15s/l280.100.660510.660510.6696144.9511182.83
1092024.01.30 08:15s/l290.100.660510.660510.66961-21.1011161.73
1102024.01.30 08:15s/l300.100.660510.660510.66961-21.1011140.63
1112024.02.13 16:00buy310.100.646270.000000.00000
1122024.02.13 16:00modify310.100.646270.634270.66027
1132024.02.16 16:10buy320.100.653270.000000.00000
1142024.02.16 16:10modify320.100.653270.647670.66027
1152024.02.16 16:10buy330.100.653270.000000.00000
1162024.02.16 16:10modify330.100.653270.651170.66027
1172024.02.16 16:10modify310.100.646270.651170.66027
1182024.02.16 16:10modify320.100.653270.651170.66027
1192024.02.16 17:52buy340.100.653980.000000.00000
1202024.02.16 17:52modify340.100.653980.650470.66027
1212024.02.16 17:52modify340.100.653980.651170.66027
1222024.02.28 05:36s/l310.100.651170.651170.6602744.3211184.95
1232024.02.28 05:36s/l320.100.651170.651170.66027-24.1211160.83
1242024.02.28 05:36s/l330.100.651170.651170.66027-24.1211136.71
1252024.02.28 05:36s/l340.100.651170.651170.66027-31.2211105.49
1262024.02.28 12:00buy350.100.650320.000000.00000
1272024.02.28 12:00modify350.100.650320.638320.66432
1282024.03.06 16:28buy360.100.657350.000000.00000
1292024.03.06 16:28modify360.100.657350.651720.66432
1302024.03.06 16:28buy370.100.657350.000000.00000
1312024.03.06 16:28modify370.100.657350.655220.66432
1322024.03.06 16:28modify350.100.650320.655220.66432
1332024.03.06 16:28modify360.100.657350.655220.66432
1342024.03.06 16:46buy380.100.658040.000000.00000
1352024.03.06 16:46modify380.100.658040.654520.66432
1362024.03.06 16:46modify380.100.658040.655220.66432
1372024.03.08 09:33t/p350.100.664320.655220.66432136.5711242.06
1382024.03.08 09:33t/p360.100.664320.655220.6643268.4511310.51
1392024.03.08 09:33t/p370.100.664320.655220.6643268.4511378.97
1402024.03.08 09:33t/p380.100.664320.655220.6643261.5511440.52
1412024.03.19 08:00buy390.100.652120.000000.00000
1422024.03.19 08:00modify390.100.652120.640120.66612
1432024.03.20 22:16buy400.100.659130.000000.00000
1442024.03.20 22:16modify400.100.659130.653520.66612
1452024.03.20 22:16buy410.100.659130.000000.00000
1462024.03.20 22:16modify410.100.659130.657020.66612
1472024.03.20 22:16modify390.100.652120.657020.66612
1482024.03.20 22:16modify400.100.659130.657020.66612
1492024.03.20 22:43buy420.100.659830.000000.00000
1502024.03.20 22:43modify420.100.659830.656320.66612
1512024.03.20 22:43modify420.100.659830.657020.66612
1522024.03.21 14:30s/l390.100.657020.657020.6661247.7511488.27
1532024.03.21 14:30s/l400.100.657020.657020.66612-22.0411466.23
1542024.03.21 14:30s/l410.100.657020.657020.66612-22.0411444.20
1552024.03.21 14:30s/l420.100.657020.657020.66612-29.0411415.16
1562024.04.03 16:00sell430.100.655680.000000.00000
1572024.04.03 16:00modify430.100.655680.667680.64168
1582024.04.12 12:11sell440.100.648680.000000.00000
1592024.04.12 12:11modify440.100.648680.654280.64168
1602024.04.12 12:11sell450.100.648680.000000.00000
1612024.04.12 12:11modify450.100.648680.650780.64168
1622024.04.12 12:11modify430.100.655680.650780.64168
1632024.04.12 12:11modify440.100.648680.650780.64168
1642024.04.12 12:49sell460.100.647980.000000.00000
1652024.04.12 12:49modify460.100.647980.651480.64168
1662024.04.12 12:49modify460.100.647980.650780.64168
1672024.04.16 01:15t/p430.100.641680.650780.64168141.4111556.57
1682024.04.16 01:15t/p440.100.641680.650780.6416870.2211626.79
1692024.04.16 01:15t/p450.100.641680.650780.6416870.2211697.00
1702024.04.16 01:15t/p460.100.641680.650780.6416863.2211760.22
1712024.04.16 04:00buy470.100.642080.000000.00000
1722024.04.16 04:00modify470.100.642080.630080.65608
1732024.04.23 14:20buy480.100.649080.000000.00000
1742024.04.23 14:20modify480.100.649080.643480.65608
1752024.04.23 14:20buy490.100.649080.000000.00000
1762024.04.23 14:20modify490.100.649080.646980.65608
1772024.04.23 14:20modify470.100.642080.646980.65608
1782024.04.23 14:20modify480.100.649080.646980.65608
1792024.04.24 00:54buy500.100.649790.000000.00000
1802024.04.24 00:54modify500.100.649790.646280.65608
1812024.04.24 00:54modify500.100.649790.646980.65608
1822024.04.29 02:09t/p470.100.656080.646980.65608135.9511896.16
1832024.04.29 02:09t/p480.100.656080.646980.6560868.1311964.29
1842024.04.29 02:09t/p490.100.656080.646980.6560868.1312032.42
1852024.04.29 02:09t/p500.100.656080.646980.6560861.3412093.76
1862024.04.30 16:00buy510.100.649150.000000.00000
1872024.04.30 16:00modify510.100.649150.637150.66315
1882024.05.02 16:52buy520.100.656150.000000.00000
1892024.05.02 16:52modify520.100.656150.650550.66315
1902024.05.02 16:52buy530.100.656150.000000.00000
1912024.05.02 16:52modify530.100.656150.654050.66315
1922024.05.02 16:52modify510.100.649150.654050.66315
1932024.05.02 16:52modify520.100.656150.654050.66315
1942024.05.02 18:09buy540.100.656860.000000.00000
1952024.05.02 18:09modify540.100.656860.653350.66315
1962024.05.02 18:09modify540.100.656860.654050.66315
1972024.05.03 12:30t/p510.100.663150.654050.66315138.4412232.20
1982024.05.03 12:30t/p520.100.663150.654050.6631569.6912301.89
1992024.05.03 12:30t/p530.100.663150.654050.6631569.6912371.58
2002024.05.03 12:30t/p540.100.663150.654050.6631562.5912434.17
2012024.05.03 16:00sell550.100.661360.000000.00000
2022024.05.03 16:00modify550.100.661360.673360.64736
2032024.06.28 20:59close at stop550.100.667060.673360.64736-50.9412383.23