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=0; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 profit1351.07Gross profit2202.99Gross loss-851.92
Profit factor2.59Expected payoff27.57
Absolute drawdown45.30Maximal drawdown324.02 (3.00%)Relative drawdown3.00% (324.02)
Total trades49Short positions (won %)22 (63.64%)Long positions (won %)27 (62.96%)
Profit trades (% of total)31 (63.27%)Loss trades (% of total)18 (36.73%)
Largestprofit trade150.76loss trade-104.05
Averageprofit trade71.06loss trade-47.33
Maximumconsecutive wins (profit in money)4 (397.49)consecutive losses (loss in money)3 (-225.76)
Maximalconsecutive profit (count of wins)397.49 (4)consecutive loss (count of losses)-225.76 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.13 10:00sell10.100.685200.000000.00000
22023.07.13 10:00modify10.100.685200.695200.67020
32023.07.18 06:00sell20.100.682190.000000.00000
42023.07.18 06:00modify20.100.682190.684450.67020
52023.07.18 06:00modify10.100.685200.684450.67020
62023.07.19 07:00sell30.100.678910.000000.00000
72023.07.19 07:00modify30.100.678910.681450.67020
82023.07.19 07:00modify20.100.682190.681450.67020
92023.07.19 07:00modify10.100.685200.681450.67020
102023.07.20 02:00s/l10.100.681450.681450.6702038.2610038.26
112023.07.20 02:00s/l20.100.681450.681450.670207.8310046.09
122023.07.20 02:00s/l30.100.681450.681450.67020-25.0810021.01
132023.07.31 15:00sell40.100.673760.000000.00000
142023.07.31 15:00modify40.100.673760.683760.65876
152023.08.01 02:00sell50.100.670480.000000.00000
162023.08.01 02:00modify50.100.670480.673010.65876
172023.08.01 02:00modify40.100.673760.673010.65876
182023.08.01 05:00sell60.100.667480.000000.00000
192023.08.01 05:00modify60.100.667480.670010.65876
202023.08.01 05:00modify50.100.670480.670010.65876
212023.08.01 05:00modify40.100.673760.670010.65876
222023.08.02 05:00t/p40.100.658760.670010.65876150.2210171.23
232023.08.02 05:00t/p50.100.658760.670010.65876117.3110288.54
242023.08.02 05:00t/p60.100.658760.670010.6587687.3110375.85
252023.08.02 07:00buy70.100.657900.000000.00000
262023.08.02 07:00modify70.100.657900.647900.67290
272023.08.14 01:00s/l70.100.647900.647900.67290-103.7410272.10
282023.09.20 14:00sell80.100.649700.000000.00000
292023.09.20 14:00modify80.100.649700.659700.63470
302023.09.21 00:00sell90.100.643530.000000.00000
312023.09.21 00:00modify90.100.643530.645950.63470
322023.09.21 00:00modify80.100.649700.645950.63470
332023.09.21 03:00sell100.100.640660.000000.00000
342023.09.21 03:00modify100.100.640660.644450.63470
352023.09.21 03:00modify90.100.643530.644450.63470
362023.09.21 03:00modify80.100.649700.644450.63470
372023.09.22 10:00s/l80.100.644450.644450.6347052.9310325.04
382023.09.22 10:00s/l90.100.644450.644450.63470-9.0910315.95
392023.09.22 10:00s/l100.100.644450.644450.63470-37.7910278.15
402023.09.22 15:00sell110.100.646060.000000.00000
412023.09.22 15:00modify110.100.646060.656060.63106
422023.09.27 11:00sell120.100.636840.000000.00000
432023.09.27 11:00modify120.100.636840.640810.63106
442023.09.27 11:00modify110.100.646060.640810.63106
452023.09.28 15:00s/l110.100.640810.640810.6310653.1510331.30
462023.09.28 15:00s/l120.100.640810.640810.63106-39.3810291.93
472023.09.29 07:00sell130.100.647370.000000.00000
482023.09.29 07:00modify130.100.647370.657370.63237
492023.10.02 04:00sell140.100.641140.000000.00000
502023.10.02 04:00modify140.100.641140.643620.63237
512023.10.02 04:00modify130.100.647370.643620.63237
522023.10.03 05:00t/p130.100.632370.643620.63237150.2210442.14
532023.10.03 05:00t/p140.100.632370.643620.6323787.8110529.95
542023.10.12 15:00buy150.100.634350.000000.00000
552023.10.12 15:00modify150.100.634350.624350.64935
562023.10.31 09:00buy160.100.637520.000000.00000
572023.10.31 09:00modify160.100.637520.635100.64935
582023.10.31 09:00modify150.100.634350.635100.64935
592023.10.31 13:00s/l150.100.635100.635100.649352.2010532.15
602023.10.31 13:00s/l160.100.635100.635100.64935-24.2010507.95
612023.11.03 13:00sell170.100.649310.000000.00000
622023.11.03 13:00modify170.100.649310.659310.63431
632023.11.08 06:00sell180.100.643030.000000.00000
642023.11.08 06:00modify180.100.643030.645560.63431
652023.11.08 06:00modify170.100.649310.645560.63431
662023.11.09 01:00sell190.100.640290.000000.00000
672023.11.09 01:00modify190.100.640290.644060.63431
682023.11.09 01:00modify180.100.643030.644060.63431
692023.11.09 01:00modify170.100.649310.644060.63431
702023.11.10 16:00t/p170.100.634310.644060.63431150.7610658.71
712023.11.10 16:00t/p180.100.634310.644060.6343187.6310746.34
722023.11.10 16:00t/p190.100.634310.644060.6343159.9110806.25
732023.11.14 14:00sell200.100.644120.000000.00000
742023.11.14 14:00modify200.100.644120.654120.62912
752023.11.15 14:00s/l200.100.654120.654120.62912-99.8910706.36
762023.12.05 15:00buy210.100.655290.000000.00000
772023.12.05 15:00modify210.100.655290.645290.67029
782023.12.08 04:00buy220.100.661330.000000.00000
792023.12.08 04:00modify220.100.661330.659040.67029
802023.12.08 04:00modify210.100.655290.659040.67029
812023.12.08 14:00s/l210.100.659040.659040.6702935.9410742.30
822023.12.08 14:00s/l220.100.659040.659040.67029-22.9010719.40
832023.12.19 15:00sell230.100.676490.000000.00000
842023.12.19 15:00modify230.100.676490.686490.66149
852023.12.28 01:00s/l230.100.686490.686490.66149-98.8110620.59
862024.01.03 14:00buy240.100.671760.000000.00000
872024.01.03 14:00modify240.100.671760.661760.68676
882024.01.16 04:00s/l240.100.661760.661760.68676-104.0510516.53
892024.01.17 09:00buy250.100.654190.000000.00000
902024.01.17 09:00modify250.100.654190.644190.66919
912024.01.18 22:00buy260.100.657400.000000.00000
922024.01.18 22:00modify260.100.657400.654940.66919
932024.01.18 22:00modify250.100.654190.654940.66919
942024.01.23 05:00buy270.100.660310.000000.00000
952024.01.23 05:00modify270.100.660310.657940.66919
962024.01.23 05:00modify260.100.657400.657940.66919
972024.01.23 05:00modify250.100.654190.657940.66919
982024.01.23 12:00s/l250.100.657940.657940.6691935.6310552.16
992024.01.23 12:00s/l260.100.657940.657940.669194.4610556.63
1002024.01.23 12:00s/l270.100.657940.657940.66919-23.7010532.93
1012024.02.08 13:00buy280.100.649550.000000.00000
1022024.02.08 13:00modify280.100.649550.639550.66455
1032024.02.09 21:00buy290.100.652780.000000.00000
1042024.02.09 21:00modify290.100.652780.650300.66455
1052024.02.09 21:00modify280.100.649550.650300.66455
1062024.02.13 14:00s/l280.100.650300.650300.664556.5610539.49
1072024.02.13 14:00s/l290.100.650300.650300.66455-25.4210514.07
1082024.02.13 15:00buy300.100.646110.000000.00000
1092024.02.13 15:00modify300.100.646110.636110.66111
1102024.02.14 18:00buy310.100.649340.000000.00000
1112024.02.14 18:00modify310.100.649340.646860.66111
1122024.02.14 18:00modify300.100.646110.646860.66111
1132024.02.15 14:00buy320.100.652110.000000.00000
1142024.02.15 14:00modify320.100.652110.649860.66111
1152024.02.15 14:00modify310.100.649340.649860.66111
1162024.02.15 14:00modify300.100.646110.649860.66111
1172024.02.16 14:00s/l300.100.649860.649860.6611135.9410550.01
1182024.02.16 14:00s/l310.100.649860.649860.661113.9510553.96
1192024.02.16 14:00s/l320.100.649860.649860.66111-22.8110531.15
1202024.02.20 14:00sell330.100.657250.000000.00000
1212024.02.20 14:00modify330.100.657250.667250.64225
1222024.02.21 18:00sell340.100.654050.000000.00000
1232024.02.21 18:00modify340.100.654050.656500.64225
1242024.02.21 18:00modify330.100.657250.656500.64225
1252024.02.22 06:00s/l330.100.656500.656500.642257.9310539.08
1262024.02.22 06:00s/l340.100.656500.656500.64225-24.1810514.90
1272024.02.28 07:00buy350.100.651080.000000.00000
1282024.02.28 07:00modify350.100.651080.641080.66608
1292024.03.06 14:00buy360.100.654310.000000.00000
1302024.03.06 14:00modify360.100.654310.651830.66608
1312024.03.06 14:00modify350.100.651080.651830.66608
1322024.03.08 14:00t/p350.100.666080.651830.66608146.5710661.47
1332024.03.08 14:00t/p360.100.666080.651830.66608116.4510777.93
1342024.03.19 10:00buy370.100.650910.000000.00000
1352024.03.19 10:00modify370.100.650910.640910.66591
1362024.03.20 03:00buy380.100.654190.000000.00000
1372024.03.20 03:00modify380.100.654190.651660.66591
1382024.03.20 03:00modify370.100.650910.651660.66591
1392024.03.20 10:00s/l370.100.651660.651660.665917.1910785.11
1402024.03.20 10:00s/l380.100.651660.651660.66591-25.3010759.81
1412024.03.20 19:00sell390.100.657660.000000.00000
1422024.03.20 19:00modify390.100.657660.667660.64266
1432024.03.22 08:00sell400.100.651500.000000.00000
1442024.03.22 08:00modify400.100.651500.653910.64266
1452024.03.22 08:00modify390.100.657660.653910.64266
1462024.03.25 03:00s/l390.100.653910.653910.6426638.0410797.86
1472024.03.25 03:00s/l400.100.653910.653910.64266-23.9910773.86
1482024.04.01 16:00buy410.100.648550.000000.00000
1492024.04.01 16:00modify410.100.648550.638550.66355
1502024.04.02 15:00buy420.100.651690.000000.00000
1512024.04.02 15:00modify420.100.651690.649300.66355
1522024.04.02 15:00modify410.100.648550.649300.66355
1532024.04.05 06:00buy430.100.657750.000000.00000
1542024.04.05 06:00modify430.100.657750.653800.66355
1552024.04.05 06:00modify420.100.651690.653800.66355
1562024.04.05 06:00modify410.100.648550.653800.66355
1572024.04.09 14:00t/p410.100.663550.653800.66355147.5010921.37
1582024.04.09 14:00t/p420.100.663550.653800.66355116.4211037.78
1592024.04.09 14:00t/p430.100.663550.653800.6635557.3811095.16
1602024.04.10 13:00buy440.100.655800.000000.00000
1612024.04.10 13:00modify440.100.655800.645800.67080
1622024.04.12 18:00s/l440.100.645800.645800.67080-101.2510993.91
1632024.04.30 13:00buy450.100.650280.000000.00000
1642024.04.30 13:00modify450.100.650280.640280.66528
1652024.05.02 02:00buy460.100.653340.000000.00000
1662024.05.02 02:00modify460.100.653340.651030.66528
1672024.05.02 02:00modify450.100.650280.651030.66528
1682024.05.02 18:00buy470.100.656380.000000.00000
1692024.05.02 18:00modify470.100.656380.654030.66528
1702024.05.02 18:00modify460.100.653340.654030.66528
1712024.05.02 18:00modify450.100.650280.654030.66528
1722024.05.15 13:00t/p450.100.665280.654030.66528145.3211139.23
1732024.05.15 13:00t/p460.100.665280.654030.66528115.9711255.20
1742024.05.15 13:00t/p470.100.665280.654030.6652885.5711340.77
1752024.06.07 14:00buy480.100.659880.000000.00000
1762024.06.07 14:00modify480.100.659880.649880.67488
1772024.06.12 13:00buy490.100.669070.000000.00000
1782024.06.12 13:00modify490.100.669070.665130.67488
1792024.06.12 13:00modify480.100.659880.665130.67488
1802024.06.13 02:00s/l480.100.665130.665130.6748850.6311391.40
1812024.06.13 02:00s/l490.100.665130.665130.67488-40.3411351.07