Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURAUD (Euro vs Australian 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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 test1903Ticks modelled29365964Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit1615.87Gross profit2365.04Gross loss-749.17
Profit factor3.16Expected payoff22.44
Absolute drawdown50.58Maximal drawdown313.36 (2.96%)Relative drawdown2.96% (313.36)
Total trades72Short positions (won %)32 (53.12%)Long positions (won %)40 (75.00%)
Profit trades (% of total)47 (65.28%)Loss trades (% of total)25 (34.72%)
Largestprofit trade101.43loss trade-82.26
Averageprofit trade50.32loss trade-29.97
Maximumconsecutive wins (profit in money)9 (507.68)consecutive losses (loss in money)4 (-139.75)
Maximalconsecutive profit (count of wins)507.68 (9)consecutive loss (count of losses)-199.12 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.04 12:00buy10.101.629750.000000.00000
22023.07.04 12:00modify10.101.629751.617751.64475
32023.07.06 12:30buy20.101.635770.000000.00000
42023.07.06 12:30modify20.101.635771.630501.64475
52023.07.06 12:30modify10.101.629751.630501.64475
62023.07.06 12:47buy30.101.637260.000000.00000
72023.07.06 12:47modify30.101.637261.633501.64475
82023.07.06 12:47modify20.101.635771.633501.64475
92023.07.06 12:47modify10.101.629751.633501.64475
102023.07.06 13:48buy40.101.640270.000000.00000
112023.07.06 13:48modify40.101.640271.635001.64475
122023.07.06 13:48modify30.101.637261.635001.64475
132023.07.06 13:48modify20.101.635771.635001.64475
142023.07.06 13:48modify10.101.629751.635001.64475
152023.07.07 12:41t/p10.101.644751.635001.6447599.5710099.57
162023.07.07 12:41t/p20.101.644751.635001.6447560.3610159.92
172023.07.07 12:41t/p30.101.644751.635001.6447550.2910210.21
182023.07.07 12:41t/p40.101.644751.635001.6447529.9310240.13
192023.07.13 16:00buy50.101.629180.000000.00000
202023.07.13 16:00modify50.101.629181.617181.64418
212023.07.14 11:51buy60.101.635200.000000.00000
222023.07.14 11:51modify60.101.635201.629931.64418
232023.07.14 11:51modify50.101.629181.629931.64418
242023.07.14 13:06buy70.101.636690.000000.00000
252023.07.14 13:06modify70.101.636691.632931.64418
262023.07.14 13:06modify60.101.635201.632931.64418
272023.07.14 13:06modify50.101.629181.632931.64418
282023.07.14 14:06buy80.101.639680.000000.00000
292023.07.14 14:06modify80.101.639681.634431.64418
302023.07.14 14:06modify70.101.636691.634431.64418
312023.07.14 14:06modify60.101.635201.634431.64418
322023.07.14 14:06modify50.101.629181.634431.64418
332023.07.17 01:36t/p50.101.644181.634431.64418100.6910340.82
342023.07.17 01:36t/p60.101.644181.634431.6441860.3610401.18
352023.07.17 01:36t/p70.101.644181.634431.6441850.2810451.46
362023.07.17 01:36t/p80.101.644181.634431.6441830.0610481.51
372023.07.17 08:00sell90.101.649350.000000.00000
382023.07.17 08:00modify90.101.649351.661351.63435
392023.07.20 01:38sell100.101.643350.000000.00000
402023.07.20 01:38modify100.101.643351.648601.63435
412023.07.20 01:38modify90.101.649351.648601.63435
422023.07.20 02:59sell110.101.641850.000000.00000
432023.07.20 02:59modify110.101.641851.645601.63435
442023.07.20 02:59modify100.101.643351.645601.63435
452023.07.20 02:59modify90.101.649351.645601.63435
462023.07.20 06:15s/l90.101.645601.645601.6343524.6810506.19
472023.07.20 06:15s/l100.101.645601.645601.63435-15.2210490.97
482023.07.20 06:15s/l110.101.645601.645601.63435-25.3610465.61
492023.07.25 16:00buy120.101.627990.000000.00000
502023.07.25 16:00modify120.101.627991.615991.64299
512023.07.26 01:30buy130.101.635580.000000.00000
522023.07.26 01:30modify130.101.635581.631741.64299
532023.07.26 01:30modify120.101.627991.631741.64299
542023.07.26 01:30buy140.101.638670.000000.00000
552023.07.26 01:30modify140.101.638671.633241.64299
562023.07.26 01:30modify130.101.635581.633241.64299
572023.07.26 01:30modify120.101.627991.633241.64299
582023.07.26 02:50buy150.101.634010.000000.00000
592023.07.26 02:50modify150.101.634011.628741.64299
602023.07.26 02:50modify150.101.634011.633241.64299
612023.07.26 02:50s/l120.101.633241.633241.6429935.1310500.74
622023.07.26 02:50s/l130.101.633241.633241.64299-15.8310484.91
632023.07.26 02:50s/l140.101.633241.633241.64299-36.7210448.19
642023.07.26 02:50s/l150.101.633241.633241.64299-5.2110442.98
652023.08.02 04:00sell160.101.666360.000000.00000
662023.08.02 04:00modify160.101.666361.678361.65136
672023.08.08 01:21s/l160.101.678361.678361.65136-81.9910360.99
682023.09.05 08:00sell170.101.686680.000000.00000
692023.09.05 08:00modify170.101.686681.698681.67168
702023.09.05 14:52sell180.101.680680.000000.00000
712023.09.05 14:52modify180.101.680681.685931.67168
722023.09.05 14:52modify170.101.686681.685931.67168
732023.09.05 15:09sell190.101.679160.000000.00000
742023.09.05 15:09modify190.101.679161.682931.67168
752023.09.05 15:09modify180.101.680681.682931.67168
762023.09.05 15:09modify170.101.686681.682931.67168
772023.09.05 23:37s/l170.101.682931.682931.6716825.3610386.35
782023.09.05 23:37s/l180.101.682931.682931.67168-15.2210371.13
792023.09.05 23:37s/l190.101.682931.682931.67168-25.5010345.63
802023.09.14 16:00buy200.101.655040.000000.00000
812023.09.14 16:00modify200.101.655041.643041.67004
822023.09.18 14:06buy210.101.661060.000000.00000
832023.09.18 14:06modify210.101.661061.655791.67004
842023.09.18 14:06modify200.101.655041.655791.67004
852023.09.19 08:12s/l200.101.655791.655791.670043.9510349.57
862023.09.19 08:12s/l210.101.655791.655791.67004-36.0010313.57
872023.09.29 04:00buy220.101.638060.000000.00000
882023.09.29 04:00modify220.101.638061.626061.65306
892023.09.29 17:12buy230.101.644070.000000.00000
902023.09.29 17:12modify230.101.644071.638811.65306
912023.09.29 17:12modify220.101.638061.638811.65306
922023.10.02 02:14buy240.101.645570.000000.00000
932023.10.02 02:14modify240.101.645571.641811.65306
942023.10.02 02:14modify230.101.644071.641811.65306
952023.10.02 02:14modify220.101.638061.641811.65306
962023.10.02 03:37buy250.101.648580.000000.00000
972023.10.02 03:37modify250.101.648581.643311.65306
982023.10.02 03:37modify240.101.645571.643311.65306
992023.10.02 03:37modify230.101.644071.643311.65306
1002023.10.02 03:37modify220.101.638061.643311.65306
1012023.10.03 04:17t/p220.101.653061.643311.65306100.6810414.25
1022023.10.03 04:17t/p230.101.653061.643311.6530660.0410474.29
1032023.10.03 04:17t/p240.101.653061.643311.6530650.2810524.56
1042023.10.03 04:17t/p250.101.653061.643311.6530629.9310554.49
1052023.10.03 12:00sell260.101.661450.000000.00000
1062023.10.03 12:00modify260.101.661451.673451.64645
1072023.10.04 04:54sell270.101.655390.000000.00000
1082023.10.04 04:54modify270.101.655391.660701.64645
1092023.10.04 04:54modify260.101.661451.660701.64645
1102023.10.04 09:17s/l260.101.660701.660701.646454.9410559.43
1112023.10.04 09:17s/l270.101.660701.660701.64645-35.9110523.52
1122023.10.12 16:00sell280.101.665990.000000.00000
1132023.10.12 16:00modify280.101.665991.677991.65099
1142023.10.17 00:46sell290.101.659990.000000.00000
1152023.10.17 00:46modify290.101.659991.665241.65099
1162023.10.17 00:46modify280.101.665991.665241.65099
1172023.10.17 03:35sell300.101.658490.000000.00000
1182023.10.17 03:35modify300.101.658491.662241.65099
1192023.10.17 03:35modify290.101.659991.662241.65099
1202023.10.17 03:35modify280.101.665991.662241.65099
1212023.10.17 10:09s/l280.101.662241.662241.6509924.9510548.47
1222023.10.17 10:09s/l290.101.662241.662241.65099-15.2210533.25
1232023.10.17 10:09s/l300.101.662241.662241.65099-25.3710507.88
1242023.10.19 08:00sell310.101.672910.000000.00000
1252023.10.19 08:00modify310.101.672911.684911.65791
1262023.10.24 14:33sell320.101.666900.000000.00000
1272023.10.24 14:33modify320.101.666901.672161.65791
1282023.10.24 14:33modify310.101.672911.672161.65791
1292023.10.24 18:32sell330.101.665410.000000.00000
1302023.10.24 18:32modify330.101.665411.669161.65791
1312023.10.24 18:32modify320.101.666901.669161.65791
1322023.10.24 18:32modify310.101.672911.669161.65791
1332023.10.25 00:55t/p310.101.657911.669161.65791100.8910608.77
1342023.10.25 00:55t/p320.101.657911.669161.6579160.6610669.43
1352023.10.25 00:55t/p330.101.657911.669161.6579150.5810720.02
1362023.10.25 04:00buy340.101.661760.000000.00000
1372023.10.25 04:00modify340.101.661761.649761.67676
1382023.10.25 09:07buy350.101.667780.000000.00000
1392023.10.25 09:07modify350.101.667781.662511.67676
1402023.10.25 09:07modify340.101.661761.662511.67676
1412023.10.25 09:45buy360.101.669320.000000.00000
1422023.10.25 09:45modify360.101.669321.665511.67676
1432023.10.25 09:45modify350.101.667781.665511.67676
1442023.10.25 09:45modify340.101.661761.665511.67676
1452023.10.25 14:06buy370.101.672270.000000.00000
1462023.10.25 14:06modify370.101.672271.667011.67676
1472023.10.25 14:06modify360.101.669321.667011.67676
1482023.10.25 14:06modify350.101.667781.667011.67676
1492023.10.25 14:06modify340.101.661761.667011.67676
1502023.10.25 22:07t/p340.101.676761.667011.67676101.4310821.45
1512023.10.25 22:07t/p350.101.676761.667011.6767660.7210882.17
1522023.10.25 22:07t/p360.101.676761.667011.6767650.3110932.48
1532023.10.25 22:07t/p370.101.676761.667011.6767630.3610962.84
1542023.11.07 08:00sell380.101.665100.000000.00000
1552023.11.07 08:00modify380.101.665101.677101.65010
1562023.11.08 02:18sell390.101.659080.000000.00000
1572023.11.08 02:18modify390.101.659081.664351.65010
1582023.11.08 02:18modify380.101.665101.664351.65010
1592023.11.08 08:00sell400.101.657590.000000.00000
1602023.11.08 08:00modify400.101.657591.661351.65010
1612023.11.08 08:00modify390.101.659081.661351.65010
1622023.11.08 08:00modify380.101.665101.661351.65010
1632023.11.08 12:11s/l380.101.661351.661351.6501025.2210988.06
1642023.11.08 12:11s/l390.101.661351.661351.65010-15.3510972.71
1652023.11.08 12:11s/l400.101.661351.661351.65010-25.4310947.28
1662023.12.01 16:00buy410.101.632600.000000.00000
1672023.12.01 16:00modify410.101.632601.620601.64760
1682023.12.04 23:38buy420.101.638620.000000.00000
1692023.12.04 23:38modify420.101.638621.633351.64760
1702023.12.04 23:38modify410.101.632601.633351.64760
1712023.12.05 01:31buy430.101.640100.000000.00000
1722023.12.05 01:31modify430.101.640101.636351.64760
1732023.12.05 01:31modify420.101.638621.636351.64760
1742023.12.05 01:31modify410.101.632601.636351.64760
1752023.12.05 03:30buy440.101.643110.000000.00000
1762023.12.05 03:30modify440.101.643111.637851.64760
1772023.12.05 03:30modify430.101.640101.637851.64760
1782023.12.05 03:30modify420.101.638621.637851.64760
1792023.12.05 03:30modify410.101.632601.637851.64760
1802023.12.05 03:40t/p410.101.647601.637851.64760100.6811047.96
1812023.12.05 03:40t/p420.101.647601.637851.6476060.3611108.32
1822023.12.05 03:40t/p430.101.647601.637851.6476050.7211159.04
1832023.12.05 03:40t/p440.101.647601.637851.6476030.3611189.40
1842023.12.14 04:00buy450.101.624470.000000.00000
1852023.12.14 04:00modify450.101.624471.612471.63947
1862023.12.14 09:02buy460.101.630480.000000.00000
1872023.12.14 09:02modify460.101.630481.625221.63947
1882023.12.14 09:02modify450.101.624471.625221.63947
1892023.12.14 09:52s/l450.101.625221.625221.639475.0811194.48
1902023.12.14 09:52s/l460.101.625221.625221.63947-35.5611158.92
1912024.01.16 04:00sell470.101.651010.000000.00000
1922024.01.16 04:00modify470.101.651011.663011.63601
1932024.01.17 09:07s/l470.101.663011.663011.63601-81.3011077.62
1942024.02.26 16:00sell480.101.659280.000000.00000
1952024.02.26 16:00modify480.101.659281.671281.64428
1962024.03.05 05:46s/l480.101.671281.671281.64428-82.2610995.36
1972024.03.05 08:00sell490.101.672620.000000.00000
1982024.03.05 08:00modify490.101.672621.684621.65762
1992024.03.05 22:05sell500.101.666430.000000.00000
2002024.03.05 22:05modify500.101.666431.671871.65762
2012024.03.05 22:05modify490.101.672621.671871.65762
2022024.03.06 04:50sell510.101.665120.000000.00000
2032024.03.06 04:50modify510.101.665121.668871.65762
2042024.03.06 04:50modify500.101.666431.668871.65762
2052024.03.06 04:50modify490.101.672621.668871.65762
2062024.03.06 14:34sell520.101.662120.000000.00000
2072024.03.06 14:34modify520.101.662121.667371.65762
2082024.03.06 14:34modify510.101.665121.667371.65762
2092024.03.06 14:34modify500.101.666431.667371.65762
2102024.03.06 14:34modify490.101.672621.667371.65762
2112024.03.07 02:53t/p490.101.657621.667371.65762100.9011096.26
2122024.03.07 02:53t/p500.101.657621.667371.6576259.0311155.29
2132024.03.07 02:53t/p510.101.657621.667371.6576250.3111205.60
2142024.03.07 02:53t/p520.101.657621.667371.6576230.0211235.62
2152024.03.07 08:00buy530.101.653570.000000.00000
2162024.03.07 08:00modify530.101.653571.641571.66857
2172024.03.15 08:01buy540.101.659570.000000.00000
2182024.03.15 08:01modify540.101.659571.654321.66857
2192024.03.15 08:01modify530.101.653571.654321.66857
2202024.03.15 08:34buy550.101.661110.000000.00000
2212024.03.15 08:34modify550.101.661111.657321.66857
2222024.03.15 08:34modify540.101.659571.657321.66857
2232024.03.15 08:34modify530.101.653571.657321.66857
2242024.03.15 13:15s/l530.101.657321.657321.6685722.3511257.97
2252024.03.15 13:15s/l540.101.657321.657321.66857-15.2211242.75
2262024.03.15 13:15s/l550.101.657321.657321.66857-25.6311217.12
2272024.03.19 08:00sell560.101.665040.000000.00000
2282024.03.19 08:00modify560.101.665041.677041.65004
2292024.03.20 18:53sell570.101.658970.000000.00000
2302024.03.20 18:53modify570.101.658971.664291.65004
2312024.03.20 18:53modify560.101.665041.664291.65004
2322024.03.20 21:00sell580.101.657450.000000.00000
2332024.03.20 21:00modify580.101.657451.661291.65004
2342024.03.20 21:00modify570.101.658971.661291.65004
2352024.03.20 21:00modify560.101.665041.661291.65004
2362024.03.21 00:30sell590.101.654490.000000.00000
2372024.03.21 00:30modify590.101.654491.659791.65004
2382024.03.21 00:30modify580.101.657451.659791.65004
2392024.03.21 00:30modify570.101.658971.659791.65004
2402024.03.21 00:30modify560.101.665041.659791.65004
2412024.03.21 06:17t/p560.101.650041.659791.65004100.8911318.01
2422024.03.21 06:17t/p570.101.650041.659791.6500459.9811377.99
2432024.03.21 06:17t/p580.101.650041.659791.6500449.7011427.69
2442024.03.21 06:17t/p590.101.650041.659791.6500430.0911457.78
2452024.04.04 08:00buy600.101.647140.000000.00000
2462024.04.04 08:00modify600.101.647141.635141.66214
2472024.04.16 00:58buy610.101.653150.000000.00000
2482024.04.16 00:58modify610.101.653151.647891.66214
2492024.04.16 00:58modify600.101.647141.647891.66214
2502024.04.16 01:15buy620.101.654680.000000.00000
2512024.04.16 01:15modify620.101.654681.650891.66214
2522024.04.16 01:15modify610.101.653151.650891.66214
2532024.04.16 01:15modify600.101.647141.650891.66214
2542024.04.16 10:29buy630.101.657660.000000.00000
2552024.04.16 10:29modify630.101.657661.652391.66214
2562024.04.16 10:29modify620.101.654681.652391.66214
2572024.04.16 10:29modify610.101.653151.652391.66214
2582024.04.16 10:29modify600.101.647141.652391.66214
2592024.04.19 01:09t/p600.101.662141.652391.6621495.7911553.57
2602024.04.19 01:09t/p610.101.662141.652391.6621458.9111612.48
2612024.04.19 01:09t/p620.101.662141.652391.6621448.5611661.03
2622024.04.19 01:09t/p630.101.662141.652391.6621428.4111689.44
2632024.04.19 04:00sell640.101.664370.000000.00000
2642024.04.19 04:00modify640.101.664371.676371.64937
2652024.04.21 23:56sell650.101.658370.000000.00000
2662024.04.21 23:56modify650.101.658371.663621.64937
2672024.04.21 23:56modify640.101.664371.663621.64937
2682024.04.22 00:07sell660.101.656870.000000.00000
2692024.04.22 00:07modify660.101.656871.660621.64937
2702024.04.22 00:07modify650.101.658371.660621.64937
2712024.04.22 00:07modify640.101.664371.660621.64937
2722024.04.22 01:49sell670.101.653860.000000.00000
2732024.04.22 01:49modify670.101.653861.659121.64937
2742024.04.22 01:49modify660.101.656871.659121.64937
2752024.04.22 01:49modify650.101.658371.659121.64937
2762024.04.22 01:49modify640.101.664371.659121.64937
2772024.04.22 06:56s/l640.101.659121.659121.6493735.3611724.80
2782024.04.22 06:56s/l650.101.659121.659121.64937-5.2111719.60
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2802024.04.22 06:56s/l670.101.659121.659121.64937-35.5711668.82
2812024.05.03 16:00buy680.101.628510.000000.00000
2822024.05.03 16:00modify680.101.628511.616511.64351
2832024.05.08 01:09buy690.101.634540.000000.00000
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2852024.05.08 01:09modify680.101.628511.629261.64351
2862024.05.08 08:25buy700.101.636010.000000.00000
2872024.05.08 08:25modify700.101.636011.632261.64351
2882024.05.08 08:25modify690.101.634541.632261.64351
2892024.05.08 08:25modify680.101.628511.632261.64351
2902024.05.09 03:23s/l680.101.632261.632261.6435123.1111691.93
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2932024.06.19 08:00buy710.101.609430.000000.00000
2942024.06.19 08:00modify710.101.609431.597431.62443
2952024.06.24 11:56buy720.101.615430.000000.00000
2962024.06.24 11:56modify720.101.615431.610181.62443
2972024.06.24 11:56modify710.101.609431.610181.62443
2982024.06.25 06:45s/l710.101.610181.610181.624432.8211651.74
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