Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test1907Ticks modelled24288944Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit413.16Gross profit645.35Gross loss-232.19
Profit factor2.78Expected payoff14.76
Absolute drawdown51.39Maximal drawdown123.59 (1.19%)Relative drawdown1.19% (123.59)
Total trades28Short positions (won %)5 (20.00%)Long positions (won %)23 (65.22%)
Profit trades (% of total)16 (57.14%)Loss trades (% of total)12 (42.86%)
Largestprofit trade78.50loss trade-42.58
Averageprofit trade40.33loss trade-19.35
Maximumconsecutive wins (profit in money)5 (211.91)consecutive losses (loss in money)3 (-39.96)
Maximalconsecutive profit (count of wins)211.91 (5)consecutive loss (count of losses)-42.58 (1)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.29 08:00sell10.1096.3870.0000.000
22023.09.29 08:00modify10.1096.38796.98795.287
32023.10.02 05:33sell20.1095.8360.0000.000
42023.10.02 05:33modify20.1095.83696.22295.287
52023.10.02 05:33modify10.1096.38796.22295.287
62023.10.02 05:39sell30.1095.7210.0000.000
72023.10.02 05:39modify30.1095.72196.11295.287
82023.10.02 05:39sell40.1095.7210.0000.000
92023.10.02 05:39modify40.1095.72195.94795.287
102023.10.02 05:39modify20.1095.83695.94795.287
112023.10.02 05:39modify10.1096.38795.94795.287
122023.10.02 05:39modify30.1095.72195.94795.287
132023.10.02 06:19s/l10.1095.94795.94795.28730.0310030.03
142023.10.02 06:19s/l20.1095.94795.94795.287-7.8810022.15
152023.10.02 06:19s/l30.1095.94795.94795.287-16.0410006.11
162023.10.02 06:19s/l40.1095.94795.94795.287-16.049990.07
172023.10.13 00:00buy50.1094.6310.0000.000
182023.10.13 00:00modify50.1094.63194.03195.731
192023.10.17 03:35buy60.1095.1810.0000.000
202023.10.17 03:35modify60.1095.18194.79695.731
212023.10.17 03:35modify50.1094.63194.79695.731
222023.10.17 10:13s/l50.1094.79694.79695.73112.5910002.66
232023.10.17 10:13s/l60.1094.79694.79695.731-27.339975.33
242024.02.01 16:00buy70.1095.7790.0000.000
252024.02.01 16:00modify70.1095.77995.17996.879
262024.02.01 23:32buy80.1096.3300.0000.000
272024.02.01 23:32modify80.1096.33095.94496.879
282024.02.01 23:32modify70.1095.77995.94496.879
292024.02.02 01:30buy90.1096.4390.0000.000
302024.02.02 01:30modify90.1096.43996.05496.879
312024.02.02 01:30buy100.1096.4390.0000.000
322024.02.02 01:30modify100.1096.43996.21996.879
332024.02.02 01:30modify80.1096.33096.21996.879
342024.02.02 01:30modify70.1095.77996.21996.879
352024.02.02 01:30modify90.1096.43996.21996.879
362024.02.02 09:26t/p70.1096.87996.21996.87978.5010053.83
372024.02.02 09:26t/p80.1096.87996.21996.87939.4010093.23
382024.02.02 09:26t/p90.1096.87996.21996.87931.2210124.45
392024.02.02 09:26t/p100.1096.87996.21996.87931.2210155.67
402024.04.26 12:00sell110.10102.4860.0000.000
412024.04.26 12:00modify110.10102.486103.086101.386
422024.04.26 17:15s/l110.10103.086103.086101.386-42.5810113.09
432024.05.03 00:00buy120.10100.6390.0000.000
442024.05.03 00:00modify120.10100.639100.039101.739
452024.05.03 13:17buy130.10101.1900.0000.000
462024.05.03 13:17modify130.10101.190100.804101.739
472024.05.03 13:17modify120.10100.639100.804101.739
482024.05.05 22:41buy140.10101.3060.0000.000
492024.05.05 22:41modify140.10101.306100.914101.739
502024.05.05 22:41buy150.10101.3060.0000.000
512024.05.05 22:41modify150.10101.306101.079101.739
522024.05.05 22:41modify130.10101.190101.079101.739
532024.05.05 22:41modify120.10100.639101.079101.739
542024.05.05 22:41modify140.10101.306101.079101.739
552024.05.06 02:07t/p120.10101.739101.079101.73978.5010191.59
562024.05.06 02:07t/p130.10101.739101.079101.73939.4010230.98
572024.05.06 02:07t/p140.10101.739101.079101.73931.1710262.15
582024.05.06 02:07t/p150.10101.739101.079101.73931.1710293.32
592024.05.30 12:00buy160.10103.8050.0000.000
602024.05.30 12:00modify160.10103.805103.205104.905
612024.05.31 08:14buy170.10104.3550.0000.000
622024.05.31 08:14modify170.10104.355103.970104.905
632024.05.31 08:14modify160.10103.805103.970104.905
642024.05.31 08:42buy180.10104.4650.0000.000
652024.05.31 08:42modify180.10104.465104.080104.905
662024.05.31 08:42buy190.10104.4650.0000.000
672024.05.31 08:42modify190.10104.465104.245104.905
682024.05.31 08:42modify170.10104.355104.245104.905
692024.05.31 08:42modify160.10103.805104.245104.905
702024.05.31 08:42modify180.10104.465104.245104.905
712024.05.31 14:54s/l160.10104.245104.245104.90531.6710324.99
722024.05.31 14:54s/l170.10104.245104.245104.905-7.8010317.19
732024.05.31 14:54s/l180.10104.245104.245104.905-15.6110301.58
742024.05.31 14:54s/l190.10104.245104.245104.905-15.6110285.97
752024.06.04 16:00buy200.10102.8860.0000.000
762024.06.04 16:00modify200.10102.886102.286103.986
772024.06.05 01:45buy210.10103.4380.0000.000
782024.06.05 01:45modify210.10103.438103.051103.986
792024.06.05 01:45modify200.10102.886103.051103.986
802024.06.05 01:59buy220.10103.5500.0000.000
812024.06.05 01:59modify220.10103.550103.161103.986
822024.06.05 01:59buy230.10103.5500.0000.000
832024.06.05 01:59modify230.10103.550103.326103.986
842024.06.05 01:59modify210.10103.438103.326103.986
852024.06.05 01:59modify200.10102.886103.326103.986
862024.06.05 01:59modify220.10103.550103.326103.986
872024.06.05 08:00t/p200.10103.986103.326103.98678.5010364.47
882024.06.05 08:00t/p210.10103.986103.326103.98638.8910403.36
892024.06.05 08:00t/p220.10103.986103.326103.98630.9410434.30
902024.06.05 08:00t/p230.10103.986103.326103.98630.9410465.24
912024.07.23 12:00buy240.10103.4280.0000.000
922024.07.23 12:00modify240.10103.428102.828104.528
932024.07.24 01:10s/l240.10102.828102.828104.528-42.1410423.10
942024.07.25 12:00buy250.1099.6000.0000.000
952024.07.25 12:00modify250.1099.60099.000100.700
962024.07.25 12:34buy260.10100.1620.0000.000
972024.07.25 12:34modify260.10100.16299.765100.700
982024.07.25 12:34modify250.1099.60099.765100.700
992024.07.25 12:35buy270.10100.2690.0000.000
1002024.07.25 12:35modify270.10100.26999.875100.700
1012024.07.25 12:35buy280.10100.2690.0000.000
1022024.07.25 12:35modify280.10100.269100.040100.700
1032024.07.25 12:35modify260.10100.162100.040100.700
1042024.07.25 12:35modify250.1099.600100.040100.700
1052024.07.25 12:35modify270.10100.269100.040100.700
1062024.07.25 12:42s/l250.10100.040100.040100.70031.2210454.32
1072024.07.25 12:42s/l260.10100.040100.040100.700-8.6610445.66
1082024.07.25 12:42s/l270.10100.040100.040100.700-16.2510429.41
1092024.07.25 12:42s/l280.10100.040100.040100.700-16.2510413.16