Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:59 (2023.09.01 - 2024.09.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=9; 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=100; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 test7218Ticks modelled13436Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1288.17Gross profit2738.14Gross loss-1449.98
Profit factor1.89Expected payoff15.34
Absolute drawdown78.74Maximal drawdown565.49 (5.22%)Relative drawdown5.22% (565.49)
Total trades84Short positions (won %)40 (62.50%)Long positions (won %)44 (63.64%)
Profit trades (% of total)53 (63.10%)Loss trades (% of total)31 (36.90%)
Largestprofit trade99.92loss trade-106.16
Averageprofit trade51.66loss trade-46.77
Maximumconsecutive wins (profit in money)10 (585.46)consecutive losses (loss in money)3 (-237.30)
Maximalconsecutive profit (count of wins)585.46 (10)consecutive loss (count of losses)-237.30 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.05 02:00buy10.100.643850.000000.00000
22023.09.05 02:00modify10.100.643850.633850.65385
32023.09.15 05:00buy20.100.647480.000000.00000
42023.09.15 05:00modify20.100.647480.644350.65385
52023.09.15 05:00modify10.100.643850.644350.65385
62023.09.15 13:00s/l10.100.644350.644350.653850.9010000.90
72023.09.15 13:00s/l20.100.644350.644350.65385-31.309969.60
82023.09.20 12:00sell30.100.648580.000000.00000
92023.09.20 12:00modify30.100.648580.658580.63858
102023.09.21 00:00sell40.100.643530.000000.00000
112023.09.21 00:00modify40.100.643530.646080.63858
122023.09.21 00:00modify30.100.648580.646080.63858
132023.09.21 20:00sell50.100.641330.000000.00000
142023.09.21 20:00modify50.100.641330.644580.63858
152023.09.21 20:00modify40.100.643530.644580.63858
162023.09.21 20:00modify30.100.648580.644580.63858
172023.09.22 10:00s/l30.100.644580.644580.6385839.6810009.28
182023.09.22 10:00s/l40.100.644580.644580.63858-10.589998.70
192023.09.22 10:00s/l50.100.644580.644580.63858-32.589966.12
202023.09.22 12:00sell60.100.645110.000000.00000
212023.09.22 12:00modify60.100.645110.655110.63511
222023.09.25 06:00sell70.100.641600.000000.00000
232023.09.25 06:00modify70.100.641600.644610.63511
242023.09.25 06:00modify60.100.645110.644610.63511
252023.09.27 04:00sell80.100.638110.000000.00000
262023.09.27 04:00modify80.100.638110.641110.63511
272023.09.27 04:00modify70.100.641600.641110.63511
282023.09.27 04:00modify60.100.645110.641110.63511
292023.09.27 18:00t/p60.100.635110.641110.6351199.7610065.88
302023.09.27 18:00t/p70.100.635110.641110.6351164.7410130.62
312023.09.27 18:00t/p80.100.635110.641110.6351130.0010160.62
322023.09.27 18:00buy90.100.634360.000000.00000
332023.09.27 18:00modify90.100.634360.624360.64436
342023.09.28 06:00buy100.100.637990.000000.00000
352023.09.28 06:00modify100.100.637990.634860.64436
362023.09.28 06:00modify90.100.634360.634860.64436
372023.09.28 11:00buy110.100.639430.000000.00000
382023.09.28 11:00modify110.100.639430.636860.64436
392023.09.28 11:00modify100.100.637990.636860.64436
402023.09.28 11:00modify90.100.634360.636860.64436
412023.09.28 15:00buy120.100.641450.000000.00000
422023.09.28 15:00modify120.100.641450.638360.64436
432023.09.28 15:00modify110.100.639430.638360.64436
442023.09.28 15:00modify100.100.637990.638360.64436
452023.09.28 15:00modify90.100.634360.638360.64436
462023.09.29 02:00t/p90.100.644360.638360.6443698.6310259.25
472023.09.29 02:00t/p100.100.644360.638360.6443663.3610322.61
482023.09.29 02:00t/p110.100.644360.638360.6443648.9610371.56
492023.09.29 02:00t/p120.100.644360.638360.6443628.7610400.32
502023.09.29 02:00sell130.100.644290.000000.00000
512023.09.29 02:00modify130.100.644290.654290.63429
522023.10.02 15:00sell140.100.637110.000000.00000
532023.10.02 15:00modify140.100.637110.640290.63429
542023.10.02 15:00modify130.100.644290.640290.63429
552023.10.03 03:00t/p130.100.634290.640290.6342999.8410500.16
562023.10.03 03:00t/p140.100.634290.640290.6342928.1210528.28
572023.10.03 05:00buy150.100.631980.000000.00000
582023.10.03 05:00modify150.100.631980.621980.64198
592023.10.05 14:00buy160.100.635490.000000.00000
602023.10.05 14:00modify160.100.635490.632480.64198
612023.10.05 14:00modify150.100.631980.632480.64198
622023.10.06 08:00buy170.100.636980.000000.00000
632023.10.06 08:00modify170.100.636980.634480.64198
642023.10.06 08:00modify160.100.635490.634480.64198
652023.10.06 08:00modify150.100.631980.634480.64198
662023.10.06 13:00s/l150.100.634480.634480.6419823.2910551.57
672023.10.06 13:00s/l160.100.634480.634480.64198-10.4410541.13
682023.10.06 13:00s/l170.100.634480.634480.64198-25.0010516.13
692023.10.12 14:00buy180.100.635600.000000.00000
702023.10.12 14:00modify180.100.635600.625600.64560
712023.11.01 20:00buy190.100.639400.000000.00000
722023.11.01 20:00modify190.100.639400.636100.64560
732023.11.01 20:00modify180.100.635600.636100.64560
742023.11.02 07:00buy200.100.642890.000000.00000
752023.11.02 07:00modify200.100.642890.639600.64560
762023.11.02 07:00modify190.100.639400.639600.64560
772023.11.02 07:00modify180.100.635600.639600.64560
782023.11.03 13:00t/p180.100.645600.639600.6456092.4810608.61
792023.11.03 13:00t/p190.100.645600.639600.6456060.6310669.24
802023.11.03 13:00t/p200.100.645600.639600.6456026.7610696.00
812023.11.03 13:00sell210.100.649310.000000.00000
822023.11.03 13:00modify210.100.649310.659310.63931
832023.11.07 10:00sell220.100.642110.000000.00000
842023.11.07 10:00modify220.100.642110.645310.63931
852023.11.07 10:00modify210.100.649310.645310.63931
862023.11.09 19:00t/p210.100.639310.645310.6393199.5210795.52
872023.11.09 19:00t/p220.100.639310.645310.6393127.6810823.20
882023.11.14 14:00sell230.100.644120.000000.00000
892023.11.14 14:00modify230.100.644120.654120.63412
902023.11.15 14:00s/l230.100.654120.654120.63412-100.0810723.12
912023.11.20 03:00sell240.100.654260.000000.00000
922023.11.20 03:00modify240.100.654260.664260.64426
932023.11.28 16:00s/l240.100.664260.664260.64426-100.6410622.48
942023.11.28 17:00sell250.100.666310.000000.00000
952023.11.28 17:00modify250.100.666310.676310.65631
962023.11.29 08:00sell260.100.662750.000000.00000
972023.11.29 08:00modify260.100.662750.665810.65631
982023.11.29 08:00modify250.100.666310.665810.65631
992023.11.29 14:00sell270.100.661040.000000.00000
1002023.11.29 14:00modify270.100.661040.663810.65631
1012023.11.29 14:00modify260.100.662750.663810.65631
1022023.11.29 14:00modify250.100.666310.663810.65631
1032023.11.29 16:00s/l250.100.663810.663810.6563124.9210647.40
1042023.11.29 16:00s/l260.100.663810.663810.65631-10.6010636.80
1052023.11.29 16:00s/l270.100.663810.663810.65631-27.7010609.10
1062023.12.05 04:00buy280.100.657830.000000.00000
1072023.12.05 04:00modify280.100.657830.647830.66783
1082023.12.08 04:00buy290.100.661330.000000.00000
1092023.12.08 04:00modify290.100.661330.658330.66783
1102023.12.08 04:00modify280.100.657830.658330.66783
1112023.12.08 14:00s/l280.100.658330.658330.667833.2910612.39
1122023.12.08 14:00s/l290.100.658330.658330.66783-30.0010582.39
1132023.12.19 15:00sell300.100.676490.000000.00000
1142023.12.19 15:00modify300.100.676490.686490.66649
1152023.12.28 01:00s/l300.100.686490.686490.66649-100.8810481.51
1162023.12.29 14:00buy310.100.678580.000000.00000
1172023.12.29 14:00modify310.100.678580.668580.68858
1182023.12.29 18:00buy320.100.683750.000000.00000
1192023.12.29 18:00modify320.100.683750.681080.68858
1202023.12.29 18:00modify310.100.678580.681080.68858
1212023.12.29 20:00s/l310.100.681080.681080.6885825.0010506.51
1222023.12.29 20:00s/l320.100.681080.681080.68858-26.7010479.81
1232024.01.03 12:00buy330.100.673190.000000.00000
1242024.01.03 12:00modify330.100.673190.663190.68319
1252024.01.16 01:00s/l330.100.663190.663190.68319-104.4510375.36
1262024.01.16 04:00buy340.100.661540.000000.00000
1272024.01.16 04:00modify340.100.661540.651540.67154
1282024.02.01 11:00s/l340.100.651540.651540.67154-106.1610269.20
1292024.02.02 03:00sell350.100.659790.000000.00000
1302024.02.02 03:00modify350.100.659790.669790.64979
1312024.02.05 00:00t/p350.100.649790.669790.6497999.9210369.12
1322024.02.08 12:00buy360.100.649970.000000.00000
1332024.02.08 12:00modify360.100.649970.639970.65997
1342024.02.20 08:00buy370.100.653650.000000.00000
1352024.02.20 08:00modify370.100.653650.650470.65997
1362024.02.20 08:00modify360.100.649970.650470.65997
1372024.02.21 04:00buy380.100.657250.000000.00000
1382024.02.21 04:00modify380.100.657250.653970.65997
1392024.02.21 04:00modify370.100.653650.653970.65997
1402024.02.21 04:00modify360.100.649970.653970.65997
1412024.02.21 17:00s/l360.100.653970.653970.6599736.2410405.36
1422024.02.21 17:00s/l370.100.653970.653970.659972.8610408.22
1432024.02.21 17:00s/l380.100.653970.653970.65997-32.8010375.42
1442024.02.22 08:00sell390.100.658890.000000.00000
1452024.02.22 08:00modify390.100.658890.668890.64889
1462024.02.22 14:00sell400.100.655240.000000.00000
1472024.02.22 14:00modify400.100.655240.658390.64889
1482024.02.22 14:00modify390.100.658890.658390.64889
1492024.02.26 15:00sell410.100.653850.000000.00000
1502024.02.26 15:00modify410.100.653850.656390.64889
1512024.02.26 15:00modify400.100.655240.656390.64889
1522024.02.26 15:00modify390.100.658890.656390.64889
1532024.02.28 05:00sell420.100.651750.000000.00000
1542024.02.28 05:00modify420.100.651750.654890.64889
1552024.02.28 05:00modify410.100.653850.654890.64889
1562024.02.28 05:00modify400.100.655240.654890.64889
1572024.02.28 05:00modify390.100.658890.654890.64889
1582024.03.05 07:00t/p390.100.648890.654890.6488999.2010474.62
1592024.03.05 07:00t/p400.100.648890.654890.6488962.7010537.32
1602024.03.05 07:00t/p410.100.648890.654890.6488948.9610586.28
1612024.03.05 07:00t/p420.100.648890.654890.6488928.1210614.40
1622024.03.05 09:00buy430.100.648300.000000.00000
1632024.03.05 09:00modify430.100.648300.638300.65830
1642024.03.06 06:00buy440.100.651940.000000.00000
1652024.03.06 06:00modify440.100.651940.648800.65830
1662024.03.06 06:00modify430.100.648300.648800.65830
1672024.03.06 15:00buy450.100.655340.000000.00000
1682024.03.06 15:00modify450.100.655340.652300.65830
1692024.03.06 15:00modify440.100.651940.652300.65830
1702024.03.06 15:00modify430.100.648300.652300.65830
1712024.03.07 04:00t/p430.100.658300.652300.6583098.6310713.03
1722024.03.07 04:00t/p440.100.658300.652300.6583062.5710775.61
1732024.03.07 04:00t/p450.100.658300.652300.6583028.5710804.18
1742024.03.07 11:00sell460.100.660620.000000.00000
1752024.03.07 11:00modify460.100.660620.670620.65062
1762024.03.15 09:00sell470.100.655620.000000.00000
1772024.03.15 09:00modify470.100.655620.658120.65062
1782024.03.15 09:00modify460.100.660620.658120.65062
1792024.03.20 04:00sell480.100.653600.000000.00000
1802024.03.20 04:00modify480.100.653600.656620.65062
1812024.03.20 04:00modify470.100.655620.656620.65062
1822024.03.20 04:00modify460.100.660620.656620.65062
1832024.03.20 19:00s/l460.100.656620.656620.6506239.1210843.30
1842024.03.20 19:00s/l470.100.656620.656620.65062-10.2410833.06
1852024.03.20 19:00s/l480.100.656620.656620.65062-30.2010802.86
1862024.03.20 19:00sell490.100.657660.000000.00000
1872024.03.20 19:00modify490.100.657660.667660.64766
1882024.03.22 04:00sell500.100.652640.000000.00000
1892024.03.22 04:00modify500.100.652640.655160.64766
1902024.03.22 04:00modify490.100.657660.655160.64766
1912024.03.26 02:00s/l490.100.655160.655160.6476624.5210827.38
1922024.03.26 02:00s/l500.100.655160.655160.64766-25.3610802.02
1932024.03.28 10:00buy510.100.649030.000000.00000
1942024.03.28 10:00modify510.100.649030.639030.65903
1952024.03.28 16:00buy520.100.652610.000000.00000
1962024.03.28 16:00modify520.100.652610.649530.65903
1972024.03.28 16:00modify510.100.649030.649530.65903
1982024.04.01 15:00s/l510.100.649530.649530.659034.3210806.34
1992024.04.01 15:00s/l520.100.649530.649530.65903-31.4810774.85
2002024.04.01 15:00buy530.100.649460.000000.00000
2012024.04.01 15:00modify530.100.649460.639460.65946
2022024.04.03 17:00buy540.100.656690.000000.00000
2032024.04.03 17:00modify540.100.656690.653460.65946
2042024.04.03 17:00modify530.100.649460.653460.65946
2052024.04.04 08:00t/p530.100.659460.653460.6594698.2910873.14
2062024.04.04 08:00t/p540.100.659460.653460.6594626.6710899.82
2072024.04.04 13:00sell550.100.661470.000000.00000
2082024.04.04 13:00modify550.100.661470.671470.65147
2092024.04.05 03:00sell560.100.656380.000000.00000
2102024.04.05 03:00modify560.100.656380.658970.65147
2112024.04.05 03:00modify550.100.661470.658970.65147
2122024.04.05 10:00s/l550.100.658970.658970.6514724.9210924.74
2132024.04.05 10:00s/l560.100.658970.658970.65147-25.9010898.84
2142024.04.10 13:00buy570.100.655800.000000.00000
2152024.04.10 13:00modify570.100.655800.645800.66580
2162024.04.12 18:00s/l570.100.645800.645800.66580-101.3710797.47
2172024.04.19 02:00buy580.100.638210.000000.00000
2182024.04.19 02:00modify580.100.638210.628210.64821
2192024.04.21 22:00buy590.100.641900.000000.00000
2202024.04.21 22:00modify590.100.641900.638710.64821
2212024.04.21 22:00modify580.100.638210.638710.64821
2222024.04.22 01:00buy600.100.643500.000000.00000
2232024.04.22 01:00modify600.100.643500.640710.64821
2242024.04.22 01:00modify590.100.641900.640710.64821
2252024.04.22 01:00modify580.100.638210.640710.64821
2262024.04.22 02:00buy610.100.645450.000000.00000
2272024.04.22 02:00modify610.100.645450.642210.64821
2282024.04.22 02:00modify600.100.643500.642210.64821
2292024.04.22 02:00modify590.100.641900.642210.64821
2302024.04.22 02:00modify580.100.638210.642210.64821
2312024.04.23 14:00t/p580.100.648210.642210.6482199.3210896.78
2322024.04.23 14:00t/p590.100.648210.642210.6482162.4210959.20
2332024.04.23 14:00t/p600.100.648210.642210.6482146.7611005.96
2342024.04.23 14:00t/p610.100.648210.642210.6482127.2611033.22
2352024.04.29 05:00sell620.100.657550.000000.00000
2362024.04.29 05:00modify620.100.657550.667550.64755
2372024.04.30 06:00sell630.100.652360.000000.00000
2382024.04.30 06:00modify630.100.652360.655050.64755
2392024.04.30 06:00modify620.100.657550.655050.64755
2402024.04.30 21:00t/p620.100.647550.655050.6475599.9211133.14
2412024.04.30 21:00t/p630.100.647550.655050.6475548.1011181.24
2422024.05.01 19:00sell640.100.653340.000000.00000
2432024.05.01 19:00modify640.100.653340.663340.64334
2442024.05.03 13:00s/l640.100.663340.663340.64334-100.3211080.92
2452024.05.03 13:00sell650.100.663690.000000.00000
2462024.05.03 13:00modify650.100.663690.673690.65369
2472024.05.07 06:00sell660.100.660070.000000.00000
2482024.05.07 06:00modify660.100.660070.663190.65369
2492024.05.07 06:00modify650.100.663690.663190.65369
2502024.05.08 09:00sell670.100.656490.000000.00000
2512024.05.08 09:00modify670.100.656490.659690.65369
2522024.05.08 09:00modify660.100.660070.659690.65369
2532024.05.08 09:00modify650.100.663690.659690.65369
2542024.05.09 13:00s/l650.100.659690.659690.6536939.5211120.44
2552024.05.09 13:00s/l660.100.659690.659690.653693.4811123.92
2562024.05.09 13:00s/l670.100.659690.659690.65369-32.2411091.68
2572024.05.15 04:00sell680.100.664680.000000.00000
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2592024.05.24 03:00sell690.100.659450.000000.00000
2602024.05.24 03:00modify690.100.659450.662180.65468
2612024.05.24 03:00modify680.100.664680.662180.65468
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2642024.06.07 13:00buy700.100.660990.000000.00000
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2662024.06.13 07:00buy710.100.664770.000000.00000
2672024.06.13 07:00modify710.100.664770.661490.67099
2682024.06.13 07:00modify700.100.660990.661490.67099
2692024.06.13 13:00buy720.100.666110.000000.00000
2702024.06.13 13:00modify720.100.666110.663490.67099
2712024.06.13 13:00modify710.100.664770.663490.67099
2722024.06.13 13:00modify700.100.660990.663490.67099
2732024.06.13 15:00s/l700.100.663490.663490.6709922.9511111.44
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2762024.07.03 15:00sell730.100.672020.000000.00000
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2782024.07.19 19:00sell740.100.668300.000000.00000
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2802024.07.19 19:00modify730.100.672020.671520.66202
2812024.07.22 05:00sell750.100.666770.000000.00000
2822024.07.22 05:00modify750.100.666770.669520.66202
2832024.07.22 05:00modify740.100.668300.669520.66202
2842024.07.22 05:00modify730.100.672020.669520.66202
2852024.07.23 14:00t/p730.100.662020.669520.6620298.4011170.84
2862024.07.23 14:00t/p740.100.662020.669520.6620262.6411233.48
2872024.07.23 14:00t/p750.100.662020.669520.6620247.4211280.90
2882024.07.24 03:00buy760.100.660430.000000.00000
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2902024.07.31 02:00s/l760.100.650430.650430.67043-102.3911178.51
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2952024.07.31 16:00modify770.100.649970.650470.65997
2962024.08.01 00:00buy790.100.655100.000000.00000
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2982024.08.01 00:00modify780.100.653590.652470.65997
2992024.08.01 00:00modify770.100.649970.652470.65997
3002024.08.01 03:00s/l770.100.652470.652470.6599723.9711202.48
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3082024.08.06 00:00t/p800.100.652010.642510.6520199.6611263.62
3092024.08.06 00:00t/p810.100.652010.642510.6520161.6611325.27
3102024.08.16 18:00sell820.100.666210.000000.00000
3112024.08.16 18:00modify820.100.666210.676210.65621
3122024.08.21 19:00s/l820.100.676210.676210.65621-100.2411225.03
3132024.08.22 18:00buy830.100.670010.000000.00000
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3162024.08.30 17:00buy840.100.676060.000000.00000
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