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=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=50; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=5; 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 profit896.44Gross profit1369.20Gross loss-472.76
Profit factor2.90Expected payoff18.68
Absolute drawdown68.03Maximal drawdown203.20 (1.83%)Relative drawdown1.83% (203.20)
Total trades48Short positions (won %)21 (66.67%)Long positions (won %)27 (66.67%)
Profit trades (% of total)32 (66.67%)Loss trades (% of total)16 (33.33%)
Largestprofit trade87.67loss trade-40.03
Averageprofit trade42.79loss trade-29.55
Maximumconsecutive wins (profit in money)8 (366.56)consecutive losses (loss in money)3 (-68.02)
Maximalconsecutive profit (count of wins)366.56 (8)consecutive loss (count of losses)-75.65 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.15 04:00sell10.1095.3520.0000.000
22023.09.15 04:00modify10.1095.35295.85294.152
32023.09.20 10:16s/l10.1095.85295.85294.152-39.049960.96
42023.09.27 04:00buy20.1095.1280.0000.000
52023.09.27 04:00modify20.1095.12894.62896.328
62023.09.28 14:20buy30.1095.7280.0000.000
72023.09.28 14:20modify30.1095.72895.18896.328
82023.09.28 14:20modify20.1095.12895.18896.328
92023.09.28 14:48buy40.1095.7880.0000.000
102023.09.28 14:48modify40.1095.78895.48896.328
112023.09.28 14:48modify30.1095.72895.48896.328
122023.09.28 14:48modify20.1095.12895.48896.328
132023.09.29 01:13buy50.1096.0890.0000.000
142023.09.29 01:13modify50.1096.08995.54896.328
152023.09.29 01:13modify40.1095.78895.54896.328
162023.09.29 01:13modify30.1095.72895.54896.328
172023.09.29 01:13modify20.1095.12895.54896.328
182023.09.29 02:19t/p20.1096.32895.54896.32886.8010047.76
192023.09.29 02:19t/p30.1096.32895.54896.32842.9610090.72
202023.09.29 02:19t/p40.1096.32895.54896.32838.7110129.43
212023.09.29 02:19t/p50.1096.32895.54896.32816.9410146.37
222023.10.03 04:00buy60.1095.1210.0000.000
232023.10.03 04:00modify60.1095.12194.62196.321
242023.10.03 05:01s/l60.1094.62194.62196.321-35.4410110.93
252023.10.12 04:00sell70.1095.7470.0000.000
262023.10.12 04:00modify70.1095.74796.24794.547
272023.10.12 13:34sell80.1095.1460.0000.000
282023.10.12 13:34modify80.1095.14695.68794.547
292023.10.12 13:34modify70.1095.74795.68794.547
302023.10.12 13:42sell90.1095.0870.0000.000
312023.10.12 13:42modify90.1095.08795.38794.547
322023.10.12 13:42modify80.1095.14695.38794.547
332023.10.12 13:42modify70.1095.74795.38794.547
342023.10.12 15:50sell100.1094.7870.0000.000
352023.10.12 15:50modify100.1094.78795.32794.547
362023.10.12 15:50modify90.1095.08795.32794.547
372023.10.12 15:50modify80.1095.14695.32794.547
382023.10.12 15:50modify70.1095.74795.32794.547
392023.10.12 18:06t/p70.1094.54795.32794.54785.0310195.96
402023.10.12 18:06t/p80.1094.54795.32794.54742.4410238.40
412023.10.12 18:06t/p90.1094.54795.32794.54738.2610276.66
422023.10.12 18:06t/p100.1094.54795.32794.54717.0110293.67
432023.10.19 04:00buy110.1094.4030.0000.000
442023.10.19 04:00modify110.1094.40393.90395.603
452023.10.19 16:02buy120.1095.0060.0000.000
462023.10.19 16:02modify120.1095.00694.46395.603
472023.10.19 16:02modify110.1094.40394.46395.603
482023.10.19 16:02buy130.1095.0630.0000.000
492023.10.19 16:02modify130.1095.06394.76395.603
502023.10.19 16:02modify120.1095.00694.76395.603
512023.10.19 16:02modify110.1094.40394.76395.603
522023.10.19 16:36s/l110.1094.76394.76395.60325.5110319.18
532023.10.19 16:36s/l120.1094.76394.76395.603-17.2210301.96
542023.10.19 16:36s/l130.1094.76394.76395.603-21.2610280.70
552023.10.25 04:00sell140.1095.6140.0000.000
562023.10.25 04:00modify140.1095.61496.11494.414
572023.10.25 09:45sell150.1095.0140.0000.000
582023.10.25 09:45modify150.1095.01495.55494.414
592023.10.25 09:45modify140.1095.61495.55494.414
602023.10.25 09:45sell160.1094.9530.0000.000
612023.10.25 09:45modify160.1094.95395.25494.414
622023.10.25 09:45modify150.1095.01495.25494.414
632023.10.25 09:45modify140.1095.61495.25494.414
642023.10.25 17:05sell170.1094.6530.0000.000
652023.10.25 17:05modify170.1094.65395.19494.414
662023.10.25 17:05modify160.1094.95395.19494.414
672023.10.25 17:05modify150.1095.01495.19494.414
682023.10.25 17:05modify140.1095.61495.19494.414
692023.10.25 22:16t/p140.1094.41495.19494.41485.0210365.72
702023.10.25 22:16t/p150.1094.41495.19494.41442.5110408.23
712023.10.25 22:16t/p160.1094.41495.19494.41438.1910446.42
722023.10.25 22:16t/p170.1094.41495.19494.41416.9310463.35
732023.12.05 04:00buy180.1096.7990.0000.000
742023.12.05 04:00modify180.1096.79996.29997.999
752023.12.05 13:55s/l180.1096.29996.29997.999-35.4310427.92
762023.12.07 04:00buy190.1095.9010.0000.000
772023.12.07 04:00modify190.1095.90195.40197.101
782023.12.07 08:27s/l190.1095.40195.40197.101-35.4310392.49
792023.12.14 04:00buy200.1094.9730.0000.000
802023.12.14 04:00modify200.1094.97394.47396.173
812023.12.18 06:06buy210.1095.5730.0000.000
822023.12.18 06:06modify210.1095.57395.03396.173
832023.12.18 06:06modify200.1094.97395.03396.173
842023.12.18 06:19buy220.1095.6340.0000.000
852023.12.18 06:19modify220.1095.63495.33396.173
862023.12.18 06:19modify210.1095.57395.33396.173
872023.12.18 06:19modify200.1094.97395.33396.173
882023.12.18 09:58buy230.1095.9340.0000.000
892023.12.18 09:58modify230.1095.93495.39396.173
902023.12.18 09:58modify220.1095.63495.39396.173
912023.12.18 09:58modify210.1095.57395.39396.173
922023.12.18 09:58modify200.1094.97395.39396.173
932023.12.19 02:49t/p200.1096.17395.39396.17386.3610478.85
942023.12.19 02:49t/p210.1096.17395.39396.17342.9610521.81
952023.12.19 02:49t/p220.1096.17395.39396.17338.6410560.45
962023.12.19 02:49t/p230.1096.17395.39396.17317.3810577.83
972023.12.19 04:00sell240.1096.4190.0000.000
982023.12.19 04:00modify240.1096.41996.91995.219
992023.12.19 06:36sell250.1095.7940.0000.000
1002023.12.19 06:36modify250.1095.79496.35995.219
1012023.12.19 06:36modify240.1096.41996.35995.219
1022023.12.19 06:37s/l240.1096.35996.35995.2194.2510582.08
1032023.12.19 06:37s/l250.1096.35996.35995.219-40.0310542.05
1042023.12.27 04:00sell260.1097.4100.0000.000
1052023.12.27 04:00modify260.1097.41097.91096.210
1062023.12.28 00:07sell270.1096.8100.0000.000
1072023.12.28 00:07modify270.1096.81097.35096.210
1082023.12.28 00:07modify260.1097.41097.35096.210
1092023.12.28 04:38sell280.1096.7500.0000.000
1102023.12.28 04:38modify280.1096.75097.05096.210
1112023.12.28 04:38modify270.1096.81097.05096.210
1122023.12.28 04:38modify260.1097.41097.05096.210
1132023.12.28 07:09sell290.1096.4490.0000.000
1142023.12.28 07:09modify290.1096.44996.99096.210
1152023.12.28 07:09modify280.1096.75096.99096.210
1162023.12.28 07:09modify270.1096.81096.99096.210
1172023.12.28 07:09modify260.1097.41096.99096.210
1182023.12.28 09:19t/p260.1096.21096.99096.21081.4210623.47
1192023.12.28 09:19t/p270.1096.21096.99096.21042.5110665.98
1202023.12.28 09:19t/p280.1096.21096.99096.21038.2610704.24
1212023.12.28 09:19t/p290.1096.21096.99096.21016.9310721.17
1222024.01.16 04:00buy300.1096.6400.0000.000
1232024.01.16 04:00modify300.1096.64096.14097.840
1242024.01.18 03:45buy310.1097.2420.0000.000
1252024.01.18 03:45modify310.1097.24296.70097.840
1262024.01.18 03:45modify300.1096.64096.70097.840
1272024.01.18 19:12buy320.1097.3010.0000.000
1282024.01.18 19:12modify320.1097.30197.00097.840
1292024.01.18 19:12modify310.1097.24297.00097.840
1302024.01.18 19:12modify300.1096.64097.00097.840
1312024.01.19 01:33buy330.1097.6000.0000.000
1322024.01.19 01:33modify330.1097.60097.06097.840
1332024.01.19 01:33modify320.1097.30197.06097.840
1342024.01.19 01:33modify310.1097.24297.06097.840
1352024.01.19 01:33modify300.1096.64097.06097.840
1362024.01.22 00:54t/p300.1097.84097.06097.84087.6710808.84
1372024.01.22 00:54t/p310.1097.84097.06097.84043.2510852.09
1382024.01.22 00:54t/p320.1097.84097.06097.84039.0710891.16
1392024.01.22 00:54t/p330.1097.84097.06097.84017.4510908.61
1402024.02.01 04:00buy340.1096.3650.0000.000
1412024.02.01 04:00modify340.1096.36595.86597.565
1422024.02.01 08:01s/l340.1095.86595.86597.565-35.4310873.18
1432024.02.28 04:00buy350.1098.2040.0000.000
1442024.02.28 04:00modify350.1098.20497.70499.404
1452024.02.29 01:50s/l350.1097.70497.70499.404-34.1110839.06
1462024.03.11 04:00buy360.1097.1780.0000.000
1472024.03.11 04:00modify360.1097.17896.67898.378
1482024.03.13 08:56buy370.1097.7790.0000.000
1492024.03.13 08:56modify370.1097.77997.23898.378
1502024.03.13 08:56modify360.1097.17897.23898.378
1512024.03.13 11:14buy380.1097.8380.0000.000
1522024.03.13 11:14modify380.1097.83897.53898.378
1532024.03.13 11:14modify370.1097.77997.53898.378
1542024.03.13 11:14modify360.1097.17897.53898.378
1552024.03.14 13:22s/l360.1097.53897.53898.37827.7110866.77
1562024.03.14 13:22s/l370.1097.53897.53898.378-15.7610851.01
1572024.03.14 13:22s/l380.1097.53897.53898.378-19.9410831.07
1582024.04.19 04:00buy390.1098.6380.0000.000
1592024.04.19 04:00modify390.1098.63898.13899.838
1602024.04.19 07:52buy400.1099.2380.0000.000
1612024.04.19 07:52modify400.1099.23898.69899.838
1622024.04.19 07:52modify390.1098.63898.69899.838
1632024.04.19 12:31buy410.1099.2990.0000.000
1642024.04.19 12:31modify410.1099.29998.99899.838
1652024.04.19 12:31modify400.1099.23898.99899.838
1662024.04.19 12:31modify390.1098.63898.99899.838
1672024.04.22 00:15buy420.1099.5980.0000.000
1682024.04.22 00:15modify420.1099.59899.05899.838
1692024.04.22 00:15modify410.1099.29999.05899.838
1702024.04.22 00:15modify400.1099.23899.05899.838
1712024.04.22 00:15modify390.1098.63899.05899.838
1722024.04.22 17:58t/p390.1099.83899.05899.83885.4810916.55
1732024.04.22 17:58t/p400.1099.83899.05899.83842.9610959.51
1742024.04.22 17:58t/p410.1099.83899.05899.83838.6410998.15
1752024.04.22 17:58t/p420.1099.83899.05899.83817.0111015.16
1762024.04.24 04:00sell430.10100.8590.0000.000
1772024.04.24 04:00modify430.10100.859101.35999.659
1782024.04.25 05:18s/l430.10101.359101.35999.659-39.0310976.13
1792024.05.06 04:00sell440.10101.8220.0000.000
1802024.05.06 04:00modify440.10101.822102.322100.622
1812024.05.07 00:55s/l440.10102.322102.322100.622-36.6210939.51
1822024.05.28 04:00sell450.10104.5250.0000.000
1832024.05.28 04:00modify450.10104.525105.025103.325
1842024.05.30 02:44sell460.10103.9250.0000.000
1852024.05.30 02:44modify460.10103.925104.465103.325
1862024.05.30 02:44modify450.10104.525104.465103.325
1872024.05.30 04:37sell470.10103.8650.0000.000
1882024.05.30 04:37modify470.10103.865104.165103.325
1892024.05.30 04:37modify460.10103.925104.165103.325
1902024.05.30 04:37modify450.10104.525104.165103.325
1912024.05.30 05:38sell480.10103.5650.0000.000
1922024.05.30 05:38modify480.10103.565104.105103.325
1932024.05.30 05:38modify470.10103.865104.105103.325
1942024.05.30 05:38modify460.10103.925104.105103.325
1952024.05.30 05:38modify450.10104.525104.105103.325
1962024.05.30 14:04s/l450.10104.105104.105103.32524.9510964.46
1972024.05.30 14:04s/l460.10104.105104.105103.325-12.7510951.71
1982024.05.30 14:04s/l470.10104.105104.105103.325-17.0110934.70
1992024.05.30 14:04s/l480.10104.105104.105103.325-38.2610896.44