Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 test1913Ticks modelled14272363Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1989.66Gross profit2311.31Gross loss-321.65
Profit factor7.19Expected payoff45.22
Absolute drawdown15.50Maximal drawdown280.17 (12.71%)Relative drawdown15.29% (232.56)
Total trades44Short positions (won %)16 (81.25%)Long positions (won %)28 (67.86%)
Profit trades (% of total)32 (72.73%)Loss trades (% of total)12 (27.27%)
Largestprofit trade129.32loss trade-66.42
Averageprofit trade72.23loss trade-26.80
Maximumconsecutive wins (profit in money)9 (665.94)consecutive losses (loss in money)3 (-72.63)
Maximalconsecutive profit (count of wins)665.94 (9)consecutive loss (count of losses)-72.63 (3)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.10 12:00buy10.100.635360.000000.00000
22023.11.10 12:00modify10.100.635360.621360.64836
32023.11.14 13:30buy20.100.641880.000000.00000
42023.11.14 13:30modify20.100.641880.639910.64836
52023.11.14 13:30buy30.100.641880.000000.00000
62023.11.14 13:30modify30.100.641880.639910.64836
72023.11.14 13:30modify10.100.635360.639910.64836
82023.11.14 13:32buy40.100.643180.000000.00000
92023.11.14 13:32modify40.100.643180.639260.64836
102023.11.14 13:32modify40.100.643180.639910.64836
112023.11.14 15:26t/p10.100.648360.639910.64836129.321129.32
122023.11.14 15:26t/p20.100.648360.639910.6483664.801194.12
132023.11.14 15:26t/p30.100.648360.639910.6483664.801258.92
142023.11.14 15:26t/p40.100.648360.639910.6483651.801310.72
152023.12.22 12:00sell50.100.680940.000000.00000
162023.12.22 12:00modify50.100.680940.694940.66794
172024.01.03 10:10sell60.100.674440.000000.00000
182024.01.03 10:10modify60.100.674440.676390.66794
192024.01.03 10:10sell70.100.674440.000000.00000
202024.01.03 10:10modify70.100.674440.676390.66794
212024.01.03 10:10modify50.100.680940.676390.66794
222024.01.03 11:25sell80.100.673120.000000.00000
232024.01.03 11:25modify80.100.673120.677040.66794
242024.01.03 11:25modify80.100.673120.676390.66794
252024.01.05 10:21t/p50.100.667940.676390.66794128.881439.60
262024.01.05 10:21t/p60.100.667940.676390.6679464.681504.28
272024.01.05 10:21t/p70.100.667940.676390.6679464.681568.96
282024.01.05 10:21t/p80.100.667940.676390.6679451.481620.44
292024.01.05 12:00buy90.100.668320.000000.00000
302024.01.05 12:00modify90.100.668320.654320.68132
312024.01.05 15:10buy100.100.674830.000000.00000
322024.01.05 15:10modify100.100.674830.672870.68132
332024.01.05 15:10buy110.100.674830.000000.00000
342024.01.05 15:10modify110.100.674830.672870.68132
352024.01.05 15:10modify90.100.668320.672870.68132
362024.01.05 15:16s/l90.100.672870.672870.6813245.501665.94
372024.01.05 15:16s/l100.100.672870.672870.68132-19.601646.34
382024.01.05 15:16s/l110.100.672870.672870.68132-19.601626.74
392024.01.19 12:00sell120.100.659870.000000.00000
402024.01.19 12:00modify120.100.659870.673870.64687
412024.02.01 06:57sell130.100.653360.000000.00000
422024.02.01 06:57modify130.100.653360.655320.64687
432024.02.01 06:57sell140.100.653360.000000.00000
442024.02.01 06:57modify140.100.653360.655320.64687
452024.02.01 06:57modify120.100.659870.655320.64687
462024.02.01 07:48sell150.100.652060.000000.00000
472024.02.01 07:48modify150.100.652060.655970.64687
482024.02.01 07:48modify150.100.652060.655320.64687
492024.02.01 16:05s/l120.100.655320.655320.6468744.461671.20
502024.02.01 16:05s/l130.100.655320.655320.64687-19.601651.60
512024.02.01 16:05s/l140.100.655320.655320.64687-19.601632.00
522024.02.01 16:05s/l150.100.655320.655320.64687-32.601599.40
532024.03.08 12:00sell160.100.664580.000000.00000
542024.03.08 12:00modify160.100.664580.678580.65158
552024.03.14 15:11sell170.100.658050.000000.00000
562024.03.14 15:11modify170.100.658050.660030.65158
572024.03.14 15:11sell180.100.658050.000000.00000
582024.03.14 15:11modify180.100.658050.660030.65158
592024.03.14 15:11modify160.100.664580.660030.65158
602024.03.15 00:23sell190.100.656780.000000.00000
612024.03.15 00:23modify190.100.656780.660680.65158
622024.03.15 00:23modify190.100.656780.660030.65158
632024.03.19 08:09t/p160.100.651580.660030.65158129.281728.68
642024.03.19 08:09t/p170.100.651580.660030.6515864.461793.14
652024.03.19 08:09t/p180.100.651580.660030.6515864.461857.60
662024.03.19 08:09t/p190.100.651580.660030.6515851.841909.44
672024.03.28 12:00buy200.100.649140.000000.00000
682024.03.28 12:00modify200.100.649140.635140.66214
692024.04.03 15:23buy210.100.655640.000000.00000
702024.04.03 15:23modify210.100.655640.653690.66214
712024.04.03 15:23buy220.100.655640.000000.00000
722024.04.03 15:23modify220.100.655640.653690.66214
732024.04.03 15:23modify200.100.649140.653690.66214
742024.04.03 16:31buy230.100.656940.000000.00000
752024.04.03 16:31modify230.100.656940.653040.66214
762024.04.03 16:31modify230.100.656940.653690.66214
772024.04.09 09:59t/p200.100.662140.653690.66214126.582036.02
782024.04.09 09:59t/p210.100.662140.653690.6621462.952098.96
792024.04.09 09:59t/p220.100.662140.653690.6621462.952161.91
802024.04.09 09:59t/p230.100.662140.653690.6621449.952211.86
812024.04.12 12:00buy240.100.649610.000000.00000
822024.04.12 12:00modify240.100.649610.635610.66261
832024.04.29 01:37buy250.100.656110.000000.00000
842024.04.29 01:37modify250.100.656110.654160.66261
852024.04.29 01:37buy260.100.656110.000000.00000
862024.04.29 01:37modify260.100.656110.654160.66261
872024.04.29 01:37modify240.100.649610.654160.66261
882024.04.29 04:09buy270.100.657420.000000.00000
892024.04.29 04:09modify270.100.657420.653510.66261
902024.04.29 04:09modify270.100.657420.654160.66261
912024.04.30 02:00s/l240.100.654160.654160.6626140.032251.89
922024.04.30 02:00s/l250.100.654160.654160.66261-19.842232.05
932024.04.30 02:00s/l260.100.654160.654160.66261-19.842212.20
942024.04.30 02:00s/l270.100.654160.654160.66261-32.942179.26
952024.05.08 12:00buy280.100.656640.000000.00000
962024.05.08 12:00modify280.100.656640.642640.66964
972024.05.15 00:12buy290.100.663140.000000.00000
982024.05.15 00:12modify290.100.663140.661190.66964
992024.05.15 00:12buy300.100.663140.000000.00000
1002024.05.15 00:12modify300.100.663140.661190.66964
1012024.05.15 00:12modify280.100.656640.661190.66964
1022024.05.15 02:41buy310.100.664450.000000.00000
1032024.05.15 02:41modify310.100.664450.660540.66964
1042024.05.15 02:41modify310.100.664450.661190.66964
1052024.05.15 22:10t/p280.100.669640.661190.66964127.612306.87
1062024.05.15 22:10t/p290.100.669640.661190.6696465.002371.87
1072024.05.15 22:10t/p300.100.669640.661190.6696465.002436.87
1082024.05.15 22:10t/p310.100.669640.661190.6696451.902488.77
1092024.06.04 12:00buy320.100.664310.000000.00000
1102024.06.04 12:00modify320.100.664310.650310.67731
1112024.07.03 14:00buy330.100.670820.000000.00000
1122024.07.03 14:00modify330.100.670820.668860.67731
1132024.07.03 14:00buy340.100.670820.000000.00000
1142024.07.03 14:00modify340.100.670820.668860.67731
1152024.07.03 14:00modify320.100.664310.668860.67731
1162024.07.03 14:03buy350.100.672110.000000.00000
1172024.07.03 14:03modify350.100.672110.668210.67731
1182024.07.03 14:03modify350.100.672110.668860.67731
1192024.07.11 12:30t/p320.100.677310.668860.67731116.662605.43
1202024.07.11 12:30t/p330.100.677310.668860.6773161.482666.91
1212024.07.11 12:30t/p340.100.677310.668860.6773161.482728.39
1222024.07.11 12:30t/p350.100.677310.668860.6773148.582776.97
1232024.09.03 12:00buy360.100.673370.000000.00000
1242024.09.03 12:00modify360.100.673370.659370.68637
1252024.09.18 18:00buy370.100.679870.000000.00000
1262024.09.18 18:00modify370.100.679870.677920.68637
1272024.09.18 18:00buy380.100.679870.000000.00000
1282024.09.18 18:00modify380.100.679870.677920.68637
1292024.09.18 18:00modify360.100.673370.677920.68637
1302024.09.18 18:00buy390.100.681180.000000.00000
1312024.09.18 18:00modify390.100.681180.677270.68637
1322024.09.18 18:00modify390.100.681180.677920.68637
1332024.09.18 19:00s/l360.100.677920.677920.6863740.372817.34
1342024.09.18 19:00s/l370.100.677920.677920.68637-19.502797.84
1352024.09.18 19:00s/l380.100.677920.677920.68637-19.502778.34
1362024.09.18 19:00s/l390.100.677920.677920.68637-32.602745.74
1372024.09.26 12:00sell400.100.687990.000000.00000
1382024.09.26 12:00modify400.100.687990.701990.67499
1392024.10.04 12:30sell410.100.681490.000000.00000
1402024.10.04 12:30modify410.100.681490.683440.67499
1412024.10.04 12:30sell420.100.681490.000000.00000
1422024.10.04 12:30modify420.100.681490.683440.67499
1432024.10.04 12:30modify400.100.687990.683440.67499
1442024.10.04 12:30sell430.100.680120.000000.00000
1452024.10.04 12:30modify430.100.680120.684090.67499
1462024.10.04 12:30modify430.100.680120.683440.67499
1472024.10.07 18:49t/p400.100.674990.683440.67499129.282875.02
1482024.10.07 18:49t/p410.100.674990.683440.6749964.922939.94
1492024.10.07 18:49t/p420.100.674990.683440.6749964.923004.86
1502024.10.07 18:49t/p430.100.674990.683440.6749951.223056.08
1512024.10.23 12:00buy440.100.663930.000000.00000
1522024.10.23 12:00modify440.100.663930.649930.67693
1532024.10.31 23:59close at stop440.100.657630.649930.67693-66.422989.66