Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test7239Ticks modelled13478Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1070.25Gross profit1669.65Gross loss-599.40
Profit factor2.79Expected payoff28.16
Absolute drawdown22.30Maximal drawdown387.54 (15.77%)Relative drawdown15.77% (387.54)
Total trades38Short positions (won %)17 (70.59%)Long positions (won %)21 (61.90%)
Profit trades (% of total)25 (65.79%)Loss trades (% of total)13 (34.21%)
Largestprofit trade119.84loss trade-155.81
Averageprofit trade66.79loss trade-46.11
Maximumconsecutive wins (profit in money)6 (513.07)consecutive losses (loss in money)3 (-347.61)
Maximalconsecutive profit (count of wins)513.07 (6)consecutive loss (count of losses)-347.61 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 15:00sell10.100.649640.000000.00000
22023.11.03 15:00modify10.100.649640.664640.63764
32023.11.07 07:00sell20.100.642790.000000.00000
42023.11.07 07:00modify20.100.642790.645440.63764
52023.11.07 07:00modify10.100.649640.645440.63764
62023.11.08 04:00sell30.100.643620.000000.00000
72023.11.08 04:00modify30.100.643620.646040.63764
82023.11.08 05:00modify30.100.643620.645440.63764
92023.11.09 20:00t/p10.100.637640.645440.63764119.521119.52
102023.11.09 20:00t/p20.100.637640.645440.6376451.181170.70
112023.11.09 20:00t/p30.100.637640.645440.6376459.561230.26
122023.12.01 19:00sell40.100.666940.000000.00000
132023.12.01 19:00modify40.100.666940.681940.65494
142023.12.05 17:00t/p40.100.654940.681940.65494119.841350.10
152023.12.19 16:00sell50.100.676260.000000.00000
162023.12.19 16:00modify50.100.676260.691260.66426
172024.01.03 14:00sell60.100.671460.000000.00000
182024.01.03 14:00modify60.100.671460.675060.66426
192024.01.03 14:00modify50.100.676260.675060.66426
202024.01.04 07:00s/l50.100.675060.675060.6642610.561360.66
212024.01.04 07:00s/l60.100.675060.675060.66426-36.241324.42
222024.02.01 10:00buy70.100.653000.000000.00000
232024.02.01 10:00modify70.100.653000.638000.66500
242024.02.02 02:00buy80.100.659180.000000.00000
252024.02.02 02:00modify80.100.659180.656600.66500
262024.02.02 02:00modify70.100.653000.656600.66500
272024.02.02 14:00s/l70.100.656600.656600.6650035.661360.08
282024.02.02 14:00s/l80.100.656600.656600.66500-25.801334.28
292024.02.22 09:00sell90.100.658820.000000.00000
302024.02.22 09:00modify90.100.658820.673820.64682
312024.02.26 15:00sell100.100.653850.000000.00000
322024.02.26 15:00modify100.100.653850.657620.64682
332024.02.26 15:00modify90.100.658820.657620.64682
342024.02.27 03:00sell110.100.652790.000000.00000
352024.02.27 03:00modify110.100.652790.655220.64682
362024.02.27 03:00modify100.100.653850.655220.64682
372024.02.27 03:00modify90.100.658820.655220.64682
382024.02.27 07:00s/l90.100.655220.655220.6468235.761370.04
392024.02.27 07:00s/l100.100.655220.655220.64682-13.781356.26
402024.02.27 07:00s/l110.100.655220.655220.64682-24.301331.96
412024.03.06 18:00sell120.100.657170.000000.00000
422024.03.06 18:00modify120.100.657170.672170.64517
432024.03.20 09:00sell130.100.652270.000000.00000
442024.03.20 09:00modify130.100.652270.655970.64517
452024.03.20 09:00modify120.100.657170.655970.64517
462024.03.20 19:00s/l120.100.655970.655970.6451710.881342.84
472024.03.20 19:00s/l130.100.655970.655970.64517-37.001305.84
482024.03.21 06:00sell140.100.662310.000000.00000
492024.03.21 06:00modify140.100.662310.677310.65031
502024.03.28 09:00t/p140.100.650310.677310.65031119.441425.28
512024.04.01 17:00buy150.100.648640.000000.00000
522024.04.01 17:00modify150.100.648640.633640.66064
532024.04.03 15:00buy160.100.654870.000000.00000
542024.04.03 15:00modify160.100.654870.652240.66064
552024.04.03 15:00modify150.100.648640.652240.66064
562024.04.04 11:00t/p150.100.660640.652240.66064118.291543.57
572024.04.04 11:00t/p160.100.660640.652240.6606456.671600.24
582024.04.12 12:00buy170.100.649610.000000.00000
592024.04.12 12:00modify170.100.649610.634610.66161
602024.04.26 13:00buy180.100.654670.000000.00000
612024.04.26 13:00modify180.100.654670.650810.66161
622024.04.26 13:00modify170.100.649610.650810.66161
632024.04.29 16:00buy190.100.656380.000000.00000
642024.04.29 16:00modify190.100.656380.653810.66161
652024.04.29 16:00modify180.100.654670.653810.66161
662024.04.29 16:00modify170.100.649610.653810.66161
672024.04.30 03:00s/l170.100.653810.653810.6616136.531636.77
682024.04.30 03:00s/l180.100.653810.653810.66161-9.281627.49
692024.04.30 03:00s/l190.100.653810.653810.66161-26.041601.44
702024.04.30 15:00buy200.100.649530.000000.00000
712024.04.30 15:00modify200.100.649530.634530.66153
722024.05.02 18:00buy210.100.656380.000000.00000
732024.05.02 18:00modify210.100.656380.653730.66153
742024.05.02 18:00modify200.100.649530.653730.66153
752024.05.03 13:00t/p200.100.661530.653730.66153118.291719.73
762024.05.03 13:00t/p210.100.661530.653730.6615351.161770.89
772024.07.03 16:00sell220.100.671750.000000.00000
782024.07.03 16:00modify220.100.671750.686750.65975
792024.07.22 05:00sell230.100.666770.000000.00000
802024.07.22 05:00modify230.100.666770.670550.65975
812024.07.22 05:00modify220.100.671750.670550.65975
822024.07.24 04:00t/p220.100.659750.670550.65975118.321889.21
832024.07.24 04:00t/p230.100.659750.670550.6597570.041959.25
842024.07.31 15:00sell240.100.653050.000000.00000
852024.07.31 15:00modify240.100.653050.668050.64105
862024.08.05 07:00t/p240.100.641050.668050.64105119.602078.85
872024.08.06 11:00buy250.100.648410.000000.00000
882024.08.06 11:00modify250.100.648410.633410.66041
892024.08.07 03:00buy260.100.654710.000000.00000
902024.08.07 03:00modify260.100.654710.652010.66041
912024.08.07 03:00modify250.100.648410.652010.66041
922024.08.07 19:00s/l250.100.652010.652010.6604135.662114.51
932024.08.07 19:00s/l260.100.652010.652010.66041-27.002087.51
942024.08.07 20:00buy270.100.652220.000000.00000
952024.08.07 20:00modify270.100.652220.637220.66422
962024.08.08 15:00buy280.100.657240.000000.00000
972024.08.08 15:00modify280.100.657240.653420.66422
982024.08.08 15:00modify270.100.652220.653420.66422
992024.08.08 18:00buy290.100.658820.000000.00000
1002024.08.08 18:00modify290.100.658820.656420.66422
1012024.08.08 18:00modify280.100.657240.656420.66422
1022024.08.08 18:00modify270.100.652220.656420.66422
1032024.08.09 15:00buy300.100.658470.000000.00000
1042024.08.09 15:00modify300.100.658470.655820.66422
1052024.08.09 16:00modify300.100.658470.656420.66422
1062024.08.14 02:00t/p270.100.664220.656420.66422117.612205.12
1072024.08.14 02:00t/p280.100.664220.656420.6642268.432273.55
1082024.08.14 02:00t/p290.100.664220.656420.6642252.632326.18
1092024.08.14 02:00t/p300.100.664220.656420.6642256.472382.65
1102024.08.30 18:00buy310.100.676260.000000.00000
1112024.08.30 18:00modify310.100.676260.661260.68826
1122024.09.19 09:00buy320.100.682960.000000.00000
1132024.09.19 09:00modify320.100.682960.680460.68826
1142024.09.19 09:00modify310.100.676260.680460.68826
1152024.09.19 14:00s/l310.100.680460.680460.6882635.162417.81
1162024.09.19 14:00s/l320.100.680460.680460.68826-25.002392.81
1172024.09.25 18:00buy330.100.683310.000000.00000
1182024.09.25 18:00modify330.100.683310.668310.69531
1192024.09.26 16:00buy340.100.690210.000000.00000
1202024.09.26 16:00modify340.100.690210.687510.69531
1212024.09.26 16:00modify330.100.683310.687510.69531
1222024.09.27 02:00s/l330.100.687510.687510.6953140.632433.45
1232024.09.27 02:00s/l340.100.687510.687510.69531-27.342406.10
1242024.09.27 14:00sell350.100.692270.000000.00000
1252024.09.27 14:00modify350.100.692270.707270.68027
1262024.10.01 17:00sell360.100.687240.000000.00000
1272024.10.01 17:00modify360.100.687240.691070.68027
1282024.10.01 17:00modify350.100.692270.691070.68027
1292024.10.02 03:00s/l350.100.691070.691070.6802711.762417.86
1302024.10.02 03:00s/l360.100.691070.691070.68027-38.382379.48
1312024.10.04 14:00buy370.100.679930.000000.00000
1322024.10.04 14:00modify370.100.679930.664930.69193
1332024.10.23 11:00s/l370.100.664930.664930.69193-155.812223.67
1342024.10.23 14:00buy380.100.664110.000000.00000
1352024.10.23 14:00modify380.100.664110.649110.67611
1362024.10.31 23:59s/l380.100.649110.649110.67611-153.422070.25