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=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 profit828.80Gross profit1074.17Gross loss-245.37
Profit factor4.38Expected payoff36.03
Absolute drawdown14.00Maximal drawdown181.92 (14.64%)Relative drawdown14.64% (181.92)
Total trades23Short positions (won %)9 (88.89%)Long positions (won %)14 (64.29%)
Profit trades (% of total)17 (73.91%)Loss trades (% of total)6 (26.09%)
Largestprofit trade109.84loss trade-51.03
Averageprofit trade63.19loss trade-40.89
Maximumconsecutive wins (profit in money)12 (780.38)consecutive losses (loss in money)3 (-151.37)
Maximalconsecutive profit (count of wins)780.38 (12)consecutive loss (count of losses)-151.37 (3)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.06 04:00sell10.100.651160.000000.00000
22023.11.06 04:00modify10.100.651160.656160.64016
32023.11.07 03:31sell20.100.645610.000000.00000
42023.11.07 03:31modify20.100.645610.650060.64016
52023.11.07 03:31sell30.100.645610.000000.00000
62023.11.07 03:31modify30.100.645610.647860.64016
72023.11.07 03:31modify10.100.651160.647860.64016
82023.11.07 03:31modify20.100.645610.647860.64016
92023.11.07 04:32sell40.100.644550.000000.00000
102023.11.07 04:32modify40.100.644550.647310.64016
112023.11.07 04:32modify30.100.645610.647310.64016
122023.11.07 04:32modify20.100.645610.647310.64016
132023.11.07 04:32modify10.100.651160.647310.64016
142023.11.08 19:59t/p10.100.640160.647310.64016109.841109.84
152023.11.08 19:59t/p20.100.640160.647310.6401654.421164.26
162023.11.08 19:59t/p30.100.640160.647310.6401654.421218.68
172023.11.08 19:59t/p40.100.640160.647310.6401643.821262.50
182024.01.17 00:00buy50.100.659140.000000.00000
192024.01.17 00:00modify50.100.659140.654140.67014
202024.01.17 08:54s/l50.100.654140.654140.67014-50.001212.50
212024.01.17 12:00buy60.100.655930.000000.00000
222024.01.17 12:00modify60.100.655930.650930.66693
232024.01.22 01:07buy70.100.661430.000000.00000
242024.01.22 01:07modify70.100.661430.657030.66693
252024.01.22 01:07buy80.100.661430.000000.00000
262024.01.22 01:07modify80.100.661430.659230.66693
272024.01.22 01:07modify60.100.655930.659230.66693
282024.01.22 01:07modify70.100.661430.659230.66693
292024.01.22 04:39s/l60.100.659230.659230.6669331.291243.79
302024.01.22 04:39s/l70.100.659230.659230.66693-22.001221.79
312024.01.22 04:39s/l80.100.659230.659230.66693-22.001199.79
322024.02.29 00:00buy90.100.649720.000000.00000
332024.02.29 00:00modify90.100.649720.644720.66072
342024.03.06 14:45buy100.100.655230.000000.00000
352024.03.06 14:45modify100.100.655230.650820.66072
362024.03.06 14:45buy110.100.655230.000000.00000
372024.03.06 14:45modify110.100.655230.653020.66072
382024.03.06 14:45modify90.100.649720.653020.66072
392024.03.06 14:45modify100.100.655230.653020.66072
402024.03.06 15:50buy120.100.656330.000000.00000
412024.03.06 15:50modify120.100.656330.653570.66072
422024.03.06 15:50modify110.100.655230.653570.66072
432024.03.06 15:50modify100.100.655230.653570.66072
442024.03.06 15:50modify90.100.649720.653570.66072
452024.03.07 11:06t/p90.100.660720.653570.66072107.611307.40
462024.03.07 11:06t/p100.100.660720.653570.6607253.871361.27
472024.03.07 11:06t/p110.100.660720.653570.6607253.871415.14
482024.03.07 11:06t/p120.100.660720.653570.6607242.871458.02
492024.03.08 00:00sell130.100.662070.000000.00000
502024.03.08 00:00modify130.100.662070.667070.65107
512024.03.15 01:23sell140.100.656560.000000.00000
522024.03.15 01:23modify140.100.656560.660970.65107
532024.03.15 01:23sell150.100.656560.000000.00000
542024.03.15 01:23modify150.100.656560.658770.65107
552024.03.15 01:23modify130.100.662070.658770.65107
562024.03.15 01:23modify140.100.656560.658770.65107
572024.03.15 08:02sell160.100.655470.000000.00000
582024.03.15 08:02modify160.100.655470.658220.65107
592024.03.15 08:02modify150.100.656560.658220.65107
602024.03.15 08:02modify140.100.656560.658220.65107
612024.03.15 08:02modify130.100.662070.658220.65107
622024.03.19 09:19t/p130.100.651070.658220.65107109.281567.30
632024.03.19 09:19t/p140.100.651070.658220.6510754.741622.04
642024.03.19 09:19t/p150.100.651070.658220.6510754.741676.78
652024.03.19 09:19t/p160.100.651070.658220.6510743.841720.62
662024.03.19 12:00buy170.100.652150.000000.00000
672024.03.19 12:00modify170.100.652150.647150.66315
682024.03.20 18:49buy180.100.657650.000000.00000
692024.03.20 18:49modify180.100.657650.653250.66315
702024.03.20 18:49buy190.100.657650.000000.00000
712024.03.20 18:49modify190.100.657650.655450.66315
722024.03.20 18:49modify170.100.652150.655450.66315
732024.03.20 18:49modify180.100.657650.655450.66315
742024.03.20 19:31buy200.100.658750.000000.00000
752024.03.20 19:31modify200.100.658750.656000.66315
762024.03.20 19:31modify190.100.657650.656000.66315
772024.03.20 19:31modify180.100.657650.656000.66315
782024.03.20 19:31modify170.100.652150.656000.66315
792024.03.21 07:08t/p170.100.663150.656000.66315108.631829.25
802024.03.21 07:08t/p180.100.663150.656000.6631553.971883.22
812024.03.21 07:08t/p190.100.663150.656000.6631553.971937.20
822024.03.21 07:08t/p200.100.663150.656000.6631542.971980.17
832024.07.24 08:00buy210.100.660130.000000.00000
842024.07.24 08:00modify210.100.660130.655130.67113
852024.07.25 02:48s/l210.100.655130.655130.67113-51.031929.15
862024.08.19 08:00sell220.100.668890.000000.00000
872024.08.19 08:00modify220.100.668890.673890.65789
882024.08.19 23:32s/l220.100.673890.673890.65789-50.001879.15
892024.10.08 00:00buy230.100.675800.000000.00000
902024.10.08 00:00modify230.100.675800.670800.68680
912024.10.09 14:45s/l230.100.670800.670800.68680-50.341828.80