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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=11; 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 profit668.11Gross profit1763.87Gross loss-1095.76
Profit factor1.61Expected payoff14.85
Absolute drawdown115.41Maximal drawdown328.29 (24.60%)Relative drawdown24.60% (328.29)
Total trades45Short positions (won %)10 (70.00%)Long positions (won %)35 (51.43%)
Profit trades (% of total)25 (55.56%)Loss trades (% of total)20 (44.44%)
Largestprofit trade139.76loss trade-155.81
Averageprofit trade70.55loss trade-54.79
Maximumconsecutive wins (profit in money)4 (316.90)consecutive losses (loss in money)4 (-230.85)
Maximalconsecutive profit (count of wins)316.90 (4)consecutive loss (count of losses)-230.85 (4)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.07 04:00buy10.100.646250.000000.00000
22023.11.07 04:00modify10.100.646250.631250.66025
32023.11.15 11:00buy20.100.651920.000000.00000
42023.11.15 11:00modify20.100.651920.649750.66025
52023.11.15 11:00modify10.100.646250.649750.66025
62023.11.15 14:00s/l10.100.649750.649750.6602532.261032.26
72023.11.15 14:00s/l20.100.649750.649750.66025-21.701010.56
82023.11.16 02:00buy30.100.648410.000000.00000
92023.11.16 02:00modify30.100.648410.633410.66241
102023.11.20 08:00buy40.100.655520.000000.00000
112023.11.20 08:00modify40.100.655520.652610.66241
122023.11.20 08:00modify30.100.648410.652610.66241
132023.11.21 09:00buy50.100.657580.000000.00000
142023.11.21 09:00modify50.100.657580.653310.66241
152023.11.21 09:00modify40.100.655520.653310.66241
162023.11.21 09:00modify30.100.648410.653310.66241
172023.11.22 07:00s/l30.100.653310.653310.6624147.631058.20
182023.11.22 07:00s/l40.100.653310.653310.66241-22.781035.41
192023.11.22 07:00s/l50.100.653310.653310.66241-43.04992.37
202023.12.04 00:00sell60.100.668180.000000.00000
212023.12.04 00:00modify60.100.668180.683180.65418
222023.12.05 02:00sell70.100.661100.000000.00000
232023.12.05 02:00modify70.100.661100.663980.65418
242023.12.05 02:00modify60.100.668180.663980.65418
252023.12.07 03:00t/p60.100.654180.663980.65418139.601131.97
262023.12.07 03:00t/p70.100.654180.663980.6541868.881200.85
272023.12.25 02:00buy80.100.678030.000000.00000
282023.12.25 02:00modify80.100.678030.663030.69203
292023.12.27 05:00buy90.100.683900.000000.00000
302023.12.27 05:00modify90.100.683900.681530.69203
312023.12.27 05:00modify80.100.678030.681530.69203
322023.12.27 16:00buy100.100.685260.000000.00000
332023.12.27 16:00modify100.100.685260.682230.69203
342023.12.27 16:00modify90.100.683900.682230.69203
352023.12.27 16:00modify80.100.678030.682230.69203
362023.12.28 02:00buy110.100.687270.000000.00000
372023.12.28 02:00modify110.100.687270.682930.69203
382023.12.28 02:00modify100.100.685260.682930.69203
392023.12.28 02:00modify90.100.683900.682930.69203
402023.12.28 02:00modify80.100.678030.682930.69203
412023.12.28 10:00s/l80.100.682930.682930.6920347.291248.14
422023.12.28 10:00s/l90.100.682930.682930.69203-10.731237.41
432023.12.28 10:00s/l100.100.682930.682930.69203-24.331213.09
442023.12.28 10:00s/l110.100.682930.682930.69203-43.401169.69
452023.12.29 10:00buy120.100.680710.000000.00000
462023.12.29 10:00modify120.100.680710.665710.69471
472024.01.05 14:00s/l120.100.665710.665710.69471-152.391017.29
482024.01.12 02:00sell130.100.671160.000000.00000
492024.01.12 02:00modify130.100.671160.686160.65716
502024.01.15 13:00sell140.100.665430.000000.00000
512024.01.15 13:00modify140.100.665430.667660.65716
522024.01.15 13:00modify130.100.671160.667660.65716
532024.01.17 04:00t/p130.100.657160.667660.65716139.761157.05
542024.01.17 04:00t/p140.100.657160.667660.6571682.541239.59
552024.01.17 07:00buy150.100.655930.000000.00000
562024.01.17 07:00modify150.100.655930.640930.66993
572024.01.30 00:00buy160.100.661600.000000.00000
582024.01.30 00:00modify160.100.661600.659430.66993
592024.01.30 00:00modify150.100.655930.659430.66993
602024.01.30 12:00s/l150.100.659430.659430.6699330.551270.15
612024.01.30 12:00s/l160.100.659430.659430.66993-21.701248.45
622024.01.31 03:00buy170.100.657150.000000.00000
632024.01.31 03:00modify170.100.657150.642150.67115
642024.03.08 04:00buy180.100.662990.000000.00000
652024.03.08 04:00modify180.100.662990.660650.67115
662024.03.08 04:00modify170.100.657150.660650.67115
672024.03.11 08:00s/l170.100.660650.660650.6711521.321269.77
682024.03.11 08:00s/l180.100.660650.660650.67115-23.741246.03
692024.03.19 06:00buy190.100.652040.000000.00000
702024.03.19 06:00modify190.100.652040.637040.66604
712024.03.21 10:00buy200.100.661190.000000.00000
722024.03.21 10:00modify200.100.661190.656940.66604
732024.03.21 10:00modify190.100.652040.656940.66604
742024.03.21 15:00s/l190.100.656940.656940.6660447.631293.66
752024.03.21 15:00s/l200.100.656940.656940.66604-42.501251.16
762024.03.22 03:00buy210.100.653630.000000.00000
772024.03.22 03:00modify210.100.653630.638630.66763
782024.04.04 08:00buy220.100.659530.000000.00000
792024.04.04 08:00modify220.100.659530.657130.66763
802024.04.04 08:00modify210.100.653630.657130.66763
812024.04.05 02:00s/l210.100.657130.657130.6676330.211281.37
822024.04.05 02:00s/l220.100.657130.657130.66763-24.341257.03
832024.04.05 02:00buy230.100.657270.000000.00000
842024.04.05 02:00modify230.100.657270.642270.67127
852024.04.09 20:00buy240.100.662940.000000.00000
862024.04.09 20:00modify240.100.662940.660770.67127
872024.04.09 20:00modify230.100.657270.660770.67127
882024.04.10 13:00s/l230.100.660770.660770.6712733.971291.00
892024.04.10 13:00s/l240.100.660770.660770.67127-22.041268.96
902024.04.16 02:00buy250.100.642130.000000.00000
912024.04.16 02:00modify250.100.642130.627130.65613
922024.04.25 06:00buy260.100.651370.000000.00000
932024.04.25 06:00modify260.100.651370.647030.65613
942024.04.25 06:00modify250.100.642130.647030.65613
952024.04.29 03:00t/p250.100.656130.647030.65613135.551404.51
962024.04.29 03:00t/p260.100.656130.647030.6561346.921451.43
972024.04.29 03:00sell270.100.656420.000000.00000
982024.04.29 03:00modify270.100.656420.671420.64242
992024.04.30 14:00sell280.100.649200.000000.00000
1002024.04.30 14:00modify280.100.649200.652220.64242
1012024.04.30 14:00modify270.100.656420.652220.64242
1022024.04.30 21:00sell290.100.647170.000000.00000
1032024.04.30 21:00modify290.100.647170.651520.64242
1042024.04.30 21:00modify280.100.649200.651520.64242
1052024.04.30 21:00modify270.100.656420.651520.64242
1062024.05.01 19:00s/l270.100.651520.651520.6424248.841500.27
1072024.05.01 19:00s/l280.100.651520.651520.64242-23.281476.99
1082024.05.01 19:00s/l290.100.651520.651520.64242-43.581433.41
1092024.05.07 07:00buy300.100.659510.000000.00000
1102024.05.07 07:00modify300.100.659510.644510.67351
1112024.05.15 15:00buy310.100.666790.000000.00000
1122024.05.15 15:00modify310.100.666790.663710.67351
1132024.05.15 15:00modify300.100.659510.663710.67351
1142024.05.15 17:00buy320.100.668900.000000.00000
1152024.05.15 17:00modify320.100.668900.664410.67351
1162024.05.15 17:00modify310.100.666790.664410.67351
1172024.05.15 17:00modify300.100.659510.664410.67351
1182024.05.22 12:00s/l300.100.664410.664410.6735143.871477.28
1192024.05.22 12:00s/l310.100.664410.664410.67351-26.191451.09
1202024.05.22 12:00s/l320.100.664410.664410.67351-47.291403.79
1212024.06.04 09:00buy330.100.665320.000000.00000
1222024.06.04 09:00modify330.100.665320.650320.67932
1232024.07.03 23:00buy340.100.671220.000000.00000
1242024.07.03 23:00modify340.100.671220.668820.67932
1252024.07.03 23:00modify330.100.665320.668820.67932
1262024.07.04 09:00buy350.100.672430.000000.00000
1272024.07.04 09:00modify350.100.672430.669520.67932
1282024.07.04 09:00modify340.100.671220.669520.67932
1292024.07.04 09:00modify330.100.665320.669520.67932
1302024.07.05 16:00buy360.100.674500.000000.00000
1312024.07.05 16:00modify360.100.674500.670220.67932
1322024.07.05 16:00modify350.100.672430.670220.67932
1332024.07.05 16:00modify340.100.671220.670220.67932
1342024.07.05 16:00modify330.100.665320.670220.67932
1352024.07.11 13:00t/p330.100.679320.670220.67932126.661530.45
1362024.07.11 13:00t/p340.100.679320.670220.6793277.581608.03
1372024.07.11 13:00t/p350.100.679320.670220.6793266.511674.54
1382024.07.11 13:00t/p360.100.679320.670220.6793246.151720.69
1392024.07.25 01:00buy370.100.656660.000000.00000
1402024.07.25 01:00modify370.100.656660.641660.67066
1412024.08.05 06:00s/l370.100.641660.641660.67066-153.081567.61
1422024.08.05 06:00buy380.100.642010.000000.00000
1432024.08.05 06:00modify380.100.642010.627010.65601
1442024.08.06 06:00buy390.100.651400.000000.00000
1452024.08.06 06:00modify390.100.651400.646910.65601
1462024.08.06 06:00modify380.100.642010.646910.65601
1472024.08.07 04:00t/p380.100.656010.646910.65601139.321706.93
1482024.08.07 04:00t/p390.100.656010.646910.6560145.761752.68
1492024.08.08 03:00sell400.100.655220.000000.00000
1502024.08.08 03:00modify400.100.655220.670220.64122
1512024.08.19 14:00s/l400.100.670220.670220.64122-150.721601.96
1522024.09.03 04:00buy410.100.674720.000000.00000
1532024.09.03 04:00modify410.100.674720.659720.68872
1542024.09.19 10:00buy420.100.683930.000000.00000
1552024.09.19 10:00modify420.100.683930.679620.68872
1562024.09.19 10:00modify410.100.674720.679620.68872
1572024.09.19 14:00s/l410.100.679620.679620.6887242.841644.81
1582024.09.19 14:00s/l420.100.679620.679620.68872-43.101601.71
1592024.09.26 06:00sell430.100.686190.000000.00000
1602024.09.26 06:00modify430.100.686190.701190.67219
1612024.10.07 05:00sell440.100.680500.000000.00000
1622024.10.07 05:00modify440.100.680500.682690.67219
1632024.10.07 05:00modify430.100.686190.682690.67219
1642024.10.08 03:00t/p430.100.672190.682690.67219139.201740.91
1652024.10.08 03:00t/p440.100.672190.682690.6721983.021823.93
1662024.10.16 00:00buy450.100.668000.000000.00000
1672024.10.16 00:00modify450.100.668000.653000.68200
1682024.10.31 23:59s/l450.100.653000.653000.68200-155.811668.11