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 23:00 (2023.11.01 - 2024.11.01)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6539Ticks modelled14272363Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1723.03Gross profit2871.58Gross loss-1148.56
Profit factor2.50Expected payoff24.27
Absolute drawdown126.11Maximal drawdown327.99 (15.83%)Relative drawdown19.61% (234.87)
Total trades71Short positions (won %)25 (64.00%)Long positions (won %)46 (54.35%)
Profit trades (% of total)41 (57.75%)Loss trades (% of total)30 (42.25%)
Largestprofit trade139.76loss trade-153.08
Averageprofit trade70.04loss trade-38.29
Maximumconsecutive wins (profit in money)5 (383.29)consecutive losses (loss in money)3 (-72.51)
Maximalconsecutive profit (count of wins)383.29 (5)consecutive loss (count of losses)-153.08 (1)
Averageconsecutive wins2consecutive losses2
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 08:31buy20.100.651870.000000.00000
42023.11.15 08:31modify20.100.651870.649750.66025
52023.11.15 08:31modify10.100.646250.649750.66025
62023.11.15 11:52buy30.100.653250.000000.00000
72023.11.15 11:52modify30.100.653250.650450.66025
82023.11.15 11:52modify20.100.651870.650450.66025
92023.11.15 11:52modify10.100.646250.650450.66025
102023.11.15 13:41s/l10.100.650450.650450.6602539.261039.26
112023.11.15 13:41s/l20.100.650450.650450.66025-14.201025.06
122023.11.15 13:41s/l30.100.650450.650450.66025-28.00997.06
132023.11.16 02:00buy40.100.648410.000000.00000
142023.11.16 02:00modify40.100.648410.633410.66241
152023.11.20 02:33buy50.100.654030.000000.00000
162023.11.20 02:33modify50.100.654030.651910.66241
172023.11.20 02:33modify40.100.648410.651910.66241
182023.11.20 04:00buy60.100.655430.000000.00000
192023.11.20 04:00modify60.100.655430.652610.66241
202023.11.20 04:00modify50.100.654030.652610.66241
212023.11.20 04:00modify40.100.648410.652610.66241
222023.11.21 01:16buy70.100.657550.000000.00000
232023.11.21 01:16modify70.100.657550.653310.66241
242023.11.21 01:16modify60.100.655430.653310.66241
252023.11.21 01:16modify50.100.654030.653310.66241
262023.11.21 01:16modify40.100.648410.653310.66241
272023.11.22 06:17s/l40.100.653310.653310.6624147.631044.70
282023.11.22 06:17s/l50.100.653310.653310.66241-7.881036.81
292023.11.22 06:17s/l60.100.653310.653310.66241-21.881014.93
302023.11.22 06:17s/l70.100.653310.653310.66241-42.74972.19
312023.12.04 00:00sell80.100.668180.000000.00000
322023.12.04 00:00modify80.100.668180.683180.65418
332023.12.04 14:16sell90.100.662580.000000.00000
342023.12.04 14:16modify90.100.662580.664680.65418
352023.12.04 14:16modify80.100.668180.664680.65418
362023.12.04 15:34sell100.100.661170.000000.00000
372023.12.04 15:34modify100.100.661170.663980.65418
382023.12.04 15:34modify90.100.662580.663980.65418
392023.12.04 15:34modify80.100.668180.663980.65418
402023.12.05 03:30sell110.100.659050.000000.00000
412023.12.05 03:30modify110.100.659050.663280.65418
422023.12.05 03:30modify100.100.661170.663280.65418
432023.12.05 03:30modify90.100.662580.663280.65418
442023.12.05 03:30modify80.100.668180.663280.65418
452023.12.07 02:38t/p80.100.654180.663280.65418139.601111.79
462023.12.07 02:38t/p90.100.654180.663280.6541883.601195.39
472023.12.07 02:38t/p100.100.654180.663280.6541869.501264.89
482023.12.07 02:38t/p110.100.654180.663280.6541848.381313.27
492023.12.29 10:00buy120.100.680710.000000.00000
502023.12.29 10:00modify120.100.680710.665710.69471
512024.01.05 13:30s/l120.100.665710.665710.69471-152.391160.87
522024.01.12 02:00sell130.100.671160.000000.00000
532024.01.12 02:00modify130.100.671160.686160.65716
542024.01.15 09:58sell140.100.665540.000000.00000
552024.01.15 09:58modify140.100.665540.667660.65716
562024.01.15 09:58modify130.100.671160.667660.65716
572024.01.16 00:25sell150.100.664150.000000.00000
582024.01.16 00:25modify150.100.664150.666960.65716
592024.01.16 00:25modify140.100.665540.666960.65716
602024.01.16 00:25modify130.100.671160.666960.65716
612024.01.16 01:06sell160.100.662050.000000.00000
622024.01.16 01:06modify160.100.662050.666260.65716
632024.01.16 01:06modify150.100.664150.666260.65716
642024.01.16 01:06modify140.100.665540.666260.65716
652024.01.16 01:06modify130.100.671160.666260.65716
662024.01.17 03:41t/p130.100.657160.666260.65716139.761300.63
672024.01.17 03:41t/p140.100.657160.666260.6571683.641384.27
682024.01.17 03:41t/p150.100.657160.666260.6571669.821454.09
692024.01.17 03:41t/p160.100.657160.666260.6571648.821502.91
702024.01.17 07:00buy170.100.655930.000000.00000
712024.01.17 07:00modify170.100.655930.640930.66993
722024.01.22 01:07buy180.100.661530.000000.00000
732024.01.22 01:07modify180.100.661530.659430.66993
742024.01.22 01:07modify170.100.655930.659430.66993
752024.01.22 03:42s/l170.100.659430.659430.6699333.291536.20
762024.01.22 03:42s/l180.100.659430.659430.66993-21.001515.20
772024.01.23 06:00sell190.100.660690.000000.00000
782024.01.23 06:00modify190.100.660690.675690.64669
792024.02.01 04:49sell200.100.655080.000000.00000
802024.02.01 04:49modify200.100.655080.657190.64669
812024.02.01 04:49modify190.100.660690.657190.64669
822024.02.01 05:45sell210.100.653690.000000.00000
832024.02.01 05:45modify210.100.653690.656490.64669
842024.02.01 05:45modify200.100.655080.656490.64669
852024.02.01 05:45modify190.100.660690.656490.64669
862024.02.01 10:40sell220.100.651580.000000.00000
872024.02.01 10:40modify220.100.651580.655790.64669
882024.02.01 10:40modify210.100.653690.655790.64669
892024.02.01 10:40modify200.100.655080.655790.64669
902024.02.01 10:40modify190.100.660690.655790.64669
912024.02.01 16:16s/l190.100.655790.655790.6466948.121563.32
922024.02.01 16:16s/l200.100.655790.655790.64669-7.101556.22
932024.02.01 16:16s/l210.100.655790.655790.64669-21.001535.22
942024.02.01 16:16s/l220.100.655790.655790.64669-42.101493.12
952024.02.05 00:00buy230.100.650720.000000.00000
962024.02.05 00:00modify230.100.650720.635720.66472
972024.02.20 10:36buy240.100.656320.000000.00000
982024.02.20 10:36modify240.100.656320.654220.66472
992024.02.20 10:36modify230.100.650720.654220.66472
1002024.02.20 13:54buy250.100.657720.000000.00000
1012024.02.20 13:54modify250.100.657720.654920.66472
1022024.02.20 13:54modify240.100.656320.654920.66472
1032024.02.20 13:54modify230.100.650720.654920.66472
1042024.02.20 17:39s/l230.100.654920.654920.6647236.871529.99
1052024.02.20 17:39s/l240.100.654920.654920.66472-14.001515.99
1062024.02.20 17:39s/l250.100.654920.654920.66472-28.001487.99
1072024.02.22 08:00sell260.100.658890.000000.00000
1082024.02.22 08:00modify260.100.658890.673890.64489
1092024.02.26 15:19sell270.100.653280.000000.00000
1102024.02.26 15:19modify270.100.653280.655390.64489
1112024.02.26 15:19modify260.100.658890.655390.64489
1122024.02.27 07:02s/l260.100.655390.655390.6448934.761522.75
1132024.02.27 07:02s/l270.100.655390.655390.64489-21.181501.57
1142024.02.28 09:00buy280.100.650190.000000.00000
1152024.02.28 09:00modify280.100.650190.635190.66419
1162024.03.06 15:14buy290.100.655810.000000.00000
1172024.03.06 15:14modify290.100.655810.653690.66419
1182024.03.06 15:14modify280.100.650190.653690.66419
1192024.03.06 16:27buy300.100.657200.000000.00000
1202024.03.06 16:27modify300.100.657200.654390.66419
1212024.03.06 16:27modify290.100.655810.654390.66419
1222024.03.06 16:27modify280.100.650190.654390.66419
1232024.03.07 08:01buy310.100.659310.000000.00000
1242024.03.07 08:01modify310.100.659310.655090.66419
1252024.03.07 08:01modify300.100.657200.655090.66419
1262024.03.07 08:01modify290.100.655810.655090.66419
1272024.03.07 08:01modify280.100.650190.655090.66419
1282024.03.08 09:31t/p280.100.664190.655090.66419136.241637.81
1292024.03.08 09:31t/p290.100.664190.655090.6641982.431720.24
1302024.03.08 09:31t/p300.100.664190.655090.6641968.531788.77
1312024.03.08 09:31t/p310.100.664190.655090.6641948.461837.23
1322024.03.19 06:00buy320.100.652040.000000.00000
1332024.03.19 06:00modify320.100.652040.637040.66604
1342024.03.20 18:49buy330.100.657650.000000.00000
1352024.03.20 18:49modify330.100.657650.655540.66604
1362024.03.20 18:49modify320.100.652040.655540.66604
1372024.03.20 22:15buy340.100.659040.000000.00000
1382024.03.20 22:15modify340.100.659040.656240.66604
1392024.03.20 22:15modify330.100.657650.656240.66604
1402024.03.20 22:15modify320.100.652040.656240.66604
1412024.03.21 00:31buy350.100.661140.000000.00000
1422024.03.21 00:31modify350.100.661140.656940.66604
1432024.03.21 00:31modify340.100.659040.656940.66604
1442024.03.21 00:31modify330.100.657650.656940.66604
1452024.03.21 00:31modify320.100.652040.656940.66604
1462024.03.21 14:31s/l320.100.656940.656940.6660447.631884.86
1472024.03.21 14:31s/l330.100.656940.656940.66604-8.131876.74
1482024.03.21 14:31s/l340.100.656940.656940.66604-22.031854.71
1492024.03.21 14:31s/l350.100.656940.656940.66604-42.001812.71
1502024.03.22 03:00buy360.100.653630.000000.00000
1512024.03.22 03:00modify360.100.653630.638630.66763
1522024.04.04 05:38buy370.100.659240.000000.00000
1532024.04.04 05:38modify370.100.659240.657130.66763
1542024.04.04 05:38modify360.100.653630.657130.66763
1552024.04.04 09:48buy380.100.660640.000000.00000
1562024.04.04 09:48modify380.100.660640.657830.66763
1572024.04.04 09:48modify370.100.659240.657830.66763
1582024.04.04 09:48modify360.100.653630.657830.66763
1592024.04.05 01:30s/l360.100.657830.657830.6676337.211849.92
1602024.04.05 01:30s/l370.100.657830.657830.66763-14.441835.48
1612024.04.05 01:30s/l380.100.657830.657830.66763-28.441807.04
1622024.04.05 02:00buy390.100.657270.000000.00000
1632024.04.05 02:00modify390.100.657270.642270.67127
1642024.04.09 12:18buy400.100.662870.000000.00000
1652024.04.09 12:18modify400.100.662870.660770.67127
1662024.04.09 12:18modify390.100.657270.660770.67127
1672024.04.09 13:30buy410.100.664290.000000.00000
1682024.04.09 13:30modify410.100.664290.661470.67127
1692024.04.09 13:30modify400.100.662870.661470.67127
1702024.04.09 13:30modify390.100.657270.661470.67127
1712024.04.10 12:30s/l390.100.661470.661470.6712740.971848.01
1722024.04.10 12:30s/l400.100.661470.661470.67127-14.341833.67
1732024.04.10 12:30s/l410.100.661470.661470.67127-28.541805.13
1742024.04.16 02:00buy420.100.642130.000000.00000
1752024.04.16 02:00modify420.100.642130.627130.65613
1762024.04.23 13:45buy430.100.647750.000000.00000
1772024.04.23 13:45modify430.100.647750.645630.65613
1782024.04.23 13:45modify420.100.642130.645630.65613
1792024.04.23 14:31buy440.100.649130.000000.00000
1802024.04.23 14:31modify440.100.649130.646330.65613
1812024.04.23 14:31modify430.100.647750.646330.65613
1822024.04.23 14:31modify420.100.642130.646330.65613
1832024.04.24 01:30buy450.100.651250.000000.00000
1842024.04.24 01:30modify450.100.651250.647030.65613
1852024.04.24 01:30modify440.100.649130.647030.65613
1862024.04.24 01:30modify430.100.647750.647030.65613
1872024.04.24 01:30modify420.100.642130.647030.65613
1882024.04.29 02:11t/p420.100.656130.647030.65613135.551940.68
1892024.04.29 02:11t/p430.100.656130.647030.6561381.752022.43
1902024.04.29 02:11t/p440.100.656130.647030.6561367.952090.38
1912024.04.29 02:11t/p450.100.656130.647030.6561347.092137.47
1922024.04.29 03:00sell460.100.656420.000000.00000
1932024.04.29 03:00modify460.100.656420.671420.64242
1942024.04.30 12:30sell470.100.650780.000000.00000
1952024.04.30 12:30modify470.100.650780.652920.64242
1962024.04.30 12:30modify460.100.656420.652920.64242
1972024.04.30 13:54sell480.100.649420.000000.00000
1982024.04.30 13:54modify480.100.649420.652220.64242
1992024.04.30 13:54modify470.100.650780.652220.64242
2002024.04.30 13:54modify460.100.656420.652220.64242
2012024.04.30 20:44sell490.100.647320.000000.00000
2022024.04.30 20:44modify490.100.647320.651520.64242
2032024.04.30 20:44modify480.100.649420.651520.64242
2042024.04.30 20:44modify470.100.650780.651520.64242
2052024.04.30 20:44modify460.100.656420.651520.64242
2062024.05.01 18:38s/l460.100.651520.651520.6424248.842186.31
2072024.05.01 18:38s/l470.100.651520.651520.64242-7.482178.83
2082024.05.01 18:38s/l480.100.651520.651520.64242-21.082157.75
2092024.05.01 18:38s/l490.100.651520.651520.64242-42.082115.67
2102024.05.07 07:00buy500.100.659510.000000.00000
2112024.05.07 07:00modify500.100.659510.644510.67351
2122024.05.15 03:30buy510.100.665120.000000.00000
2132024.05.15 03:30modify510.100.665120.663010.67351
2142024.05.15 03:30modify500.100.659510.663010.67351
2152024.05.15 12:30buy520.100.666560.000000.00000
2162024.05.15 12:30modify520.100.666560.663710.67351
2172024.05.15 12:30modify510.100.665120.663710.67351
2182024.05.15 12:30modify500.100.659510.663710.67351
2192024.05.15 13:49s/l500.100.663710.663710.6735139.262154.93
2202024.05.15 13:49s/l510.100.663710.663710.67351-14.102140.83
2212024.05.15 13:49s/l520.100.663710.663710.67351-28.502112.33
2222024.05.16 01:00sell530.100.671180.000000.00000
2232024.05.16 01:00modify530.100.671180.686180.65718
2242024.05.16 13:38sell540.100.665570.000000.00000
2252024.05.16 13:38modify540.100.665570.667680.65718
2262024.05.16 13:38modify530.100.671180.667680.65718
2272024.05.16 14:30s/l530.100.667680.667680.6571835.002147.33
2282024.05.16 14:30s/l540.100.667680.667680.65718-21.102126.23
2292024.06.04 09:00buy550.100.665320.000000.00000
2302024.06.04 09:00modify550.100.665320.650320.67932
2312024.07.03 14:00buy560.100.670920.000000.00000
2322024.07.03 14:00modify560.100.670920.668820.67932
2332024.07.03 14:00modify550.100.665320.668820.67932
2342024.07.03 14:06buy570.100.672330.000000.00000
2352024.07.03 14:06modify570.100.672330.669520.67932
2362024.07.03 14:06modify560.100.670920.669520.67932
2372024.07.03 14:06modify550.100.665320.669520.67932
2382024.07.05 12:30buy580.100.674430.000000.00000
2392024.07.05 12:30modify580.100.674430.670220.67932
2402024.07.05 12:30modify570.100.672330.670220.67932
2412024.07.05 12:30modify560.100.670920.670220.67932
2422024.07.05 12:30modify550.100.665320.670220.67932
2432024.07.11 12:33t/p550.100.679320.670220.67932126.662252.90
2442024.07.11 12:33t/p560.100.679320.670220.6793280.582333.48
2452024.07.11 12:33t/p570.100.679320.670220.6793266.482399.96
2462024.07.11 12:33t/p580.100.679320.670220.6793246.852446.80
2472024.07.25 01:00buy590.100.656660.000000.00000
2482024.07.25 01:00modify590.100.656660.641660.67066
2492024.08.05 05:59s/l590.100.641660.641660.67066-153.082293.73
2502024.08.05 06:00buy600.100.642010.000000.00000
2512024.08.05 06:00modify600.100.642010.627010.65601
2522024.08.05 13:10buy610.100.647630.000000.00000
2532024.08.05 13:10modify610.100.647630.645510.65601
2542024.08.05 13:10modify600.100.642010.645510.65601
2552024.08.05 13:37buy620.100.649020.000000.00000
2562024.08.05 13:37modify620.100.649020.646210.65601
2572024.08.05 13:37modify610.100.647630.646210.65601
2582024.08.05 13:37modify600.100.642010.646210.65601
2592024.08.05 13:46buy630.100.651110.000000.00000
2602024.08.05 13:46modify630.100.651110.646910.65601
2612024.08.05 13:46modify620.100.649020.646910.65601
2622024.08.05 13:46modify610.100.647630.646910.65601
2632024.08.05 13:46modify600.100.642010.646910.65601
2642024.08.07 03:43t/p600.100.656010.646910.65601139.322433.04
2652024.08.07 03:43t/p610.100.656010.646910.6560183.122516.16
2662024.08.07 03:43t/p620.100.656010.646910.6560169.222585.37
2672024.08.07 03:43t/p630.100.656010.646910.6560148.322633.69
2682024.08.08 03:00sell640.100.655220.000000.00000
2692024.08.08 03:00modify640.100.655220.670220.64122
2702024.08.19 13:24s/l640.100.670220.670220.64122-150.722482.97
2712024.09.03 04:00buy650.100.674720.000000.00000
2722024.09.03 04:00modify650.100.674720.659720.68872
2732024.09.18 18:00buy660.100.680370.000000.00000
2742024.09.18 18:00modify660.100.680370.678220.68872
2752024.09.18 18:00modify650.100.674720.678220.68872
2762024.09.18 18:02s/l650.100.678220.678220.6887229.872512.84
2772024.09.18 18:02s/l660.100.678220.678220.68872-21.502491.34
2782024.09.26 06:00sell670.100.686190.000000.00000
2792024.09.26 06:00modify670.100.686190.701190.67219
2802024.10.04 12:30sell680.100.680550.000000.00000
2812024.10.04 12:30modify680.100.680550.682690.67219
2822024.10.04 12:30modify670.100.686190.682690.67219
2832024.10.04 12:33sell690.100.679180.000000.00000
2842024.10.04 12:33modify690.100.679180.681990.67219
2852024.10.04 12:33modify680.100.680550.681990.67219
2862024.10.04 12:33modify670.100.686190.681990.67219
2872024.10.07 14:26sell700.100.677080.000000.00000
2882024.10.07 14:26modify700.100.677080.681290.67219
2892024.10.07 14:26modify690.100.679180.681290.67219
2902024.10.07 14:26modify680.100.680550.681290.67219
2912024.10.07 14:26modify670.100.686190.681290.67219
2922024.10.08 02:34t/p670.100.672190.681290.67219139.202630.54
2932024.10.08 02:34t/p680.100.672190.681290.6721983.442713.98
2942024.10.08 02:34t/p690.100.672190.681290.6721969.742783.72
2952024.10.08 02:34t/p700.100.672190.681290.6721948.822832.54
2962024.10.16 00:00buy710.100.668000.000000.00000
2972024.10.16 00:00modify710.100.668000.653000.68200
2982024.10.31 23:59close at stop710.100.657630.653000.68200-109.512723.03