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=1; RSIHelp="------------------------------------"; RSI_Period=6; 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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 profit1717.64Gross profit2455.37Gross loss-737.73
Profit factor3.33Expected payoff31.81
Absolute drawdown22.48Maximal drawdown347.50 (13.88%)Relative drawdown19.10% (346.68)
Total trades54Short positions (won %)24 (66.67%)Long positions (won %)30 (56.67%)
Profit trades (% of total)33 (61.11%)Loss trades (% of total)21 (38.89%)
Largestprofit trade139.52loss trade-131.04
Averageprofit trade74.41loss trade-35.13
Maximumconsecutive wins (profit in money)9 (729.54)consecutive losses (loss in money)3 (-63.72)
Maximalconsecutive profit (count of wins)729.54 (9)consecutive loss (count of losses)-197.45 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 16:00sell10.100.650320.000000.00000
22023.11.03 16:00modify10.100.650320.663320.63632
32023.11.07 04:44sell20.100.644000.000000.00000
42023.11.07 04:44modify20.100.644000.646820.63632
52023.11.07 04:44modify10.100.650320.646820.63632
62023.11.07 05:24sell30.100.643320.000000.00000
72023.11.07 05:24modify30.100.643320.645420.63632
82023.11.07 05:24modify20.100.644000.645420.63632
92023.11.07 05:24modify10.100.650320.645420.63632
102023.11.07 06:42sell40.100.642620.000000.00000
112023.11.07 06:42modify40.100.642620.646820.63632
122023.11.07 06:42modify40.100.642620.645420.63632
132023.11.09 23:18t/p10.100.636320.645420.63632139.521139.52
142023.11.09 23:18t/p20.100.636320.645420.6363276.481216.00
152023.11.09 23:18t/p30.100.636320.645420.6363269.681285.68
162023.11.09 23:18t/p40.100.636320.645420.6363262.681348.36
172023.11.14 16:00sell50.100.647930.000000.00000
182023.11.14 16:00modify50.100.647930.660930.63393
192023.11.27 11:02s/l50.100.660930.660930.63393-131.041217.32
202023.11.28 16:00sell60.100.664130.000000.00000
212023.11.28 16:00modify60.100.664130.677130.65013
222023.11.30 14:45sell70.100.657830.000000.00000
232023.11.30 14:45modify70.100.657830.660630.65013
242023.11.30 14:45modify60.100.664130.660630.65013
252023.11.30 14:47sell80.100.657130.000000.00000
262023.11.30 14:47modify80.100.657130.659230.65013
272023.11.30 14:47modify70.100.657830.659230.65013
282023.11.30 14:47modify60.100.664130.659230.65013
292023.11.30 14:56s/l60.100.659230.659230.6501348.681266.00
302023.11.30 14:56s/l70.100.659230.659230.65013-14.001252.00
312023.11.30 14:56s/l80.100.659230.659230.65013-21.001231.00
322023.12.27 16:00sell90.100.684960.000000.00000
332023.12.27 16:00modify90.100.684960.697960.67096
342023.12.29 13:37sell100.100.678660.000000.00000
352023.12.29 13:37modify100.100.678660.681460.67096
362023.12.29 13:37modify90.100.684960.681460.67096
372023.12.29 14:56s/l90.100.681460.681460.6709634.681265.68
382023.12.29 14:56s/l100.100.681460.681460.67096-28.001237.68
392024.01.05 12:00buy110.100.668320.000000.00000
402024.01.05 12:00modify110.100.668320.655320.68232
412024.01.05 15:06buy120.100.674620.000000.00000
422024.01.05 15:06modify120.100.674620.671820.68232
432024.01.05 15:06modify110.100.668320.671820.68232
442024.01.05 16:57s/l110.100.671820.671820.6823235.001272.68
452024.01.05 16:57s/l120.100.671820.671820.68232-28.001244.68
462024.02.13 16:00buy130.100.646270.000000.00000
472024.02.13 16:00modify130.100.646270.633270.66027
482024.02.15 13:30buy140.100.652610.000000.00000
492024.02.15 13:30modify140.100.652610.649770.66027
502024.02.15 13:30modify130.100.646270.649770.66027
512024.02.16 13:39s/l130.100.649770.649770.6602733.291277.97
522024.02.16 13:39s/l140.100.649770.649770.66027-28.741249.23
532024.02.20 16:00sell150.100.656800.000000.00000
542024.02.20 16:00modify150.100.656800.669800.64280
552024.02.28 08:07sell160.100.650500.000000.00000
562024.02.28 08:07modify160.100.650500.653300.64280
572024.02.28 08:07modify150.100.656800.653300.64280
582024.02.28 09:04sell170.100.649800.000000.00000
592024.02.28 09:04modify170.100.649800.651900.64280
602024.02.28 09:04modify160.100.650500.651900.64280
612024.02.28 09:04modify150.100.656800.651900.64280
622024.02.28 09:56sell180.100.649100.000000.00000
632024.02.28 09:56modify180.100.649100.653300.64280
642024.02.28 09:56modify180.100.649100.651900.64280
652024.02.29 03:37s/l150.100.651900.651900.6428048.121297.35
662024.02.29 03:37s/l160.100.651900.651900.64280-14.241283.11
672024.02.29 03:37s/l170.100.651900.651900.64280-21.241261.87
682024.02.29 03:37s/l180.100.651900.651900.64280-28.241233.63
692024.03.05 08:00buy190.100.648710.000000.00000
702024.03.05 08:00modify190.100.648710.635710.66271
712024.03.06 14:32buy200.100.655010.000000.00000
722024.03.06 14:32modify200.100.655010.652210.66271
732024.03.06 14:32modify190.100.648710.652210.66271
742024.03.06 15:03buy210.100.655710.000000.00000
752024.03.06 15:03modify210.100.655710.653610.66271
762024.03.06 15:03modify200.100.655010.653610.66271
772024.03.06 15:03modify190.100.648710.653610.66271
782024.03.06 15:51buy220.100.656420.000000.00000
792024.03.06 15:51modify220.100.656420.652210.66271
802024.03.06 15:51modify220.100.656420.653610.66271
812024.03.08 00:31t/p190.100.662710.653610.66271138.291371.92
822024.03.08 00:31t/p200.100.662710.653610.6627175.631447.55
832024.03.08 00:31t/p210.100.662710.653610.6627168.631516.18
842024.03.08 00:31t/p220.100.662710.653610.6627161.531577.71
852024.03.19 08:00buy230.100.652120.000000.00000
862024.03.19 08:00modify230.100.652120.639120.66612
872024.03.20 19:28buy240.100.658420.000000.00000
882024.03.20 19:28modify240.100.658420.655620.66612
892024.03.20 19:28modify230.100.652120.655620.66612
902024.03.20 22:16buy250.100.659130.000000.00000
912024.03.20 22:16modify250.100.659130.657020.66612
922024.03.20 22:16modify240.100.658420.657020.66612
932024.03.20 22:16modify230.100.652120.657020.66612
942024.03.20 22:43buy260.100.659830.000000.00000
952024.03.20 22:43modify260.100.659830.655620.66612
962024.03.20 22:43modify260.100.659830.657020.66612
972024.03.21 14:30s/l230.100.657020.657020.6661247.631625.35
982024.03.21 14:30s/l240.100.657020.657020.66612-15.031610.32
992024.03.21 14:30s/l250.100.657020.657020.66612-22.131588.19
1002024.03.21 14:30s/l260.100.657020.657020.66612-29.131559.07
1012024.04.03 16:00sell270.100.655680.000000.00000
1022024.04.03 16:00modify270.100.655680.668680.64168
1032024.04.12 10:34sell280.100.649370.000000.00000
1042024.04.12 10:34modify280.100.649370.652180.64168
1052024.04.12 10:34modify270.100.655680.652180.64168
1062024.04.12 12:11sell290.100.648680.000000.00000
1072024.04.12 12:11modify290.100.648680.650780.64168
1082024.04.12 12:11modify280.100.649370.650780.64168
1092024.04.12 12:11modify270.100.655680.650780.64168
1102024.04.12 12:49sell300.100.647980.000000.00000
1112024.04.12 12:49modify300.100.647980.652180.64168
1122024.04.12 12:49modify300.100.647980.650780.64168
1132024.04.16 01:15t/p270.100.641680.650780.64168138.961698.03
1142024.04.16 01:15t/p280.100.641680.650780.6416876.741774.77
1152024.04.16 01:15t/p290.100.641680.650780.6416869.841844.61
1162024.04.16 01:15t/p300.100.641680.650780.6416862.841907.45
1172024.04.30 16:00buy310.100.649150.000000.00000
1182024.04.30 16:00modify310.100.649150.636150.66315
1192024.05.02 16:43buy320.100.655470.000000.00000
1202024.05.02 16:43modify320.100.655470.652650.66315
1212024.05.02 16:43modify310.100.649150.652650.66315
1222024.05.02 16:52buy330.100.656150.000000.00000
1232024.05.02 16:52modify330.100.656150.654050.66315
1242024.05.02 16:52modify320.100.655470.654050.66315
1252024.05.02 16:52modify310.100.649150.654050.66315
1262024.05.02 18:09buy340.100.656860.000000.00000
1272024.05.02 18:09modify340.100.656860.652650.66315
1282024.05.02 18:09modify340.100.656860.654050.66315
1292024.05.03 12:30t/p310.100.663150.654050.66315138.292045.74
1302024.05.03 12:30t/p320.100.663150.654050.6631576.462122.20
1312024.05.03 12:30t/p330.100.663150.654050.6631569.662191.85
1322024.05.03 12:30t/p340.100.663150.654050.6631562.562254.41
1332024.05.15 16:00sell350.100.667230.000000.00000
1342024.05.15 16:00modify350.100.667230.680230.65323
1352024.05.22 18:29sell360.100.660930.000000.00000
1362024.05.22 18:29modify360.100.660930.663730.65323
1372024.05.22 18:29modify350.100.667230.663730.65323
1382024.05.23 09:44s/l350.100.663730.663730.6532334.202288.61
1392024.05.23 09:44s/l360.100.663730.663730.65323-28.242260.37
1402024.06.07 16:00buy370.100.659030.000000.00000
1412024.06.07 16:00modify370.100.659030.646030.67303
1422024.06.12 12:30buy380.100.665410.000000.00000
1432024.06.12 12:30modify380.100.665410.662530.67303
1442024.06.12 12:30modify370.100.659030.662530.67303
1452024.06.12 12:30buy390.100.666050.000000.00000
1462024.06.12 12:30modify390.100.666050.663930.67303
1472024.06.12 12:30modify380.100.665410.663930.67303
1482024.06.12 12:30modify370.100.659030.663930.67303
1492024.06.12 12:30buy400.100.666760.000000.00000
1502024.06.12 12:30modify400.100.666760.662530.67303
1512024.06.12 12:30modify400.100.666760.663930.67303
1522024.06.13 05:56s/l370.100.663930.663930.6730346.952307.32
1532024.06.13 05:56s/l380.100.663930.663930.67303-15.832291.49
1542024.06.13 05:56s/l390.100.663930.663930.67303-22.232269.27
1552024.06.13 05:56s/l400.100.663930.663930.67303-29.332239.94
1562024.07.03 16:00sell410.100.671750.000000.00000
1572024.07.03 16:00modify410.100.671750.684750.65775
1582024.07.22 11:54sell420.100.665430.000000.00000
1592024.07.22 11:54modify420.100.665430.668250.65775
1602024.07.22 11:54modify410.100.671750.668250.65775
1612024.07.22 12:33sell430.100.664750.000000.00000
1622024.07.22 12:33modify430.100.664750.666850.65775
1632024.07.22 12:33modify420.100.665430.666850.65775
1642024.07.22 12:33modify410.100.671750.666850.65775
1652024.07.22 13:17sell440.100.664050.000000.00000
1662024.07.22 13:17modify440.100.664050.668250.65775
1672024.07.22 13:17modify440.100.664050.666850.65775
1682024.07.24 23:49t/p410.100.657750.666850.65775138.322378.26
1692024.07.24 23:49t/p420.100.657750.666850.6577576.642454.90
1702024.07.24 23:49t/p430.100.657750.666850.6577569.842524.74
1712024.07.24 23:49t/p440.100.657750.666850.6577562.842587.58
1722024.08.05 08:00buy450.100.645190.000000.00000
1732024.08.05 08:00modify450.100.645190.632190.65919
1742024.08.05 23:02buy460.100.651490.000000.00000
1752024.08.05 23:02modify460.100.651490.648690.65919
1762024.08.05 23:02modify450.100.645190.648690.65919
1772024.08.05 23:31buy470.100.652200.000000.00000
1782024.08.05 23:31modify470.100.652200.650090.65919
1792024.08.05 23:31modify460.100.651490.650090.65919
1802024.08.05 23:31modify450.100.645190.650090.65919
1812024.08.06 00:06buy480.100.652900.000000.00000
1822024.08.06 00:06modify480.100.652900.648690.65919
1832024.08.06 00:06modify480.100.652900.650090.65919
1842024.08.06 04:09s/l450.100.650090.650090.6591948.662636.24
1852024.08.06 04:09s/l460.100.650090.650090.65919-14.342621.90
1862024.08.06 04:09s/l470.100.650090.650090.65919-21.442600.46
1872024.08.06 04:09s/l480.100.650090.650090.65919-28.102572.36
1882024.09.06 16:00buy490.100.667810.000000.00000
1892024.09.06 16:00modify490.100.667810.654810.68181
1902024.09.16 08:48buy500.100.674270.000000.00000
1912024.09.16 08:48modify500.100.674270.671310.68181
1922024.09.16 08:48modify490.100.667810.671310.68181
1932024.09.16 08:49buy510.100.674820.000000.00000
1942024.09.16 08:49modify510.100.674820.672710.68181
1952024.09.16 08:49modify500.100.674270.672710.68181
1962024.09.16 08:49modify490.100.667810.672710.68181
1972024.09.16 20:25buy520.100.675520.000000.00000
1982024.09.16 20:25modify520.100.675520.671310.68181
1992024.09.16 20:25modify520.100.675520.672710.68181
2002024.09.18 18:32t/p490.100.681810.672710.68181136.582708.94
2012024.09.18 18:32t/p500.100.681810.672710.6818174.722783.65
2022024.09.18 18:32t/p510.100.681810.672710.6818169.222852.87
2032024.09.18 18:32t/p520.100.681810.672710.6818162.222915.08
2042024.10.03 12:00buy530.100.685410.000000.00000
2052024.10.03 12:00modify530.100.685410.672410.69941
2062024.10.08 02:32s/l530.100.672410.672410.69941-131.032784.06
2072024.10.23 12:00buy540.100.663930.000000.00000
2082024.10.23 12:00modify540.100.663930.650930.67793
2092024.10.31 23:59close at stop540.100.657630.650930.67793-66.422717.64