Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:59 (2024.01.01 - 2025.01.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; 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=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test7241Ticks modelled13481Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit818.32Gross profit1245.30Gross loss-426.98
Profit factor2.92Expected payoff30.31
Absolute drawdown167.73Maximal drawdown316.50 (14.85%)Relative drawdown21.41% (226.77)
Total trades27Short positions (won %)15 (66.67%)Long positions (won %)12 (66.67%)
Profit trades (% of total)18 (66.67%)Loss trades (% of total)9 (33.33%)
Largestprofit trade139.80loss trade-152.80
Averageprofit trade69.18loss trade-47.44
Maximumconsecutive wins (profit in money)6 (681.43)consecutive losses (loss in money)2 (-57.12)
Maximalconsecutive profit (count of wins)681.43 (6)consecutive loss (count of losses)-152.80 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.05 16:00sell10.100.673440.000000.00000
22024.01.05 16:00modify10.100.673440.688440.65944
32024.01.08 09:00sell20.100.669210.000000.00000
42024.01.08 09:00modify20.100.669210.672740.65944
52024.01.08 09:00modify10.100.673440.672740.65944
62024.01.09 01:00s/l10.100.672740.672740.659446.881006.88
72024.01.09 01:00s/l20.100.672740.672740.65944-35.36971.52
82024.01.11 14:00buy30.100.666760.000000.00000
92024.01.11 14:00modify30.100.666760.651760.68076
102024.01.12 09:00buy40.100.671010.000000.00000
112024.01.12 09:00modify40.100.671010.667460.68076
122024.01.12 09:00modify30.100.666760.667460.68076
132024.01.15 08:00s/l30.100.667460.667460.680766.80978.32
142024.01.15 08:00s/l40.100.667460.667460.68076-35.60942.72
152024.02.02 14:00buy50.100.654520.000000.00000
162024.02.02 14:00modify50.100.654520.639520.66852
172024.02.22 11:00buy60.100.658730.000000.00000
182024.02.22 11:00modify60.100.658730.655220.66852
192024.02.22 11:00modify50.100.654520.655220.66852
202024.02.22 14:00s/l50.100.655220.655220.668525.00947.72
212024.02.22 14:00s/l60.100.655220.655220.66852-35.10912.62
222024.03.06 17:00sell70.100.657560.000000.00000
232024.03.06 17:00modify70.100.657560.672560.64356
242024.03.22 03:00sell80.100.653330.000000.00000
252024.03.22 03:00modify80.100.653330.656860.64356
262024.03.22 03:00modify70.100.657560.656860.64356
272024.04.02 13:00sell90.100.649810.000000.00000
282024.04.02 13:00modify90.100.649810.652660.64356
292024.04.02 13:00sell100.100.649810.000000.00000
302024.04.02 13:00modify100.100.649810.652660.64356
312024.04.02 13:00modify80.100.653330.652660.64356
322024.04.02 13:00modify70.100.657560.652660.64356
332024.04.03 05:00s/l70.100.652660.652660.6435647.33959.94
342024.04.03 05:00s/l80.100.652660.652660.643566.10966.05
352024.04.03 05:00s/l90.100.652660.652660.64356-28.56937.49
362024.04.03 05:00s/l100.100.652660.652660.64356-28.56908.93
372024.04.03 17:00sell110.100.656390.000000.00000
382024.04.03 17:00modify110.100.656390.671390.64239
392024.04.11 09:00sell120.100.652110.000000.00000
402024.04.11 09:00modify120.100.652110.655690.64239
412024.04.11 09:00modify110.100.656390.655690.64239
422024.04.16 02:00t/p110.100.642390.655690.64239139.221048.15
432024.04.16 02:00t/p120.100.642390.655690.6423997.021145.17
442024.04.19 02:00buy130.100.638210.000000.00000
452024.04.19 02:00modify130.100.638210.623210.65221
462024.04.19 08:00buy140.100.642550.000000.00000
472024.04.19 08:00modify140.100.642550.638910.65221
482024.04.19 08:00modify130.100.638210.638910.65221
492024.04.24 02:00t/p130.100.652210.638910.65221139.701284.87
502024.04.24 02:00t/p140.100.652210.638910.6522196.301381.17
512024.05.03 13:00sell150.100.663690.000000.00000
522024.05.03 13:00modify150.100.663690.678690.64969
532024.05.07 07:00sell160.100.659210.000000.00000
542024.05.07 07:00modify160.100.659210.662990.64969
552024.05.07 07:00modify150.100.663690.662990.64969
562024.05.13 14:00s/l150.100.662990.662990.649696.521387.69
572024.05.13 14:00s/l160.100.662990.662990.64969-38.161349.53
582024.06.07 13:00buy170.100.660990.000000.00000
592024.06.07 13:00modify170.100.660990.645990.67499
602024.06.13 03:00buy180.100.665320.000000.00000
612024.06.13 03:00modify180.100.665320.661690.67499
622024.06.13 03:00modify170.100.660990.661690.67499
632024.06.14 07:00s/l170.100.661690.661690.674996.301355.83
642024.06.14 07:00s/l180.100.661690.661690.67499-36.401319.43
652024.07.03 15:00sell190.100.672020.000000.00000
662024.07.03 15:00modify190.100.672020.687020.65802
672024.07.24 20:00t/p190.100.658020.687020.65802138.741458.18
682024.08.05 06:00buy200.100.642010.000000.00000
692024.08.05 06:00modify200.100.642010.627010.65601
702024.08.05 20:00buy210.100.649720.000000.00000
712024.08.05 20:00modify210.100.649720.646910.65601
722024.08.05 20:00buy220.100.649720.000000.00000
732024.08.05 20:00modify220.100.649720.646910.65601
742024.08.05 20:00modify200.100.642010.646910.65601
752024.08.07 04:00t/p200.100.656010.646910.65601139.801597.97
762024.08.07 04:00t/p210.100.656010.646910.6560162.701660.67
772024.08.07 04:00t/p220.100.656010.646910.6560162.701723.37
782024.08.23 15:00sell230.100.677080.000000.00000
792024.08.23 15:00modify230.100.677080.692080.66308
802024.09.11 15:00t/p230.100.663080.692080.66308138.981862.36
812024.09.19 07:00sell240.100.681910.000000.00000
822024.09.19 07:00modify240.100.681910.696910.66791
832024.10.16 00:00t/p240.100.667910.696910.66791138.502000.86
842024.11.06 03:00buy250.100.655450.000000.00000
852024.11.06 03:00modify250.100.655450.640450.66945
862024.12.04 13:00s/l250.100.640450.640450.66945-152.801848.06
872024.12.09 09:00sell260.100.643590.000000.00000
882024.12.09 09:00modify260.100.643590.658590.62959
892024.12.10 04:00sell270.100.639270.000000.00000
902024.12.10 04:00modify270.100.639270.642890.62959
912024.12.10 04:00modify260.100.643590.642890.62959
922024.12.12 08:00s/l260.100.642890.642890.629596.701854.76
932024.12.12 08:00s/l270.100.642890.642890.62959-36.441818.32