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 23:59 (2023.11.01 - 2024.11.01)
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=7; 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=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=11; 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 test2613Ticks modelled4226Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1186.47Gross profit1550.21Gross loss-363.74
Profit factor4.26Expected payoff53.93
Absolute drawdown4.80Maximal drawdown227.06 (16.71%)Relative drawdown16.71% (227.06)
Total trades22Short positions (won %)11 (72.73%)Long positions (won %)11 (81.82%)
Profit trades (% of total)17 (77.27%)Loss trades (% of total)5 (22.73%)
Largestprofit trade129.32loss trade-143.42
Averageprofit trade91.19loss trade-72.75
Maximumconsecutive wins (profit in money)13 (1198.38)consecutive losses (loss in money)3 (-76.90)
Maximalconsecutive profit (count of wins)1198.38 (13)consecutive loss (count of losses)-143.42 (1)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.10 12:00buy10.100.635360.000000.00000
22023.11.10 12:00modify10.100.635360.621360.64836
32023.11.14 16:00t/p10.100.648360.621360.64836129.321129.32
42023.12.22 12:00sell20.100.680940.000000.00000
52023.12.22 12:00modify20.100.680940.694940.66794
62024.01.03 12:00sell30.100.672890.000000.00000
72024.01.03 12:00modify30.100.672890.677040.66794
82024.01.03 12:00modify20.100.680940.677040.66794
92024.01.05 12:00t/p20.100.667940.677040.66794128.881258.20
102024.01.05 12:00t/p30.100.667940.677040.6679449.181307.38
112024.01.05 12:00buy40.100.668320.000000.00000
122024.01.05 12:00modify40.100.668320.654320.68132
132024.01.17 12:00s/l40.100.654320.654320.68132-143.421163.96
142024.01.19 12:00sell50.100.659870.000000.00000
152024.01.19 12:00modify50.100.659870.673870.64687
162024.02.01 08:00sell60.100.653240.000000.00000
172024.02.01 08:00modify60.100.653240.655320.64687
182024.02.01 08:00sell70.100.653240.000000.00000
192024.02.01 08:00modify70.100.653240.655320.64687
202024.02.01 08:00modify50.100.659870.655320.64687
212024.02.01 12:00sell80.100.651790.000000.00000
222024.02.01 12:00modify80.100.651790.655970.64687
232024.02.01 16:00modify80.100.651790.655320.64687
242024.02.01 20:00s/l50.100.655320.655320.6468744.461208.42
252024.02.01 20:00s/l60.100.655320.655320.64687-20.801187.62
262024.02.01 20:00s/l70.100.655320.655320.64687-20.801166.82
272024.02.01 20:00s/l80.100.655320.655320.64687-35.301131.52
282024.03.08 12:00sell90.100.664580.000000.00000
292024.03.08 12:00modify90.100.664580.678580.65158
302024.03.15 00:00sell100.100.657820.000000.00000
312024.03.15 00:00modify100.100.657820.660030.65158
322024.03.15 00:00sell110.100.657820.000000.00000
332024.03.15 00:00modify110.100.657820.660030.65158
342024.03.15 00:00modify90.100.664580.660030.65158
352024.03.15 16:00sell120.100.656720.000000.00000
362024.03.15 16:00modify120.100.656720.660680.65158
372024.03.15 20:00modify120.100.656720.660030.65158
382024.03.19 12:00t/p90.100.651580.660030.65158129.281260.80
392024.03.19 12:00t/p100.100.651580.660030.6515862.241323.04
402024.03.19 12:00t/p110.100.651580.660030.6515862.241385.28
412024.03.19 12:00t/p120.100.651580.660030.6515851.241436.52
422024.03.28 12:00buy130.100.649140.000000.00000
432024.03.28 12:00modify130.100.649140.635140.66214
442024.04.04 00:00buy140.100.657080.000000.00000
452024.04.04 00:00modify140.100.657080.653040.66214
462024.04.04 00:00modify130.100.649140.653040.66214
472024.04.09 12:00t/p130.100.662140.653040.66214126.581563.10
482024.04.09 12:00t/p140.100.662140.653040.6621449.571612.67
492024.04.12 12:00buy150.100.649610.000000.00000
502024.04.12 12:00modify150.100.649610.635610.66261
512024.05.03 16:00t/p150.100.662610.635610.66261122.821735.49
522024.05.08 12:00buy160.100.656640.000000.00000
532024.05.08 12:00modify160.100.656640.642640.66964
542024.05.16 00:00t/p160.100.669640.642640.66964126.581862.07
552024.06.04 12:00buy170.100.664310.000000.00000
562024.06.04 12:00modify170.100.664310.650310.67731
572024.07.04 08:00buy180.100.672240.000000.00000
582024.07.04 08:00modify180.100.672240.668210.67731
592024.07.04 08:00modify170.100.664310.668210.67731
602024.07.11 16:00t/p170.100.677310.668210.67731116.661978.73
612024.07.11 16:00t/p180.100.677310.668210.6773148.312027.04
622024.09.03 12:00buy190.100.673370.000000.00000
632024.09.03 12:00modify190.100.673370.659370.68637
642024.09.23 00:00buy200.100.681260.000000.00000
652024.09.23 00:00modify200.100.681260.677270.68637
662024.09.23 00:00modify190.100.673370.677270.68637
672024.09.24 08:00t/p190.100.686370.677270.68637122.822149.85
682024.09.24 08:00t/p200.100.686370.677270.6863750.762200.61
692024.09.26 12:00sell210.100.687990.000000.00000
702024.09.26 12:00modify210.100.687990.701990.67499
712024.10.07 20:00t/p210.100.674990.701990.67499129.282329.89
722024.10.23 12:00buy220.100.663930.000000.00000
732024.10.23 12:00modify220.100.663930.649930.67693
742024.10.31 23:59s/l220.100.649930.649930.67693-143.422186.47