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=3; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 profit2607.45Gross profit2953.39Gross loss-345.94
Profit factor8.54Expected payoff44.19
Absolute drawdown29.28Maximal drawdown274.48 (15.66%)Relative drawdown15.66% (274.48)
Total trades59Short positions (won %)33 (81.82%)Long positions (won %)26 (61.54%)
Profit trades (% of total)43 (72.88%)Loss trades (% of total)16 (27.12%)
Largestprofit trade119.84loss trade-68.22
Averageprofit trade68.68loss trade-21.62
Maximumconsecutive wins (profit in money)13 (948.00)consecutive losses (loss in money)3 (-48.74)
Maximalconsecutive profit (count of wins)948.00 (13)consecutive loss (count of losses)-68.22 (1)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 15:00sell10.100.649640.000000.00000
22023.11.03 15:00modify10.100.649640.664640.63764
32023.11.07 04:32sell20.100.644840.000000.00000
42023.11.07 04:32modify20.100.644840.648440.63764
52023.11.07 04:32modify10.100.649640.648440.63764
62023.11.07 04:46sell30.100.643630.000000.00000
72023.11.07 04:46modify30.100.643630.646040.63764
82023.11.07 04:46modify20.100.644840.646040.63764
92023.11.07 04:46modify10.100.649640.646040.63764
102023.11.07 05:29sell40.100.643030.000000.00000
112023.11.07 05:29modify40.100.643030.645440.63764
122023.11.07 05:29modify30.100.643630.645440.63764
132023.11.07 05:29modify20.100.644840.645440.63764
142023.11.07 05:29modify10.100.649640.645440.63764
152023.11.09 19:12t/p10.100.637640.645440.63764119.521119.52
162023.11.09 19:12t/p20.100.637640.645440.6376471.681191.20
172023.11.09 19:12t/p30.100.637640.645440.6376459.581250.78
182023.11.09 19:12t/p40.100.637640.645440.6376453.581304.36
192023.12.01 19:00sell50.100.666940.000000.00000
202023.12.01 19:00modify50.100.666940.681940.65494
212023.12.04 14:29sell60.100.662140.000000.00000
222023.12.04 14:29modify60.100.662140.665740.65494
232023.12.04 14:29modify50.100.666940.665740.65494
242023.12.04 15:51sell70.100.660910.000000.00000
252023.12.04 15:51modify70.100.660910.663340.65494
262023.12.04 15:51modify60.100.662140.663340.65494
272023.12.04 15:51modify50.100.666940.663340.65494
282023.12.05 02:32sell80.100.660340.000000.00000
292023.12.05 02:32modify80.100.660340.662740.65494
302023.12.05 02:32modify70.100.660910.662740.65494
312023.12.05 02:32modify60.100.662140.662740.65494
322023.12.05 02:32modify50.100.666940.662740.65494
332023.12.05 16:52t/p50.100.654940.662740.65494119.841424.20
342023.12.05 16:52t/p60.100.654940.662740.6549471.921496.12
352023.12.05 16:52t/p70.100.654940.662740.6549459.621555.74
362023.12.05 16:52t/p80.100.654940.662740.6549454.001609.74
372023.12.19 16:00sell90.100.676260.000000.00000
382023.12.19 16:00modify90.100.676260.691260.66426
392024.01.03 13:57sell100.100.671460.000000.00000
402024.01.03 13:57modify100.100.671460.675060.66426
412024.01.03 13:57modify90.100.676260.675060.66426
422024.01.03 15:46sell110.100.670260.000000.00000
432024.01.03 15:46modify110.100.670260.672660.66426
442024.01.03 15:46modify100.100.671460.672660.66426
452024.01.03 15:46modify90.100.676260.672660.66426
462024.01.03 16:20s/l90.100.672660.672660.6642634.801644.54
472024.01.03 16:20s/l100.100.672660.672660.66426-12.001632.54
482024.01.03 16:20s/l110.100.672660.672660.66426-24.001608.54
492024.02.01 10:00buy120.100.653000.000000.00000
502024.02.01 10:00modify120.100.653000.638000.66500
512024.02.01 23:09buy130.100.657820.000000.00000
522024.02.01 23:09modify130.100.657820.654200.66500
532024.02.01 23:09modify120.100.653000.654200.66500
542024.02.02 01:22buy140.100.659010.000000.00000
552024.02.02 01:22modify140.100.659010.656600.66500
562024.02.02 01:22modify130.100.657820.656600.66500
572024.02.02 01:22modify120.100.653000.656600.66500
582024.02.02 02:02buy150.100.659610.000000.00000
592024.02.02 02:02modify150.100.659610.657200.66500
602024.02.02 02:02modify140.100.659010.657200.66500
612024.02.02 02:02modify130.100.657820.657200.66500
622024.02.02 02:02modify120.100.653000.657200.66500
632024.02.02 13:30s/l120.100.657200.657200.6650041.661650.20
642024.02.02 13:30s/l130.100.657200.657200.66500-6.541643.66
652024.02.02 13:30s/l140.100.657200.657200.66500-18.101625.56
662024.02.02 13:30s/l150.100.657200.657200.66500-24.101601.46
672024.02.22 09:00sell160.100.658820.000000.00000
682024.02.22 09:00modify160.100.658820.673820.64682
692024.02.22 16:37sell170.100.654020.000000.00000
702024.02.22 16:37modify170.100.654020.657620.64682
712024.02.22 16:37modify160.100.658820.657620.64682
722024.02.23 01:44s/l160.100.657620.657620.6468211.921613.38
732024.02.23 01:44s/l170.100.657620.657620.64682-36.081577.30
742024.03.06 18:00sell180.100.657170.000000.00000
752024.03.06 18:00modify180.100.657170.672170.64517
762024.03.19 05:07sell190.100.652370.000000.00000
772024.03.19 05:07modify190.100.652370.655970.64517
782024.03.19 05:07modify180.100.657170.655970.64517
792024.03.19 08:13sell200.100.651170.000000.00000
802024.03.19 08:13modify200.100.651170.653570.64517
812024.03.19 08:13modify190.100.652370.653570.64517
822024.03.19 08:13modify180.100.657170.653570.64517
832024.03.19 09:26sell210.100.650570.000000.00000
842024.03.19 09:26modify210.100.650570.652970.64517
852024.03.19 09:26modify200.100.651170.652970.64517
862024.03.19 09:26modify190.100.652370.652970.64517
872024.03.19 09:26modify180.100.657170.652970.64517
882024.03.19 14:25s/l180.100.652970.652970.6451740.961618.26
892024.03.19 14:25s/l190.100.652970.652970.64517-6.001612.26
902024.03.19 14:25s/l200.100.652970.652970.64517-18.001594.26
912024.03.19 14:25s/l210.100.652970.652970.64517-24.001570.26
922024.03.21 06:00sell220.100.662310.000000.00000
932024.03.21 06:00modify220.100.662310.677310.65031
942024.03.21 14:09sell230.100.657510.000000.00000
952024.03.21 14:09modify230.100.657510.661110.65031
962024.03.21 14:09modify220.100.662310.661110.65031
972024.03.21 15:26sell240.100.656290.000000.00000
982024.03.21 15:26modify240.100.656290.658710.65031
992024.03.21 15:26modify230.100.657510.658710.65031
1002024.03.21 15:26modify220.100.662310.658710.65031
1012024.03.22 01:39sell250.100.655710.000000.00000
1022024.03.22 01:39modify250.100.655710.658110.65031
1032024.03.22 01:39modify240.100.656290.658110.65031
1042024.03.22 01:39modify230.100.657510.658110.65031
1052024.03.22 01:39modify220.100.662310.658110.65031
1062024.03.28 08:07t/p220.100.650310.658110.65031119.441689.70
1072024.03.28 08:07t/p230.100.650310.658110.6503171.441761.14
1082024.03.28 08:07t/p240.100.650310.658110.6503159.241820.38
1092024.03.28 08:07t/p250.100.650310.658110.6503153.521873.90
1102024.04.01 17:00buy260.100.648640.000000.00000
1112024.04.01 17:00modify260.100.648640.633640.66064
1122024.04.03 14:00buy270.100.653470.000000.00000
1132024.04.03 14:00modify270.100.653470.649840.66064
1142024.04.03 14:00modify260.100.648640.649840.66064
1152024.04.03 14:41buy280.100.654640.000000.00000
1162024.04.03 14:41modify280.100.654640.652240.66064
1172024.04.03 14:41modify270.100.653470.652240.66064
1182024.04.03 14:41modify260.100.648640.652240.66064
1192024.04.03 15:10buy290.100.655250.000000.00000
1202024.04.03 15:10modify290.100.655250.652840.66064
1212024.04.03 15:10modify280.100.654640.652840.66064
1222024.04.03 15:10modify270.100.653470.652840.66064
1232024.04.03 15:10modify260.100.648640.652840.66064
1242024.04.04 10:15t/p260.100.660640.652840.66064118.291992.19
1252024.04.04 10:15t/p270.100.660640.652840.6606470.672062.86
1262024.04.04 10:15t/p280.100.660640.652840.6606458.972121.83
1272024.04.04 10:15t/p290.100.660640.652840.6606452.872174.71
1282024.04.12 12:00buy300.100.649610.000000.00000
1292024.04.12 12:00modify300.100.649610.634610.66161
1302024.04.26 05:45buy310.100.654430.000000.00000
1312024.04.26 05:45modify310.100.654430.650810.66161
1322024.04.26 05:45modify300.100.649610.650810.66161
1332024.04.26 08:34buy320.100.655640.000000.00000
1342024.04.26 08:34modify320.100.655640.653210.66161
1352024.04.26 08:34modify310.100.654430.653210.66161
1362024.04.26 08:34modify300.100.649610.653210.66161
1372024.04.26 10:30s/l300.100.653210.653210.6616131.212205.92
1382024.04.26 10:30s/l310.100.653210.653210.66161-12.202193.72
1392024.04.26 10:30s/l320.100.653210.653210.66161-24.302169.42
1402024.04.30 15:00buy330.100.649530.000000.00000
1412024.04.30 15:00modify330.100.649530.634530.66153
1422024.05.02 05:53buy340.100.654330.000000.00000
1432024.05.02 05:53modify340.100.654330.650730.66153
1442024.05.02 05:53modify330.100.649530.650730.66153
1452024.05.02 16:43buy350.100.655530.000000.00000
1462024.05.02 16:43modify350.100.655530.653130.66153
1472024.05.02 16:43modify340.100.654330.653130.66153
1482024.05.02 16:43modify330.100.649530.653130.66153
1492024.05.02 16:52buy360.100.656140.000000.00000
1502024.05.02 16:52modify360.100.656140.653730.66153
1512024.05.02 16:52modify350.100.655530.653730.66153
1522024.05.02 16:52modify340.100.654330.653730.66153
1532024.05.02 16:52modify330.100.649530.653730.66153
1542024.05.03 12:30t/p330.100.661530.653730.66153118.292287.71
1552024.05.03 12:30t/p340.100.661530.653730.6615371.662359.37
1562024.05.03 12:30t/p350.100.661530.653730.6615359.662419.03
1572024.05.03 12:30t/p360.100.661530.653730.6615353.562472.58
1582024.07.03 16:00sell370.100.671750.000000.00000
1592024.07.03 16:00modify370.100.671750.686750.65975
1602024.07.22 02:04sell380.100.666950.000000.00000
1612024.07.22 02:04modify380.100.666950.670550.65975
1622024.07.22 02:04modify370.100.671750.670550.65975
1632024.07.22 11:50sell390.100.665750.000000.00000
1642024.07.22 11:50modify390.100.665750.668150.65975
1652024.07.22 11:50modify380.100.666950.668150.65975
1662024.07.22 11:50modify370.100.671750.668150.65975
1672024.07.22 12:07sell400.100.665130.000000.00000
1682024.07.22 12:07modify400.100.665130.667550.65975
1692024.07.22 12:07modify390.100.665750.667550.65975
1702024.07.22 12:07modify380.100.666950.667550.65975
1712024.07.22 12:07modify370.100.671750.667550.65975
1722024.07.24 03:24t/p370.100.659750.667550.65975118.322590.90
1732024.07.24 03:24t/p380.100.659750.667550.6597571.842662.74
1742024.07.24 03:24t/p390.100.659750.667550.6597559.842722.58
1752024.07.24 03:24t/p400.100.659750.667550.6597553.642776.22
1762024.07.31 15:00sell410.100.653050.000000.00000
1772024.07.31 15:00modify410.100.653050.668050.64105
1782024.08.05 00:18sell420.100.648250.000000.00000
1792024.08.05 00:18modify420.100.648250.651850.64105
1802024.08.05 00:18modify410.100.653050.651850.64105
1812024.08.05 05:38sell430.100.647020.000000.00000
1822024.08.05 05:38modify430.100.647020.649450.64105
1832024.08.05 05:38modify420.100.648250.649450.64105
1842024.08.05 05:38modify410.100.653050.649450.64105
1852024.08.05 05:39sell440.100.646440.000000.00000
1862024.08.05 05:39modify440.100.646440.648850.64105
1872024.08.05 05:39modify430.100.647020.648850.64105
1882024.08.05 05:39modify420.100.648250.648850.64105
1892024.08.05 05:39modify410.100.653050.648850.64105
1902024.08.05 06:00t/p410.100.641050.648850.64105119.602895.82
1912024.08.05 06:00t/p420.100.641050.648850.6410572.002967.82
1922024.08.05 06:00t/p430.100.641050.648850.6410559.703027.52
1932024.08.05 06:00t/p440.100.641050.648850.6410553.903081.42
1942024.08.06 11:00buy450.100.648410.000000.00000
1952024.08.06 11:00modify450.100.648410.633410.66041
1962024.08.06 16:50buy460.100.653210.000000.00000
1972024.08.06 16:50modify460.100.653210.649610.66041
1982024.08.06 16:50modify450.100.648410.649610.66041
1992024.08.06 18:39buy470.100.654420.000000.00000
2002024.08.06 18:39modify470.100.654420.652010.66041
2012024.08.06 18:39modify460.100.653210.652010.66041
2022024.08.06 18:39modify450.100.648410.652010.66041
2032024.08.06 20:45s/l450.100.652010.652010.6604136.003117.42
2042024.08.06 20:45s/l460.100.652010.652010.66041-12.003105.42
2052024.08.06 20:45s/l470.100.652010.652010.66041-24.103081.32
2062024.08.07 20:00buy480.100.652220.000000.00000
2072024.08.07 20:00modify480.100.652220.637220.66422
2082024.08.08 14:12buy490.100.657050.000000.00000
2092024.08.08 14:12modify490.100.657050.653420.66422
2102024.08.08 14:12modify480.100.652220.653420.66422
2112024.08.08 14:39buy500.100.658240.000000.00000
2122024.08.08 14:39modify500.100.658240.655820.66422
2132024.08.08 14:39modify490.100.657050.655820.66422
2142024.08.08 14:39modify480.100.652220.655820.66422
2152024.08.08 16:05buy510.100.658830.000000.00000
2162024.08.08 16:05modify510.100.658830.656420.66422
2172024.08.08 16:05modify500.100.658240.656420.66422
2182024.08.08 16:05modify490.100.657050.656420.66422
2192024.08.08 16:05modify480.100.652220.656420.66422
2202024.08.14 01:45t/p480.100.664220.656420.66422117.613198.93
2212024.08.14 01:45t/p490.100.664220.656420.6642270.333269.26
2222024.08.14 01:45t/p500.100.664220.656420.6642258.433327.69
2232024.08.14 01:45t/p510.100.664220.656420.6642252.533380.23
2242024.08.30 18:00buy520.100.676260.000000.00000
2252024.08.30 18:00modify520.100.676260.661260.68826
2262024.09.18 18:00buy530.100.681090.000000.00000
2272024.09.18 18:00modify530.100.681090.677460.68826
2282024.09.18 18:00modify520.100.676260.677460.68826
2292024.09.18 18:33buy540.100.682260.000000.00000
2302024.09.18 18:33modify540.100.682260.679860.68826
2312024.09.18 18:33modify530.100.681090.679860.68826
2322024.09.18 18:33modify520.100.676260.679860.68826
2332024.09.18 18:36s/l520.100.679860.679860.6882630.193410.41
2342024.09.18 18:36s/l530.100.679860.679860.68826-12.303398.11
2352024.09.18 18:36s/l540.100.679860.679860.68826-24.003374.11
2362024.09.19 08:00sell550.100.681730.000000.00000
2372024.09.19 08:00modify550.100.681730.696730.66973
2382024.10.07 14:28sell560.100.676910.000000.00000
2392024.10.07 14:28modify560.100.676910.680530.66973
2402024.10.07 14:28modify550.100.681730.680530.66973
2412024.10.07 16:11sell570.100.675720.000000.00000
2422024.10.07 16:11modify570.100.675720.678130.66973
2432024.10.07 16:11modify560.100.676910.678130.66973
2442024.10.07 16:11modify550.100.681730.678130.66973
2452024.10.07 18:30sell580.100.675100.000000.00000
2462024.10.07 18:30modify580.100.675100.677530.66973
2472024.10.07 18:30modify570.100.675720.677530.66973
2482024.10.07 18:30modify560.100.676910.677530.66973
2492024.10.07 18:30modify550.100.681730.677530.66973
2502024.10.15 23:07t/p550.100.669730.677530.66973118.083492.19
2512024.10.15 23:07t/p560.100.669730.677530.6697371.163563.35
2522024.10.15 23:07t/p570.100.669730.677530.6697359.263622.61
2532024.10.15 23:07t/p580.100.669730.677530.6697353.063675.67
2542024.10.23 14:00buy590.100.664110.000000.00000
2552024.10.23 14:00modify590.100.664110.649110.67611
2562024.10.31 23:59close at stop590.100.657630.649110.67611-68.223607.45