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 23:59 (2023.11.01 - 2024.11.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 test7239Ticks modelled13478Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1326.11Gross profit1484.73Gross loss-158.62
Profit factor9.36Expected payoff53.04
Absolute drawdown22.30Maximal drawdown196.35 (14.20%)Relative drawdown14.20% (196.35)
Total trades25Short positions (won %)13 (92.31%)Long positions (won %)12 (66.67%)
Profit trades (% of total)20 (80.00%)Loss trades (% of total)5 (20.00%)
Largestprofit trade129.52loss trade-47.80
Averageprofit trade74.24loss trade-31.72
Maximumconsecutive wins (profit in money)13 (1077.43)consecutive losses (loss in money)2 (-56.15)
Maximalconsecutive profit (count of wins)1077.43 (13)consecutive loss (count of losses)-56.15 (2)
Averageconsecutive wins7consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 15:00sell10.100.649640.000000.00000
22023.11.03 15:00modify10.100.649640.664640.63664
32023.11.07 08:00sell20.100.642320.000000.00000
42023.11.07 08:00modify20.100.642320.645740.63664
52023.11.07 08:00modify10.100.649640.645740.63664
62023.11.09 12:00sell30.100.639770.000000.00000
72023.11.09 12:00modify30.100.639770.643790.63664
82023.11.09 12:00modify20.100.642320.643790.63664
92023.11.09 12:00modify10.100.649640.643790.63664
102023.11.09 20:00t/p10.100.636640.643790.63664129.521129.52
112023.11.09 20:00t/p20.100.636640.643790.6366456.481186.00
122023.11.09 20:00t/p30.100.636640.643790.6366431.301217.30
132024.02.08 15:00buy40.100.648920.000000.00000
142024.02.08 15:00modify40.100.648920.633920.66192
152024.02.16 18:00buy50.100.654210.000000.00000
162024.02.16 18:00modify50.100.654210.649570.66192
172024.02.16 18:00modify40.100.648920.649570.66192
182024.02.20 11:00buy60.100.656140.000000.00000
192024.02.20 11:00modify60.100.656140.652820.66192
202024.02.20 11:00modify50.100.654210.652820.66192
212024.02.20 11:00modify40.100.648920.652820.66192
222024.02.22 11:00buy70.100.658730.000000.00000
232024.02.22 11:00modify70.100.658730.654770.66192
242024.02.22 11:00modify60.100.656140.654770.66192
252024.02.22 11:00modify50.100.654210.654770.66192
262024.02.22 11:00modify40.100.648920.654770.66192
272024.02.22 15:00s/l40.100.654770.654770.6619253.711271.01
282024.02.22 15:00s/l50.100.654770.654770.661923.551274.56
292024.02.22 15:00s/l60.100.654770.654770.66192-15.071259.49
302024.02.22 15:00s/l70.100.654770.654770.66192-39.601219.89
312024.02.28 08:00buy80.100.651110.000000.00000
322024.02.28 08:00modify80.100.651110.636110.66411
332024.03.07 04:00buy90.100.658450.000000.00000
342024.03.07 04:00modify90.100.658450.655010.66411
352024.03.07 04:00modify80.100.651110.655010.66411
362024.03.07 11:00buy100.100.660920.000000.00000
372024.03.07 11:00modify100.100.660920.656960.66411
382024.03.07 11:00modify90.100.658450.656960.66411
392024.03.07 11:00modify80.100.651110.656960.66411
402024.03.08 10:00t/p80.100.664110.656960.66411126.241346.13
412024.03.08 10:00t/p90.100.664110.656960.6641156.261402.39
422024.03.08 10:00t/p100.100.664110.656960.6641131.561433.95
432024.03.08 12:00sell110.100.664580.000000.00000
442024.03.08 12:00modify110.100.664580.679580.65158
452024.03.19 02:00sell120.100.654710.000000.00000
462024.03.19 02:00modify120.100.654710.658730.65158
472024.03.19 02:00modify110.100.664580.658730.65158
482024.03.19 09:00t/p110.100.651580.658730.65158129.281563.23
492024.03.19 09:00t/p120.100.651580.658730.6515831.301594.53
502024.03.21 08:00sell130.100.662340.000000.00000
512024.03.21 08:00modify130.100.662340.677340.64934
522024.03.21 15:00sell140.100.657120.000000.00000
532024.03.21 15:00modify140.100.657120.661690.64934
542024.03.21 15:00modify130.100.662340.661690.64934
552024.03.22 05:00sell150.100.652380.000000.00000
562024.03.22 05:00modify150.100.652380.656490.64934
572024.03.22 05:00modify140.100.657120.656490.64934
582024.03.22 05:00modify130.100.662340.656490.64934
592024.03.28 10:00t/p130.100.649340.656490.64934129.441723.97
602024.03.28 10:00t/p140.100.649340.656490.6493477.241801.21
612024.03.28 10:00t/p150.100.649340.656490.6493429.921831.13
622024.04.03 19:00sell160.100.656640.000000.00000
632024.04.03 19:00modify160.100.656640.671640.64364
642024.04.12 07:00sell170.100.651300.000000.00000
652024.04.12 07:00modify170.100.651300.655990.64364
662024.04.12 07:00modify160.100.656640.655990.64364
672024.04.16 01:00t/p160.100.643640.655990.64364128.961960.09
682024.04.16 01:00t/p170.100.643640.655990.6436476.442036.53
692024.04.30 15:00buy180.100.649530.000000.00000
702024.04.30 15:00modify180.100.649530.634530.66253
712024.05.02 16:00buy190.100.654890.000000.00000
722024.05.02 16:00modify190.100.654890.650180.66253
732024.05.02 16:00modify180.100.649530.650180.66253
742024.05.03 13:00t/p180.100.662530.650180.66253128.292164.82
752024.05.03 13:00t/p190.100.662530.650180.6625376.062240.87
762024.06.07 17:00buy200.100.659210.000000.00000
772024.06.07 17:00modify200.100.659210.644210.67221
782024.06.12 13:00buy210.100.669070.000000.00000
792024.06.12 13:00modify210.100.669070.665060.67221
802024.06.12 13:00modify200.100.659210.665060.67221
812024.06.12 21:00buy220.100.666460.000000.00000
822024.06.12 21:00modify220.100.666460.663110.67221
832024.06.12 22:00modify220.100.666460.665060.67221
842024.06.13 02:00s/l200.100.665060.665060.6722156.452297.32
852024.06.13 02:00s/l210.100.665060.665060.67221-41.132256.20
862024.06.13 02:00s/l220.100.665060.665060.67221-15.032241.17
872024.07.03 16:00sell230.100.671750.000000.00000
882024.07.03 16:00modify230.100.671750.686750.65875
892024.07.24 05:00t/p230.100.658750.686750.65875128.322369.49
902024.08.19 16:00sell240.100.671400.000000.00000
912024.08.19 16:00modify240.100.671400.686400.65840
922024.09.09 18:00sell250.100.666010.000000.00000
932024.09.09 18:00modify250.100.666010.670750.65840
942024.09.09 18:00modify240.100.671400.670750.65840
952024.09.12 17:00s/l240.100.670750.670750.658404.422373.91
962024.09.12 17:00s/l250.100.670750.670750.65840-47.802326.11