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=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 test6539Ticks modelled14272363Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1694.19Gross profit1886.30Gross loss-192.11
Profit factor9.82Expected payoff48.41
Absolute drawdown29.28Maximal drawdown302.30 (11.52%)Relative drawdown12.35% (146.40)
Total trades35Short positions (won %)21 (85.71%)Long positions (won %)14 (78.57%)
Profit trades (% of total)29 (82.86%)Loss trades (% of total)6 (17.14%)
Largestprofit trade129.52loss trade-45.94
Averageprofit trade65.04loss trade-32.02
Maximumconsecutive wins (profit in money)14 (951.41)consecutive losses (loss in money)2 (-54.55)
Maximalconsecutive profit (count of wins)951.41 (14)consecutive loss (count of losses)-54.55 (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 04:36sell20.100.644410.000000.00000
42023.11.07 04:36modify20.100.644410.648990.63664
52023.11.07 04:36modify10.100.649640.648990.63664
62023.11.07 06:48sell30.100.642490.000000.00000
72023.11.07 06:48modify30.100.642490.645740.63664
82023.11.07 06:48modify20.100.644410.645740.63664
92023.11.07 06:48modify10.100.649640.645740.63664
102023.11.08 19:58sell40.100.639890.000000.00000
112023.11.08 19:58modify40.100.639890.643790.63664
122023.11.08 19:58modify30.100.642490.643790.63664
132023.11.08 19:58modify20.100.644410.643790.63664
142023.11.08 19:58modify10.100.649640.643790.63664
152023.11.09 19:42t/p10.100.636640.643790.63664129.521129.52
162023.11.09 19:42t/p20.100.636640.643790.6366477.381206.90
172023.11.09 19:42t/p30.100.636640.643790.6366458.181265.08
182023.11.09 19:42t/p40.100.636640.643790.6366432.261297.34
192024.02.08 15:00buy50.100.648920.000000.00000
202024.02.08 15:00modify50.100.648920.633920.66192
212024.02.12 17:05buy60.100.654130.000000.00000
222024.02.12 17:05modify60.100.654130.649570.66192
232024.02.12 17:05modify50.100.648920.649570.66192
242024.02.13 13:30s/l50.100.649570.649570.661925.471302.81
252024.02.13 13:30s/l60.100.649570.649570.66192-45.941256.87
262024.02.28 08:00buy70.100.651110.000000.00000
272024.02.28 08:00modify70.100.651110.636110.66411
282024.03.06 15:50buy80.100.656310.000000.00000
292024.03.06 15:50modify80.100.656310.651760.66411
302024.03.06 15:50modify70.100.651110.651760.66411
312024.03.06 16:55buy90.100.658290.000000.00000
322024.03.06 16:55modify90.100.658290.655010.66411
332024.03.06 16:55modify80.100.656310.655010.66411
342024.03.06 16:55modify70.100.651110.655010.66411
352024.03.07 10:56buy100.100.660870.000000.00000
362024.03.07 10:56modify100.100.660870.656960.66411
372024.03.07 10:56modify90.100.658290.656960.66411
382024.03.07 10:56modify80.100.656310.656960.66411
392024.03.07 10:56modify70.100.651110.656960.66411
402024.03.08 09:31t/p70.100.664110.656960.66411126.241383.11
412024.03.08 09:31t/p80.100.664110.656960.6641176.631459.74
422024.03.08 09:31t/p90.100.664110.656960.6641156.831516.57
432024.03.08 09:31t/p100.100.664110.656960.6641132.061548.63
442024.03.08 12:00sell110.100.664580.000000.00000
452024.03.08 12:00modify110.100.664580.679580.65158
462024.03.12 12:30sell120.100.659350.000000.00000
472024.03.12 12:30modify120.100.659350.663930.65158
482024.03.12 12:30modify110.100.664580.663930.65158
492024.03.12 12:40s/l110.100.663930.663930.651586.341554.97
502024.03.12 12:40s/l120.100.663930.663930.65158-45.801509.17
512024.03.21 08:00sell130.100.662340.000000.00000
522024.03.21 08:00modify130.100.662340.677340.64934
532024.03.21 14:30sell140.100.657140.000000.00000
542024.03.21 14:30modify140.100.657140.661690.64934
552024.03.21 14:30modify130.100.662340.661690.64934
562024.03.22 01:51sell150.100.655190.000000.00000
572024.03.22 01:51modify150.100.655190.658440.64934
582024.03.22 01:51modify140.100.657140.658440.64934
592024.03.22 01:51modify130.100.662340.658440.64934
602024.03.22 04:00sell160.100.652590.000000.00000
612024.03.22 04:00modify160.100.652590.656490.64934
622024.03.22 04:00modify150.100.655190.656490.64934
632024.03.22 04:00modify140.100.657140.656490.64934
642024.03.22 04:00modify130.100.662340.656490.64934
652024.03.28 09:04t/p130.100.649340.656490.64934129.441638.61
662024.03.28 09:04t/p140.100.649340.656490.6493477.441716.05
672024.03.28 09:04t/p150.100.649340.656490.6493458.021774.07
682024.03.28 09:04t/p160.100.649340.656490.6493432.021806.09
692024.04.03 19:00sell170.100.656640.000000.00000
702024.04.03 19:00modify170.100.656640.671640.64364
712024.04.10 13:48sell180.100.651430.000000.00000
722024.04.10 13:48modify180.100.651430.655990.64364
732024.04.10 13:48modify170.100.656640.655990.64364
742024.04.12 10:27sell190.100.649490.000000.00000
752024.04.12 10:27modify190.100.649490.652740.64364
762024.04.12 10:27modify180.100.651430.652740.64364
772024.04.12 10:27modify170.100.656640.652740.64364
782024.04.12 13:27sell200.100.646890.000000.00000
792024.04.12 13:27modify200.100.646890.650790.64364
802024.04.12 13:27modify190.100.649490.650790.64364
812024.04.12 13:27modify180.100.651430.650790.64364
822024.04.12 13:27modify170.100.656640.650790.64364
832024.04.16 00:22t/p170.100.643640.650790.64364128.961935.05
842024.04.16 00:22t/p180.100.643640.650790.6436477.422012.47
852024.04.16 00:22t/p190.100.643640.650790.6436458.342070.81
862024.04.16 00:22t/p200.100.643640.650790.6436432.342103.15
872024.04.30 15:00buy210.100.649530.000000.00000
882024.04.30 15:00modify210.100.649530.634530.66253
892024.05.02 06:22buy220.100.654750.000000.00000
902024.05.02 06:22modify220.100.654750.650180.66253
912024.05.02 06:22modify210.100.649530.650180.66253
922024.05.02 18:08buy230.100.656690.000000.00000
932024.05.02 18:08modify230.100.656690.653430.66253
942024.05.02 18:08modify220.100.654750.653430.66253
952024.05.02 18:08modify210.100.649530.653430.66253
962024.05.03 12:30buy240.100.659300.000000.00000
972024.05.03 12:30modify240.100.659300.655380.66253
982024.05.03 12:30modify230.100.656690.655380.66253
992024.05.03 12:30modify220.100.654750.655380.66253
1002024.05.03 12:30modify210.100.649530.655380.66253
1012024.05.03 12:30t/p210.100.662530.655380.66253128.292231.44
1022024.05.03 12:30t/p220.100.662530.655380.6625377.462308.90
1032024.05.03 12:30t/p230.100.662530.655380.6625358.062366.96
1042024.05.03 12:30t/p240.100.662530.655380.6625332.302399.26
1052024.06.07 17:00buy250.100.659210.000000.00000
1062024.06.07 17:00modify250.100.659210.644210.67221
1072024.06.12 12:30buy260.100.664470.000000.00000
1082024.06.12 12:30modify260.100.664470.659860.67221
1092024.06.12 12:30modify250.100.659210.659860.67221
1102024.06.12 12:30buy270.100.666400.000000.00000
1112024.06.12 12:30modify270.100.666400.663110.67221
1122024.06.12 12:30modify260.100.664470.663110.67221
1132024.06.12 12:30modify250.100.659210.663110.67221
1142024.06.12 12:56buy280.100.668970.000000.00000
1152024.06.12 12:56modify280.100.668970.665060.67221
1162024.06.12 12:56modify270.100.666400.665060.67221
1172024.06.12 12:56modify260.100.664470.665060.67221
1182024.06.12 12:56modify250.100.659210.665060.67221
1192024.06.13 01:47s/l250.100.665060.665060.6722156.452455.71
1202024.06.13 01:47s/l260.100.665060.665060.672214.872460.58
1212024.06.13 01:47s/l270.100.665060.665060.67221-14.432446.15
1222024.06.13 01:47s/l280.100.665060.665060.67221-40.132406.03
1232024.07.03 16:00sell290.100.671750.000000.00000
1242024.07.03 16:00modify290.100.671750.686750.65875
1252024.07.22 02:10sell300.100.666550.000000.00000
1262024.07.22 02:10modify300.100.666550.671100.65875
1272024.07.22 02:10modify290.100.671750.671100.65875
1282024.07.22 12:33sell310.100.664590.000000.00000
1292024.07.22 12:33modify310.100.664590.667850.65875
1302024.07.22 12:33modify300.100.666550.667850.65875
1312024.07.22 12:33modify290.100.671750.667850.65875
1322024.07.23 12:30sell320.100.662000.000000.00000
1332024.07.23 12:30modify320.100.662000.665900.65875
1342024.07.23 12:30modify310.100.664590.665900.65875
1352024.07.23 12:30modify300.100.666550.665900.65875
1362024.07.23 12:30modify290.100.671750.665900.65875
1372024.07.24 04:14t/p290.100.658750.665900.65875128.322534.35
1382024.07.24 04:14t/p300.100.658750.665900.6587577.842612.19
1392024.07.24 04:14t/p310.100.658750.665900.6587558.242670.43
1402024.07.24 04:14t/p320.100.658750.665900.6587532.422702.85
1412024.08.19 16:00sell330.100.671400.000000.00000
1422024.08.19 16:00modify330.100.671400.686400.65840
1432024.09.06 16:19sell340.100.666200.000000.00000
1442024.09.06 16:19modify340.100.666200.670750.65840
1452024.09.06 16:19modify330.100.671400.670750.65840
1462024.09.10 14:13sell350.100.664250.000000.00000
1472024.09.10 14:13modify350.100.664250.667500.65840
1482024.09.10 14:13modify340.100.666200.667500.65840
1492024.09.10 14:13modify330.100.671400.667500.65840
1502024.09.11 11:00s/l330.100.667500.667500.6584037.162740.01
1512024.09.11 11:00s/l340.100.667500.667500.65840-13.242726.77
1522024.09.11 11:00s/l350.100.667500.667500.65840-32.582694.19