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 20:00 (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=12; 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=40; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=2; 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 test1913Ticks modelled14272363Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit589.58Gross profit673.00Gross loss-83.42
Profit factor8.07Expected payoff58.96
Absolute drawdown14.00Maximal drawdown181.92 (14.70%)Relative drawdown14.70% (181.92)
Total trades10Short positions (won %)8 (100.00%)Long positions (won %)2 (0.00%)
Profit trades (% of total)8 (80.00%)Loss trades (% of total)2 (20.00%)
Largestprofit trade129.60loss trade-42.39
Averageprofit trade84.12loss trade-41.71
Maximumconsecutive wins (profit in money)8 (673.00)consecutive losses (loss in money)2 (-83.42)
Maximalconsecutive profit (count of wins)673.00 (8)consecutive loss (count of losses)-83.42 (2)
Averageconsecutive wins8consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.06 04:00sell10.100.651160.000000.00000
22023.11.06 04:00modify10.100.651160.655160.63816
32023.11.07 04:29sell20.100.645310.000000.00000
42023.11.07 04:29modify20.100.645310.649860.63816
52023.11.07 04:29sell30.100.645310.000000.00000
62023.11.07 04:29modify30.100.645310.647910.63816
72023.11.07 04:29modify10.100.651160.647910.63816
82023.11.07 04:29modify20.100.645310.647910.63816
92023.11.07 04:32sell40.100.644650.000000.00000
102023.11.07 04:32modify40.100.644650.646610.63816
112023.11.07 04:32modify30.100.645310.646610.63816
122023.11.07 04:32modify20.100.645310.646610.63816
132023.11.07 04:32modify10.100.651160.646610.63816
142023.11.09 19:06t/p10.100.638160.646610.63816129.601129.60
152023.11.09 19:06t/p20.100.638160.646610.6381671.181200.78
162023.11.09 19:06t/p30.100.638160.646610.6381671.181271.96
172023.11.09 19:06t/p40.100.638160.646610.6381664.581336.54
182024.03.08 16:00sell50.100.664060.000000.00000
192024.03.08 16:00modify50.100.664060.668060.65106
202024.03.14 15:06sell60.100.658210.000000.00000
212024.03.14 15:06modify60.100.658210.662760.65106
222024.03.14 15:06sell70.100.658210.000000.00000
232024.03.14 15:06modify70.100.658210.660810.65106
242024.03.14 15:06modify50.100.664060.660810.65106
252024.03.14 15:06modify60.100.658210.660810.65106
262024.03.14 15:14sell80.100.657550.000000.00000
272024.03.14 15:14modify80.100.657550.659510.65106
282024.03.14 15:14modify70.100.658210.659510.65106
292024.03.14 15:14modify60.100.658210.659510.65106
302024.03.14 15:14modify50.100.664060.659510.65106
312024.03.19 09:19t/p50.100.651060.659510.65106129.281465.82
322024.03.19 09:19t/p60.100.651060.659510.6510671.261537.08
332024.03.19 09:19t/p70.100.651060.659510.6510671.261608.34
342024.03.19 09:19t/p80.100.651060.659510.6510664.661673.00
352024.07.24 08:00buy90.100.660130.000000.00000
362024.07.24 08:00modify90.100.660130.656130.67313
372024.07.25 00:31s/l90.100.656130.656130.67313-41.031631.97
382024.10.08 08:00buy100.100.673890.000000.00000
392024.10.08 08:00modify100.100.673890.669890.68689
402024.10.15 20:19s/l100.100.669890.669890.68689-42.391589.58