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=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 profit2645.55Gross profit3690.08Gross loss-1044.53
Profit factor3.53Expected payoff38.34
Absolute drawdown33.68Maximal drawdown373.22 (18.75%)Relative drawdown18.75% (373.22)
Total trades69Short positions (won %)24 (75.00%)Long positions (won %)45 (71.11%)
Profit trades (% of total)50 (72.46%)Loss trades (% of total)19 (27.54%)
Largestprofit trade139.52loss trade-104.79
Averageprofit trade73.80loss trade-54.98
Maximumconsecutive wins (profit in money)24 (1882.19)consecutive losses (loss in money)4 (-192.00)
Maximalconsecutive profit (count of wins)1882.19 (24)consecutive loss (count of losses)-205.47 (2)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 16:00sell10.100.650320.000000.00000
22023.11.03 16:00modify10.100.650320.660320.63632
32023.11.07 05:24sell20.100.643320.000000.00000
42023.11.07 05:24modify20.100.643320.648920.63632
52023.11.07 05:24modify10.100.650320.648920.63632
62023.11.07 10:01sell30.100.641920.000000.00000
72023.11.07 10:01modify30.100.641920.646820.63632
82023.11.07 10:01sell40.100.641920.000000.00000
92023.11.07 10:01modify40.100.641920.645420.63632
102023.11.07 10:01modify20.100.643320.645420.63632
112023.11.07 10:01modify10.100.650320.645420.63632
122023.11.07 10:01modify30.100.641920.645420.63632
132023.11.09 23:18t/p10.100.636320.645420.63632139.521139.52
142023.11.09 23:18t/p20.100.636320.645420.6363269.681209.20
152023.11.09 23:18t/p30.100.636320.645420.6363255.681264.88
162023.11.09 23:18t/p40.100.636320.645420.6363255.681320.56
172023.11.14 16:00sell50.100.647930.000000.00000
182023.11.14 16:00modify50.100.647930.657930.63393
192023.11.21 01:28s/l50.100.657930.657930.63393-100.561220.00
202023.11.28 16:00sell60.100.664130.000000.00000
212023.11.28 16:00modify60.100.664130.674130.65013
222023.11.30 14:47sell70.100.657130.000000.00000
232023.11.30 14:47modify70.100.657130.662730.65013
242023.11.30 14:47modify60.100.664130.662730.65013
252023.11.30 15:55s/l60.100.662730.662730.6501313.681233.68
262023.11.30 15:55s/l70.100.662730.662730.65013-56.001177.68
272023.12.05 12:00buy80.100.656410.000000.00000
282023.12.05 12:00modify80.100.656410.646410.67041
292023.12.13 19:12buy90.100.663420.000000.00000
302023.12.13 19:12modify90.100.663420.657810.67041
312023.12.13 19:12modify80.100.656410.657810.67041
322023.12.13 19:17buy100.100.664810.000000.00000
332023.12.13 19:17modify100.100.664810.659910.67041
342023.12.13 19:17buy110.100.664810.000000.00000
352023.12.13 19:17modify110.100.664810.661310.67041
362023.12.13 19:17modify90.100.663420.661310.67041
372023.12.13 19:17modify80.100.656410.661310.67041
382023.12.13 19:17modify100.100.664810.661310.67041
392023.12.14 01:02t/p80.100.670410.661310.67041136.241313.92
402023.12.14 01:02t/p90.100.670410.661310.6704168.871382.79
412023.12.14 01:02t/p100.100.670410.661310.6704154.971437.77
422023.12.14 01:02t/p110.100.670410.661310.6704154.971492.74
432023.12.27 16:00sell120.100.684960.000000.00000
442023.12.27 16:00modify120.100.684960.694960.67096
452024.01.02 13:52sell130.100.677960.000000.00000
462024.01.02 13:52modify130.100.677960.683560.67096
472024.01.02 13:52modify120.100.684960.683560.67096
482024.01.02 15:37sell140.100.676560.000000.00000
492024.01.02 15:37modify140.100.676560.681460.67096
502024.01.02 15:37sell150.100.676560.000000.00000
512024.01.02 15:37modify150.100.676560.680060.67096
522024.01.02 15:37modify130.100.677960.680060.67096
532024.01.02 15:37modify120.100.684960.680060.67096
542024.01.02 15:37modify140.100.676560.680060.67096
552024.01.03 14:36t/p120.100.670960.680060.67096139.441632.18
562024.01.03 14:36t/p130.100.670960.680060.6709669.921702.10
572024.01.03 14:36t/p140.100.670960.680060.6709655.921758.02
582024.01.03 14:36t/p150.100.670960.680060.6709655.921813.94
592024.01.05 12:00buy160.100.668320.000000.00000
602024.01.05 12:00modify160.100.668320.658320.68232
612024.01.16 16:01s/l160.100.658320.658320.68232-103.081710.86
622024.02.13 16:00buy170.100.646270.000000.00000
632024.02.13 16:00modify170.100.646270.636270.66027
642024.02.16 16:10buy180.100.653270.000000.00000
652024.02.16 16:10modify180.100.653270.647670.66027
662024.02.16 16:10modify170.100.646270.647670.66027
672024.02.16 19:16buy190.100.654670.000000.00000
682024.02.16 19:16modify190.100.654670.649770.66027
692024.02.16 19:16buy200.100.654670.000000.00000
702024.02.16 19:16modify200.100.654670.651170.66027
712024.02.16 19:16modify180.100.653270.651170.66027
722024.02.16 19:16modify170.100.646270.651170.66027
732024.02.16 19:16modify190.100.654670.651170.66027
742024.02.28 05:36s/l170.100.651170.651170.6602743.871754.73
752024.02.28 05:36s/l180.100.651170.651170.66027-24.421730.31
762024.02.28 05:36s/l190.100.651170.651170.66027-38.421691.89
772024.02.28 05:36s/l200.100.651170.651170.66027-38.421653.47
782024.02.28 08:00buy210.100.651110.000000.00000
792024.02.28 08:00modify210.100.651110.641110.66511
802024.03.06 16:50buy220.100.658110.000000.00000
812024.03.06 16:50modify220.100.658110.652510.66511
822024.03.06 16:50modify210.100.651110.652510.66511
832024.03.07 08:26buy230.100.659520.000000.00000
842024.03.07 08:26modify230.100.659520.654610.66511
852024.03.07 08:26buy240.100.659520.000000.00000
862024.03.07 08:26modify240.100.659520.656010.66511
872024.03.07 08:26modify220.100.658110.656010.66511
882024.03.07 08:26modify210.100.651110.656010.66511
892024.03.07 08:26modify230.100.659520.656010.66511
902024.03.08 13:30t/p210.100.665110.656010.66511136.241789.71
912024.03.08 13:30t/p220.100.665110.656010.6651168.631858.34
922024.03.08 13:30t/p230.100.665110.656010.6651155.561913.90
932024.03.08 13:30t/p240.100.665110.656010.6651155.561969.46
942024.03.19 08:00buy250.100.652120.000000.00000
952024.03.19 08:00modify250.100.652120.642120.66612
962024.03.20 22:16buy260.100.659130.000000.00000
972024.03.20 22:16modify260.100.659130.653520.66612
982024.03.20 22:16modify250.100.652120.653520.66612
992024.03.21 00:30buy270.100.660540.000000.00000
1002024.03.21 00:30modify270.100.660540.655620.66612
1012024.03.21 00:30buy280.100.660540.000000.00000
1022024.03.21 00:30modify280.100.660540.657020.66612
1032024.03.21 00:30modify260.100.659130.657020.66612
1042024.03.21 00:30modify250.100.652120.657020.66612
1052024.03.21 00:30modify270.100.660540.657020.66612
1062024.03.21 14:30s/l250.100.657020.657020.6661247.632017.09
1072024.03.21 14:30s/l260.100.657020.657020.66612-22.131994.96
1082024.03.21 14:30s/l270.100.657020.657020.66612-35.201959.76
1092024.03.21 14:30s/l280.100.657020.657020.66612-35.201924.56
1102024.04.03 16:00sell290.100.655680.000000.00000
1112024.04.03 16:00modify290.100.655680.665680.64168
1122024.04.12 12:11sell300.100.648680.000000.00000
1132024.04.12 12:11modify300.100.648680.654280.64168
1142024.04.12 12:11modify290.100.655680.654280.64168
1152024.04.12 13:11sell310.100.647280.000000.00000
1162024.04.12 13:11modify310.100.647280.652180.64168
1172024.04.12 13:11sell320.100.647280.000000.00000
1182024.04.12 13:11modify320.100.647280.650780.64168
1192024.04.12 13:11modify300.100.648680.650780.64168
1202024.04.12 13:11modify290.100.655680.650780.64168
1212024.04.12 13:11modify310.100.647280.650780.64168
1222024.04.16 01:15t/p290.100.641680.650780.64168138.962063.52
1232024.04.16 01:15t/p300.100.641680.650780.6416869.842133.36
1242024.04.16 01:15t/p310.100.641680.650780.6416855.842189.20
1252024.04.16 01:15t/p320.100.641680.650780.6416855.842245.04
1262024.04.16 16:00buy330.100.641110.000000.00000
1272024.04.16 16:00modify330.100.641110.631110.65511
1282024.04.23 13:46buy340.100.648120.000000.00000
1292024.04.23 13:46modify340.100.648120.642510.65511
1302024.04.23 13:46modify330.100.641110.642510.65511
1312024.04.24 00:29buy350.100.649530.000000.00000
1322024.04.24 00:29modify350.100.649530.644610.65511
1332024.04.24 00:29buy360.100.649530.000000.00000
1342024.04.24 00:29modify360.100.649530.646010.65511
1352024.04.24 00:29modify340.100.648120.646010.65511
1362024.04.24 00:29modify330.100.641110.646010.65511
1372024.04.24 00:29modify350.100.649530.646010.65511
1382024.04.26 08:01t/p330.100.655110.646010.65511135.902380.94
1392024.04.26 08:01t/p340.100.655110.646010.6551168.192449.13
1402024.04.26 08:01t/p350.100.655110.646010.6551154.432503.56
1412024.04.26 08:01t/p360.100.655110.646010.6551154.432557.99
1422024.04.30 16:00buy370.100.649150.000000.00000
1432024.04.30 16:00modify370.100.649150.639150.66315
1442024.05.02 16:52buy380.100.656150.000000.00000
1452024.05.02 16:52modify380.100.656150.650550.66315
1462024.05.02 16:52modify370.100.649150.650550.66315
1472024.05.02 18:56buy390.100.657550.000000.00000
1482024.05.02 18:56modify390.100.657550.652650.66315
1492024.05.02 18:56buy400.100.657550.000000.00000
1502024.05.02 18:56modify400.100.657550.654050.66315
1512024.05.02 18:56modify380.100.656150.654050.66315
1522024.05.02 18:56modify370.100.649150.654050.66315
1532024.05.02 18:56modify390.100.657550.654050.66315
1542024.05.03 12:30t/p370.100.663150.654050.66315138.292696.28
1552024.05.03 12:30t/p380.100.663150.654050.6631569.662765.94
1562024.05.03 12:30t/p390.100.663150.654050.6631555.662821.60
1572024.05.03 12:30t/p400.100.663150.654050.6631555.662877.26
1582024.05.08 12:00buy410.100.656640.000000.00000
1592024.05.08 12:00modify410.100.656640.646640.67064
1602024.05.15 02:08buy420.100.663650.000000.00000
1612024.05.15 02:08modify420.100.663650.658040.67064
1622024.05.15 02:08modify410.100.656640.658040.67064
1632024.05.15 03:30buy430.100.665040.000000.00000
1642024.05.15 03:30modify430.100.665040.660140.67064
1652024.05.15 03:30buy440.100.665040.000000.00000
1662024.05.15 03:30modify440.100.665040.661540.67064
1672024.05.15 03:30modify420.100.663650.661540.67064
1682024.05.15 03:30modify410.100.656640.661540.67064
1692024.05.15 03:30modify430.100.665040.661540.67064
1702024.05.16 00:30t/p410.100.670640.661540.67064136.583013.84
1712024.05.16 00:30t/p420.100.670640.661540.6706468.873082.71
1722024.05.16 00:30t/p430.100.670640.661540.6706454.973137.69
1732024.05.16 00:30t/p440.100.670640.661540.6706454.973192.66
1742024.05.22 16:00buy450.100.663710.000000.00000
1752024.05.22 16:00modify450.100.663710.653710.67771
1762024.07.03 14:00buy460.100.670760.000000.00000
1772024.07.03 14:00modify460.100.670760.665110.67771
1782024.07.03 14:00modify450.100.663710.665110.67771
1792024.07.03 14:03buy470.100.672110.000000.00000
1802024.07.03 14:03modify470.100.672110.667210.67771
1812024.07.03 14:03buy480.100.672110.000000.00000
1822024.07.03 14:03modify480.100.672110.668610.67771
1832024.07.03 14:03modify460.100.670760.668610.67771
1842024.07.03 14:03modify450.100.663710.668610.67771
1852024.07.03 14:03modify470.100.672110.668610.67771
1862024.07.11 12:30t/p450.100.677710.668610.67771122.223314.88
1872024.07.11 12:30t/p460.100.677710.668610.6777166.083380.96
1882024.07.11 12:30t/p470.100.677710.668610.6777152.583433.54
1892024.07.11 12:30t/p480.100.677710.668610.6777152.583486.12
1902024.07.11 16:00sell490.100.677360.000000.00000
1912024.07.11 16:00modify490.100.677360.687360.66336
1922024.07.18 18:42sell500.100.670360.000000.00000
1932024.07.18 18:42modify500.100.670360.675960.66336
1942024.07.18 18:42modify490.100.677360.675960.66336
1952024.07.19 07:46sell510.100.668960.000000.00000
1962024.07.19 07:46modify510.100.668960.673860.66336
1972024.07.19 07:46sell520.100.668960.000000.00000
1982024.07.19 07:46modify520.100.668960.672460.66336
1992024.07.19 07:46modify500.100.670360.672460.66336
2002024.07.19 07:46modify490.100.677360.672460.66336
2012024.07.19 07:46modify510.100.668960.672460.66336
2022024.07.23 05:00t/p490.100.663360.672460.66336139.203625.32
2032024.07.23 05:00t/p500.100.663360.672460.6633669.763695.08
2042024.07.23 05:00t/p510.100.663360.672460.6633655.843750.92
2052024.07.23 05:00t/p520.100.663360.672460.6633655.843806.76
2062024.07.24 20:00buy530.100.658180.000000.00000
2072024.07.24 20:00modify530.100.658180.648180.67218
2082024.07.31 01:31s/l530.100.648180.648180.67218-102.393704.36
2092024.08.05 08:00buy540.100.645190.000000.00000
2102024.08.05 08:00modify540.100.645190.635190.65919
2112024.08.05 23:31buy550.100.652200.000000.00000
2122024.08.05 23:31modify550.100.652200.646590.65919
2132024.08.05 23:31modify540.100.645190.646590.65919
2142024.08.06 00:23buy560.100.653590.000000.00000
2152024.08.06 00:23modify560.100.653590.648690.65919
2162024.08.06 00:23buy570.100.653590.000000.00000
2172024.08.06 00:23modify570.100.653590.650090.65919
2182024.08.06 00:23modify550.100.652200.650090.65919
2192024.08.06 00:23modify540.100.645190.650090.65919
2202024.08.06 00:23modify560.100.653590.650090.65919
2212024.08.06 04:09s/l540.100.650090.650090.6591948.663753.02
2222024.08.06 04:09s/l550.100.650090.650090.65919-21.443731.58
2232024.08.06 04:09s/l560.100.650090.650090.65919-35.003696.58
2242024.08.06 04:09s/l570.100.650090.650090.65919-35.003661.58
2252024.08.16 20:00sell580.100.666880.000000.00000
2262024.08.16 20:00modify580.100.666880.676880.65288
2272024.08.23 14:06s/l580.100.676880.676880.65288-100.563561.02
2282024.08.23 20:00sell590.100.679500.000000.00000
2292024.08.23 20:00modify590.100.679500.689500.66550
2302024.09.03 14:11sell600.100.672500.000000.00000
2312024.09.03 14:11modify600.100.672500.678100.66550
2322024.09.03 14:11modify590.100.679500.678100.66550
2332024.09.03 17:57sell610.100.671100.000000.00000
2342024.09.03 17:57modify610.100.671100.676000.66550
2352024.09.03 17:57sell620.100.671100.000000.00000
2362024.09.03 17:57modify620.100.671100.674600.66550
2372024.09.03 17:57modify600.100.672500.674600.66550
2382024.09.03 17:57modify590.100.679500.674600.66550
2392024.09.03 17:57modify610.100.671100.674600.66550
2402024.09.04 14:01s/l590.100.674600.674600.6655048.203609.22
2412024.09.04 14:01s/l600.100.674600.674600.66550-21.083588.14
2422024.09.04 14:01s/l610.100.674600.674600.66550-35.083553.06
2432024.09.04 14:01s/l620.100.674600.674600.66550-35.083517.98
2442024.09.06 16:00buy630.100.667810.000000.00000
2452024.09.06 16:00modify630.100.667810.657810.68181
2462024.09.16 08:49buy640.100.674820.000000.00000
2472024.09.16 08:49modify640.100.674820.669210.68181
2482024.09.16 08:49modify630.100.667810.669210.68181
2492024.09.17 06:47buy650.100.676210.000000.00000
2502024.09.17 06:47modify650.100.676210.671310.68181
2512024.09.17 06:47buy660.100.676210.000000.00000
2522024.09.17 06:47modify660.100.676210.672710.68181
2532024.09.17 06:47modify640.100.674820.672710.68181
2542024.09.17 06:47modify630.100.667810.672710.68181
2552024.09.17 06:47modify650.100.676210.672710.68181
2562024.09.18 18:32t/p630.100.681810.672710.68181136.583654.56
2572024.09.18 18:32t/p640.100.681810.672710.6818169.223723.77
2582024.09.18 18:32t/p650.100.681810.672710.6818155.663779.43
2592024.09.18 18:32t/p660.100.681810.672710.6818155.663835.09
2602024.10.03 12:00buy670.100.685410.000000.00000
2612024.10.03 12:00modify670.100.685410.675410.69941
2622024.10.07 18:22s/l670.100.675410.675410.69941-100.683734.41
2632024.10.09 20:00buy680.100.671640.000000.00000
2642024.10.09 20:00modify680.100.671640.661640.68564
2652024.10.23 18:12s/l680.100.661640.661640.68564-104.793629.62
2662024.10.29 16:00buy690.100.655900.000000.00000
2672024.10.29 16:00modify690.100.655900.645900.66990
2682024.10.31 23:59close at stop690.100.657630.645900.6699015.933645.55