Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test2617Ticks modelled79409Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2785.41Gross profit3740.65Gross loss-955.24
Profit factor3.92Expected payoff45.66
Absolute drawdown33.80Maximal drawdown671.44 (5.40%)Relative drawdown5.40% (671.44)
Total trades61Short positions (won %)36 (77.78%)Long positions (won %)25 (76.00%)
Profit trades (% of total)47 (77.05%)Loss trades (% of total)14 (22.95%)
Largestprofit trade152.42loss trade-143.41
Averageprofit trade79.59loss trade-68.23
Maximumconsecutive wins (profit in money)25 (2067.46)consecutive losses (loss in money)4 (-254.95)
Maximalconsecutive profit (count of wins)2067.46 (25)consecutive loss (count of losses)-254.95 (4)
Averageconsecutive wins8consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.05 08:00sell10.100.762990.000000.00000
22022.04.05 08:00modify10.100.762990.776990.74799
32022.04.06 01:40sell20.100.756120.000000.00000
42022.04.06 01:40modify20.100.756120.762240.74799
52022.04.06 01:40modify10.100.762990.762240.74799
62022.04.06 16:20sell30.100.753730.000000.00000
72022.04.06 16:20modify30.100.753730.758490.74799
82022.04.06 16:20modify20.100.756120.758490.74799
92022.04.06 16:20modify10.100.762990.758490.74799
102022.04.06 22:45sell40.100.751660.000000.00000
112022.04.06 22:45modify40.100.751660.757740.74799
122022.04.06 22:45modify30.100.753730.757740.74799
132022.04.06 22:45modify20.100.756120.757740.74799
142022.04.06 22:45modify10.100.762990.757740.74799
152022.04.07 04:30t/p10.100.747990.757740.74799150.6410150.64
162022.04.07 04:30t/p20.100.747990.757740.7479981.7810232.43
172022.04.07 04:30t/p30.100.747990.757740.7479957.8810290.31
182022.04.07 04:30t/p40.100.747990.757740.7479937.1810327.50
192022.04.12 16:00sell50.100.748220.000000.00000
202022.04.12 16:00modify50.100.748220.762220.73322
212022.04.13 11:40sell60.100.741240.000000.00000
222022.04.13 11:40modify60.100.741240.747470.73322
232022.04.13 11:40modify50.100.748220.747470.73322
242022.04.13 13:15sell70.100.739130.000000.00000
252022.04.13 13:15modify70.100.739130.743720.73322
262022.04.13 13:15modify60.100.741240.743720.73322
272022.04.13 13:15modify50.100.748220.743720.73322
282022.04.13 16:20s/l50.100.743720.743720.7332245.1610372.66
292022.04.13 16:20s/l60.100.743720.743720.73322-24.8010347.86
302022.04.13 16:20s/l70.100.743720.743720.73322-45.9010301.96
312022.04.20 12:00sell80.100.743070.000000.00000
322022.04.20 12:00modify80.100.743070.757070.72807
332022.04.22 00:30sell90.100.736040.000000.00000
342022.04.22 00:30modify90.100.736040.742320.72807
352022.04.22 00:30modify80.100.743070.742320.72807
362022.04.22 03:30sell100.100.734070.000000.00000
372022.04.22 03:30modify100.100.734070.738570.72807
382022.04.22 03:30modify90.100.736040.738570.72807
392022.04.22 03:30modify80.100.743070.738570.72807
402022.04.22 07:45sell110.100.731610.000000.00000
412022.04.22 07:45modify110.100.731610.737820.72807
422022.04.22 07:45modify100.100.734070.737820.72807
432022.04.22 07:45modify90.100.736040.737820.72807
442022.04.22 07:45modify80.100.743070.737820.72807
452022.04.22 13:40t/p80.100.728070.737820.72807150.6410452.60
462022.04.22 13:40t/p90.100.728070.737820.7280779.7010532.30
472022.04.22 13:40t/p100.100.728070.737820.7280760.0010592.30
482022.04.22 13:40t/p110.100.728070.737820.7280735.4010627.70
492022.05.04 20:00sell120.100.725650.000000.00000
502022.05.04 20:00modify120.100.725650.739650.71065
512022.05.05 11:40sell130.100.718850.000000.00000
522022.05.05 11:40modify130.100.718850.724900.71065
532022.05.05 11:40modify120.100.725650.724900.71065
542022.05.05 15:33t/p120.100.710650.724900.71065150.4810778.19
552022.05.05 15:33t/p130.100.710650.724900.7106582.0010860.19
562022.05.27 16:00sell140.100.715300.000000.00000
572022.05.27 16:00modify140.100.715300.729300.70030
582022.06.10 00:15sell150.100.708440.000000.00000
592022.06.10 00:15modify150.100.708440.714550.70030
602022.06.10 00:15modify140.100.715300.714550.70030
612022.06.10 13:50sell160.100.706010.000000.00000
622022.06.10 13:50modify160.100.706010.710800.70030
632022.06.10 13:50modify150.100.708440.710800.70030
642022.06.10 13:50modify140.100.715300.710800.70030
652022.06.10 14:46sell170.100.703950.000000.00000
662022.06.10 14:46modify170.100.703950.710050.70030
672022.06.10 14:46modify160.100.706010.710050.70030
682022.06.10 14:46modify150.100.708440.710050.70030
692022.06.10 14:46modify140.100.715300.710050.70030
702022.06.13 07:59t/p140.100.700300.710050.70030152.4211012.60
712022.06.13 07:59t/p150.100.700300.710050.7003081.5611094.17
722022.06.13 07:59t/p160.100.700300.710050.7003057.2611151.43
732022.06.13 07:59t/p170.100.700300.710050.7003036.6611188.09
742022.06.14 12:00buy180.100.688540.000000.00000
752022.06.14 12:00modify180.100.688540.674540.70354
762022.06.15 11:40buy190.100.695530.000000.00000
772022.06.15 11:40modify190.100.695530.689290.70354
782022.06.15 11:40modify180.100.688540.689290.70354
792022.06.15 18:50buy200.100.699870.000000.00000
802022.06.15 18:50modify200.100.699870.693790.70354
812022.06.15 18:50modify190.100.695530.693790.70354
822022.06.15 18:50modify180.100.688540.693790.70354
832022.06.16 07:13buy210.100.697630.000000.00000
842022.06.16 07:13modify210.100.697630.693040.70354
852022.06.16 07:20modify210.100.697630.693790.70354
862022.06.16 16:40t/p180.100.703540.693790.70354148.4811336.57
872022.06.16 16:40t/p190.100.703540.693790.7035478.9611415.54
882022.06.16 16:40t/p200.100.703540.693790.7035435.5611451.10
892022.06.16 16:40t/p210.100.703540.693790.7035459.1011510.20
902022.07.11 12:00buy220.100.677140.000000.00000
912022.07.11 12:00modify220.100.677140.663140.69214
922022.07.18 08:40buy230.100.684120.000000.00000
932022.07.18 08:40modify230.100.684120.677890.69214
942022.07.18 08:40modify220.100.677140.677890.69214
952022.07.19 08:10buy240.100.688400.000000.00000
962022.07.19 08:10modify240.100.688400.682390.69214
972022.07.19 08:10modify230.100.684120.682390.69214
982022.07.19 08:10modify220.100.677140.682390.69214
992022.07.20 04:30t/p220.100.692140.682390.69214146.5911656.79
1002022.07.20 04:30t/p230.100.692140.682390.6921479.4411736.23
1012022.07.20 04:30t/p240.100.692140.682390.6921437.0211773.25
1022022.08.02 08:00buy250.100.692950.000000.00000
1032022.08.02 08:00modify250.100.692950.678950.70795
1042022.08.08 13:15buy260.100.699810.000000.00000
1052022.08.08 13:15modify260.100.699810.693700.70795
1062022.08.08 13:15modify250.100.692950.693700.70795
1072022.08.10 12:30buy270.100.704380.000000.00000
1082022.08.10 12:30modify270.100.704380.698200.70795
1092022.08.10 12:30modify260.100.699810.698200.70795
1102022.08.10 12:30modify250.100.692950.698200.70795
1112022.08.10 14:30t/p250.100.707950.698200.70795146.9711920.22
1122022.08.10 14:30t/p260.100.707950.698200.7079580.6412000.87
1132022.08.10 14:30t/p270.100.707950.698200.7079535.7012036.57
1142022.08.10 16:00sell280.100.709690.000000.00000
1152022.08.10 16:00modify280.100.709690.723690.69469
1162022.08.15 10:25sell290.100.702870.000000.00000
1172022.08.15 10:25modify290.100.702870.708940.69469
1182022.08.15 10:25modify280.100.709690.708940.69469
1192022.08.16 00:30sell300.100.700670.000000.00000
1202022.08.16 00:30modify300.100.700670.705190.69469
1212022.08.16 00:30modify290.100.702870.705190.69469
1222022.08.16 00:30modify280.100.709690.705190.69469
1232022.08.17 07:30sell310.100.698320.000000.00000
1242022.08.17 07:30modify310.100.698320.704440.69469
1252022.08.17 07:30modify300.100.700670.704440.69469
1262022.08.17 07:30modify290.100.702870.704440.69469
1272022.08.17 07:30modify280.100.709690.704440.69469
1282022.08.17 11:20t/p280.100.694690.704440.69469151.1312187.70
1292022.08.17 11:20t/p290.100.694690.704440.6946982.1212269.82
1302022.08.17 11:20t/p300.100.694690.704440.6946959.9612329.78
1312022.08.17 11:20t/p310.100.694690.704440.6946936.3012366.08
1322022.08.17 12:00buy320.100.694020.000000.00000
1332022.08.17 12:00modify320.100.694020.680020.70902
1342022.08.26 13:15buy330.100.700800.000000.00000
1352022.08.26 13:15modify330.100.700800.694770.70902
1362022.08.26 13:15modify320.100.694020.694770.70902
1372022.08.26 14:40s/l320.100.694770.694770.709023.3312369.41
1382022.08.26 14:40s/l330.100.694770.694770.70902-60.3012309.11
1392022.09.21 20:00buy340.100.663890.000000.00000
1402022.09.21 20:00modify340.100.663890.649890.67889
1412022.09.26 00:40s/l340.100.649890.649890.67889-141.8912167.22
1422022.09.27 20:00buy350.100.643190.000000.00000
1432022.09.27 20:00modify350.100.643190.629190.65819
1442022.09.28 16:40buy360.100.652460.000000.00000
1452022.09.28 16:40modify360.100.652460.647690.65819
1462022.09.28 16:40modify350.100.643190.647690.65819
1472022.09.29 00:35buy370.100.649940.000000.00000
1482022.09.29 00:35modify370.100.649940.643940.65819
1492022.09.29 00:40modify370.100.649940.647690.65819
1502022.09.29 02:40s/l350.100.647690.647690.6581943.4812210.70
1512022.09.29 02:40s/l360.100.647690.647690.65819-48.8412161.87
1522022.09.29 02:40s/l370.100.647690.647690.65819-22.5012139.37
1532022.10.10 08:00buy380.100.631190.000000.00000
1542022.10.10 08:00modify380.100.631190.617190.64619
1552022.10.13 12:40s/l380.100.617190.617190.64619-141.8911997.47
1562022.11.08 16:00sell390.100.653170.000000.00000
1572022.11.08 16:00modify390.100.653170.667170.63817
1582022.11.09 12:05sell400.100.646390.000000.00000
1592022.11.09 12:05modify400.100.646390.652420.63817
1602022.11.09 12:05modify390.100.653170.652420.63817
1612022.11.09 17:30sell410.100.643980.000000.00000
1622022.11.09 17:30modify410.100.643980.648670.63817
1632022.11.09 17:30modify400.100.646390.648670.63817
1642022.11.09 17:30modify390.100.653170.648670.63817
1652022.11.10 02:30sell420.100.641750.000000.00000
1662022.11.10 02:30modify420.100.641750.647920.63817
1672022.11.10 02:30modify410.100.643980.647920.63817
1682022.11.10 02:30modify400.100.646390.647920.63817
1692022.11.10 02:30modify390.100.653170.647920.63817
1702022.11.10 13:30s/l390.100.647920.647920.6381753.1412050.62
1712022.11.10 13:30s/l400.100.647920.647920.63817-14.8212035.80
1722022.11.10 13:30s/l410.100.647920.647920.63817-38.9211996.89
1732022.11.10 13:30s/l420.100.647920.647920.63817-61.7011935.19
1742022.11.10 16:00sell430.100.659550.000000.00000
1752022.11.10 16:00modify430.100.659550.673550.64455
1762022.11.15 07:20s/l430.100.673550.673550.64455-139.5211795.67
1772022.11.21 12:00buy440.100.662060.000000.00000
1782022.11.21 12:00modify440.100.662060.648060.67706
1792022.11.23 15:10buy450.100.668920.000000.00000
1802022.11.23 15:10modify450.100.668920.662810.67706
1812022.11.23 15:10modify440.100.662060.662810.67706
1822022.11.23 15:30buy460.100.671320.000000.00000
1832022.11.23 15:30modify460.100.671320.666560.67706
1842022.11.23 15:30modify450.100.668920.666560.67706
1852022.11.23 15:30modify440.100.662060.666560.67706
1862022.11.23 19:59buy470.100.673570.000000.00000
1872022.11.23 19:59modify470.100.673570.667310.67706
1882022.11.23 19:59modify460.100.671320.667310.67706
1892022.11.23 19:59modify450.100.668920.667310.67706
1902022.11.23 19:59modify440.100.662060.667310.67706
1912022.11.24 14:33t/p440.100.677060.667310.67706148.1111943.77
1922022.11.24 14:33t/p450.100.677060.667310.6770680.2612024.04
1932022.11.24 14:33t/p460.100.677060.667310.6770656.2612080.30
1942022.11.24 14:33t/p470.100.677060.667310.6770633.7612114.07
1952022.12.13 16:00sell480.100.687680.000000.00000
1962022.12.13 16:00modify480.100.687680.701680.67268
1972022.12.15 08:50sell490.100.678590.000000.00000
1982022.12.15 08:50modify490.100.678590.683180.67268
1992022.12.15 08:50modify480.100.687680.683180.67268
2002022.12.15 11:35sell500.100.676340.000000.00000
2012022.12.15 11:35modify500.100.676340.682430.67268
2022022.12.15 11:35modify490.100.678590.682430.67268
2032022.12.15 11:35modify480.100.687680.682430.67268
2042022.12.15 15:30t/p480.100.672680.682430.67268150.6412264.71
2052022.12.15 15:30t/p490.100.672680.682430.6726859.1012323.81
2062022.12.15 15:30t/p500.100.672680.682430.6726836.6012360.41
2072023.01.03 12:00buy510.100.670060.000000.00000
2082023.01.03 12:00modify510.100.670060.656060.68506
2092023.01.03 14:40buy520.100.676990.000000.00000
2102023.01.03 14:40modify520.100.676990.670810.68506
2112023.01.03 14:40modify510.100.670060.670810.68506
2122023.01.04 04:50buy530.100.681540.000000.00000
2132023.01.04 04:50modify530.100.681540.675310.68506
2142023.01.04 04:50modify520.100.676990.675310.68506
2152023.01.04 04:50modify510.100.670060.675310.68506
2162023.01.04 08:20t/p510.100.685060.675310.68506149.6212510.03
2172023.01.04 08:20t/p520.100.685060.675310.6850680.3212590.35
2182023.01.04 08:20t/p530.100.685060.675310.6850635.2012625.55
2192023.01.23 16:00sell540.100.703140.000000.00000
2202023.01.23 16:00modify540.100.703140.717140.68814
2212023.02.03 14:40sell550.100.696310.000000.00000
2222023.02.03 14:40modify550.100.696310.702390.68814
2232023.02.03 14:40modify540.100.703140.702390.68814
2242023.02.03 18:20sell560.100.693850.000000.00000
2252023.02.03 18:20modify560.100.693850.698640.68814
2262023.02.03 18:20modify550.100.696310.698640.68814
2272023.02.03 18:20modify540.100.703140.698640.68814
2282023.02.03 20:40sell570.100.691840.000000.00000
2292023.02.03 20:40modify570.100.691840.697890.68814
2302023.02.03 20:40modify560.100.693850.697890.68814
2312023.02.03 20:40modify550.100.696310.697890.68814
2322023.02.03 20:40modify540.100.703140.697890.68814
2332023.02.06 14:40t/p540.100.688140.697890.68814152.2612777.81
2342023.02.06 14:40t/p550.100.688140.697890.6881481.8612859.67
2352023.02.06 14:40t/p560.100.688140.697890.6881457.2612916.93
2362023.02.06 14:40t/p570.100.688140.697890.6881437.1612954.09
2372023.02.24 16:00buy580.100.672440.000000.00000
2382023.02.24 16:00modify580.100.672440.658440.68744
2392023.03.07 19:40s/l580.100.658440.658440.68744-143.4112810.68
2402023.03.23 08:00sell590.100.673600.000000.00000
2412023.03.23 08:00modify590.100.673600.687600.65860
2422023.03.24 01:30sell600.100.666720.000000.00000
2432023.03.24 01:30modify600.100.666720.672850.65860
2442023.03.24 01:30modify590.100.673600.672850.65860
2452023.03.24 09:50sell610.100.664340.000000.00000
2462023.03.24 09:50modify610.100.664340.669100.65860
2472023.03.24 09:50modify600.100.666720.669100.65860
2482023.03.24 09:50modify590.100.673600.669100.65860
2492023.03.28 02:40s/l590.100.669100.669100.6586045.4812856.17
2502023.03.28 02:40s/l600.100.669100.669100.65860-23.4812832.69
2512023.03.28 02:40s/l610.100.669100.669100.65860-47.2812785.41