Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=120; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 modelled79433Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1466.80Gross profit2078.60Gross loss-611.80
Profit factor3.40Expected payoff28.76
Absolute drawdown31.23Maximal drawdown320.19 (2.72%)Relative drawdown2.72% (320.19)
Total trades51Short positions (won %)27 (74.07%)Long positions (won %)24 (79.17%)
Profit trades (% of total)39 (76.47%)Loss trades (% of total)12 (23.53%)
Largestprofit trade99.95loss trade-91.45
Averageprofit trade53.30loss trade-50.98
Maximumconsecutive wins (profit in money)15 (777.89)consecutive losses (loss in money)4 (-171.99)
Maximalconsecutive profit (count of wins)777.89 (15)consecutive loss (count of losses)-182.30 (2)
Averageconsecutive wins8consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.05 08:00sell10.1093.7830.0000.000
22022.04.05 08:00modify10.1093.78394.98392.483
32022.04.06 16:40sell20.1093.1160.0000.000
42022.04.06 16:40modify20.1093.11693.71892.483
52022.04.06 16:40modify10.1093.78393.71892.483
62022.04.06 19:55sell30.1092.9880.0000.000
72022.04.06 19:55modify30.1092.98893.45892.483
82022.04.06 19:55modify20.1093.11693.45892.483
92022.04.06 19:55modify10.1093.78393.45892.483
102022.04.06 23:50sell40.1092.8440.0000.000
112022.04.06 23:50modify40.1092.84493.32892.483
122022.04.06 23:50modify30.1092.98893.32892.483
132022.04.06 23:50modify20.1093.11693.32892.483
142022.04.06 23:50modify10.1093.78393.32892.483
152022.04.07 04:20t/p10.1092.48393.32892.48395.4910095.49
162022.04.07 04:20t/p20.1092.48393.32892.48345.7510141.24
172022.04.07 04:20t/p30.1092.48393.32892.48336.0710177.32
182022.04.07 04:20t/p40.1092.48393.32892.48325.1810202.50
192022.04.19 08:00sell50.1094.5830.0000.000
202022.04.19 08:00modify50.1094.58395.78393.283
212022.04.22 05:20sell60.1093.9190.0000.000
222022.04.22 05:20modify60.1093.91994.51893.283
232022.04.22 05:20modify50.1094.58394.51893.283
242022.04.22 06:20sell70.1093.7940.0000.000
252022.04.22 06:20modify70.1093.79494.25893.283
262022.04.22 06:20modify60.1093.91994.25893.283
272022.04.22 06:20modify50.1094.58394.25893.283
282022.04.22 07:45sell80.1093.6600.0000.000
292022.04.22 07:45modify80.1093.66094.12893.283
302022.04.22 07:45modify70.1093.79494.12893.283
312022.04.22 07:45modify60.1093.91994.12893.283
322022.04.22 07:45modify50.1094.58394.12893.283
332022.04.22 14:30t/p50.1093.28394.12893.28394.7710297.27
342022.04.22 14:30t/p60.1093.28394.12893.28348.0910345.36
352022.04.22 14:30t/p70.1093.28394.12893.28338.6410384.00
362022.04.22 14:30t/p80.1093.28394.12893.28328.5010412.50
372022.05.12 08:00buy90.1088.8230.0000.000
382022.05.12 08:00modify90.1088.82387.62390.123
392022.05.12 13:40s/l90.1087.62387.62390.123-90.8510321.65
402022.06.07 04:00sell100.1095.1480.0000.000
412022.06.07 04:00modify100.1095.14896.34893.848
422022.06.08 10:30s/l100.1096.34896.34893.848-91.4510230.21
432022.07.01 04:00buy110.1092.3400.0000.000
442022.07.01 04:00modify110.1092.34091.14093.640
452022.07.04 09:20buy120.1092.9920.0000.000
462022.07.04 09:20modify120.1092.99292.40593.640
472022.07.04 09:20modify110.1092.34092.40593.640
482022.07.04 09:30buy130.1093.1270.0000.000
492022.07.04 09:30modify130.1093.12792.66593.640
502022.07.04 09:30modify120.1092.99292.66593.640
512022.07.04 09:30modify110.1092.34092.66593.640
522022.07.04 09:40buy140.1093.2620.0000.000
532022.07.04 09:40modify140.1093.26292.79593.640
542022.07.04 09:40modify130.1093.12792.79593.640
552022.07.04 09:40modify120.1092.99292.79593.640
562022.07.04 09:40modify110.1092.34092.79593.640
572022.07.05 00:40t/p110.1093.64092.79593.64099.4310329.64
582022.07.05 00:40t/p120.1093.64092.79593.64049.5610379.20
592022.07.05 00:40t/p130.1093.64092.79593.64039.3410418.54
602022.07.05 00:40t/p140.1093.64092.79593.64029.1210447.66
612022.08.02 08:00buy150.1090.6520.0000.000
622022.08.02 08:00modify150.1090.65289.45291.952
632022.08.02 14:55buy160.1091.5820.0000.000
642022.08.02 14:55modify160.1091.58291.10791.952
652022.08.02 14:55modify150.1090.65291.10791.952
662022.08.02 15:40t/p150.1091.95291.10791.95298.4110546.07
672022.08.02 15:40t/p160.1091.95291.10791.95228.0110574.08
682022.08.12 08:00sell170.1094.9700.0000.000
692022.08.12 08:00modify170.1094.97096.17093.670
702022.08.15 05:55sell180.1094.3190.0000.000
712022.08.15 05:55modify180.1094.31994.90593.670
722022.08.15 05:55modify170.1094.97094.90593.670
732022.08.15 08:20sell190.1094.1670.0000.000
742022.08.15 08:20modify190.1094.16794.64593.670
752022.08.15 08:20modify180.1094.31994.64593.670
762022.08.15 08:20modify170.1094.97094.64593.670
772022.08.15 08:30sell200.1094.0570.0000.000
782022.08.15 08:30modify200.1094.05794.51593.670
792022.08.15 08:30modify190.1094.16794.51593.670
802022.08.15 08:30modify180.1094.31994.51593.670
812022.08.15 08:30modify170.1094.97094.51593.670
822022.08.15 09:40t/p170.1093.67094.51593.67097.6010671.68
832022.08.15 09:40t/p180.1093.67094.51593.67049.0810720.76
842022.08.15 09:40t/p190.1093.67094.51593.67037.5810758.34
852022.08.15 09:40t/p200.1093.67094.51593.67029.2710787.61
862022.09.28 04:00buy210.1092.6260.0000.000
872022.09.28 04:00modify210.1092.62691.42693.926
882022.09.28 14:10buy220.1093.2920.0000.000
892022.09.28 14:10modify220.1093.29292.69193.926
902022.09.28 14:10modify210.1092.62692.69193.926
912022.09.28 14:20buy230.1093.4210.0000.000
922022.09.28 14:20modify230.1093.42192.95193.926
932022.09.28 14:20modify220.1093.29292.95193.926
942022.09.28 14:20modify210.1092.62692.95193.926
952022.09.28 14:30buy240.1093.5510.0000.000
962022.09.28 14:30modify240.1093.55193.08193.926
972022.09.28 14:30modify230.1093.42193.08193.926
982022.09.28 14:30modify220.1093.29293.08193.926
992022.09.28 14:30modify210.1092.62693.08193.926
1002022.09.28 16:30t/p210.1093.92693.08193.92698.4110886.02
1012022.09.28 16:30t/p220.1093.92693.08193.92647.9910934.01
1022022.09.28 16:30t/p230.1093.92693.08193.92638.2310972.24
1032022.09.28 16:30t/p240.1093.92693.08193.92628.3911000.63
1042022.10.10 08:00buy250.1091.7850.0000.000
1052022.10.10 08:00modify250.1091.78590.58593.085
1062022.10.12 18:40buy260.1092.4460.0000.000
1072022.10.12 18:40modify260.1092.44691.85093.085
1082022.10.12 18:40modify250.1091.78591.85093.085
1092022.10.13 12:20s/l250.1091.85091.85093.0857.4711008.10
1102022.10.13 12:20s/l260.1091.85091.85093.085-43.5910964.51
1112022.10.14 04:00sell270.1093.3050.0000.000
1122022.10.14 04:00modify270.1093.30594.50592.005
1132022.10.14 13:40sell280.1092.6420.0000.000
1142022.10.14 13:40modify280.1092.64293.24092.005
1152022.10.14 13:40modify270.1093.30593.24092.005
1162022.10.14 14:30sell290.1092.5140.0000.000
1172022.10.14 14:30modify290.1092.51492.98092.005
1182022.10.14 14:30modify280.1092.64292.98092.005
1192022.10.14 14:30modify270.1093.30592.98092.005
1202022.10.14 14:40sell300.1092.3820.0000.000
1212022.10.14 14:40modify300.1092.38292.85092.005
1222022.10.14 14:40modify290.1092.51492.85092.005
1232022.10.14 14:40modify280.1092.64292.85092.005
1242022.10.14 14:40modify270.1093.30592.85092.005
1252022.10.17 05:40s/l270.1092.85092.85092.00533.7010998.21
1262022.10.17 05:40s/l280.1092.85092.85092.005-16.4410981.78
1272022.10.17 05:40s/l290.1092.85092.85092.005-26.1210955.66
1282022.10.17 05:40s/l300.1092.85092.85092.005-36.1010919.56
1292022.11.03 08:00buy310.1093.5500.0000.000
1302022.11.03 08:00modify310.1093.55092.35094.850
1312022.11.04 10:40buy320.1094.2210.0000.000
1322022.11.04 10:40modify320.1094.22193.61594.850
1332022.11.04 10:40modify310.1093.55093.61594.850
1342022.11.04 12:40t/p310.1094.85093.61594.85098.9211018.48
1352022.11.04 12:40t/p320.1094.85093.61594.85047.6111066.09
1362022.11.28 08:00buy330.1092.4490.0000.000
1372022.11.28 08:00modify330.1092.44991.24993.749
1382022.11.29 08:55buy340.1093.1010.0000.000
1392022.11.29 08:55modify340.1093.10192.51493.749
1402022.11.29 08:55modify330.1092.44992.51493.749
1412022.11.29 16:53s/l330.1092.51492.51493.7495.4311071.52
1422022.11.29 16:53s/l340.1092.51492.51493.749-44.4411027.08
1432022.12.20 04:00buy350.1089.0200.0000.000
1442022.12.20 04:00modify350.1089.02087.82090.320
1452022.12.20 15:30s/l350.1087.82087.82090.320-90.8410936.24
1462022.12.28 04:00sell360.1090.4460.0000.000
1472022.12.28 04:00modify360.1090.44691.64689.146
1482022.12.29 11:40sell370.1089.7850.0000.000
1492022.12.29 11:40modify370.1089.78590.38189.146
1502022.12.29 11:40modify360.1090.44690.38189.146
1512022.12.30 00:40sell380.1089.5250.0000.000
1522022.12.30 00:40modify380.1089.52589.99189.146
1532022.12.30 00:40modify370.1089.78589.99189.146
1542022.12.30 00:40modify360.1090.44689.99189.146
1552022.12.30 01:20sell390.1089.6470.0000.000
1562022.12.30 01:20modify390.1089.64790.12189.146
1572022.12.30 01:25modify390.1089.64789.99189.146
1582022.12.30 18:40t/p360.1089.14689.99189.14695.4911031.73
1592022.12.30 18:40t/p370.1089.14689.99189.14647.6111079.35
1602022.12.30 18:40t/p380.1089.14689.99189.14628.6611108.01
1612022.12.30 18:40t/p390.1089.14689.99189.14637.8911145.90
1622023.01.03 08:00buy400.1088.3320.0000.000
1632023.01.03 08:00modify400.1088.33287.13289.632
1642023.01.04 05:05buy410.1089.1380.0000.000
1652023.01.04 05:05modify410.1089.13888.65789.632
1662023.01.04 05:05modify400.1088.33288.65789.632
1672023.01.04 06:25buy420.1088.9840.0000.000
1682023.01.04 06:25modify420.1088.98488.39789.632
1692023.01.04 06:30modify420.1088.98488.65789.632
1702023.01.04 08:40t/p400.1089.63288.65789.63298.9211244.82
1712023.01.04 08:40t/p410.1089.63288.65789.63237.4011282.22
1722023.01.04 08:40t/p420.1089.63288.65789.63249.0611331.28
1732023.01.13 08:00buy430.1089.5200.0000.000
1742023.01.13 08:00modify430.1089.52088.32090.820
1752023.01.18 01:15buy440.1090.1710.0000.000
1762023.01.18 01:15modify440.1090.17189.58590.820
1772023.01.18 01:15modify430.1089.52089.58590.820
1782023.01.18 02:30t/p430.1090.82089.58590.82099.9511431.23
1792023.01.18 02:30t/p440.1090.82089.58590.82049.1311480.36
1802023.01.18 04:00sell450.1091.6020.0000.000
1812023.01.18 04:00modify450.1091.60292.80290.302
1822023.01.18 10:50sell460.1090.6700.0000.000
1832023.01.18 10:50modify460.1090.67091.14790.302
1842023.01.18 10:50modify450.1091.60291.14790.302
1852023.01.18 13:40t/p450.1090.30291.14790.30298.3111578.67
1862023.01.18 13:40t/p460.1090.30291.14790.30227.8311606.50
1872023.01.25 04:00sell470.1092.6320.0000.000
1882023.01.25 04:00modify470.1092.63293.83291.332
1892023.01.25 10:15sell480.1091.9710.0000.000
1902023.01.25 10:15modify480.1091.97192.56791.332
1912023.01.25 10:15modify470.1092.63292.56791.332
1922023.01.25 11:46sell490.1091.8310.0000.000
1932023.01.25 11:46modify490.1091.83192.30791.332
1942023.01.25 11:46modify480.1091.97192.30791.332
1952023.01.25 11:46modify470.1092.63292.30791.332
1962023.01.25 13:40sell500.1091.7130.0000.000
1972023.01.25 13:40modify500.1091.71392.17791.332
1982023.01.25 13:40modify490.1091.83192.17791.332
1992023.01.25 13:40modify480.1091.97192.17791.332
2002023.01.25 13:40modify470.1092.63292.17791.332
2012023.01.26 03:15s/l470.1092.17792.17791.33232.2911638.79
2022023.01.26 03:15s/l480.1092.17792.17791.332-17.7011621.09
2032023.01.26 03:15s/l490.1092.17792.17791.332-28.2911592.81
2042023.01.26 03:15s/l500.1092.17792.17791.332-37.2111555.60
2052023.03.07 08:00buy510.1091.0680.0000.000
2062023.03.07 08:00modify510.1091.06889.86892.368
2072023.03.09 18:40s/l510.1089.86889.86892.368-88.8011466.80