Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2022.05.01 21:00 - 2023.04.30 23:00 (2022.05.01 - 2023.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test7239Ticks modelled157004Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1995.15Gross profit2693.78Gross loss-698.63
Profit factor3.86Expected payoff28.92
Absolute drawdown113.78Maximal drawdown298.61 (2.44%)Relative drawdown2.44% (298.61)
Total trades69Short positions (won %)41 (65.85%)Long positions (won %)28 (71.43%)
Profit trades (% of total)47 (68.12%)Loss trades (% of total)22 (31.88%)
Largestprofit trade110.97loss trade-134.17
Averageprofit trade57.31loss trade-31.76
Maximumconsecutive wins (profit in money)15 (1003.41)consecutive losses (loss in money)4 (-134.55)
Maximalconsecutive profit (count of wins)1003.41 (15)consecutive loss (count of losses)-151.97 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.17 10:00sell10.100.703260.000000.00000
22022.05.17 10:00modify10.100.703260.716260.69226
32022.05.18 15:20sell20.100.698800.000000.00000
42022.05.18 15:20modify20.100.698800.700510.69226
52022.05.18 15:20modify10.100.703260.700510.69226
62022.05.18 15:45s/l10.100.700510.700510.6922627.6610027.66
72022.05.18 15:45s/l20.100.700510.700510.69226-17.1010010.56
82022.06.13 11:00buy30.100.697110.000000.00000
92022.06.13 11:00modify30.100.697110.684110.70811
102022.06.15 19:20buy40.100.702620.000000.00000
112022.06.15 19:20modify40.100.702620.700410.70811
122022.06.15 19:20modify30.100.697110.700410.70811
132022.06.15 19:50s/l30.100.700410.700410.7081132.2410042.80
142022.06.15 19:50s/l40.100.700410.700410.70811-22.1010020.70
152022.06.15 21:00sell50.100.699980.000000.00000
162022.06.15 21:00modify50.100.699980.712980.68898
172022.06.16 11:07sell60.100.695450.000000.00000
182022.06.16 11:07modify60.100.695450.697230.68898
192022.06.16 11:07modify50.100.699980.697230.68898
202022.06.16 11:20s/l50.100.697230.697230.6889827.9810048.69
212022.06.16 11:20s/l60.100.697230.697230.68898-17.8010030.89
222022.06.22 04:00buy70.100.692740.000000.00000
232022.06.22 04:00modify70.100.692740.679740.70374
242022.07.01 07:50s/l70.100.679740.679740.70374-134.179896.72
252022.08.01 12:00sell80.100.703850.000000.00000
262022.08.01 12:00modify80.100.703850.716850.69285
272022.08.02 04:45sell90.100.698320.000000.00000
282022.08.02 04:45modify90.100.698320.700550.69285
292022.08.02 04:45modify80.100.703850.700550.69285
302022.08.02 04:59sell100.100.696980.000000.00000
312022.08.02 04:59modify100.100.696980.700000.69285
322022.08.02 04:59modify90.100.698320.700000.69285
332022.08.02 04:59modify80.100.703850.700000.69285
342022.08.02 07:50t/p80.100.692850.700000.69285110.1610006.88
352022.08.02 07:50t/p90.100.692850.700000.6928554.7010061.58
362022.08.02 07:50t/p100.100.692850.700000.6928541.3010102.88
372022.08.05 14:00buy110.100.689720.000000.00000
382022.08.05 14:00modify110.100.689720.676720.70072
392022.08.08 05:20buy120.100.694210.000000.00000
402022.08.08 05:20modify120.100.694210.692470.70072
412022.08.08 05:20modify110.100.689720.692470.70072
422022.08.08 07:10buy130.100.695420.000000.00000
432022.08.08 07:10modify130.100.695420.693020.70072
442022.08.08 07:10modify120.100.694210.693020.70072
452022.08.08 07:10modify110.100.689720.693020.70072
462022.08.08 07:20buy140.100.696490.000000.00000
472022.08.08 07:20modify140.100.696490.693570.70072
482022.08.08 07:20modify130.100.695420.693570.70072
492022.08.08 07:20modify120.100.694210.693570.70072
502022.08.08 07:20modify110.100.689720.693570.70072
512022.08.08 14:50t/p110.100.700720.693570.70072109.6210212.50
522022.08.08 14:50t/p120.100.700720.693570.7007265.1010277.60
532022.08.08 14:50t/p130.100.700720.693570.7007253.0010330.60
542022.08.08 14:50t/p140.100.700720.693570.7007242.3010372.90
552022.08.25 06:00sell150.100.695350.000000.00000
562022.08.25 06:00modify150.100.695350.708350.68435
572022.08.26 16:20sell160.100.690660.000000.00000
582022.08.26 16:20modify160.100.690660.692600.68435
592022.08.26 16:20modify150.100.695350.692600.68435
602022.08.26 17:20sell170.100.689840.000000.00000
612022.08.26 17:20modify170.100.689840.692050.68435
622022.08.26 17:20modify160.100.690660.692050.68435
632022.08.26 17:20modify150.100.695350.692050.68435
642022.08.29 05:07t/p150.100.684350.692050.68435110.3210483.23
652022.08.29 05:07t/p160.100.684350.692050.6843563.2610546.49
662022.08.29 05:07t/p170.100.684350.692050.6843555.0610601.55
672022.08.30 10:00sell180.100.694790.000000.00000
682022.08.30 10:00modify180.100.694790.707790.68379
692022.08.30 13:45sell190.100.690210.000000.00000
702022.08.30 13:45modify190.100.690210.692040.68379
712022.08.30 13:45modify180.100.694790.692040.68379
722022.08.30 14:26sell200.100.688170.000000.00000
732022.08.30 14:26modify200.100.688170.690940.68379
742022.08.30 14:26modify190.100.690210.690940.68379
752022.08.30 14:26modify180.100.694790.690940.68379
762022.08.31 05:27sell210.100.689050.000000.00000
772022.08.31 05:27modify210.100.689050.691490.68379
782022.08.31 05:30modify210.100.689050.690940.68379
792022.08.31 20:20t/p180.100.683790.690940.68379110.1610711.71
802022.08.31 20:20t/p190.100.683790.690940.6837964.3610776.07
812022.08.31 20:20t/p200.100.683790.690940.6837943.9610820.03
822022.08.31 20:20t/p210.100.683790.690940.6837952.6010872.63
832022.09.02 16:00sell220.100.684350.000000.00000
842022.09.02 16:00modify220.100.684350.697350.67335
852022.09.02 17:27sell230.100.679820.000000.00000
862022.09.02 17:27modify230.100.679820.681600.67335
872022.09.02 17:27modify220.100.684350.681600.67335
882022.09.02 18:20s/l220.100.681600.681600.6733527.5010900.13
892022.09.02 18:20s/l230.100.681600.681600.67335-17.8010882.33
902022.09.06 16:00buy240.100.675130.000000.00000
912022.09.06 16:00modify240.100.675130.662130.68613
922022.09.09 00:50buy250.100.679570.000000.00000
932022.09.09 00:50modify250.100.679570.677880.68613
942022.09.09 00:50modify240.100.675130.677880.68613
952022.09.09 02:20buy260.100.680880.000000.00000
962022.09.09 02:20modify260.100.680880.678430.68613
972022.09.09 02:20modify250.100.679570.678430.68613
982022.09.09 02:20modify240.100.675130.678430.68613
992022.09.09 03:10buy270.100.681790.000000.00000
1002022.09.09 03:10modify270.100.681790.678980.68613
1012022.09.09 03:10modify260.100.680880.678980.68613
1022022.09.09 03:10modify250.100.679570.678980.68613
1032022.09.09 03:10modify240.100.675130.678980.68613
1042022.09.09 07:20t/p240.100.686130.678980.68613108.1110990.44
1052022.09.09 07:20t/p250.100.686130.678980.6861365.6011056.04
1062022.09.09 07:20t/p260.100.686130.678980.6861352.5011108.54
1072022.09.09 07:20t/p270.100.686130.678980.6861343.4011151.94
1082022.09.23 10:00buy280.100.658540.000000.00000
1092022.09.23 10:00modify280.100.658540.645540.66954
1102022.09.26 16:15s/l280.100.645540.645540.66954-130.3811021.56
1112022.10.03 20:00sell290.100.651420.000000.00000
1122022.10.03 20:00modify290.100.651420.664420.64042
1132022.10.04 04:25sell300.100.645710.000000.00000
1142022.10.04 04:25modify300.100.645710.648120.64042
1152022.10.04 04:25modify290.100.651420.648120.64042
1162022.10.04 05:02s/l290.100.648120.648120.6404233.1611054.72
1172022.10.04 05:02s/l300.100.648120.648120.64042-24.1011030.62
1182022.11.03 11:00buy310.100.629360.000000.00000
1192022.11.03 11:00modify310.100.629360.616360.64036
1202022.11.04 04:10buy320.100.633790.000000.00000
1212022.11.04 04:10modify320.100.633790.632110.64036
1222022.11.04 04:10modify310.100.629360.632110.64036
1232022.11.04 04:59buy330.100.634900.000000.00000
1242022.11.04 04:59modify330.100.634900.632660.64036
1252022.11.04 04:59modify320.100.633790.632660.64036
1262022.11.04 04:59modify310.100.629360.632660.64036
1272022.11.04 08:25buy340.100.636090.000000.00000
1282022.11.04 08:25modify340.100.636090.633210.64036
1292022.11.04 08:25modify330.100.634900.633210.64036
1302022.11.04 08:25modify320.100.633790.633210.64036
1312022.11.04 08:25modify310.100.629360.633210.64036
1322022.11.04 12:45t/p310.100.640360.633210.64036109.6211140.24
1332022.11.04 12:45t/p320.100.640360.633210.6403665.7011205.94
1342022.11.04 12:45t/p330.100.640360.633210.6403654.6011260.54
1352022.11.04 12:45t/p340.100.640360.633210.6403642.7011303.24
1362022.11.30 11:00sell350.100.672440.000000.00000
1372022.11.30 11:00modify350.100.672440.685440.66144
1382022.11.30 15:32sell360.100.667790.000000.00000
1392022.11.30 15:32modify360.100.667790.669690.66144
1402022.11.30 15:32modify350.100.672440.669690.66144
1412022.11.30 15:50s/l350.100.669690.669690.6614427.5011330.74
1422022.11.30 15:50s/l360.100.669690.669690.66144-19.0011311.74
1432022.12.28 09:00sell370.100.676450.000000.00000
1442022.12.28 09:00modify370.100.676450.689450.66545
1452022.12.29 10:16sell380.100.671780.000000.00000
1462022.12.29 10:16modify380.100.671780.673700.66545
1472022.12.29 10:16modify370.100.676450.673700.66545
1482022.12.29 13:50s/l370.100.673700.673700.6654527.9811339.73
1492022.12.29 13:50s/l380.100.673700.673700.66545-19.2011320.53
1502023.01.04 06:00sell390.100.680100.000000.00000
1512023.01.04 06:00modify390.100.680100.693100.66910
1522023.01.05 15:50sell400.100.673450.000000.00000
1532023.01.05 15:50modify400.100.673450.676250.66910
1542023.01.05 15:50modify390.100.680100.676250.66910
1552023.01.05 16:40sell410.100.674520.000000.00000
1562023.01.05 16:40modify410.100.674520.676800.66910
1572023.01.05 16:42modify410.100.674520.676250.66910
1582023.01.05 18:15s/l390.100.676250.676250.6691038.9811359.51
1592023.01.05 18:15s/l400.100.676250.676250.66910-28.0011331.51
1602023.01.05 18:15s/l410.100.676250.676250.66910-17.3011314.21
1612023.01.18 09:00sell420.100.701810.000000.00000
1622023.01.18 09:00modify420.100.701810.714810.69081
1632023.01.18 17:52sell430.100.696210.000000.00000
1642023.01.18 17:52modify430.100.696210.698510.69081
1652023.01.18 17:52modify420.100.701810.698510.69081
1662023.01.18 18:15sell440.100.695030.000000.00000
1672023.01.18 18:15modify440.100.695030.697960.69081
1682023.01.18 18:15modify430.100.696210.697960.69081
1692023.01.18 18:15modify420.100.701810.697960.69081
1702023.01.19 00:50t/p420.100.690810.697960.69081110.4811424.69
1712023.01.19 00:50t/p430.100.690810.697960.6908154.4811479.18
1722023.01.19 00:50t/p440.100.690810.697960.6908142.6811521.86
1732023.01.19 04:00buy450.100.690850.000000.00000
1742023.01.19 04:00modify450.100.690850.677850.70185
1752023.01.20 15:25buy460.100.696530.000000.00000
1762023.01.20 15:25modify460.100.696530.694150.70185
1772023.01.20 15:25modify450.100.690850.694150.70185
1782023.01.20 15:57buy470.100.695480.000000.00000
1792023.01.20 15:57modify470.100.695480.693600.70185
1802023.01.20 15:59modify470.100.695480.694150.70185
1812023.01.20 19:50buy480.100.697590.000000.00000
1822023.01.20 19:50modify480.100.697590.694700.70185
1832023.01.20 19:50modify460.100.696530.694700.70185
1842023.01.20 19:50modify470.100.695480.694700.70185
1852023.01.20 19:50modify450.100.690850.694700.70185
1862023.01.23 15:45t/p450.100.701850.694700.70185109.2411631.10
1872023.01.23 15:45t/p460.100.701850.694700.7018552.8211683.92
1882023.01.23 15:45t/p470.100.701850.694700.7018563.3211747.24
1892023.01.23 15:45t/p480.100.701850.694700.7018542.2211789.47
1902023.01.25 06:00sell490.100.710030.000000.00000
1912023.01.25 06:00modify490.100.710030.723030.69903
1922023.01.30 19:52sell500.100.705600.000000.00000
1932023.01.30 19:52modify500.100.705600.707280.69903
1942023.01.30 19:52modify490.100.710030.707280.69903
1952023.01.31 01:20sell510.100.704470.000000.00000
1962023.01.31 01:20modify510.100.704470.706730.69903
1972023.01.31 01:20modify500.100.705600.706730.69903
1982023.01.31 01:20modify490.100.710030.706730.69903
1992023.01.31 03:50sell520.100.703340.000000.00000
2002023.01.31 03:50modify520.100.703340.706180.69903
2012023.01.31 03:50modify510.100.704470.706180.69903
2022023.01.31 03:50modify500.100.705600.706180.69903
2032023.01.31 03:50modify490.100.710030.706180.69903
2042023.01.31 10:50t/p490.100.699030.706180.69903110.9711900.43
2052023.01.31 10:50t/p500.100.699030.706180.6990365.8611966.29
2062023.01.31 10:50t/p510.100.699030.706180.6990354.4012020.69
2072023.01.31 10:50t/p520.100.699030.706180.6990343.1012063.79
2082023.02.15 13:00buy530.100.689410.000000.00000
2092023.02.15 13:00modify530.100.689410.676410.70041
2102023.02.16 08:20buy540.100.693870.000000.00000
2112023.02.16 08:20modify540.100.693870.692160.70041
2122023.02.16 08:20modify530.100.689410.692160.70041
2132023.02.16 08:50s/l530.100.692160.692160.7004126.3612090.16
2142023.02.16 08:50s/l540.100.692160.692160.70041-17.1012073.06
2152023.03.07 13:00buy550.100.666950.000000.00000
2162023.03.07 13:00modify550.100.666950.653950.67795
2172023.03.15 02:20buy560.100.671370.000000.00000
2182023.03.15 02:20modify560.100.671370.669700.67795
2192023.03.15 02:20modify550.100.666950.669700.67795
2202023.03.15 03:50s/l550.100.669700.669700.6779524.4712097.53
2212023.03.15 03:50s/l560.100.669700.669700.67795-16.7012080.83
2222023.03.24 13:00buy570.100.664080.000000.00000
2232023.03.24 13:00modify570.100.664080.651080.67508
2242023.03.28 01:20buy580.100.668510.000000.00000
2252023.03.28 01:20modify580.100.668510.666830.67508
2262023.03.28 01:20modify570.100.664080.666830.67508
2272023.03.28 03:20buy590.100.669590.000000.00000
2282023.03.28 03:20modify590.100.669590.667380.67508
2292023.03.28 03:20modify580.100.668510.667380.67508
2302023.03.28 03:20modify570.100.664080.667380.67508
2312023.03.28 08:20s/l570.100.667380.667380.6750832.2412113.07
2322023.03.28 08:20s/l580.100.667380.667380.67508-11.3012101.77
2332023.03.28 08:20s/l590.100.667380.667380.67508-22.1012079.67
2342023.03.30 09:00sell600.100.671060.000000.00000
2352023.03.30 09:00modify600.100.671060.684060.66006
2362023.04.02 23:50sell610.100.665510.000000.00000
2372023.04.02 23:50modify610.100.665510.667760.66006
2382023.04.02 23:50modify600.100.671060.667760.66006
2392023.04.03 00:47sell620.100.666650.000000.00000
2402023.04.03 00:47modify620.100.666650.668310.66006
2412023.04.03 00:50modify620.100.666650.667760.66006
2422023.04.03 01:45s/l600.100.667760.667760.6600633.3212112.99
2432023.04.03 01:45s/l610.100.667760.667760.66006-22.3412090.65
2442023.04.03 01:45s/l620.100.667760.667760.66006-11.1012079.55
2452023.04.03 18:00sell630.100.677840.000000.00000
2462023.04.03 18:00modify630.100.677840.690840.66684
2472023.04.04 08:50sell640.100.673440.000000.00000
2482023.04.04 08:50modify640.100.673440.675090.66684
2492023.04.04 08:50modify630.100.677840.675090.66684
2502023.04.04 09:15s/l630.100.675090.675090.6668427.6612107.22
2512023.04.04 09:15s/l640.100.675090.675090.66684-16.5012090.72
2522023.04.13 15:00sell650.100.676670.000000.00000
2532023.04.13 15:00modify650.100.676670.689670.66567
2542023.04.14 14:40sell660.100.672160.000000.00000
2552023.04.14 14:40modify660.100.672160.673920.66567
2562023.04.14 14:40modify650.100.676670.673920.66567
2572023.04.14 15:20sell670.100.670020.000000.00000
2582023.04.14 15:20modify670.100.670020.672820.66567
2592023.04.14 15:20modify660.100.672160.672820.66567
2602023.04.14 15:20modify650.100.676670.672820.66567
2612023.04.17 00:22sell680.100.671120.000000.00000
2622023.04.17 00:22modify680.100.671120.673370.66567
2632023.04.17 00:25modify680.100.671120.672820.66567
2642023.04.18 05:40s/l650.100.672820.672820.6656738.9812129.70
2652023.04.18 05:40s/l660.100.672820.672820.66567-6.2812123.42
2662023.04.18 05:40s/l670.100.672820.672820.66567-27.6812095.74
2672023.04.18 05:40s/l680.100.672820.672820.66567-16.8412078.90
2682023.04.21 09:00buy690.100.669060.000000.00000
2692023.04.21 09:00modify690.100.669060.656060.68006
2702023.04.30 23:59close at stop690.100.660950.656060.68006-83.7511995.15