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=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=60; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 profit2301.25Gross profit2940.06Gross loss-638.81
Profit factor4.60Expected payoff44.25
Absolute drawdown14.72Maximal drawdown279.97 (2.70%)Relative drawdown2.70% (279.97)
Total trades52Short positions (won %)26 (76.92%)Long positions (won %)26 (69.23%)
Profit trades (% of total)38 (73.08%)Loss trades (% of total)14 (26.92%)
Largestprofit trade141.13loss trade-61.89
Averageprofit trade77.37loss trade-45.63
Maximumconsecutive wins (profit in money)12 (953.14)consecutive losses (loss in money)3 (-180.65)
Maximalconsecutive profit (count of wins)953.14 (12)consecutive loss (count of losses)-180.65 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.04 21:00sell10.100.725350.000000.00000
22022.05.04 21:00modify10.100.725350.731350.71135
32022.05.05 13:10sell20.100.718290.000000.00000
42022.05.05 13:10modify20.100.718290.723950.71135
52022.05.05 13:10modify10.100.725350.723950.71135
62022.05.05 13:20sell30.100.717480.000000.00000
72022.05.05 13:20modify30.100.717480.720450.71135
82022.05.05 13:20modify20.100.718290.720450.71135
92022.05.05 13:20modify10.100.725350.720450.71135
102022.05.05 13:55sell40.100.716140.000000.00000
112022.05.05 13:55modify40.100.716140.720450.71135
122022.05.05 15:16t/p10.100.711350.720450.71135140.4810140.48
132022.05.05 15:16t/p20.100.711350.720450.7113569.4010209.88
142022.05.05 15:16t/p30.100.711350.720450.7113561.3010271.18
152022.05.05 15:16t/p40.100.711350.720450.7113547.9010319.08
162022.05.05 19:00buy50.100.709490.000000.00000
172022.05.05 19:00modify50.100.709490.703490.72349
182022.05.09 00:15s/l50.100.703490.703490.72349-60.7610258.33
192022.06.09 21:00buy60.100.709840.000000.00000
202022.06.09 21:00modify60.100.709840.703840.72384
212022.06.10 14:16s/l60.100.703840.703840.72384-60.3810197.95
222022.06.15 21:00sell70.100.699980.000000.00000
232022.06.15 21:00modify70.100.699980.705980.68598
242022.06.16 17:20s/l70.100.705980.705980.68598-59.5210138.43
252022.07.11 15:00buy80.100.673900.000000.00000
262022.07.11 15:00modify80.100.673900.667900.68790
272022.07.17 23:15buy90.100.681030.000000.00000
282022.07.17 23:15modify90.100.681030.675300.68790
292022.07.17 23:15modify80.100.673900.675300.68790
302022.07.17 23:50buy100.100.681650.000000.00000
312022.07.17 23:50modify100.100.681650.678800.68790
322022.07.17 23:50modify90.100.681030.678800.68790
332022.07.17 23:50modify80.100.673900.678800.68790
342022.07.18 07:15buy110.100.683070.000000.00000
352022.07.18 07:15modify110.100.683070.678800.68790
362022.07.19 07:50t/p80.100.687900.678800.68790136.9710275.40
372022.07.19 07:50t/p90.100.687900.678800.6879067.9410343.34
382022.07.19 07:50t/p100.100.687900.678800.6879061.7410405.09
392022.07.19 07:50t/p110.100.687900.678800.6879047.9210453.01
402022.07.19 12:00sell120.100.689720.000000.00000
412022.07.19 12:00modify120.100.689720.695720.67572
422022.07.22 13:40s/l120.100.695720.695720.67572-59.1910393.81
432022.08.02 10:00buy130.100.692550.000000.00000
442022.08.02 10:00modify130.100.692550.686550.70655
452022.08.08 13:45buy140.100.699560.000000.00000
462022.08.08 13:45modify140.100.699560.693950.70655
472022.08.08 13:45modify130.100.692550.693950.70655
482022.08.08 14:20buy150.100.700440.000000.00000
492022.08.08 14:20modify150.100.700440.697450.70655
502022.08.08 14:20modify140.100.699560.697450.70655
512022.08.08 14:20modify130.100.692550.697450.70655
522022.08.09 01:15s/l130.100.697450.697450.7065546.3510440.16
532022.08.09 01:15s/l140.100.697450.697450.70655-21.4810418.68
542022.08.09 01:15s/l150.100.697450.697450.70655-30.2810388.40
552022.08.10 18:00sell160.100.709920.000000.00000
562022.08.10 18:00modify160.100.709920.715920.69592
572022.08.15 09:27sell170.100.702730.000000.00000
582022.08.15 09:27modify170.100.702730.708520.69592
592022.08.15 09:27modify160.100.709920.708520.69592
602022.08.15 09:37sell180.100.702190.000000.00000
612022.08.15 09:37modify180.100.702190.705020.69592
622022.08.15 09:37modify170.100.702730.705020.69592
632022.08.15 09:37modify160.100.709920.705020.69592
642022.08.16 00:15sell190.100.700670.000000.00000
652022.08.16 00:15modify190.100.700670.705020.69592
662022.08.17 10:45t/p160.100.695920.705020.69592141.1310529.53
672022.08.17 10:45t/p170.100.695920.705020.6959268.4210597.95
682022.08.17 10:45t/p180.100.695920.705020.6959263.0210660.98
692022.08.17 10:45t/p190.100.695920.705020.6959247.6610708.64
702022.09.07 02:00buy200.100.671840.000000.00000
712022.09.07 02:00modify200.100.671840.665840.68584
722022.09.09 00:40buy210.100.678870.000000.00000
732022.09.09 00:40modify210.100.678870.673240.68584
742022.09.09 00:40modify200.100.671840.673240.68584
752022.09.09 00:50buy220.100.679570.000000.00000
762022.09.09 00:50modify220.100.679570.676740.68584
772022.09.09 00:50modify210.100.678870.676740.68584
782022.09.09 00:50modify200.100.671840.676740.68584
792022.09.09 02:33buy230.100.681220.000000.00000
802022.09.09 02:33modify230.100.681220.676740.68584
812022.09.09 07:20t/p200.100.685840.676740.68584138.4810847.12
822022.09.09 07:20t/p210.100.685840.676740.6858469.7010916.82
832022.09.09 07:20t/p220.100.685840.676740.6858462.7010979.52
842022.09.09 07:20t/p230.100.685840.676740.6858446.2011025.72
852022.11.03 11:00buy240.100.629360.000000.00000
862022.11.03 11:00modify240.100.629360.623360.64336
872022.11.04 06:50buy250.100.636510.000000.00000
882022.11.04 06:50modify250.100.636510.630760.64336
892022.11.04 06:50modify240.100.629360.630760.64336
902022.11.04 10:45buy260.100.637190.000000.00000
912022.11.04 10:45modify260.100.637190.634260.64336
922022.11.04 10:45modify250.100.636510.634260.64336
932022.11.04 10:45modify240.100.629360.634260.64336
942022.11.04 11:15buy270.100.638760.000000.00000
952022.11.04 11:15modify270.100.638760.634260.64336
962022.11.04 12:50t/p240.100.643360.634260.64336139.6211165.34
972022.11.04 12:50t/p250.100.643360.634260.6433668.5011233.84
982022.11.04 12:50t/p260.100.643360.634260.6433661.7011295.54
992022.11.04 12:50t/p270.100.643360.634260.6433646.0011341.54
1002022.11.10 17:00sell280.100.658870.000000.00000
1012022.11.10 17:00modify280.100.658870.664870.64487
1022022.11.11 05:20s/l280.100.664870.664870.64487-59.8411281.71
1032022.12.13 16:00sell290.100.687680.000000.00000
1042022.12.13 16:00modify290.100.687680.693680.67368
1052022.12.15 08:15sell300.100.680410.000000.00000
1062022.12.15 08:15modify300.100.680410.686280.67368
1072022.12.15 08:15modify290.100.687680.686280.67368
1082022.12.15 08:25sell310.100.679840.000000.00000
1092022.12.15 08:25modify310.100.679840.682780.67368
1102022.12.15 08:25modify300.100.680410.682780.67368
1112022.12.15 08:25modify290.100.687680.682780.67368
1122022.12.15 08:55sell320.100.678440.000000.00000
1132022.12.15 08:55modify320.100.678440.682780.67368
1142022.12.15 15:10t/p290.100.673680.682780.67368140.6411422.35
1152022.12.15 15:10t/p300.100.673680.682780.6736867.3011489.65
1162022.12.15 15:10t/p310.100.673680.682780.6736861.6011551.25
1172022.12.15 15:10t/p320.100.673680.682780.6736847.6011598.85
1182022.12.22 20:00buy330.100.666050.000000.00000
1192022.12.22 20:00modify330.100.666050.660050.68005
1202022.12.26 14:07buy340.100.673060.000000.00000
1212022.12.26 14:07modify340.100.673060.667450.68005
1222022.12.26 14:07modify330.100.666050.667450.68005
1232022.12.27 01:15buy350.100.675320.000000.00000
1242022.12.27 01:15modify350.100.675320.670950.68005
1252022.12.27 01:15modify340.100.673060.670950.68005
1262022.12.27 01:15modify330.100.666050.670950.68005
1272022.12.27 04:10buy360.100.673840.000000.00000
1282022.12.27 04:10modify360.100.673840.670950.68005
1292022.12.28 13:07t/p330.100.680050.670950.68005138.4811737.34
1302022.12.28 13:07t/p340.100.680050.670950.6800569.1411806.48
1312022.12.28 13:07t/p350.100.680050.670950.6800546.9211853.40
1322022.12.28 13:07t/p360.100.680050.670950.6800561.7211915.12
1332023.01.04 12:00sell370.100.687130.000000.00000
1342023.01.04 12:00modify370.100.687130.693130.67313
1352023.01.05 03:50sell380.100.680050.000000.00000
1362023.01.05 03:50modify380.100.680050.685730.67313
1372023.01.05 03:50modify370.100.687130.685730.67313
1382023.01.06 03:27sell390.100.677760.000000.00000
1392023.01.06 03:27modify390.100.677760.682230.67313
1402023.01.06 03:27modify380.100.680050.682230.67313
1412023.01.06 03:27modify370.100.687130.682230.67313
1422023.01.06 11:50t/p370.100.673130.682230.67313140.6412055.77
1432023.01.06 11:50t/p380.100.673130.682230.6731369.3612125.13
1442023.01.06 11:50t/p390.100.673130.682230.6731346.3012171.43
1452023.01.23 10:00sell400.100.700760.000000.00000
1462023.01.23 10:00modify400.100.700760.706760.68676
1472023.01.25 00:40s/l400.100.706760.706760.68676-59.6812111.75
1482023.02.02 01:00sell410.100.714560.000000.00000
1492023.02.02 01:00modify410.100.714560.720560.70056
1502023.02.02 16:50sell420.100.707480.000000.00000
1512023.02.02 16:50modify420.100.707480.713160.70056
1522023.02.02 16:50modify410.100.714560.713160.70056
1532023.02.02 19:50sell430.100.706820.000000.00000
1542023.02.02 19:50modify430.100.706820.709660.70056
1552023.02.02 19:50modify420.100.707480.709660.70056
1562023.02.02 19:50modify410.100.714560.709660.70056
1572023.02.03 02:15sell440.100.705430.000000.00000
1582023.02.03 02:15modify440.100.705430.709660.70056
1592023.02.03 13:45t/p410.100.700560.709660.70056140.1612251.91
1602023.02.03 13:45t/p420.100.700560.709660.7005669.3612321.27
1612023.02.03 13:45t/p430.100.700560.709660.7005662.7612384.03
1622023.02.03 13:45t/p440.100.700560.709660.7005648.7012432.73
1632023.02.03 18:00buy450.100.694830.000000.00000
1642023.02.03 18:00modify450.100.694830.688830.70883
1652023.02.06 13:50s/l450.100.688830.688830.70883-60.3812372.35
1662023.03.07 21:00buy460.100.659410.000000.00000
1672023.03.07 21:00modify460.100.659410.653410.67341
1682023.03.13 02:40buy470.100.666570.000000.00000
1692023.03.13 02:40modify470.100.666570.660810.67341
1702023.03.13 02:40modify460.100.659410.660810.67341
1712023.03.13 02:46buy480.100.667330.000000.00000
1722023.03.13 02:46modify480.100.667330.664310.67341
1732023.03.13 02:46modify470.100.666570.664310.67341
1742023.03.13 02:46modify460.100.659410.664310.67341
1752023.03.13 09:15s/l460.100.664310.664310.6734146.7312419.08
1762023.03.13 09:15s/l470.100.664310.664310.67341-22.6012396.48
1772023.03.13 09:15s/l480.100.664310.664310.67341-30.2012366.28
1782023.04.13 15:00sell490.100.676670.000000.00000
1792023.04.13 15:00modify490.100.676670.682670.66267
1802023.04.14 15:50sell500.100.669520.000000.00000
1812023.04.14 15:50modify500.100.669520.675270.66267
1822023.04.14 15:50modify490.100.676670.675270.66267
1832023.04.17 13:59sell510.100.668710.000000.00000
1842023.04.17 13:59modify510.100.668710.671770.66267
1852023.04.17 13:59modify500.100.669520.671770.66267
1862023.04.17 13:59modify490.100.676670.671770.66267
1872023.04.18 02:15s/l490.100.671770.671770.6626749.4812415.76
1882023.04.18 02:15s/l500.100.671770.671770.66267-22.1812393.59
1892023.04.18 02:15s/l510.100.671770.671770.66267-30.4412363.15
1902023.04.25 15:00buy520.100.663550.000000.00000
1912023.04.25 15:00modify520.100.663550.657550.67755
1922023.04.28 12:32s/l520.100.657550.657550.67755-61.8912301.25