Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 20:00 (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=5; 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=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=45; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=6; 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 test2613Ticks modelled79125Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1604.28Gross profit1990.97Gross loss-386.70
Profit factor5.15Expected payoff42.22
Absolute drawdown17.80Maximal drawdown212.40 (2.02%)Relative drawdown2.02% (212.40)
Total trades38Short positions (won %)24 (75.00%)Long positions (won %)14 (57.14%)
Profit trades (% of total)26 (68.42%)Loss trades (% of total)12 (31.58%)
Largestprofit trade151.93loss trade-120.38
Averageprofit trade76.58loss trade-32.22
Maximumconsecutive wins (profit in money)5 (403.75)consecutive losses (loss in money)2 (-24.98)
Maximalconsecutive profit (count of wins)403.75 (5)consecutive loss (count of losses)-120.38 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.05 00:00sell10.100.725090.000000.00000
22022.05.05 00:00modify10.100.725090.737090.71009
32022.05.05 13:10sell20.100.718250.000000.00000
42022.05.05 13:10modify20.100.718250.724340.71009
52022.05.05 13:10modify10.100.725090.724340.71009
62022.05.05 13:40sell30.100.715930.000000.00000
72022.05.05 13:40modify30.100.715930.718340.71009
82022.05.05 13:40modify20.100.718250.718340.71009
92022.05.05 13:40modify10.100.725090.718340.71009
102022.05.05 15:33t/p10.100.710090.718340.71009150.0010150.00
112022.05.05 15:33t/p20.100.710090.718340.7100981.6010231.60
122022.05.05 15:33t/p30.100.710090.718340.7100958.4010290.00
132022.05.10 00:00buy40.100.695600.000000.00000
142022.05.10 00:00modify40.100.695600.683600.71060
152022.05.11 14:15buy50.100.704640.000000.00000
162022.05.11 14:15modify50.100.704640.702350.71060
172022.05.11 14:15modify40.100.695600.702350.71060
182022.05.11 14:30s/l40.100.702350.702350.7106067.1210357.12
192022.05.11 14:30s/l50.100.702350.702350.71060-22.9010334.22
202022.05.31 00:00sell60.100.719370.000000.00000
212022.05.31 00:00modify60.100.719370.731370.70437
222022.06.09 15:20sell70.100.712390.000000.00000
232022.06.09 15:20modify70.100.712390.718620.70437
242022.06.09 15:20modify60.100.719370.718620.70437
252022.06.09 19:10sell80.100.710140.000000.00000
262022.06.09 19:10modify80.100.710140.712620.70437
272022.06.09 19:10modify70.100.712390.712620.70437
282022.06.09 19:10modify60.100.719370.712620.70437
292022.06.10 00:05sell90.100.708570.000000.00000
302022.06.10 00:05modify90.100.708570.714120.70437
312022.06.10 00:05modify80.100.710140.714120.70437
322022.06.10 00:05modify70.100.712390.714120.70437
332022.06.10 00:05modify60.100.719370.714120.70437
342022.06.10 14:33t/p60.100.704370.714120.70437151.9310486.16
352022.06.10 14:33t/p70.100.704370.714120.7043780.3610566.52
362022.06.10 14:33t/p80.100.704370.714120.7043757.8610624.38
372022.06.10 14:33t/p90.100.704370.714120.7043742.0010666.38
382022.06.13 04:00buy100.100.702860.000000.00000
392022.06.13 04:00modify100.100.702860.690860.71786
402022.06.14 10:30s/l100.100.690860.690860.71786-120.3810546.00
412022.07.12 00:00buy110.100.674290.000000.00000
422022.07.12 00:00modify110.100.674290.662290.68929
432022.07.17 23:30buy120.100.681220.000000.00000
442022.07.17 23:30modify120.100.681220.675040.68929
452022.07.17 23:30modify110.100.674290.675040.68929
462022.07.18 07:59buy130.100.683320.000000.00000
472022.07.18 07:59modify130.100.683320.681040.68929
482022.07.18 07:59modify120.100.681220.681040.68929
492022.07.18 07:59modify110.100.674290.681040.68929
502022.07.18 13:40buy140.100.684980.000000.00000
512022.07.18 13:40modify140.100.684980.679540.68929
522022.07.18 13:40modify130.100.683320.679540.68929
532022.07.18 13:40modify120.100.681220.679540.68929
542022.07.18 13:40modify110.100.674290.679540.68929
552022.07.19 08:40t/p110.100.689290.679540.68929147.3510693.35
562022.07.19 08:40t/p120.100.689290.679540.6892979.9410773.29
572022.07.19 08:40t/p130.100.689290.679540.6892959.3210832.61
582022.07.19 08:40t/p140.100.689290.679540.6892942.7210875.33
592022.10.27 04:00sell150.100.649490.000000.00000
602022.10.27 04:00modify150.100.649490.661490.63449
612022.10.27 12:15sell160.100.642500.000000.00000
622022.10.27 12:15modify160.100.642500.648740.63449
632022.10.27 12:15modify150.100.649490.648740.63449
642022.10.27 14:20s/l150.100.648740.648740.634497.5010882.83
652022.10.27 14:20s/l160.100.648740.648740.63449-62.4010820.43
662022.12.16 00:00buy170.100.670800.000000.00000
672022.12.16 00:00modify170.100.670800.658800.68580
682022.12.27 07:05buy180.100.677710.000000.00000
692022.12.27 07:05modify180.100.677710.671550.68580
702022.12.27 07:05modify170.100.670800.671550.68580
712022.12.28 12:30buy190.100.679850.000000.00000
722022.12.28 12:30modify190.100.679850.677550.68580
732022.12.28 12:30modify180.100.677710.677550.68580
742022.12.28 12:30modify170.100.670800.677550.68580
752022.12.28 15:30s/l170.100.677550.677550.6858063.7110884.15
762022.12.28 15:30s/l180.100.677550.677550.68580-1.9810882.17
772022.12.28 15:30s/l190.100.677550.677550.68580-23.0010859.17
782023.01.13 00:00sell200.100.696640.000000.00000
792023.01.13 00:00modify200.100.696640.708640.68164
802023.01.19 02:25sell210.100.689880.000000.00000
812023.01.19 02:25modify210.100.689880.695890.68164
822023.01.19 02:25modify200.100.696640.695890.68164
832023.01.19 10:05sell220.100.687570.000000.00000
842023.01.19 10:05modify220.100.687570.689890.68164
852023.01.19 10:05modify210.100.689880.689890.68164
862023.01.19 10:05modify200.100.696640.689890.68164
872023.01.19 13:40s/l200.100.689890.689890.6816468.4710927.63
882023.01.19 13:40s/l210.100.689890.689890.68164-0.1010927.53
892023.01.19 13:40s/l220.100.689890.689890.68164-23.2010904.33
902023.02.02 04:00sell230.100.714220.000000.00000
912023.02.02 04:00modify230.100.714220.726220.69922
922023.02.02 15:05sell240.100.707280.000000.00000
932023.02.02 15:05modify240.100.707280.713470.69922
942023.02.02 15:05modify230.100.714220.713470.69922
952023.02.03 08:30sell250.100.705150.000000.00000
962023.02.03 08:30modify250.100.705150.707470.69922
972023.02.03 08:30modify240.100.707280.707470.69922
982023.02.03 08:30modify230.100.714220.707470.69922
992023.02.03 13:40t/p230.100.699220.707470.69922150.1611054.49
1002023.02.03 13:40t/p240.100.699220.707470.6992280.7611135.26
1012023.02.03 13:40t/p250.100.699220.707470.6992259.3011194.56
1022023.02.06 04:00buy260.100.692800.000000.00000
1032023.02.06 04:00modify260.100.692800.680800.70780
1042023.02.09 13:20buy270.100.699670.000000.00000
1052023.02.09 13:20modify270.100.699670.693550.70780
1062023.02.09 13:20modify260.100.692800.693550.70780
1072023.02.09 20:20s/l260.100.693550.693550.707805.6111200.16
1082023.02.09 20:20s/l270.100.693550.693550.70780-61.2011138.96
1092023.02.15 00:00sell280.100.698640.000000.00000
1102023.02.15 00:00modify280.100.698640.710640.68364
1112023.02.15 07:50sell290.100.689480.000000.00000
1122023.02.15 07:50modify290.100.689480.691890.68364
1132023.02.15 07:50modify280.100.698640.691890.68364
1142023.02.15 09:40s/l280.100.691890.691890.6836467.5011206.46
1152023.02.15 09:40s/l290.100.691890.691890.68364-24.1011182.36
1162023.03.08 00:00buy300.100.659140.000000.00000
1172023.03.08 00:00modify300.100.659140.647140.67414
1182023.03.13 13:40buy310.100.668140.000000.00000
1192023.03.13 13:40modify310.100.668140.665890.67414
1202023.03.13 13:40modify300.100.659140.665890.67414
1212023.03.13 14:15s/l300.100.665890.665890.6741465.6111247.97
1222023.03.13 14:15s/l310.100.665890.665890.67414-22.5011225.47
1232023.04.04 00:00sell320.100.678590.000000.00000
1242023.04.04 00:00modify320.100.678590.690590.66359
1252023.04.05 07:30sell330.100.671710.000000.00000
1262023.04.05 07:30modify330.100.671710.677840.66359
1272023.04.05 07:30modify320.100.678590.677840.66359
1282023.04.05 08:40sell340.100.669380.000000.00000
1292023.04.05 08:40modify340.100.669380.671840.66359
1302023.04.05 08:40modify330.100.671710.671840.66359
1312023.04.05 08:40modify320.100.678590.671840.66359
1322023.04.05 09:40sell350.100.667950.000000.00000
1332023.04.05 09:40modify350.100.667950.673340.66359
1342023.04.05 09:40modify340.100.669380.673340.66359
1352023.04.05 09:40modify330.100.671710.673340.66359
1362023.04.05 09:40modify320.100.678590.673340.66359
1372023.04.10 12:40t/p320.100.663590.673340.66359150.9711376.44
1382023.04.10 12:40t/p330.100.663590.673340.6635982.0111458.44
1392023.04.10 12:40t/p340.100.663590.673340.6635958.7111517.15
1402023.04.10 12:40t/p350.100.663590.673340.6635944.4111561.55
1412023.04.14 00:00sell360.100.678330.000000.00000
1422023.04.14 00:00modify360.100.678330.690330.66333
1432023.04.14 15:10sell370.100.671480.000000.00000
1442023.04.14 15:10modify370.100.671480.677580.66333
1452023.04.14 15:10modify360.100.678330.677580.66333
1462023.04.17 01:05sell380.100.669170.000000.00000
1472023.04.17 01:05modify380.100.669170.671580.66333
1482023.04.17 01:05modify370.100.671480.671580.66333
1492023.04.17 01:05modify360.100.678330.671580.66333
1502023.04.17 05:40s/l360.100.671580.671580.6633367.6611629.22
1512023.04.17 05:40s/l370.100.671580.671580.66333-0.8411628.38
1522023.04.17 05:40s/l380.100.671580.671580.66333-24.1011604.28