Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 modelled79172Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2130.91Gross profit2551.38Gross loss-420.48
Profit factor6.07Expected payoff39.46
Absolute drawdown67.57Maximal drawdown384.85 (3.50%)Relative drawdown3.50% (384.85)
Total trades54Short positions (won %)32 (93.75%)Long positions (won %)22 (63.64%)
Profit trades (% of total)44 (81.48%)Loss trades (% of total)10 (18.52%)
Largestprofit trade113.25loss trade-95.58
Averageprofit trade57.99loss trade-42.05
Maximumconsecutive wins (profit in money)15 (893.14)consecutive losses (loss in money)5 (-253.41)
Maximalconsecutive profit (count of wins)893.14 (15)consecutive loss (count of losses)-253.41 (5)
Averageconsecutive wins9consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 04:00buy10.1092.3400.0000.000
22022.07.01 04:00modify10.1092.34091.04093.840
32022.07.04 09:40buy20.1093.2620.0000.000
42022.07.04 09:40modify20.1093.26292.79093.840
52022.07.04 09:40modify10.1092.34092.79093.840
62022.07.04 14:40buy30.1093.1100.0000.000
72022.07.04 14:40modify30.1093.11092.41593.840
82022.07.04 14:45modify30.1093.11092.79093.840
92022.07.05 00:10buy40.1093.4060.0000.000
102022.07.05 00:10modify40.1093.40692.94093.840
112022.07.05 00:10modify20.1093.26292.94093.840
122022.07.05 00:10modify30.1093.11092.94093.840
132022.07.05 00:10modify10.1092.34092.94093.840
142022.07.05 01:30t/p10.1093.84092.94093.840111.2610111.26
152022.07.05 01:30t/p20.1093.84092.94093.84042.9910154.25
162022.07.05 01:30t/p30.1093.84092.94093.84054.1610208.40
172022.07.05 01:30t/p40.1093.84092.94093.84031.9010240.30
182022.08.12 04:00sell50.1094.8260.0000.000
192022.08.12 04:00modify50.1094.82696.12693.326
202022.08.15 08:30sell60.1094.0570.0000.000
212022.08.15 08:30modify60.1094.05794.75193.326
222022.08.15 08:30modify50.1094.82694.75193.326
232022.08.15 08:40sell70.1093.9100.0000.000
242022.08.15 08:40modify70.1093.91094.37693.326
252022.08.15 08:40modify60.1094.05794.37693.326
262022.08.15 08:40modify50.1094.82694.37693.326
272022.08.15 10:30sell80.1093.7740.0000.000
282022.08.15 10:30modify80.1093.77494.22693.326
292022.08.15 10:30modify70.1093.91094.22693.326
302022.08.15 10:30modify60.1094.05794.22693.326
312022.08.15 10:30modify50.1094.82694.22693.326
322022.08.15 12:20t/p50.1093.32694.22693.326109.5710349.88
332022.08.15 12:20t/p60.1093.32694.22693.32653.7410403.62
342022.08.15 12:20t/p70.1093.32694.22693.32642.9310446.55
352022.08.15 12:20t/p80.1093.32694.22693.32632.9310479.48
362022.09.09 04:00sell90.1097.6770.0000.000
372022.09.09 04:00modify90.1097.67798.97796.177
382022.09.14 05:00sell100.1096.9040.0000.000
392022.09.14 05:00modify100.1096.90497.60296.177
402022.09.14 05:00modify90.1097.67797.60296.177
412022.09.14 09:10sell110.1096.6150.0000.000
422022.09.14 09:10modify110.1096.61597.07796.177
432022.09.14 09:10modify100.1096.90497.07796.177
442022.09.14 09:10modify90.1097.67797.07796.177
452022.09.14 12:40t/p90.1096.17797.07796.177108.2010587.68
462022.09.14 12:40t/p100.1096.17797.07796.17753.4410641.12
472022.09.14 12:40t/p110.1096.17797.07796.17732.1910673.31
482022.09.28 04:00buy120.1092.6260.0000.000
492022.09.28 04:00modify120.1092.62691.32694.126
502022.09.28 14:30buy130.1093.5510.0000.000
512022.09.28 14:30modify130.1093.55193.07694.126
522022.09.28 14:30modify120.1092.62693.07694.126
532022.09.28 14:40buy140.1093.6800.0000.000
542022.09.28 14:40modify140.1093.68093.22694.126
552022.09.28 14:40modify130.1093.55193.22694.126
562022.09.28 14:40modify120.1092.62693.22694.126
572022.09.29 07:40s/l120.1093.22693.22694.12645.6010718.91
582022.09.29 07:40s/l130.1093.22693.22694.126-22.4110696.49
592022.09.29 07:40s/l140.1093.22693.22694.126-31.8910664.60
602022.10.10 08:00buy150.1091.7850.0000.000
612022.10.10 08:00modify150.1091.78590.48593.285
622022.10.13 16:50buy160.1092.5510.0000.000
632022.10.13 16:50modify160.1092.55191.86093.285
642022.10.13 16:50modify150.1091.78591.86093.285
652022.10.13 17:40buy170.1092.8530.0000.000
662022.10.13 17:40modify170.1092.85392.38593.285
672022.10.13 17:40modify160.1092.55192.38593.285
682022.10.13 17:40modify150.1091.78592.38593.285
692022.10.13 18:10buy180.1092.6930.0000.000
702022.10.13 18:10modify180.1092.69392.23593.285
712022.10.13 18:15modify180.1092.69392.38593.285
722022.10.14 02:15t/p150.1093.28592.38593.285113.2510777.85
732022.10.14 02:15t/p160.1093.28592.38593.28554.4610832.30
742022.10.14 02:15t/p170.1093.28592.38593.28532.2610864.56
752022.10.14 02:15t/p180.1093.28592.38593.28544.0210908.58
762022.11.10 04:00buy190.1093.7800.0000.000
772022.11.10 04:00modify190.1093.78092.48095.280
782022.11.15 17:05buy200.1094.5380.0000.000
792022.11.15 17:05modify200.1094.53893.85595.280
802022.11.15 17:05modify190.1093.78093.85595.280
812022.11.15 18:40s/l190.1093.85593.85595.2807.0110915.58
822022.11.15 18:40s/l200.1093.85593.85595.280-50.2110865.37
832022.11.28 04:00buy210.1092.7250.0000.000
842022.11.28 04:00modify210.1092.72591.42594.225
852022.11.30 10:30buy220.1093.4800.0000.000
862022.11.30 10:30modify220.1093.48092.80094.225
872022.11.30 10:30modify210.1092.72592.80094.225
882022.11.30 13:50buy230.1093.6370.0000.000
892022.11.30 13:50modify230.1093.63793.17594.225
902022.11.30 13:50modify220.1093.48093.17594.225
912022.11.30 13:50modify210.1092.72593.17594.225
922022.11.30 14:05buy240.1093.7790.0000.000
932022.11.30 14:05modify240.1093.77993.32594.225
942022.11.30 14:05modify230.1093.63793.32594.225
952022.11.30 14:05modify220.1093.48093.32594.225
962022.11.30 14:05modify210.1092.72593.32594.225
972022.12.01 00:30s/l210.1093.32593.32594.22546.5910911.96
982022.12.01 00:30s/l220.1093.32593.32594.225-9.9110902.05
992022.12.01 00:30s/l230.1093.32593.32594.225-21.4510880.60
1002022.12.01 00:30s/l240.1093.32593.32594.225-31.8910848.71
1012022.12.16 08:00buy250.1091.8860.0000.000
1022022.12.16 08:00modify250.1091.88690.58693.386
1032022.12.20 03:30s/l250.1090.58690.58693.386-94.5810754.13
1042022.12.20 04:00buy260.1089.0200.0000.000
1052022.12.20 04:00modify260.1089.02087.72090.520
1062022.12.20 15:40s/l260.1087.72087.72090.520-95.5810658.55
1072022.12.28 04:00sell270.1090.4460.0000.000
1082022.12.28 04:00modify270.1090.44691.74688.946
1092022.12.29 13:30sell280.1089.6930.0000.000
1102022.12.29 13:30modify280.1089.69390.37188.946
1112022.12.29 13:30modify270.1090.44690.37188.946
1122022.12.30 00:40sell290.1089.5250.0000.000
1132022.12.30 00:40modify290.1089.52589.99688.946
1142022.12.30 00:40modify280.1089.69389.99688.946
1152022.12.30 00:40modify270.1090.44689.99688.946
1162022.12.30 21:26sell300.1089.3820.0000.000
1172022.12.30 21:26modify300.1089.38289.84688.946
1182022.12.30 21:26modify290.1089.52589.84688.946
1192022.12.30 21:26modify280.1089.69389.84688.946
1202022.12.30 21:26modify270.1090.44689.84688.946
1212023.01.01 22:00t/p270.1088.94689.84688.946107.5110766.06
1222023.01.01 22:00t/p280.1088.94689.84688.94654.2210820.29
1232023.01.01 22:00t/p290.1088.94689.84688.94642.5610862.85
1242023.01.01 22:00t/p300.1088.94689.84688.94632.0510894.90
1252023.01.03 04:00buy310.1088.6820.0000.000
1262023.01.03 04:00modify310.1088.68287.38290.182
1272023.01.04 09:05buy320.1089.7520.0000.000
1282023.01.04 09:05modify320.1089.75289.28290.182
1292023.01.04 09:05modify310.1088.68289.28290.182
1302023.01.04 09:45buy330.1089.6110.0000.000
1312023.01.04 09:45modify330.1089.61189.13290.182
1322023.01.04 09:50modify330.1089.61189.28290.182
1332023.01.04 15:20t/p310.1090.18289.28290.182110.7811005.67
1342023.01.04 15:20t/p320.1090.18289.28290.18231.6211037.29
1352023.01.04 15:20t/p330.1090.18289.28290.18241.9811079.27
1362023.01.09 08:00sell340.1091.4480.0000.000
1372023.01.09 08:00modify340.1091.44892.74889.948
1382023.01.12 08:40sell350.1090.6720.0000.000
1392023.01.12 08:40modify350.1090.67291.37389.948
1402023.01.12 08:40modify340.1091.44891.37389.948
1412023.01.12 10:00sell360.1090.5250.0000.000
1422023.01.12 10:00modify360.1090.52590.99889.948
1432023.01.12 10:00modify350.1090.67290.99889.948
1442023.01.12 10:00modify340.1091.44890.99889.948
1452023.01.12 13:15t/p340.1089.94890.99889.948106.8411186.11
1462023.01.12 13:15t/p350.1089.94890.99889.94853.2211239.33
1472023.01.12 13:15t/p360.1089.94890.99889.94842.4211281.75
1482023.01.18 04:00sell370.1091.6020.0000.000
1492023.01.18 04:00modify370.1091.60292.90290.102
1502023.01.18 10:20sell380.1090.8470.0000.000
1512023.01.18 10:20modify380.1090.84791.52790.102
1522023.01.18 10:20modify370.1091.60291.52790.102
1532023.01.18 11:59sell390.1090.5260.0000.000
1542023.01.18 11:59modify390.1090.52691.00290.102
1552023.01.18 11:59modify380.1090.84791.00290.102
1562023.01.18 11:59modify370.1091.60291.00290.102
1572023.01.18 12:45sell400.1090.6830.0000.000
1582023.01.18 12:45modify400.1090.68391.15290.102
1592023.01.18 12:50modify400.1090.68391.00290.102
1602023.01.18 14:05t/p370.1090.10291.00290.102110.2711392.02
1612023.01.18 14:05t/p380.1090.10291.00290.10254.7711446.79
1622023.01.18 14:05t/p390.1090.10291.00290.10231.1711477.96
1632023.01.18 14:05t/p400.1090.10291.00290.10242.7111520.67
1642023.01.25 04:00sell410.1092.6320.0000.000
1652023.01.25 04:00modify410.1092.63293.93291.132
1662023.01.25 12:20sell420.1091.8560.0000.000
1672023.01.25 12:20modify420.1091.85692.55791.132
1682023.01.25 12:20modify410.1092.63292.55791.132
1692023.01.25 13:40sell430.1091.7130.0000.000
1702023.01.25 13:40modify430.1091.71392.18291.132
1712023.01.25 13:40modify420.1091.85692.18291.132
1722023.01.25 13:40modify410.1092.63292.18291.132
1732023.01.26 05:30s/l410.1092.18292.18291.13231.0211551.69
1742023.01.26 05:30s/l420.1092.18292.18291.132-26.0211525.67
1752023.01.26 05:30s/l430.1092.18292.18291.132-36.5311489.14
1762023.02.13 12:00sell440.1091.9650.0000.000
1772023.02.13 12:00modify440.1091.96593.26590.465
1782023.03.07 03:40sell450.1091.0560.0000.000
1792023.03.07 03:40modify450.1091.05691.51590.465
1802023.03.07 03:40modify440.1091.96591.51590.465
1812023.03.07 04:05sell460.1091.2050.0000.000
1822023.03.07 04:05modify460.1091.20591.89090.465
1832023.03.07 04:10modify460.1091.20591.51590.465
1842023.03.07 08:20sell470.1090.9150.0000.000
1852023.03.07 08:20modify470.1090.91591.36590.465
1862023.03.07 08:20modify450.1091.05691.36590.465
1872023.03.07 08:20modify460.1091.20591.36590.465
1882023.03.07 08:20modify440.1091.96591.36590.465
1892023.03.07 15:40t/p440.1090.46591.36590.46595.1511584.29
1902023.03.07 15:40t/p450.1090.46591.36590.46543.4411627.73
1912023.03.07 15:40t/p460.1090.46591.36590.46554.4011682.13
1922023.03.07 15:40t/p470.1090.46591.36590.46533.0811715.21
1932023.04.03 12:00sell480.1089.8660.0000.000
1942023.04.03 12:00modify480.1089.86691.16688.366
1952023.04.04 14:20sell490.1089.1150.0000.000
1962023.04.04 14:20modify490.1089.11589.79188.366
1972023.04.04 14:20modify480.1089.86689.79188.366
1982023.04.04 14:30sell500.1088.9550.0000.000
1992023.04.04 14:30modify500.1088.95589.41688.366
2002023.04.04 14:30modify490.1089.11589.41688.366
2012023.04.04 14:30modify480.1089.86689.41688.366
2022023.04.04 14:50sell510.1088.7940.0000.000
2032023.04.04 14:50modify510.1088.79489.26688.366
2042023.04.04 14:50modify500.1088.95589.26688.366
2052023.04.04 14:50modify490.1089.11589.26688.366
2062023.04.04 14:50modify480.1089.86689.26688.366
2072023.04.05 07:30t/p480.1088.36689.26688.366108.9011824.11
2082023.04.05 07:30t/p490.1088.36689.26688.36654.3711878.48
2092023.04.05 07:30t/p500.1088.36689.26688.36642.6111921.10
2102023.04.05 07:30t/p510.1088.36689.26688.36630.7711951.87
2112023.04.13 12:00sell520.1089.8170.0000.000
2122023.04.13 12:00modify520.1089.81791.11788.317
2132023.04.25 13:30sell530.1088.8990.0000.000
2142023.04.25 13:30modify530.1088.89989.36788.317
2152023.04.25 13:30modify520.1089.81789.36788.317
2162023.04.25 13:40sell540.1088.7640.0000.000
2172023.04.25 13:40modify540.1088.76489.21788.317
2182023.04.25 13:40modify530.1088.89989.21788.317
2192023.04.25 13:40modify520.1089.81789.21788.317
2202023.04.25 18:05t/p520.1088.31789.21788.317103.3912055.27
2212023.04.25 18:05t/p530.1088.31789.21788.31742.7812098.05
2222023.04.25 18:05t/p540.1088.31789.21788.31732.8612130.91