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=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 profit2470.30Gross profit3673.49Gross loss-1203.19
Profit factor3.05Expected payoff34.31
Absolute drawdown11.72Maximal drawdown419.05 (3.43%)Relative drawdown3.67% (408.21)
Total trades72Short positions (won %)33 (81.82%)Long positions (won %)39 (61.54%)
Profit trades (% of total)51 (70.83%)Loss trades (% of total)21 (29.17%)
Largestprofit trade142.26loss trade-134.92
Averageprofit trade72.03loss trade-57.29
Maximumconsecutive wins (profit in money)8 (603.24)consecutive losses (loss in money)3 (-201.78)
Maximalconsecutive profit (count of wins)603.24 (8)consecutive loss (count of losses)-201.78 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.04 20:00sell10.100.725650.000000.00000
22022.05.04 20:00modify10.100.725650.738650.71165
32022.05.05 12:40sell20.100.717800.000000.00000
42022.05.05 12:40modify20.100.717800.721450.71165
52022.05.05 12:40modify10.100.725650.721450.71165
62022.05.05 12:55sell30.100.718430.000000.00000
72022.05.05 12:55modify30.100.718430.722850.71165
82022.05.05 13:00modify30.100.718430.721450.71165
92022.05.05 15:20t/p10.100.711650.721450.71165140.4810140.48
102022.05.05 15:20t/p20.100.711650.721450.7116561.5010201.98
112022.05.05 15:20t/p30.100.711650.721450.7116567.8010269.78
122022.05.12 12:00buy40.100.685840.000000.00000
132022.05.12 12:00modify40.100.685840.672840.69984
142022.05.13 16:30buy50.100.692980.000000.00000
152022.05.13 16:30modify50.100.692980.688640.69984
162022.05.13 16:30modify40.100.685840.688640.69984
172022.05.13 20:20buy60.100.693560.000000.00000
182022.05.13 20:20modify60.100.693560.690040.69984
192022.05.13 20:20modify50.100.692980.690040.69984
202022.05.13 20:20modify40.100.685840.690040.69984
212022.05.16 02:33s/l40.100.690040.690040.6998441.2410311.03
222022.05.16 02:33s/l50.100.690040.690040.69984-29.7810281.25
232022.05.16 02:33s/l60.100.690040.690040.69984-35.5810245.67
242022.05.17 12:00sell70.100.703040.000000.00000
252022.05.17 12:00modify70.100.703040.716040.68904
262022.05.18 19:40sell80.100.695790.000000.00000
272022.05.18 19:40modify80.100.695790.700240.68904
282022.05.18 19:40modify70.100.703040.700240.68904
292022.05.18 20:55sell90.100.695310.000000.00000
302022.05.18 20:55modify90.100.695310.698840.68904
312022.05.18 20:55modify80.100.695790.698840.68904
322022.05.18 20:55modify70.100.703040.698840.68904
332022.05.19 02:30s/l70.100.698840.698840.6890442.6410288.31
342022.05.19 02:30s/l80.100.698840.698840.68904-30.0210258.30
352022.05.19 02:30s/l90.100.698840.698840.68904-34.8210223.48
362022.05.30 12:00sell100.100.718520.000000.00000
372022.05.30 12:00modify100.100.718520.731520.70452
382022.06.09 15:40sell110.100.711370.000000.00000
392022.06.09 15:40modify110.100.711370.715720.70452
402022.06.09 15:40modify100.100.718520.715720.70452
412022.06.09 17:40sell120.100.710770.000000.00000
422022.06.09 17:40modify120.100.710770.714320.70452
432022.06.09 17:40modify110.100.711370.714320.70452
442022.06.09 17:40modify100.100.718520.714320.70452
452022.06.10 14:33t/p100.100.704520.714320.70452142.1010365.58
462022.06.10 14:33t/p110.100.704520.714320.7045268.6610434.24
472022.06.10 14:33t/p120.100.704520.714320.7045262.6610496.90
482022.06.10 16:00buy130.100.705540.000000.00000
492022.06.10 16:00modify130.100.705540.692540.71954
502022.06.13 14:40s/l130.100.692540.692540.71954-130.3810366.52
512022.06.14 12:00buy140.100.688540.000000.00000
522022.06.14 12:00modify140.100.688540.675540.70254
532022.06.15 14:25buy150.100.695610.000000.00000
542022.06.15 14:25modify150.100.695610.691340.70254
552022.06.15 14:25modify140.100.688540.691340.70254
562022.06.16 00:30t/p140.100.702540.691340.70254138.4810505.01
572022.06.16 00:30t/p150.100.702540.691340.7025468.1610573.17
582022.07.11 16:00buy160.100.675190.000000.00000
592022.07.11 16:00modify160.100.675190.662190.68919
602022.07.18 07:20buy170.100.682370.000000.00000
612022.07.18 07:20modify170.100.682370.677990.68919
622022.07.18 07:20modify160.100.675190.677990.68919
632022.07.18 07:30buy180.100.683090.000000.00000
642022.07.18 07:30modify180.100.683090.679390.68919
652022.07.18 07:30modify170.100.682370.679390.68919
662022.07.18 07:30modify160.100.675190.679390.68919
672022.07.18 14:40buy190.100.685700.000000.00000
682022.07.18 14:40modify190.100.685700.680090.68919
692022.07.18 14:40modify180.100.683090.680090.68919
702022.07.18 14:40modify170.100.682370.680090.68919
712022.07.18 14:40modify160.100.675190.680090.68919
722022.07.19 08:30t/p160.100.689190.680090.68919136.9710710.14
732022.07.19 08:30t/p170.100.689190.680090.6891967.8210777.96
742022.07.19 08:30t/p180.100.689190.680090.6891960.6210838.58
752022.07.19 08:30t/p190.100.689190.680090.6891934.5210873.10
762022.07.19 12:00sell200.100.689720.000000.00000
772022.07.19 12:00modify200.100.689720.702720.67572
782022.07.29 06:40s/l200.100.702720.702720.67572-128.0710745.04
792022.08.10 16:00sell210.100.709690.000000.00000
802022.08.10 16:00modify210.100.709690.722690.69569
812022.08.15 10:05sell220.100.702510.000000.00000
822022.08.15 10:05modify220.100.702510.706890.69569
832022.08.15 10:05modify210.100.709690.706890.69569
842022.08.15 12:55sell230.100.701890.000000.00000
852022.08.15 12:55modify230.100.701890.705490.69569
862022.08.15 12:55modify220.100.702510.705490.69569
872022.08.15 12:55modify210.100.709690.705490.69569
882022.08.16 07:15sell240.100.699050.000000.00000
892022.08.16 07:15modify240.100.699050.704790.69569
902022.08.16 07:15modify230.100.701890.704790.69569
912022.08.16 07:15modify220.100.702510.704790.69569
922022.08.16 07:15modify210.100.709690.704790.69569
932022.08.17 10:40t/p210.100.695690.704790.69569141.1310886.17
942022.08.17 10:40t/p220.100.695690.704790.6956968.5210954.69
952022.08.17 10:40t/p230.100.695690.704790.6956962.3211017.01
962022.08.17 10:40t/p240.100.695690.704790.6956933.7611050.77
972022.08.17 12:00buy250.100.694020.000000.00000
982022.08.17 12:00modify250.100.694020.681020.70802
992022.08.26 14:15buy260.100.701140.000000.00000
1002022.08.26 14:15modify260.100.701140.696820.70802
1012022.08.26 14:15modify250.100.694020.696820.70802
1022022.08.26 14:30s/l250.100.696820.696820.7080223.8311074.60
1032022.08.26 14:30s/l260.100.696820.696820.70802-43.2011031.40
1042022.09.21 20:00buy270.100.663890.000000.00000
1052022.09.21 20:00modify270.100.663890.650890.67789
1062022.09.26 00:30s/l270.100.650890.650890.67789-131.8910899.51
1072022.09.27 20:00buy280.100.643190.000000.00000
1082022.09.27 20:00modify280.100.643190.630190.65719
1092022.09.28 15:30buy290.100.650340.000000.00000
1102022.09.28 15:30modify290.100.650340.645990.65719
1112022.09.28 15:30modify280.100.643190.645990.65719
1122022.09.28 15:50buy300.100.651070.000000.00000
1132022.09.28 15:50modify300.100.651070.647390.65719
1142022.09.28 15:50modify290.100.650340.647390.65719
1152022.09.28 15:50modify280.100.643190.647390.65719
1162022.09.29 02:40s/l280.100.647390.647390.6571940.4810940.00
1172022.09.29 02:40s/l290.100.647390.647390.65719-30.6410909.36
1182022.09.29 02:40s/l300.100.647390.647390.65719-37.9410871.42
1192022.10.07 20:00buy310.100.636550.000000.00000
1202022.10.07 20:00modify310.100.636550.623550.65055
1212022.10.12 12:15s/l310.100.623550.623550.65055-131.1410740.29
1222022.11.04 20:00sell320.100.647680.000000.00000
1232022.11.04 20:00modify320.100.647680.660680.63368
1242022.11.07 07:40sell330.100.640620.000000.00000
1252022.11.07 07:40modify330.100.640620.644880.63368
1262022.11.07 07:40modify320.100.647680.644880.63368
1272022.11.07 08:40s/l320.100.644880.644880.6336828.1610768.45
1282022.11.07 08:40s/l330.100.644880.644880.63368-42.6010725.85
1292022.11.21 16:00buy340.100.659350.000000.00000
1302022.11.21 16:00modify340.100.659350.646350.67335
1312022.11.23 07:50buy350.100.667150.000000.00000
1322022.11.23 07:50modify350.100.667150.663550.67335
1332022.11.23 07:50modify340.100.659350.663550.67335
1342022.11.23 08:25buy360.100.666360.000000.00000
1352022.11.23 08:25modify360.100.666360.662150.67335
1362022.11.23 08:30modify360.100.666360.663550.67335
1372022.11.23 15:20buy370.100.670120.000000.00000
1382022.11.23 15:20modify370.100.670120.664250.67335
1392022.11.23 15:20modify350.100.667150.664250.67335
1402022.11.23 15:20modify360.100.666360.664250.67335
1412022.11.23 15:20modify340.100.659350.664250.67335
1422022.11.23 19:40t/p340.100.673350.664250.67335139.2410865.09
1432022.11.23 19:40t/p350.100.673350.664250.6733562.0010927.09
1442022.11.23 19:40t/p360.100.673350.664250.6733569.9010996.99
1452022.11.23 19:40t/p370.100.673350.664250.6733532.3011029.29
1462022.12.13 16:00sell380.100.687680.000000.00000
1472022.12.13 16:00modify380.100.687680.700680.67368
1482022.12.15 08:20sell390.100.680480.000000.00000
1492022.12.15 08:20modify390.100.680480.684880.67368
1502022.12.15 08:20modify380.100.687680.684880.67368
1512022.12.15 10:10sell400.100.677180.000000.00000
1522022.12.15 10:10modify400.100.677180.682780.67368
1532022.12.15 10:10modify390.100.680480.682780.67368
1542022.12.15 10:10modify380.100.687680.682780.67368
1552022.12.15 15:20t/p380.100.673680.682780.67368140.6411169.94
1562022.12.15 15:20t/p390.100.673680.682780.6736868.0011237.94
1572022.12.15 15:20t/p400.100.673680.682780.6736835.0011272.94
1582022.12.15 16:00buy410.100.672500.000000.00000
1592022.12.15 16:00modify410.100.672500.659500.68650
1602022.12.28 12:40buy420.100.680230.000000.00000
1612022.12.28 12:40modify420.100.680230.676700.68650
1622022.12.28 12:40modify410.100.672500.676700.68650
1632022.12.28 15:15buy430.100.679720.000000.00000
1642022.12.28 15:15modify430.100.679720.675300.68650
1652022.12.28 15:20modify430.100.679720.676700.68650
1662022.12.28 15:40s/l410.100.676700.676700.6865037.8311310.77
1672022.12.28 15:40s/l420.100.676700.676700.68650-35.3011275.47
1682022.12.28 15:40s/l430.100.676700.676700.68650-30.2011245.27
1692023.01.03 12:00buy440.100.670060.000000.00000
1702023.01.03 12:00modify440.100.670060.657060.68406
1712023.01.04 02:20buy450.100.677190.000000.00000
1722023.01.04 02:20modify450.100.677190.672860.68406
1732023.01.04 02:20modify440.100.670060.672860.68406
1742023.01.04 02:40buy460.100.677890.000000.00000
1752023.01.04 02:40modify460.100.677890.674260.68406
1762023.01.04 02:40modify450.100.677190.674260.68406
1772023.01.04 02:40modify440.100.670060.674260.68406
1782023.01.04 04:30buy470.100.680730.000000.00000
1792023.01.04 04:30modify470.100.680730.674960.68406
1802023.01.04 04:30modify460.100.677890.674960.68406
1812023.01.04 04:30modify450.100.677190.674960.68406
1822023.01.04 04:30modify440.100.670060.674960.68406
1832023.01.04 07:40t/p440.100.684060.674960.68406139.6211384.89
1842023.01.04 07:40t/p450.100.684060.674960.6840668.7011453.59
1852023.01.04 07:40t/p460.100.684060.674960.6840661.7011515.29
1862023.01.04 07:40t/p470.100.684060.674960.6840633.3011548.59
1872023.01.12 20:00sell480.100.697110.000000.00000
1882023.01.12 20:00modify480.100.697110.710110.68311
1892023.01.19 01:40sell490.100.689260.000000.00000
1902023.01.19 01:40modify490.100.689260.692910.68311
1912023.01.19 01:40modify480.100.697110.692910.68311
1922023.01.19 01:55sell500.100.690070.000000.00000
1932023.01.19 01:55modify500.100.690070.694310.68311
1942023.01.19 02:00modify500.100.690070.692910.68311
1952023.01.20 02:30s/l480.100.692910.692910.6831143.2911591.88
1962023.01.20 02:30s/l490.100.692910.692910.68311-36.3411555.54
1972023.01.20 02:30s/l500.100.692910.692910.68311-28.2411527.30
1982023.01.23 16:00sell510.100.703140.000000.00000
1992023.01.23 16:00modify510.100.703140.716140.68914
2002023.02.03 15:30sell520.100.695260.000000.00000
2012023.02.03 15:30modify520.100.695260.698940.68914
2022023.02.03 15:30modify510.100.703140.698940.68914
2032023.02.03 18:40sell530.100.692550.000000.00000
2042023.02.03 18:40modify530.100.692550.698240.68914
2052023.02.03 18:40modify520.100.695260.698240.68914
2062023.02.03 18:40modify510.100.703140.698240.68914
2072023.02.06 13:40t/p510.100.689140.698240.68914142.2611669.56
2082023.02.06 13:40t/p520.100.689140.698240.6891461.3611730.92
2092023.02.06 13:40t/p530.100.689140.698240.6891434.2611765.18
2102023.02.14 20:00sell540.100.698870.000000.00000
2112023.02.14 20:00modify540.100.698870.711870.68487
2122023.02.15 06:55sell550.100.691570.000000.00000
2132023.02.15 06:55modify550.100.691570.696070.68487
2142023.02.15 06:55modify540.100.698870.696070.68487
2152023.02.15 09:35sell560.100.691050.000000.00000
2162023.02.15 09:35modify560.100.691050.694670.68487
2172023.02.15 09:35modify550.100.691570.694670.68487
2182023.02.15 09:35modify540.100.698870.694670.68487
2192023.02.15 13:55sell570.100.688320.000000.00000
2202023.02.15 13:55modify570.100.688320.693970.68487
2212023.02.15 13:55modify560.100.691050.693970.68487
2222023.02.15 13:55modify550.100.691570.693970.68487
2232023.02.15 13:55modify540.100.698870.693970.68487
2242023.02.16 15:05t/p540.100.684870.693970.68487140.6411905.83
2252023.02.16 15:05t/p550.100.684870.693970.6848767.4811973.31
2262023.02.16 15:05t/p560.100.684870.693970.6848762.2812035.59
2272023.02.16 15:05t/p570.100.684870.693970.6848734.9812070.58
2282023.02.17 12:00buy580.100.681870.000000.00000
2292023.02.17 12:00modify580.100.681870.668870.69587
2302023.02.20 02:30buy590.100.689150.000000.00000
2312023.02.20 02:30modify590.100.689150.684670.69587
2322023.02.20 02:30modify580.100.681870.684670.69587
2332023.02.20 04:20buy600.100.689600.000000.00000
2342023.02.20 04:20modify600.100.689600.686070.69587
2352023.02.20 04:20modify590.100.689150.686070.69587
2362023.02.20 04:20modify580.100.681870.686070.69587
2372023.02.21 14:40s/l580.100.686070.686070.6958741.2412111.82
2382023.02.21 14:40s/l590.100.686070.686070.69587-31.1812080.64
2392023.02.21 14:40s/l600.100.686070.686070.69587-35.6812044.96
2402023.02.22 20:00buy610.100.679750.000000.00000
2412023.02.22 20:00modify610.100.679750.666750.69375
2422023.03.07 10:40s/l610.100.666750.666750.69375-134.9211910.04
2432023.03.07 12:00buy620.100.666560.000000.00000
2442023.03.07 12:00modify620.100.666560.653560.68056
2452023.03.22 18:30buy630.100.673850.000000.00000
2462023.03.22 18:30modify630.100.673850.669360.68056
2472023.03.22 18:30modify620.100.666560.669360.68056
2482023.03.22 19:40s/l620.100.669360.669360.6805622.3211932.36
2492023.03.22 19:40s/l630.100.669360.669360.68056-44.9011887.46
2502023.04.03 20:00sell640.100.678880.000000.00000
2512023.04.03 20:00modify640.100.678880.691880.66488
2522023.04.05 07:30sell650.100.671710.000000.00000
2532023.04.05 07:30modify650.100.671710.676080.66488
2542023.04.05 07:30modify640.100.678880.676080.66488
2552023.04.05 07:50sell660.100.671030.000000.00000
2562023.04.05 07:50modify660.100.671030.674680.66488
2572023.04.05 07:50modify650.100.671710.674680.66488
2582023.04.05 07:50modify640.100.678880.674680.66488
2592023.04.05 10:30sell670.100.668370.000000.00000
2602023.04.05 10:30modify670.100.668370.673980.66488
2612023.04.05 10:30modify660.100.671030.673980.66488
2622023.04.05 10:30modify650.100.671710.673980.66488
2632023.04.05 10:30modify640.100.678880.673980.66488
2642023.04.07 12:40t/p640.100.664880.673980.66488140.9712028.42
2652023.04.07 12:40t/p650.100.664880.673980.6648868.9412097.37
2662023.04.07 12:40t/p660.100.664880.673980.6648862.1412159.51
2672023.04.07 12:40t/p670.100.664880.673980.6648835.5412195.06
2682023.04.10 16:00buy680.100.662720.000000.00000
2692023.04.10 16:00modify680.100.662720.649720.67672
2702023.04.12 13:55buy690.100.669990.000000.00000
2712023.04.12 13:55modify690.100.669990.665520.67672
2722023.04.12 13:55modify680.100.662720.665520.67672
2732023.04.12 18:40buy700.100.670720.000000.00000
2742023.04.12 18:40modify700.100.670720.666920.67672
2752023.04.12 18:40modify690.100.669990.666920.67672
2762023.04.12 18:40modify680.100.662720.666920.67672
2772023.04.13 09:40buy710.100.673470.000000.00000
2782023.04.13 09:40modify710.100.673470.667620.67672
2792023.04.13 09:40modify700.100.670720.667620.67672
2802023.04.13 09:40modify690.100.669990.667620.67672
2812023.04.13 09:40modify680.100.662720.667620.67672
2822023.04.13 13:40t/p680.100.676720.667620.67672138.1112333.16
2832023.04.13 13:40t/p690.100.676720.667620.6767266.1612399.33
2842023.04.13 13:40t/p700.100.676720.667620.6767258.8612458.19
2852023.04.13 13:40t/p710.100.676720.667620.6767232.5012490.69
2862023.04.25 16:00buy720.100.662800.000000.00000
2872023.04.25 16:00modify720.100.662800.649800.67680
2882023.04.30 23:59close at stop720.100.660950.649800.67680-20.3912470.30