Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 test2617Ticks modelled79352Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit984.57Gross profit1373.42Gross loss-388.85
Profit factor3.53Expected payoff29.84
Absolute drawdown16.08Maximal drawdown196.90 (1.88%)Relative drawdown1.88% (196.90)
Total trades33Short positions (won %)18 (66.67%)Long positions (won %)15 (53.33%)
Profit trades (% of total)20 (60.61%)Loss trades (% of total)13 (39.39%)
Largestprofit trade151.13loss trade-60.38
Averageprofit trade68.67loss trade-29.91
Maximumconsecutive wins (profit in money)5 (411.62)consecutive losses (loss in money)3 (-76.28)
Maximalconsecutive profit (count of wins)411.62 (5)consecutive loss (count of losses)-120.38 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 16:00buy10.100.679130.000000.00000
22022.07.01 16:00modify10.100.679130.673130.69413
32022.07.04 07:05buy20.100.684410.000000.00000
42022.07.04 07:05modify20.100.684410.680630.69413
52022.07.04 07:05modify10.100.679130.680630.69413
62022.07.04 09:50buy30.100.688230.000000.00000
72022.07.04 09:50modify30.100.688230.682880.69413
82022.07.04 09:50modify20.100.684410.682880.69413
92022.07.04 09:50modify10.100.679130.682880.69413
102022.07.05 01:40buy40.100.689730.000000.00000
112022.07.05 01:40modify40.100.689730.688130.69413
122022.07.05 01:40modify30.100.688230.688130.69413
132022.07.05 01:40modify20.100.684410.688130.69413
142022.07.05 01:40modify10.100.679130.688130.69413
152022.07.05 02:30s/l10.100.688130.688130.6941389.2410089.24
162022.07.05 02:30s/l20.100.688130.688130.6941336.8210126.06
172022.07.05 02:30s/l30.100.688130.688130.69413-1.3810124.68
182022.07.05 02:30s/l40.100.688130.688130.69413-16.0010108.68
192022.08.02 12:00buy50.100.693790.000000.00000
202022.08.02 12:00modify50.100.693790.687790.70879
212022.08.04 10:40buy60.100.699230.000000.00000
222022.08.04 10:40modify60.100.699230.695290.70879
232022.08.04 10:40modify50.100.693790.695290.70879
242022.08.04 13:20s/l50.100.695290.695290.7087913.4810122.17
252022.08.04 13:20s/l60.100.695290.695290.70879-39.4010082.77
262022.08.10 20:00sell70.100.708010.000000.00000
272022.08.10 20:00modify70.100.708010.714010.69301
282022.08.15 10:05sell80.100.702510.000000.00000
292022.08.15 10:05modify80.100.702510.706510.69301
302022.08.15 10:05modify70.100.708010.706510.69301
312022.08.17 01:40sell90.100.698730.000000.00000
322022.08.17 01:40modify90.100.698730.704260.69301
332022.08.17 01:40modify80.100.702510.704260.69301
342022.08.17 01:40modify70.100.708010.704260.69301
352022.08.17 07:40sell100.100.697250.000000.00000
362022.08.17 07:40modify100.100.697250.699010.69301
372022.08.17 07:40modify90.100.698730.699010.69301
382022.08.17 07:40modify80.100.702510.699010.69301
392022.08.17 07:40modify70.100.708010.699010.69301
402022.08.17 12:30t/p70.100.693010.699010.69301151.1310233.90
412022.08.17 12:30t/p80.100.693010.699010.6930195.3210329.22
422022.08.17 12:30t/p90.100.693010.699010.6930157.2010386.42
432022.08.17 12:30t/p100.100.693010.699010.6930142.4010428.82
442022.09.26 08:00buy110.100.650620.000000.00000
452022.09.26 08:00modify110.100.650620.644620.66562
462022.09.26 16:40s/l110.100.644620.644620.66562-60.0010368.82
472022.10.10 12:00buy120.100.631680.000000.00000
482022.10.10 12:00modify120.100.631680.625680.64668
492022.10.11 04:30s/l120.100.625680.625680.64668-60.3810308.44
502022.10.11 08:00buy130.100.626640.000000.00000
512022.10.11 08:00modify130.100.626640.620640.64164
522022.10.11 15:30buy140.100.631990.000000.00000
532022.10.11 15:30modify140.100.631990.628140.64164
542022.10.11 15:30modify130.100.626640.628140.64164
552022.10.11 18:40s/l130.100.628140.628140.6416415.0010323.44
562022.10.11 18:40s/l140.100.628140.628140.64164-38.5010284.94
572022.10.26 20:00sell150.100.648960.000000.00000
582022.10.26 20:00modify150.100.648960.654960.63396
592022.10.28 06:55sell160.100.643490.000000.00000
602022.10.28 06:55modify160.100.643490.647460.63396
612022.10.28 06:55modify150.100.648960.647460.63396
622022.10.28 12:40sell170.100.639920.000000.00000
632022.10.28 12:40modify170.100.639920.645210.63396
642022.10.28 12:40modify160.100.643490.645210.63396
652022.10.28 12:40modify150.100.648960.645210.63396
662022.10.31 11:40sell180.100.638340.000000.00000
672022.10.31 11:40modify180.100.638340.639960.63396
682022.10.31 11:40modify170.100.639920.639960.63396
692022.10.31 11:40modify160.100.643490.639960.63396
702022.10.31 11:40modify150.100.648960.639960.63396
712022.10.31 15:40s/l150.100.639960.639960.6339690.8110375.75
722022.10.31 15:40s/l160.100.639960.639960.6339635.4610411.21
732022.10.31 15:40s/l170.100.639960.639960.63396-0.2410410.97
742022.10.31 15:40s/l180.100.639960.639960.63396-16.2010394.77
752022.11.10 20:00sell190.100.659130.000000.00000
762022.11.10 20:00modify190.100.659130.665130.64413
772022.11.11 05:40s/l190.100.665130.665130.64413-59.8410334.93
782022.11.21 20:00buy200.100.660060.000000.00000
792022.11.21 20:00modify200.100.660060.654060.67506
802022.11.22 11:15buy210.100.665390.000000.00000
812022.11.22 11:15modify210.100.665390.661560.67506
822022.11.22 11:15modify200.100.660060.661560.67506
832022.11.23 16:45buy220.100.670820.000000.00000
842022.11.23 16:45modify220.100.670820.669060.67506
852022.11.23 16:45modify210.100.665390.669060.67506
862022.11.23 16:45modify200.100.660060.669060.67506
872022.11.24 01:30t/p200.100.675060.669060.67506148.1110483.04
882022.11.24 01:30t/p210.100.675060.669060.6750695.1810578.22
892022.11.24 01:30t/p220.100.675060.669060.6750641.2610619.49
902023.01.25 08:00sell230.100.709860.000000.00000
912023.01.25 08:00modify230.100.709860.715860.69486
922023.01.31 01:15sell240.100.704470.000000.00000
932023.01.31 01:15modify240.100.704470.708360.69486
942023.01.31 01:15modify230.100.709860.708360.69486
952023.01.31 08:50sell250.100.700640.000000.00000
962023.01.31 08:50modify250.100.700640.706110.69486
972023.01.31 08:50modify240.100.704470.706110.69486
982023.01.31 08:50modify230.100.709860.706110.69486
992023.01.31 11:55sell260.100.699220.000000.00000
1002023.01.31 11:55modify260.100.699220.700860.69486
1012023.01.31 11:55modify250.100.700640.700860.69486
1022023.01.31 11:55modify240.100.704470.700860.69486
1032023.01.31 11:55modify230.100.709860.700860.69486
1042023.01.31 12:15s/l230.100.700860.700860.6948690.9710710.45
1052023.01.31 12:15s/l240.100.700860.700860.6948636.1010746.55
1062023.01.31 12:15s/l250.100.700860.700860.69486-2.2010744.35
1072023.01.31 12:15s/l260.100.700860.700860.69486-16.4010727.95
1082023.02.02 08:00sell270.100.713920.000000.00000
1092023.02.02 08:00modify270.100.713920.719920.69892
1102023.02.02 16:30sell280.100.708600.000000.00000
1112023.02.02 16:30modify280.100.708600.712420.69892
1122023.02.02 16:30modify270.100.713920.712420.69892
1132023.02.03 02:40sell290.100.704750.000000.00000
1142023.02.03 02:40modify290.100.704750.710170.69892
1152023.02.03 02:40modify280.100.708600.710170.69892
1162023.02.03 02:40modify270.100.713920.710170.69892
1172023.02.03 13:40t/p270.100.698920.710170.69892150.1610878.11
1182023.02.03 13:40t/p280.100.698920.710170.6989296.9610975.08
1192023.02.03 13:40t/p290.100.698920.710170.6989258.3011033.38
1202023.02.24 20:00buy300.100.672880.000000.00000
1212023.02.24 20:00modify300.100.672880.666880.68788
1222023.03.01 12:30buy310.100.678240.000000.00000
1232023.03.01 12:30modify310.100.678240.674380.68788
1242023.03.01 12:30modify300.100.672880.674380.68788
1252023.03.01 15:05s/l300.100.674380.674380.6878813.8611047.24
1262023.03.01 15:05s/l310.100.674380.674380.68788-38.6011008.64
1272023.05.02 12:00sell320.100.670050.000000.00000
1282023.05.02 12:00modify320.100.670050.676050.65505
1292023.05.03 22:40sell330.100.664530.000000.00000
1302023.05.03 22:40modify330.100.664530.668550.65505
1312023.05.03 22:40modify320.100.670050.668550.65505
1322023.05.04 02:30s/l320.100.668550.668550.6550515.6411024.28
1332023.05.04 02:30s/l330.100.668550.668550.65505-39.7210984.57