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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=70; IT_TakeProfit=130; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 profit974.89Gross profit1604.66Gross loss-629.77
Profit factor2.55Expected payoff23.78
Absolute drawdown38.31Maximal drawdown329.86 (3.11%)Relative drawdown3.11% (329.86)
Total trades41Short positions (won %)21 (71.43%)Long positions (won %)20 (60.00%)
Profit trades (% of total)27 (65.85%)Loss trades (% of total)14 (34.15%)
Largestprofit trade131.13loss trade-73.41
Averageprofit trade59.43loss trade-44.98
Maximumconsecutive wins (profit in money)10 (617.36)consecutive losses (loss in money)3 (-211.89)
Maximalconsecutive profit (count of wins)617.36 (10)consecutive loss (count of losses)-211.89 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 16:00buy10.100.679130.000000.00000
22022.07.01 16:00modify10.100.679130.672130.69213
32022.07.04 07:30buy20.100.685880.000000.00000
42022.07.04 07:30modify20.100.685880.679780.69213
52022.07.04 07:30modify10.100.679130.679780.69213
62022.07.04 13:35buy30.100.686970.000000.00000
72022.07.04 13:35modify30.100.686970.682380.69213
82022.07.04 13:35modify20.100.685880.682380.69213
92022.07.04 13:35modify10.100.679130.682380.69213
102022.07.05 01:40buy40.100.689730.000000.00000
112022.07.05 01:40modify40.100.689730.686280.69213
122022.07.05 01:40modify30.100.686970.686280.69213
132022.07.05 01:40modify20.100.685880.686280.69213
142022.07.05 01:40modify10.100.679130.686280.69213
152022.07.05 04:40s/l10.100.686280.686280.6921370.7410070.74
162022.07.05 04:40s/l20.100.686280.686280.692133.6210074.36
172022.07.05 04:40s/l30.100.686280.686280.69213-7.2810067.08
182022.07.05 04:40s/l40.100.686280.686280.69213-34.5010032.58
192022.08.02 12:00buy50.100.693790.000000.00000
202022.08.02 12:00modify50.100.693790.686790.70679
212022.08.08 14:30buy60.100.700570.000000.00000
222022.08.08 14:30modify60.100.700570.694440.70679
232022.08.08 14:30modify50.100.693790.694440.70679
242022.08.10 12:20buy70.100.701770.000000.00000
252022.08.10 12:20modify70.100.701770.697040.70679
262022.08.10 12:20modify60.100.700570.697040.70679
272022.08.10 12:20modify50.100.693790.697040.70679
282022.08.10 12:30buy80.100.704380.000000.00000
292022.08.10 12:30modify80.100.704380.700940.70679
302022.08.10 12:30modify70.100.701770.700940.70679
312022.08.10 12:30modify60.100.700570.700940.70679
322022.08.10 12:30modify50.100.693790.700940.70679
332022.08.10 14:10t/p50.100.706790.700940.70679126.9710159.55
342022.08.10 14:10t/p60.100.706790.700940.7067961.4410221.00
352022.08.10 14:10t/p70.100.706790.700940.7067950.2010271.20
362022.08.10 14:10t/p80.100.706790.700940.7067924.1010295.30
372022.08.10 20:00sell90.100.708010.000000.00000
382022.08.10 20:00modify90.100.708010.715010.69501
392022.08.15 12:50sell100.100.701340.000000.00000
402022.08.15 12:50modify100.100.701340.707360.69501
412022.08.15 12:50modify90.100.708010.707360.69501
422022.08.16 00:40sell110.100.700000.000000.00000
432022.08.16 00:40modify110.100.700000.704760.69501
442022.08.16 00:40modify100.100.701340.704760.69501
452022.08.16 00:40modify90.100.708010.704760.69501
462022.08.17 07:50sell120.100.697520.000000.00000
472022.08.17 07:50modify120.100.697520.700860.69501
482022.08.17 07:50modify110.100.700000.700860.69501
492022.08.17 07:50modify100.100.701340.700860.69501
502022.08.17 07:50modify90.100.708010.700860.69501
512022.08.17 11:20t/p90.100.695010.700860.69501131.1310426.43
522022.08.17 11:20t/p100.100.695010.700860.6950163.6210490.05
532022.08.17 11:20t/p110.100.695010.700860.6950150.0610540.11
542022.08.17 11:20t/p120.100.695010.700860.6950125.1010565.21
552022.09.21 12:00buy130.100.667440.000000.00000
562022.09.21 12:00modify130.100.667440.660440.68044
572022.09.22 00:20s/l130.100.660440.660440.68044-71.1410494.07
582022.09.26 08:00buy140.100.650620.000000.00000
592022.09.26 08:00modify140.100.650620.643620.66362
602022.09.27 16:20s/l140.100.643620.643620.66362-70.3810423.69
612022.10.10 12:00buy150.100.631680.000000.00000
622022.10.10 12:00modify150.100.631680.624680.64468
632022.10.11 04:40s/l150.100.624680.624680.64468-70.3810353.32
642022.10.11 08:00buy160.100.626640.000000.00000
652022.10.11 08:00modify160.100.626640.619640.63964
662022.10.11 15:40buy170.100.633240.000000.00000
672022.10.11 15:40modify170.100.633240.627290.63964
682022.10.11 15:40modify160.100.626640.627290.63964
692022.10.11 16:50buy180.100.634570.000000.00000
702022.10.11 16:50modify180.100.634570.629890.63964
712022.10.11 16:50modify170.100.633240.629890.63964
722022.10.11 16:50modify160.100.626640.629890.63964
732022.10.11 18:30s/l160.100.629890.629890.6396432.5010385.82
742022.10.11 18:30s/l170.100.629890.629890.63964-33.5010352.32
752022.10.11 18:30s/l180.100.629890.629890.63964-46.8010305.52
762022.10.26 20:00sell190.100.648960.000000.00000
772022.10.26 20:00modify190.100.648960.655960.63596
782022.10.28 07:30sell200.100.642280.000000.00000
792022.10.28 07:30modify200.100.642280.648310.63596
802022.10.28 07:30modify190.100.648960.648310.63596
812022.10.28 12:30sell210.100.641040.000000.00000
822022.10.28 12:30modify210.100.641040.645710.63596
832022.10.28 12:30modify200.100.642280.645710.63596
842022.10.28 12:30modify190.100.648960.645710.63596
852022.10.31 11:40sell220.100.638340.000000.00000
862022.10.31 11:40modify220.100.638340.641810.63596
872022.10.31 11:40modify210.100.641040.641810.63596
882022.10.31 11:40modify200.100.642280.641810.63596
892022.10.31 11:40modify190.100.648960.641810.63596
902022.11.01 01:40s/l190.100.641810.641810.6359672.4710377.98
912022.11.01 01:40s/l200.100.641810.641810.635965.0210383.01
922022.11.01 01:40s/l210.100.641810.641810.63596-7.3810375.63
932022.11.01 01:40s/l220.100.641810.641810.63596-34.5410341.09
942022.11.10 20:00sell230.100.659130.000000.00000
952022.11.10 20:00modify230.100.659130.666130.64613
962022.11.11 06:15s/l230.100.666130.666130.64613-69.8410271.25
972022.11.21 20:00buy240.100.660060.000000.00000
982022.11.21 20:00modify240.100.660060.653060.67306
992022.11.23 07:30buy250.100.666700.000000.00000
1002022.11.23 07:30modify250.100.666700.660710.67306
1012022.11.23 07:30modify240.100.660060.660710.67306
1022022.11.23 14:20buy260.100.668100.000000.00000
1032022.11.23 14:20modify260.100.668100.663310.67306
1042022.11.23 14:20modify250.100.666700.663310.67306
1052022.11.23 14:20modify240.100.660060.663310.67306
1062022.11.23 17:45buy270.100.670650.000000.00000
1072022.11.23 17:45modify270.100.670650.667210.67306
1082022.11.23 17:45modify260.100.668100.667210.67306
1092022.11.23 17:45modify250.100.666700.667210.67306
1102022.11.23 17:45modify240.100.660060.667210.67306
1112022.11.23 19:40t/p240.100.673060.667210.67306129.2410400.49
1122022.11.23 19:40t/p250.100.673060.667210.6730663.6010464.09
1132022.11.23 19:40t/p260.100.673060.667210.6730649.6010513.69
1142022.11.23 19:40t/p270.100.673060.667210.6730624.1010537.79
1152023.01.18 12:00sell280.100.701780.000000.00000
1162023.01.18 12:00modify280.100.701780.708780.68878
1172023.01.18 17:40sell290.100.695240.000000.00000
1182023.01.18 17:40modify290.100.695240.701130.68878
1192023.01.18 17:40modify280.100.701780.701130.68878
1202023.01.18 19:40sell300.100.693810.000000.00000
1212023.01.18 19:40modify300.100.693810.698530.68878
1222023.01.18 19:40modify290.100.695240.698530.68878
1232023.01.18 19:40modify280.100.701780.698530.68878
1242023.01.19 01:10sell310.100.691350.000000.00000
1252023.01.19 01:10modify310.100.691350.694630.68878
1262023.01.19 01:10modify300.100.693810.694630.68878
1272023.01.19 01:10modify290.100.695240.694630.68878
1282023.01.19 01:10modify280.100.701780.694630.68878
1292023.01.19 07:30t/p280.100.688780.694630.68878130.4810668.28
1302023.01.19 07:30t/p290.100.688780.694630.6887865.0810733.36
1312023.01.19 07:30t/p300.100.688780.694630.6887850.7810784.14
1322023.01.19 07:30t/p310.100.688780.694630.6887825.7010809.84
1332023.01.25 08:00sell320.100.709860.000000.00000
1342023.01.25 08:00modify320.100.709860.716860.69686
1352023.01.31 03:40sell330.100.703340.000000.00000
1362023.01.31 03:40modify330.100.703340.709210.69686
1372023.01.31 03:40modify320.100.709860.709210.69686
1382023.01.31 07:15sell340.100.702040.000000.00000
1392023.01.31 07:15modify340.100.702040.706610.69686
1402023.01.31 07:15modify330.100.703340.706610.69686
1412023.01.31 07:15modify320.100.709860.706610.69686
1422023.01.31 11:55sell350.100.699220.000000.00000
1432023.01.31 11:55modify350.100.699220.702710.69686
1442023.01.31 11:55modify340.100.702040.702710.69686
1452023.01.31 11:55modify330.100.703340.702710.69686
1462023.01.31 11:55modify320.100.709860.702710.69686
1472023.01.31 13:40s/l320.100.702710.702710.6968672.4710882.31
1482023.01.31 13:40s/l330.100.702710.702710.696866.3010888.61
1492023.01.31 13:40s/l340.100.702710.702710.69686-6.7010881.91
1502023.01.31 13:40s/l350.100.702710.702710.69686-34.9010847.01
1512023.02.02 08:00sell360.100.713920.000000.00000
1522023.02.02 08:00modify360.100.713920.720920.70092
1532023.02.02 15:05sell370.100.707280.000000.00000
1542023.02.02 15:05modify370.100.707280.713270.70092
1552023.02.02 15:05modify360.100.713920.713270.70092
1562023.02.03 02:20sell380.100.705940.000000.00000
1572023.02.03 02:20modify380.100.705940.710670.70092
1582023.02.03 02:20modify370.100.707280.710670.70092
1592023.02.03 02:20modify360.100.713920.710670.70092
1602023.02.03 13:30t/p360.100.700920.710670.70092130.1610977.17
1612023.02.03 13:30t/p370.100.700920.710670.7009263.7611040.93
1622023.02.03 13:30t/p380.100.700920.710670.7009250.2011091.13
1632023.02.24 20:00buy390.100.672880.000000.00000
1642023.02.24 20:00modify390.100.672880.665880.68588
1652023.03.07 13:40s/l390.100.665880.665880.68588-73.4111017.72
1662023.05.02 12:00sell400.100.670050.000000.00000
1672023.05.02 12:00modify400.100.670050.677050.65705
1682023.05.08 03:20s/l400.100.677050.677050.65705-69.0310948.69
1692023.05.31 12:00buy410.100.647950.000000.00000
1702023.05.31 12:00modify410.100.647950.640950.66095
1712023.05.31 23:59close at stop410.100.650570.640950.6609526.2010974.89