Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURAUD (Euro vs Australian 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=90; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=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 modelled80071Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit800.69Gross profit1244.08Gross loss-443.39
Profit factor2.81Expected payoff19.53
Absolute drawdown57.10Maximal drawdown225.78 (2.05%)Relative drawdown2.05% (225.78)
Total trades41Short positions (won %)18 (50.00%)Long positions (won %)23 (65.22%)
Profit trades (% of total)24 (58.54%)Loss trades (% of total)17 (41.46%)
Largestprofit trade102.14loss trade-60.41
Averageprofit trade51.84loss trade-26.08
Maximumconsecutive wins (profit in money)9 (461.64)consecutive losses (loss in money)4 (-158.61)
Maximalconsecutive profit (count of wins)461.64 (9)consecutive loss (count of losses)-158.61 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.26 20:00buy10.101.459110.000000.00000
22022.07.26 20:00modify10.101.459111.450111.47411
32022.07.29 12:40buy20.101.466650.000000.00000
42022.07.29 12:40modify20.101.466651.459861.47411
52022.07.29 12:40modify10.101.459111.459861.47411
62022.07.29 13:30buy30.101.467510.000000.00000
72022.07.29 13:30modify30.101.467511.464361.47411
82022.07.29 13:30modify20.101.466651.464361.47411
92022.07.29 13:30modify10.101.459111.464361.47411
102022.07.29 14:30s/l10.101.464361.464361.4741132.0810032.08
112022.07.29 14:30s/l20.101.464361.464361.47411-15.4310016.65
122022.07.29 14:30s/l30.101.464361.464361.47411-21.229995.43
132022.09.09 20:00buy40.101.467960.000000.00000
142022.09.09 20:00modify40.101.467961.458961.48296
152022.09.11 21:40buy50.101.475490.000000.00000
162022.09.11 21:40modify50.101.475491.468711.48296
172022.09.11 21:40modify40.101.467961.468711.48296
182022.09.11 21:53buy60.101.476220.000000.00000
192022.09.11 21:53modify60.101.476221.473211.48296
202022.09.11 21:53modify50.101.475491.473211.48296
212022.09.11 21:53modify40.101.467961.473211.48296
222022.09.11 22:20s/l40.101.473211.473211.4829635.3610030.79
232022.09.11 22:20s/l50.101.473211.473211.48296-15.3610015.43
242022.09.11 22:20s/l60.101.473211.473211.48296-20.279995.16
252022.10.04 20:00sell70.101.536120.000000.00000
262022.10.04 20:00modify70.101.536121.545121.52112
272022.10.05 17:06sell80.101.524730.000000.00000
282022.10.05 17:06modify80.101.524731.530871.52112
292022.10.05 17:06modify70.101.536121.530871.52112
302022.10.05 19:20t/p70.101.521121.530871.52112101.5010096.67
312022.10.05 19:20t/p80.101.521121.530871.5211224.3510121.02
322022.11.09 20:00sell90.101.557100.000000.00000
332022.11.09 20:00modify90.101.557101.566101.54210
342022.11.10 14:05sell100.101.549420.000000.00000
352022.11.10 14:05modify100.101.549421.556351.54210
362022.11.10 14:05modify90.101.557101.556351.54210
372022.11.10 16:45sell110.101.545570.000000.00000
382022.11.10 16:45modify110.101.545571.551851.54210
392022.11.10 16:45modify100.101.549421.551851.54210
402022.11.10 16:45modify90.101.557101.551851.54210
412022.11.10 20:30t/p90.101.542101.551851.54210102.1410223.15
422022.11.10 20:30t/p100.101.542101.551851.5421049.3810272.53
432022.11.10 20:30t/p110.101.542101.551851.5421023.4110295.94
442022.12.12 16:00sell120.101.560760.000000.00000
452022.12.12 16:00modify120.101.560761.569761.54576
462022.12.13 14:40t/p120.101.545761.569761.54576101.5110397.46
472022.12.16 12:00sell130.101.587700.000000.00000
482022.12.16 12:00modify130.101.587701.596701.57270
492022.12.19 01:30sell140.101.579360.000000.00000
502022.12.19 01:30modify140.101.579361.582451.57270
512022.12.19 01:30modify130.101.587701.582451.57270
522022.12.19 02:45sell150.101.579970.000000.00000
532022.12.19 02:45modify150.101.579971.586951.57270
542022.12.19 02:50modify150.101.579971.582451.57270
552022.12.19 05:40s/l130.101.582451.582451.5727035.7310433.19
562022.12.19 05:40s/l140.101.582451.582451.57270-20.8510412.34
572022.12.19 05:40s/l150.101.582451.582451.57270-16.7310395.61
582023.01.10 16:00sell160.101.558810.000000.00000
592023.01.10 16:00modify160.101.558811.567811.54381
602023.01.12 14:00sell170.101.551030.000000.00000
612023.01.12 14:00modify170.101.551031.558061.54381
622023.01.12 14:00modify160.101.558811.558061.54381
632023.01.12 14:15sell180.101.550500.000000.00000
642023.01.12 14:15modify180.101.550501.553561.54381
652023.01.12 14:15modify170.101.551031.553561.54381
662023.01.12 14:15modify160.101.558811.553561.54381
672023.01.12 14:20s/l160.101.553561.553561.5438136.6710432.28
682023.01.12 14:20s/l170.101.553561.553561.54381-17.0710415.21
692023.01.12 14:20s/l180.101.553561.553561.54381-20.6410394.57
702023.01.18 08:00buy190.101.542570.000000.00000
712023.01.18 08:00modify190.101.542571.533571.55757
722023.01.18 17:20buy200.101.550270.000000.00000
732023.01.18 17:20modify200.101.550271.543321.55757
742023.01.18 17:20modify190.101.542571.543321.55757
752023.01.18 17:30buy210.101.551090.000000.00000
762023.01.18 17:30modify210.101.551091.547821.55757
772023.01.18 17:30modify200.101.550271.547821.55757
782023.01.18 17:30modify190.101.542571.547821.55757
792023.01.18 19:20buy220.101.553970.000000.00000
802023.01.18 19:20modify220.101.553971.547821.55757
812023.01.19 00:20t/p190.101.557571.547821.5575799.0610493.63
822023.01.19 00:20t/p200.101.557571.547821.5575747.2010540.83
832023.01.19 00:20t/p210.101.557571.547821.5575741.6810582.51
842023.01.19 00:20t/p220.101.557571.547821.5575722.2810604.79
852023.01.25 12:00buy230.101.534110.000000.00000
862023.01.25 12:00modify230.101.534111.525111.54911
872023.01.31 03:30buy240.101.541670.000000.00000
882023.01.31 03:30modify240.101.541671.534861.54911
892023.01.31 03:30modify230.101.534111.534861.54911
902023.01.31 03:40buy250.101.542370.000000.00000
912023.01.31 03:40modify250.101.542371.539361.54911
922023.01.31 03:40modify240.101.541671.539361.54911
932023.01.31 03:40modify230.101.534111.539361.54911
942023.01.31 10:10buy260.101.545630.000000.00000
952023.01.31 10:10modify260.101.545631.539361.54911
962023.01.31 10:40t/p230.101.549111.539361.5491197.1110701.90
972023.01.31 10:40t/p240.101.549111.539361.5491150.1110752.01
982023.01.31 10:40t/p250.101.549111.539361.5491145.4010797.41
992023.01.31 10:40t/p260.101.549111.539361.5491123.4410820.85
1002023.02.08 12:00buy270.101.540410.000000.00000
1012023.02.08 12:00modify270.101.540411.531411.55541
1022023.02.08 17:40buy280.101.548160.000000.00000
1032023.02.08 17:40modify280.101.548161.541161.55541
1042023.02.08 17:40modify270.101.540411.541161.55541
1052023.02.08 18:40buy290.101.548850.000000.00000
1062023.02.08 18:40modify290.101.548851.545661.55541
1072023.02.08 18:40modify280.101.548161.545661.55541
1082023.02.08 18:40modify270.101.540411.545661.55541
1092023.02.08 22:05s/l270.101.545661.545661.5554135.3610856.21
1102023.02.08 22:05s/l280.101.545661.545661.55541-16.8410839.37
1112023.02.08 22:05s/l290.101.545661.545661.55541-21.4810817.89
1122023.02.27 08:00sell300.101.570610.000000.00000
1132023.02.27 08:00modify300.101.570611.579611.55561
1142023.02.28 08:06s/l300.101.579611.579611.55561-60.4110757.49
1152023.04.03 20:00buy310.101.606690.000000.00000
1162023.04.03 20:00modify310.101.606691.597691.62169
1172023.04.04 07:06buy320.101.615210.000000.00000
1182023.04.04 07:06modify320.101.615211.611941.62169
1192023.04.04 07:06modify310.101.606691.611941.62169
1202023.04.04 09:45buy330.101.618080.000000.00000
1212023.04.04 09:45modify330.101.618081.611941.62169
1222023.04.04 14:30t/p310.101.621691.611941.62169100.3710857.85
1232023.04.04 14:30t/p320.101.621691.611941.6216943.6410901.49
1242023.04.04 14:30t/p330.101.621691.611941.6216924.3110925.80
1252023.04.06 20:00sell340.101.636960.000000.00000
1262023.04.06 20:00modify340.101.636961.645961.62196
1272023.04.13 17:10sell350.101.628600.000000.00000
1282023.04.13 17:10modify350.101.628601.631711.62196
1292023.04.13 17:10modify340.101.636961.631711.62196
1302023.04.14 02:15sell360.101.629170.000000.00000
1312023.04.14 02:15modify360.101.629171.636211.62196
1322023.04.14 02:20modify360.101.629171.631711.62196
1332023.04.14 02:40s/l340.101.631711.631711.6219637.9210963.72
1342023.04.14 02:40s/l350.101.631711.631711.62196-20.6710943.06
1352023.04.14 02:40s/l360.101.631711.631711.62196-17.1310925.93
1362023.04.24 08:00sell370.101.643670.000000.00000
1372023.04.24 08:00modify370.101.643671.652671.62867
1382023.04.25 01:40s/l370.101.652671.652671.62867-60.4110865.52
1392023.04.25 12:00sell380.101.655840.000000.00000
1402023.04.25 12:00modify380.101.655841.664841.64084
1412023.04.26 06:40s/l380.101.664841.664841.64084-60.4110805.11
1422023.05.29 16:00buy390.101.638160.000000.00000
1432023.05.29 16:00modify390.101.638161.629161.65316
1442023.05.30 14:00buy400.101.645780.000000.00000
1452023.05.30 14:00modify400.101.645781.638911.65316
1462023.05.30 14:00modify390.101.638161.638911.65316
1472023.05.30 14:55buy410.101.646560.000000.00000
1482023.05.30 14:55modify410.101.646561.643411.65316
1492023.05.30 14:55modify400.101.645781.643411.65316
1502023.05.30 14:55modify390.101.638161.643411.65316
1512023.05.31 01:05s/l390.101.643411.643411.6531634.0510839.17
1522023.05.31 01:05s/l400.101.643411.643411.65316-16.6110822.55
1532023.05.31 01:05s/l410.101.643411.643411.65316-21.8610800.69