Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2022.06.01 00:00 - 2023.05.31 23:00 (2022.06.01 - 2023.06.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 test7259Ticks modelled157431Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2529.70Gross profit4009.38Gross loss-1479.68
Profit factor2.71Expected payoff30.48
Absolute drawdown243.55Maximal drawdown462.47 (3.70%)Relative drawdown3.70% (462.47)
Total trades83Short positions (won %)45 (62.22%)Long positions (won %)38 (68.42%)
Profit trades (% of total)54 (65.06%)Loss trades (% of total)29 (34.94%)
Largestprofit trade141.61loss trade-103.41
Averageprofit trade74.25loss trade-51.02
Maximumconsecutive wins (profit in money)12 (991.76)consecutive losses (loss in money)5 (-285.80)
Maximalconsecutive profit (count of wins)991.76 (12)consecutive loss (count of losses)-285.80 (5)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.22 08:00buy10.100.689880.000000.00000
22022.06.22 08:00modify10.100.689880.679880.70388
32022.06.24 15:20buy20.100.695570.000000.00000
42022.06.24 15:20modify20.100.695570.690580.70388
52022.06.24 15:20modify10.100.689880.690580.70388
62022.06.28 19:50s/l10.100.690580.690580.703884.7310004.73
72022.06.28 19:50s/l20.100.690580.690580.70388-50.669954.07
82022.07.01 04:00buy30.100.683450.000000.00000
92022.07.01 04:00modify30.100.683450.673450.69745
102022.07.04 10:50buy40.100.689120.000000.00000
112022.07.04 10:50modify40.100.689120.684150.69745
122022.07.04 10:50modify30.100.683450.684150.69745
132022.07.04 21:32s/l30.100.684150.684150.697456.629960.69
142022.07.04 21:32s/l40.100.684150.684150.69745-49.709910.99
152022.07.11 12:00buy50.100.677140.000000.00000
162022.07.11 12:00modify50.100.677140.667140.69114
172022.07.18 12:12buy60.100.682840.000000.00000
182022.07.18 12:12modify60.100.682840.677840.69114
192022.07.18 12:12modify50.100.677140.677840.69114
202022.07.18 14:50buy70.100.685700.000000.00000
212022.07.18 14:50modify70.100.685700.682040.69114
222022.07.18 14:50buy80.100.685700.000000.00000
232022.07.18 14:50modify80.100.685700.682040.69114
242022.07.18 14:50modify60.100.682840.682040.69114
252022.07.18 14:50modify50.100.677140.682040.69114
262022.07.18 17:50s/l50.100.682040.682040.6911446.359957.34
272022.07.18 17:50s/l60.100.682040.682040.69114-8.009949.34
282022.07.18 17:50s/l70.100.682040.682040.69114-36.609912.74
292022.07.18 17:50s/l80.100.682040.682040.69114-36.609876.14
302022.07.19 08:00sell90.100.687900.000000.00000
312022.07.19 08:00modify90.100.687900.697900.67390
322022.07.22 13:50s/l90.100.697900.697900.67390-99.199776.95
332022.08.05 13:00buy100.100.688940.000000.00000
342022.08.05 13:00modify100.100.688940.678940.70294
352022.08.08 06:50buy110.100.694710.000000.00000
362022.08.08 06:50modify110.100.694710.689640.70294
372022.08.08 06:50modify100.100.688940.689640.70294
382022.08.08 07:50buy120.100.697340.000000.00000
392022.08.08 07:50modify120.100.697340.693840.70294
402022.08.08 07:50buy130.100.697340.000000.00000
412022.08.08 07:50modify130.100.697340.693840.70294
422022.08.08 07:50modify110.100.694710.693840.70294
432022.08.08 07:50modify100.100.688940.693840.70294
442022.08.10 12:45t/p100.100.702940.693840.70294138.869915.81
452022.08.10 12:45t/p110.100.702940.693840.7029481.549997.35
462022.08.10 12:45t/p120.100.702940.693840.7029455.2410052.59
472022.08.10 12:45t/p130.100.702940.693840.7029455.2410107.84
482022.08.10 13:00sell140.100.705070.000000.00000
492022.08.10 13:00modify140.100.705070.715070.69107
502022.08.16 09:50sell150.100.699330.000000.00000
512022.08.16 09:50modify150.100.699330.704370.69107
522022.08.16 09:50modify140.100.705070.704370.69107
532022.08.17 08:20sell160.100.696500.000000.00000
542022.08.17 08:20modify160.100.696500.700170.69107
552022.08.17 08:20sell170.100.696500.000000.00000
562022.08.17 08:20modify170.100.696500.700170.69107
572022.08.17 08:20modify150.100.699330.700170.69107
582022.08.17 08:20modify140.100.705070.700170.69107
592022.08.18 06:45t/p140.100.691070.700170.69107141.6110249.45
602022.08.18 06:45t/p150.100.691070.700170.6910783.2410332.69
612022.08.18 06:45t/p160.100.691070.700170.6910754.7810387.48
622022.08.18 06:45t/p170.100.691070.700170.6910754.7810442.26
632022.08.25 07:00sell180.100.696760.000000.00000
642022.08.25 07:00modify180.100.696760.706760.68276
652022.08.28 21:26sell190.100.688260.000000.00000
662022.08.28 21:26modify190.100.688260.691860.68276
672022.08.28 21:26sell200.100.688260.000000.00000
682022.08.28 21:26modify200.100.688260.691860.68276
692022.08.28 21:26modify180.100.696760.691860.68276
702022.08.29 13:52sell210.100.690930.000000.00000
712022.08.29 13:52modify210.100.690930.696060.68276
722022.08.29 13:55modify210.100.690930.691860.68276
732022.08.29 14:15s/l180.100.691860.691860.6827649.3210491.58
742022.08.29 14:15s/l190.100.691860.691860.68276-35.8410455.74
752022.08.29 14:15s/l200.100.691860.691860.68276-35.8410419.91
762022.08.29 14:15s/l210.100.691860.691860.68276-9.3010410.61
772022.09.02 15:00sell220.100.684780.000000.00000
782022.09.02 15:00modify220.100.684780.694780.67078
792022.09.04 22:27sell230.100.679020.000000.00000
802022.09.04 22:27modify230.100.679020.684080.67078
812022.09.04 22:27modify220.100.684780.684080.67078
822022.09.06 09:20sell240.100.676120.000000.00000
832022.09.06 09:20modify240.100.676120.679880.67078
842022.09.06 09:20sell250.100.676120.000000.00000
852022.09.06 09:20modify250.100.676120.679880.67078
862022.09.06 09:20modify230.100.679020.679880.67078
872022.09.06 09:20modify220.100.684780.679880.67078
882022.09.07 01:37t/p220.100.670780.679880.67078140.4810551.09
892022.09.07 01:37t/p230.100.670780.679880.6707882.8810633.97
902022.09.07 01:37t/p240.100.670780.679880.6707853.5610687.53
912022.09.07 01:37t/p250.100.670780.679880.6707853.5610741.10
922022.09.09 08:00sell260.100.686030.000000.00000
932022.09.09 08:00modify260.100.686030.696030.67203
942022.09.13 12:55sell270.100.680300.000000.00000
952022.09.13 12:55modify270.100.680300.685330.67203
962022.09.13 12:55modify260.100.686030.685330.67203
972022.09.13 14:53sell280.100.677430.000000.00000
982022.09.13 14:53modify280.100.677430.681130.67203
992022.09.13 14:53sell290.100.677430.000000.00000
1002022.09.13 14:53modify290.100.677430.681130.67203
1012022.09.13 14:53modify270.100.680300.681130.67203
1022022.09.13 14:53modify260.100.686030.681130.67203
1032022.09.14 06:20t/p260.100.672030.681130.67203140.4810881.58
1042022.09.14 06:20t/p270.100.672030.681130.6720382.8610964.44
1052022.09.14 06:20t/p280.100.672030.681130.6720354.1611018.60
1062022.09.14 06:20t/p290.100.672030.681130.6720354.1611072.76
1072022.09.28 07:00buy300.100.636630.000000.00000
1082022.09.28 07:00modify300.100.636630.626630.65063
1092022.09.28 10:47buy310.100.642310.000000.00000
1102022.09.28 10:47modify310.100.642310.637330.65063
1112022.09.28 10:47modify300.100.636630.637330.65063
1122022.09.28 13:40buy320.100.645310.000000.00000
1132022.09.28 13:40modify320.100.645310.641530.65063
1142022.09.28 13:40buy330.100.645310.000000.00000
1152022.09.28 13:40modify330.100.645310.641530.65063
1162022.09.28 13:40modify310.100.642310.641530.65063
1172022.09.28 13:40modify300.100.636630.641530.65063
1182022.09.28 15:50t/p300.100.650630.641530.65063140.0011212.76
1192022.09.28 15:50t/p310.100.650630.641530.6506383.2011295.96
1202022.09.28 15:50t/p320.100.650630.641530.6506353.2011349.16
1212022.09.28 15:50t/p330.100.650630.641530.6506353.2011402.36
1222022.10.25 14:00sell340.100.639330.000000.00000
1232022.10.25 14:00modify340.100.639330.649330.62533
1242022.10.26 08:50s/l340.100.649330.649330.62533-99.8411302.52
1252022.11.10 08:00buy350.100.640320.000000.00000
1262022.11.10 08:00modify350.100.640320.630320.65432
1272022.11.10 13:50t/p350.100.654320.630320.65432140.0011442.52
1282022.11.10 14:00sell360.100.652910.000000.00000
1292022.11.10 14:00modify360.100.652910.662910.63891
1302022.11.10 21:15s/l360.100.662910.662910.63891-100.0011342.52
1312022.11.28 02:00buy370.100.667430.000000.00000
1322022.11.28 02:00modify370.100.667430.657430.68143
1332022.11.29 08:15buy380.100.673030.000000.00000
1342022.11.29 08:15modify380.100.673030.668130.68143
1352022.11.29 08:15modify370.100.667430.668130.68143
1362022.11.29 17:20s/l370.100.668130.668130.681436.6211349.15
1372022.11.29 17:20s/l380.100.668130.668130.68143-49.0011300.15
1382022.12.13 14:00sell390.100.686520.000000.00000
1392022.12.13 14:00modify390.100.686520.696520.67252
1402022.12.15 09:05sell400.100.678110.000000.00000
1412022.12.15 09:05modify400.100.678110.681620.67252
1422022.12.15 09:05sell410.100.678110.000000.00000
1432022.12.15 09:05modify410.100.678110.681620.67252
1442022.12.15 09:05modify390.100.686520.681620.67252
1452022.12.15 15:20t/p390.100.672520.681620.67252140.6411440.79
1462022.12.15 15:20t/p400.100.672520.681620.6725255.9011496.69
1472022.12.15 15:20t/p410.100.672520.681620.6725255.9011552.59
1482022.12.22 04:00sell420.100.675640.000000.00000
1492022.12.22 04:00modify420.100.675640.685640.66164
1502022.12.22 13:50sell430.100.669960.000000.00000
1512022.12.22 13:50modify430.100.669960.674940.66164
1522022.12.22 13:50modify420.100.675640.674940.66164
1532022.12.22 15:37sell440.100.667190.000000.00000
1542022.12.22 15:37modify440.100.667190.670740.66164
1552022.12.22 15:37sell450.100.667190.000000.00000
1562022.12.22 15:37modify450.100.667190.670740.66164
1572022.12.22 15:37modify430.100.669960.670740.66164
1582022.12.22 15:37modify420.100.675640.670740.66164
1592022.12.23 10:20s/l420.100.670740.670740.6616449.1611601.75
1602022.12.23 10:20s/l430.100.670740.670740.66164-7.6411594.11
1612022.12.23 10:20s/l440.100.670740.670740.66164-35.3411558.77
1622022.12.23 10:20s/l450.100.670740.670740.66164-35.3411523.44
1632023.01.04 08:00sell460.100.684120.000000.00000
1642023.01.04 08:00modify460.100.684120.694120.67012
1652023.01.05 19:20sell470.100.675710.000000.00000
1662023.01.05 19:20modify470.100.675710.679220.67012
1672023.01.05 19:20sell480.100.675710.000000.00000
1682023.01.05 19:20modify480.100.675710.679220.67012
1692023.01.05 19:20modify460.100.684120.679220.67012
1702023.01.06 03:22sell490.100.678250.000000.00000
1712023.01.06 03:22modify490.100.678250.683420.67012
1722023.01.06 03:25modify490.100.678250.679220.67012
1732023.01.06 13:50s/l460.100.679220.679220.6701249.6411573.08
1742023.01.06 13:50s/l470.100.679220.679220.67012-34.9411538.14
1752023.01.06 13:50s/l480.100.679220.679220.67012-34.9411503.20
1762023.01.06 13:50s/l490.100.679220.679220.67012-9.7011493.50
1772023.01.09 03:00sell500.100.692510.000000.00000
1782023.01.09 03:00modify500.100.692510.702510.67851
1792023.01.10 13:22sell510.100.686870.000000.00000
1802023.01.10 13:22modify510.100.686870.691810.67851
1812023.01.10 13:22modify500.100.692510.691810.67851
1822023.01.11 05:10s/l500.100.691810.691810.678517.3211500.82
1832023.01.11 05:10s/l510.100.691810.691810.67851-49.2411451.59
1842023.01.19 01:00buy520.100.690950.000000.00000
1852023.01.19 01:00modify520.100.690950.680950.70495
1862023.01.20 15:20buy530.100.696850.000000.00000
1872023.01.20 15:20modify530.100.696850.691650.70495
1882023.01.20 15:20modify520.100.690950.691650.70495
1892023.01.23 01:20buy540.100.699640.000000.00000
1902023.01.23 01:20modify540.100.699640.695850.70495
1912023.01.23 01:20buy550.100.699640.000000.00000
1922023.01.23 01:20modify550.100.699640.695850.70495
1932023.01.23 01:20modify530.100.696850.695850.70495
1942023.01.23 01:20modify520.100.690950.695850.70495
1952023.01.24 15:45t/p520.100.704950.695850.70495138.8611590.45
1962023.01.24 15:45t/p530.100.704950.695850.7049580.2411670.69
1972023.01.24 15:45t/p540.100.704950.695850.7049552.7211723.41
1982023.01.24 15:45t/p550.100.704950.695850.7049552.7211776.13
1992023.01.31 11:00buy560.100.699050.000000.00000
2002023.01.31 11:00modify560.100.699050.689050.71305
2012023.01.31 16:15buy570.100.704940.000000.00000
2022023.01.31 16:15modify570.100.704940.699750.71305
2032023.01.31 16:15modify560.100.699050.699750.71305
2042023.02.01 04:46buy580.100.707700.000000.00000
2052023.02.01 04:46modify580.100.707700.703950.71305
2062023.02.01 04:46buy590.100.707700.000000.00000
2072023.02.01 04:46modify590.100.707700.703950.71305
2082023.02.01 04:46modify570.100.704940.703950.71305
2092023.02.01 04:46modify560.100.699050.703950.71305
2102023.02.01 19:50t/p560.100.713050.703950.71305139.6211915.76
2112023.02.01 19:50t/p570.100.713050.703950.7130580.7211996.48
2122023.02.01 19:50t/p580.100.713050.703950.7130553.5012049.98
2132023.02.01 19:50t/p590.100.713050.703950.7130553.5012103.48
2142023.02.02 00:00sell600.100.714670.000000.00000
2152023.02.02 00:00modify600.100.714670.724670.70067
2162023.02.02 14:59sell610.100.708900.000000.00000
2172023.02.02 14:59modify610.100.708900.713970.70067
2182023.02.02 14:59modify600.100.714670.713970.70067
2192023.02.03 05:22sell620.100.706250.000000.00000
2202023.02.03 05:22modify620.100.706250.709770.70067
2212023.02.03 05:22sell630.100.706250.000000.00000
2222023.02.03 05:22modify630.100.706250.709770.70067
2232023.02.03 05:22modify610.100.708900.709770.70067
2242023.02.03 05:22modify600.100.714670.709770.70067
2252023.02.03 13:45t/p600.100.700670.709770.70067140.1612243.64
2262023.02.03 13:45t/p610.100.700670.709770.7006782.4612326.10
2272023.02.03 13:45t/p620.100.700670.709770.7006755.8012381.90
2282023.02.03 13:45t/p630.100.700670.709770.7006755.8012437.70
2292023.02.03 14:00buy640.100.698050.000000.00000
2302023.02.03 14:00modify640.100.698050.688050.71205
2312023.02.06 14:20s/l640.100.688050.688050.71205-100.3812337.32
2322023.02.09 14:00sell650.100.700990.000000.00000
2332023.02.09 14:00modify650.100.700990.710990.68699
2342023.02.09 16:37sell660.100.695320.000000.00000
2352023.02.09 16:37modify660.100.695320.700290.68699
2362023.02.09 16:37modify650.100.700990.700290.68699
2372023.02.10 02:50sell670.100.692480.000000.00000
2382023.02.10 02:50modify670.100.692480.696090.68699
2392023.02.10 02:50sell680.100.692480.000000.00000
2402023.02.10 02:50modify680.100.692480.696090.68699
2412023.02.10 02:50modify660.100.695320.696090.68699
2422023.02.10 02:50modify650.100.700990.696090.68699
2432023.02.10 09:07s/l650.100.696090.696090.6869949.1612386.48
2442023.02.10 09:07s/l660.100.696090.696090.68699-7.5412378.94
2452023.02.10 09:07s/l670.100.696090.696090.68699-36.1012342.84
2462023.02.10 09:07s/l680.100.696090.696090.68699-36.1012306.74
2472023.02.15 08:00buy690.100.690640.000000.00000
2482023.02.15 08:00modify690.100.690640.680640.70464
2492023.02.22 19:20s/l690.100.680640.680640.70464-102.6512204.09
2502023.02.24 13:00buy700.100.675300.000000.00000
2512023.02.24 13:00modify700.100.675300.665300.68930
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