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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=130; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit1159.62Gross profit1423.38Gross loss-263.77
Profit factor5.40Expected payoff22.30
Absolute drawdown55.76Maximal drawdown187.28 (1.79%)Relative drawdown1.79% (187.28)
Total trades52Short positions (won %)42 (66.67%)Long positions (won %)10 (40.00%)
Profit trades (% of total)32 (61.54%)Loss trades (% of total)20 (38.46%)
Largestprofit trade89.26loss trade-19.33
Averageprofit trade44.48loss trade-13.19
Maximumconsecutive wins (profit in money)8 (410.17)consecutive losses (loss in money)3 (-35.64)
Maximalconsecutive profit (count of wins)410.17 (8)consecutive loss (count of losses)-35.64 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.14 12:00sell10.101.516980.000000.00000
22022.06.14 12:00modify10.101.516981.529981.50398
32022.06.14 14:30sell20.101.512390.000000.00000
42022.06.14 14:30modify20.101.512391.515031.50398
52022.06.14 14:30modify10.101.516981.515031.50398
62022.06.14 14:40sell30.101.510310.000000.00000
72022.06.14 14:40modify30.101.510311.512431.50398
82022.06.14 14:40modify20.101.512391.512431.50398
92022.06.14 14:40modify10.101.516981.512431.50398
102022.06.14 14:55s/l10.101.512431.512431.5039830.7010030.70
112022.06.14 14:55s/l20.101.512431.512431.50398-0.2710030.43
122022.06.14 14:55s/l30.101.512431.512431.50398-14.3010016.13
132022.06.17 16:00sell40.101.512990.000000.00000
142022.06.17 16:00modify40.101.512991.525991.49999
152022.06.19 23:50sell50.101.508290.000000.00000
162022.06.19 23:50modify50.101.508291.511041.49999
172022.06.19 23:50modify40.101.512991.511041.49999
182022.06.20 00:40s/l40.101.511041.511041.4999913.4710029.60
192022.06.20 00:40s/l50.101.511041.511041.49999-18.2410011.37
202022.07.01 04:00sell60.101.530170.000000.00000
212022.07.01 04:00modify60.101.530171.543171.51717
222022.07.04 06:30sell70.101.525330.000000.00000
232022.07.04 06:30modify70.101.525331.528221.51717
242022.07.04 06:30modify60.101.530171.528221.51717
252022.07.04 07:10sell80.101.523620.000000.00000
262022.07.04 07:10modify80.101.523621.525621.51717
272022.07.04 07:10modify70.101.525331.525621.51717
282022.07.04 07:10modify60.101.530171.525621.51717
292022.07.04 07:20sell90.101.522750.000000.00000
302022.07.04 07:20modify90.101.522751.526271.51717
312022.07.04 07:25modify90.101.522751.525621.51717
322022.07.04 16:40t/p60.101.517171.525621.5171788.0110099.38
332022.07.04 16:40t/p70.101.517171.525621.5171755.0510154.43
342022.07.04 16:40t/p80.101.517171.525621.5171743.5110197.94
352022.07.04 16:40t/p90.101.517171.525621.5171737.6410235.58
362022.08.02 08:00sell100.101.475930.000000.00000
372022.08.02 08:00modify100.101.475931.488931.46293
382022.08.02 13:50sell110.101.471270.000000.00000
392022.08.02 13:50modify110.101.471271.473981.46293
402022.08.02 13:50modify100.101.475931.473981.46293
412022.08.02 14:15s/l100.101.473981.473981.4629313.1510248.73
422022.08.02 14:15s/l110.101.473981.473981.46293-18.2910230.44
432022.08.17 16:00sell120.101.469730.000000.00000
442022.08.17 16:00modify120.101.469731.482731.45673
452022.08.18 08:50sell130.101.464990.000000.00000
462022.08.18 08:50modify130.101.464991.467781.45673
472022.08.18 08:50modify120.101.469731.467781.45673
482022.08.18 09:30sell140.101.462950.000000.00000
492022.08.18 09:30modify140.101.462951.465181.45673
502022.08.18 09:30modify130.101.464991.465181.45673
512022.08.18 09:30modify120.101.469731.465181.45673
522022.08.18 10:35sell150.101.462520.000000.00000
532022.08.18 10:35modify150.101.462521.465831.45673
542022.08.18 10:40modify150.101.462521.465181.45673
552022.08.22 01:40t/p120.101.456731.465181.4567389.2610319.70
562022.08.22 01:40t/p130.101.456731.465181.4567356.3610376.06
572022.08.22 01:40t/p140.101.456731.465181.4567342.5910418.64
582022.08.22 01:40t/p150.101.456731.465181.4567339.6910458.33
592022.09.30 20:00sell160.101.532180.000000.00000
602022.09.30 20:00modify160.101.532181.545181.51918
612022.10.02 22:40sell170.101.524890.000000.00000
622022.10.02 22:40modify170.101.524891.528281.51918
632022.10.02 22:40modify160.101.532181.528281.51918
642022.10.02 23:30sell180.101.525400.000000.00000
652022.10.02 23:30modify180.101.525401.527631.51918
662022.10.02 23:30modify170.101.524891.527631.51918
672022.10.02 23:30modify160.101.532181.527631.51918
682022.10.03 09:30t/p160.101.519181.527631.5191888.0110546.34
692022.10.03 09:30t/p170.101.519181.527631.5191838.8310585.17
702022.10.03 09:30t/p180.101.519181.527631.5191842.2710627.44
712022.10.13 16:00sell190.101.556350.000000.00000
722022.10.13 16:00modify190.101.556351.569351.54335
732022.10.13 17:50sell200.101.551800.000000.00000
742022.10.13 17:50modify200.101.551801.554401.54335
752022.10.13 17:50modify190.101.556351.554401.54335
762022.10.13 18:05s/l190.101.554401.554401.5433513.1610640.60
772022.10.13 18:05s/l200.101.554401.554401.54335-17.5410623.06
782022.10.14 16:00sell210.101.565720.000000.00000
792022.10.14 16:00modify210.101.565721.578721.55272
802022.10.17 06:30sell220.101.561080.000000.00000
812022.10.17 06:30modify220.101.561081.563771.55272
822022.10.17 06:30modify210.101.565721.563771.55272
832022.10.17 07:40sell230.101.559150.000000.00000
842022.10.17 07:40modify230.101.559151.561171.55272
852022.10.17 07:40modify220.101.561081.561171.55272
862022.10.17 07:40modify210.101.565721.561171.55272
872022.10.17 08:05s/l210.101.561171.561171.5527231.0110654.08
882022.10.17 08:05s/l220.101.561171.561171.55272-0.6010653.48
892022.10.17 08:05s/l230.101.561171.561171.55272-13.6210639.86
902022.10.24 16:00sell240.101.564790.000000.00000
912022.10.24 16:00modify240.101.564791.577791.55179
922022.10.25 03:40sell250.101.560030.000000.00000
932022.10.25 03:40modify250.101.560031.562841.55179
942022.10.25 03:40modify240.101.564791.562841.55179
952022.10.25 04:40s/l240.101.562841.562841.5517913.4710653.33
962022.10.25 04:40s/l250.101.562841.562841.55179-18.9610634.37
972022.11.10 16:00buy260.101.543740.000000.00000
982022.11.10 16:00modify260.101.543741.530741.55674
992022.11.15 14:50buy270.101.548480.000000.00000
1002022.11.15 14:50modify270.101.548481.545691.55674
1012022.11.15 14:50modify260.101.543741.545691.55674
1022022.11.15 15:05s/l260.101.545691.545691.5567411.1710645.54
1032022.11.15 15:05s/l270.101.545691.545691.55674-18.7910626.75
1042022.11.28 12:00sell280.101.560530.000000.00000
1052022.11.28 12:00modify280.101.560531.573531.54753
1062022.11.28 15:59sell290.101.554020.000000.00000
1072022.11.28 15:59modify290.101.554021.555981.54753
1082022.11.28 15:59modify280.101.560531.555981.54753
1092022.11.28 16:20sell300.101.553190.000000.00000
1102022.11.28 16:20modify300.101.553191.556631.54753
1112022.11.28 16:25modify300.101.553191.555981.54753
1122022.11.28 19:40s/l280.101.555981.555981.5475330.7010657.45
1132022.11.28 19:40s/l290.101.555981.555981.54753-13.2210644.23
1142022.11.28 19:40s/l300.101.555981.555981.54753-18.8210625.41
1152022.12.05 20:00sell310.101.566710.000000.00000
1162022.12.05 20:00modify310.101.566711.579711.55371
1172022.12.06 03:50sell320.101.559480.000000.00000
1182022.12.06 03:50modify320.101.559481.562811.55371
1192022.12.06 03:50modify310.101.566711.562811.55371
1202022.12.06 06:35sell330.101.560100.000000.00000
1212022.12.06 06:35modify330.101.560101.562161.55371
1222022.12.06 06:35modify320.101.559481.562161.55371
1232022.12.06 06:35modify310.101.566711.562161.55371
1242022.12.06 07:15s/l310.101.562161.562161.5537131.0110656.42
1252022.12.06 07:15s/l320.101.562161.562161.55371-18.0810638.34
1262022.12.06 07:15s/l330.101.562161.562161.55371-13.9010624.44
1272022.12.15 16:00sell340.101.583820.000000.00000
1282022.12.15 16:00modify340.101.583821.596821.57082
1292022.12.18 22:05sell350.101.577120.000000.00000
1302022.12.18 22:05modify350.101.577121.579271.57082
1312022.12.18 22:05modify340.101.583821.579271.57082
1322022.12.18 22:30s/l340.101.579271.579271.5708231.0010655.44
1332022.12.18 22:30s/l350.101.579271.579271.57082-14.5110640.93
1342023.01.04 08:00buy360.101.548610.000000.00000
1352023.01.04 08:00modify360.101.548611.535611.56161
1362023.01.04 23:30buy370.101.553240.000000.00000
1372023.01.04 23:30modify370.101.553241.550561.56161
1382023.01.04 23:30modify360.101.548611.550561.56161
1392023.01.05 00:50buy380.101.556030.000000.00000
1402023.01.05 00:50modify380.101.556031.552511.56161
1412023.01.05 00:50modify370.101.553241.552511.56161
1422023.01.05 00:50modify360.101.548611.552511.56161
1432023.01.05 01:25buy390.101.555210.000000.00000
1442023.01.05 01:25modify390.101.555211.553161.56161
1452023.01.05 01:25modify380.101.556031.553161.56161
1462023.01.05 01:25modify370.101.553241.553161.56161
1472023.01.05 01:25modify360.101.548611.553161.56161
1482023.01.05 01:40s/l360.101.553161.553161.5616128.6810669.61
1492023.01.05 01:40s/l370.101.553161.553161.56161-2.5010667.12
1502023.01.05 01:40s/l380.101.553161.553161.56161-19.3310647.79
1512023.01.05 01:40s/l390.101.553161.553161.56161-13.8110633.98
1522023.01.19 04:00sell400.101.563760.000000.00000
1532023.01.19 04:00modify400.101.563761.576761.55076
1542023.01.20 15:50sell410.101.557100.000000.00000
1552023.01.20 15:50modify410.101.557101.559211.55076
1562023.01.20 15:50modify400.101.563761.559211.55076
1572023.01.20 16:05s/l400.101.559211.559211.5507631.0110664.99
1582023.01.20 16:05s/l410.101.559211.559211.55076-14.2310650.76
1592023.02.03 16:00sell420.101.556470.000000.00000
1602023.02.03 16:00modify420.101.556471.569471.54347
1612023.02.07 02:55sell430.101.551680.000000.00000
1622023.02.07 02:55modify430.101.551681.554521.54347
1632023.02.07 02:55modify420.101.556471.554521.54347
1642023.02.07 05:26sell440.101.549070.000000.00000
1652023.02.07 05:26modify440.101.549071.552571.54347
1662023.02.07 05:26modify430.101.551681.552571.54347
1672023.02.07 05:26modify420.101.556471.552571.54347
1682023.02.07 17:30t/p420.101.543471.552571.5434788.3310739.08
1692023.02.07 17:30t/p430.101.543471.552571.5434755.3910794.47
1702023.02.07 17:30t/p440.101.543471.552571.5434737.7810832.25
1712023.03.15 16:00buy450.101.593860.000000.00000
1722023.03.15 16:00modify450.101.593861.580861.60686
1732023.03.15 18:20buy460.101.598580.000000.00000
1742023.03.15 18:20modify460.101.598581.595811.60686
1752023.03.15 18:20modify450.101.593861.595811.60686
1762023.03.15 19:15buy470.101.600430.000000.00000
1772023.03.15 19:15modify470.101.600431.598411.60686
1782023.03.15 19:15modify460.101.598581.598411.60686
1792023.03.15 19:15modify450.101.593861.598411.60686
1802023.03.15 19:30s/l450.101.598411.598411.6068630.6410862.89
1812023.03.15 19:30s/l460.101.598411.598411.60686-1.1510861.74
1822023.03.15 19:30s/l470.101.598411.598411.60686-13.6110848.13
1832023.03.21 16:00sell480.101.618920.000000.00000
1842023.03.21 16:00modify480.101.618921.631921.60592
1852023.03.21 21:55sell490.101.614080.000000.00000
1862023.03.21 21:55modify490.101.614081.616971.60592
1872023.03.21 21:55modify480.101.618921.616971.60592
1882023.03.22 01:20sell500.101.612280.000000.00000
1892023.03.22 01:20modify500.101.612281.614371.60592
1902023.03.22 01:20modify490.101.614081.614371.60592
1912023.03.22 01:20modify480.101.618921.614371.60592
1922023.03.22 01:30sell510.101.611500.000000.00000
1932023.03.22 01:30modify510.101.611501.615021.60592
1942023.03.22 01:35modify510.101.611501.614371.60592
1952023.03.22 07:15t/p480.101.605921.614371.6059288.0110936.15
1962023.03.22 07:15t/p490.101.605921.614371.6059255.3610991.51
1972023.03.22 07:15t/p500.101.605921.614371.6059242.9111034.42
1982023.03.22 07:15t/p510.101.605921.614371.6059237.6411072.06
1992023.05.02 08:00buy520.101.639570.000000.00000
2002023.05.02 08:00modify520.101.639571.626571.65257
2012023.05.02 22:40t/p520.101.652571.626571.6525787.5611159.62