Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=100; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 modelled79466Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1805.07Gross profit2915.60Gross loss-1110.54
Profit factor2.63Expected payoff23.44
Absolute drawdown201.36Maximal drawdown447.38 (4.08%)Relative drawdown4.08% (447.38)
Total trades77Short positions (won %)43 (74.42%)Long positions (won %)34 (55.88%)
Profit trades (% of total)51 (66.23%)Loss trades (% of total)26 (33.77%)
Largestprofit trade110.64loss trade-75.05
Averageprofit trade57.17loss trade-42.71
Maximumconsecutive wins (profit in money)11 (609.37)consecutive losses (loss in money)3 (-79.73)
Maximalconsecutive profit (count of wins)609.37 (11)consecutive loss (count of losses)-143.32 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.02 12:00sell10.1093.4760.0000.000
22022.06.02 12:00modify10.1093.47694.47691.976
32022.06.02 23:40s/l10.1094.47694.47691.976-71.669928.34
42022.06.07 04:00sell20.1095.1480.0000.000
52022.06.07 04:00modify20.1095.14896.14893.648
62022.06.07 04:40s/l20.1096.14896.14893.648-71.669856.68
72022.06.08 08:00sell30.1096.0980.0000.000
82022.06.08 08:00modify30.1096.09897.09894.598
92022.06.09 13:40sell40.1095.3430.0000.000
102022.06.09 13:40modify40.1095.34396.02394.598
112022.06.09 13:40modify30.1096.09896.02394.598
122022.06.10 00:20sell50.1095.2440.0000.000
132022.06.10 00:20modify50.1095.24495.64894.598
142022.06.10 00:20modify40.1095.34395.64894.598
152022.06.10 00:20modify30.1096.09895.64894.598
162022.06.10 00:50sell60.1095.0270.0000.000
172022.06.10 00:50modify60.1095.02795.57394.598
182022.06.10 00:50modify50.1095.24495.57394.598
192022.06.10 00:50modify40.1095.34395.57394.598
202022.06.10 00:50modify30.1096.09895.57394.598
212022.06.10 14:30t/p30.1094.59895.57394.598104.789961.46
222022.06.10 14:30t/p40.1094.59895.57394.59852.7010014.16
232022.06.10 14:30t/p50.1094.59895.57394.59846.2910060.45
242022.06.10 14:30t/p60.1094.59895.57394.59830.7410091.19
252022.06.13 12:00buy70.1093.6560.0000.000
262022.06.13 12:00modify70.1093.65692.65695.156
272022.06.13 14:40s/l70.1092.65692.65695.156-71.8010019.39
282022.07.01 04:00buy80.1092.3400.0000.000
292022.07.01 04:00modify80.1092.34091.34093.840
302022.07.04 11:55buy90.1093.1660.0000.000
312022.07.04 11:55modify90.1093.16692.79093.840
322022.07.04 11:55modify80.1092.34092.79093.840
332022.07.04 14:40buy100.1093.1100.0000.000
342022.07.04 14:40modify100.1093.11092.41593.840
352022.07.04 14:45modify100.1093.11092.79093.840
362022.07.05 00:10buy110.1093.4060.0000.000
372022.07.05 00:10modify110.1093.40692.86593.840
382022.07.05 00:10modify90.1093.16692.86593.840
392022.07.05 00:10modify100.1093.11092.86593.840
402022.07.05 00:10modify80.1092.34092.86593.840
412022.07.05 01:30t/p80.1093.84092.86593.840108.6810128.07
422022.07.05 01:30t/p90.1093.84092.86593.84048.8810176.95
432022.07.05 01:30t/p100.1093.84092.86593.84052.9010229.85
442022.07.05 01:30t/p110.1093.84092.86593.84031.1610261.01
452022.07.20 04:00sell120.1095.4940.0000.000
462022.07.20 04:00modify120.1095.49496.49493.994
472022.07.22 13:50sell130.1094.7290.0000.000
482022.07.22 13:50modify130.1094.72995.41993.994
492022.07.22 13:50modify120.1095.49495.41993.994
502022.07.22 14:20sell140.1094.6560.0000.000
512022.07.22 14:20modify140.1094.65695.04493.994
522022.07.22 14:20modify130.1094.72995.04493.994
532022.07.22 14:20modify120.1095.49495.04493.994
542022.07.22 16:40sell150.1094.4230.0000.000
552022.07.22 16:40modify150.1094.42394.96993.994
562022.07.22 16:40modify140.1094.65694.96993.994
572022.07.22 16:40modify130.1094.72994.96993.994
582022.07.22 16:40modify120.1095.49494.96993.994
592022.07.25 00:40t/p120.1093.99494.96993.994104.1010365.11
602022.07.25 00:40t/p130.1093.99494.96993.99451.9910417.11
612022.07.25 00:40t/p140.1093.99494.96993.99446.7610463.87
622022.07.25 00:40t/p150.1093.99494.96993.99430.0610493.93
632022.08.01 04:00buy160.1092.6070.0000.000
642022.08.01 04:00modify160.1092.60791.60794.107
652022.08.02 01:40s/l160.1091.60791.60794.107-71.3110422.62
662022.08.02 08:00buy170.1090.6520.0000.000
672022.08.02 08:00modify170.1090.65289.65292.152
682022.08.02 14:30buy180.1091.4240.0000.000
692022.08.02 14:30modify180.1091.42490.72792.152
702022.08.02 14:30modify170.1090.65290.72792.152
712022.08.02 18:15t/p170.1092.15290.72792.152107.7010530.32
722022.08.02 18:15t/p180.1092.15290.72792.15252.2710582.59
732022.08.12 04:00sell190.1094.8260.0000.000
742022.08.12 04:00modify190.1094.82695.82693.326
752022.08.15 08:30sell200.1094.0570.0000.000
762022.08.15 08:30modify200.1094.05794.75193.326
772022.08.15 08:30modify190.1094.82694.75193.326
782022.08.15 10:30sell210.1093.7740.0000.000
792022.08.15 10:30modify210.1093.77494.30193.326
802022.08.15 10:30modify200.1094.05794.30193.326
812022.08.15 10:30modify190.1094.82694.30193.326
822022.08.15 12:20t/p190.1093.32694.30193.326106.8110689.41
832022.08.15 12:20t/p200.1093.32694.30193.32652.3810741.79
842022.08.15 12:20t/p210.1093.32694.30193.32632.1010773.89
852022.09.07 12:00sell220.1097.1490.0000.000
862022.09.07 12:00modify220.1097.14998.14995.649
872022.09.12 06:20s/l220.1098.14998.14995.649-75.0510698.84
882022.09.14 12:00buy230.1096.2340.0000.000
892022.09.14 12:00modify230.1096.23495.23497.734
902022.09.15 02:46buy240.1097.0000.0000.000
912022.09.15 02:46modify240.1097.00096.30997.734
922022.09.15 02:46modify230.1096.23496.30997.734
932022.09.15 06:30buy250.1097.0780.0000.000
942022.09.15 06:30modify250.1097.07896.68497.734
952022.09.15 06:30modify240.1097.00096.68497.734
962022.09.15 06:30modify230.1096.23496.68497.734
972022.09.15 09:30s/l230.1096.68496.68497.73433.7810732.62
982022.09.15 09:30s/l240.1096.68496.68497.734-22.6910709.93
992022.09.15 09:30s/l250.1096.68496.68497.734-28.2910681.64
1002022.09.28 04:00buy260.1092.6260.0000.000
1012022.09.28 04:00modify260.1092.62691.62694.126
1022022.09.28 14:40buy270.1093.6800.0000.000
1032022.09.28 14:40modify270.1093.68093.15194.126
1042022.09.28 14:40modify260.1092.62693.15194.126
1052022.09.29 02:45buy280.1093.4510.0000.000
1062022.09.29 02:45modify280.1093.45193.07694.126
1072022.09.29 02:50modify280.1093.45193.15194.126
1082022.09.29 07:40s/l260.1093.15193.15194.12639.1610720.79
1092022.09.29 07:40s/l270.1093.15193.15194.126-36.5210684.27
1102022.09.29 07:40s/l280.1093.15193.15194.126-21.5410662.73
1112022.10.10 08:00buy290.1091.7850.0000.000
1122022.10.10 08:00modify290.1091.78590.78593.285
1132022.10.13 16:50buy300.1092.5510.0000.000
1142022.10.13 16:50modify300.1092.55191.86093.285
1152022.10.13 16:50modify290.1091.78591.86093.285
1162022.10.13 17:40buy310.1092.8530.0000.000
1172022.10.13 17:40modify310.1092.85392.31093.285
1182022.10.13 17:40modify300.1092.55192.31093.285
1192022.10.13 17:40modify290.1091.78592.31093.285
1202022.10.14 02:15t/p290.1093.28592.31093.285110.6410773.37
1212022.10.14 02:15t/p300.1093.28592.31093.28553.1910826.56
1222022.10.14 02:15t/p310.1093.28592.31093.28531.5010858.06
1232022.10.14 04:00sell320.1093.3050.0000.000
1242022.10.14 04:00modify320.1093.30594.30591.805
1252022.10.14 15:40sell330.1092.2510.0000.000
1262022.10.14 15:40modify330.1092.25192.78091.805
1272022.10.14 15:40modify320.1093.30592.78091.805
1282022.10.14 16:45sell340.1092.4570.0000.000
1292022.10.14 16:45modify340.1092.45792.85591.805
1302022.10.14 16:50modify340.1092.45792.78091.805
1312022.10.17 02:05sell350.1092.5380.0000.000
1322022.10.17 02:05modify350.1092.53893.23091.805
1332022.10.17 02:10modify350.1092.53892.78091.805
1342022.10.17 05:30s/l320.1092.78092.78091.80536.9410895.00
1352022.10.17 05:30s/l330.1092.78092.78091.805-38.5810856.42
1362022.10.17 05:30s/l340.1092.78092.78091.805-23.8210832.60
1372022.10.17 05:30s/l350.1092.78092.78091.805-17.3410815.26
1382022.10.19 04:00sell360.1094.3060.0000.000
1392022.10.19 04:00modify360.1094.30695.30692.806
1402022.10.20 01:46sell370.1093.5360.0000.000
1412022.10.20 01:46modify370.1093.53694.23192.806
1422022.10.20 01:46modify360.1094.30694.23192.806
1432022.10.20 03:30sell380.1093.4660.0000.000
1442022.10.20 03:30modify380.1093.46693.85692.806
1452022.10.20 03:30modify370.1093.53693.85692.806
1462022.10.20 03:30modify360.1094.30693.85692.806
1472022.10.20 04:40s/l360.1093.85693.85692.80630.2110845.47
1482022.10.20 04:40s/l370.1093.85693.85692.806-22.9310822.54
1492022.10.20 04:40s/l380.1093.85693.85692.806-27.9510794.59
1502022.11.10 04:00buy390.1093.7800.0000.000
1512022.11.10 04:00modify390.1093.78092.78095.280
1522022.11.11 10:40s/l390.1092.78092.78095.280-71.3210723.27
1532022.11.28 04:00buy400.1092.7250.0000.000
1542022.11.28 04:00modify400.1092.72591.72594.225
1552022.11.30 10:30buy410.1093.4800.0000.000
1562022.11.30 10:30modify410.1093.48092.80094.225
1572022.11.30 10:30modify400.1092.72592.80094.225
1582022.11.30 11:40buy420.1093.5640.0000.000
1592022.11.30 11:40modify420.1093.56493.17594.225
1602022.11.30 11:40modify410.1093.48093.17594.225
1612022.11.30 11:40modify400.1092.72593.17594.225
1622022.11.30 14:05buy430.1093.7790.0000.000
1632022.11.30 14:05modify430.1093.77993.25094.225
1642022.11.30 14:05modify420.1093.56493.25094.225
1652022.11.30 14:05modify410.1093.48093.25094.225
1662022.11.30 14:05modify400.1092.72593.25094.225
1672022.12.01 00:40s/l400.1093.25093.25094.22540.1410763.41
1682022.12.01 00:40s/l410.1093.25093.25094.225-15.0510748.36
1692022.12.01 00:40s/l420.1093.25093.25094.225-21.0810727.27
1702022.12.01 00:40s/l430.1093.25093.25094.225-36.5110690.76
1712022.12.02 12:00buy440.1091.4120.0000.000
1722022.12.02 12:00modify440.1091.41290.41292.912
1732022.12.05 10:25buy450.1092.1650.0000.000
1742022.12.05 10:25modify450.1092.16591.48792.912
1752022.12.05 10:25modify440.1091.41291.48792.912
1762022.12.05 20:05s/l440.1091.48791.48792.9125.8710696.63
1772022.12.05 20:05s/l450.1091.48791.48792.912-48.6910647.94
1782022.12.20 04:00buy460.1089.0200.0000.000
1792022.12.20 04:00modify460.1089.02088.02090.520
1802022.12.20 07:40s/l460.1088.02088.02090.520-71.8010576.14
1812022.12.28 04:00sell470.1090.4460.0000.000
1822022.12.28 04:00modify470.1090.44691.44688.946
1832022.12.29 13:30sell480.1089.6930.0000.000
1842022.12.29 13:30modify480.1089.69390.37188.946
1852022.12.29 13:30modify470.1090.44690.37188.946
1862022.12.30 00:55sell490.1089.6130.0000.000
1872022.12.30 00:55modify490.1089.61389.99688.946
1882022.12.30 00:55modify480.1089.69389.99688.946
1892022.12.30 00:55modify470.1090.44689.99688.946
1902022.12.30 21:26sell500.1089.3820.0000.000
1912022.12.30 21:26modify500.1089.38289.92188.946
1922022.12.30 21:26modify490.1089.61389.92188.946
1932022.12.30 21:26modify480.1089.69389.92188.946
1942022.12.30 21:26modify470.1090.44689.92188.946
1952023.01.01 22:00t/p470.1088.94689.92188.946104.7810680.92
1962023.01.01 22:00t/p480.1088.94689.92188.94652.8510733.77
1972023.01.01 22:00t/p490.1088.94689.92188.94647.8010781.57
1982023.01.01 22:00t/p500.1088.94689.92188.94631.2510812.82
1992023.01.03 08:00buy510.1088.3320.0000.000
2002023.01.03 08:00modify510.1088.33287.33289.832
2012023.01.04 05:15buy520.1089.1690.0000.000
2022023.01.04 05:15modify520.1089.16988.78289.832
2032023.01.04 05:15modify510.1088.33288.78289.832
2042023.01.04 12:40t/p510.1089.83288.78289.832108.1910921.01
2052023.01.04 12:40t/p520.1089.83288.78289.83247.6010968.61
2062023.01.09 08:00sell530.1091.4480.0000.000
2072023.01.09 08:00modify530.1091.44892.44889.948
2082023.01.12 08:40sell540.1090.6720.0000.000
2092023.01.12 08:40modify540.1090.67291.37389.948
2102023.01.12 08:40modify530.1091.44891.37389.948
2112023.01.12 09:30sell550.1090.6050.0000.000
2122023.01.12 09:30modify550.1090.60590.99889.948
2132023.01.12 09:30modify540.1090.67290.99889.948
2142023.01.12 09:30modify530.1091.44890.99889.948
2152023.01.12 13:15t/p530.1089.94890.99889.948104.0911072.71
2162023.01.12 13:15t/p540.1089.94890.99889.94851.8811124.59
2172023.01.12 13:15t/p550.1089.94890.99889.94847.0711171.66
2182023.01.13 04:00buy560.1089.8160.0000.000
2192023.01.13 04:00modify560.1089.81688.81691.316
2202023.01.13 13:40s/l560.1088.81688.81691.316-71.8011099.86
2212023.01.18 04:00sell570.1091.6020.0000.000
2222023.01.18 04:00modify570.1091.60292.60290.102
2232023.01.18 09:50sell580.1090.7650.0000.000
2242023.01.18 09:50modify580.1090.76591.15290.102
2252023.01.18 09:50modify570.1091.60291.15290.102
2262023.01.18 10:20sell590.1090.8470.0000.000
2272023.01.18 10:20modify590.1090.84791.52790.102
2282023.01.18 10:25modify590.1090.84791.15290.102
2292023.01.18 11:59sell600.1090.5260.0000.000
2302023.01.18 11:59modify600.1090.52691.07790.102
2312023.01.18 11:59modify580.1090.76591.07790.102
2322023.01.18 11:59modify590.1090.84791.07790.102
2332023.01.18 11:59modify570.1091.60291.07790.102
2342023.01.18 14:05t/p570.1090.10291.07790.102107.4911207.35
2352023.01.18 14:05t/p580.1090.10291.07790.10247.5111254.86
2362023.01.18 14:05t/p590.1090.10291.07790.10253.3911308.25
2372023.01.18 14:05t/p600.1090.10291.07790.10230.3811338.63
2382023.01.25 04:00sell610.1092.6320.0000.000
2392023.01.25 04:00modify610.1092.63293.63291.132
2402023.01.25 11:33sell620.1091.8070.0000.000
2412023.01.25 11:33modify620.1091.80792.18291.132
2422023.01.25 11:33modify610.1092.63292.18291.132
2432023.01.25 12:20sell630.1091.8560.0000.000
2442023.01.25 12:20modify630.1091.85692.55791.132
2452023.01.25 12:25modify630.1091.85692.18291.132
2462023.01.26 05:30s/l610.1092.18292.18291.13230.2211368.85
2472023.01.26 05:30s/l620.1092.18292.18291.132-28.9011339.94
2482023.01.26 05:30s/l630.1092.18292.18291.132-25.3911314.55
2492023.03.07 08:00buy640.1091.0680.0000.000
2502023.03.07 08:00modify640.1091.06890.06892.568
2512023.03.09 09:40s/l640.1090.06890.06892.568-69.8411244.71
2522023.03.24 12:00buy650.1086.3060.0000.000
2532023.03.24 12:00modify650.1086.30685.30687.806
2542023.03.26 22:46buy660.1087.0850.0000.000
2552023.03.26 22:46modify660.1087.08586.38187.806
2562023.03.26 22:46modify650.1086.30686.38187.806
2572023.03.27 05:40buy670.1087.1570.0000.000
2582023.03.27 05:40modify670.1087.15786.75687.806
2592023.03.27 05:40modify660.1087.08586.75687.806
2602023.03.27 05:40modify650.1086.30686.75687.806
2612023.03.27 07:25buy680.1087.3720.0000.000
2622023.03.27 07:25modify680.1087.37286.83187.806
2632023.03.27 07:25modify670.1087.15786.83187.806
2642023.03.27 07:25modify660.1087.08586.83187.806
2652023.03.27 07:25modify650.1086.30686.83187.806
2662023.03.28 15:30t/p650.1087.80686.83187.806108.6811353.39
2672023.03.28 15:30t/p660.1087.80686.83187.80652.7511406.14
2682023.03.28 15:30t/p670.1087.80686.83187.80647.0911453.22
2692023.03.28 15:30t/p680.1087.80686.83187.80631.6511484.87
2702023.04.13 12:00sell690.1089.8170.0000.000
2712023.04.13 12:00modify690.1089.81790.81788.317
2722023.04.25 13:40sell700.1088.7640.0000.000
2732023.04.25 13:40modify700.1088.76489.29288.317
2742023.04.25 13:40modify690.1089.81789.29288.317
2752023.04.25 18:05t/p690.1088.31789.29288.317100.7211585.59
2762023.04.25 18:05t/p700.1088.31789.29288.31732.0311617.62
2772023.05.08 12:00sell710.1091.7660.0000.000
2782023.05.08 12:00modify710.1091.76692.76690.266
2792023.05.10 13:40sell720.1090.9410.0000.000
2802023.05.10 13:40modify720.1090.94191.31690.266
2812023.05.10 13:40modify710.1091.76691.31690.266
2822023.05.10 13:50sell730.1091.0010.0000.000
2832023.05.10 13:50modify730.1091.00191.69190.266
2842023.05.10 13:55modify730.1091.00191.31690.266
2852023.05.11 08:35sell740.1090.6940.0000.000
2862023.05.11 08:35modify740.1090.69491.24190.266
2872023.05.11 08:35modify720.1090.94191.24190.266
2882023.05.11 08:35modify730.1091.00191.24190.266
2892023.05.11 08:35modify710.1091.76691.24190.266
2902023.05.11 12:40t/p710.1090.26691.24190.266104.1011721.73
2912023.05.11 12:40t/p720.1090.26691.24190.26646.3411768.06
2922023.05.11 12:40t/p730.1090.26691.24190.26650.6411818.70
2932023.05.11 12:40t/p740.1090.26691.24190.26630.6711849.37
2942023.05.19 12:00sell750.1092.1550.0000.000
2952023.05.19 12:00modify750.1092.15593.15590.655
2962023.05.22 07:40sell760.1091.4030.0000.000
2972023.05.22 07:40modify760.1091.40392.08090.655
2982023.05.22 07:40modify750.1092.15592.08090.655
2992023.05.22 13:40s/l750.1092.08092.08090.6554.7011854.08
3002023.05.22 13:40s/l760.1092.08092.08090.655-48.5111805.57
3012023.05.31 08:00buy770.1090.5320.0000.000
3022023.05.31 08:00modify770.1090.53289.53292.032
3032023.05.31 23:59close at stop770.1090.52589.53292.032-0.5011805.07