Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 modelled79329Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit959.23Gross profit1694.22Gross loss-734.99
Profit factor2.31Expected payoff20.85
Absolute drawdown92.83Maximal drawdown255.67 (2.50%)Relative drawdown2.50% (255.67)
Total trades46Short positions (won %)26 (73.08%)Long positions (won %)20 (55.00%)
Profit trades (% of total)30 (65.22%)Loss trades (% of total)16 (34.78%)
Largestprofit trade111.13loss trade-101.89
Averageprofit trade56.47loss trade-45.94
Maximumconsecutive wins (profit in money)14 (853.10)consecutive losses (loss in money)3 (-70.64)
Maximalconsecutive profit (count of wins)853.10 (14)consecutive loss (count of losses)-202.65 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.02 12:00buy10.100.693790.000000.00000
22022.08.02 12:00modify10.100.693790.683790.70479
32022.08.08 12:40buy20.100.699450.000000.00000
42022.08.08 12:40modify20.100.699450.694890.70479
52022.08.08 12:40buy30.100.699450.000000.00000
62022.08.08 12:40modify30.100.699450.696540.70479
72022.08.08 12:40modify10.100.693790.696540.70479
82022.08.08 12:45modify20.100.699450.696540.70479
92022.08.09 06:40s/l10.100.696540.696540.7047924.8510024.85
102022.08.09 06:40s/l20.100.696540.696540.70479-29.489995.37
112022.08.09 06:40s/l30.100.696540.696540.70479-29.489965.89
122022.08.10 20:00sell40.100.708010.000000.00000
132022.08.10 20:00modify40.100.708010.718010.69701
142022.08.15 09:50sell50.100.702400.000000.00000
152022.08.15 09:50modify50.100.702400.706910.69701
162022.08.15 09:50sell60.100.702400.000000.00000
172022.08.15 09:50modify60.100.702400.705260.69701
182022.08.15 09:50modify40.100.708010.705260.69701
192022.08.15 09:55modify50.100.702400.705260.69701
202022.08.16 07:15sell70.100.699050.000000.00000
212022.08.16 07:15modify70.100.699050.703610.69701
222022.08.16 07:15modify60.100.702400.703610.69701
232022.08.16 07:15modify50.100.702400.703610.69701
242022.08.16 07:15modify40.100.708010.703610.69701
252022.08.17 08:40t/p40.100.697010.703610.69701111.1310077.02
262022.08.17 08:40t/p50.100.697010.703610.6970154.2210131.24
272022.08.17 08:40t/p60.100.697010.703610.6970154.2210185.46
282022.08.17 08:40t/p70.100.697010.703610.6970120.5610206.03
292022.09.26 08:00buy80.100.650620.000000.00000
302022.09.26 08:00modify80.100.650620.640620.66162
312022.09.28 01:40s/l80.100.640620.640620.66162-100.7610105.27
322022.10.10 12:00buy90.100.631680.000000.00000
332022.10.10 12:00modify90.100.631680.621680.64268
342022.10.13 12:30s/l90.100.621680.621680.64268-101.8910003.37
352022.10.26 20:00sell100.100.648960.000000.00000
362022.10.26 20:00modify100.100.648960.658960.63796
372022.10.28 06:50sell110.100.643290.000000.00000
382022.10.28 06:50modify110.100.643290.647860.63796
392022.10.28 06:50sell120.100.643290.000000.00000
402022.10.28 06:50modify120.100.643290.646210.63796
412022.10.28 06:50modify100.100.648960.646210.63796
422022.10.28 06:55modify110.100.643290.646210.63796
432022.10.28 11:15sell130.100.640130.000000.00000
442022.10.28 11:15modify130.100.640130.644560.63796
452022.10.28 11:15modify120.100.643290.644560.63796
462022.10.28 11:15modify110.100.643290.644560.63796
472022.10.28 11:15modify100.100.648960.644560.63796
482022.10.31 12:40t/p100.100.637960.644560.63796110.8110114.18
492022.10.31 12:40t/p110.100.637960.644560.6379653.4610167.64
502022.10.31 12:40t/p120.100.637960.644560.6379653.4610221.10
512022.10.31 12:40t/p130.100.637960.644560.6379621.8610242.96
522022.11.10 20:00sell140.100.659130.000000.00000
532022.11.10 20:00modify140.100.659130.669130.64813
542022.11.11 13:40s/l140.100.669130.669130.64813-99.8410143.13
552022.11.21 20:00buy150.100.660060.000000.00000
562022.11.21 20:00modify150.100.660060.650060.67106
572022.11.23 00:25buy160.100.665700.000000.00000
582022.11.23 00:25modify160.100.665700.661160.67106
592022.11.23 00:25buy170.100.665700.000000.00000
602022.11.23 00:25modify170.100.665700.662810.67106
612022.11.23 00:25modify150.100.660060.662810.67106
622022.11.23 00:30modify160.100.665700.662810.67106
632022.11.23 15:10buy180.100.668920.000000.00000
642022.11.23 15:10modify180.100.668920.664460.67106
652022.11.23 15:10modify170.100.665700.664460.67106
662022.11.23 15:10modify160.100.665700.664460.67106
672022.11.23 15:10modify150.100.660060.664460.67106
682022.11.23 15:40t/p150.100.671060.664460.67106109.2410252.37
692022.11.23 15:40t/p160.100.671060.664460.6710653.6010305.97
702022.11.23 15:40t/p170.100.671060.664460.6710653.6010359.57
712022.11.23 15:40t/p180.100.671060.664460.6710621.4010380.97
722023.01.18 12:00sell190.100.701780.000000.00000
732023.01.18 12:00modify190.100.701780.711780.69078
742023.01.19 00:40t/p190.100.690780.711780.69078110.4810491.45
752023.01.25 08:00sell200.100.709860.000000.00000
762023.01.25 08:00modify200.100.709860.719860.69886
772023.01.31 02:40sell210.100.704210.000000.00000
782023.01.31 02:40modify210.100.704210.708760.69886
792023.01.31 02:40sell220.100.704210.000000.00000
802023.01.31 02:40modify220.100.704210.707110.69886
812023.01.31 02:40modify200.100.709860.707110.69886
822023.01.31 02:45modify210.100.704210.707110.69886
832023.01.31 10:05sell230.100.700890.000000.00000
842023.01.31 10:05modify230.100.700890.705460.69886
852023.01.31 10:05modify220.100.704210.705460.69886
862023.01.31 10:05modify210.100.704210.705460.69886
872023.01.31 10:05modify200.100.709860.705460.69886
882023.01.31 11:05t/p200.100.698860.705460.69886110.9710602.42
892023.01.31 11:05t/p210.100.698860.705460.6988653.5010655.92
902023.01.31 11:05t/p220.100.698860.705460.6988653.5010709.42
912023.01.31 11:05t/p230.100.698860.705460.6988620.3010729.72
922023.02.02 04:00sell240.100.714220.000000.00000
932023.02.02 04:00modify240.100.714220.724220.70322
942023.02.02 16:30sell250.100.708600.000000.00000
952023.02.02 16:30modify250.100.708600.713120.70322
962023.02.02 16:30sell260.100.708600.000000.00000
972023.02.02 16:30modify260.100.708600.711470.70322
982023.02.02 16:30modify240.100.714220.711470.70322
992023.02.02 16:35modify250.100.708600.711470.70322
1002023.02.03 03:00sell270.100.705350.000000.00000
1012023.02.03 03:00modify270.100.705350.709820.70322
1022023.02.03 03:00modify260.100.708600.709820.70322
1032023.02.03 03:00modify250.100.708600.709820.70322
1042023.02.03 03:00modify240.100.714220.709820.70322
1052023.02.03 13:20t/p240.100.703220.709820.70322110.1610839.88
1062023.02.03 13:20t/p250.100.703220.709820.7032253.9610893.84
1072023.02.03 13:20t/p260.100.703220.709820.7032253.9610947.80
1082023.02.03 13:20t/p270.100.703220.709820.7032221.3010969.10
1092023.02.06 04:00buy280.100.692800.000000.00000
1102023.02.06 04:00modify280.100.692800.682800.70380
1112023.02.07 17:50buy290.100.698410.000000.00000
1122023.02.07 17:50modify290.100.698410.693900.70380
1132023.02.07 17:50buy300.100.698410.000000.00000
1142023.02.07 17:50modify300.100.698410.695550.70380
1152023.02.07 17:50modify280.100.692800.695550.70380
1162023.02.07 17:55modify290.100.698410.695550.70380
1172023.02.07 18:20s/l280.100.695550.695550.7038027.1210996.22
1182023.02.07 18:20s/l290.100.695550.695550.70380-28.6010967.62
1192023.02.07 18:20s/l300.100.695550.695550.70380-28.6010939.02
1202023.02.24 20:00buy310.100.672880.000000.00000
1212023.02.24 20:00modify310.100.672880.662880.68388
1222023.03.01 12:40buy320.100.678620.000000.00000
1232023.03.01 12:40modify320.100.678620.673980.68388
1242023.03.01 12:40buy330.100.678620.000000.00000
1252023.03.01 12:40modify330.100.678620.675630.68388
1262023.03.01 12:40modify310.100.672880.675630.68388
1272023.03.01 12:45modify320.100.678620.675630.68388
1282023.03.01 13:40s/l310.100.675630.675630.6838826.3610965.39
1292023.03.01 13:40s/l320.100.675630.675630.68388-29.9010935.49
1302023.03.01 13:40s/l330.100.675630.675630.68388-29.9010905.59
1312023.05.02 12:00sell340.100.670050.000000.00000
1322023.05.02 12:00modify340.100.670050.680050.65905
1332023.05.03 22:40sell350.100.664530.000000.00000
1342023.05.03 22:40modify350.100.664530.668950.65905
1352023.05.03 22:40sell360.100.664530.000000.00000
1362023.05.03 22:40modify360.100.664530.667300.65905
1372023.05.03 22:40modify340.100.670050.667300.65905
1382023.05.03 22:45modify350.100.664530.667300.65905
1392023.05.04 01:40s/l340.100.667300.667300.6590528.1410933.73
1402023.05.04 01:40s/l350.100.667300.667300.65905-27.2210906.52
1412023.05.04 01:40s/l360.100.667300.667300.65905-27.2210879.30
1422023.05.05 08:00sell370.100.673100.000000.00000
1432023.05.05 08:00modify370.100.673100.683100.66210
1442023.05.12 15:40sell380.100.664120.000000.00000
1452023.05.12 15:40modify380.100.664120.668700.66210
1462023.05.12 15:40modify370.100.673100.668700.66210
1472023.05.15 06:05sell390.100.667450.000000.00000
1482023.05.15 06:05modify390.100.667450.672000.66210
1492023.05.15 06:05sell400.100.667450.000000.00000
1502023.05.15 06:05modify400.100.667450.670350.66210
1512023.05.15 06:10modify400.100.667450.668700.66210
1522023.05.15 06:10modify390.100.667450.668700.66210
1532023.05.15 06:30s/l370.100.668700.668700.6621045.2910924.59
1542023.05.15 06:30s/l380.100.668700.668700.66210-45.6410878.95
1552023.05.15 06:30s/l390.100.668700.668700.66210-12.5010866.45
1562023.05.15 06:30s/l400.100.668700.668700.66210-12.5010853.95
1572023.05.31 12:00buy410.100.647950.000000.00000
1582023.05.31 12:00modify410.100.647950.637950.65895
1592023.06.01 13:30buy420.100.653570.000000.00000
1602023.06.01 13:30modify420.100.653570.649050.65895
1612023.06.01 13:30buy430.100.653570.000000.00000
1622023.06.01 13:30modify430.100.653570.650700.65895
1632023.06.01 13:30modify410.100.647950.650700.65895
1642023.06.01 13:35modify420.100.653570.650700.65895
1652023.06.01 15:20buy440.100.656770.000000.00000
1662023.06.01 15:20modify440.100.656770.652350.65895
1672023.06.01 15:20modify430.100.653570.652350.65895
1682023.06.01 15:20modify420.100.653570.652350.65895
1692023.06.01 15:20modify410.100.647950.652350.65895
1702023.06.02 01:30t/p410.100.658950.652350.65895108.4810962.44
1712023.06.02 01:30t/p420.100.658950.652350.6589553.4211015.86
1722023.06.02 01:30t/p430.100.658950.652350.6589553.4211069.28
1732023.06.02 01:30t/p440.100.658950.652350.6589521.4211090.70
1742023.06.02 08:00sell450.100.660990.000000.00000
1752023.06.02 08:00modify450.100.660990.670990.64999
1762023.06.07 13:40s/l450.100.670990.670990.64999-99.5210991.18
1772023.06.23 16:00buy460.100.668870.000000.00000
1782023.06.23 16:00modify460.100.668870.658870.67987
1792023.06.30 23:59close at stop460.100.665940.658870.67987-31.9510959.23