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=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=70; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 modelled79329Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1383.04Gross profit2177.74Gross loss-794.70
Profit factor2.74Expected payoff28.81
Absolute drawdown7.80Maximal drawdown308.61 (2.88%)Relative drawdown2.88% (308.61)
Total trades48Short positions (won %)25 (72.00%)Long positions (won %)23 (65.22%)
Profit trades (% of total)33 (68.75%)Loss trades (% of total)15 (31.25%)
Largestprofit trade141.13loss trade-71.14
Averageprofit trade65.99loss trade-52.98
Maximumconsecutive wins (profit in money)10 (692.06)consecutive losses (loss in money)3 (-211.89)
Maximalconsecutive profit (count of wins)692.06 (10)consecutive loss (count of losses)-211.89 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 16:00buy10.100.679130.000000.00000
22022.07.01 16:00modify10.100.679130.672130.69313
32022.07.04 13:35buy20.100.686970.000000.00000
42022.07.04 13:35modify20.100.686970.682630.69313
52022.07.04 13:35modify10.100.679130.682630.69313
62022.07.05 01:40buy30.100.689730.000000.00000
72022.07.05 01:40modify30.100.689730.687530.69313
82022.07.05 01:40modify20.100.686970.687530.69313
92022.07.05 01:40modify10.100.679130.687530.69313
102022.07.05 02:40s/l10.100.687530.687530.6931383.2410083.24
112022.07.05 02:40s/l20.100.687530.687530.693135.2210088.46
122022.07.05 02:40s/l30.100.687530.687530.69313-22.0010066.46
132022.08.02 12:00buy40.100.693790.000000.00000
142022.08.02 12:00modify40.100.693790.686790.70779
152022.08.08 12:40buy50.100.699450.000000.00000
162022.08.08 12:40modify50.100.699450.694490.70779
172022.08.08 12:40modify40.100.693790.694490.70779
182022.08.10 12:20buy60.100.701770.000000.00000
192022.08.10 12:20modify60.100.701770.697290.70779
202022.08.10 12:20modify50.100.699450.697290.70779
212022.08.10 12:20modify40.100.693790.697290.70779
222022.08.10 12:30buy70.100.704380.000000.00000
232022.08.10 12:30modify70.100.704380.702190.70779
242022.08.10 12:30modify60.100.701770.702190.70779
252022.08.10 12:30modify50.100.699450.702190.70779
262022.08.10 12:30modify40.100.693790.702190.70779
272022.08.10 14:20t/p40.100.707790.702190.70779136.9710203.43
282022.08.10 14:20t/p50.100.707790.702190.7077982.6410286.08
292022.08.10 14:20t/p60.100.707790.702190.7077960.2010346.28
302022.08.10 14:20t/p70.100.707790.702190.7077934.1010380.38
312022.08.10 20:00sell80.100.708010.000000.00000
322022.08.10 20:00modify80.100.708010.715010.69401
332022.08.15 09:40sell90.100.702190.000000.00000
342022.08.15 09:40modify90.100.702190.707310.69401
352022.08.15 09:40modify80.100.708010.707310.69401
362022.08.16 00:50sell100.100.700170.000000.00000
372022.08.16 00:50modify100.100.700170.704510.69401
382022.08.16 00:50modify90.100.702190.704510.69401
392022.08.16 00:50modify80.100.708010.704510.69401
402022.08.17 07:40sell110.100.697250.000000.00000
412022.08.17 07:40modify110.100.697250.699610.69401
422022.08.17 07:40modify100.100.700170.699610.69401
432022.08.17 07:40modify90.100.702190.699610.69401
442022.08.17 07:40modify80.100.708010.699610.69401
452022.08.17 11:40t/p80.100.694010.699610.69401141.1310521.50
462022.08.17 11:40t/p90.100.694010.699610.6940182.1210603.63
472022.08.17 11:40t/p100.100.694010.699610.6940161.7610665.39
482022.08.17 11:40t/p110.100.694010.699610.6940132.4010697.79
492022.09.21 12:00buy120.100.667440.000000.00000
502022.09.21 12:00modify120.100.667440.660440.68144
512022.09.22 00:20s/l120.100.660440.660440.68144-71.1410626.65
522022.09.26 08:00buy130.100.650620.000000.00000
532022.09.26 08:00modify130.100.650620.643620.66462
542022.09.27 16:20s/l130.100.643620.643620.66462-70.3810556.27
552022.10.10 12:00buy140.100.631680.000000.00000
562022.10.10 12:00modify140.100.631680.624680.64568
572022.10.11 04:40s/l140.100.624680.624680.64568-70.3810485.89
582022.10.11 08:00buy150.100.626640.000000.00000
592022.10.11 08:00modify150.100.626640.619640.64064
602022.10.11 16:50buy160.100.634570.000000.00000
612022.10.11 16:50modify160.100.634570.630140.64064
622022.10.11 16:50modify150.100.626640.630140.64064
632022.10.11 17:55buy170.100.632450.000000.00000
642022.10.11 17:55modify170.100.632450.627340.64064
652022.10.11 17:55modify170.100.632450.630140.64064
662022.10.11 18:20s/l150.100.630140.630140.6406435.0010520.89
672022.10.11 18:20s/l160.100.630140.630140.64064-44.3010476.59
682022.10.11 18:20s/l170.100.630140.630140.64064-23.1010453.49
692022.10.26 20:00sell180.100.648960.000000.00000
702022.10.26 20:00modify180.100.648960.655960.63496
712022.10.28 06:40sell190.100.643100.000000.00000
722022.10.28 06:40modify190.100.643100.648260.63496
732022.10.28 06:40modify180.100.648960.648260.63496
742022.10.28 08:30sell200.100.641200.000000.00000
752022.10.28 08:30modify200.100.641200.645460.63496
762022.10.28 08:30modify190.100.643100.645460.63496
772022.10.28 08:30modify180.100.648960.645460.63496
782022.10.31 11:40sell210.100.638340.000000.00000
792022.10.31 11:40modify210.100.638340.640560.63496
802022.10.31 11:40modify200.100.641200.640560.63496
812022.10.31 11:40modify190.100.643100.640560.63496
822022.10.31 11:40modify180.100.648960.640560.63496
832022.10.31 22:30s/l180.100.640560.640560.6349684.8110538.30
842022.10.31 22:30s/l190.100.640560.640560.6349625.5610563.86
852022.10.31 22:30s/l200.100.640560.640560.634966.5610570.42
862022.10.31 22:30s/l210.100.640560.640560.63496-22.2010548.22
872022.11.10 20:00sell220.100.659130.000000.00000
882022.11.10 20:00modify220.100.659130.666130.64513
892022.11.11 06:15s/l220.100.666130.666130.64513-69.8410478.38
902022.11.21 20:00buy230.100.660060.000000.00000
912022.11.21 20:00modify230.100.660060.653060.67406
922022.11.23 00:25buy240.100.665700.000000.00000
932022.11.23 00:25modify240.100.665700.660760.67406
942022.11.23 00:25modify230.100.660060.660760.67406
952022.11.23 16:45buy250.100.670820.000000.00000
962022.11.23 16:45modify250.100.670820.668460.67406
972022.11.23 16:45modify240.100.665700.668460.67406
982022.11.23 16:45modify230.100.660060.668460.67406
992022.11.23 23:20t/p230.100.674060.668460.67406139.2410617.63
1002022.11.23 23:20t/p240.100.674060.668460.6740683.6010701.23
1012022.11.23 23:20t/p250.100.674060.668460.6740632.4010733.63
1022023.01.18 12:00sell260.100.701780.000000.00000
1032023.01.18 12:00modify260.100.701780.708780.68778
1042023.01.18 18:00sell270.100.695960.000000.00000
1052023.01.18 18:00modify270.100.695960.701080.68778
1062023.01.18 18:00modify260.100.701780.701080.68778
1072023.01.18 19:40sell280.100.693810.000000.00000
1082023.01.18 19:40modify280.100.693810.698280.68778
1092023.01.18 19:40modify270.100.695960.698280.68778
1102023.01.18 19:40modify260.100.701780.698280.68778
1112023.01.19 03:45sell290.100.691280.000000.00000
1122023.01.19 03:45modify290.100.691280.693380.68778
1132023.01.19 03:45modify280.100.693810.693380.68778
1142023.01.19 03:45modify270.100.695960.693380.68778
1152023.01.19 03:45modify260.100.701780.693380.68778
1162023.01.19 10:15t/p260.100.687780.693380.68778140.4810874.11
1172023.01.19 10:15t/p270.100.687780.693380.6877882.2810956.39
1182023.01.19 10:15t/p280.100.687780.693380.6877860.7811017.18
1192023.01.19 10:15t/p290.100.687780.693380.6877835.0011052.18
1202023.01.25 08:00sell300.100.709860.000000.00000
1212023.01.25 08:00modify300.100.709860.716860.69586
1222023.01.31 02:40sell310.100.704210.000000.00000
1232023.01.31 02:40modify310.100.704210.709160.69586
1242023.01.31 02:40modify300.100.709860.709160.69586
1252023.01.31 07:15sell320.100.702040.000000.00000
1262023.01.31 07:15modify320.100.702040.706360.69586
1272023.01.31 07:15modify310.100.704210.706360.69586
1282023.01.31 07:15modify300.100.709860.706360.69586
1292023.01.31 11:55sell330.100.699220.000000.00000
1302023.01.31 11:55modify330.100.699220.701460.69586
1312023.01.31 11:55modify320.100.702040.701460.69586
1322023.01.31 11:55modify310.100.704210.701460.69586
1332023.01.31 11:55modify300.100.709860.701460.69586
1342023.01.31 13:30s/l300.100.701460.701460.6958684.9711137.14
1352023.01.31 13:30s/l310.100.701460.701460.6958627.5011164.64
1362023.01.31 13:30s/l320.100.701460.701460.695865.8011170.44
1372023.01.31 13:30s/l330.100.701460.701460.69586-22.4011148.04
1382023.02.02 08:00sell340.100.713920.000000.00000
1392023.02.02 08:00modify340.100.713920.720920.69992
1402023.02.02 15:25sell350.100.708240.000000.00000
1412023.02.02 15:25modify350.100.708240.713220.69992
1422023.02.02 15:25modify340.100.713920.713220.69992
1432023.02.03 02:20sell360.100.705940.000000.00000
1442023.02.03 02:20modify360.100.705940.710420.69992
1452023.02.03 02:20modify350.100.708240.710420.69992
1462023.02.03 02:20modify340.100.713920.710420.69992
1472023.02.03 13:40t/p340.100.699920.710420.69992140.1611288.21
1482023.02.03 13:40t/p350.100.699920.710420.6999283.3611371.57
1492023.02.03 13:40t/p360.100.699920.710420.6999260.2011431.77
1502023.02.24 20:00buy370.100.672880.000000.00000
1512023.02.24 20:00modify370.100.672880.665880.68688
1522023.03.01 12:40buy380.100.678620.000000.00000
1532023.03.01 12:40modify380.100.678620.673580.68688
1542023.03.01 12:40modify370.100.672880.673580.68688
1552023.03.01 15:05s/l370.100.673580.673580.686885.8611437.63
1562023.03.01 15:05s/l380.100.673580.673580.68688-50.4011387.23
1572023.05.02 12:00sell390.100.670050.000000.00000
1582023.05.02 12:00modify390.100.670050.677050.65605
1592023.05.03 23:06sell400.100.664430.000000.00000
1602023.05.03 23:06modify400.100.664430.669350.65605
1612023.05.03 23:06modify390.100.670050.669350.65605
1622023.05.04 02:40s/l390.100.669350.669350.656057.6411394.88
1632023.05.04 02:40s/l400.100.669350.669350.65605-48.7211346.16
1642023.05.05 08:00sell410.100.673100.000000.00000
1652023.05.05 08:00modify410.100.673100.680100.65910
1662023.05.08 13:20s/l410.100.680100.680100.65910-69.8411276.32
1672023.05.31 12:00buy420.100.647950.000000.00000
1682023.05.31 12:00modify420.100.647950.640950.66195
1692023.06.01 13:30buy430.100.653570.000000.00000
1702023.06.01 13:30modify430.100.653570.648650.66195
1712023.06.01 13:30modify420.100.647950.648650.66195
1722023.06.01 14:50buy440.100.655800.000000.00000
1732023.06.01 14:50modify440.100.655800.651450.66195
1742023.06.01 14:50modify430.100.653570.651450.66195
1752023.06.01 14:50modify420.100.647950.651450.66195
1762023.06.02 00:05buy450.100.658580.000000.00000
1772023.06.02 00:05modify450.100.658580.656350.66195
1782023.06.02 00:05modify440.100.655800.656350.66195
1792023.06.02 00:05modify430.100.653570.656350.66195
1802023.06.02 00:05modify420.100.647950.656350.66195
1812023.06.02 08:30t/p420.100.661950.656350.66195138.4811414.81
1822023.06.02 08:30t/p430.100.661950.656350.6619583.4211498.23
1832023.06.02 08:30t/p440.100.661950.656350.6619561.1211559.35
1842023.06.02 08:30t/p450.100.661950.656350.6619533.7011593.05
1852023.06.06 12:00sell460.100.666170.000000.00000
1862023.06.06 12:00modify460.100.666170.673170.65217
1872023.06.09 11:40s/l460.100.673170.673170.65217-69.1911523.85
1882023.06.09 20:00sell470.100.673890.000000.00000
1892023.06.09 20:00modify470.100.673890.680890.65989
1902023.06.13 13:15s/l470.100.680890.680890.65989-69.6811454.18
1912023.06.23 16:00buy480.100.668870.000000.00000
1922023.06.23 16:00modify480.100.668870.661870.68287
1932023.06.28 01:40s/l480.100.661870.661870.68287-71.1411383.04