Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 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=1; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=50; 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=25; 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=6; 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 test7256Ticks modelled157284Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2540.37Gross profit2842.30Gross loss-301.92
Profit factor9.41Expected payoff61.96
Absolute drawdown115.09Maximal drawdown360.39 (3.52%)Relative drawdown3.52% (360.39)
Total trades41Short positions (won %)20 (100.00%)Long positions (won %)21 (76.19%)
Profit trades (% of total)36 (87.80%)Loss trades (% of total)5 (12.20%)
Largestprofit trade141.77loss trade-103.41
Averageprofit trade78.95loss trade-60.38
Maximumconsecutive wins (profit in money)31 (2472.95)consecutive losses (loss in money)3 (-98.14)
Maximalconsecutive profit (count of wins)2472.95 (31)consecutive loss (count of losses)-203.79 (2)
Averageconsecutive wins12consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 13:00buy10.100.677150.000000.00000
22022.07.01 13:00modify10.100.677150.667150.69115
32022.07.04 06:50buy20.100.684290.000000.00000
42022.07.04 06:50modify20.100.684290.677850.69115
52022.07.04 06:50modify10.100.677150.677850.69115
62022.07.04 07:15buy30.100.685780.000000.00000
72022.07.04 07:15modify30.100.685780.680650.69115
82022.07.04 07:15buy40.100.685780.000000.00000
92022.07.04 07:15modify40.100.685780.682050.69115
102022.07.04 07:15modify20.100.684290.682050.69115
112022.07.04 07:15modify10.100.677150.682050.69115
122022.07.04 07:17modify30.100.685780.682050.69115
132022.07.05 07:20s/l10.100.682050.682050.6911548.2410048.24
142022.07.05 07:20s/l20.100.682050.682050.69115-22.7810025.46
152022.07.05 07:20s/l30.100.682050.682050.69115-37.689987.78
162022.07.05 07:20s/l40.100.682050.682050.69115-37.689950.11
172022.07.11 13:00buy50.100.674430.000000.00000
182022.07.11 13:00modify50.100.674430.664430.68843
192022.07.17 23:45buy60.100.681430.000000.00000
202022.07.17 23:45modify60.100.681430.675130.68843
212022.07.17 23:45modify50.100.674430.675130.68843
222022.07.18 07:15buy70.100.683070.000000.00000
232022.07.18 07:15modify70.100.683070.677930.68843
242022.07.18 07:15buy80.100.683070.000000.00000
252022.07.18 07:15modify80.100.683070.679330.68843
262022.07.18 07:15modify60.100.681430.679330.68843
272022.07.18 07:15modify50.100.674430.679330.68843
282022.07.18 07:17modify70.100.683070.679330.68843
292022.07.19 08:10t/p50.100.688430.679330.68843136.9710087.08
302022.07.19 08:10t/p60.100.688430.679330.6884369.2410156.32
312022.07.19 08:10t/p70.100.688430.679330.6884353.2210209.54
322022.07.19 08:10t/p80.100.688430.679330.6884353.2210262.76
332022.08.05 13:00buy90.100.688940.000000.00000
342022.08.05 13:00modify90.100.688940.678940.70294
352022.08.08 07:15buy100.100.695950.000000.00000
362022.08.08 07:15modify100.100.695950.689640.70294
372022.08.08 07:15modify90.100.688940.689640.70294
382022.08.08 07:50buy110.100.697340.000000.00000
392022.08.08 07:50modify110.100.697340.692440.70294
402022.08.08 07:50buy120.100.697340.000000.00000
412022.08.08 07:50modify120.100.697340.693840.70294
422022.08.08 07:50modify100.100.695950.693840.70294
432022.08.08 07:50modify90.100.688940.693840.70294
442022.08.08 07:52modify110.100.697340.693840.70294
452022.08.10 12:45t/p90.100.702940.693840.70294138.8610401.62
462022.08.10 12:45t/p100.100.702940.693840.7029469.1410470.77
472022.08.10 12:45t/p110.100.702940.693840.7029455.2410526.01
482022.08.10 12:45t/p120.100.702940.693840.7029455.2410581.25
492022.08.10 13:00sell130.100.705070.000000.00000
502022.08.10 13:00modify130.100.705070.715070.69107
512022.08.17 07:20sell140.100.698050.000000.00000
522022.08.17 07:20modify140.100.698050.704370.69107
532022.08.17 07:20modify130.100.705070.704370.69107
542022.08.17 08:20sell150.100.696500.000000.00000
552022.08.17 08:20modify150.100.696500.701570.69107
562022.08.17 08:20sell160.100.696500.000000.00000
572022.08.17 08:20modify160.100.696500.700170.69107
582022.08.17 08:20modify140.100.698050.700170.69107
592022.08.17 08:20modify130.100.705070.700170.69107
602022.08.17 08:22modify150.100.696500.700170.69107
612022.08.18 06:45t/p130.100.691070.700170.69107141.6110722.86
622022.08.18 06:45t/p140.100.691070.700170.6910770.2810793.15
632022.08.18 06:45t/p150.100.691070.700170.6910754.7810847.93
642022.08.18 06:45t/p160.100.691070.700170.6910754.7810902.71
652022.09.02 15:00sell170.100.684780.000000.00000
662022.09.02 15:00modify170.100.684780.694780.67078
672022.09.04 21:00sell180.100.677730.000000.00000
682022.09.04 21:00modify180.100.677730.684080.67078
692022.09.04 21:00modify170.100.684780.684080.67078
702022.09.06 09:20sell190.100.676120.000000.00000
712022.09.06 09:20modify190.100.676120.681280.67078
722022.09.06 09:20sell200.100.676120.000000.00000
732022.09.06 09:20modify200.100.676120.679880.67078
742022.09.06 09:20modify180.100.677730.679880.67078
752022.09.06 09:20modify170.100.684780.679880.67078
762022.09.06 09:22modify190.100.676120.679880.67078
772022.09.07 01:37t/p170.100.670780.679880.67078140.4811043.20
782022.09.07 01:37t/p180.100.670780.679880.6707869.9811113.18
792022.09.07 01:37t/p190.100.670780.679880.6707853.5611166.74
802022.09.07 01:37t/p200.100.670780.679880.6707853.5611220.30
812022.09.09 08:00sell210.100.686030.000000.00000
822022.09.09 08:00modify210.100.686030.696030.67203
832022.09.13 13:37sell220.100.679000.000000.00000
842022.09.13 13:37modify220.100.679000.685330.67203
852022.09.13 13:37modify210.100.686030.685330.67203
862022.09.13 14:53sell230.100.677430.000000.00000
872022.09.13 14:53modify230.100.677430.682530.67203
882022.09.13 14:53sell240.100.677430.000000.00000
892022.09.13 14:53modify240.100.677430.681130.67203
902022.09.13 14:53modify220.100.679000.681130.67203
912022.09.13 14:53modify210.100.686030.681130.67203
922022.09.13 14:56modify230.100.677430.681130.67203
932022.09.14 06:20t/p210.100.672030.681130.67203140.4811360.79
942022.09.14 06:20t/p220.100.672030.681130.6720369.8611430.65
952022.09.14 06:20t/p230.100.672030.681130.6720354.1611484.81
962022.09.14 06:20t/p240.100.672030.681130.6720354.1611538.97
972022.09.28 07:00buy250.100.636630.000000.00000
982022.09.28 07:00modify250.100.636630.626630.65063
992022.09.28 13:40buy260.100.645310.000000.00000
1002022.09.28 13:40modify260.100.645310.640130.65063
1012022.09.28 13:40buy270.100.645310.000000.00000
1022022.09.28 13:40modify270.100.645310.641530.65063
1032022.09.28 13:40modify250.100.636630.641530.65063
1042022.09.28 13:42modify260.100.645310.641530.65063
1052022.09.28 15:50t/p250.100.650630.641530.65063140.0011678.97
1062022.09.28 15:50t/p260.100.650630.641530.6506353.2011732.17
1072022.09.28 15:50t/p270.100.650630.641530.6506353.2011785.37
1082022.12.13 14:00sell280.100.686520.000000.00000
1092022.12.13 14:00modify280.100.686520.696520.67252
1102022.12.15 08:40sell290.100.679470.000000.00000
1112022.12.15 08:40modify290.100.679470.685820.67252
1122022.12.15 08:40modify280.100.686520.685820.67252
1132022.12.15 09:05sell300.100.678110.000000.00000
1142022.12.15 09:05modify300.100.678110.683020.67252
1152022.12.15 09:05sell310.100.678110.000000.00000
1162022.12.15 09:05modify310.100.678110.681620.67252
1172022.12.15 09:05modify290.100.679470.681620.67252
1182022.12.15 09:05modify280.100.686520.681620.67252
1192022.12.15 09:07modify300.100.678110.681620.67252
1202022.12.15 15:20t/p280.100.672520.681620.67252140.6411926.02
1212022.12.15 15:20t/p290.100.672520.681620.6725269.5011995.52
1222022.12.15 15:20t/p300.100.672520.681620.6725255.9012051.42
1232022.12.15 15:20t/p310.100.672520.681620.6725255.9012107.32
1242023.01.31 11:00buy320.100.699050.000000.00000
1252023.01.31 11:00modify320.100.699050.689050.71305
1262023.01.31 18:45buy330.100.706100.000000.00000
1272023.01.31 18:45modify330.100.706100.699750.71305
1282023.01.31 18:45modify320.100.699050.699750.71305
1292023.02.01 04:46buy340.100.707700.000000.00000
1302023.02.01 04:46modify340.100.707700.702550.71305
1312023.02.01 04:46buy350.100.707700.000000.00000
1322023.02.01 04:46modify350.100.707700.703950.71305
1332023.02.01 04:46modify330.100.706100.703950.71305
1342023.02.01 04:46modify320.100.699050.703950.71305
1352023.02.01 04:50modify340.100.707700.703950.71305
1362023.02.01 19:50t/p320.100.713050.703950.71305139.6212246.94
1372023.02.01 19:50t/p330.100.713050.703950.7130569.1212316.06
1382023.02.01 19:50t/p340.100.713050.703950.7130553.5012369.56
1392023.02.01 19:50t/p350.100.713050.703950.7130553.5012423.06
1402023.02.03 14:00buy360.100.698050.000000.00000
1412023.02.03 14:00modify360.100.698050.688050.71205
1422023.02.06 14:20s/l360.100.688050.688050.71205-100.3812322.68
1432023.02.24 14:00buy370.100.674450.000000.00000
1442023.02.24 14:00modify370.100.674450.664450.68845
1452023.03.07 15:03s/l370.100.664450.664450.68845-103.4112219.27
1462023.06.14 15:00sell380.100.682980.000000.00000
1472023.06.14 15:00modify380.100.682980.692980.66898
1482023.06.20 14:15sell390.100.675920.000000.00000
1492023.06.20 14:15modify390.100.675920.682280.66898
1502023.06.20 14:15modify380.100.682980.682280.66898
1512023.06.22 17:20sell400.100.674420.000000.00000
1522023.06.22 17:20modify400.100.674420.679480.66898
1532023.06.22 17:20sell410.100.674420.000000.00000
1542023.06.22 17:20modify410.100.674420.678080.66898
1552023.06.22 17:20modify390.100.675920.678080.66898
1562023.06.22 17:20modify380.100.682980.678080.66898
1572023.06.22 17:22modify400.100.674420.678080.66898
1582023.06.23 07:46t/p380.100.668980.678080.66898141.7712361.04
1592023.06.23 07:46t/p390.100.668980.678080.6689870.2112431.25
1602023.06.23 07:46t/p400.100.668980.678080.6689854.5612485.81
1612023.06.23 07:46t/p410.100.668980.678080.6689854.5612540.37