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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 profit1479.79Gross profit1990.83Gross loss-511.05
Profit factor3.90Expected payoff41.11
Absolute drawdown72.79Maximal drawdown320.13 (2.71%)Relative drawdown2.71% (320.13)
Total trades36Short positions (won %)18 (72.22%)Long positions (won %)18 (77.78%)
Profit trades (% of total)27 (75.00%)Loss trades (% of total)9 (25.00%)
Largestprofit trade151.13loss trade-81.14
Averageprofit trade73.73loss trade-56.78
Maximumconsecutive wins (profit in money)12 (1025.06)consecutive losses (loss in money)2 (-159.52)
Maximalconsecutive profit (count of wins)1025.06 (12)consecutive loss (count of losses)-159.52 (2)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.11 16:00buy10.100.675190.000000.00000
22022.07.11 16:00modify10.100.675190.667190.69019
32022.07.18 01:40buy20.100.682120.000000.00000
42022.07.18 01:40modify20.100.682120.675940.69019
52022.07.18 01:40modify10.100.675190.675940.69019
62022.07.18 12:30buy30.100.682980.000000.00000
72022.07.18 12:30modify30.100.682980.678940.69019
82022.07.18 12:30modify20.100.682120.678940.69019
92022.07.18 12:30modify10.100.675190.678940.69019
102022.07.19 07:20buy40.100.686610.000000.00000
112022.07.19 07:20modify40.100.686610.683440.69019
122022.07.19 07:20modify30.100.682980.683440.69019
132022.07.19 07:20modify20.100.682120.683440.69019
142022.07.19 07:20modify10.100.675190.683440.69019
152022.07.19 09:40t/p10.100.690190.683440.69019146.9710146.97
162022.07.19 09:40t/p20.100.690190.683440.6901980.3210227.29
172022.07.19 09:40t/p30.100.690190.683440.6901971.7210299.01
182022.07.19 09:40t/p40.100.690190.683440.6901935.8010334.81
192022.08.10 16:00sell50.100.709690.000000.00000
202022.08.10 16:00modify50.100.709690.717690.69469
212022.08.15 09:40sell60.100.702190.000000.00000
222022.08.15 09:40modify60.100.702190.705940.69469
232022.08.15 09:40modify50.100.709690.705940.69469
242022.08.15 10:25sell70.100.702870.000000.00000
252022.08.15 10:25modify70.100.702870.708940.69469
262022.08.15 10:30modify70.100.702870.705940.69469
272022.08.17 07:30sell80.100.698320.000000.00000
282022.08.17 07:30modify80.100.698320.701440.69469
292022.08.17 07:30modify60.100.702190.701440.69469
302022.08.17 07:30modify70.100.702870.701440.69469
312022.08.17 07:30modify50.100.709690.701440.69469
322022.08.17 11:20t/p50.100.694690.701440.69469151.1310485.94
332022.08.17 11:20t/p60.100.694690.701440.6946975.3210561.26
342022.08.17 11:20t/p70.100.694690.701440.6946982.1210643.39
352022.08.17 11:20t/p80.100.694690.701440.6946936.3010679.69
362022.09.09 08:00sell90.100.686030.000000.00000
372022.09.09 08:00modify90.100.686030.694030.67103
382022.09.13 12:40sell100.100.679270.000000.00000
392022.09.13 12:40modify100.100.679270.685280.67103
402022.09.13 12:40modify90.100.686030.685280.67103
412022.09.13 14:30sell110.100.678400.000000.00000
422022.09.13 14:30modify110.100.678400.682280.67103
432022.09.13 14:30modify100.100.679270.682280.67103
442022.09.13 14:30modify90.100.686030.682280.67103
452022.09.14 07:05t/p90.100.671030.682280.67103150.4810830.17
462022.09.14 07:05t/p100.100.671030.682280.6710382.5610912.73
472022.09.14 07:05t/p110.100.671030.682280.6710373.8610986.59
482022.10.26 08:00sell120.100.647020.000000.00000
492022.10.26 08:00modify120.100.647020.655020.63202
502022.10.28 09:40sell130.100.640230.000000.00000
512022.10.28 09:40modify130.100.640230.646270.63202
522022.10.28 09:40modify120.100.647020.646270.63202
532022.10.28 14:40sell140.100.639470.000000.00000
542022.10.28 14:40modify140.100.639470.643270.63202
552022.10.28 14:40modify130.100.640230.643270.63202
562022.10.28 14:40modify120.100.647020.643270.63202
572022.11.01 02:20s/l120.100.643270.643270.6320238.4711025.06
582022.11.01 02:20s/l130.100.643270.643270.63202-30.0810994.98
592022.11.01 02:20s/l140.100.643270.643270.63202-37.6810957.30
602022.11.03 12:00buy150.100.629090.000000.00000
612022.11.03 12:00modify150.100.629090.621090.64409
622022.11.04 05:15buy160.100.635930.000000.00000
632022.11.04 05:15modify160.100.635930.629840.64409
642022.11.04 05:15modify150.100.629090.629840.64409
652022.11.04 12:40t/p150.100.644090.629840.64409149.6211106.93
662022.11.04 12:40t/p160.100.644090.629840.6440981.6011188.53
672022.11.04 16:00sell170.100.643390.000000.00000
682022.11.04 16:00modify170.100.643390.651390.62839
692022.11.08 15:30s/l170.100.651390.651390.62839-79.6811108.85
702022.11.10 16:00sell180.100.659550.000000.00000
712022.11.10 16:00modify180.100.659550.667550.64455
722022.11.11 08:40s/l180.100.667550.667550.64455-79.8411029.01
732022.12.05 20:00buy190.100.669860.000000.00000
742022.12.05 20:00modify190.100.669860.661860.68486
752022.12.08 15:00buy200.100.676860.000000.00000
762022.12.08 15:00modify200.100.676860.670610.68486
772022.12.08 15:00modify190.100.669860.670610.68486
782022.12.08 16:40buy210.100.677370.000000.00000
792022.12.08 16:40modify210.100.677370.673610.68486
802022.12.08 16:40modify200.100.676860.673610.68486
812022.12.08 16:40modify190.100.669860.673610.68486
822022.12.09 17:15buy220.100.681180.000000.00000
832022.12.09 17:15modify220.100.681180.678110.68486
842022.12.09 17:15modify210.100.677370.678110.68486
852022.12.09 17:15modify200.100.676860.678110.68486
862022.12.09 17:15modify190.100.669860.678110.68486
872022.12.11 22:05s/l190.100.678110.678110.6848680.2311109.24
882022.12.11 22:05s/l200.100.678110.678110.6848612.1211121.36
892022.12.11 22:05s/l210.100.678110.678110.684867.0211128.38
902022.12.11 22:05s/l220.100.678110.678110.68486-30.7011097.68
912022.12.13 16:00sell230.100.687680.000000.00000
922022.12.13 16:00modify230.100.687680.695680.67268
932022.12.15 11:35sell240.100.676340.000000.00000
942022.12.15 11:35modify240.100.676340.679430.67268
952022.12.15 11:35modify230.100.687680.679430.67268
962022.12.15 15:30t/p230.100.672680.679430.67268150.6411248.32
972022.12.15 15:30t/p240.100.672680.679430.6726836.6011284.92
982022.12.15 16:00buy250.100.672500.000000.00000
992022.12.15 16:00modify250.100.672500.664500.68750
1002022.12.20 04:40s/l250.100.664500.664500.68750-81.1411203.79
1012023.01.03 12:00buy260.100.670060.000000.00000
1022023.01.03 12:00modify260.100.670060.662060.68506
1032023.01.03 14:40buy270.100.676990.000000.00000
1042023.01.03 14:40modify270.100.676990.670810.68506
1052023.01.03 14:40modify260.100.670060.670810.68506
1062023.01.04 03:20buy280.100.677680.000000.00000
1072023.01.04 03:20modify280.100.677680.673810.68506
1082023.01.04 03:20modify270.100.676990.673810.68506
1092023.01.04 03:20modify260.100.670060.673810.68506
1102023.01.04 04:50buy290.100.681540.000000.00000
1112023.01.04 04:50modify290.100.681540.678310.68506
1122023.01.04 04:50modify280.100.677680.678310.68506
1132023.01.04 04:50modify270.100.676990.678310.68506
1142023.01.04 04:50modify260.100.670060.678310.68506
1152023.01.04 08:20t/p260.100.685060.678310.68506149.6211353.41
1162023.01.04 08:20t/p270.100.685060.678310.6850680.3211433.73
1172023.01.04 08:20t/p280.100.685060.678310.6850673.8011507.53
1182023.01.04 08:20t/p290.100.685060.678310.6850635.2011542.73
1192023.01.04 12:00sell300.100.687130.000000.00000
1202023.01.04 12:00modify300.100.687130.695130.67213
1212023.01.05 03:50sell310.100.680230.000000.00000
1222023.01.05 03:50modify310.100.680230.686380.67213
1232023.01.05 03:50modify300.100.687130.686380.67213
1242023.01.05 13:30sell320.100.679560.000000.00000
1252023.01.05 13:30modify320.100.679560.683380.67213
1262023.01.05 13:30modify310.100.680230.683380.67213
1272023.01.05 13:30modify300.100.687130.683380.67213
1282023.01.05 19:40sell330.100.675690.000000.00000
1292023.01.05 19:40modify330.100.675690.678880.67213
1302023.01.05 19:40modify320.100.679560.678880.67213
1312023.01.05 19:40modify310.100.680230.678880.67213
1322023.01.05 19:40modify300.100.687130.678880.67213
1332023.01.06 03:40s/l300.100.678880.678880.6721383.1411625.87
1342023.01.06 03:40s/l310.100.678880.678880.6721313.6611639.54
1352023.01.06 03:40s/l320.100.678880.678880.672136.9611646.50
1362023.01.06 03:40s/l330.100.678880.678880.67213-31.7411614.76
1372023.02.03 16:00buy340.100.697810.000000.00000
1382023.02.03 16:00modify340.100.697810.689810.71281
1392023.02.05 22:00s/l340.100.689810.689810.71281-80.0011534.76
1402023.03.07 16:00buy350.100.660890.000000.00000
1412023.03.07 16:00modify350.100.660890.652890.67589
1422023.03.13 07:59buy360.100.667660.000000.00000
1432023.03.13 07:59modify360.100.667660.661640.67589
1442023.03.13 07:59modify350.100.660890.661640.67589
1452023.03.13 10:05s/l350.100.661640.661640.675895.2311539.99
1462023.03.13 10:05s/l360.100.661640.661640.67589-60.2011479.79