Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01)
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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=40; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 modelled79301Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1345.08Gross profit2108.93Gross loss-763.85
Profit factor2.76Expected payoff30.57
Absolute drawdown85.53Maximal drawdown368.10 (3.57%)Relative drawdown3.57% (368.10)
Total trades44Short positions (won %)27 (74.07%)Long positions (won %)17 (64.71%)
Profit trades (% of total)31 (70.45%)Loss trades (% of total)13 (29.55%)
Largestprofit trade141.13loss trade-101.89
Averageprofit trade68.03loss trade-58.76
Maximumconsecutive wins (profit in money)11 (783.36)consecutive losses (loss in money)3 (-303.79)
Maximalconsecutive profit (count of wins)783.36 (11)consecutive loss (count of losses)-303.79 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.02 12:00buy10.100.693790.000000.00000
22022.08.02 12:00modify10.100.693790.683790.70779
32022.08.08 12:40buy20.100.699450.000000.00000
42022.08.08 12:40modify20.100.699450.694490.70779
52022.08.08 12:40modify10.100.693790.694490.70779
62022.08.08 14:50buy30.100.700970.000000.00000
72022.08.08 14:50modify30.100.700970.697290.70779
82022.08.08 14:50modify20.100.699450.697290.70779
92022.08.08 14:50modify10.100.693790.697290.70779
102022.08.09 01:40s/l10.100.697290.697290.7077932.3510032.35
112022.08.09 01:40s/l20.100.697290.697290.70779-21.9810010.37
122022.08.09 01:40s/l30.100.697290.697290.70779-37.189973.19
132022.08.10 20:00sell40.100.708010.000000.00000
142022.08.10 20:00modify40.100.708010.718010.69401
152022.08.15 09:40sell50.100.702190.000000.00000
162022.08.15 09:40modify50.100.702190.707310.69401
172022.08.15 09:40modify40.100.708010.707310.69401
182022.08.16 07:55sell60.100.700740.000000.00000
192022.08.16 07:55modify60.100.700740.704510.69401
202022.08.16 07:55modify50.100.702190.704510.69401
212022.08.16 07:55modify40.100.708010.704510.69401
222022.08.17 08:55sell70.100.696770.000000.00000
232022.08.17 08:55modify70.100.696770.698910.69401
242022.08.17 08:55modify60.100.700740.698910.69401
252022.08.17 08:55modify50.100.702190.698910.69401
262022.08.17 08:55modify40.100.708010.698910.69401
272022.08.17 11:40t/p40.100.694010.698910.69401141.1310114.32
282022.08.17 11:40t/p50.100.694010.698910.6940182.1210196.44
292022.08.17 11:40t/p60.100.694010.698910.6940167.4610263.90
302022.08.17 11:40t/p70.100.694010.698910.6940127.6010291.50
312022.09.21 12:00buy80.100.667440.000000.00000
322022.09.21 12:00modify80.100.667440.657440.68144
332022.09.22 07:15s/l80.100.657440.657440.68144-101.1410190.37
342022.09.26 08:00buy90.100.650620.000000.00000
352022.09.26 08:00modify90.100.650620.640620.66462
362022.09.28 01:40s/l90.100.640620.640620.66462-100.7610089.61
372022.10.10 12:00buy100.100.631680.000000.00000
382022.10.10 12:00modify100.100.631680.621680.64568
392022.10.13 12:30s/l100.100.621680.621680.64568-101.899987.72
402022.10.26 20:00sell110.100.648960.000000.00000
412022.10.26 20:00modify110.100.648960.658960.63496
422022.10.28 06:40sell120.100.643100.000000.00000
432022.10.28 06:40modify120.100.643100.648260.63496
442022.10.28 06:40modify110.100.648960.648260.63496
452022.10.28 07:59sell130.100.641790.000000.00000
462022.10.28 07:59modify130.100.641790.645460.63496
472022.10.28 07:59modify120.100.643100.645460.63496
482022.10.28 07:59modify110.100.648960.645460.63496
492022.10.31 12:40sell140.100.637640.000000.00000
502022.10.31 12:40modify140.100.637640.639860.63496
512022.10.31 12:40modify130.100.641790.639860.63496
522022.10.31 12:40modify120.100.643100.639860.63496
532022.10.31 12:40modify110.100.648960.639860.63496
542022.10.31 15:40s/l110.100.639860.639860.6349691.8110079.52
552022.10.31 15:40s/l120.100.639860.639860.6349632.5610112.08
562022.10.31 15:40s/l130.100.639860.639860.6349619.4610131.54
572022.10.31 15:40s/l140.100.639860.639860.63496-22.2010109.34
582022.11.10 20:00sell150.100.659130.000000.00000
592022.11.10 20:00modify150.100.659130.669130.64513
602022.11.11 13:40s/l150.100.669130.669130.64513-99.8410009.51
612022.11.21 20:00buy160.100.660060.000000.00000
622022.11.21 20:00modify160.100.660060.650060.67406
632022.11.23 00:25buy170.100.665700.000000.00000
642022.11.23 00:25modify170.100.665700.660760.67406
652022.11.23 00:25modify160.100.660060.660760.67406
662022.11.23 07:50buy180.100.667150.000000.00000
672022.11.23 07:50modify180.100.667150.663560.67406
682022.11.23 07:50modify170.100.665700.663560.67406
692022.11.23 07:50modify160.100.660060.663560.67406
702022.11.23 15:30buy190.100.671320.000000.00000
712022.11.23 15:30modify190.100.671320.669160.67406
722022.11.23 15:30modify180.100.667150.669160.67406
732022.11.23 15:30modify170.100.665700.669160.67406
742022.11.23 15:30modify160.100.660060.669160.67406
752022.11.23 23:20t/p160.100.674060.669160.67406139.2410148.75
762022.11.23 23:20t/p170.100.674060.669160.6740683.6010232.35
772022.11.23 23:20t/p180.100.674060.669160.6740669.1010301.45
782022.11.23 23:20t/p190.100.674060.669160.6740627.4010328.85
792023.01.18 12:00sell200.100.701780.000000.00000
802023.01.18 12:00modify200.100.701780.711780.68778
812023.01.18 18:00sell210.100.695960.000000.00000
822023.01.18 18:00modify210.100.695960.701080.68778
832023.01.18 18:00modify200.100.701780.701080.68778
842023.01.18 19:20sell220.100.694710.000000.00000
852023.01.18 19:20modify220.100.694710.698280.68778
862023.01.18 19:20modify210.100.695960.698280.68778
872023.01.18 19:20modify200.100.701780.698280.68778
882023.01.19 00:40sell230.100.690400.000000.00000
892023.01.19 00:40modify230.100.690400.692680.68778
902023.01.19 00:40modify220.100.694710.692680.68778
912023.01.19 00:40modify210.100.695960.692680.68778
922023.01.19 00:40modify200.100.701780.692680.68778
932023.01.19 10:15t/p200.100.687780.692680.68778140.4810469.33
942023.01.19 10:15t/p210.100.687780.692680.6877882.2810551.61
952023.01.19 10:15t/p220.100.687780.692680.6877869.7810621.40
962023.01.19 10:15t/p230.100.687780.692680.6877826.2010647.60
972023.01.25 08:00sell240.100.709860.000000.00000
982023.01.25 08:00modify240.100.709860.719860.69586
992023.01.31 02:40sell250.100.704210.000000.00000
1002023.01.31 02:40modify250.100.704210.709160.69586
1012023.01.31 02:40modify240.100.709860.709160.69586
1022023.01.31 04:05sell260.100.702640.000000.00000
1032023.01.31 04:05modify260.100.702640.706360.69586
1042023.01.31 04:05modify250.100.704210.706360.69586
1052023.01.31 04:05modify240.100.709860.706360.69586
1062023.01.31 10:40sell270.100.698630.000000.00000
1072023.01.31 10:40modify270.100.698630.700760.69586
1082023.01.31 10:40modify260.100.702640.700760.69586
1092023.01.31 10:40modify250.100.704210.700760.69586
1102023.01.31 10:40modify240.100.709860.700760.69586
1112023.01.31 12:05s/l240.100.700760.700760.6958691.9710739.57
1122023.01.31 12:05s/l250.100.700760.700760.6958634.5010774.07
1132023.01.31 12:05s/l260.100.700760.700760.6958618.8010792.87
1142023.01.31 12:05s/l270.100.700760.700760.69586-21.3010771.57
1152023.02.02 08:00sell280.100.713920.000000.00000
1162023.02.02 08:00modify280.100.713920.723920.69992
1172023.02.02 15:25sell290.100.708240.000000.00000
1182023.02.02 15:25modify290.100.708240.713220.69992
1192023.02.02 15:25modify280.100.713920.713220.69992
1202023.02.02 19:40sell300.100.706820.000000.00000
1212023.02.02 19:40modify300.100.706820.710420.69992
1222023.02.02 19:40modify290.100.708240.710420.69992
1232023.02.02 19:40modify280.100.713920.710420.69992
1242023.02.03 13:20sell310.100.702600.000000.00000
1252023.02.03 13:20modify310.100.702600.704820.69992
1262023.02.03 13:20modify300.100.706820.704820.69992
1272023.02.03 13:20modify290.100.708240.704820.69992
1282023.02.03 13:20modify280.100.713920.704820.69992
1292023.02.03 13:40t/p280.100.699920.704820.69992140.1610911.73
1302023.02.03 13:40t/p290.100.699920.704820.6999283.3610995.09
1312023.02.03 13:40t/p300.100.699920.704820.6999269.1611064.25
1322023.02.03 13:40t/p310.100.699920.704820.6999226.8011091.05
1332023.05.02 12:00sell320.100.670050.000000.00000
1342023.05.02 12:00modify320.100.670050.680050.65605
1352023.05.03 23:06sell330.100.664430.000000.00000
1362023.05.03 23:06modify330.100.664430.669350.65605
1372023.05.03 23:06modify320.100.670050.669350.65605
1382023.05.04 02:40s/l320.100.669350.669350.656057.6411098.69
1392023.05.04 02:40s/l330.100.669350.669350.65605-48.7211049.98
1402023.05.05 08:00sell340.100.673100.000000.00000
1412023.05.05 08:00modify340.100.673100.683100.65910
1422023.05.12 12:33sell350.100.667280.000000.00000
1432023.05.12 12:33modify350.100.667280.672400.65910
1442023.05.12 12:33modify340.100.673100.672400.65910
1452023.05.15 01:55sell360.100.665930.000000.00000
1462023.05.15 01:55modify360.100.665930.669600.65910
1472023.05.15 01:55modify350.100.667280.669600.65910
1482023.05.15 01:55modify340.100.673100.669600.65910
1492023.05.15 15:30s/l340.100.669600.669600.6591036.2911086.27
1502023.05.15 15:30s/l350.100.669600.669600.65910-23.0411063.23
1512023.05.15 15:30s/l360.100.669600.669600.65910-36.7011026.53
1522023.05.31 12:00buy370.100.647950.000000.00000
1532023.05.31 12:00modify370.100.647950.637950.66195
1542023.06.01 13:30buy380.100.653570.000000.00000
1552023.06.01 13:30modify380.100.653570.648650.66195
1562023.06.01 13:30modify370.100.647950.648650.66195
1572023.06.02 08:30t/p370.100.661950.648650.66195138.4811165.01
1582023.06.02 08:30t/p380.100.661950.648650.6619583.4211248.44
1592023.06.06 12:00sell390.100.666170.000000.00000
1602023.06.06 12:00modify390.100.666170.676170.65217
1612023.06.12 07:30s/l390.100.676170.676170.65217-99.0311149.40
1622023.06.23 16:00buy400.100.668870.000000.00000
1632023.06.23 16:00modify400.100.668870.658870.68287
1642023.07.12 12:50buy410.100.674770.000000.00000
1652023.07.12 12:50modify410.100.674770.669570.68287
1662023.07.12 12:50modify400.100.668870.669570.68287
1672023.07.13 00:05buy420.100.680110.000000.00000
1682023.07.13 00:05modify420.100.680110.677970.68287
1692023.07.13 00:05modify410.100.674770.677970.68287
1702023.07.13 00:05modify400.100.668870.677970.68287
1712023.07.13 06:40t/p400.100.682870.677970.68287132.4211281.83
1722023.07.13 06:40t/p410.100.682870.677970.6828779.8611361.69
1732023.07.13 06:40t/p420.100.682870.677970.6828727.6011389.29
1742023.07.21 16:00buy430.100.673860.000000.00000
1752023.07.21 16:00modify430.100.673860.663860.68786
1762023.07.25 16:15buy440.100.679530.000000.00000
1772023.07.25 16:15modify440.100.679530.674560.68786
1782023.07.25 16:15modify430.100.673860.674560.68786
1792023.07.26 01:40s/l430.100.674560.674560.687865.8611395.15
1802023.07.26 01:40s/l440.100.674560.674560.68786-50.0811345.08