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=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=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=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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 profit1520.75Gross profit2300.62Gross loss-779.87
Profit factor2.95Expected payoff32.36
Absolute drawdown70.89Maximal drawdown372.80 (3.50%)Relative drawdown3.50% (372.80)
Total trades47Short positions (won %)26 (65.38%)Long positions (won %)21 (76.19%)
Profit trades (% of total)33 (70.21%)Loss trades (% of total)14 (29.79%)
Largestprofit trade141.13loss trade-101.89
Averageprofit trade69.72loss trade-55.71
Maximumconsecutive wins (profit in money)9 (672.26)consecutive losses (loss in money)3 (-303.79)
Maximalconsecutive profit (count of wins)672.26 (9)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
62022.08.10 12:20buy30.100.701770.000000.00000
72022.08.10 12:20modify30.100.701770.697290.70779
82022.08.10 12:20modify20.100.699450.697290.70779
92022.08.10 12:20modify10.100.693790.697290.70779
102022.08.10 12:30buy40.100.704380.000000.00000
112022.08.10 12:30modify40.100.704380.701490.70779
122022.08.10 12:30modify30.100.701770.701490.70779
132022.08.10 12:30modify20.100.699450.701490.70779
142022.08.10 12:30modify10.100.693790.701490.70779
152022.08.10 14:20t/p10.100.707790.701490.70779136.9710136.97
162022.08.10 14:20t/p20.100.707790.701490.7077982.6410219.61
172022.08.10 14:20t/p30.100.707790.701490.7077960.2010279.81
182022.08.10 14:20t/p40.100.707790.701490.7077934.1010313.91
192022.08.10 20:00sell50.100.708010.000000.00000
202022.08.10 20:00modify50.100.708010.718010.69401
212022.08.15 09:40sell60.100.702190.000000.00000
222022.08.15 09:40modify60.100.702190.707310.69401
232022.08.15 09:40modify50.100.708010.707310.69401
242022.08.16 00:50sell70.100.700170.000000.00000
252022.08.16 00:50modify70.100.700170.704510.69401
262022.08.16 00:50modify60.100.702190.704510.69401
272022.08.16 00:50modify50.100.708010.704510.69401
282022.08.17 07:40sell80.100.697250.000000.00000
292022.08.17 07:40modify80.100.697250.700310.69401
302022.08.17 07:40modify70.100.700170.700310.69401
312022.08.17 07:40modify60.100.702190.700310.69401
322022.08.17 07:40modify50.100.708010.700310.69401
332022.08.17 11:40t/p50.100.694010.700310.69401141.1310455.04
342022.08.17 11:40t/p60.100.694010.700310.6940182.1210537.16
352022.08.17 11:40t/p70.100.694010.700310.6940161.7610598.92
362022.08.17 11:40t/p80.100.694010.700310.6940132.4010631.32
372022.09.21 12:00buy90.100.667440.000000.00000
382022.09.21 12:00modify90.100.667440.657440.68144
392022.09.22 07:15s/l90.100.657440.657440.68144-101.1410530.19
402022.09.26 08:00buy100.100.650620.000000.00000
412022.09.26 08:00modify100.100.650620.640620.66462
422022.09.28 01:40s/l100.100.640620.640620.66462-100.7610429.43
432022.10.10 12:00buy110.100.631680.000000.00000
442022.10.10 12:00modify110.100.631680.621680.64568
452022.10.13 12:30s/l110.100.621680.621680.64568-101.8910327.54
462022.10.26 20:00sell120.100.648960.000000.00000
472022.10.26 20:00modify120.100.648960.658960.63496
482022.10.28 06:40sell130.100.643100.000000.00000
492022.10.28 06:40modify130.100.643100.648260.63496
502022.10.28 06:40modify120.100.648960.648260.63496
512022.10.28 08:30sell140.100.641200.000000.00000
522022.10.28 08:30modify140.100.641200.645460.63496
532022.10.28 08:30modify130.100.643100.645460.63496
542022.10.28 08:30modify120.100.648960.645460.63496
552022.10.31 11:40sell150.100.638340.000000.00000
562022.10.31 11:40modify150.100.638340.641260.63496
572022.10.31 11:40modify140.100.641200.641260.63496
582022.10.31 11:40modify130.100.643100.641260.63496
592022.10.31 11:40modify120.100.648960.641260.63496
602022.10.31 23:40s/l120.100.641260.641260.6349677.8110405.34
612022.10.31 23:40s/l130.100.641260.641260.6349618.5610423.90
622022.10.31 23:40s/l140.100.641260.641260.63496-0.4410423.47
632022.10.31 23:40s/l150.100.641260.641260.63496-29.2010394.27
642022.11.10 20:00sell160.100.659130.000000.00000
652022.11.10 20:00modify160.100.659130.669130.64513
662022.11.11 13:40s/l160.100.669130.669130.64513-99.8410294.43
672022.11.21 20:00buy170.100.660060.000000.00000
682022.11.21 20:00modify170.100.660060.650060.67406
692022.11.23 00:25buy180.100.665700.000000.00000
702022.11.23 00:25modify180.100.665700.660760.67406
712022.11.23 00:25modify170.100.660060.660760.67406
722022.11.23 16:45buy190.100.670820.000000.00000
732022.11.23 16:45modify190.100.670820.667760.67406
742022.11.23 16:45modify180.100.665700.667760.67406
752022.11.23 16:45modify170.100.660060.667760.67406
762022.11.23 23:20t/p170.100.674060.667760.67406139.2410433.67
772022.11.23 23:20t/p180.100.674060.667760.6740683.6010517.27
782022.11.23 23:20t/p190.100.674060.667760.6740632.4010549.67
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 19:40sell220.100.693810.000000.00000
852023.01.18 19:40modify220.100.693810.698280.68778
862023.01.18 19:40modify210.100.695960.698280.68778
872023.01.18 19:40modify200.100.701780.698280.68778
882023.01.19 03:45sell230.100.691280.000000.00000
892023.01.19 03:45modify230.100.691280.694080.68778
902023.01.19 03:45modify220.100.693810.694080.68778
912023.01.19 03:45modify210.100.695960.694080.68778
922023.01.19 03:45modify200.100.701780.694080.68778
932023.01.19 10:15t/p200.100.687780.694080.68778140.4810690.15
942023.01.19 10:15t/p210.100.687780.694080.6877882.2810772.44
952023.01.19 10:15t/p220.100.687780.694080.6877860.7810833.22
962023.01.19 10:15t/p230.100.687780.694080.6877835.0010868.22
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 07:15sell260.100.702040.000000.00000
1032023.01.31 07:15modify260.100.702040.706360.69586
1042023.01.31 07:15modify250.100.704210.706360.69586
1052023.01.31 07:15modify240.100.709860.706360.69586
1062023.01.31 11:55sell270.100.699220.000000.00000
1072023.01.31 11:55modify270.100.699220.702160.69586
1082023.01.31 11:55modify260.100.702040.702160.69586
1092023.01.31 11:55modify250.100.704210.702160.69586
1102023.01.31 11:55modify240.100.709860.702160.69586
1112023.01.31 13:30s/l240.100.702160.702160.6958677.9710946.19
1122023.01.31 13:30s/l250.100.702160.702160.6958620.5010966.69
1132023.01.31 13:30s/l260.100.702160.702160.69586-1.2010965.49
1142023.01.31 13:30s/l270.100.702160.702160.69586-29.4010936.09
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
1202023.02.03 02:20sell300.100.705940.000000.00000
1212023.02.03 02:20modify300.100.705940.710420.69992
1222023.02.03 02:20modify290.100.708240.710420.69992
1232023.02.03 02:20modify280.100.713920.710420.69992
1242023.02.03 13:40t/p280.100.699920.710420.69992140.1611076.25
1252023.02.03 13:40t/p290.100.699920.710420.6999283.3611159.61
1262023.02.03 13:40t/p300.100.699920.710420.6999260.2011219.81
1272023.02.24 20:00buy310.100.672880.000000.00000
1282023.02.24 20:00modify310.100.672880.662880.68688
1292023.03.01 12:40buy320.100.678620.000000.00000
1302023.03.01 12:40modify320.100.678620.673580.68688
1312023.03.01 12:40modify310.100.672880.673580.68688
1322023.03.01 15:05s/l310.100.673580.673580.686885.8611225.67
1332023.03.01 15:05s/l320.100.673580.673580.68688-50.4011175.27
1342023.05.02 12:00sell330.100.670050.000000.00000
1352023.05.02 12:00modify330.100.670050.680050.65605
1362023.05.03 23:06sell340.100.664430.000000.00000
1372023.05.03 23:06modify340.100.664430.669350.65605
1382023.05.03 23:06modify330.100.670050.669350.65605
1392023.05.04 02:40s/l330.100.669350.669350.656057.6411182.92
1402023.05.04 02:40s/l340.100.669350.669350.65605-48.7211134.20
1412023.05.05 08:00sell350.100.673100.000000.00000
1422023.05.05 08:00modify350.100.673100.683100.65910
1432023.05.12 12:33sell360.100.667280.000000.00000
1442023.05.12 12:33modify360.100.667280.672400.65910
1452023.05.12 12:33modify350.100.673100.672400.65910
1462023.05.12 14:50sell370.100.665110.000000.00000
1472023.05.12 14:50modify370.100.665110.669600.65910
1482023.05.12 14:50modify360.100.667280.669600.65910
1492023.05.12 14:50modify350.100.673100.669600.65910
1502023.05.15 15:30s/l350.100.669600.669600.6591036.2911170.49
1512023.05.15 15:30s/l360.100.669600.669600.65910-23.0411147.45
1522023.05.15 15:30s/l370.100.669600.669600.65910-44.7411102.71
1532023.05.31 12:00buy380.100.647950.000000.00000
1542023.05.31 12:00modify380.100.647950.637950.66195
1552023.06.01 13:30buy390.100.653570.000000.00000
1562023.06.01 13:30modify390.100.653570.648650.66195
1572023.06.01 13:30modify380.100.647950.648650.66195
1582023.06.01 14:50buy400.100.655800.000000.00000
1592023.06.01 14:50modify400.100.655800.651450.66195
1602023.06.01 14:50modify390.100.653570.651450.66195
1612023.06.01 14:50modify380.100.647950.651450.66195
1622023.06.02 00:05buy410.100.658580.000000.00000
1632023.06.02 00:05modify410.100.658580.655650.66195
1642023.06.02 00:05modify400.100.655800.655650.66195
1652023.06.02 00:05modify390.100.653570.655650.66195
1662023.06.02 00:05modify380.100.647950.655650.66195
1672023.06.02 08:30t/p380.100.661950.655650.66195138.4811241.20
1682023.06.02 08:30t/p390.100.661950.655650.6619583.4211324.62
1692023.06.02 08:30t/p400.100.661950.655650.6619561.1211385.74
1702023.06.02 08:30t/p410.100.661950.655650.6619533.7011419.44
1712023.06.06 12:00sell420.100.666170.000000.00000
1722023.06.06 12:00modify420.100.666170.676170.65217
1732023.06.12 07:30s/l420.100.676170.676170.65217-99.0311320.41
1742023.06.23 16:00buy430.100.668870.000000.00000
1752023.06.23 16:00modify430.100.668870.658870.68287
1762023.07.12 12:50buy440.100.674770.000000.00000
1772023.07.12 12:50modify440.100.674770.669570.68287
1782023.07.12 12:50modify430.100.668870.669570.68287
1792023.07.12 14:50buy450.100.679530.000000.00000
1802023.07.12 14:50modify450.100.679530.676570.68287
1812023.07.12 14:50modify440.100.674770.676570.68287
1822023.07.12 14:50modify430.100.668870.676570.68287
1832023.07.13 06:40t/p430.100.682870.676570.68287132.4211452.83
1842023.07.13 06:40t/p440.100.682870.676570.6828779.8611532.70
1852023.07.13 06:40t/p450.100.682870.676570.6828732.2611564.96
1862023.07.21 16:00buy460.100.673860.000000.00000
1872023.07.21 16:00modify460.100.673860.663860.68786
1882023.07.25 16:15buy470.100.679530.000000.00000
1892023.07.25 16:15modify470.100.679530.674560.68786
1902023.07.25 16:15modify460.100.673860.674560.68786
1912023.07.26 01:40s/l460.100.674560.674560.687865.8611570.82
1922023.07.26 01:40s/l470.100.674560.674560.68786-50.0811520.75