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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 profit2105.95Gross profit2769.98Gross loss-664.03
Profit factor4.17Expected payoff48.98
Absolute drawdown41.92Maximal drawdown329.84 (2.98%)Relative drawdown2.98% (329.84)
Total trades43Short positions (won %)27 (81.48%)Long positions (won %)16 (68.75%)
Profit trades (% of total)33 (76.74%)Loss trades (% of total)10 (23.26%)
Largestprofit trade152.90loss trade-120.38
Averageprofit trade83.94loss trade-66.40
Maximumconsecutive wins (profit in money)11 (971.25)consecutive losses (loss in money)2 (-238.87)
Maximalconsecutive profit (count of wins)971.25 (11)consecutive loss (count of losses)-238.87 (2)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.10 16:00sell10.100.709690.000000.00000
22022.08.10 16:00modify10.100.709690.721690.69469
32022.08.15 09:40sell20.100.702190.000000.00000
42022.08.15 09:40modify20.100.702190.706690.69469
52022.08.15 09:40sell30.100.702190.000000.00000
62022.08.15 09:40modify30.100.702190.705190.69469
72022.08.15 09:40modify10.100.709690.705190.69469
82022.08.15 09:45modify20.100.702190.705190.69469
92022.08.17 07:30sell40.100.698320.000000.00000
102022.08.17 07:30modify40.100.698320.703690.69469
112022.08.17 07:30modify30.100.702190.703690.69469
122022.08.17 07:30modify20.100.702190.703690.69469
132022.08.17 07:30modify10.100.709690.703690.69469
142022.08.17 11:20t/p10.100.694690.703690.69469151.1310151.13
152022.08.17 11:20t/p20.100.694690.703690.6946975.3210226.45
162022.08.17 11:20t/p30.100.694690.703690.6946975.3210301.77
172022.08.17 11:20t/p40.100.694690.703690.6946936.3010338.07
182022.09.09 08:00sell50.100.686030.000000.00000
192022.09.09 08:00modify50.100.686030.698030.67103
202022.09.13 14:30sell60.100.678400.000000.00000
212022.09.13 14:30modify60.100.678400.683030.67103
222022.09.13 14:30sell70.100.678400.000000.00000
232022.09.13 14:30modify70.100.678400.681530.67103
242022.09.13 14:30modify50.100.686030.681530.67103
252022.09.13 14:35modify60.100.678400.681530.67103
262022.09.14 07:05t/p50.100.671030.681530.67103150.4810488.56
272022.09.14 07:05t/p60.100.671030.681530.6710373.8610562.42
282022.09.14 07:05t/p70.100.671030.681530.6710373.8610636.28
292022.10.03 16:00sell80.100.649940.000000.00000
302022.10.03 16:00modify80.100.649940.661940.63494
312022.10.07 01:45sell90.100.642390.000000.00000
322022.10.07 01:45modify90.100.642390.646940.63494
332022.10.07 01:45sell100.100.642390.000000.00000
342022.10.07 01:45modify100.100.642390.645440.63494
352022.10.07 01:45modify80.100.649940.645440.63494
362022.10.07 01:50modify90.100.642390.645440.63494
372022.10.07 06:33sell110.100.638440.000000.00000
382022.10.07 06:33modify110.100.638440.643940.63494
392022.10.07 06:33modify100.100.642390.643940.63494
402022.10.07 06:33modify90.100.642390.643940.63494
412022.10.07 06:33modify80.100.649940.643940.63494
422022.10.09 22:33t/p80.100.634940.643940.63494150.9710787.25
432022.10.09 22:33t/p90.100.634940.643940.6349474.5010861.75
442022.10.09 22:33t/p100.100.634940.643940.6349474.5010936.25
452022.10.09 22:33t/p110.100.634940.643940.6349435.0010971.25
462022.10.17 16:00sell120.100.630730.000000.00000
472022.10.17 16:00modify120.100.630730.642730.61573
482022.10.26 06:30s/l120.100.642730.642730.61573-118.5510852.70
492022.10.26 08:00sell130.100.647020.000000.00000
502022.10.26 08:00modify130.100.647020.659020.63202
512022.10.28 14:40sell140.100.639470.000000.00000
522022.10.28 14:40modify140.100.639470.644020.63202
532022.10.28 14:40sell150.100.639470.000000.00000
542022.10.28 14:40modify150.100.639470.642520.63202
552022.10.28 14:40modify130.100.647020.642520.63202
562022.10.28 14:45modify140.100.639470.642520.63202
572022.10.31 02:05s/l130.100.642520.642520.6320245.8110898.50
582022.10.31 02:05s/l140.100.642520.642520.63202-30.3410868.17
592022.10.31 02:05s/l150.100.642520.642520.63202-30.3410837.83
602022.11.03 12:00buy160.100.629090.000000.00000
612022.11.03 12:00modify160.100.629090.617090.64409
622022.11.04 12:40t/p160.100.644090.617090.64409149.6210987.45
632022.11.04 16:00sell170.100.643390.000000.00000
642022.11.04 16:00modify170.100.643390.655390.62839
652022.11.10 13:40s/l170.100.655390.655390.62839-119.0310868.41
662022.11.10 16:00sell180.100.659550.000000.00000
672022.11.10 16:00modify180.100.659550.671550.64455
682022.11.11 18:40s/l180.100.671550.671550.64455-119.8410748.58
692022.12.13 16:00sell190.100.687680.000000.00000
702022.12.13 16:00modify190.100.687680.699680.67268
712022.12.15 11:35sell200.100.676340.000000.00000
722022.12.15 11:35modify200.100.676340.681680.67268
732022.12.15 11:35modify190.100.687680.681680.67268
742022.12.15 15:30t/p190.100.672680.681680.67268150.6410899.22
752022.12.15 15:30t/p200.100.672680.681680.6726836.6010935.82
762022.12.15 16:00buy210.100.672500.000000.00000
772022.12.15 16:00modify210.100.672500.660500.68750
782022.12.28 12:40buy220.100.680230.000000.00000
792022.12.28 12:40modify220.100.680230.675500.68750
802022.12.28 12:40buy230.100.680230.000000.00000
812022.12.28 12:40modify230.100.680230.677000.68750
822022.12.28 12:40modify210.100.672500.677000.68750
832022.12.28 12:45modify220.100.680230.677000.68750
842022.12.28 15:30s/l210.100.677000.677000.6875040.8310976.65
852022.12.28 15:30s/l220.100.677000.677000.68750-32.3010944.35
862022.12.28 15:30s/l230.100.677000.677000.68750-32.3010912.05
872023.01.03 12:00buy240.100.670060.000000.00000
882023.01.03 12:00modify240.100.670060.658060.68506
892023.01.04 03:20buy250.100.677680.000000.00000
902023.01.04 03:20modify250.100.677680.673060.68506
912023.01.04 03:20buy260.100.677680.000000.00000
922023.01.04 03:20modify260.100.677680.674560.68506
932023.01.04 03:20modify240.100.670060.674560.68506
942023.01.04 03:25modify250.100.677680.674560.68506
952023.01.04 04:50buy270.100.681540.000000.00000
962023.01.04 04:50modify270.100.681540.676060.68506
972023.01.04 04:50modify260.100.677680.676060.68506
982023.01.04 04:50modify250.100.677680.676060.68506
992023.01.04 04:50modify240.100.670060.676060.68506
1002023.01.04 08:20t/p240.100.685060.676060.68506149.6211061.68
1012023.01.04 08:20t/p250.100.685060.676060.6850673.8011135.48
1022023.01.04 08:20t/p260.100.685060.676060.6850673.8011209.28
1032023.01.04 08:20t/p270.100.685060.676060.6850635.2011244.48
1042023.01.19 08:00buy280.100.689170.000000.00000
1052023.01.19 08:00modify280.100.689170.677170.70417
1062023.01.20 15:40buy290.100.696890.000000.00000
1072023.01.20 15:40modify290.100.696890.692170.70417
1082023.01.20 15:40buy300.100.696890.000000.00000
1092023.01.20 15:40modify300.100.696890.693670.70417
1102023.01.20 15:40modify280.100.689170.693670.70417
1112023.01.20 15:45modify290.100.696890.693670.70417
1122023.01.23 08:30buy310.100.700460.000000.00000
1132023.01.23 08:30modify310.100.700460.695170.70417
1142023.01.23 08:30modify300.100.696890.695170.70417
1152023.01.23 08:30modify290.100.696890.695170.70417
1162023.01.23 08:30modify280.100.689170.695170.70417
1172023.01.24 01:40t/p280.100.704170.695170.70417148.8611393.34
1182023.01.24 01:40t/p290.100.704170.695170.7041772.0411465.38
1192023.01.24 01:40t/p300.100.704170.695170.7041772.0411537.42
1202023.01.24 01:40t/p310.100.704170.695170.7041736.7211574.15
1212023.02.03 16:00buy320.100.697810.000000.00000
1222023.02.03 16:00modify320.100.697810.685810.71281
1232023.02.06 15:40s/l320.100.685810.685810.71281-120.3811453.77
1242023.03.07 16:00buy330.100.660890.000000.00000
1252023.03.07 16:00modify330.100.660890.648890.67589
1262023.03.13 17:40buy340.100.668400.000000.00000
1272023.03.13 17:40modify340.100.668400.663890.67589
1282023.03.13 17:40buy350.100.668400.000000.00000
1292023.03.13 17:40modify350.100.668400.665390.67589
1302023.03.13 17:40modify330.100.660890.665390.67589
1312023.03.13 17:45modify340.100.668400.665390.67589
1322023.03.14 00:30s/l330.100.665390.665390.6758942.3511496.12
1332023.03.14 00:30s/l340.100.665390.665390.67589-30.4811465.64
1342023.03.14 00:30s/l350.100.665390.665390.67589-30.4811435.16
1352023.04.03 16:00sell360.100.678220.000000.00000
1362023.04.03 16:00modify360.100.678220.690220.66322
1372023.04.05 08:20sell370.100.670520.000000.00000
1382023.04.05 08:20modify370.100.670520.675220.66322
1392023.04.05 08:20sell380.100.670520.000000.00000
1402023.04.05 08:20modify380.100.670520.673720.66322
1412023.04.05 08:20modify360.100.678220.673720.66322
1422023.04.05 08:25modify370.100.670520.673720.66322
1432023.04.06 12:40sell390.100.666720.000000.00000
1442023.04.06 12:40modify390.100.666720.672220.66322
1452023.04.06 12:40modify380.100.670520.672220.66322
1462023.04.06 12:40modify370.100.670520.672220.66322
1472023.04.06 12:40modify360.100.678220.672220.66322
1482023.04.10 12:40t/p360.100.663220.672220.66322151.1311586.29
1492023.04.10 12:40t/p370.100.663220.672220.6632273.8111660.09
1502023.04.10 12:40t/p380.100.663220.672220.6632273.8111733.90
1512023.04.10 12:40t/p390.100.663220.672220.6632235.3211769.22
1522023.07.12 16:00sell400.100.678130.000000.00000
1532023.07.12 16:00modify400.100.678130.690130.66313
1542023.07.27 18:50sell410.100.670460.000000.00000
1552023.07.27 18:50modify410.100.670460.675130.66313
1562023.07.27 18:50sell420.100.670460.000000.00000
1572023.07.27 18:50modify420.100.670460.673630.66313
1582023.07.27 18:50modify400.100.678130.673630.66313
1592023.07.27 18:55modify410.100.670460.673630.66313
1602023.07.28 03:30sell430.100.666820.000000.00000
1612023.07.28 03:30modify430.100.666820.672130.66313
1622023.07.28 03:30modify420.100.670460.672130.66313
1632023.07.28 03:30modify410.100.670460.672130.66313
1642023.07.28 03:30modify400.100.678130.672130.66313
1652023.07.28 07:40t/p400.100.663130.672130.66313152.9011922.12
1662023.07.28 07:40t/p410.100.663130.672130.6631373.4611995.58
1672023.07.28 07:40t/p420.100.663130.672130.6631373.4612069.05
1682023.07.28 07:40t/p430.100.663130.672130.6631336.9012105.95