Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01)
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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 modelled79306Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit808.24Gross profit1235.51Gross loss-427.27
Profit factor2.89Expected payoff21.84
Absolute drawdown117.50Maximal drawdown147.50 (1.47%)Relative drawdown1.47% (147.50)
Total trades37Short positions (won %)26 (53.85%)Long positions (won %)11 (54.55%)
Profit trades (% of total)20 (54.05%)Loss trades (% of total)17 (45.95%)
Largestprofit trade110.97loss trade-60.00
Averageprofit trade61.78loss trade-25.13
Maximumconsecutive wins (profit in money)9 (600.73)consecutive losses (loss in money)3 (-39.00)
Maximalconsecutive profit (count of wins)600.73 (9)consecutive loss (count of losses)-78.60 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.21 12:00buy10.100.667440.000000.00000
22022.09.21 12:00modify10.100.667440.661440.67844
32022.09.21 23:30s/l10.100.661440.661440.67844-60.009940.00
42023.01.13 00:00sell20.100.696640.000000.00000
52023.01.13 00:00modify20.100.696640.702640.68564
62023.01.13 13:50sell30.100.692080.000000.00000
72023.01.13 13:50modify30.100.692080.693890.68564
82023.01.13 13:50modify20.100.696640.693890.68564
92023.01.13 14:15sell40.100.691480.000000.00000
102023.01.13 14:15modify40.100.691480.693340.68564
112023.01.13 14:20s/l40.100.693340.693340.68564-18.609921.40
122023.01.13 14:30s/l20.100.693890.693890.6856427.509948.90
132023.01.13 14:30s/l30.100.693890.693890.68564-18.109930.80
142023.01.18 12:00sell50.100.701780.000000.00000
152023.01.18 12:00modify50.100.701780.707780.69078
162023.01.18 17:30sell60.100.696550.000000.00000
172023.01.18 17:30modify60.100.696550.698480.69078
182023.01.18 17:30modify50.100.701780.698480.69078
192023.01.19 00:40t/p50.100.690780.698480.69078110.4810041.28
202023.01.19 00:40t/p60.100.690780.698480.6907858.1810099.47
212023.01.23 04:00sell70.100.698330.000000.00000
222023.01.23 04:00modify70.100.698330.704330.68733
232023.01.24 01:30s/l70.100.704330.704330.68733-59.8410039.63
242023.01.25 08:00sell80.100.709860.000000.00000
252023.01.25 08:00modify80.100.709860.715860.69886
262023.01.30 22:40sell90.100.705260.000000.00000
272023.01.30 22:40modify90.100.705260.707110.69886
282023.01.30 22:40modify80.100.709860.707110.69886
292023.01.31 00:30sell100.100.704630.000000.00000
302023.01.31 00:30modify100.100.704630.706560.69886
312023.01.31 00:35modify100.100.704630.707110.69886
322023.01.31 02:40sell110.100.704210.000000.00000
332023.01.31 02:40modify110.100.704210.706010.69886
342023.01.31 02:40modify90.100.705260.706010.69886
352023.01.31 02:40modify100.100.704630.706010.69886
362023.01.31 02:40modify80.100.709860.706010.69886
372023.01.31 11:05t/p80.100.698860.706010.69886110.9710150.60
382023.01.31 11:05t/p90.100.698860.706010.6988664.1610214.76
392023.01.31 11:05t/p100.100.698860.706010.6988657.7010272.46
402023.01.31 11:05t/p110.100.698860.706010.6988653.5010325.96
412023.02.15 00:00sell120.100.698640.000000.00000
422023.02.15 00:00modify120.100.698640.704640.68764
432023.02.15 03:30sell130.100.694090.000000.00000
442023.02.15 03:30modify130.100.694090.695890.68764
452023.02.15 03:30modify120.100.698640.695890.68764
462023.02.15 03:40sell140.100.693480.000000.00000
472023.02.15 03:40modify140.100.693480.695340.68764
482023.02.15 03:45modify140.100.693480.695890.68764
492023.02.15 06:10sell150.100.693040.000000.00000
502023.02.15 06:10modify150.100.693040.694790.68764
512023.02.15 06:10modify130.100.694090.694790.68764
522023.02.15 06:10modify140.100.693480.694790.68764
532023.02.15 06:10modify120.100.698640.694790.68764
542023.02.15 14:30t/p120.100.687640.694790.68764110.0010435.96
552023.02.15 14:30t/p130.100.687640.694790.6876464.5010500.46
562023.02.15 14:30t/p140.100.687640.694790.6876458.4010558.86
572023.02.15 14:30t/p150.100.687640.694790.6876454.0010612.86
582023.05.02 12:00sell160.100.670050.000000.00000
592023.05.02 12:00modify160.100.670050.676050.65905
602023.05.02 21:05sell170.100.665650.000000.00000
612023.05.02 21:05modify170.100.665650.667300.65905
622023.05.02 21:05modify160.100.670050.667300.65905
632023.05.02 23:40s/l160.100.667300.667300.6590527.5010640.36
642023.05.02 23:40s/l170.100.667300.667300.65905-16.5010623.86
652023.05.05 08:00sell180.100.673100.000000.00000
662023.05.05 08:00modify180.100.673100.679100.66210
672023.05.08 07:05s/l180.100.679100.679100.66210-59.8410564.02
682023.05.31 12:00buy190.100.647950.000000.00000
692023.05.31 12:00modify190.100.647950.641950.65895
702023.06.01 10:40buy200.100.652530.000000.00000
712023.06.01 10:40modify200.100.652530.650700.65895
722023.06.01 10:40modify190.100.647950.650700.65895
732023.06.01 11:40buy210.100.652910.000000.00000
742023.06.01 11:40modify210.100.652910.651250.65895
752023.06.01 11:45modify210.100.652910.650700.65895
762023.06.01 13:30buy220.100.653570.000000.00000
772023.06.01 13:30modify220.100.653570.651800.65895
782023.06.01 13:30modify200.100.652530.651800.65895
792023.06.01 13:30modify210.100.652910.651800.65895
802023.06.01 13:30modify190.100.647950.651800.65895
812023.06.02 01:30t/p190.100.658950.651800.65895108.4810672.50
822023.06.02 01:30t/p200.100.658950.651800.6589563.8210736.32
832023.06.02 01:30t/p210.100.658950.651800.6589560.0210796.35
842023.06.02 01:30t/p220.100.658950.651800.6589553.4210849.77
852023.06.06 12:00sell230.100.666170.000000.00000
862023.06.06 12:00modify230.100.666170.672170.65517
872023.06.09 06:40s/l230.100.672170.672170.65517-59.1910790.57
882023.07.21 16:00buy240.100.673860.000000.00000
892023.07.21 16:00modify240.100.673860.667860.68486
902023.07.25 15:20buy250.100.678820.000000.00000
912023.07.25 15:20modify250.100.678820.677160.68486
922023.07.25 15:20modify240.100.673860.677160.68486
932023.07.25 16:05buy260.100.679430.000000.00000
942023.07.25 16:05modify260.100.679430.677710.68486
952023.07.25 16:05modify250.100.678820.677710.68486
962023.07.25 16:05modify240.100.673860.677710.68486
972023.07.25 21:00s/l240.100.677710.677710.6848637.7410828.32
982023.07.25 21:00s/l250.100.677710.677710.68486-11.1010817.22
992023.07.25 21:00s/l260.100.677710.677710.68486-17.2010800.02
1002023.07.26 00:00sell270.100.678700.000000.00000
1012023.07.26 00:00modify270.100.678700.684700.66770
1022023.07.26 12:20sell280.100.674140.000000.00000
1032023.07.26 12:20modify280.100.674140.675950.66770
1042023.07.26 12:20modify270.100.678700.675950.66770
1052023.07.26 12:40sell290.100.673450.000000.00000
1062023.07.26 12:40modify290.100.673450.675400.66770
1072023.07.26 12:45modify290.100.673450.675950.66770
1082023.07.26 13:15sell300.100.673060.000000.00000
1092023.07.26 13:15modify300.100.673060.674850.66770
1102023.07.26 13:15modify280.100.674140.674850.66770
1112023.07.26 13:15modify290.100.673450.674850.66770
1122023.07.26 13:15modify270.100.678700.674850.66770
1132023.07.26 13:40s/l270.100.674850.674850.6677038.5010838.52
1142023.07.26 13:40s/l280.100.674850.674850.66770-7.1010831.42
1152023.07.26 13:40s/l290.100.674850.674850.66770-14.0010817.42
1162023.07.26 13:40s/l300.100.674850.674850.66770-17.9010799.52
1172023.08.03 12:00buy310.100.653110.000000.00000
1182023.08.03 12:00modify310.100.653110.647110.66411
1192023.08.04 02:15buy320.100.658840.000000.00000
1202023.08.04 02:15modify320.100.658840.656960.66411
1212023.08.04 02:15modify310.100.653110.656960.66411
1222023.08.04 02:25buy330.100.658080.000000.00000
1232023.08.04 02:25modify330.100.658080.656410.66411
1242023.08.04 02:30s/l310.100.656960.656960.6641138.1210837.64
1252023.08.04 02:30s/l320.100.656960.656960.66411-18.8010818.84
1262023.08.04 02:30close330.100.656780.656410.66411-13.0010805.84
1272023.08.24 04:00sell340.100.647980.000000.00000
1282023.08.24 04:00modify340.100.647980.653980.63698
1292023.08.24 12:20sell350.100.643420.000000.00000
1302023.08.24 12:20modify350.100.643420.645230.63698
1312023.08.24 12:20modify340.100.647980.645230.63698
1322023.08.24 13:00sell360.100.643020.000000.00000
1332023.08.24 13:00modify360.100.643020.644680.63698
1342023.08.24 13:06sell370.100.642340.000000.00000
1352023.08.24 13:06modify370.100.642340.644130.63698
1362023.08.24 13:06modify350.100.643420.644130.63698
1372023.08.24 13:06modify360.100.643020.644130.63698
1382023.08.24 13:06modify340.100.647980.644130.63698
1392023.08.24 13:53s/l340.100.644130.644130.6369838.5010844.34
1402023.08.24 13:53s/l350.100.644130.644130.63698-7.1010837.24
1412023.08.24 13:53s/l360.100.644130.644130.63698-11.1010826.14
1422023.08.24 13:53s/l370.100.644130.644130.63698-17.9010808.24