Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:00 (2022.09.01 - 2023.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=22; 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 test7259Ticks modelled157178Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1896.45Gross profit2723.92Gross loss-827.47
Profit factor3.29Expected payoff37.19
Absolute drawdown19.90Maximal drawdown430.04 (3.67%)Relative drawdown3.67% (430.04)
Total trades51Short positions (won %)25 (68.00%)Long positions (won %)26 (73.08%)
Profit trades (% of total)36 (70.59%)Loss trades (% of total)15 (29.41%)
Largestprofit trade140.64loss trade-114.17
Averageprofit trade75.66loss trade-55.16
Maximumconsecutive wins (profit in money)11 (910.04)consecutive losses (loss in money)4 (-268.40)
Maximalconsecutive profit (count of wins)910.04 (11)consecutive loss (count of losses)-268.40 (4)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.07 02:00buy10.100.671840.000000.00000
22022.09.07 02:00modify10.100.671840.660840.68584
32022.09.09 00:20buy20.100.678380.000000.00000
42022.09.09 00:20modify20.100.678380.673240.68584
52022.09.09 00:20modify10.100.671840.673240.68584
62022.09.09 00:50buy30.100.679570.000000.00000
72022.09.09 00:50modify30.100.679570.676740.68584
82022.09.09 00:50modify20.100.678380.676740.68584
92022.09.09 00:50modify10.100.671840.676740.68584
102022.09.09 02:33buy40.100.681220.000000.00000
112022.09.09 02:33modify40.100.681220.676740.68584
122022.09.09 07:20t/p10.100.685840.676740.68584138.4810138.48
132022.09.09 07:20t/p20.100.685840.676740.6858474.6010213.08
142022.09.09 07:20t/p30.100.685840.676740.6858462.7010275.78
152022.09.09 07:20t/p40.100.685840.676740.6858446.2010321.98
162022.11.03 11:00buy50.100.629360.000000.00000
172022.11.03 11:00modify50.100.629360.618360.64336
182022.11.04 05:02buy60.100.635820.000000.00000
192022.11.04 05:02modify60.100.635820.630760.64336
202022.11.04 05:02modify50.100.629360.630760.64336
212022.11.04 10:45buy70.100.637190.000000.00000
222022.11.04 10:45modify70.100.637190.634260.64336
232022.11.04 10:45modify60.100.635820.634260.64336
242022.11.04 10:45modify50.100.629360.634260.64336
252022.11.04 11:15buy80.100.638760.000000.00000
262022.11.04 11:15modify80.100.638760.634260.64336
272022.11.04 12:50t/p50.100.643360.634260.64336139.6210461.61
282022.11.04 12:50t/p60.100.643360.634260.6433675.4010537.01
292022.11.04 12:50t/p70.100.643360.634260.6433661.7010598.71
302022.11.04 12:50t/p80.100.643360.634260.6433646.0010644.71
312022.11.10 17:00sell90.100.658870.000000.00000
322022.11.10 17:00modify90.100.658870.669870.64487
332022.11.11 15:50s/l90.100.669870.669870.64487-109.8410534.87
342022.12.13 16:00sell100.100.687680.000000.00000
352022.12.13 16:00modify100.100.687680.698680.67368
362022.12.15 07:50sell110.100.681110.000000.00000
372022.12.15 07:50modify110.100.681110.686280.67368
382022.12.15 07:50modify100.100.687680.686280.67368
392022.12.15 08:25sell120.100.679840.000000.00000
402022.12.15 08:25modify120.100.679840.682780.67368
412022.12.15 08:25modify110.100.681110.682780.67368
422022.12.15 08:25modify100.100.687680.682780.67368
432022.12.15 08:55sell130.100.678440.000000.00000
442022.12.15 08:55modify130.100.678440.682780.67368
452022.12.15 15:10t/p100.100.673680.682780.67368140.6410675.51
462022.12.15 15:10t/p110.100.673680.682780.6736874.3010749.81
472022.12.15 15:10t/p120.100.673680.682780.6736861.6010811.41
482022.12.15 15:10t/p130.100.673680.682780.6736847.6010859.01
492022.12.22 20:00buy140.100.666050.000000.00000
502022.12.22 20:00modify140.100.666050.655050.68005
512022.12.23 17:20buy150.100.672370.000000.00000
522022.12.23 17:20modify150.100.672370.667450.68005
532022.12.23 17:20modify140.100.666050.667450.68005
542022.12.27 01:15buy160.100.675320.000000.00000
552022.12.27 01:15modify160.100.675320.670950.68005
562022.12.27 01:15modify150.100.672370.670950.68005
572022.12.27 01:15modify140.100.666050.670950.68005
582022.12.27 04:10buy170.100.673840.000000.00000
592022.12.27 04:10modify170.100.673840.670950.68005
602022.12.28 13:07t/p140.100.680050.670950.68005138.4810997.50
612022.12.28 13:07t/p150.100.680050.670950.6800575.6611073.16
622022.12.28 13:07t/p160.100.680050.670950.6800546.9211120.08
632022.12.28 13:07t/p170.100.680050.670950.6800561.7211181.80
642023.01.04 12:00sell180.100.687130.000000.00000
652023.01.04 12:00modify180.100.687130.698130.67313
662023.01.05 03:45sell190.100.680730.000000.00000
672023.01.05 03:45modify190.100.680730.685730.67313
682023.01.05 03:45modify180.100.687130.685730.67313
692023.01.06 03:27sell200.100.677760.000000.00000
702023.01.06 03:27modify200.100.677760.682230.67313
712023.01.06 03:27modify190.100.680730.682230.67313
722023.01.06 03:27modify180.100.687130.682230.67313
732023.01.06 11:50t/p180.100.673130.682230.67313140.6411322.45
742023.01.06 11:50t/p190.100.673130.682230.6731376.1611398.61
752023.01.06 11:50t/p200.100.673130.682230.6731346.3011444.91
762023.01.23 10:00sell210.100.700760.000000.00000
772023.01.23 10:00modify210.100.700760.711760.68676
782023.01.25 06:20s/l210.100.711760.711760.68676-109.6811335.23
792023.02.02 01:00sell220.100.714560.000000.00000
802023.02.02 01:00modify220.100.714560.725560.70056
812023.02.02 16:45sell230.100.708110.000000.00000
822023.02.02 16:45modify230.100.708110.713160.70056
832023.02.02 16:45modify220.100.714560.713160.70056
842023.02.02 19:50sell240.100.706820.000000.00000
852023.02.02 19:50modify240.100.706820.709660.70056
862023.02.02 19:50modify230.100.708110.709660.70056
872023.02.02 19:50modify220.100.714560.709660.70056
882023.02.03 02:15sell250.100.705430.000000.00000
892023.02.03 02:15modify250.100.705430.709660.70056
902023.02.03 13:45t/p220.100.700560.709660.70056140.1611475.39
912023.02.03 13:45t/p230.100.700560.709660.7005675.6611551.05
922023.02.03 13:45t/p240.100.700560.709660.7005662.7611613.82
932023.02.03 13:45t/p250.100.700560.709660.7005648.7011662.52
942023.02.03 18:00buy260.100.694830.000000.00000
952023.02.03 18:00modify260.100.694830.683830.70883
962023.02.09 13:50buy270.100.701380.000000.00000
972023.02.09 13:50modify270.100.701380.696230.70883
982023.02.09 13:50modify260.100.694830.696230.70883
992023.02.09 16:20s/l260.100.696230.696230.7088311.7311674.24
1002023.02.09 16:20s/l270.100.696230.696230.70883-51.5011622.74
1012023.03.07 21:00buy280.100.659410.000000.00000
1022023.03.07 21:00modify280.100.659410.648410.67341
1032023.03.13 02:33buy290.100.665810.000000.00000
1042023.03.13 02:33modify290.100.665810.660810.67341
1052023.03.13 02:33modify280.100.659410.660810.67341
1062023.03.13 02:46buy300.100.667330.000000.00000
1072023.03.13 02:46modify300.100.667330.664310.67341
1082023.03.13 02:46modify290.100.665810.664310.67341
1092023.03.13 02:46modify280.100.659410.664310.67341
1102023.03.13 09:15s/l280.100.664310.664310.6734146.7311669.47
1112023.03.13 09:15s/l290.100.664310.664310.67341-15.0011654.47
1122023.03.13 09:15s/l300.100.664310.664310.67341-30.2011624.27
1132023.04.13 15:00sell310.100.676670.000000.00000
1142023.04.13 15:00modify310.100.676670.687670.66267
1152023.04.14 15:27sell320.100.670370.000000.00000
1162023.04.14 15:27modify320.100.670370.675270.66267
1172023.04.14 15:27modify310.100.676670.675270.66267
1182023.04.17 13:59sell330.100.668710.000000.00000
1192023.04.17 13:59modify330.100.668710.671770.66267
1202023.04.17 13:59modify320.100.670370.671770.66267
1212023.04.17 13:59modify310.100.676670.671770.66267
1222023.04.18 02:15s/l310.100.671770.671770.6626749.4811673.75
1232023.04.18 02:15s/l320.100.671770.671770.66267-13.6811660.08
1242023.04.18 02:15s/l330.100.671770.671770.66267-30.4411629.64
1252023.04.25 15:00buy340.100.663550.000000.00000
1262023.04.25 15:00modify340.100.663550.652550.67755
1272023.05.02 04:50buy350.100.670060.000000.00000
1282023.05.02 04:50modify350.100.670060.664950.67755
1292023.05.02 04:50modify340.100.663550.664950.67755
1302023.05.02 06:15buy360.100.671360.000000.00000
1312023.05.02 06:15modify360.100.671360.668450.67755
1322023.05.02 06:15modify350.100.670060.668450.67755
1332023.05.02 06:15modify340.100.663550.668450.67755
1342023.05.02 10:02s/l340.100.668450.668450.6775546.3511675.99
1352023.05.02 10:02s/l350.100.668450.668450.67755-16.1011659.89
1362023.05.02 10:02s/l360.100.668450.668450.67755-29.1011630.79
1372023.05.11 15:00buy370.100.670430.000000.00000
1382023.05.11 15:00modify370.100.670430.659430.68443
1392023.05.24 02:10s/l370.100.659430.659430.68443-114.1711516.62
1402023.06.06 06:00sell380.100.666000.000000.00000
1412023.06.06 06:00modify380.100.666000.677000.65200
1422023.06.12 08:20s/l380.100.677000.677000.65200-109.0311407.59
1432023.06.23 06:00buy390.100.669840.000000.00000
1442023.06.23 06:00modify390.100.669840.658840.68384
1452023.07.12 13:25buy400.100.676390.000000.00000
1462023.07.12 13:25modify400.100.676390.671240.68384
1472023.07.12 13:25modify390.100.669840.671240.68384
1482023.07.12 13:59buy410.100.677790.000000.00000
1492023.07.12 13:59modify410.100.677790.674740.68384
1502023.07.12 13:59modify400.100.676390.674740.68384
1512023.07.12 13:59modify390.100.669840.674740.68384
1522023.07.12 14:20buy420.100.679210.000000.00000
1532023.07.12 14:20modify420.100.679210.674740.68384
1542023.07.13 07:02t/p390.100.683840.674740.68384132.4211540.01
1552023.07.13 07:02t/p400.100.683840.674740.6838473.3611613.37
1562023.07.13 07:02t/p410.100.683840.674740.6838459.3611672.74
1572023.07.13 07:02t/p420.100.683840.674740.6838445.1611717.90
1582023.07.13 12:00sell430.100.685720.000000.00000
1592023.07.13 12:00modify430.100.685720.696720.67172
1602023.07.17 12:50sell440.100.679420.000000.00000
1612023.07.17 12:50modify440.100.679420.684320.67172
1622023.07.17 12:50modify430.100.685720.684320.67172
1632023.07.19 04:20sell450.100.677820.000000.00000
1642023.07.19 04:20modify450.100.677820.680820.67172
1652023.07.19 04:20modify440.100.679420.680820.67172
1662023.07.19 04:20modify430.100.685720.680820.67172
1672023.07.19 08:46sell460.100.676320.000000.00000
1682023.07.19 08:46modify460.100.676320.680820.67172
1692023.07.20 01:40s/l430.100.680820.680820.6717250.1311768.03
1702023.07.20 01:40s/l440.100.680820.680820.67172-13.1911754.84
1712023.07.20 01:40s/l450.100.680820.680820.67172-29.5211725.32
1722023.07.20 01:40s/l460.100.680820.680820.67172-44.5211680.80
1732023.08.01 11:00buy470.100.663500.000000.00000
1742023.08.01 11:00modify470.100.663500.652500.67750
1752023.08.03 05:07s/l470.100.652500.652500.67750-111.5211569.29
1762023.08.10 14:00sell480.100.658380.000000.00000
1772023.08.10 14:00modify480.100.658380.669380.64438
1782023.08.10 17:46sell490.100.651990.000000.00000
1792023.08.10 17:46modify490.100.651990.656980.64438
1802023.08.10 17:46modify480.100.658380.656980.64438
1812023.08.11 12:50sell500.100.650450.000000.00000
1822023.08.11 12:50modify500.100.650450.653480.64438
1832023.08.11 12:50modify490.100.651990.653480.64438
1842023.08.11 12:50modify480.100.658380.653480.64438
1852023.08.11 15:45sell510.100.649190.000000.00000
1862023.08.11 15:45modify510.100.649190.653480.64438
1872023.08.16 00:50t/p480.100.644380.653480.64438140.6411709.93
1882023.08.16 00:50t/p490.100.644380.653480.6443876.7411786.68
1892023.08.16 00:50t/p500.100.644380.653480.6443861.1811847.86
1902023.08.16 00:50t/p510.100.644380.653480.6443848.5811896.45