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=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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 test2617Ticks modelled79306Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit859.16Gross profit1802.49Gross loss-943.32
Profit factor1.91Expected payoff21.48
Absolute drawdown455.63Maximal drawdown485.63 (4.84%)Relative drawdown4.84% (485.63)
Total trades40Short positions (won %)21 (66.67%)Long positions (won %)19 (68.42%)
Profit trades (% of total)27 (67.50%)Loss trades (% of total)13 (32.50%)
Largestprofit trade140.48loss trade-154.92
Averageprofit trade66.76loss trade-72.56
Maximumconsecutive wins (profit in money)9 (679.38)consecutive losses (loss in money)2 (-306.44)
Maximalconsecutive profit (count of wins)679.38 (9)consecutive loss (count of losses)-306.44 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.21 12:00buy10.100.667440.000000.00000
22022.09.21 12:00modify10.100.667440.652440.68144
32022.09.23 17:40s/l10.100.652440.652440.68144-151.529848.48
42022.09.26 08:00buy20.100.650620.000000.00000
52022.09.26 08:00modify20.100.650620.635620.66462
62022.10.07 19:40s/l20.100.635620.635620.66462-154.929693.56
72022.10.10 12:00buy30.100.631680.000000.00000
82022.10.10 12:00modify30.100.631680.616680.64568
92022.10.23 22:25buy40.100.640080.000000.00000
102022.10.23 22:25modify40.100.640080.637980.64568
112022.10.23 22:25modify30.100.631680.637980.64568
122022.10.23 22:40s/l30.100.637980.637980.6456858.089751.64
132022.10.23 22:40s/l40.100.637980.637980.64568-21.009730.64
142022.10.26 20:00sell50.100.648960.000000.00000
152022.10.26 20:00modify50.100.648960.663960.63496
162022.10.28 06:40sell60.100.643100.000000.00000
172022.10.28 06:40modify60.100.643100.646160.63496
182022.10.28 06:40modify50.100.648960.646160.63496
192022.10.28 11:05sell70.100.640400.000000.00000
202022.10.28 11:05modify70.100.640400.642660.63496
212022.10.28 11:05modify60.100.643100.642660.63496
222022.10.28 11:05modify50.100.648960.642660.63496
232022.10.28 11:40s/l50.100.642660.642660.6349663.649794.28
242022.10.28 11:40s/l60.100.642660.642660.634964.409798.68
252022.10.28 11:40s/l70.100.642660.642660.63496-22.609776.08
262022.11.10 20:00sell80.100.659130.000000.00000
272022.11.10 20:00modify80.100.659130.674130.64513
282022.11.15 07:20s/l80.100.674130.674130.64513-149.529626.57
292022.11.21 20:00buy90.100.660060.000000.00000
302022.11.21 20:00modify90.100.660060.645060.67406
312022.11.23 00:25buy100.100.665700.000000.00000
322022.11.23 00:25modify100.100.665700.662860.67406
332022.11.23 00:25modify90.100.660060.662860.67406
342022.11.23 15:20buy110.100.670120.000000.00000
352022.11.23 15:20modify110.100.670120.667760.67406
362022.11.23 15:20modify100.100.665700.667760.67406
372022.11.23 15:20modify90.100.660060.667760.67406
382022.11.23 23:20t/p90.100.674060.667760.67406139.249765.81
392022.11.23 23:20t/p100.100.674060.667760.6740683.609849.41
402022.11.23 23:20t/p110.100.674060.667760.6740639.409888.81
412023.01.18 12:00sell120.100.701780.000000.00000
422023.01.18 12:00modify120.100.701780.716780.68778
432023.01.18 18:00sell130.100.695960.000000.00000
442023.01.18 18:00modify130.100.695960.698980.68778
452023.01.18 18:00modify120.100.701780.698980.68778
462023.01.19 00:20sell140.100.693170.000000.00000
472023.01.19 00:20modify140.100.693170.695480.68778
482023.01.19 00:20modify130.100.695960.695480.68778
492023.01.19 00:20modify120.100.701780.695480.68778
502023.01.19 00:30sell150.100.691980.000000.00000
512023.01.19 00:30modify150.100.691980.694080.68778
522023.01.19 00:30modify140.100.693170.694080.68778
532023.01.19 00:30modify130.100.695960.694080.68778
542023.01.19 00:30modify120.100.701780.694080.68778
552023.01.19 10:15t/p120.100.687780.694080.68778140.4810029.29
562023.01.19 10:15t/p130.100.687780.694080.6877882.2810111.57
572023.01.19 10:15t/p140.100.687780.694080.6877853.9010165.47
582023.01.19 10:15t/p150.100.687780.694080.6877842.0010207.47
592023.01.25 08:00sell160.100.709860.000000.00000
602023.01.25 08:00modify160.100.709860.724860.69586
612023.01.31 02:40sell170.100.704210.000000.00000
622023.01.31 02:40modify170.100.704210.707060.69586
632023.01.31 02:40modify160.100.709860.707060.69586
642023.01.31 09:55sell180.100.701260.000000.00000
652023.01.31 09:55modify180.100.701260.703560.69586
662023.01.31 09:55modify170.100.704210.703560.69586
672023.01.31 09:55modify160.100.709860.703560.69586
682023.01.31 12:30sell190.100.699760.000000.00000
692023.01.31 12:30modify190.100.699760.702160.69586
702023.01.31 12:30modify180.100.701260.702160.69586
712023.01.31 12:30modify170.100.704210.702160.69586
722023.01.31 12:30modify160.100.709860.702160.69586
732023.01.31 13:30s/l160.100.702160.702160.6958677.9710285.44
742023.01.31 13:30s/l170.100.702160.702160.6958620.5010305.94
752023.01.31 13:30s/l180.100.702160.702160.69586-9.0010296.94
762023.01.31 13:30s/l190.100.702160.702160.69586-24.0010272.94
772023.02.02 08:00sell200.100.713920.000000.00000
782023.02.02 08:00modify200.100.713920.728920.69992
792023.02.02 15:25sell210.100.708240.000000.00000
802023.02.02 15:25modify210.100.708240.711120.69992
812023.02.02 15:25modify200.100.713920.711120.69992
822023.02.03 02:30sell220.100.705430.000000.00000
832023.02.03 02:30modify220.100.705430.707620.69992
842023.02.03 02:30modify210.100.708240.707620.69992
852023.02.03 02:30modify200.100.713920.707620.69992
862023.02.03 13:40t/p200.100.699920.707620.69992140.1610413.10
872023.02.03 13:40t/p210.100.699920.707620.6999283.3610496.46
882023.02.03 13:40t/p220.100.699920.707620.6999255.1010551.56
892023.02.24 20:00buy230.100.672880.000000.00000
902023.02.24 20:00modify230.100.672880.657880.68688
912023.03.01 12:40buy240.100.678620.000000.00000
922023.03.01 12:40modify240.100.678620.675680.68688
932023.03.01 12:40modify230.100.672880.675680.68688
942023.03.01 13:40s/l230.100.675680.675680.6868826.8610578.43
952023.03.01 13:40s/l240.100.675680.675680.68688-29.4010549.03
962023.05.02 12:00sell250.100.670050.000000.00000
972023.05.02 12:00modify250.100.670050.685050.65605
982023.05.03 23:06sell260.100.664430.000000.00000
992023.05.03 23:06modify260.100.664430.667250.65605
1002023.05.03 23:06modify250.100.670050.667250.65605
1012023.05.04 01:40s/l250.100.667250.667250.6560528.6410577.67
1022023.05.04 01:40s/l260.100.667250.667250.65605-27.7210549.96
1032023.05.05 08:00sell270.100.673100.000000.00000
1042023.05.05 08:00modify270.100.673100.688100.65910
1052023.05.12 12:33sell280.100.667280.000000.00000
1062023.05.12 12:33modify280.100.667280.670300.65910
1072023.05.12 12:33modify270.100.673100.670300.65910
1082023.05.12 16:10sell290.100.664690.000000.00000
1092023.05.12 16:10modify290.100.664690.666800.65910
1102023.05.12 16:10modify280.100.667280.666800.65910
1112023.05.12 16:10modify270.100.673100.666800.65910
1122023.05.15 01:40s/l270.100.666800.666800.6591064.2910614.25
1132023.05.15 01:40s/l280.100.666800.666800.659104.9610619.21
1142023.05.15 01:40s/l290.100.666800.666800.65910-20.9410598.27
1152023.05.31 12:00buy300.100.647950.000000.00000
1162023.05.31 12:00modify300.100.647950.632950.66195
1172023.06.01 13:30buy310.100.653570.000000.00000
1182023.06.01 13:30modify310.100.653570.650750.66195
1192023.06.01 13:30modify300.100.647950.650750.66195
1202023.06.01 15:50buy320.100.657870.000000.00000
1212023.06.01 15:50modify320.100.657870.655650.66195
1222023.06.01 15:50modify310.100.653570.655650.66195
1232023.06.01 15:50modify300.100.647950.655650.66195
1242023.06.02 08:30t/p300.100.661950.655650.66195138.4810736.75
1252023.06.02 08:30t/p310.100.661950.655650.6619583.4210820.18
1262023.06.02 08:30t/p320.100.661950.655650.6619540.4210860.60
1272023.06.06 12:00sell330.100.666170.000000.00000
1282023.06.06 12:00modify330.100.666170.681170.65217
1292023.06.14 13:20s/l330.100.681170.681170.65217-148.7110711.89
1302023.06.23 16:00buy340.100.668870.000000.00000
1312023.06.23 16:00modify340.100.668870.653870.68287
1322023.07.12 12:50buy350.100.674770.000000.00000
1332023.07.12 12:50modify350.100.674770.671670.68287
1342023.07.12 12:50modify340.100.668870.671670.68287
1352023.07.12 13:50buy360.100.677450.000000.00000
1362023.07.12 13:50modify360.100.677450.675170.68287
1372023.07.12 13:50modify350.100.674770.675170.68287
1382023.07.12 13:50modify340.100.668870.675170.68287
1392023.07.12 16:20buy370.100.678850.000000.00000
1402023.07.12 16:20modify370.100.678850.676570.68287
1412023.07.12 16:20modify360.100.677450.676570.68287
1422023.07.12 16:20modify350.100.674770.676570.68287
1432023.07.12 16:20modify340.100.668870.676570.68287
1442023.07.13 06:40t/p340.100.682870.676570.68287132.4210844.31
1452023.07.13 06:40t/p350.100.682870.676570.6828779.8610924.17
1462023.07.13 06:40t/p360.100.682870.676570.6828753.0610977.24
1472023.07.13 06:40t/p370.100.682870.676570.6828739.0611016.30
1482023.07.21 16:00buy380.100.673860.000000.00000
1492023.07.21 16:00modify380.100.673860.658860.68786
1502023.07.25 16:15buy390.100.679530.000000.00000
1512023.07.25 16:15modify390.100.679530.676660.68786
1522023.07.25 16:15modify380.100.673860.676660.68786
1532023.07.26 01:20s/l380.100.676660.676660.6878626.8611043.17
1542023.07.26 01:20s/l390.100.676660.676660.68786-29.0811014.09
1552023.08.01 20:00buy400.100.661530.000000.00000
1562023.08.01 20:00modify400.100.661530.646530.67553
1572023.08.14 01:40s/l400.100.646530.646530.67553-154.9210859.16