Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolEURAUD (Euro vs Australian 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 modelled80071Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit666.85Gross profit1365.86Gross loss-699.01
Profit factor1.95Expected payoff11.11
Absolute drawdown45.76Maximal drawdown352.49 (3.27%)Relative drawdown3.27% (352.49)
Total trades60Short positions (won %)36 (41.67%)Long positions (won %)24 (62.50%)
Profit trades (% of total)30 (50.00%)Loss trades (% of total)30 (50.00%)
Largestprofit trade96.00loss trade-31.69
Averageprofit trade45.53loss trade-23.30
Maximumconsecutive wins (profit in money)5 (235.40)consecutive losses (loss in money)8 (-207.11)
Maximalconsecutive profit (count of wins)235.40 (5)consecutive loss (count of losses)-207.11 (8)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.09 20:00buy10.101.467960.000000.00000
22022.09.09 20:00modify10.101.467961.463961.48296
32022.09.11 21:53buy20.101.476220.000000.00000
42022.09.11 21:53modify20.101.476221.471711.48296
52022.09.11 21:53modify10.101.467961.471711.48296
62022.09.11 22:13buy30.101.474160.000000.00000
72022.09.11 22:13modify30.101.474161.469461.48296
82022.09.11 22:20s/l10.101.471711.471711.4829623.8810023.88
92022.09.11 22:20s/l20.101.471711.471711.48296-28.739995.15
102022.09.11 22:20close30.101.471681.469461.48296-15.809979.35
112022.10.04 20:00sell40.101.536120.000000.00000
122022.10.04 20:00modify40.101.536121.540121.52112
132022.10.05 16:20sell50.101.526320.000000.00000
142022.10.05 16:20modify50.101.526321.528621.52112
152022.10.05 16:20modify40.101.536121.528621.52112
162022.10.05 19:20t/p40.101.521121.528621.5211296.0010075.35
172022.10.05 19:20t/p50.101.521121.528621.5211233.1810108.53
182022.11.09 20:00sell60.101.557100.000000.00000
192022.11.09 20:00modify60.101.557101.561101.54210
202022.11.10 02:40s/l60.101.561101.561101.54210-24.6510083.88
212022.11.10 08:00sell70.101.561740.000000.00000
222022.11.10 08:00modify70.101.561741.565741.54674
232022.11.10 09:50sell80.101.555520.000000.00000
242022.11.10 09:50modify80.101.555521.560241.54674
252022.11.10 09:50modify70.101.561741.560241.54674
262022.11.10 12:50sell90.101.553310.000000.00000
272022.11.10 12:50modify90.101.553311.557991.54674
282022.11.10 12:50modify80.101.555521.557991.54674
292022.11.10 12:50modify70.101.561741.557991.54674
302022.11.10 13:10sell100.101.551850.000000.00000
312022.11.10 13:10modify100.101.551851.554241.54674
322022.11.10 13:10modify90.101.553311.554241.54674
332022.11.10 13:10modify80.101.555521.554241.54674
342022.11.10 13:10modify70.101.561741.554241.54674
352022.11.10 13:40t/p70.101.546741.554241.5467495.7110179.59
362022.11.10 13:40t/p80.101.546741.554241.5467456.0210235.61
372022.11.10 13:40t/p90.101.546741.554241.5467441.9210277.53
382022.11.10 13:40t/p100.101.546741.554241.5467432.6010310.13
392022.12.12 16:00sell110.101.560760.000000.00000
402022.12.12 16:00modify110.101.560761.564761.54576
412022.12.12 16:30s/l110.101.564761.564761.54576-25.5210284.61
422022.12.12 20:00sell120.101.560690.000000.00000
432022.12.12 20:00modify120.101.560691.564691.54569
442022.12.13 12:50sell130.101.554580.000000.00000
452022.12.13 12:50modify130.101.554581.559191.54569
462022.12.13 12:50modify120.101.560691.559191.54569
472022.12.13 14:40t/p120.101.545691.559191.5456996.0010380.61
482022.12.13 14:40t/p130.101.545691.559191.5456956.7210437.33
492022.12.16 12:00sell140.101.587700.000000.00000
502022.12.16 12:00modify140.101.587701.591701.57270
512022.12.18 22:00sell150.101.577750.000000.00000
522022.12.18 22:00modify150.101.577751.580201.57270
532022.12.18 22:00modify140.101.587701.580201.57270
542022.12.18 22:30s/l140.101.580201.580201.5727047.8510485.18
552022.12.18 22:30s/l150.101.580201.580201.57270-15.6410469.54
562023.01.10 16:00sell160.101.558810.000000.00000
572023.01.10 16:00modify160.101.558811.562811.54381
582023.01.11 05:25sell170.101.552780.000000.00000
592023.01.11 05:25modify170.101.552781.557311.54381
602023.01.11 05:25modify160.101.558811.557311.54381
612023.01.11 07:40s/l160.101.557311.557311.543819.8610479.40
622023.01.11 07:40s/l170.101.557311.557311.54381-28.9110450.49
632023.01.18 08:00buy180.101.542570.000000.00000
642023.01.18 08:00modify180.101.542571.538571.55757
652023.01.18 17:30buy190.101.551090.000000.00000
662023.01.18 17:30modify190.101.551091.546321.55757
672023.01.18 17:30modify180.101.542571.546321.55757
682023.01.18 18:20buy200.101.552620.000000.00000
692023.01.18 18:20modify200.101.552621.550071.55757
702023.01.18 18:20modify190.101.551091.550071.55757
712023.01.18 18:20modify180.101.542571.550071.55757
722023.01.19 00:20t/p180.101.557571.550071.5575793.7310544.22
732023.01.19 00:20t/p190.101.557571.550071.5575739.4610583.69
742023.01.19 00:20t/p200.101.557571.550071.5575729.7110613.40
752023.01.25 12:00buy210.101.534110.000000.00000
762023.01.25 12:00modify210.101.534111.530111.54911
772023.01.25 14:40buy220.101.540330.000000.00000
782023.01.25 14:40modify220.101.540331.535611.54911
792023.01.25 14:40modify210.101.534111.535611.54911
802023.01.25 22:40s/l210.101.535611.535611.549119.5610622.96
812023.01.25 22:40s/l220.101.535611.535611.54911-30.0610592.90
822023.02.08 12:00buy230.101.540410.000000.00000
832023.02.08 12:00modify230.101.540411.536411.55541
842023.02.08 18:40buy240.101.548850.000000.00000
852023.02.08 18:40modify240.101.548851.544161.55541
862023.02.08 18:40modify230.101.540411.544161.55541
872023.02.08 22:20buy250.101.546710.000000.00000
882023.02.08 22:20modify250.101.546711.541911.55541
892023.02.08 22:25modify250.101.546711.544161.55541
902023.02.09 02:40s/l230.101.544161.544161.5554122.0710614.98
912023.02.09 02:40s/l240.101.544161.544161.55541-31.6910583.29
922023.02.09 02:40s/l250.101.544161.544161.55541-18.0610565.24
932023.02.27 08:00sell260.101.570610.000000.00000
942023.02.27 08:00modify260.101.570611.574611.55561
952023.02.27 12:40s/l260.101.574611.574611.55561-25.5310539.71
962023.02.27 20:00sell270.101.574820.000000.00000
972023.02.27 20:00modify270.101.574821.578821.55982
982023.02.28 08:06s/l270.101.578821.578821.55982-25.2310514.48
992023.04.03 20:00buy280.101.606690.000000.00000
1002023.04.03 20:00modify280.101.606691.602691.62169
1012023.04.04 06:50buy290.101.612810.000000.00000
1022023.04.04 06:50modify290.101.612811.608191.62169
1032023.04.04 06:50modify280.101.606691.608191.62169
1042023.04.04 07:06buy300.101.615210.000000.00000
1052023.04.04 07:06modify300.101.615211.610441.62169
1062023.04.04 07:06modify290.101.612811.610441.62169
1072023.04.04 07:06modify280.101.606691.610441.62169
1082023.04.04 10:45buy310.101.616640.000000.00000
1092023.04.04 10:45modify310.101.616641.614191.62169
1102023.04.04 10:45modify300.101.615211.614191.62169
1112023.04.04 10:45modify290.101.612811.614191.62169
1122023.04.04 10:45modify280.101.606691.614191.62169
1132023.04.04 14:30t/p280.101.621691.614191.6216994.9410609.42
1142023.04.04 14:30t/p290.101.621691.614191.6216956.5710665.99
1152023.04.04 14:30t/p300.101.621691.614191.6216941.2810707.27
1162023.04.04 14:30t/p310.101.621691.614191.6216932.1710739.44
1172023.04.06 20:00sell320.101.636960.000000.00000
1182023.04.06 20:00modify320.101.636961.640961.62196
1192023.04.11 04:05sell330.101.630940.000000.00000
1202023.04.11 04:05modify330.101.630941.635461.62196
1212023.04.11 04:05modify320.101.636961.635461.62196
1222023.04.11 08:30s/l320.101.635461.635461.6219610.4410749.88
1232023.04.11 08:30s/l330.101.635461.635461.62196-28.8410721.04
1242023.04.24 08:00sell340.101.643670.000000.00000
1252023.04.24 08:00modify340.101.643671.647671.62867
1262023.04.24 09:40s/l340.101.647671.647671.62867-25.5210695.52
1272023.04.24 20:00sell350.101.649590.000000.00000
1282023.04.24 20:00modify350.101.649591.653591.63459
1292023.04.25 02:20s/l350.101.653591.653591.63459-25.2410670.28
1302023.04.25 12:00sell360.101.655840.000000.00000
1312023.04.25 12:00modify360.101.655841.659841.64084
1322023.04.26 02:40s/l360.101.659841.659841.64084-25.2310645.05
1332023.05.29 16:00buy370.101.638160.000000.00000
1342023.05.29 16:00modify370.101.638161.634161.65316
1352023.05.30 03:50buy380.101.644180.000000.00000
1362023.05.30 03:50modify380.101.644181.639661.65316
1372023.05.30 03:50modify370.101.638161.639661.65316
1382023.05.30 06:40s/l370.101.639661.639661.653168.9410653.99
1392023.05.30 06:40s/l380.101.639661.639661.65316-28.8010625.19
1402023.06.02 08:00buy390.101.628250.000000.00000
1412023.06.02 08:00modify390.101.628251.624251.64325
1422023.06.02 09:30s/l390.101.624251.624251.64325-25.4810599.71
1432023.06.12 16:00buy400.101.593070.000000.00000
1442023.06.12 16:00modify400.101.593071.589071.60807
1452023.06.13 13:05s/l400.101.589071.589071.60807-26.0910573.63
1462023.06.20 16:00sell410.101.610180.000000.00000
1472023.06.20 16:00modify410.101.610181.614181.59518
1482023.06.21 07:40s/l410.101.614181.614181.59518-25.2310548.40
1492023.06.22 12:00sell420.101.619390.000000.00000
1502023.06.22 12:00modify420.101.619391.623391.60439
1512023.06.22 13:06s/l420.101.623391.623391.60439-25.5210522.88
1522023.06.22 20:00sell430.101.621500.000000.00000
1532023.06.22 20:00modify430.101.621501.625501.60650
1542023.06.23 01:40s/l430.101.625501.625501.60650-25.2410497.64
1552023.07.10 16:00sell440.101.648190.000000.00000
1562023.07.10 16:00modify440.101.648191.652191.63319
1572023.07.11 08:40s/l440.101.652191.652191.63319-25.2310472.41
1582023.07.17 12:00sell450.101.648320.000000.00000
1592023.07.17 12:00modify450.101.648321.652321.63332
1602023.07.17 12:40s/l450.101.652321.652321.63332-25.5210446.89
1612023.07.25 20:00buy460.101.628290.000000.00000
1622023.07.25 20:00modify460.101.628291.624291.64329
1632023.07.26 02:05buy470.101.636800.000000.00000
1642023.07.26 02:05modify470.101.636801.632041.64329
1652023.07.26 02:05modify460.101.628291.632041.64329
1662023.07.26 03:40buy480.101.634580.000000.00000
1672023.07.26 03:40modify480.101.634581.629791.64329
1682023.07.26 03:45modify480.101.634581.632041.64329
1692023.07.26 09:20buy490.101.638110.000000.00000
1702023.07.26 09:20modify490.101.638111.635791.64329
1712023.07.26 09:20modify470.101.636801.635791.64329
1722023.07.26 09:20modify480.101.634581.635791.64329
1732023.07.26 09:20modify460.101.628291.635791.64329
1742023.07.26 12:40t/p460.101.643291.635791.6432994.9410541.83
1752023.07.26 12:40t/p470.101.643291.635791.6432941.3410583.17
1762023.07.26 12:40t/p480.101.643291.635791.6432955.4910638.66
1772023.07.26 12:40t/p490.101.643291.635791.6432933.0010671.66
1782023.08.02 12:00sell500.101.669280.000000.00000
1792023.08.02 12:00modify500.101.669281.673281.65428
1802023.08.02 14:40s/l500.101.673281.673281.65428-25.5210646.14
1812023.08.02 20:00sell510.101.671880.000000.00000
1822023.08.02 20:00modify510.101.671881.675881.65688
1832023.08.03 08:40s/l510.101.675881.675881.65688-24.6510621.49
1842023.08.08 12:00sell520.101.682490.000000.00000
1852023.08.08 12:00modify520.101.682491.686491.66749
1862023.08.08 17:50sell530.101.676300.000000.00000
1872023.08.08 17:50modify530.101.676301.680991.66749
1882023.08.08 17:50modify520.101.682491.680991.66749
1892023.08.08 21:45sell540.101.674160.000000.00000
1902023.08.08 21:45modify540.101.674161.678741.66749
1912023.08.08 21:45modify530.101.676301.678741.66749
1922023.08.08 21:45modify520.101.682491.678741.66749
1932023.08.09 03:35sell550.101.672700.000000.00000
1942023.08.09 03:35modify550.101.672701.674991.66749
1952023.08.09 03:35modify540.101.674161.674991.66749
1962023.08.09 03:35modify530.101.676301.674991.66749
1972023.08.09 03:35modify520.101.682491.674991.66749
1982023.08.09 05:40s/l520.101.674991.674991.6674948.1510669.64
1992023.08.09 05:40s/l530.101.674991.674991.667498.6510678.29
2002023.08.09 05:40s/l540.101.674991.674991.66749-5.0110673.28
2012023.08.09 05:40s/l550.101.674991.674991.66749-14.6110658.67
2022023.08.17 08:00sell560.101.701150.000000.00000
2032023.08.17 08:00modify560.101.701151.705151.68615
2042023.08.17 09:50sell570.101.694870.000000.00000
2052023.08.17 09:50modify570.101.694871.699651.68615
2062023.08.17 09:50modify560.101.701151.699651.68615
2072023.08.17 10:30sell580.101.692600.000000.00000
2082023.08.17 10:30modify580.101.692601.697401.68615
2092023.08.17 10:30modify570.101.694871.697401.68615
2102023.08.17 10:30modify560.101.701151.697401.68615
2112023.08.17 12:15sell590.101.691350.000000.00000
2122023.08.17 12:15modify590.101.691351.693651.68615
2132023.08.17 12:15modify580.101.692601.693651.68615
2142023.08.17 12:15modify570.101.694871.693651.68615
2152023.08.17 12:15modify560.101.701151.693651.68615
2162023.08.17 12:30s/l560.101.693651.693651.6861547.8610706.53
2172023.08.17 12:30s/l570.101.693651.693651.686157.7910714.32
2182023.08.17 12:30s/l580.101.693651.693651.68615-6.7010707.62
2192023.08.17 12:30s/l590.101.693651.693651.68615-14.6810692.94
2202023.08.22 16:00buy600.101.688540.000000.00000
2212023.08.22 16:00modify600.101.688541.684541.70354
2222023.08.23 01:30s/l600.101.684541.684541.70354-26.0910666.85