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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; 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=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 profit1876.29Gross profit2924.49Gross loss-1048.20
Profit factor2.79Expected payoff25.36
Absolute drawdown151.65Maximal drawdown501.98 (4.40%)Relative drawdown4.40% (501.98)
Total trades74Short positions (won %)24 (37.50%)Long positions (won %)50 (58.00%)
Profit trades (% of total)38 (51.35%)Loss trades (% of total)36 (48.65%)
Largestprofit trade152.42loss trade-121.89
Averageprofit trade76.96loss trade-29.12
Maximumconsecutive wins (profit in money)9 (772.64)consecutive losses (loss in money)4 (-204.33)
Maximalconsecutive profit (count of wins)772.64 (9)consecutive loss (count of losses)-204.33 (4)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.01 04:00buy10.100.680580.000000.00000
22022.09.01 04:00modify10.100.680580.668580.69558
32022.09.12 07:40buy20.100.689040.000000.00000
42022.09.12 07:40modify20.100.689040.684330.69558
52022.09.12 07:40modify10.100.680580.684330.69558
62022.09.12 08:20buy30.100.688310.000000.00000
72022.09.12 08:20modify30.100.688310.682080.69558
82022.09.12 08:20buy40.100.688310.000000.00000
92022.09.12 08:20modify40.100.688310.685830.69558
102022.09.12 08:20modify20.100.689040.685830.69558
112022.09.12 08:20modify10.100.680580.685830.69558
122022.09.12 08:25modify30.100.688310.685830.69558
132022.09.13 12:30s/l10.100.685830.685830.6955848.7110048.71
142022.09.13 12:30s/l20.100.685830.685830.69558-32.4810016.23
152022.09.13 12:30s/l30.100.685830.685830.69558-25.189991.05
162022.09.13 12:30s/l40.100.685830.685830.69558-25.189965.88
172022.09.28 04:00buy50.100.640180.000000.00000
182022.09.28 04:00modify50.100.640180.628180.65518
192022.09.28 14:30buy60.100.647740.000000.00000
202022.09.28 14:30modify60.100.647740.641680.65518
212022.09.28 14:30buy70.100.647740.000000.00000
222022.09.28 14:30modify70.100.647740.645430.65518
232022.09.28 14:30modify50.100.640180.645430.65518
242022.09.28 14:35modify60.100.647740.645430.65518
252022.09.28 14:50buy80.100.648470.000000.00000
262022.09.28 14:50modify80.100.648470.643930.65518
272022.09.28 14:55modify80.100.648470.645430.65518
282022.09.29 06:15s/l50.100.645430.645430.6551851.3610017.24
292022.09.29 06:15s/l60.100.645430.645430.65518-24.249993.00
302022.09.29 06:15s/l70.100.645430.645430.65518-24.249968.77
312022.09.29 06:15s/l80.100.645430.645430.65518-31.549937.23
322022.10.14 04:00sell90.100.633190.000000.00000
332022.10.14 04:00modify90.100.633190.645190.61819
342022.10.14 14:06sell100.100.624840.000000.00000
352022.10.14 14:06modify100.100.624840.629440.61819
362022.10.14 14:06modify90.100.633190.629440.61819
372022.10.17 10:35sell110.100.625580.000000.00000
382022.10.17 10:35modify110.100.625580.631690.61819
392022.10.17 10:35sell120.100.625580.000000.00000
402022.10.17 10:35modify120.100.625580.627940.61819
412022.10.17 10:35modify100.100.624840.627940.61819
422022.10.17 10:35modify90.100.633190.627940.61819
432022.10.17 10:40modify110.100.625580.627940.61819
442022.10.17 12:40s/l90.100.627940.627940.6181952.669989.89
452022.10.17 12:40s/l100.100.627940.627940.61819-30.849959.05
462022.10.17 12:40s/l110.100.627940.627940.61819-23.609935.45
472022.10.17 12:40s/l120.100.627940.627940.61819-23.609911.85
482022.10.20 04:00buy130.100.623650.000000.00000
492022.10.20 04:00modify130.100.623650.611650.63865
502022.10.20 11:20buy140.100.631260.000000.00000
512022.10.20 11:20modify140.100.631260.625150.63865
522022.10.20 11:20buy150.100.631260.000000.00000
532022.10.20 11:20modify150.100.631260.628900.63865
542022.10.20 11:20modify130.100.623650.628900.63865
552022.10.20 11:25modify140.100.631260.628900.63865
562022.10.20 11:40buy160.100.632120.000000.00000
572022.10.20 11:40modify160.100.632120.627400.63865
582022.10.20 11:45modify160.100.632120.628900.63865
592022.10.20 17:33s/l130.100.628900.628900.6386552.509964.35
602022.10.20 17:33s/l140.100.628900.628900.63865-23.609940.75
612022.10.20 17:33s/l150.100.628900.628900.63865-23.609917.15
622022.10.20 17:33s/l160.100.628900.628900.63865-32.209884.95
632022.11.21 12:00buy170.100.662060.000000.00000
642022.11.21 12:00modify170.100.662060.650060.67706
652022.11.23 14:50buy180.100.670440.000000.00000
662022.11.23 14:50modify180.100.670440.665810.67706
672022.11.23 14:50modify170.100.662060.665810.67706
682022.11.23 14:55buy190.100.669800.000000.00000
692022.11.23 14:55modify190.100.669800.663560.67706
702022.11.23 14:55buy200.100.669800.000000.00000
712022.11.23 14:55modify200.100.669800.667310.67706
722022.11.23 14:55modify180.100.670440.667310.67706
732022.11.23 14:55modify170.100.662060.667310.67706
742022.11.23 15:00modify190.100.669800.667310.67706
752022.11.24 14:33t/p170.100.677060.667310.67706148.1110033.06
762022.11.24 14:33t/p180.100.677060.667310.6770665.0610098.12
772022.11.24 14:33t/p190.100.677060.667310.6770671.4610169.59
782022.11.24 14:33t/p200.100.677060.667310.6770671.4610241.05
792022.11.28 04:00buy210.100.668770.000000.00000
802022.11.28 04:00modify210.100.668770.656770.68377
812022.11.30 18:50buy220.100.676310.000000.00000
822022.11.30 18:50modify220.100.676310.670270.68377
832022.11.30 18:50buy230.100.676310.000000.00000
842022.11.30 18:50modify230.100.676310.674020.68377
852022.11.30 18:50modify210.100.668770.674020.68377
862022.11.30 18:55modify220.100.676310.674020.68377
872022.12.01 07:15t/p210.100.683770.674020.68377148.1110389.16
882022.12.01 07:15t/p220.100.683770.674020.6837773.4610462.62
892022.12.01 07:15t/p230.100.683770.674020.6837773.4610536.08
902022.12.09 04:00sell240.100.679230.000000.00000
912022.12.09 04:00modify240.100.679230.691230.66423
922022.12.15 15:40sell250.100.670680.000000.00000
932022.12.15 15:40modify250.100.670680.675480.66423
942022.12.15 15:40modify240.100.679230.675480.66423
952022.12.15 16:20sell260.100.671500.000000.00000
962022.12.15 16:20modify260.100.671500.677730.66423
972022.12.15 16:20sell270.100.671500.000000.00000
982022.12.15 16:20modify270.100.671500.673980.66423
992022.12.15 16:20modify250.100.670680.673980.66423
1002022.12.15 16:20modify240.100.679230.673980.66423
1012022.12.15 16:25modify260.100.671500.673980.66423
1022022.12.20 03:15s/l240.100.673980.673980.6642353.9510590.03
1032022.12.20 03:15s/l250.100.673980.673980.66423-32.5210557.52
1042022.12.20 03:15s/l260.100.673980.673980.66423-24.3210533.20
1052022.12.20 03:15s/l270.100.673980.673980.66423-24.3210508.89
1062022.12.22 04:00sell280.100.675640.000000.00000
1072022.12.22 04:00modify280.100.675640.687640.66064
1082022.12.22 14:40sell290.100.667980.000000.00000
1092022.12.22 14:40modify290.100.667980.674140.66064
1102022.12.22 14:40sell300.100.667980.000000.00000
1112022.12.22 14:40modify300.100.667980.670390.66064
1122022.12.22 14:40modify280.100.675640.670390.66064
1132022.12.22 14:45modify290.100.667980.670390.66064
1142022.12.22 15:40sell310.100.667190.000000.00000
1152022.12.22 15:40modify310.100.667190.671890.66064
1162022.12.22 15:45modify310.100.667190.670390.66064
1172022.12.23 07:40s/l280.100.670390.670390.6606452.6610561.55
1182022.12.23 07:40s/l290.100.670390.670390.66064-23.9410537.61
1192022.12.23 07:40s/l300.100.670390.670390.66064-23.9410513.67
1202022.12.23 07:40s/l310.100.670390.670390.66064-31.8410481.83
1212023.01.03 12:00buy320.100.670060.000000.00000
1222023.01.03 12:00modify320.100.670060.658060.68506
1232023.01.04 03:20buy330.100.677680.000000.00000
1242023.01.04 03:20modify330.100.677680.671560.68506
1252023.01.04 03:20buy340.100.677680.000000.00000
1262023.01.04 03:20modify340.100.677680.675310.68506
1272023.01.04 03:20modify320.100.670060.675310.68506
1282023.01.04 03:25modify330.100.677680.675310.68506
1292023.01.04 03:40buy350.100.678560.000000.00000
1302023.01.04 03:40modify350.100.678560.673810.68506
1312023.01.04 03:45modify350.100.678560.675310.68506
1322023.01.04 08:20t/p320.100.685060.675310.68506149.6210631.45
1332023.01.04 08:20t/p330.100.685060.675310.6850673.8010705.25
1342023.01.04 08:20t/p340.100.685060.675310.6850673.8010779.05
1352023.01.04 08:20t/p350.100.685060.675310.6850665.0010844.05
1362023.01.19 04:00buy360.100.690850.000000.00000
1372023.01.19 04:00modify360.100.690850.678850.70585
1382023.01.22 23:59buy370.100.698610.000000.00000
1392023.01.22 23:59modify370.100.698610.692350.70585
1402023.01.22 23:59buy380.100.698610.000000.00000
1412023.01.22 23:59modify380.100.698610.696100.70585
1422023.01.22 23:59modify360.100.690850.696100.70585
1432023.01.23 00:00modify370.100.698610.696100.70585
1442023.01.23 02:05buy390.100.699180.000000.00000
1452023.01.23 02:05modify390.100.699180.694600.70585
1462023.01.23 02:10modify390.100.699180.696100.70585
1472023.01.25 00:20t/p360.100.705850.696100.70585148.4810992.54
1482023.01.25 00:20t/p370.100.705850.696100.7058571.2611063.80
1492023.01.25 00:20t/p380.100.705850.696100.7058571.2611135.06
1502023.01.25 00:20t/p390.100.705850.696100.7058565.9411201.01
1512023.01.25 04:00sell400.100.710000.000000.00000
1522023.01.25 04:00modify400.100.710000.722000.69500
1532023.01.31 07:05sell410.100.702210.000000.00000
1542023.01.31 07:05modify410.100.702210.708500.69500
1552023.01.31 07:05sell420.100.702210.000000.00000
1562023.01.31 07:05modify420.100.702210.704750.69500
1572023.01.31 07:05modify400.100.710000.704750.69500
1582023.01.31 07:10modify410.100.702210.704750.69500
1592023.01.31 08:30sell430.100.701550.000000.00000
1602023.01.31 08:30modify430.100.701550.706250.69500
1612023.01.31 08:35modify430.100.701550.704750.69500
1622023.01.31 15:40s/l400.100.704750.704750.6950053.4711254.47
1632023.01.31 15:40s/l410.100.704750.704750.69500-25.4011229.07
1642023.01.31 15:40s/l420.100.704750.704750.69500-25.4011203.67
1652023.01.31 15:40s/l430.100.704750.704750.69500-32.0011171.67
1662023.02.17 12:00buy440.100.681870.000000.00000
1672023.02.17 12:00modify440.100.681870.669870.69687
1682023.02.20 02:40buy450.100.689560.000000.00000
1692023.02.20 02:40modify450.100.689560.683370.69687
1702023.02.20 02:40buy460.100.689560.000000.00000
1712023.02.20 02:40modify460.100.689560.687120.69687
1722023.02.20 02:40modify440.100.681870.687120.69687
1732023.02.20 02:45modify450.100.689560.687120.69687
1742023.02.20 04:40buy470.100.690370.000000.00000
1752023.02.20 04:40modify470.100.690370.685620.69687
1762023.02.20 04:45modify470.100.690370.687120.69687
1772023.02.21 08:40s/l440.100.687120.687120.6968751.7411223.42
1782023.02.21 08:40s/l450.100.687120.687120.69687-24.7811198.64
1792023.02.21 08:40s/l460.100.687120.687120.69687-24.7811173.86
1802023.02.21 08:40s/l470.100.687120.687120.69687-32.8811140.98
1812023.02.22 12:00buy480.100.682240.000000.00000
1822023.02.22 12:00modify480.100.682240.670240.69724
1832023.02.27 05:40s/l480.100.670240.670240.69724-121.8911019.09
1842023.03.07 12:00buy490.100.666560.000000.00000
1852023.03.07 12:00modify490.100.666560.654560.68156
1862023.03.23 05:15buy500.100.674860.000000.00000
1872023.03.23 05:15modify500.100.674860.670310.68156
1882023.03.23 05:15modify490.100.666560.670310.68156
1892023.03.23 05:55buy510.100.674140.000000.00000
1902023.03.23 05:55modify510.100.674140.668060.68156
1912023.03.23 05:55buy520.100.674140.000000.00000
1922023.03.23 05:55modify520.100.674140.671810.68156
1932023.03.23 05:55modify500.100.674860.671810.68156
1942023.03.23 05:55modify490.100.666560.671810.68156
1952023.03.23 05:55modify510.100.674140.671810.68156
1962023.03.23 10:40s/l490.100.671810.671810.6815645.6811064.77
1972023.03.23 10:40s/l500.100.671810.671810.68156-30.5011034.27
1982023.03.23 10:40s/l510.100.671810.671810.68156-23.3011010.97
1992023.03.23 10:40s/l520.100.671810.671810.68156-23.3010987.67
2002023.03.24 12:00buy530.100.663880.000000.00000
2012023.03.24 12:00modify530.100.663880.651880.67888
2022023.03.29 00:15buy540.100.671570.000000.00000
2032023.03.29 00:15modify540.100.671570.665380.67888
2042023.03.29 00:15buy550.100.671570.000000.00000
2052023.03.29 00:15modify550.100.671570.669130.67888
2062023.03.29 00:15modify530.100.663880.669130.67888
2072023.03.29 00:20modify540.100.671570.669130.67888
2082023.03.29 00:40s/l530.100.669130.669130.6788851.3611039.03
2092023.03.29 00:40s/l540.100.669130.669130.67888-24.4011014.63
2102023.03.29 00:40s/l550.100.669130.669130.67888-24.4010990.23
2112023.04.13 12:00sell560.100.673570.000000.00000
2122023.04.13 12:00modify560.100.673570.685570.65857
2132023.04.25 07:50sell570.100.665900.000000.00000
2142023.04.25 07:50modify570.100.665900.672070.65857
2152023.04.25 07:50sell580.100.665900.000000.00000
2162023.04.25 07:50modify580.100.665900.668320.65857
2172023.04.25 07:50modify560.100.673570.668320.65857
2182023.04.25 07:55modify570.100.665900.668320.65857
2192023.04.25 08:05sell590.100.665310.000000.00000
2202023.04.25 08:05modify590.100.665310.669820.65857
2212023.04.25 08:10modify590.100.665310.668320.65857
2222023.04.28 08:40t/p560.100.658570.668320.65857152.4211142.65
2232023.04.28 08:40t/p570.100.658570.668320.6585774.1111216.76
2242023.04.28 08:40t/p580.100.658570.668320.6585774.1111290.86
2252023.04.28 08:40t/p590.100.658570.668320.6585768.2111359.07
2262023.05.02 08:00sell600.100.670100.000000.00000
2272023.05.02 08:00modify600.100.670100.682100.65510
2282023.05.18 13:20sell610.100.661710.000000.00000
2292023.05.18 13:20modify610.100.661710.666350.65510
2302023.05.18 13:20modify600.100.670100.666350.65510
2312023.05.18 23:30sell620.100.662580.000000.00000
2322023.05.18 23:30modify620.100.662580.668600.65510
2332023.05.18 23:30sell630.100.662580.000000.00000
2342023.05.18 23:30modify630.100.662580.664850.65510
2352023.05.18 23:30modify610.100.661710.664850.65510
2362023.05.18 23:30modify600.100.670100.664850.65510
2372023.05.18 23:35modify620.100.662580.664850.65510
2382023.05.19 06:30s/l600.100.664850.664850.6551055.5611414.63
2392023.05.19 06:30s/l610.100.664850.664850.65510-31.2411383.39
2402023.05.19 06:30s/l620.100.664850.664850.65510-22.5411360.85
2412023.05.19 06:30s/l630.100.664850.664850.65510-22.5411338.31
2422023.05.24 08:00buy640.100.657300.000000.00000
2432023.05.24 08:00modify640.100.657300.645300.67230
2442023.06.06 09:45buy650.100.665570.000000.00000
2452023.06.06 09:45modify650.100.665570.661050.67230
2462023.06.06 09:45modify640.100.657300.661050.67230
2472023.06.06 12:45buy660.100.665080.000000.00000
2482023.06.06 12:45modify660.100.665080.658800.67230
2492023.06.06 12:45buy670.100.665080.000000.00000
2502023.06.06 12:45modify670.100.665080.662550.67230
2512023.06.06 12:45modify650.100.665570.662550.67230
2522023.06.06 12:45modify640.100.657300.662550.67230
2532023.06.06 12:50modify660.100.665080.662550.67230
2542023.06.09 07:40t/p640.100.672300.662550.67230143.1811481.50
2552023.06.09 07:40t/p650.100.672300.662550.6723065.4111546.90
2562023.06.09 07:40t/p660.100.672300.662550.6723070.3111617.21
2572023.06.09 07:40t/p670.100.672300.662550.6723070.3111687.51
2582023.06.23 04:00buy680.100.671010.000000.00000
2592023.06.23 04:00modify680.100.671010.659010.68601
2602023.07.12 14:55buy690.100.679510.000000.00000
2612023.07.12 14:55modify690.100.679510.674760.68601
2622023.07.12 14:55modify680.100.671010.674760.68601
2632023.07.13 11:15t/p680.100.686010.674760.68601142.4211829.94
2642023.07.13 11:15t/p690.100.686010.674760.6860163.8611893.80
2652023.08.08 12:00buy700.100.650520.000000.00000
2662023.08.08 12:00modify700.100.650520.638520.66552
2672023.08.10 12:20buy710.100.658900.000000.00000
2682023.08.10 12:20modify710.100.658900.654270.66552
2692023.08.10 12:20modify700.100.650520.654270.66552
2702023.08.10 14:25buy720.100.658090.000000.00000
2712023.08.10 14:25modify720.100.658090.652020.66552
2722023.08.10 14:25buy730.100.658090.000000.00000
2732023.08.10 14:25modify730.100.658090.655770.66552
2742023.08.10 14:25modify710.100.658900.655770.66552
2752023.08.10 14:25modify700.100.650520.655770.66552
2762023.08.10 14:30modify720.100.658090.655770.66552
2772023.08.10 14:40s/l700.100.655770.655770.6655250.9811944.79
2782023.08.10 14:40s/l710.100.655770.655770.66552-31.3011913.49
2792023.08.10 14:40s/l720.100.655770.655770.66552-23.2011890.29
2802023.08.10 14:40s/l730.100.655770.655770.66552-23.2011867.09
2812023.08.14 04:00buy740.100.646950.000000.00000
2822023.08.14 04:00modify740.100.646950.634950.66195
2832023.08.31 23:59close at stop740.100.648590.634950.661959.2011876.29