Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 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=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 modelled79447Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1794.31Gross profit2648.98Gross loss-854.68
Profit factor3.10Expected payoff29.91
Absolute drawdown110.55Maximal drawdown351.59 (2.99%)Relative drawdown2.99% (351.59)
Total trades60Short positions (won %)36 (77.78%)Long positions (won %)24 (79.17%)
Profit trades (% of total)47 (78.33%)Loss trades (% of total)13 (21.67%)
Largestprofit trade104.68loss trade-84.93
Averageprofit trade56.36loss trade-65.74
Maximumconsecutive wins (profit in money)15 (850.78)consecutive losses (loss in money)4 (-156.24)
Maximalconsecutive profit (count of wins)850.78 (15)consecutive loss (count of losses)-156.24 (4)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.06 12:00sell10.1096.1180.0000.000
22022.09.06 12:00modify10.1096.11897.31894.618
32022.09.07 10:40s/l10.1097.31897.31894.618-81.789918.22
42022.09.12 08:00sell20.1098.2020.0000.000
52022.09.12 08:00modify20.1098.20299.40296.702
62022.09.13 20:30sell30.1097.2750.0000.000
72022.09.13 20:30modify30.1097.27597.75296.702
82022.09.13 20:30sell40.1097.2750.0000.000
92022.09.13 20:30modify40.1097.27597.67796.702
102022.09.13 20:30modify20.1098.20297.67796.702
112022.09.13 20:35modify30.1097.27597.67796.702
122022.09.13 21:45sell50.1097.4430.0000.000
132022.09.13 21:45modify50.1097.44398.12796.702
142022.09.13 21:50modify50.1097.44397.67796.702
152022.09.14 06:13t/p20.1096.70297.67796.702100.1710018.39
162022.09.14 06:13t/p30.1096.70297.67796.70238.1210056.51
172022.09.14 06:13t/p40.1096.70297.67796.70238.1210094.63
182022.09.14 06:13t/p50.1096.70297.67796.70249.4810144.11
192022.09.14 08:00buy60.1096.4300.0000.000
202022.09.14 08:00modify60.1096.43095.23097.930
212022.09.22 00:30s/l60.1095.23095.23097.930-76.6510067.46
222022.10.10 08:00buy70.1091.7850.0000.000
232022.10.10 08:00modify70.1091.78590.58593.285
242022.10.13 16:50buy80.1092.5510.0000.000
252022.10.13 16:50modify80.1092.55191.86093.285
262022.10.13 16:50modify70.1091.78591.86093.285
272022.10.13 18:10buy90.1092.6930.0000.000
282022.10.13 18:10modify90.1092.69392.23593.285
292022.10.13 18:10buy100.1092.6930.0000.000
302022.10.13 18:10modify100.1092.69392.31093.285
312022.10.13 18:10modify80.1092.55192.31093.285
322022.10.13 18:10modify70.1091.78592.31093.285
332022.10.13 18:15modify90.1092.69392.31093.285
342022.10.14 02:15t/p70.1093.28592.31093.285104.2210171.68
352022.10.14 02:15t/p80.1093.28592.31093.28550.1210221.80
362022.10.14 02:15t/p90.1093.28592.31093.28540.5110262.30
372022.10.14 02:15t/p100.1093.28592.31093.28540.5110302.81
382022.12.02 08:00buy110.1091.8450.0000.000
392022.12.02 08:00modify110.1091.84590.64593.345
402022.12.08 20:40buy120.1092.6070.0000.000
412022.12.08 20:40modify120.1092.60791.92093.345
422022.12.08 20:40modify110.1091.84591.92093.345
432022.12.09 13:40s/l110.1091.92091.92093.3458.2710311.07
442022.12.09 13:40s/l120.1091.92091.92093.345-46.0210265.05
452022.12.13 08:00sell130.1093.1240.0000.000
462022.12.13 08:00modify130.1093.12494.32491.624
472022.12.15 11:40sell140.1092.3470.0000.000
482022.12.15 11:40modify140.1092.34793.04991.624
492022.12.15 11:40modify130.1093.12493.04991.624
502022.12.15 12:05sell150.1092.2020.0000.000
512022.12.15 12:05modify150.1092.20292.67491.624
522022.12.15 12:05sell160.1092.2020.0000.000
532022.12.15 12:05modify160.1092.20292.59991.624
542022.12.15 12:05modify140.1092.34792.59991.624
552022.12.15 12:05modify130.1093.12492.59991.624
562022.12.15 12:10modify150.1092.20292.59991.624
572022.12.16 09:15t/p130.1091.62492.59991.62498.2910363.34
582022.12.16 09:15t/p140.1091.62492.59991.62448.2710411.61
592022.12.16 09:15t/p150.1091.62492.59991.62438.4610450.07
602022.12.16 09:15t/p160.1091.62492.59991.62438.4610488.53
612023.01.02 08:00buy170.1089.0680.0000.000
622023.01.02 08:00modify170.1089.06887.86890.568
632023.01.03 08:40s/l170.1087.86887.86890.568-80.7410407.78
642023.01.09 08:00sell180.1091.4480.0000.000
652023.01.09 08:00modify180.1091.44892.64889.948
662023.01.12 08:40sell190.1090.6720.0000.000
672023.01.12 08:40modify190.1090.67291.37389.948
682023.01.12 08:40modify180.1091.44891.37389.948
692023.01.12 10:00sell200.1090.5250.0000.000
702023.01.12 10:00modify200.1090.52590.99889.948
712023.01.12 10:00sell210.1090.5250.0000.000
722023.01.12 10:00modify210.1090.52590.92389.948
732023.01.12 10:00modify190.1090.67290.92389.948
742023.01.12 10:00modify180.1091.44890.92389.948
752023.01.12 10:05modify200.1090.52590.92389.948
762023.01.12 13:15t/p180.1089.94890.92389.94898.2810506.06
772023.01.12 13:15t/p190.1089.94890.92389.94848.9610555.02
782023.01.12 13:15t/p200.1089.94890.92389.94839.0210594.04
792023.01.12 13:15t/p210.1089.94890.92389.94839.0210633.06
802023.01.23 12:00sell220.1091.0930.0000.000
812023.01.23 12:00modify220.1091.09392.29389.593
822023.01.25 00:40s/l220.1092.29392.29389.593-82.4010550.66
832023.02.13 12:00sell230.1091.9650.0000.000
842023.02.13 12:00modify230.1091.96593.16590.465
852023.03.07 03:40sell240.1091.0560.0000.000
862023.03.07 03:40modify240.1091.05691.51590.465
872023.03.07 03:40sell250.1091.0560.0000.000
882023.03.07 03:40modify250.1091.05691.44090.465
892023.03.07 03:40modify230.1091.96591.44090.465
902023.03.07 03:45modify240.1091.05691.44090.465
912023.03.07 04:05sell260.1091.2050.0000.000
922023.03.07 04:05modify260.1091.20591.89090.465
932023.03.07 04:10modify260.1091.20591.44090.465
942023.03.07 15:40t/p230.1090.46591.44090.46587.5710638.23
952023.03.07 15:40t/p240.1090.46591.44090.46539.9610678.19
962023.03.07 15:40t/p250.1090.46591.44090.46539.9610718.15
972023.03.07 15:40t/p260.1090.46591.44090.46550.0410768.19
982023.03.24 12:00buy270.1086.3060.0000.000
992023.03.24 12:00modify270.1086.30685.10687.806
1002023.03.26 22:46buy280.1087.0850.0000.000
1012023.03.26 22:46modify280.1087.08586.38187.806
1022023.03.26 22:46modify270.1086.30686.38187.806
1032023.03.27 08:50buy290.1087.2310.0000.000
1042023.03.27 08:50modify290.1087.23186.75687.806
1052023.03.27 08:50buy300.1087.2310.0000.000
1062023.03.27 08:50modify300.1087.23186.83187.806
1072023.03.27 08:50modify280.1087.08586.83187.806
1082023.03.27 08:50modify270.1086.30686.83187.806
1092023.03.27 08:55modify290.1087.23186.83187.806
1102023.03.28 15:30t/p270.1087.80686.83187.806102.4010870.59
1112023.03.28 15:30t/p280.1087.80686.83187.80649.7010920.29
1122023.03.28 15:30t/p290.1087.80686.83187.80639.3710959.66
1132023.03.28 15:30t/p300.1087.80686.83187.80639.3710999.02
1142023.04.03 12:00sell310.1089.8660.0000.000
1152023.04.03 12:00modify310.1089.86691.06688.366
1162023.04.04 14:20sell320.1089.1150.0000.000
1172023.04.04 14:20modify320.1089.11589.79188.366
1182023.04.04 14:20modify310.1089.86689.79188.366
1192023.04.04 14:30sell330.1088.9550.0000.000
1202023.04.04 14:30modify330.1088.95589.41688.366
1212023.04.04 14:30sell340.1088.9550.0000.000
1222023.04.04 14:30modify340.1088.95589.34188.366
1232023.04.04 14:30modify320.1089.11589.34188.366
1242023.04.04 14:30modify310.1089.86689.34188.366
1252023.04.04 14:35modify330.1088.95589.34188.366
1262023.04.05 07:30t/p310.1088.36689.34188.366100.1711099.19
1272023.04.05 07:30t/p320.1088.36689.34188.36650.0211149.21
1282023.04.05 07:30t/p330.1088.36689.34188.36639.2011188.41
1292023.04.05 07:30t/p340.1088.36689.34188.36639.2011227.61
1302023.04.13 12:00sell350.1089.8170.0000.000
1312023.04.13 12:00modify350.1089.81791.01788.317
1322023.04.25 13:30sell360.1088.8990.0000.000
1332023.04.25 13:30modify360.1088.89989.36788.317
1342023.04.25 13:30sell370.1088.8990.0000.000
1352023.04.25 13:30modify370.1088.89989.29288.317
1362023.04.25 13:30modify350.1089.81789.29288.317
1372023.04.25 13:35modify360.1088.89989.29288.317
1382023.04.25 18:05t/p350.1088.31789.29288.31795.1311322.74
1392023.04.25 18:05t/p360.1088.31789.29288.31739.3511362.09
1402023.04.25 18:05t/p370.1088.31789.29288.31739.3511401.44
1412023.04.28 12:00sell380.1089.6570.0000.000
1422023.04.28 12:00modify380.1089.65790.85788.157
1432023.05.01 03:40s/l380.1090.85790.85788.157-81.7811319.66
1442023.05.08 08:00sell390.1091.5780.0000.000
1452023.05.08 08:00modify390.1091.57892.77890.078
1462023.05.10 17:10sell400.1090.8210.0000.000
1472023.05.10 17:10modify400.1090.82191.50390.078
1482023.05.10 17:10modify390.1091.57891.50390.078
1492023.05.11 07:45sell410.1090.6570.0000.000
1502023.05.11 07:45modify410.1090.65791.12890.078
1512023.05.11 07:45sell420.1090.6570.0000.000
1522023.05.11 07:45modify420.1090.65791.05390.078
1532023.05.11 07:45modify400.1090.82191.05390.078
1542023.05.11 07:45modify390.1091.57891.05390.078
1552023.05.11 07:50modify410.1090.65791.05390.078
1562023.05.11 13:06t/p390.1090.07891.05390.07898.2811417.94
1572023.05.11 13:06t/p400.1090.07891.05390.07848.3511466.29
1582023.05.11 13:06t/p410.1090.07891.05390.07839.1511505.44
1592023.05.11 13:06t/p420.1090.07891.05390.07839.1511544.59
1602023.05.15 12:00sell430.1091.0710.0000.000
1612023.05.15 12:00modify430.1091.07192.27189.571
1622023.05.19 12:30s/l430.1092.27192.27189.571-84.9311459.66
1632023.05.31 08:00buy440.1090.5320.0000.000
1642023.05.31 08:00modify440.1090.53289.33292.032
1652023.06.01 15:40buy450.1091.2940.0000.000
1662023.06.01 15:40modify450.1091.29490.60792.032
1672023.06.01 15:40modify440.1090.53290.60792.032
1682023.06.02 09:05t/p440.1092.03290.60792.032103.3111562.97
1692023.06.02 09:05t/p450.1092.03290.60792.03250.3911613.35
1702023.06.12 08:00sell460.1094.3300.0000.000
1712023.06.12 08:00modify460.1094.33095.53092.830
1722023.06.15 01:30s/l460.1095.53095.53092.830-84.3011529.05
1732023.06.16 08:00sell470.1097.0440.0000.000
1742023.06.16 08:00modify470.1097.04498.24495.544
1752023.06.20 08:30sell480.1096.2720.0000.000
1762023.06.20 08:30modify480.1096.27296.96995.544
1772023.06.20 08:30modify470.1097.04496.96995.544
1782023.06.20 08:40sell490.1096.1370.0000.000
1792023.06.20 08:40modify490.1096.13796.59495.544
1802023.06.20 08:40sell500.1096.1370.0000.000
1812023.06.20 08:40modify500.1096.13796.51995.544
1822023.06.20 08:40modify480.1096.27296.51995.544
1832023.06.20 08:40modify470.1097.04496.51995.544
1842023.06.20 08:45modify490.1096.13796.51995.544
1852023.06.22 01:05s/l470.1096.51996.51995.54431.7211560.77
1862023.06.22 01:05s/l480.1096.51996.51995.544-19.2311541.54
1872023.06.22 01:05s/l490.1096.51996.51995.544-28.3611513.18
1882023.06.22 01:05s/l500.1096.51996.51995.544-28.3611484.82
1892023.07.07 08:00buy510.1095.0190.0000.000
1902023.07.07 08:00modify510.1095.01993.81996.519
1912023.07.11 07:40s/l510.1093.81993.81996.519-80.2911404.53
1922023.07.12 08:00buy520.1093.3720.0000.000
1932023.07.12 08:00modify520.1093.37292.17294.872
1942023.07.12 14:15buy530.1094.1270.0000.000
1952023.07.12 14:15modify530.1094.12793.44794.872
1962023.07.12 14:15modify520.1093.37293.44794.872
1972023.07.13 03:10buy540.1094.2750.0000.000
1982023.07.13 03:10modify540.1094.27593.82294.872
1992023.07.13 03:10buy550.1094.2750.0000.000
2002023.07.13 03:10modify550.1094.27593.89794.872
2012023.07.13 03:10modify530.1094.12793.89794.872
2022023.07.13 03:10modify520.1093.37293.89794.872
2032023.07.13 03:15modify540.1094.27593.89794.872
2042023.07.13 09:40t/p520.1094.87293.89794.872102.8611507.38
2052023.07.13 09:40t/p530.1094.87293.89794.87251.7811559.16
2062023.07.13 09:40t/p540.1094.87293.89794.87240.3911599.55
2072023.07.13 09:40t/p550.1094.87293.89794.87240.3911639.94
2082023.07.26 12:00buy560.1094.7220.0000.000
2092023.07.26 12:00modify560.1094.72293.52296.222
2102023.07.27 18:40s/l560.1093.52293.52296.222-79.8211560.12
2112023.08.03 08:00buy570.1093.3090.0000.000
2122023.08.03 08:00modify570.1093.30992.10994.809
2132023.08.09 07:30buy580.1094.0590.0000.000
2142023.08.09 07:30modify580.1094.05993.38494.809
2152023.08.09 07:30modify570.1093.30993.38494.809
2162023.08.10 04:30buy590.1094.2370.0000.000
2172023.08.10 04:30modify590.1094.23793.75994.809
2182023.08.10 04:30buy600.1094.2370.0000.000
2192023.08.10 04:30modify600.1094.23793.83494.809
2202023.08.10 04:30modify580.1094.05993.83494.809
2212023.08.10 04:30modify570.1093.30993.83494.809
2222023.08.10 04:35modify590.1094.23793.83494.809
2232023.08.10 12:40t/p570.1094.80993.83494.809104.6811664.79
2242023.08.10 12:40t/p580.1094.80993.83494.80952.1211716.91
2252023.08.10 12:40t/p590.1094.80993.83494.80938.7011755.61
2262023.08.10 12:40t/p600.1094.80993.83494.80938.7011794.31