Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test7236Ticks modelled156562Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1859.75Gross profit2229.46Gross loss-369.71
Profit factor6.03Expected payoff48.94
Absolute drawdown103.90Maximal drawdown270.56 (2.28%)Relative drawdown2.28% (270.56)
Total trades38Short positions (won %)16 (75.00%)Long positions (won %)22 (72.73%)
Profit trades (% of total)28 (73.68%)Loss trades (% of total)10 (26.32%)
Largestprofit trade141.13loss trade-40.38
Averageprofit trade79.62loss trade-36.97
Maximumconsecutive wins (profit in money)11 (916.77)consecutive losses (loss in money)2 (-80.22)
Maximalconsecutive profit (count of wins)916.77 (11)consecutive loss (count of losses)-80.22 (2)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.06 17:00buy10.100.641490.000000.00000
22022.10.06 17:00modify10.100.641490.637490.65549
32022.10.07 12:46s/l10.100.637490.637490.65549-40.389959.62
42022.10.25 16:00sell20.100.639300.000000.00000
52022.10.25 16:00modify20.100.639300.643300.62530
62022.10.26 06:45s/l20.100.643300.643300.62530-39.849919.78
72022.11.03 11:00buy30.100.629360.000000.00000
82022.11.03 11:00modify30.100.629360.625360.64336
92022.11.04 05:02buy40.100.635820.000000.00000
102022.11.04 05:02modify40.100.635820.630060.64336
112022.11.04 05:02modify30.100.629360.630060.64336
122022.11.04 06:50buy50.100.636510.000000.00000
132022.11.04 06:50modify50.100.636510.632860.64336
142022.11.04 06:50modify40.100.635820.632860.64336
152022.11.04 06:50modify30.100.629360.632860.64336
162022.11.04 12:50t/p30.100.643360.632860.64336139.6210059.40
172022.11.04 12:50t/p40.100.643360.632860.6433675.4010134.80
182022.11.04 12:50t/p50.100.643360.632860.6433668.5010203.30
192022.12.15 12:00buy60.100.676730.000000.00000
202022.12.15 12:00modify60.100.676730.672730.69073
212022.12.15 15:15s/l60.100.672730.672730.69073-40.0010163.30
222022.12.22 20:00buy70.100.666050.000000.00000
232022.12.22 20:00modify70.100.666050.662050.68005
242022.12.23 17:20buy80.100.672370.000000.00000
252022.12.23 17:20modify80.100.672370.666750.68005
262022.12.23 17:20modify70.100.666050.666750.68005
272022.12.26 14:07buy90.100.673060.000000.00000
282022.12.26 14:07modify90.100.673060.669550.68005
292022.12.26 14:07modify80.100.672370.669550.68005
302022.12.26 14:07modify70.100.666050.669550.68005
312022.12.27 06:33buy100.100.676620.000000.00000
322022.12.27 06:33modify100.100.676620.670950.68005
332022.12.27 06:33modify90.100.673060.670950.68005
342022.12.27 06:33modify80.100.672370.670950.68005
352022.12.27 06:33modify70.100.666050.670950.68005
362022.12.28 13:07t/p70.100.680050.670950.68005138.4810301.79
372022.12.28 13:07t/p80.100.680050.670950.6800575.6610377.45
382022.12.28 13:07t/p90.100.680050.670950.6800569.1410446.59
392022.12.28 13:07t/p100.100.680050.670950.6800533.9210480.52
402023.01.04 12:00sell110.100.687130.000000.00000
412023.01.04 12:00modify110.100.687130.691130.67313
422023.01.05 03:45sell120.100.680730.000000.00000
432023.01.05 03:45modify120.100.680730.686430.67313
442023.01.05 03:45modify110.100.687130.686430.67313
452023.01.05 03:50sell130.100.680050.000000.00000
462023.01.05 03:50modify130.100.680050.683630.67313
472023.01.05 03:50modify120.100.680730.683630.67313
482023.01.05 03:50modify110.100.687130.683630.67313
492023.01.05 06:20s/l110.100.683630.683630.6731335.4810516.00
502023.01.05 06:20s/l120.100.683630.683630.67313-29.0010487.00
512023.01.05 06:20s/l130.100.683630.683630.67313-35.8010451.20
522023.01.05 17:00buy140.100.674510.000000.00000
532023.01.05 17:00modify140.100.674510.670510.68851
542023.01.06 15:25buy150.100.681770.000000.00000
552023.01.06 15:25modify150.100.681770.678010.68851
562023.01.06 15:25modify140.100.674510.678010.68851
572023.01.06 15:27buy160.100.680860.000000.00000
582023.01.06 15:27modify160.100.680860.675210.68851
592023.01.06 15:30modify160.100.680860.678010.68851
602023.01.06 16:20buy170.100.685200.000000.00000
612023.01.06 16:20modify170.100.685200.679410.68851
622023.01.06 16:20modify150.100.681770.679410.68851
632023.01.06 16:20modify160.100.680860.679410.68851
642023.01.06 16:20modify140.100.674510.679410.68851
652023.01.06 20:50t/p140.100.688510.679410.68851139.6210590.82
662023.01.06 20:50t/p150.100.688510.679410.6885167.4010658.22
672023.01.06 20:50t/p160.100.688510.679410.6885176.5010734.72
682023.01.06 20:50t/p170.100.688510.679410.6885133.1010767.82
692023.01.19 03:00buy180.100.690800.000000.00000
702023.01.19 03:00modify180.100.690800.686800.70480
712023.01.20 18:50buy190.100.697170.000000.00000
722023.01.20 18:50modify190.100.697170.691500.70480
732023.01.20 18:50modify180.100.690800.691500.70480
742023.01.22 23:15buy200.100.698100.000000.00000
752023.01.22 23:15modify200.100.698100.694300.70480
762023.01.22 23:15modify190.100.697170.694300.70480
772023.01.22 23:15modify180.100.690800.694300.70480
782023.01.23 08:50buy210.100.701330.000000.00000
792023.01.23 08:50modify210.100.701330.695700.70480
802023.01.23 08:50modify200.100.698100.695700.70480
812023.01.23 08:50modify190.100.697170.695700.70480
822023.01.23 08:50modify180.100.690800.695700.70480
832023.01.24 06:50t/p180.100.704800.695700.70480138.8610906.68
842023.01.24 06:50t/p190.100.704800.695700.7048075.5410982.23
852023.01.24 06:50t/p200.100.704800.695700.7048066.2411048.47
862023.01.24 06:50t/p210.100.704800.695700.7048034.3211082.79
872023.02.02 01:00sell220.100.714560.000000.00000
882023.02.02 01:00modify220.100.714560.718560.70056
892023.02.02 16:45sell230.100.708110.000000.00000
902023.02.02 16:45modify230.100.708110.713860.70056
912023.02.02 16:45modify220.100.714560.713860.70056
922023.02.02 16:50sell240.100.707480.000000.00000
932023.02.02 16:50modify240.100.707480.711060.70056
942023.02.02 16:50modify230.100.708110.711060.70056
952023.02.02 16:50modify220.100.714560.711060.70056
962023.02.03 13:45t/p220.100.700560.711060.70056140.1611222.95
972023.02.03 13:45t/p230.100.700560.711060.7005675.6611298.61
982023.02.03 13:45t/p240.100.700560.711060.7005669.3611367.97
992023.02.03 18:00buy250.100.694830.000000.00000
1002023.02.03 18:00modify250.100.694830.690830.70883
1012023.02.05 22:00s/l250.100.690830.690830.70883-40.0011327.97
1022023.02.15 09:00buy260.100.691100.000000.00000
1032023.02.15 09:00modify260.100.691100.687100.70510
1042023.02.15 14:20s/l260.100.687100.687100.70510-40.0011287.97
1052023.04.03 18:00sell270.100.677840.000000.00000
1062023.04.03 18:00modify270.100.677840.681840.66384
1072023.04.05 07:45sell280.100.671520.000000.00000
1082023.04.05 07:45modify280.100.671520.677140.66384
1092023.04.05 07:45modify270.100.677840.677140.66384
1102023.04.05 07:50sell290.100.670800.000000.00000
1112023.04.05 07:50modify290.100.670800.674340.66384
1122023.04.05 07:50modify280.100.671520.674340.66384
1132023.04.05 07:50modify270.100.677840.674340.66384
1142023.04.06 16:07sell300.100.667210.000000.00000
1152023.04.06 16:07modify300.100.667210.672940.66384
1162023.04.06 16:07modify290.100.670800.672940.66384
1172023.04.06 16:07modify280.100.671520.672940.66384
1182023.04.06 16:07modify270.100.677840.672940.66384
1192023.04.10 12:45t/p270.100.663840.672940.66384141.1311429.10
1202023.04.10 12:45t/p280.100.663840.672940.6638477.6111506.71
1212023.04.10 12:45t/p290.100.663840.672940.6638470.4111577.11
1222023.04.10 12:45t/p300.100.663840.672940.6638434.0211611.14
1232023.06.06 06:00sell310.100.666000.000000.00000
1242023.06.06 06:00modify310.100.666000.670000.65200
1252023.06.07 10:40s/l310.100.670000.670000.65200-39.8411571.30
1262023.08.10 14:00sell320.100.658380.000000.00000
1272023.08.10 14:00modify320.100.658380.662380.64438
1282023.08.10 17:46sell330.100.651990.000000.00000
1292023.08.10 17:46modify330.100.651990.657680.64438
1302023.08.10 17:46modify320.100.658380.657680.64438
1312023.08.10 20:59sell340.100.651350.000000.00000
1322023.08.10 20:59modify340.100.651350.654880.64438
1332023.08.10 20:59modify330.100.651990.654880.64438
1342023.08.10 20:59modify320.100.658380.654880.64438
1352023.08.14 00:46sell350.100.647670.000000.00000
1362023.08.14 00:46modify350.100.647670.653480.64438
1372023.08.14 00:46modify340.100.651350.653480.64438
1382023.08.14 00:46modify330.100.651990.653480.64438
1392023.08.14 00:46modify320.100.658380.653480.64438
1402023.08.16 00:50t/p320.100.644380.653480.64438140.6411711.94
1412023.08.16 00:50t/p330.100.644380.653480.6443876.7411788.69
1422023.08.16 00:50t/p340.100.644380.653480.6443870.3411859.03
1432023.08.16 00:50t/p350.100.644380.653480.6443833.2211892.26
1442023.09.05 09:00buy360.100.637970.000000.00000
1452023.09.05 09:00modify360.100.637970.633970.65197
1462023.09.11 05:20buy370.100.644350.000000.00000
1472023.09.11 05:20modify370.100.644350.638670.65197
1482023.09.11 05:20modify360.100.637970.638670.65197
1492023.09.11 13:32buy380.100.645000.000000.00000
1502023.09.11 13:32modify380.100.645000.641470.65197
1512023.09.11 13:32modify370.100.644350.641470.65197
1522023.09.11 13:32modify360.100.637970.641470.65197
1532023.09.12 10:50s/l360.100.641470.641470.6519732.3511924.60
1542023.09.12 10:50s/l370.100.641470.641470.65197-29.1811895.43
1552023.09.12 10:50s/l380.100.641470.641470.65197-35.6811859.75