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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=50; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=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 test7236Ticks modelled156562Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1749.76Gross profit3056.04Gross loss-1306.28
Profit factor2.34Expected payoff18.81
Absolute drawdown22.00Maximal drawdown317.34 (3.07%)Relative drawdown3.07% (317.34)
Total trades93Short positions (won %)45 (71.11%)Long positions (won %)48 (54.17%)
Profit trades (% of total)58 (62.37%)Loss trades (% of total)35 (37.63%)
Largestprofit trade110.97loss trade-51.89
Averageprofit trade52.69loss trade-37.32
Maximumconsecutive wins (profit in money)17 (1088.45)consecutive losses (loss in money)5 (-206.44)
Maximalconsecutive profit (count of wins)1088.45 (17)consecutive loss (count of losses)-206.44 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.11.03 11:00buy10.100.629360.000000.00000
22022.11.03 11:00modify10.100.629360.624360.64036
32022.11.04 04:10buy20.100.633790.000000.00000
42022.11.04 04:10modify20.100.633790.631010.64036
52022.11.04 04:10modify10.100.629360.631010.64036
62022.11.04 08:25buy30.100.636090.000000.00000
72022.11.04 08:25modify30.100.636090.632110.64036
82022.11.04 08:25modify20.100.633790.632110.64036
92022.11.04 08:25modify10.100.629360.632110.64036
102022.11.04 11:47buy40.100.638190.000000.00000
112022.11.04 11:47modify40.100.638190.633210.64036
122022.11.04 11:47modify30.100.636090.633210.64036
132022.11.04 11:47modify20.100.633790.633210.64036
142022.11.04 11:47modify10.100.629360.633210.64036
152022.11.04 12:45t/p10.100.640360.633210.64036109.6210109.62
162022.11.04 12:45t/p20.100.640360.633210.6403665.7010175.32
172022.11.04 12:45t/p30.100.640360.633210.6403642.7010218.02
182022.11.04 12:45t/p40.100.640360.633210.6403621.7010239.72
192022.11.30 11:00sell50.100.672440.000000.00000
202022.11.30 11:00modify50.100.672440.677440.66144
212022.11.30 15:32sell60.100.667790.000000.00000
222022.11.30 15:32modify60.100.667790.670790.66144
232022.11.30 15:32modify50.100.672440.670790.66144
242022.11.30 16:20s/l50.100.670790.670790.6614416.5010256.22
252022.11.30 16:20s/l60.100.670790.670790.66144-30.0010226.22
262022.12.02 15:00buy70.100.677290.000000.00000
272022.12.02 15:00modify70.100.677290.672290.68829
282022.12.05 00:10buy80.100.681760.000000.00000
292022.12.05 00:10modify80.100.681760.678940.68829
302022.12.05 00:10modify70.100.677290.678940.68829
312022.12.05 01:45buy90.100.683980.000000.00000
322022.12.05 01:45modify90.100.683980.680040.68829
332022.12.05 01:45modify80.100.681760.680040.68829
342022.12.05 01:45modify70.100.677290.680040.68829
352022.12.05 08:20s/l70.100.680040.680040.6882927.1210253.34
362022.12.05 08:20s/l80.100.680040.680040.68829-17.2010236.14
372022.12.05 08:20s/l90.100.680040.680040.68829-39.4010196.74
382022.12.15 12:00buy100.100.676730.000000.00000
392022.12.15 12:00modify100.100.676730.671730.68773
402022.12.15 15:20s/l100.100.671730.671730.68773-50.0010146.74
412022.12.27 01:00sell110.100.674310.000000.00000
422022.12.27 01:00modify110.100.674310.679310.66331
432022.12.28 11:50s/l110.100.679310.679310.66331-49.8410096.90
442023.01.04 06:00sell120.100.680100.000000.00000
452023.01.04 06:00modify120.100.680100.685100.66910
462023.01.04 07:50s/l120.100.685100.685100.66910-50.0010046.90
472023.01.04 12:00sell130.100.687130.000000.00000
482023.01.04 12:00modify130.100.687130.692130.67613
492023.01.05 06:32sell140.100.682700.000000.00000
502023.01.05 06:32modify140.100.682700.685480.67613
512023.01.05 06:32modify130.100.687130.685480.67613
522023.01.05 13:35sell150.100.680390.000000.00000
532023.01.05 13:35modify150.100.680390.684380.67613
542023.01.05 13:35modify140.100.682700.684380.67613
552023.01.05 13:35modify130.100.687130.684380.67613
562023.01.05 15:15t/p130.100.676130.684380.67613110.4810157.39
572023.01.05 15:15t/p140.100.676130.684380.6761365.7010223.09
582023.01.05 15:15t/p150.100.676130.684380.6761342.6010265.69
592023.01.18 09:00sell160.100.701810.000000.00000
602023.01.18 09:00modify160.100.701810.706810.69081
612023.01.18 18:15sell170.100.695030.000000.00000
622023.01.18 18:15modify170.100.695030.699060.69081
632023.01.18 18:15modify160.100.701810.699060.69081
642023.01.19 00:50t/p160.100.690810.699060.69081110.4810376.17
652023.01.19 00:50t/p170.100.690810.699060.6908142.6810418.85
662023.01.19 03:00buy180.100.690800.000000.00000
672023.01.19 03:00modify180.100.690800.685800.70180
682023.01.20 15:57buy190.100.695480.000000.00000
692023.01.20 15:57modify190.100.695480.692450.70180
702023.01.20 15:57modify180.100.690800.692450.70180
712023.01.20 19:20buy200.100.697400.000000.00000
722023.01.20 19:20modify200.100.697400.693550.70180
732023.01.20 19:20modify190.100.695480.693550.70180
742023.01.20 19:20modify180.100.690800.693550.70180
752023.01.23 01:20buy210.100.699640.000000.00000
762023.01.23 01:20modify210.100.699640.694650.70180
772023.01.23 01:20modify200.100.697400.694650.70180
782023.01.23 01:20modify190.100.695480.694650.70180
792023.01.23 01:20modify180.100.690800.694650.70180
802023.01.23 15:45t/p180.100.701800.694650.70180109.2410528.10
812023.01.23 15:45t/p190.100.701800.694650.7018062.8210590.92
822023.01.23 15:45t/p200.100.701800.694650.7018043.6210634.54
832023.01.23 15:45t/p210.100.701800.694650.7018021.6010656.14
842023.01.25 06:00sell220.100.710030.000000.00000
852023.01.25 06:00modify220.100.710030.715030.69903
862023.01.30 19:52sell230.100.705600.000000.00000
872023.01.30 19:52modify230.100.705600.708380.69903
882023.01.30 19:52modify220.100.710030.708380.69903
892023.01.31 03:50sell240.100.703340.000000.00000
902023.01.31 03:50modify240.100.703340.707280.69903
912023.01.31 03:50modify230.100.705600.707280.69903
922023.01.31 03:50modify220.100.710030.707280.69903
932023.01.31 08:45sell250.100.701040.000000.00000
942023.01.31 08:45modify250.100.701040.706180.69903
952023.01.31 08:45modify240.100.703340.706180.69903
962023.01.31 08:45modify230.100.705600.706180.69903
972023.01.31 08:45modify220.100.710030.706180.69903
982023.01.31 10:50t/p220.100.699030.706180.69903110.9710767.11
992023.01.31 10:50t/p230.100.699030.706180.6990365.8610832.97
1002023.01.31 10:50t/p240.100.699030.706180.6990343.1010876.07
1012023.01.31 10:50t/p250.100.699030.706180.6990320.1010896.17
1022023.02.02 01:00sell260.100.714560.000000.00000
1032023.02.02 01:00modify260.100.714560.719560.70356
1042023.02.02 15:15sell270.100.707950.000000.00000
1052023.02.02 15:15modify270.100.707950.711810.70356
1062023.02.02 15:15modify260.100.714560.711810.70356
1072023.02.02 15:52sell280.100.710080.000000.00000
1082023.02.02 15:52modify280.100.710080.712910.70356
1092023.02.02 15:55modify280.100.710080.711810.70356
1102023.02.03 03:27sell290.100.705520.000000.00000
1112023.02.03 03:27modify290.100.705520.710710.70356
1122023.02.03 03:27modify270.100.707950.710710.70356
1132023.02.03 03:27modify280.100.710080.710710.70356
1142023.02.03 03:27modify260.100.714560.710710.70356
1152023.02.03 13:40t/p260.100.703560.710710.70356110.1611006.33
1162023.02.03 13:40t/p270.100.703560.710710.7035644.0611050.39
1172023.02.03 13:40t/p280.100.703560.710710.7035665.3611115.75
1182023.02.03 13:40t/p290.100.703560.710710.7035619.6011135.35
1192023.02.15 09:00buy300.100.691100.000000.00000
1202023.02.15 09:00modify300.100.691100.686100.70210
1212023.02.16 15:02s/l300.100.686100.686100.70210-51.1411084.22
1222023.03.07 13:00buy310.100.666950.000000.00000
1232023.03.07 13:00modify310.100.666950.661950.67795
1242023.03.07 15:16s/l310.100.661950.661950.67795-50.0011034.22
1252023.03.15 12:00buy320.100.664290.000000.00000
1262023.03.15 12:00modify320.100.664290.659290.67529
1272023.03.15 16:50s/l320.100.659290.659290.67529-50.0010984.22
1282023.03.24 13:00buy330.100.664080.000000.00000
1292023.03.24 13:00modify330.100.664080.659080.67508
1302023.03.28 01:20buy340.100.668510.000000.00000
1312023.03.28 01:20modify340.100.668510.665730.67508
1322023.03.28 01:20modify330.100.664080.665730.67508
1332023.03.28 15:20buy350.100.670690.000000.00000
1342023.03.28 15:20modify350.100.670690.666830.67508
1352023.03.28 15:20modify340.100.668510.666830.67508
1362023.03.28 15:20modify330.100.664080.666830.67508
1372023.03.29 08:20s/l330.100.666830.666830.6750826.3611010.58
1382023.03.29 08:20s/l340.100.666830.666830.67508-17.1810993.40
1392023.03.29 08:20s/l350.100.666830.666830.67508-38.9810954.42
1402023.03.30 09:00sell360.100.671060.000000.00000
1412023.03.30 09:00modify360.100.671060.676060.66006
1422023.04.03 00:47sell370.100.666650.000000.00000
1432023.04.03 00:47modify370.100.666650.669410.66006
1442023.04.03 00:47modify360.100.671060.669410.66006
1452023.04.03 07:45s/l360.100.669410.669410.6600616.8210971.24
1462023.04.03 07:45s/l370.100.669410.669410.66006-27.6010943.64
1472023.04.10 15:00buy380.100.662800.000000.00000
1482023.04.10 15:00modify380.100.662800.657800.67380
1492023.04.11 02:32buy390.100.667250.000000.00000
1502023.04.11 02:32modify390.100.667250.664450.67380
1512023.04.11 02:32modify380.100.662800.664450.67380
1522023.04.12 12:40buy400.100.669620.000000.00000
1532023.04.12 12:40modify400.100.669620.665550.67380
1542023.04.12 12:40modify390.100.667250.665550.67380
1552023.04.12 12:40modify380.100.662800.665550.67380
1562023.04.12 13:02buy410.100.671670.000000.00000
1572023.04.12 13:02modify410.100.671670.666650.67380
1582023.04.12 13:02modify400.100.669620.666650.67380
1592023.04.12 13:02modify390.100.667250.666650.67380
1602023.04.12 13:02modify380.100.662800.666650.67380
1612023.04.13 11:45t/p380.100.673800.666650.67380108.1111051.75
1622023.04.13 11:45t/p390.100.673800.666650.6738063.9811115.73
1632023.04.13 11:45t/p400.100.673800.666650.6738040.6611156.40
1642023.04.13 11:45t/p410.100.673800.666650.6738020.1611176.56
1652023.04.13 15:00sell420.100.676670.000000.00000
1662023.04.13 15:00modify420.100.676670.681670.66567
1672023.04.14 14:40sell430.100.672160.000000.00000
1682023.04.14 14:40modify430.100.672160.675020.66567
1692023.04.14 14:40modify420.100.676670.675020.66567
1702023.04.14 15:20sell440.100.670020.000000.00000
1712023.04.14 15:20modify440.100.670020.673920.66567
1722023.04.14 15:20modify430.100.672160.673920.66567
1732023.04.14 15:20modify420.100.676670.673920.66567
1742023.04.18 06:50s/l420.100.673920.673920.6656727.9811204.55
1752023.04.18 06:50s/l430.100.673920.673920.66567-17.2811187.27
1762023.04.18 06:50s/l440.100.673920.673920.66567-38.6811148.59
1772023.04.21 09:00buy450.100.669060.000000.00000
1782023.04.21 09:00modify450.100.669060.664060.68006
1792023.04.25 13:45s/l450.100.664060.664060.68006-50.7611097.83
1802023.04.25 15:00buy460.100.663550.000000.00000
1812023.04.25 15:00modify460.100.663550.658550.67455
1822023.04.28 07:20s/l460.100.658550.658550.67455-51.8911045.94
1832023.04.28 11:00buy470.100.658580.000000.00000
1842023.04.28 11:00modify470.100.658580.653580.66958
1852023.05.01 12:40buy480.100.665410.000000.00000
1862023.05.01 12:40modify480.100.665410.661330.66958
1872023.05.01 12:40modify470.100.658580.661330.66958
1882023.05.01 18:52buy490.100.663080.000000.00000
1892023.05.01 18:52modify490.100.663080.660230.66958
1902023.05.01 18:55modify490.100.663080.661330.66958
1912023.05.02 04:50t/p470.100.669580.661330.66958109.2411155.18
1922023.05.02 04:50t/p480.100.669580.661330.6695841.3211196.50
1932023.05.02 04:50t/p490.100.669580.661330.6695864.6211261.12
1942023.05.05 06:00sell500.100.673420.000000.00000
1952023.05.05 06:00modify500.100.673420.678420.66242
1962023.05.05 12:50sell510.100.668750.000000.00000
1972023.05.05 12:50modify510.100.668750.671770.66242
1982023.05.05 12:50modify500.100.673420.671770.66242
1992023.05.05 13:20s/l500.100.671770.671770.6624216.5011277.62
2002023.05.05 13:20s/l510.100.671770.671770.66242-30.2011247.42
2012023.05.11 15:00buy520.100.670430.000000.00000
2022023.05.11 15:00modify520.100.670430.665430.68143
2032023.05.12 14:45s/l520.100.665430.665430.68143-50.3811197.05
2042023.05.18 15:00buy530.100.661330.000000.00000
2052023.05.18 15:00modify530.100.661330.656330.67233
2062023.05.19 08:45buy540.100.665770.000000.00000
2072023.05.19 08:45modify540.100.665770.662980.67233
2082023.05.19 08:45modify530.100.661330.662980.67233
2092023.05.22 06:20s/l530.100.662980.662980.6723315.7411212.79
2102023.05.22 06:20s/l540.100.662980.662980.67233-28.2811184.51
2112023.05.23 09:00buy550.100.663170.000000.00000
2122023.05.23 09:00modify550.100.663170.658170.67417
2132023.05.24 06:50s/l550.100.658170.658170.67417-50.3811134.13
2142023.05.31 09:00buy560.100.648050.000000.00000
2152023.05.31 09:00modify560.100.648050.643050.65905
2162023.06.01 10:50buy570.100.652530.000000.00000
2172023.06.01 10:50modify570.100.652530.649700.65905
2182023.06.01 10:50modify560.100.648050.649700.65905
2192023.06.01 14:15buy580.100.654730.000000.00000
2202023.06.01 14:15modify580.100.654730.650800.65905
2212023.06.01 14:15modify570.100.652530.650800.65905
2222023.06.01 14:15modify560.100.648050.650800.65905
2232023.06.01 15:27buy590.100.656950.000000.00000
2242023.06.01 15:27modify590.100.656950.651900.65905
2252023.06.01 15:27modify580.100.654730.651900.65905
2262023.06.01 15:27modify570.100.652530.651900.65905
2272023.06.01 15:27modify560.100.648050.651900.65905
2282023.06.02 01:45t/p560.100.659050.651900.65905108.4811242.62
2292023.06.02 01:45t/p570.100.659050.651900.6590564.8211307.44
2302023.06.02 01:45t/p580.100.659050.651900.6590542.8211350.26
2312023.06.02 01:45t/p590.100.659050.651900.6590520.6211370.88
2322023.06.06 06:00sell600.100.666000.000000.00000
2332023.06.06 06:00modify600.100.666000.671000.65500
2342023.06.07 13:45s/l600.100.671000.671000.65500-49.8411321.04
2352023.06.23 06:00buy610.100.669840.000000.00000
2362023.06.23 06:00modify610.100.669840.664840.68084
2372023.06.28 01:45s/l610.100.664840.664840.68084-51.1411269.90
2382023.07.10 08:00buy620.100.665250.000000.00000
2392023.07.10 08:00modify620.100.665250.660250.67625
2402023.07.11 05:02buy630.100.669670.000000.00000
2412023.07.11 05:02modify630.100.669670.666900.67625
2422023.07.11 05:02modify620.100.665250.666900.67625
2432023.07.11 08:45s/l620.100.666900.666900.6762516.1211286.02
2442023.07.11 08:45s/l630.100.666900.666900.67625-27.7011258.32
2452023.07.13 12:00sell640.100.685720.000000.00000
2462023.07.13 12:00modify640.100.685720.690720.67472
2472023.07.17 02:02sell650.100.681210.000000.00000
2482023.07.17 02:02modify650.100.681210.684070.67472
2492023.07.17 02:02modify640.100.685720.684070.67472
2502023.07.17 13:32sell660.100.678890.000000.00000
2512023.07.17 13:32modify660.100.678890.682970.67472
2522023.07.17 13:32modify650.100.681210.682970.67472
2532023.07.17 13:32modify640.100.685720.682970.67472
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