Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2022.10.02 20:00 - 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=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=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test2612Ticks modelled79004Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1147.06Gross profit1834.71Gross loss-687.65
Profit factor2.67Expected payoff24.94
Absolute drawdown141.39Maximal drawdown222.97 (2.03%)Relative drawdown2.03% (222.97)
Total trades46Short positions (won %)29 (58.62%)Long positions (won %)17 (58.82%)
Profit trades (% of total)27 (58.70%)Loss trades (% of total)19 (41.30%)
Largestprofit trade140.48loss trade-111.89
Averageprofit trade67.95loss trade-36.19
Maximumconsecutive wins (profit in money)5 (353.99)consecutive losses (loss in money)2 (-44.30)
Maximalconsecutive profit (count of wins)353.99 (5)consecutive loss (count of losses)-111.89 (1)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.10 12:00buy10.100.631680.000000.00000
22022.10.10 12:00modify10.100.631680.620680.64568
32022.10.13 12:40s/l10.100.620680.620680.64568-111.899888.11
42022.10.27 04:00sell20.100.649490.000000.00000
52022.10.27 04:00modify20.100.649490.660490.63549
62022.10.28 06:30sell30.100.643850.000000.00000
72022.10.28 06:30modify30.100.643850.648790.63549
82022.10.28 06:30sell40.100.643850.000000.00000
92022.10.28 06:30modify40.100.643850.645990.63549
102022.10.28 06:30modify20.100.649490.645990.63549
112022.10.28 06:35modify30.100.643850.645990.63549
122022.10.31 12:30sell50.100.638100.000000.00000
132022.10.31 12:30modify50.100.638100.640390.63549
142022.10.31 12:30modify40.100.643850.640390.63549
152022.10.31 12:30modify30.100.643850.640390.63549
162022.10.31 12:30modify20.100.649490.640390.63549
172022.10.31 22:30s/l20.100.640390.640390.6354991.329979.43
182022.10.31 22:30s/l30.100.640390.640390.6354934.7610014.19
192022.10.31 22:30s/l40.100.640390.640390.6354934.7610048.95
202022.10.31 22:30s/l50.100.640390.640390.63549-22.9010026.05
212023.01.18 12:00sell60.100.701780.000000.00000
222023.01.18 12:00modify60.100.701780.712780.68778
232023.01.18 18:00sell70.100.695960.000000.00000
242023.01.18 18:00modify70.100.695960.701080.68778
252023.01.18 18:00sell80.100.695960.000000.00000
262023.01.18 18:00modify80.100.695960.698280.68778
272023.01.18 18:00modify60.100.701780.698280.68778
282023.01.18 18:05modify70.100.695960.698280.68778
292023.01.19 00:40sell90.100.690400.000000.00000
302023.01.19 00:40modify90.100.690400.692680.68778
312023.01.19 00:40modify80.100.695960.692680.68778
322023.01.19 00:40modify70.100.695960.692680.68778
332023.01.19 00:40modify60.100.701780.692680.68778
342023.01.19 10:15t/p60.100.687780.692680.68778140.4810166.53
352023.01.19 10:15t/p70.100.687780.692680.6877882.2810248.82
362023.01.19 10:15t/p80.100.687780.692680.6877882.2810331.10
372023.01.19 10:15t/p90.100.687780.692680.6877826.2010357.30
382023.01.23 04:00sell100.100.698330.000000.00000
392023.01.23 04:00modify100.100.698330.709330.68433
402023.01.25 01:40s/l100.100.709330.709330.68433-109.6810247.62
412023.01.25 08:00sell110.100.709860.000000.00000
422023.01.25 08:00modify110.100.709860.720860.69586
432023.01.31 02:40sell120.100.704210.000000.00000
442023.01.31 02:40modify120.100.704210.709160.69586
452023.01.31 02:40sell130.100.704210.000000.00000
462023.01.31 02:40modify130.100.704210.706360.69586
472023.01.31 02:40modify110.100.709860.706360.69586
482023.01.31 02:45modify120.100.704210.706360.69586
492023.01.31 10:40sell140.100.698630.000000.00000
502023.01.31 10:40modify140.100.698630.700760.69586
512023.01.31 10:40modify130.100.704210.700760.69586
522023.01.31 10:40modify120.100.704210.700760.69586
532023.01.31 10:40modify110.100.709860.700760.69586
542023.01.31 12:05s/l110.100.700760.700760.6958691.9710339.59
552023.01.31 12:05s/l120.100.700760.700760.6958634.5010374.09
562023.01.31 12:05s/l130.100.700760.700760.6958634.5010408.59
572023.01.31 12:05s/l140.100.700760.700760.69586-21.3010387.29
582023.02.02 04:00sell150.100.714220.000000.00000
592023.02.02 04:00modify150.100.714220.725220.70022
602023.02.02 16:30sell160.100.708600.000000.00000
612023.02.02 16:30modify160.100.708600.713520.70022
622023.02.02 16:30sell170.100.708600.000000.00000
632023.02.02 16:30modify170.100.708600.710720.70022
642023.02.02 16:30modify150.100.714220.710720.70022
652023.02.02 16:35modify160.100.708600.710720.70022
662023.02.03 13:40t/p150.100.700220.710720.70022140.1610527.45
672023.02.03 13:40t/p160.100.700220.710720.7002283.9610611.41
682023.02.03 13:40t/p170.100.700220.710720.7002283.9610695.38
692023.02.06 04:00buy180.100.692800.000000.00000
702023.02.06 04:00modify180.100.692800.681800.70680
712023.02.07 17:50buy190.100.698410.000000.00000
722023.02.07 17:50modify190.100.698410.693500.70680
732023.02.07 17:50buy200.100.698410.000000.00000
742023.02.07 17:50modify200.100.698410.696300.70680
752023.02.07 17:50modify180.100.692800.696300.70680
762023.02.07 17:55s/l180.100.696300.696300.7068034.6210730.00
772023.02.07 17:55s/l200.100.696300.696300.70680-21.1010708.90
782023.02.07 17:55close190.100.696090.693500.70680-23.2010685.70
792023.05.02 12:00sell210.100.670050.000000.00000
802023.05.02 12:00modify210.100.670050.681050.65605
812023.05.03 23:06sell220.100.664430.000000.00000
822023.05.03 23:06modify220.100.664430.669350.65605
832023.05.03 23:06sell230.100.664430.000000.00000
842023.05.03 23:06modify230.100.664430.666550.65605
852023.05.03 23:06modify210.100.670050.666550.65605
862023.05.03 23:13modify220.100.664430.666550.65605
872023.05.04 01:30s/l210.100.666550.666550.6560535.6410721.34
882023.05.04 01:30s/l220.100.666550.666550.65605-20.7210700.63
892023.05.04 01:30s/l230.100.666550.666550.65605-20.7210679.91
902023.05.05 08:00sell240.100.673100.000000.00000
912023.05.05 08:00modify240.100.673100.684100.65910
922023.05.12 12:33sell250.100.667280.000000.00000
932023.05.12 12:33modify250.100.667280.672400.65910
942023.05.12 12:33sell260.100.667280.000000.00000
952023.05.12 12:33modify260.100.667280.669600.65910
962023.05.12 12:33modify240.100.673100.669600.65910
972023.05.12 12:40modify250.100.667280.669600.65910
982023.05.15 15:30s/l240.100.669600.669600.6591036.2910716.20
992023.05.15 15:30s/l250.100.669600.669600.65910-23.0410693.16
1002023.05.15 15:30s/l260.100.669600.669600.65910-23.0410670.12
1012023.05.31 12:00buy270.100.647950.000000.00000
1022023.05.31 12:00modify270.100.647950.636950.66195
1032023.06.01 13:30buy280.100.653570.000000.00000
1042023.06.01 13:30modify280.100.653570.648650.66195
1052023.06.01 13:30buy290.100.653570.000000.00000
1062023.06.01 13:30modify290.100.653570.651450.66195
1072023.06.01 13:30modify270.100.647950.651450.66195
1082023.06.01 13:35modify280.100.653570.651450.66195
1092023.06.02 08:30t/p270.100.661950.651450.66195138.4810808.61
1102023.06.02 08:30t/p280.100.661950.651450.6619583.4210892.03
1112023.06.02 08:30t/p290.100.661950.651450.6619583.4210975.45
1122023.06.06 12:00sell300.100.666170.000000.00000
1132023.06.06 12:00modify300.100.666170.677170.65217
1142023.06.12 08:30s/l300.100.677170.677170.65217-109.0310866.42
1152023.06.23 16:00buy310.100.668870.000000.00000
1162023.06.23 16:00modify310.100.668870.657870.68287
1172023.07.12 12:50buy320.100.674770.000000.00000
1182023.07.12 12:50modify320.100.674770.669570.68287
1192023.07.12 12:50buy330.100.674770.000000.00000
1202023.07.12 12:50modify330.100.674770.672370.68287
1212023.07.12 12:50modify310.100.668870.672370.68287
1222023.07.12 12:55modify320.100.674770.672370.68287
1232023.07.13 00:05buy340.100.680110.000000.00000
1242023.07.13 00:05modify340.100.680110.677970.68287
1252023.07.13 00:05modify330.100.674770.677970.68287
1262023.07.13 00:05modify320.100.674770.677970.68287
1272023.07.13 00:05modify310.100.668870.677970.68287
1282023.07.13 06:40t/p310.100.682870.677970.68287132.4210998.84
1292023.07.13 06:40t/p320.100.682870.677970.6828779.8611078.70
1302023.07.13 06:40t/p330.100.682870.677970.6828779.8611158.57
1312023.07.13 06:40t/p340.100.682870.677970.6828727.6011186.17
1322023.07.21 16:00buy350.100.673860.000000.00000
1332023.07.21 16:00modify350.100.673860.662860.68786
1342023.07.25 16:15buy360.100.679530.000000.00000
1352023.07.25 16:15modify360.100.679530.674560.68786
1362023.07.25 16:15buy370.100.679530.000000.00000
1372023.07.25 16:15modify370.100.679530.677360.68786
1382023.07.25 16:15modify350.100.673860.677360.68786
1392023.07.25 16:20modify360.100.679530.677360.68786
1402023.07.25 21:05s/l350.100.677360.677360.6878634.2411220.41
1412023.07.25 21:05s/l360.100.677360.677360.68786-21.7011198.71
1422023.07.25 21:05s/l370.100.677360.677360.68786-21.7011177.01
1432023.08.03 12:00buy380.100.653110.000000.00000
1442023.08.03 12:00modify380.100.653110.642110.66711
1452023.08.04 01:40buy390.100.659010.000000.00000
1462023.08.04 01:40modify390.100.659010.653810.66711
1472023.08.04 01:40buy400.100.659010.000000.00000
1482023.08.04 01:40modify400.100.659010.656610.66711
1492023.08.04 01:40modify380.100.653110.656610.66711
1502023.08.04 01:45modify390.100.659010.656610.66711
1512023.08.04 02:40s/l380.100.656610.656610.6671134.6211211.63
1522023.08.04 02:40s/l390.100.656610.656610.66711-24.0011187.63
1532023.08.04 02:40s/l400.100.656610.656610.66711-24.0011163.63
1542023.08.24 04:00sell410.100.647980.000000.00000
1552023.08.24 04:00modify410.100.647980.658980.63398
1562023.08.24 13:06sell420.100.642340.000000.00000
1572023.08.24 13:06modify420.100.642340.647280.63398
1582023.08.24 13:06sell430.100.642340.000000.00000
1592023.08.24 13:06modify430.100.642340.644480.63398
1602023.08.24 13:06modify410.100.647980.644480.63398
1612023.08.24 13:13modify420.100.642340.644480.63398
1622023.08.24 13:53s/l410.100.644480.644480.6339835.0011198.63
1632023.08.24 13:53s/l420.100.644480.644480.63398-21.4011177.23
1642023.08.24 13:53s/l430.100.644480.644480.63398-21.4011155.83
1652023.09.11 12:00sell440.100.643040.000000.00000
1662023.09.11 12:00modify440.100.643040.654040.62904
1672023.09.27 06:05sell450.100.637150.000000.00000
1682023.09.27 06:05modify450.100.637150.642340.62904
1692023.09.27 06:05sell460.100.637150.000000.00000
1702023.09.27 06:05modify460.100.637150.639540.62904
1712023.09.27 06:05modify440.100.643040.639540.62904
1722023.09.27 06:10modify450.100.637150.639540.62904
1732023.09.28 10:40s/l440.100.639540.639540.6290438.0611193.89
1742023.09.28 10:40s/l450.100.639540.639540.62904-23.4211170.48
1752023.09.28 10:40s/l460.100.639540.639540.62904-23.4211147.06