Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 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=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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 modelled79158Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1710.30Gross profit2367.25Gross loss-656.95
Profit factor3.60Expected payoff29.49
Absolute drawdown61.44Maximal drawdown180.40 (1.67%)Relative drawdown1.67% (180.40)
Total trades58Short positions (won %)28 (85.71%)Long positions (won %)30 (73.33%)
Profit trades (% of total)46 (79.31%)Loss trades (% of total)12 (20.69%)
Largestprofit trade96.83loss trade-84.43
Averageprofit trade51.46loss trade-54.75
Maximumconsecutive wins (profit in money)12 (676.14)consecutive losses (loss in money)2 (-53.71)
Maximalconsecutive profit (count of wins)676.14 (12)consecutive loss (count of losses)-84.43 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.10 08:00buy10.1091.7850.0000.000
22022.10.10 08:00modify10.1091.78590.58593.185
32022.10.13 16:30buy20.1092.4920.0000.000
42022.10.13 16:30modify20.1092.49292.06593.185
52022.10.13 16:30modify10.1091.78592.06593.185
62022.10.13 16:40buy30.1092.5810.0000.000
72022.10.13 16:40modify30.1092.58192.13593.185
82022.10.13 16:40modify20.1092.49292.13593.185
92022.10.13 16:40modify10.1091.78592.13593.185
102022.10.13 18:30buy40.1092.7790.0000.000
112022.10.13 18:30modify40.1092.77992.27593.185
122022.10.13 18:30modify30.1092.58192.27593.185
132022.10.13 18:30modify20.1092.49292.27593.185
142022.10.13 18:30modify10.1091.78592.27593.185
152022.10.14 01:40t/p10.1093.18592.27593.18596.8310096.83
162022.10.14 01:40t/p20.1093.18592.27593.18547.0410143.87
172022.10.14 01:40t/p30.1093.18592.27593.18541.0610184.92
182022.10.14 01:40t/p40.1093.18592.27593.18527.7510212.67
192022.12.02 08:00buy50.1091.8450.0000.000
202022.12.02 08:00modify50.1091.84590.64593.245
212022.12.08 19:30buy60.1092.5540.0000.000
222022.12.08 19:30modify60.1092.55492.12593.245
232022.12.08 19:30modify50.1091.84592.12593.245
242022.12.09 08:40s/l50.1092.12592.12593.24522.0110234.67
252022.12.09 08:40s/l60.1092.12592.12593.245-28.3810206.29
262022.12.13 08:00sell70.1093.1240.0000.000
272022.12.13 08:00modify70.1093.12494.32491.724
282022.12.15 10:40sell80.1092.3990.0000.000
292022.12.15 10:40modify80.1092.39992.84491.724
302022.12.15 10:40modify70.1093.12492.84491.724
312022.12.15 11:40sell90.1092.3470.0000.000
322022.12.15 11:40modify90.1092.34792.77491.724
332022.12.15 11:40modify80.1092.39992.77491.724
342022.12.15 11:40modify70.1093.12492.77491.724
352022.12.16 01:30sell100.1092.1170.0000.000
362022.12.16 01:30modify100.1092.11792.63491.724
372022.12.16 01:30modify90.1092.34792.63491.724
382022.12.16 01:30modify80.1092.39992.63491.724
392022.12.16 01:30modify70.1093.12492.63491.724
402022.12.16 08:40t/p70.1091.72492.63491.72490.9410297.23
412022.12.16 08:40t/p80.1091.72492.63491.72444.7410341.97
422022.12.16 08:40t/p90.1091.72492.63491.72441.2410383.21
432022.12.16 08:40t/p100.1091.72492.63491.72426.4110409.62
442023.01.02 08:00buy110.1089.0680.0000.000
452023.01.02 08:00modify110.1089.06887.86890.468
462023.01.03 08:40s/l110.1087.86887.86890.468-80.2010329.41
472023.01.09 08:00sell120.1091.4480.0000.000
482023.01.09 08:00modify120.1091.44892.64890.048
492023.01.12 08:30sell130.1090.7300.0000.000
502023.01.12 08:30modify130.1090.73091.16890.048
512023.01.12 08:30modify120.1091.44891.16890.048
522023.01.12 08:40sell140.1090.6720.0000.000
532023.01.12 08:40modify140.1090.67291.09890.048
542023.01.12 08:40modify130.1090.73091.09890.048
552023.01.12 08:40modify120.1091.44891.09890.048
562023.01.12 09:40sell150.1090.4510.0000.000
572023.01.12 09:40modify150.1090.45190.95890.048
582023.01.12 09:40modify140.1090.67290.95890.048
592023.01.12 09:40modify130.1090.73090.95890.048
602023.01.12 09:40modify120.1091.44890.95890.048
612023.01.12 13:05t/p120.1090.04890.95890.04890.9410420.35
622023.01.12 13:05t/p130.1090.04890.95890.04845.8310466.18
632023.01.12 13:05t/p140.1090.04890.95890.04841.9410508.12
642023.01.12 13:05t/p150.1090.04890.95890.04827.0810535.20
652023.01.23 12:00sell160.1091.0930.0000.000
662023.01.23 12:00modify160.1091.09392.29389.693
672023.01.25 00:40s/l160.1092.29392.29389.693-81.9110453.29
682023.02.13 12:00sell170.1091.9650.0000.000
692023.02.13 12:00modify170.1091.96593.16590.565
702023.03.07 04:15sell180.1091.1890.0000.000
712023.03.07 04:15modify180.1091.18991.61590.565
722023.03.07 04:15modify170.1091.96591.61590.565
732023.03.07 04:25sell190.1091.2540.0000.000
742023.03.07 04:25modify190.1091.25491.68590.565
752023.03.07 04:30modify190.1091.25491.61590.565
762023.03.07 15:30t/p170.1090.56591.61590.56580.2310533.52
772023.03.07 15:30t/p180.1090.56591.61590.56541.9410575.46
782023.03.07 15:30t/p190.1090.56591.61590.56546.3110621.77
792023.03.24 12:00buy200.1086.3060.0000.000
802023.03.24 12:00modify200.1086.30685.10687.706
812023.03.26 22:20buy210.1087.0060.0000.000
822023.03.26 22:20modify210.1087.00686.58687.706
832023.03.26 22:20modify200.1086.30686.58687.706
842023.03.26 22:46buy220.1087.0850.0000.000
852023.03.26 22:46modify220.1087.08586.65687.706
862023.03.26 22:46modify210.1087.00686.65687.706
872023.03.26 22:46modify200.1086.30686.65687.706
882023.03.27 06:20buy230.1087.2880.0000.000
892023.03.27 06:20modify230.1087.28886.79687.706
902023.03.27 06:20modify220.1087.08586.79687.706
912023.03.27 06:20modify210.1087.00686.79687.706
922023.03.27 06:20modify200.1086.30686.79687.706
932023.03.28 07:30t/p200.1087.70686.79687.70695.0110716.78
942023.03.28 07:30t/p210.1087.70686.79687.70647.9610764.74
952023.03.28 07:30t/p220.1087.70686.79687.70642.6510807.39
962023.03.28 07:30t/p230.1087.70686.79687.70628.5510835.93
972023.04.03 12:00sell240.1089.8660.0000.000
982023.04.03 12:00modify240.1089.86691.06688.466
992023.04.04 15:20sell250.1088.8590.0000.000
1002023.04.04 15:20modify250.1088.85989.37688.466
1012023.04.04 15:20modify240.1089.86689.37688.466
1022023.04.05 03:05sell260.1089.0770.0000.000
1032023.04.05 03:05modify260.1089.07789.51688.466
1042023.04.05 03:10modify260.1089.07789.37688.466
1052023.04.05 06:30t/p240.1088.46689.37688.46692.8310928.76
1062023.04.05 06:30t/p250.1088.46689.37688.46625.7810954.54
1072023.04.05 06:30t/p260.1088.46689.37688.46641.0610995.60
1082023.04.13 12:00sell270.1089.8170.0000.000
1092023.04.13 12:00modify270.1089.81791.01788.417
1102023.04.25 12:50sell280.1089.1020.0000.000
1112023.04.25 12:50modify280.1089.10289.53788.417
1122023.04.25 12:50modify270.1089.81789.53788.417
1132023.04.25 17:40t/p270.1088.41789.53788.41787.7911083.39
1142023.04.25 17:40t/p280.1088.41789.53788.41746.0411129.43
1152023.04.28 12:00sell290.1089.6570.0000.000
1162023.04.28 12:00modify290.1089.65790.85788.257
1172023.05.01 03:40s/l290.1090.85790.85788.257-81.2811048.15
1182023.05.08 08:00sell300.1091.5780.0000.000
1192023.05.08 08:00modify300.1091.57892.77890.178
1202023.05.10 14:40sell310.1090.7930.0000.000
1212023.05.10 14:40modify310.1090.79391.22890.178
1222023.05.10 14:40modify300.1091.57891.22890.178
1232023.05.10 15:00sell320.1090.8580.0000.000
1242023.05.10 15:00modify320.1090.85891.29890.178
1252023.05.10 15:05modify320.1090.85891.22890.178
1262023.05.11 06:40sell330.1090.5900.0000.000
1272023.05.11 06:40modify330.1090.59091.08890.178
1282023.05.11 06:40modify310.1090.79391.08890.178
1292023.05.11 06:40modify320.1090.85891.08890.178
1302023.05.11 06:40modify300.1091.57891.08890.178
1312023.05.11 12:40t/p300.1090.17891.08890.17890.9511139.10
1322023.05.11 12:40t/p310.1090.17891.08890.17839.4511178.55
1332023.05.11 12:40t/p320.1090.17891.08890.17843.8211222.37
1342023.05.11 12:40t/p330.1090.17891.08890.17827.6911250.06
1352023.05.15 12:00sell340.1091.0710.0000.000
1362023.05.15 12:00modify340.1091.07192.27189.671
1372023.05.19 12:30s/l340.1092.27192.27189.671-84.4311165.63
1382023.05.31 08:00buy350.1090.5320.0000.000
1392023.05.31 08:00modify350.1090.53289.33291.932
1402023.06.01 15:30buy360.1091.2380.0000.000
1412023.06.01 15:30modify360.1091.23890.81291.932
1422023.06.01 15:30modify350.1090.53290.81291.932
1432023.06.01 16:20buy370.1091.3060.0000.000
1442023.06.01 16:20modify370.1091.30690.88291.932
1452023.06.01 16:20modify360.1091.23890.88291.932
1462023.06.01 16:20modify350.1090.53290.88291.932
1472023.06.02 08:20t/p350.1091.93290.88291.93295.9211261.55
1482023.06.02 08:20t/p360.1091.93290.88291.93247.1111308.66
1492023.06.02 08:20t/p370.1091.93290.88291.93242.5411351.19
1502023.06.12 08:00sell380.1094.3300.0000.000
1512023.06.12 08:00modify380.1094.33095.53092.930
1522023.06.15 01:30s/l380.1095.53095.53092.930-83.8011267.39
1532023.06.16 08:00sell390.1097.0440.0000.000
1542023.06.16 08:00modify390.1097.04498.24495.644
1552023.06.20 02:50sell400.1096.3440.0000.000
1562023.06.20 02:50modify400.1096.34496.76495.644
1572023.06.20 02:50modify390.1097.04496.76495.644
1582023.06.20 08:30sell410.1096.2720.0000.000
1592023.06.20 08:30modify410.1096.27296.69495.644
1602023.06.20 08:30modify400.1096.34496.69495.644
1612023.06.20 08:30modify390.1097.04496.69495.644
1622023.06.20 10:30sell420.1096.0430.0000.000
1632023.06.20 10:30modify420.1096.04396.55495.644
1642023.06.20 10:30modify410.1096.27296.55495.644
1652023.06.20 10:30modify400.1096.34496.55495.644
1662023.06.20 10:30modify390.1097.04496.55495.644
1672023.06.20 14:40t/p390.1095.64496.55495.64492.8311360.22
1682023.06.20 14:40t/p400.1095.64496.55495.64447.0511407.27
1692023.06.20 14:40t/p410.1095.64496.55495.64442.2111449.48
1702023.06.20 14:40t/p420.1095.64496.55495.64426.8211476.30
1712023.07.07 08:00buy430.1095.0190.0000.000
1722023.07.07 08:00modify430.1095.01993.81996.419
1732023.07.11 07:40s/l430.1093.81993.81996.419-79.7411396.56
1742023.07.12 08:00buy440.1093.3720.0000.000
1752023.07.12 08:00modify440.1093.37292.17294.772
1762023.07.12 13:55buy450.1094.0810.0000.000
1772023.07.12 13:55modify450.1094.08193.65294.772
1782023.07.12 13:55modify440.1093.37293.65294.772
1792023.07.13 00:40buy460.1094.1470.0000.000
1802023.07.13 00:40modify460.1094.14793.72294.772
1812023.07.13 00:40modify450.1094.08193.72294.772
1822023.07.13 00:40modify440.1093.37293.72294.772
1832023.07.13 02:40buy470.1094.3520.0000.000
1842023.07.13 02:40modify470.1094.35293.86294.772
1852023.07.13 02:40modify460.1094.14793.86294.772
1862023.07.13 02:40modify450.1094.08193.86294.772
1872023.07.13 02:40modify440.1093.37293.86294.772
1882023.07.13 09:20t/p440.1094.77293.86294.77295.4711492.03
1892023.07.13 09:20t/p450.1094.77293.86294.77247.8111539.83
1902023.07.13 09:20t/p460.1094.77293.86294.77242.0111581.84
1912023.07.13 09:20t/p470.1094.77293.86294.77228.2311610.07
1922023.07.26 12:00buy480.1094.7220.0000.000
1932023.07.26 12:00modify480.1094.72293.52296.122
1942023.07.27 04:40buy490.1095.4480.0000.000
1952023.07.27 04:40modify490.1095.44895.00296.122
1962023.07.27 04:40modify480.1094.72295.00296.122
1972023.07.27 13:40s/l480.1095.00295.00296.12220.1911630.26
1982023.07.27 13:40s/l490.1095.00295.00296.122-29.9811600.28
1992023.08.03 08:00buy500.1093.3090.0000.000
2002023.08.03 08:00modify500.1093.30992.10994.709
2012023.08.09 02:50buy510.1094.0180.0000.000
2022023.08.09 02:50modify510.1094.01893.58994.709
2032023.08.09 02:50modify500.1093.30993.58994.709
2042023.08.09 07:59buy520.1094.0990.0000.000
2052023.08.09 07:59modify520.1094.09993.65994.709
2062023.08.09 07:59modify510.1094.01893.65994.709
2072023.08.09 07:59modify500.1093.30993.65994.709
2082023.08.09 12:40s/l500.1093.65993.65994.70925.3411625.62
2092023.08.09 12:40s/l510.1093.65993.65994.709-24.1311601.49
2102023.08.09 12:40s/l520.1093.65993.65994.709-29.5811571.91
2112023.09.05 08:00buy530.1093.7080.0000.000
2122023.09.05 08:00modify530.1093.70892.50895.108
2132023.09.08 12:40buy540.1094.4260.0000.000
2142023.09.08 12:40modify540.1094.42693.98895.108
2152023.09.08 12:40modify530.1093.70893.98895.108
2162023.09.08 14:40buy550.1094.4860.0000.000
2172023.09.08 14:40modify550.1094.48694.05895.108
2182023.09.08 14:40modify540.1094.42694.05895.108
2192023.09.08 14:40modify530.1093.70894.05895.108
2202023.09.10 21:00s/l530.1094.05894.05895.10825.8011597.70
2212023.09.10 21:00s/l540.1094.05894.05895.108-24.7411572.96
2222023.09.10 21:00s/l550.1094.05894.05895.108-28.7711544.19
2232023.09.27 12:00buy560.1095.0170.0000.000
2242023.09.27 12:00modify560.1095.01793.81796.417
2252023.09.28 14:46buy570.1095.8060.0000.000
2262023.09.28 14:46modify570.1095.80695.36796.417
2272023.09.28 14:46modify560.1095.01795.36796.417
2282023.09.28 16:40buy580.1095.9970.0000.000
2292023.09.28 16:40modify580.1095.99795.50796.417
2302023.09.28 16:40modify570.1095.80695.50796.417
2312023.09.28 16:40modify560.1095.01795.50796.417
2322023.09.29 02:30t/p560.1096.41795.50796.41795.9111640.10
2332023.09.29 02:30t/p570.1096.41795.50796.41741.5211681.62
2342023.09.29 02:30t/p580.1096.41795.50796.41728.6811710.30