Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 test2619Ticks modelled79387Modelling qualityn/a
Mismatched charts errors29
Initial deposit10000.00Spread30
Total net profit1180.38Gross profit1673.34Gross loss-492.97
Profit factor3.39Expected payoff21.86
Absolute drawdown48.30Maximal drawdown247.95 (2.23%)Relative drawdown2.23% (247.95)
Total trades54Short positions (won %)37 (67.57%)Long positions (won %)17 (64.71%)
Profit trades (% of total)36 (66.67%)Loss trades (% of total)18 (33.33%)
Largestprofit trade110.65loss trade-99.68
Averageprofit trade46.48loss trade-27.39
Maximumconsecutive wins (profit in money)13 (805.65)consecutive losses (loss in money)2 (-48.40)
Maximalconsecutive profit (count of wins)805.65 (13)consecutive loss (count of losses)-99.68 (1)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.18 12:00sell10.100.701780.000000.00000
22023.01.18 12:00modify10.100.701780.711780.69078
32023.01.18 17:30sell20.100.696550.000000.00000
42023.01.18 17:30modify20.100.696550.700130.69078
52023.01.18 17:30sell30.100.696550.000000.00000
62023.01.18 17:30modify30.100.696550.699030.69078
72023.01.18 17:30modify10.100.701780.699030.69078
82023.01.18 17:35modify20.100.696550.699030.69078
92023.01.18 19:40sell40.100.693810.000000.00000
102023.01.18 19:40modify40.100.693810.696280.69078
112023.01.18 19:40modify30.100.696550.696280.69078
122023.01.18 19:40modify20.100.696550.696280.69078
132023.01.18 19:40modify10.100.701780.696280.69078
142023.01.19 00:40t/p10.100.690780.696280.69078110.3210110.32
152023.01.19 00:40t/p20.100.690780.696280.6907858.0210168.35
162023.01.19 00:40t/p30.100.690780.696280.6907858.0210226.37
172023.01.19 00:40t/p40.100.690780.696280.6907830.6210257.00
182023.01.25 08:00sell50.100.709860.000000.00000
192023.01.25 08:00modify50.100.709860.719860.69886
202023.01.31 00:30sell60.100.704630.000000.00000
212023.01.31 00:30modify60.100.704630.708210.69886
222023.01.31 00:30sell70.100.704630.000000.00000
232023.01.31 00:30modify70.100.704630.707110.69886
242023.01.31 00:30modify50.100.709860.707110.69886
252023.01.31 00:35modify60.100.704630.707110.69886
262023.01.31 07:15sell80.100.702040.000000.00000
272023.01.31 07:15modify80.100.702040.704360.69886
282023.01.31 07:15modify70.100.704630.704360.69886
292023.01.31 07:15modify60.100.704630.704360.69886
302023.01.31 07:15modify50.100.709860.704360.69886
312023.01.31 11:05t/p50.100.698860.704360.69886110.6510367.65
322023.01.31 11:05t/p60.100.698860.704360.6988657.7010425.35
332023.01.31 11:05t/p70.100.698860.704360.6988657.7010483.05
342023.01.31 11:05t/p80.100.698860.704360.6988631.8010514.85
352023.02.02 04:00sell90.100.714220.000000.00000
362023.02.02 04:00modify90.100.714220.724220.70322
372023.02.02 14:50sell100.100.709250.000000.00000
382023.02.02 14:50modify100.100.709250.712570.70322
392023.02.02 14:50sell110.100.709250.000000.00000
402023.02.02 14:50modify110.100.709250.711470.70322
412023.02.02 14:50modify90.100.714220.711470.70322
422023.02.02 14:55modify100.100.709250.711470.70322
432023.02.03 00:40sell120.100.706520.000000.00000
442023.02.03 00:40modify120.100.706520.708720.70322
452023.02.03 00:40modify110.100.709250.708720.70322
462023.02.03 00:40modify100.100.709250.708720.70322
472023.02.03 00:40modify90.100.714220.708720.70322
482023.02.03 13:20t/p90.100.703220.708720.70322110.1110624.96
492023.02.03 13:20t/p100.100.703220.708720.7032260.4110685.36
502023.02.03 13:20t/p110.100.703220.708720.7032260.4110745.77
512023.02.03 13:20t/p120.100.703220.708720.7032233.0010778.77
522023.02.06 04:00buy130.100.692800.000000.00000
532023.02.06 04:00modify130.100.692800.682800.70380
542023.02.08 06:40buy140.100.697830.000000.00000
552023.02.08 06:40modify140.100.697830.694450.70380
562023.02.08 06:40buy150.100.697830.000000.00000
572023.02.08 06:40modify150.100.697830.695550.70380
582023.02.08 06:40modify130.100.692800.695550.70380
592023.02.08 06:45modify140.100.697830.695550.70380
602023.02.08 13:40s/l130.100.695550.695550.7038026.8810805.65
612023.02.08 13:40s/l140.100.695550.695550.70380-22.8010782.85
622023.02.08 13:40s/l150.100.695550.695550.70380-22.8010760.05
632023.05.02 12:00sell160.100.670050.000000.00000
642023.05.02 12:00modify160.100.670050.680050.65905
652023.05.03 12:40sell170.100.664880.000000.00000
662023.05.03 12:40modify170.100.664880.668400.65905
672023.05.03 12:40sell180.100.664880.000000.00000
682023.05.03 12:40modify180.100.664880.667300.65905
692023.05.03 12:40modify160.100.670050.667300.65905
702023.05.03 12:45modify170.100.664880.667300.65905
712023.05.03 14:30s/l160.100.667300.667300.6590527.6110787.66
722023.05.03 14:30s/l170.100.667300.667300.65905-24.2010763.46
732023.05.03 14:30s/l180.100.667300.667300.65905-24.2010739.26
742023.05.05 08:00sell190.100.673100.000000.00000
752023.05.05 08:00modify190.100.673100.683100.66210
762023.05.12 11:40sell200.100.667980.000000.00000
772023.05.12 11:40modify200.100.667980.671450.66210
782023.05.12 11:40sell210.100.667980.000000.00000
792023.05.12 11:40modify210.100.667980.670350.66210
802023.05.12 11:40modify190.100.673100.670350.66210
812023.05.12 11:45modify200.100.667980.670350.66210
822023.05.12 14:50sell220.100.665110.000000.00000
832023.05.12 14:50modify220.100.665110.667600.66210
842023.05.12 14:50modify210.100.667980.667600.66210
852023.05.12 14:50modify200.100.667980.667600.66210
862023.05.12 14:50modify190.100.673100.667600.66210
872023.05.15 05:20s/l190.100.667600.667600.6621055.8710795.12
882023.05.15 05:20s/l200.100.667600.667600.662103.9110799.03
892023.05.15 05:20s/l210.100.667600.667600.662103.9110802.94
902023.05.15 05:20s/l220.100.667600.667600.66210-24.7910778.15
912023.05.31 12:00buy230.100.647950.000000.00000
922023.05.31 12:00modify230.100.647950.637950.65895
932023.06.01 11:40buy240.100.652910.000000.00000
942023.06.01 11:40modify240.100.652910.649600.65895
952023.06.01 11:40buy250.100.652910.000000.00000
962023.06.01 11:40modify250.100.652910.650700.65895
972023.06.01 11:40modify230.100.647950.650700.65895
982023.06.01 11:45modify240.100.652910.650700.65895
992023.06.01 14:50buy260.100.655800.000000.00000
1002023.06.01 14:50modify260.100.655800.653450.65895
1012023.06.01 14:50modify250.100.652910.653450.65895
1022023.06.01 14:50modify240.100.652910.653450.65895
1032023.06.01 14:50modify230.100.647950.653450.65895
1042023.06.02 01:30t/p230.100.658950.653450.65895108.7510886.90
1052023.06.02 01:30t/p240.100.658950.653450.6589560.0910946.99
1062023.06.02 01:30t/p250.100.658950.653450.6589560.0911007.08
1072023.06.02 01:30t/p260.100.658950.653450.6589531.1911038.26
1082023.06.02 08:00sell270.100.660990.000000.00000
1092023.06.02 08:00modify270.100.660990.670990.64999
1102023.06.07 13:40s/l270.100.670990.670990.64999-99.6810938.59
1112023.06.23 16:00buy280.100.668870.000000.00000
1122023.06.23 16:00modify280.100.668870.658870.67987
1132023.07.12 02:55buy290.100.673910.000000.00000
1142023.07.12 02:55modify290.100.673910.670520.67987
1152023.07.12 02:55buy300.100.673910.000000.00000
1162023.07.12 02:55modify300.100.673910.671620.67987
1172023.07.12 02:55modify280.100.668870.671620.67987
1182023.07.12 03:00modify290.100.673910.671620.67987
1192023.07.12 03:40s/l280.100.671620.671620.6798722.2010960.79
1202023.07.12 03:40s/l290.100.671620.671620.67987-22.9010937.89
1212023.07.12 03:40s/l300.100.671620.671620.67987-22.9010914.99
1222023.07.21 16:00buy310.100.673860.000000.00000
1232023.07.21 16:00modify310.100.673860.663860.68486
1242023.07.25 15:20buy320.100.678820.000000.00000
1252023.07.25 15:20modify320.100.678820.675510.68486
1262023.07.25 15:20buy330.100.678820.000000.00000
1272023.07.25 15:20modify330.100.678820.676610.68486
1282023.07.25 15:20modify310.100.673860.676610.68486
1292023.07.25 15:25modify320.100.678820.676610.68486
1302023.07.26 01:20s/l310.100.676610.676610.6848626.5610941.55
1312023.07.26 01:20s/l320.100.676610.676610.68486-22.4110919.14
1322023.07.26 01:20s/l330.100.676610.676610.68486-22.4110896.73
1332023.08.24 04:00sell340.100.647980.000000.00000
1342023.08.24 04:00modify340.100.647980.657980.63698
1352023.08.24 13:00sell350.100.643020.000000.00000
1362023.08.24 13:00modify350.100.643020.646330.63698
1372023.08.24 13:00sell360.100.643020.000000.00000
1382023.08.24 13:00modify360.100.643020.645230.63698
1392023.08.24 13:00modify340.100.647980.645230.63698
1402023.08.24 13:06modify350.100.643020.645230.63698
1412023.08.25 05:15sell370.100.640180.000000.00000
1422023.08.25 05:15modify370.100.640180.642480.63698
1432023.08.25 05:15modify360.100.643020.642480.63698
1442023.08.25 05:15modify350.100.643020.642480.63698
1452023.08.25 05:15modify340.100.647980.642480.63698
1462023.08.25 07:40s/l340.100.642480.642480.6369855.1110951.83
1472023.08.25 07:40s/l350.100.642480.642480.636985.5110957.34
1482023.08.25 07:40s/l360.100.642480.642480.636985.5110962.85
1492023.08.25 07:40s/l370.100.642480.642480.63698-23.0010939.85
1502023.09.11 12:00sell380.100.643040.000000.00000
1512023.09.11 12:00modify380.100.643040.653040.63204
1522023.09.13 12:15sell390.100.637970.000000.00000
1532023.09.13 12:15modify390.100.637970.641390.63204
1542023.09.13 12:15sell400.100.637970.000000.00000
1552023.09.13 12:15modify400.100.637970.640290.63204
1562023.09.13 12:15modify380.100.643040.640290.63204
1572023.09.13 12:20modify390.100.637970.640290.63204
1582023.09.13 12:30s/l380.100.640290.640290.6320427.7210967.57
1592023.09.13 12:30s/l390.100.640290.640290.63204-23.2010944.37
1602023.09.13 12:30s/l400.100.640290.640290.63204-23.2010921.17
1612023.10.24 12:00sell410.100.636350.000000.00000
1622023.10.24 12:00modify410.100.636350.646350.62535
1632023.10.25 17:30sell420.100.631120.000000.00000
1642023.10.25 17:30modify420.100.631120.634700.62535
1652023.10.25 17:30sell430.100.631120.000000.00000
1662023.10.25 17:30modify430.100.631120.633600.62535
1672023.10.25 17:30modify410.100.636350.633600.62535
1682023.10.25 17:35modify420.100.631120.633600.62535
1692023.10.25 22:40sell440.100.628430.000000.00000
1702023.10.25 22:40modify440.100.628430.630850.62535
1712023.10.25 22:40modify430.100.631120.630850.62535
1722023.10.25 22:40modify420.100.631120.630850.62535
1732023.10.25 22:40modify410.100.636350.630850.62535
1742023.10.26 07:40s/l410.100.630850.630850.6253555.4310976.60
1752023.10.26 07:40s/l420.100.630850.630850.625353.0210979.62
1762023.10.26 07:40s/l430.100.630850.630850.625353.0210982.65
1772023.10.26 07:40s/l440.100.630850.630850.62535-23.8810958.77
1782023.10.30 16:00sell450.100.637220.000000.00000
1792023.10.30 16:00modify450.100.637220.647220.62622
1802023.10.31 16:40sell460.100.632250.000000.00000
1812023.10.31 16:40modify460.100.632250.635570.62622
1822023.10.31 16:40sell470.100.632250.000000.00000
1832023.10.31 16:40modify470.100.632250.634470.62622
1842023.10.31 16:40modify450.100.637220.634470.62622
1852023.10.31 16:45modify460.100.632250.634470.62622
1862023.10.31 19:20s/l450.100.634470.634470.6262227.6110986.38
1872023.10.31 19:20s/l460.100.634470.634470.62622-22.2010964.18
1882023.10.31 19:20s/l470.100.634470.634470.62622-22.2010941.98
1892023.11.07 16:00buy480.100.642490.000000.00000
1902023.11.07 16:00modify480.100.642490.632490.65349
1912023.11.14 14:50buy490.100.647560.000000.00000
1922023.11.14 14:50modify490.100.647560.644140.65349
1932023.11.14 14:50buy500.100.647560.000000.00000
1942023.11.14 14:50modify500.100.647560.645240.65349
1952023.11.14 14:50modify480.100.642490.645240.65349
1962023.11.14 14:55modify490.100.647560.645240.65349
1972023.11.14 18:30buy510.100.650330.000000.00000
1982023.11.14 18:30modify510.100.650330.647990.65349
1992023.11.14 18:30modify500.100.647560.647990.65349
2002023.11.14 18:30modify490.100.647560.647990.65349
2012023.11.14 18:30modify480.100.642490.647990.65349
2022023.11.15 13:05t/p480.100.653490.647990.65349107.5011049.49
2032023.11.15 13:05t/p490.100.653490.647990.6534958.9911108.48
2042023.11.15 13:05t/p500.100.653490.647990.6534958.9911167.46
2052023.11.15 13:05t/p510.100.653490.647990.6534931.2911198.75
2062023.11.15 16:00sell520.100.652580.000000.00000
2072023.11.15 16:00modify520.100.652580.662580.64158
2082023.11.16 01:40sell530.100.647520.000000.00000
2092023.11.16 01:40modify530.100.647520.650930.64158
2102023.11.16 01:40sell540.100.647520.000000.00000
2112023.11.16 01:40modify540.100.647520.649830.64158
2122023.11.16 01:40modify520.100.652580.649830.64158
2132023.11.16 01:45modify530.100.647520.649830.64158
2142023.11.16 08:40s/l520.100.649830.649830.6415827.8211226.58
2152023.11.16 08:40s/l530.100.649830.649830.64158-23.1011203.48
2162023.11.16 08:40s/l540.100.649830.649830.64158-23.1011180.38