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=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=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 profit1361.82Gross profit1838.86Gross loss-477.04
Profit factor3.85Expected payoff28.37
Absolute drawdown48.30Maximal drawdown212.83 (1.93%)Relative drawdown1.93% (212.83)
Total trades48Short positions (won %)35 (54.29%)Long positions (won %)13 (76.92%)
Profit trades (% of total)29 (60.42%)Loss trades (% of total)19 (39.58%)
Largestprofit trade140.32loss trade-99.78
Averageprofit trade63.41loss trade-25.11
Maximumconsecutive wins (profit in money)5 (361.70)consecutive losses (loss in money)2 (-25.20)
Maximalconsecutive profit (count of wins)361.70 (5)consecutive loss (count of losses)-99.78 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.18 12:00sell10.100.701780.000000.00000
22023.01.18 12:00modify10.100.701780.711780.68778
32023.01.18 18:00sell20.100.695960.000000.00000
42023.01.18 18:00modify20.100.695960.698280.68778
52023.01.18 18:00modify10.100.701780.698280.68778
62023.01.18 19:40sell30.100.693810.000000.00000
72023.01.18 19:40modify30.100.693810.696180.68778
82023.01.18 19:40modify20.100.695960.696180.68778
92023.01.18 19:40modify10.100.701780.696180.68778
102023.01.19 00:30sell40.100.691980.000000.00000
112023.01.19 00:30modify40.100.691980.694080.68778
122023.01.19 00:30modify30.100.693810.694080.68778
132023.01.19 00:30modify20.100.695960.694080.68778
142023.01.19 00:30modify10.100.701780.694080.68778
152023.01.19 10:15t/p10.100.687780.694080.68778140.3210140.32
162023.01.19 10:15t/p20.100.687780.694080.6877882.1210222.45
172023.01.19 10:15t/p30.100.687780.694080.6877860.6210283.07
182023.01.19 10:15t/p40.100.687780.694080.6877842.0010325.07
192023.01.23 04:00sell50.100.698330.000000.00000
202023.01.23 04:00modify50.100.698330.708330.68433
212023.01.25 00:40s/l50.100.708330.708330.68433-99.7810225.29
222023.01.25 08:00sell60.100.709860.000000.00000
232023.01.25 08:00modify60.100.709860.719860.69586
242023.01.31 02:40sell70.100.704210.000000.00000
252023.01.31 02:40modify70.100.704210.706360.69586
262023.01.31 02:40modify60.100.709860.706360.69586
272023.01.31 07:15sell80.100.702040.000000.00000
282023.01.31 07:15modify80.100.702040.704260.69586
292023.01.31 07:15modify70.100.704210.704260.69586
302023.01.31 07:15modify60.100.709860.704260.69586
312023.01.31 12:30sell90.100.699760.000000.00000
322023.01.31 12:30modify90.100.699760.702160.69586
332023.01.31 12:30modify80.100.702040.702160.69586
342023.01.31 12:30modify70.100.704210.702160.69586
352023.01.31 12:30modify60.100.709860.702160.69586
362023.01.31 13:30s/l60.100.702160.702160.6958677.6510302.94
372023.01.31 13:30s/l70.100.702160.702160.6958620.5010323.44
382023.01.31 13:30s/l80.100.702160.702160.69586-1.2010322.24
392023.01.31 13:30s/l90.100.702160.702160.69586-24.0010298.24
402023.02.02 04:00sell100.100.714220.000000.00000
412023.02.02 04:00modify100.100.714220.724220.70022
422023.02.02 16:30sell110.100.708600.000000.00000
432023.02.02 16:30modify110.100.708600.710720.70022
442023.02.02 16:30modify100.100.714220.710720.70022
452023.02.03 00:40sell120.100.706520.000000.00000
462023.02.03 00:40modify120.100.706520.708620.70022
472023.02.03 00:40modify110.100.708600.708620.70022
482023.02.03 00:40modify100.100.714220.708620.70022
492023.02.03 13:10sell130.100.704220.000000.00000
502023.02.03 13:10modify130.100.704220.706520.70022
512023.02.03 13:10modify120.100.706520.706520.70022
522023.02.03 13:10modify110.100.708600.706520.70022
532023.02.03 13:10modify100.100.714220.706520.70022
542023.02.03 13:40t/p100.100.700220.706520.70022140.1110438.35
552023.02.03 13:40t/p110.100.700220.706520.7002283.9110522.26
562023.02.03 13:40t/p120.100.700220.706520.7002263.0010585.26
572023.02.03 13:40t/p130.100.700220.706520.7002240.0010625.26
582023.02.06 04:00buy140.100.692800.000000.00000
592023.02.06 04:00modify140.100.692800.682800.70680
602023.02.07 17:50buy150.100.698410.000000.00000
612023.02.07 17:50modify150.100.698410.696300.70680
622023.02.07 17:50modify140.100.692800.696300.70680
632023.02.07 17:55s/l140.100.696300.696300.7068034.6910659.94
642023.02.07 17:55s/l150.100.696300.696300.70680-21.1010638.84
652023.05.02 12:00sell160.100.670050.000000.00000
662023.05.02 12:00modify160.100.670050.680050.65605
672023.05.03 23:06sell170.100.664430.000000.00000
682023.05.03 23:06modify170.100.664430.666550.65605
692023.05.03 23:06modify160.100.670050.666550.65605
702023.05.04 01:30s/l160.100.666550.666550.6560535.4310674.28
712023.05.04 01:30s/l170.100.666550.666550.65605-20.8810653.40
722023.05.05 08:00sell180.100.673100.000000.00000
732023.05.05 08:00modify180.100.673100.683100.65910
742023.05.12 12:33sell190.100.667280.000000.00000
752023.05.12 12:33modify190.100.667280.669600.65910
762023.05.12 12:33modify180.100.673100.669600.65910
772023.05.12 14:50sell200.100.665110.000000.00000
782023.05.12 14:50modify200.100.665110.667500.65910
792023.05.12 14:50modify190.100.667280.667500.65910
802023.05.12 14:50modify180.100.673100.667500.65910
812023.05.15 05:20s/l180.100.667500.667500.6591056.8710710.27
822023.05.15 05:20s/l190.100.667500.667500.65910-2.0910708.18
832023.05.15 05:20s/l200.100.667500.667500.65910-23.7910684.38
842023.05.31 12:00buy210.100.647950.000000.00000
852023.05.31 12:00modify210.100.647950.637950.66195
862023.06.01 13:30buy220.100.653570.000000.00000
872023.06.01 13:30modify220.100.653570.651450.66195
882023.06.01 13:30modify210.100.647950.651450.66195
892023.06.01 14:50buy230.100.655800.000000.00000
902023.06.01 14:50modify230.100.655800.653550.66195
912023.06.01 14:50modify220.100.653570.653550.66195
922023.06.01 14:50modify210.100.647950.653550.66195
932023.06.01 15:50buy240.100.657870.000000.00000
942023.06.01 15:50modify240.100.657870.655650.66195
952023.06.01 15:50modify230.100.655800.655650.66195
962023.06.01 15:50modify220.100.653570.655650.66195
972023.06.01 15:50modify210.100.647950.655650.66195
982023.06.02 08:30t/p210.100.661950.655650.66195138.7510823.14
992023.06.02 08:30t/p220.100.661950.655650.6619583.4910906.62
1002023.06.02 08:30t/p230.100.661950.655650.6619561.1910967.81
1012023.06.02 08:30t/p240.100.661950.655650.6619540.4911008.30
1022023.06.06 12:00sell250.100.666170.000000.00000
1032023.06.06 12:00modify250.100.666170.676170.65217
1042023.06.12 07:30s/l250.100.676170.676170.65217-99.3510908.95
1052023.06.23 16:00buy260.100.668870.000000.00000
1062023.06.23 16:00modify260.100.668870.658870.68287
1072023.07.12 12:50buy270.100.674770.000000.00000
1082023.07.12 12:50modify270.100.674770.672370.68287
1092023.07.12 12:50modify260.100.668870.672370.68287
1102023.07.12 16:20buy280.100.678850.000000.00000
1112023.07.12 16:20modify280.100.678850.676570.68287
1122023.07.12 16:20modify270.100.674770.676570.68287
1132023.07.12 16:20modify260.100.668870.676570.68287
1142023.07.13 06:40t/p260.100.682870.676570.68287133.7611042.71
1152023.07.13 06:40t/p270.100.682870.676570.6828780.0611122.78
1162023.07.13 06:40t/p280.100.682870.676570.6828739.2611162.04
1172023.07.21 16:00buy290.100.673860.000000.00000
1182023.07.21 16:00modify290.100.673860.663860.68786
1192023.07.25 16:15buy300.100.679530.000000.00000
1202023.07.25 16:15modify300.100.679530.677360.68786
1212023.07.25 16:15modify290.100.673860.677360.68786
1222023.07.25 21:05s/l290.100.677360.677360.6878634.3811196.42
1232023.07.25 21:05s/l300.100.677360.677360.68786-21.7011174.72
1242023.08.03 12:00buy310.100.653110.000000.00000
1252023.08.03 12:00modify310.100.653110.643110.66711
1262023.08.04 01:40buy320.100.659010.000000.00000
1272023.08.04 01:40modify320.100.659010.656610.66711
1282023.08.04 01:40modify310.100.653110.656610.66711
1292023.08.04 02:40s/l310.100.656610.656610.6671134.6911209.40
1302023.08.04 02:40s/l320.100.656610.656610.66711-24.0011185.40
1312023.08.24 04:00sell330.100.647980.000000.00000
1322023.08.24 04:00modify330.100.647980.657980.63398
1332023.08.24 13:06sell340.100.642340.000000.00000
1342023.08.24 13:06modify340.100.642340.644480.63398
1352023.08.24 13:06modify330.100.647980.644480.63398
1362023.08.24 13:53s/l330.100.644480.644480.6339835.0011220.40
1372023.08.24 13:53s/l340.100.644480.644480.63398-21.4011199.00
1382023.09.11 12:00sell350.100.643040.000000.00000
1392023.09.11 12:00modify350.100.643040.653040.62904
1402023.09.27 06:05sell360.100.637150.000000.00000
1412023.09.27 06:05modify360.100.637150.639540.62904
1422023.09.27 06:05modify350.100.643040.639540.62904
1432023.09.27 16:33sell370.100.635330.000000.00000
1442023.09.27 16:33modify370.100.635330.637440.62904
1452023.09.27 16:33modify360.100.637150.637440.62904
1462023.09.27 16:33modify350.100.643040.637440.62904
1472023.09.27 17:40sell380.100.633090.000000.00000
1482023.09.27 17:40modify380.100.633090.635340.62904
1492023.09.27 17:40modify370.100.635330.635340.62904
1502023.09.27 17:40modify360.100.637150.635340.62904
1512023.09.27 17:40modify350.100.643040.635340.62904
1522023.09.27 18:30s/l350.100.635340.635340.6290478.7311277.74
1532023.09.27 18:30s/l360.100.635340.635340.6290418.1011295.84
1542023.09.27 18:30s/l370.100.635340.635340.62904-0.1011295.74
1552023.09.27 18:30s/l380.100.635340.635340.62904-22.5011273.24
1562023.10.24 12:00sell390.100.636350.000000.00000
1572023.10.24 12:00modify390.100.636350.646350.62235
1582023.10.25 17:40sell400.100.630550.000000.00000
1592023.10.25 17:40modify400.100.630550.632850.62235
1602023.10.25 17:40modify390.100.636350.632850.62235
1612023.10.25 22:40sell410.100.628430.000000.00000
1622023.10.25 22:40modify410.100.628430.630750.62235
1632023.10.25 22:40modify400.100.630550.630750.62235
1642023.10.25 22:40modify390.100.636350.630750.62235
1652023.10.26 07:40s/l390.100.630750.630750.6223556.4311329.67
1662023.10.26 07:40s/l400.100.630750.630750.62235-1.6811327.99
1672023.10.26 07:40s/l410.100.630750.630750.62235-22.8811305.12
1682023.10.30 16:00sell420.100.637220.000000.00000
1692023.10.30 16:00modify420.100.637220.647220.62322
1702023.10.31 15:40sell430.100.631400.000000.00000
1712023.10.31 15:40modify430.100.631400.633720.62322
1722023.10.31 15:40modify420.100.637220.633720.62322
1732023.10.31 17:30s/l420.100.633720.633720.6232235.1111340.23
1742023.10.31 17:30s/l430.100.633720.633720.62322-23.2011317.03
1752023.11.02 08:00sell440.100.642680.000000.00000
1762023.11.02 08:00modify440.100.642680.652680.62868
1772023.11.09 19:59sell450.100.636830.000000.00000
1782023.11.09 19:59modify450.100.636830.639180.62868
1792023.11.09 19:59modify440.100.642680.639180.62868
1802023.11.10 11:40sell460.100.634830.000000.00000
1812023.11.10 11:40modify460.100.634830.637080.62868
1822023.11.10 11:40modify450.100.636830.637080.62868
1832023.11.10 11:40modify440.100.642680.637080.62868
1842023.11.12 23:33s/l440.100.637080.637080.6286856.8711373.89
1852023.11.12 23:33s/l450.100.637080.637080.62868-2.3911371.50
1862023.11.12 23:33s/l460.100.637080.637080.62868-22.5011349.00
1872023.11.15 16:00sell470.100.652580.000000.00000
1882023.11.15 16:00modify470.100.652580.662580.63858
1892023.11.16 02:30sell480.100.646830.000000.00000
1902023.11.16 02:30modify480.100.646830.649080.63858
1912023.11.16 02:30modify470.100.652580.649080.63858
1922023.11.16 08:30s/l470.100.649080.649080.6385835.3211384.32
1932023.11.16 08:30s/l480.100.649080.649080.63858-22.5011361.82