Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 test2610Ticks modelled78887Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit2279.19Gross profit3447.60Gross loss-1168.41
Profit factor2.95Expected payoff33.52
Absolute drawdown9.00Maximal drawdown577.88 (5.12%)Relative drawdown5.12% (577.88)
Total trades68Short positions (won %)35 (65.71%)Long positions (won %)33 (75.76%)
Profit trades (% of total)48 (70.59%)Loss trades (% of total)20 (29.41%)
Largestprofit trade140.87loss trade-134.05
Averageprofit trade71.83loss trade-58.42
Maximumconsecutive wins (profit in money)14 (1071.59)consecutive losses (loss in money)3 (-106.40)
Maximalconsecutive profit (count of wins)1071.59 (14)consecutive loss (count of losses)-266.86 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 12:00buy10.100.670060.000000.00000
22023.01.03 12:00modify10.100.670060.657060.68406
32023.01.04 02:20buy20.100.677190.000000.00000
42023.01.04 02:20modify20.100.677190.672160.68406
52023.01.04 02:20modify10.100.670060.672160.68406
62023.01.04 02:40buy30.100.677890.000000.00000
72023.01.04 02:40modify30.100.677890.673560.68406
82023.01.04 02:40modify20.100.677190.673560.68406
92023.01.04 02:40modify10.100.670060.673560.68406
102023.01.04 04:30buy40.100.680730.000000.00000
112023.01.04 04:30modify40.100.680730.674960.68406
122023.01.04 04:30modify30.100.677890.674960.68406
132023.01.04 04:30modify20.100.677190.674960.68406
142023.01.04 04:30modify10.100.670060.674960.68406
152023.01.04 07:40t/p10.100.684060.674960.68406139.6910139.69
162023.01.04 07:40t/p20.100.684060.674960.6840668.7010208.39
172023.01.04 07:40t/p30.100.684060.674960.6840661.7010270.09
182023.01.04 07:40t/p40.100.684060.674960.6840633.3010303.39
192023.01.04 12:00sell50.100.687130.000000.00000
202023.01.04 12:00modify50.100.687130.700130.67313
212023.01.05 03:40sell60.100.680050.000000.00000
222023.01.05 03:40modify60.100.680050.685030.67313
232023.01.05 03:40modify50.100.687130.685030.67313
242023.01.05 14:55sell70.100.676410.000000.00000
252023.01.05 14:55modify70.100.676410.682230.67313
262023.01.05 14:55modify60.100.680050.682230.67313
272023.01.05 14:55modify50.100.687130.682230.67313
282023.01.06 11:40t/p50.100.673130.682230.67313140.4310443.82
292023.01.06 11:40t/p60.100.673130.682230.6731369.3110513.13
302023.01.06 11:40t/p70.100.673130.682230.6731332.9110546.04
312023.01.06 12:00buy80.100.673170.000000.00000
322023.01.06 12:00modify80.100.673170.660170.68717
332023.01.06 15:50buy90.100.683890.000000.00000
342023.01.06 15:50modify90.100.683890.678070.68717
352023.01.06 15:50modify80.100.673170.678070.68717
362023.01.06 18:30t/p80.100.687170.678070.68717140.0010686.04
372023.01.06 18:30t/p90.100.687170.678070.6871732.8010718.84
382023.01.19 04:00buy100.100.690850.000000.00000
392023.01.19 04:00modify100.100.690850.677850.70485
402023.01.22 23:20buy110.100.697900.000000.00000
412023.01.22 23:20modify110.100.697900.692950.70485
422023.01.22 23:20modify100.100.690850.692950.70485
432023.01.22 23:40buy120.100.698700.000000.00000
442023.01.22 23:40modify120.100.698700.694350.70485
452023.01.22 23:40modify110.100.697900.694350.70485
462023.01.22 23:40modify100.100.690850.694350.70485
472023.01.23 09:05buy130.100.701390.000000.00000
482023.01.23 09:05modify130.100.701390.695750.70485
492023.01.23 09:05modify120.100.698700.695750.70485
502023.01.23 09:05modify110.100.697900.695750.70485
512023.01.23 09:05modify100.100.690850.695750.70485
522023.01.24 06:40t/p100.100.704850.695750.70485139.0610857.90
532023.01.24 06:40t/p110.100.704850.695750.7048568.8810926.78
542023.01.24 06:40t/p120.100.704850.695750.7048560.8810987.65
552023.01.24 06:40t/p130.100.704850.695750.7048534.2911021.94
562023.01.25 04:00sell140.100.710000.000000.00000
572023.01.25 04:00modify140.100.710000.723000.69600
582023.01.31 04:25sell150.100.702970.000000.00000
592023.01.31 04:25modify150.100.702970.707900.69600
602023.01.31 04:25modify140.100.710000.707900.69600
612023.01.31 07:05sell160.100.702210.000000.00000
622023.01.31 07:05modify160.100.702210.706500.69600
632023.01.31 07:05modify150.100.702970.706500.69600
642023.01.31 07:05modify140.100.710000.706500.69600
652023.01.31 11:45sell170.100.699480.000000.00000
662023.01.31 11:45modify170.100.699480.705100.69600
672023.01.31 11:45modify160.100.702210.705100.69600
682023.01.31 11:45modify150.100.702970.705100.69600
692023.01.31 11:45modify140.100.710000.705100.69600
702023.01.31 15:40s/l140.100.705100.705100.6960049.6511071.59
712023.01.31 15:40s/l150.100.705100.705100.69600-21.3011050.29
722023.01.31 15:40s/l160.100.705100.705100.69600-28.9011021.39
732023.01.31 15:40s/l170.100.705100.705100.69600-56.2010965.19
742023.02.02 00:00sell180.100.714670.000000.00000
752023.02.02 00:00modify180.100.714670.727670.70067
762023.02.02 15:15sell190.100.706960.000000.00000
772023.02.02 15:15modify190.100.706960.711170.70067
782023.02.02 15:15modify180.100.714670.711170.70067
792023.02.02 16:40sell200.100.707480.000000.00000
802023.02.02 16:40modify200.100.707480.712570.70067
812023.02.02 16:45modify200.100.707480.711170.70067
822023.02.03 13:30t/p180.100.700670.711170.70067140.1111105.30
832023.02.03 13:30t/p190.100.700670.711170.7006763.0111168.31
842023.02.03 13:30t/p200.100.700670.711170.7006768.2111236.52
852023.02.03 16:00buy210.100.697810.000000.00000
862023.02.03 16:00modify210.100.697810.684810.71181
872023.02.16 15:05s/l210.100.684810.684810.71181-134.0511102.46
882023.02.24 16:00buy220.100.672440.000000.00000
892023.02.24 16:00modify220.100.672440.659440.68644
902023.03.07 16:40s/l220.100.659440.659440.68644-132.8110969.65
912023.03.13 08:00sell230.100.667360.000000.00000
922023.03.13 08:00modify230.100.667360.680360.65336
932023.03.15 15:50sell240.100.660190.000000.00000
942023.03.15 15:50modify240.100.660190.665260.65336
952023.03.15 15:50modify230.100.667360.665260.65336
962023.03.15 16:55sell250.100.659440.000000.00000
972023.03.15 16:55modify250.100.659440.663860.65336
982023.03.15 16:55modify240.100.660190.663860.65336
992023.03.15 16:55modify230.100.667360.663860.65336
1002023.03.16 00:40s/l230.100.663860.663860.6533635.5411005.20
1012023.03.16 00:40s/l240.100.663860.663860.65336-36.3810968.82
1022023.03.16 00:40s/l250.100.663860.663860.65336-43.8810924.94
1032023.04.03 12:00sell260.100.676190.000000.00000
1042023.04.03 12:00modify260.100.676190.689190.66219
1052023.04.05 10:30sell270.100.668370.000000.00000
1062023.04.05 10:30modify270.100.668370.672690.66219
1072023.04.05 10:30modify260.100.676190.672690.66219
1082023.04.05 11:35sell280.100.669150.000000.00000
1092023.04.05 11:35modify280.100.669150.674090.66219
1102023.04.05 11:40modify280.100.669150.672690.66219
1112023.04.05 14:40s/l260.100.672690.672690.6621935.2210960.16
1122023.04.05 14:40s/l270.100.672690.672690.66219-43.2010916.96
1132023.04.05 14:40s/l280.100.672690.672690.66219-35.4010881.56
1142023.04.13 16:00sell290.100.677720.000000.00000
1152023.04.13 16:00modify290.100.677720.690720.66372
1162023.04.14 16:30sell300.100.669860.000000.00000
1172023.04.14 16:30modify300.100.669860.674220.66372
1182023.04.14 16:30modify290.100.677720.674220.66372
1192023.04.14 19:45sell310.100.670620.000000.00000
1202023.04.14 19:45modify310.100.670620.675620.66372
1212023.04.14 19:50modify310.100.670620.674220.66372
1222023.04.18 08:40s/l290.100.674220.674220.6637235.3210916.89
1232023.04.18 08:40s/l300.100.674220.674220.66372-43.3810873.50
1242023.04.18 08:40s/l310.100.674220.674220.66372-35.7810837.72
1252023.05.02 08:00sell320.100.670100.000000.00000
1262023.05.02 08:00modify320.100.670100.683100.65610
1272023.05.17 07:40sell330.100.662860.000000.00000
1282023.05.17 07:40modify330.100.662860.668000.65610
1292023.05.17 07:40modify320.100.670100.668000.65610
1302023.05.18 12:50sell340.100.662200.000000.00000
1312023.05.18 12:50modify340.100.662200.666600.65610
1322023.05.18 12:50modify330.100.662860.666600.65610
1332023.05.18 12:50modify320.100.670100.666600.65610
1342023.05.19 09:40s/l320.100.666600.666600.6561037.0610874.77
1352023.05.19 09:40s/l330.100.666600.666600.65610-36.9710837.81
1362023.05.19 09:40s/l340.100.666600.666600.65610-43.8910793.91
1372023.05.24 16:00buy350.100.654250.000000.00000
1382023.05.24 16:00modify350.100.654250.641250.66825
1392023.06.02 02:40buy360.100.661380.000000.00000
1402023.06.02 02:40modify360.100.661380.656350.66825
1412023.06.02 02:40modify350.100.654250.656350.66825
1422023.06.02 06:40buy370.100.662040.000000.00000
1432023.06.02 06:40modify370.100.662040.657750.66825
1442023.06.02 06:40modify360.100.661380.657750.66825
1452023.06.02 06:40modify350.100.654250.657750.66825
1462023.06.06 06:40t/p350.100.668250.657750.66825135.9510929.86
1472023.06.06 06:40t/p360.100.668250.657750.6682568.0810997.94
1482023.06.06 06:40t/p370.100.668250.657750.6682561.4811059.41
1492023.06.15 16:00sell380.100.686890.000000.00000
1502023.06.15 16:00modify380.100.686890.699890.67289
1512023.06.20 02:40sell390.100.679760.000000.00000
1522023.06.20 02:40modify390.100.679760.684790.67289
1532023.06.20 02:40modify380.100.686890.684790.67289
1542023.06.20 05:05sell400.100.678930.000000.00000
1552023.06.20 05:05modify400.100.678930.683390.67289
1562023.06.20 05:05modify390.100.679760.683390.67289
1572023.06.20 05:05modify380.100.686890.683390.67289
1582023.06.20 13:40sell410.100.676380.000000.00000
1592023.06.20 13:40modify410.100.676380.681990.67289
1602023.06.20 13:40modify400.100.678930.681990.67289
1612023.06.20 13:40modify390.100.679760.681990.67289
1622023.06.20 13:40modify380.100.686890.681990.67289
1632023.06.23 02:30t/p380.100.672890.681990.67289140.8711200.28
1642023.06.23 02:30t/p390.100.672890.681990.6728969.2411269.52
1652023.06.23 02:30t/p400.100.672890.681990.6728960.9411330.46
1662023.06.23 02:30t/p410.100.672890.681990.6728935.4411365.90
1672023.06.23 08:00buy420.100.669570.000000.00000
1682023.06.23 08:00modify420.100.669570.656570.68357
1692023.07.12 13:50buy430.100.677450.000000.00000
1702023.07.12 13:50modify430.100.677450.673070.68357
1712023.07.12 13:50modify420.100.669570.673070.68357
1722023.07.13 00:05buy440.100.680110.000000.00000
1732023.07.13 00:05modify440.100.680110.674470.68357
1742023.07.13 00:05modify430.100.677450.674470.68357
1752023.07.13 00:05modify420.100.669570.674470.68357
1762023.07.13 07:30t/p420.100.683570.674470.68357133.7611499.66
1772023.07.13 07:30t/p430.100.683570.674470.6835760.2611559.93
1782023.07.13 07:30t/p440.100.683570.674470.6835734.6011594.53
1792023.07.28 04:00buy450.100.666830.000000.00000
1802023.07.28 04:00modify450.100.666830.653830.68083
1812023.07.31 14:50buy460.100.673980.000000.00000
1822023.07.31 14:50modify460.100.673980.668930.68083
1832023.07.31 14:50modify450.100.666830.668930.68083
1842023.08.01 02:40s/l450.100.668930.668930.6808320.3811614.90
1852023.08.01 02:40s/l460.100.668930.668930.68083-50.8111564.09
1862023.08.01 16:00buy470.100.661280.000000.00000
1872023.08.01 16:00modify470.100.661280.648280.67528
1882023.08.14 00:40s/l470.100.648280.648280.67528-134.0511430.04
1892023.08.17 04:00buy480.100.638470.000000.00000
1902023.08.17 04:00modify480.100.638470.625470.65247
1912023.08.22 09:40buy490.100.645730.000000.00000
1922023.08.22 09:40modify490.100.645730.640570.65247
1932023.08.22 09:40modify480.100.638470.640570.65247
1942023.08.23 14:30buy500.100.646350.000000.00000
1952023.08.23 14:30modify500.100.646350.641970.65247
1962023.08.23 14:30modify490.100.645730.641970.65247
1972023.08.23 14:30modify480.100.638470.641970.65247
1982023.08.24 00:15buy510.100.649070.000000.00000
1992023.08.24 00:15modify510.100.649070.643370.65247
2002023.08.24 00:15modify500.100.646350.643370.65247
2012023.08.24 00:15modify490.100.645730.643370.65247
2022023.08.24 00:15modify480.100.638470.643370.65247
2032023.08.24 12:30s/l480.100.643370.643370.6524746.8211476.85
2042023.08.24 12:30s/l490.100.643370.643370.65247-24.8511452.01
2052023.08.24 12:30s/l500.100.643370.643370.65247-30.7411421.27
2062023.08.24 12:30s/l510.100.643370.643370.65247-57.0011364.27
2072023.09.05 08:00buy520.100.637940.000000.00000
2082023.09.05 08:00modify520.100.637940.624940.65194
2092023.09.11 13:05buy530.100.645000.000000.00000
2102023.09.11 13:05modify530.100.645000.640040.65194
2112023.09.11 13:05modify520.100.637940.640040.65194
2122023.09.13 02:40s/l520.100.640040.640040.6519418.5011382.78
2132023.09.13 02:40s/l530.100.640040.640040.65194-50.2211332.55
2142023.09.29 04:00sell540.100.645670.000000.00000
2152023.09.29 04:00modify540.100.645670.658670.63167
2162023.10.02 13:20sell550.100.638570.000000.00000
2172023.10.02 13:20modify550.100.638570.643570.63167
2182023.10.02 13:20modify540.100.645670.643570.63167
2192023.10.02 13:55sell560.100.637770.000000.00000
2202023.10.02 13:55modify560.100.637770.642170.63167
2212023.10.02 13:55modify550.100.638570.642170.63167
2222023.10.02 13:55modify540.100.645670.642170.63167
2232023.10.03 01:55sell570.100.634880.000000.00000
2242023.10.03 01:55modify570.100.634880.640770.63167
2252023.10.03 01:55modify560.100.637770.640770.63167
2262023.10.03 01:55modify550.100.638570.640770.63167
2272023.10.03 01:55modify540.100.645670.640770.63167
2282023.10.03 05:20t/p540.100.631670.640770.63167140.2211472.77
2292023.10.03 05:20t/p550.100.631670.640770.6316769.1111541.88
2302023.10.03 05:20t/p560.100.631670.640770.6316761.1111602.98
2312023.10.03 05:20t/p570.100.631670.640770.6316732.1011635.08
2322023.10.12 16:00buy580.100.633600.000000.00000
2332023.10.12 16:00modify580.100.633600.620600.64760
2342023.11.01 22:20buy590.100.640640.000000.00000
2352023.11.01 22:20modify590.100.640640.635700.64760
2362023.11.01 22:20modify580.100.633600.635700.64760
2372023.11.01 22:40buy600.100.641430.000000.00000
2382023.11.01 22:40modify600.100.641430.637100.64760
2392023.11.01 22:40modify590.100.640640.637100.64760
2402023.11.01 22:40modify580.100.633600.637100.64760
2412023.11.02 02:40buy610.100.644170.000000.00000
2422023.11.02 02:40modify610.100.644170.638500.64760
2432023.11.02 02:40modify600.100.641430.638500.64760
2442023.11.02 02:40modify590.100.640640.638500.64760
2452023.11.02 02:40modify580.100.633600.638500.64760
2462023.11.03 12:30t/p580.100.647600.638500.64760133.1411768.22
2472023.11.03 12:30t/p590.100.647600.638500.6476068.3511836.57
2482023.11.03 12:30t/p600.100.647600.638500.6476060.4511897.03
2492023.11.03 12:30t/p610.100.647600.638500.6476033.9911931.02
2502023.11.03 16:00sell620.100.650320.000000.00000
2512023.11.03 16:00modify620.100.650320.663320.63632
2522023.11.07 07:30sell630.100.642490.000000.00000
2532023.11.07 07:30modify630.100.642490.646820.63632
2542023.11.07 07:30modify620.100.650320.646820.63632
2552023.11.07 08:35sell640.100.643220.000000.00000
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2572023.11.07 08:40modify640.100.643220.646820.63632
2582023.11.08 20:05sell650.100.639760.000000.00000
2592023.11.08 20:05modify650.100.639760.645420.63632
2602023.11.08 20:05modify630.100.642490.645420.63632
2612023.11.08 20:05modify640.100.643220.645420.63632
2622023.11.08 20:05modify620.100.650320.645420.63632
2632023.11.09 23:30t/p620.100.636320.645420.63632140.6512071.66
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2672023.11.14 16:00sell660.100.647930.000000.00000
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2692023.11.27 11:05s/l660.100.660930.660930.63393-128.5912109.36
2702023.12.05 12:00buy670.100.656410.000000.00000
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2722023.12.13 20:30buy680.100.666990.000000.00000
2732023.12.13 20:30modify680.100.666990.661310.67041
2742023.12.13 20:30modify670.100.656410.661310.67041
2752023.12.14 01:40t/p670.100.670410.661310.67041136.5712245.93
2762023.12.14 01:40t/p680.100.670410.661310.6704133.2612279.19