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=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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 modelled78886Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit2575.07Gross profit3774.80Gross loss-1199.72
Profit factor3.15Expected payoff33.01
Absolute drawdown9.00Maximal drawdown447.15 (3.66%)Relative drawdown3.66% (447.15)
Total trades78Short positions (won %)40 (75.00%)Long positions (won %)38 (63.16%)
Profit trades (% of total)54 (69.23%)Loss trades (% of total)24 (30.77%)
Largestprofit trade141.95loss trade-154.37
Averageprofit trade69.90loss trade-49.99
Maximumconsecutive wins (profit in money)12 (908.68)consecutive losses (loss in money)3 (-216.28)
Maximalconsecutive profit (count of wins)908.68 (12)consecutive loss (count of losses)-216.28 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 12:00buy10.100.670060.000000.00000
22023.01.03 12:00modify10.100.670060.655060.68406
32023.01.04 02:20buy20.100.677190.000000.00000
42023.01.04 02:20modify20.100.677190.671460.68406
52023.01.04 02:20buy30.100.677190.000000.00000
62023.01.04 02:20modify30.100.677190.674260.68406
72023.01.04 02:20modify10.100.670060.674260.68406
82023.01.04 02:25modify20.100.677190.674260.68406
92023.01.04 04:50buy40.100.681540.000000.00000
102023.01.04 04:50modify40.100.681540.674960.68406
112023.01.04 04:50modify30.100.677190.674960.68406
122023.01.04 04:50modify20.100.677190.674960.68406
132023.01.04 04:50modify10.100.670060.674960.68406
142023.01.04 07:40t/p10.100.684060.674960.68406139.6910139.69
152023.01.04 07:40t/p20.100.684060.674960.6840668.7010208.39
162023.01.04 07:40t/p30.100.684060.674960.6840668.7010277.09
172023.01.04 07:40t/p40.100.684060.674960.6840625.2010302.29
182023.01.12 20:00sell50.100.697110.000000.00000
192023.01.12 20:00modify50.100.697110.712110.68311
202023.01.19 01:55sell60.100.690070.000000.00000
212023.01.19 01:55modify60.100.690070.695710.68311
222023.01.19 01:55sell70.100.690070.000000.00000
232023.01.19 01:55modify70.100.690070.692910.68311
242023.01.19 01:55modify50.100.697110.692910.68311
252023.01.19 02:00modify60.100.690070.692910.68311
262023.01.20 02:30s/l50.100.692910.692910.6831142.8710345.15
272023.01.20 02:30s/l60.100.692910.692910.68311-28.2910316.86
282023.01.20 02:30s/l70.100.692910.692910.68311-28.2910288.57
292023.01.23 16:00sell80.100.703140.000000.00000
302023.01.23 16:00modify80.100.703140.718140.68914
312023.02.03 20:40sell90.100.691840.000000.00000
322023.02.03 20:40modify90.100.691840.698240.68914
332023.02.03 20:40modify80.100.703140.698240.68914
342023.02.06 13:40t/p80.100.689140.698240.68914141.5110430.08
352023.02.06 13:40t/p90.100.689140.698240.6891427.1110457.19
362023.02.14 20:00sell100.100.698870.000000.00000
372023.02.14 20:00modify100.100.698870.713870.68487
382023.02.15 06:55sell110.100.691570.000000.00000
392023.02.15 06:55modify110.100.691570.697470.68487
402023.02.15 06:55sell120.100.691570.000000.00000
412023.02.15 06:55modify120.100.691570.694670.68487
422023.02.15 06:55modify100.100.698870.694670.68487
432023.02.15 07:00modify110.100.691570.694670.68487
442023.02.15 13:50sell130.100.687610.000000.00000
452023.02.15 13:50modify130.100.687610.693970.68487
462023.02.15 13:50modify120.100.691570.693970.68487
472023.02.15 13:50modify110.100.691570.693970.68487
482023.02.15 13:50modify100.100.698870.693970.68487
492023.02.16 15:05t/p100.100.684870.693970.68487140.4310597.63
502023.02.16 15:05t/p110.100.684870.693970.6848767.3210664.95
512023.02.16 15:05t/p120.100.684870.693970.6848767.3210732.28
522023.02.16 15:05t/p130.100.684870.693970.6848727.7210760.00
532023.02.17 12:00buy140.100.681870.000000.00000
542023.02.17 12:00modify140.100.681870.666870.69587
552023.02.20 02:30buy150.100.689150.000000.00000
562023.02.20 02:30modify150.100.689150.683270.69587
572023.02.20 02:30buy160.100.689150.000000.00000
582023.02.20 02:30modify160.100.689150.686070.69587
592023.02.20 02:30modify140.100.681870.686070.69587
602023.02.20 02:35modify150.100.689150.686070.69587
612023.02.21 14:40s/l140.100.686070.686070.6958741.3810801.38
622023.02.21 14:40s/l150.100.686070.686070.69587-31.1110770.26
632023.02.21 14:40s/l160.100.686070.686070.69587-31.1110739.15
642023.02.22 20:00buy170.100.679750.000000.00000
652023.02.22 20:00modify170.100.679750.664750.69375
662023.03.07 14:40s/l170.100.664750.664750.69375-154.0510585.10
672023.03.23 08:00sell180.100.673600.000000.00000
682023.03.23 08:00modify180.100.673600.688600.65960
692023.03.24 03:15sell190.100.666540.000000.00000
702023.03.24 03:15modify190.100.666540.672200.65960
712023.03.24 03:15sell200.100.666540.000000.00000
722023.03.24 03:15modify200.100.666540.669400.65960
732023.03.24 03:15modify180.100.673600.669400.65960
742023.03.24 03:20modify190.100.666540.669400.65960
752023.03.24 06:40s/l180.100.669400.669400.6596042.1110627.21
762023.03.24 06:40s/l190.100.669400.669400.65960-28.6010598.61
772023.03.24 06:40s/l200.100.669400.669400.65960-28.6010570.01
782023.04.03 20:00sell210.100.678880.000000.00000
792023.04.03 20:00modify210.100.678880.693880.66488
802023.04.05 07:30sell220.100.671710.000000.00000
812023.04.05 07:30modify220.100.671710.677480.66488
822023.04.05 07:30sell230.100.671710.000000.00000
832023.04.05 07:30modify230.100.671710.674680.66488
842023.04.05 07:30modify210.100.678880.674680.66488
852023.04.05 07:35modify220.100.671710.674680.66488
862023.04.05 11:15sell240.100.667640.000000.00000
872023.04.05 11:15modify240.100.667640.673980.66488
882023.04.05 11:15modify230.100.671710.673980.66488
892023.04.05 11:15modify220.100.671710.673980.66488
902023.04.05 11:15modify210.100.678880.673980.66488
912023.04.07 12:40t/p210.100.664880.673980.66488140.6510710.65
922023.04.07 12:40t/p220.100.664880.673980.6648868.7310779.39
932023.04.07 12:40t/p230.100.664880.673980.6648868.7310848.12
942023.04.07 12:40t/p240.100.664880.673980.6648828.0310876.15
952023.04.10 16:00buy250.100.662720.000000.00000
962023.04.10 16:00modify250.100.662720.647720.67672
972023.04.12 13:55buy260.100.669990.000000.00000
982023.04.12 13:55modify260.100.669990.664120.67672
992023.04.12 13:55buy270.100.669990.000000.00000
1002023.04.12 13:55modify270.100.669990.666920.67672
1012023.04.12 13:55modify250.100.662720.666920.67672
1022023.04.12 13:55modify260.100.669990.666920.67672
1032023.04.13 11:30buy280.100.674160.000000.00000
1042023.04.13 11:30modify280.100.674160.667620.67672
1052023.04.13 11:30modify270.100.669990.667620.67672
1062023.04.13 11:30modify260.100.669990.667620.67672
1072023.04.13 11:30modify250.100.662720.667620.67672
1082023.04.13 13:40t/p250.100.676720.667620.67672138.4411014.59
1092023.04.13 13:40t/p260.100.676720.667620.6767266.3611080.96
1102023.04.13 13:40t/p270.100.676720.667620.6767266.3611147.32
1112023.04.13 13:40t/p280.100.676720.667620.6767225.6011172.92
1122023.04.25 16:00buy290.100.662800.000000.00000
1132023.04.25 16:00modify290.100.662800.647800.67680
1142023.05.02 04:40buy300.100.670060.000000.00000
1152023.05.02 04:40modify300.100.670060.664200.67680
1162023.05.02 04:40buy310.100.670060.000000.00000
1172023.05.02 04:40modify310.100.670060.667000.67680
1182023.05.02 04:40modify290.100.662800.667000.67680
1192023.05.02 04:45modify300.100.670060.667000.67680
1202023.05.02 14:40s/l290.100.667000.667000.6768039.8211212.74
1212023.05.02 14:40s/l300.100.667000.667000.67680-30.6011182.14
1222023.05.02 14:40s/l310.100.667000.667000.67680-30.6011151.54
1232023.05.08 04:00sell320.100.676880.000000.00000
1242023.05.08 04:00modify320.100.676880.691880.66288
1252023.05.11 15:20sell330.100.669710.000000.00000
1262023.05.11 15:20modify330.100.669710.675480.66288
1272023.05.11 15:20sell340.100.669710.000000.00000
1282023.05.11 15:20modify340.100.669710.672680.66288
1292023.05.11 15:20modify320.100.676880.672680.66288
1302023.05.11 15:25modify330.100.669710.672680.66288
1312023.05.12 15:10sell350.100.665580.000000.00000
1322023.05.12 15:10modify350.100.665580.671980.66288
1332023.05.12 15:10modify340.100.669710.671980.66288
1342023.05.12 15:10modify330.100.669710.671980.66288
1352023.05.12 15:10modify320.100.676880.671980.66288
1362023.05.18 12:40t/p320.100.662880.671980.66288141.3011292.84
1372023.05.18 12:40t/p330.100.662880.671980.6628869.0611361.89
1382023.05.18 12:40t/p340.100.662880.671980.6628869.0611430.95
1392023.05.18 12:40t/p350.100.662880.671980.6628827.6511458.60
1402023.05.24 08:00buy360.100.657300.000000.00000
1412023.05.24 08:00modify360.100.657300.642300.67130
1422023.06.06 04:20buy370.100.664460.000000.00000
1432023.06.06 04:20modify370.100.664460.658700.67130
1442023.06.06 04:20buy380.100.664460.000000.00000
1452023.06.06 04:20modify380.100.664460.661500.67130
1462023.06.06 04:20modify360.100.657300.661500.67130
1472023.06.06 04:25modify370.100.664460.661500.67130
1482023.06.06 06:40buy390.100.668650.000000.00000
1492023.06.06 06:40modify390.100.668650.662200.67130
1502023.06.06 06:40modify380.100.664460.662200.67130
1512023.06.06 06:40modify370.100.664460.662200.67130
1522023.06.06 06:40modify360.100.657300.662200.67130
1532023.06.07 14:15t/p360.100.671300.662200.67130135.6311594.23
1542023.06.07 14:15t/p370.100.671300.662200.6713068.0911662.32
1552023.06.07 14:15t/p380.100.671300.662200.6713068.0911730.41
1562023.06.07 14:15t/p390.100.671300.662200.6713026.1911756.60
1572023.06.12 08:00sell400.100.676150.000000.00000
1582023.06.12 08:00modify400.100.676150.691150.66215
1592023.06.23 04:40sell410.100.669110.000000.00000
1602023.06.23 04:40modify410.100.669110.674750.66215
1612023.06.23 04:40sell420.100.669110.000000.00000
1622023.06.23 04:40modify420.100.669110.671950.66215
1632023.06.23 04:40modify400.100.676150.671950.66215
1642023.06.23 04:45modify410.100.669110.671950.66215
1652023.06.27 03:30s/l400.100.671950.671950.6621543.6211800.22
1662023.06.27 03:30s/l410.100.671950.671950.66215-28.1811772.04
1672023.06.27 03:30s/l420.100.671950.671950.66215-28.1811743.85
1682023.06.28 12:00buy430.100.662600.000000.00000
1692023.06.28 12:00modify430.100.662600.647600.67660
1702023.07.04 12:40buy440.100.669770.000000.00000
1712023.07.04 12:40modify440.100.669770.664000.67660
1722023.07.04 12:40buy450.100.669770.000000.00000
1732023.07.04 12:40modify450.100.669770.666800.67660
1742023.07.04 12:40modify430.100.662600.666800.67660
1752023.07.04 12:45modify440.100.669770.666800.67660
1762023.07.05 08:40s/l430.100.666800.666800.6766039.8211783.67
1772023.07.05 08:40s/l440.100.666800.666800.67660-30.0111753.66
1782023.07.05 08:40s/l450.100.666800.666800.67660-30.0111723.65
1792023.07.12 16:00sell460.100.678130.000000.00000
1802023.07.12 16:00modify460.100.678130.693130.66413
1812023.07.27 22:45sell470.100.671130.000000.00000
1822023.07.27 22:45modify470.100.671130.676730.66413
1832023.07.27 22:45sell480.100.671130.000000.00000
1842023.07.27 22:45modify480.100.671130.673930.66413
1852023.07.27 22:45modify460.100.678130.673930.66413
1862023.07.27 22:50modify470.100.671130.673930.66413
1872023.07.28 03:30sell490.100.666820.000000.00000
1882023.07.28 03:30modify490.100.666820.673230.66413
1892023.07.28 03:30modify480.100.671130.673230.66413
1902023.07.28 03:30modify470.100.671130.673230.66413
1912023.07.28 03:30modify460.100.678130.673230.66413
1922023.07.28 07:20t/p460.100.664130.673230.66413141.9511865.60
1932023.07.28 07:20t/p470.100.664130.673230.6641370.1111935.70
1942023.07.28 07:20t/p480.100.664130.673230.6641370.1112005.81
1952023.07.28 07:20t/p490.100.664130.673230.6641326.9012032.71
1962023.07.28 08:00buy500.100.663050.000000.00000
1972023.07.28 08:00modify500.100.663050.648050.67705
1982023.07.31 06:40buy510.100.670300.000000.00000
1992023.07.31 06:40modify510.100.670300.664450.67705
2002023.07.31 06:40buy520.100.670300.000000.00000
2012023.07.31 06:40modify520.100.670300.667250.67705
2022023.07.31 06:40modify500.100.663050.667250.67705
2032023.07.31 06:45modify510.100.670300.667250.67705
2042023.08.01 04:40s/l500.100.667250.667250.6770541.3812074.09
2052023.08.01 04:40s/l510.100.667250.667250.67705-30.8112043.28
2062023.08.01 04:40s/l520.100.667250.667250.67705-30.8112012.46
2072023.08.02 08:00buy530.100.658360.000000.00000
2082023.08.02 08:00modify530.100.658360.643360.67236
2092023.08.16 01:40s/l530.100.643360.643360.67236-154.3711858.10
2102023.08.17 04:00buy540.100.638470.000000.00000
2112023.08.17 04:00modify540.100.638470.623470.65247
2122023.08.22 09:40buy550.100.645730.000000.00000
2132023.08.22 09:40modify550.100.645730.639870.65247
2142023.08.22 09:40buy560.100.645730.000000.00000
2152023.08.22 09:40modify560.100.645730.642670.65247
2162023.08.22 09:40modify540.100.638470.642670.65247
2172023.08.22 09:45modify550.100.645730.642670.65247
2182023.08.22 12:40s/l540.100.642670.642670.6524741.0611899.16
2192023.08.22 12:40s/l550.100.642670.642670.65247-30.6011868.56
2202023.08.22 12:40s/l560.100.642670.642670.65247-30.6011837.96
2212023.09.05 04:00buy570.100.642860.000000.00000
2222023.09.05 04:00modify570.100.642860.627860.65686
2232023.09.20 14:00buy580.100.650000.000000.00000
2242023.09.20 14:00modify580.100.650000.644260.65686
2252023.09.20 14:00buy590.100.650000.000000.00000
2262023.09.20 14:00modify590.100.650000.647060.65686
2272023.09.20 14:00modify570.100.642860.647060.65686
2282023.09.20 14:05modify580.100.650000.647060.65686
2292023.09.20 18:33s/l570.100.647060.647060.6568637.3211875.28
2302023.09.20 18:33s/l580.100.647060.647060.65686-29.4011845.88
2312023.09.20 18:33s/l590.100.647060.647060.65686-29.4011816.48
2322023.09.29 04:00sell600.100.645670.000000.00000
2332023.09.29 04:00modify600.100.645670.660670.63167
2342023.10.02 13:20sell610.100.638570.000000.00000
2352023.10.02 13:20modify610.100.638570.644270.63167
2362023.10.02 13:20sell620.100.638570.000000.00000
2372023.10.02 13:20modify620.100.638570.641470.63167
2382023.10.02 13:20modify600.100.645670.641470.63167
2392023.10.02 13:25modify610.100.638570.641470.63167
2402023.10.03 02:30sell630.100.634290.000000.00000
2412023.10.03 02:30modify630.100.634290.640770.63167
2422023.10.03 02:30modify620.100.638570.640770.63167
2432023.10.03 02:30modify610.100.638570.640770.63167
2442023.10.03 02:30modify600.100.645670.640770.63167
2452023.10.03 05:20t/p600.100.631670.640770.63167140.2211956.70
2462023.10.03 05:20t/p610.100.631670.640770.6316769.1112025.81
2472023.10.03 05:20t/p620.100.631670.640770.6316769.1112094.92
2482023.10.03 05:20t/p630.100.631670.640770.6316726.2012121.12
2492023.10.12 16:00buy640.100.633600.000000.00000
2502023.10.12 16:00modify640.100.633600.618600.64760
2512023.11.01 22:20buy650.100.640640.000000.00000
2522023.11.01 22:20modify650.100.640640.635000.64760
2532023.11.01 22:20buy660.100.640640.000000.00000
2542023.11.01 22:20modify660.100.640640.637800.64760
2552023.11.01 22:20modify640.100.633600.637800.64760
2562023.11.01 22:25modify650.100.640640.637800.64760
2572023.11.02 09:40buy670.100.644840.000000.00000
2582023.11.02 09:40modify670.100.644840.638500.64760
2592023.11.02 09:40modify660.100.640640.638500.64760
2602023.11.02 09:40modify650.100.640640.638500.64760
2612023.11.02 09:40modify640.100.633600.638500.64760
2622023.11.03 12:30t/p640.100.647600.638500.64760133.1412254.25
2632023.11.03 12:30t/p650.100.647600.638500.6476068.3512322.61
2642023.11.03 12:30t/p660.100.647600.638500.6476068.3512390.96
2652023.11.03 12:30t/p670.100.647600.638500.6476027.2912418.25
2662023.11.03 16:00sell680.100.650320.000000.00000
2672023.11.03 16:00modify680.100.650320.665320.63632
2682023.11.07 08:35sell690.100.643220.000000.00000
2692023.11.07 08:35modify690.100.643220.648920.63632
2702023.11.07 08:35sell700.100.643220.000000.00000
2712023.11.07 08:35modify700.100.643220.646120.63632
2722023.11.07 08:35modify680.100.650320.646120.63632
2732023.11.07 08:40modify690.100.643220.646120.63632
2742023.11.09 19:10sell710.100.639060.000000.00000
2752023.11.09 19:10modify710.100.639060.645420.63632
2762023.11.09 19:10modify700.100.643220.645420.63632
2772023.11.09 19:10modify690.100.643220.645420.63632
2782023.11.09 19:10modify680.100.650320.645420.63632
2792023.11.09 23:30t/p680.100.636320.645420.63632140.6512558.90
2802023.11.09 23:30t/p690.100.636320.645420.6363269.4312628.33
2812023.11.09 23:30t/p700.100.636320.645420.6363269.4312697.76
2822023.11.09 23:30t/p710.100.636320.645420.6363227.4012725.16
2832023.11.14 16:00sell720.100.647930.000000.00000
2842023.11.14 16:00modify720.100.647930.662930.63393
2852023.11.28 02:30s/l720.100.662930.662930.63393-148.4912576.68
2862023.11.28 04:00sell730.100.661870.000000.00000
2872023.11.28 04:00modify730.100.661870.676870.64787
2882023.12.05 14:40sell740.100.654720.000000.00000
2892023.12.05 14:40modify740.100.654720.660470.64787
2902023.12.05 14:40sell750.100.654720.000000.00000
2912023.12.05 14:40modify750.100.654720.657670.64787
2922023.12.05 14:40modify730.100.661870.657670.64787
2932023.12.05 14:45modify740.100.654720.657670.64787
2942023.12.05 15:40s/l730.100.657670.657670.6478742.7612619.43
2952023.12.05 15:40s/l740.100.657670.657670.64787-29.5012589.93
2962023.12.05 15:40s/l750.100.657670.657670.64787-29.5012560.43
2972023.12.05 20:00buy760.100.655360.000000.00000
2982023.12.05 20:00modify760.100.655360.640360.66936
2992023.12.13 19:50buy770.100.666600.000000.00000
3002023.12.13 19:50modify770.100.666600.660260.66936
3012023.12.13 19:50modify760.100.655360.660260.66936
3022023.12.14 00:40t/p760.100.669360.660260.66936136.5712697.00
3032023.12.14 00:40t/p770.100.669360.660260.6693626.6612723.67
3042023.12.15 04:00sell780.100.671670.000000.00000
3052023.12.15 04:00modify780.100.671670.686670.65767
3062023.12.28 01:30s/l780.100.686670.686670.65767-148.5912575.07