Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test2614Ticks modelled79376Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1006.74Gross profit1190.00Gross loss-183.26
Profit factor6.49Expected payoff37.29
Absolute drawdown44.43Maximal drawdown216.44 (2.00%)Relative drawdown2.00% (216.44)
Total trades27Short positions (won %)14 (78.57%)Long positions (won %)13 (84.62%)
Profit trades (% of total)22 (81.48%)Loss trades (% of total)5 (18.52%)
Largestprofit trade104.43loss trade-41.07
Averageprofit trade54.09loss trade-36.65
Maximumconsecutive wins (profit in money)11 (611.18)consecutive losses (loss in money)2 (-63.56)
Maximalconsecutive profit (count of wins)611.18 (11)consecutive loss (count of losses)-63.56 (2)
Averageconsecutive wins7consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.01 08:00sell10.1090.7770.0000.000
22023.05.01 08:00modify10.1090.77791.37789.277
32023.05.02 04:10s/l10.1091.37791.37789.277-41.079958.93
42023.05.02 12:00sell20.1092.0430.0000.000
52023.05.02 12:00modify20.1092.04392.64390.543
62023.05.02 17:35sell30.1091.1260.0000.000
72023.05.02 17:35modify30.1091.12691.66890.543
82023.05.02 17:35modify20.1092.04391.66890.543
92023.05.02 21:15sell40.1090.8320.0000.000
102023.05.02 21:15modify40.1090.83291.51890.543
112023.05.02 21:15modify30.1091.12691.51890.543
122023.05.02 21:15modify20.1092.04391.51890.543
132023.05.03 07:30t/p20.1090.54391.51890.54399.7610058.69
142023.05.03 07:30t/p30.1090.54391.51890.54338.2710096.96
152023.05.03 07:30t/p40.1090.54391.51890.54318.5510115.51
162023.07.07 12:00buy50.1095.0730.0000.000
172023.07.07 12:00modify50.1095.07394.47396.573
182023.07.10 09:40s/l50.1094.47394.47396.573-39.7910075.72
192023.07.11 16:00buy60.1093.6510.0000.000
202023.07.11 16:00modify60.1093.65193.05195.151
212023.07.13 03:59buy70.1094.4200.0000.000
222023.07.13 03:59modify70.1094.42093.72695.151
232023.07.13 03:59modify60.1093.65193.72695.151
242023.07.13 05:50buy80.1094.5630.0000.000
252023.07.13 05:50modify80.1094.56394.02695.151
262023.07.13 05:50modify70.1094.42094.02695.151
272023.07.13 05:50modify60.1093.65194.02695.151
282023.07.13 09:30buy90.1094.8800.0000.000
292023.07.13 09:30modify90.1094.88094.17695.151
302023.07.13 09:30modify80.1094.56394.17695.151
312023.07.13 09:30modify70.1094.42094.17695.151
322023.07.13 09:30modify60.1093.65194.17695.151
332023.07.13 12:40t/p60.1095.15194.17695.151102.5510178.27
342023.07.13 12:40t/p70.1095.15194.17695.15149.0610227.33
352023.07.13 12:40t/p80.1095.15194.17695.15139.4610266.79
362023.07.13 12:40t/p90.1095.15194.17695.15118.1910284.98
372023.08.03 12:00buy100.1093.3270.0000.000
382023.08.03 12:00modify100.1093.32792.72794.827
392023.08.09 07:59buy110.1094.0990.0000.000
402023.08.09 07:59modify110.1094.09993.40294.827
412023.08.09 07:59modify100.1093.32793.40294.827
422023.08.10 04:30buy120.1094.2370.0000.000
432023.08.10 04:30modify120.1094.23793.70294.827
442023.08.10 04:30modify110.1094.09993.70294.827
452023.08.10 04:30modify100.1093.32793.70294.827
462023.08.10 13:30t/p100.1094.82793.70294.827103.9710388.95
472023.08.10 13:30t/p110.1094.82793.70294.82750.2810439.23
482023.08.10 13:30t/p120.1094.82793.70294.82739.5910478.82
492023.09.29 08:00sell130.1096.3870.0000.000
502023.09.29 08:00modify130.1096.38796.98794.887
512023.10.02 13:30sell140.1095.6090.0000.000
522023.10.02 13:30modify140.1095.60996.31294.887
532023.10.02 13:30modify130.1096.38796.31294.887
542023.10.02 14:55sell150.1095.4670.0000.000
552023.10.02 14:55modify150.1095.46796.01294.887
562023.10.02 14:55modify140.1095.60996.01294.887
572023.10.02 14:55modify130.1096.38796.01294.887
582023.10.03 04:30t/p130.1094.88796.01294.88798.9310577.75
592023.10.03 04:30t/p140.1094.88796.01294.88747.5910625.34
602023.10.03 04:30t/p150.1094.88796.01294.88738.0710663.41
612023.11.06 08:00sell160.1097.4070.0000.000
622023.11.06 08:00modify160.1097.40798.00795.907
632023.11.07 05:05sell170.1096.6530.0000.000
642023.11.07 05:05modify170.1096.65397.33295.907
652023.11.07 05:05modify160.1097.40797.33295.907
662023.11.07 14:40sell180.1096.4880.0000.000
672023.11.07 14:40modify180.1096.48897.03295.907
682023.11.07 14:40modify170.1096.65397.03295.907
692023.11.07 14:40modify160.1097.40797.03295.907
702023.11.08 02:40s/l160.1097.03297.03295.90723.4910686.90
712023.11.08 02:40s/l170.1097.03297.03295.907-26.2510660.65
722023.11.08 02:40s/l180.1097.03297.03295.907-37.3110623.34
732023.12.27 12:00sell190.1097.5020.0000.000
742023.12.27 12:00modify190.1097.50298.10296.002
752023.12.28 04:50sell200.1096.5820.0000.000
762023.12.28 04:50modify200.1096.58297.12796.002
772023.12.28 04:50modify190.1097.50297.12796.002
782023.12.28 05:45sell210.1096.7470.0000.000
792023.12.28 05:45modify210.1096.74797.42796.002
802023.12.28 05:50modify210.1096.74797.12796.002
812023.12.28 08:33sell220.1096.3010.0000.000
822023.12.28 08:33modify220.1096.30196.97796.002
832023.12.28 08:33modify200.1096.58296.97796.002
842023.12.28 08:33modify210.1096.74796.97796.002
852023.12.28 08:33modify190.1097.50296.97796.002
862023.12.29 21:40t/p190.1096.00296.97796.00297.2710720.61
872023.12.29 21:40t/p200.1096.00296.97796.00238.0610758.67
882023.12.29 21:40t/p210.1096.00296.97796.00249.1310807.80
892023.12.29 21:40t/p220.1096.00296.97796.00219.2210827.02
902024.02.01 16:00buy230.1095.7790.0000.000
912024.02.01 16:00modify230.1095.77995.17997.279
922024.02.02 02:30buy240.1096.5530.0000.000
932024.02.02 02:30modify240.1096.55395.85497.279
942024.02.02 02:30modify230.1095.77995.85497.279
952024.02.02 07:30buy250.1096.6820.0000.000
962024.02.02 07:30modify250.1096.68296.15497.279
972024.02.02 07:30modify240.1096.55396.15497.279
982024.02.02 07:30modify230.1095.77996.15497.279
992024.02.08 06:30buy260.1097.0070.0000.000
1002024.02.08 06:30modify260.1097.00796.30497.279
1012024.02.08 06:30modify250.1096.68296.30497.279
1022024.02.08 06:30modify240.1096.55396.30497.279
1032024.02.08 06:30modify230.1095.77996.30497.279
1042024.02.09 08:40t/p230.1097.27996.30497.279104.4310931.46
1052024.02.09 08:40t/p240.1097.27996.30497.27952.0310983.49
1062024.02.09 08:40t/p250.1097.27996.30497.27943.3711026.86
1072024.02.09 08:40t/p260.1097.27996.30497.27918.7211045.58
1082024.02.28 16:00buy270.1097.9620.0000.000
1092024.02.28 16:00modify270.1097.96297.36299.462
1102024.02.29 09:40s/l270.1097.36297.36299.462-38.8411006.74