Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolAUDUSD (Australian dollar vs US dollar - 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=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=40; 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=50; 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=16; 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 test2615Ticks modelled79213Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit955.39Gross profit1846.86Gross loss-891.47
Profit factor2.07Expected payoff18.37
Absolute drawdown29.45Maximal drawdown329.72 (3.14%)Relative drawdown3.14% (329.72)
Total trades52Short positions (won %)31 (48.39%)Long positions (won %)21 (42.86%)
Profit trades (% of total)24 (46.15%)Loss trades (% of total)28 (53.85%)
Largestprofit trade150.65loss trade-45.30
Averageprofit trade76.95loss trade-31.84
Maximumconsecutive wins (profit in money)5 (409.74)consecutive losses (loss in money)6 (-203.91)
Maximalconsecutive profit (count of wins)409.74 (5)consecutive loss (count of losses)-203.91 (6)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.08 00:00buy10.100.659140.000000.00000
22023.03.08 00:00modify10.100.659140.655140.67414
32023.03.13 02:50buy20.100.666760.000000.00000
42023.03.13 02:50modify20.100.666760.659890.67414
52023.03.13 02:50buy30.100.666760.000000.00000
62023.03.13 02:50modify30.100.666760.664390.67414
72023.03.13 02:50modify10.100.659140.664390.67414
82023.03.13 02:55modify20.100.666760.664390.67414
92023.03.13 09:30s/l10.100.664390.664390.6741450.9410050.94
102023.03.13 09:30s/l20.100.664390.664390.67414-23.7010027.24
112023.03.13 09:30s/l30.100.664390.664390.67414-23.7010003.54
122023.04.04 00:00sell40.100.678590.000000.00000
132023.04.04 00:00modify40.100.678590.682590.66359
142023.04.05 07:40sell50.100.670800.000000.00000
152023.04.05 07:40modify50.100.670800.677840.66359
162023.04.05 07:40sell60.100.670800.000000.00000
172023.04.05 07:40modify60.100.670800.673340.66359
182023.04.05 07:40modify40.100.678590.673340.66359
192023.04.05 07:45modify50.100.670800.673340.66359
202023.04.05 08:40sell70.100.669380.000000.00000
212023.04.05 08:40modify70.100.669380.674840.66359
222023.04.05 08:45modify70.100.669380.673340.66359
232023.04.10 12:40t/p40.100.663590.673340.66359150.6510154.19
242023.04.10 12:40t/p50.100.663590.673340.6635972.6410226.83
252023.04.10 12:40t/p60.100.663590.673340.6635972.6410299.47
262023.04.10 12:40t/p70.100.663590.673340.6635958.4410357.91
272023.04.14 00:00sell80.100.678330.000000.00000
282023.04.14 00:00modify80.100.678330.682330.66333
292023.04.14 20:26sell90.100.670780.000000.00000
302023.04.14 20:26modify90.100.670780.677580.66333
312023.04.14 20:26sell100.100.670780.000000.00000
322023.04.14 20:26modify100.100.670780.673080.66333
332023.04.14 20:26modify80.100.678330.673080.66333
342023.04.14 20:33modify90.100.670780.673080.66333
352023.04.17 01:05sell110.100.669170.000000.00000
362023.04.17 01:05modify110.100.669170.674580.66333
372023.04.17 01:10modify110.100.669170.673080.66333
382023.04.18 05:30s/l80.100.673080.673080.6633352.7210410.63
392023.04.18 05:30s/l90.100.673080.673080.66333-22.7810387.85
402023.04.18 05:30s/l100.100.673080.673080.66333-22.7810365.06
412023.04.18 05:30s/l110.100.673080.673080.66333-38.9910326.07
422023.05.02 12:00sell120.100.670050.000000.00000
432023.05.02 12:00modify120.100.670050.674050.65505
442023.05.05 05:05s/l120.100.674050.674050.65505-39.4610286.61
452023.05.05 08:00sell130.100.673100.000000.00000
462023.05.05 08:00modify130.100.673100.677100.65810
472023.05.08 03:33s/l130.100.677100.677100.65810-39.8910246.72
482023.05.25 00:00buy140.100.654560.000000.00000
492023.05.25 00:00modify140.100.654560.650560.66956
502023.05.25 13:40s/l140.100.650560.650560.66956-40.0010206.72
512023.05.31 12:00buy150.100.647950.000000.00000
522023.05.31 12:00modify150.100.647950.643950.66295
532023.06.01 20:45buy160.100.657050.000000.00000
542023.06.01 20:45modify160.100.657050.651700.66295
552023.06.01 20:45modify150.100.647950.651700.66295
562023.06.02 08:40t/p150.100.662950.651700.66295148.7510355.47
572023.06.02 08:40t/p160.100.662950.651700.6629558.6910414.16
582023.06.06 12:00sell170.100.666170.000000.00000
592023.06.06 12:00modify170.100.666170.670170.65117
602023.06.07 10:20s/l170.100.670170.670170.65117-39.8910374.27
612023.06.09 00:00sell180.100.671200.000000.00000
622023.06.09 00:00modify180.100.671200.675200.65620
632023.06.09 14:40s/l180.100.675200.675200.65620-40.0010334.27
642023.07.26 00:00sell190.100.678700.000000.00000
652023.07.26 00:00modify190.100.678700.682700.66370
662023.07.27 22:45sell200.100.671130.000000.00000
672023.07.27 22:45modify200.100.671130.677950.66370
682023.07.27 22:45sell210.100.671130.000000.00000
692023.07.27 22:45modify210.100.671130.673450.66370
702023.07.27 22:45modify190.100.678700.673450.66370
712023.07.27 22:50modify200.100.671130.673450.66370
722023.07.28 00:40sell220.100.669530.000000.00000
732023.07.28 00:40modify220.100.669530.674950.66370
742023.07.28 00:45modify220.100.669530.673450.66370
752023.07.28 07:30t/p190.100.663700.673450.66370150.4310484.70
762023.07.28 07:30t/p200.100.663700.673450.6637074.4110559.11
772023.07.28 07:30t/p210.100.663700.673450.6637074.4110633.52
782023.07.28 07:30t/p220.100.663700.673450.6637058.3010691.82
792023.08.03 12:00buy230.100.653110.000000.00000
802023.08.03 12:00modify230.100.653110.649110.66811
812023.08.04 13:50buy240.100.660750.000000.00000
822023.08.04 13:50modify240.100.660750.653860.66811
832023.08.04 13:50buy250.100.660750.000000.00000
842023.08.04 13:50modify250.100.660750.658360.66811
852023.08.04 13:50modify230.100.653110.658360.66811
862023.08.04 13:55modify240.100.660750.658360.66811
872023.08.04 14:30s/l230.100.658360.658360.6681152.1910744.01
882023.08.04 14:30s/l240.100.658360.658360.66811-23.9010720.11
892023.08.04 14:30s/l250.100.658360.658360.66811-23.9010696.21
902023.08.24 04:00sell260.100.647980.000000.00000
912023.08.24 04:00modify260.100.647980.651980.63298
922023.08.25 05:00sell270.100.640370.000000.00000
932023.08.25 05:00modify270.100.640370.647230.63298
942023.08.25 05:00sell280.100.640370.000000.00000
952023.08.25 05:00modify280.100.640370.642730.63298
962023.08.25 05:00modify260.100.647980.642730.63298
972023.08.25 05:05modify270.100.640370.642730.63298
982023.08.25 07:40s/l260.100.642730.642730.6329852.6110748.81
992023.08.25 07:40s/l270.100.642730.642730.63298-23.6010725.21
1002023.08.25 07:40s/l280.100.642730.642730.63298-23.6010701.61
1012023.09.11 12:00sell290.100.643040.000000.00000
1022023.09.11 12:00modify290.100.643040.647040.62804
1032023.09.15 04:30s/l290.100.647040.647040.62804-39.3510662.26
1042023.10.13 00:00buy300.100.631870.000000.00000
1052023.10.13 00:00modify300.100.631870.627870.64687
1062023.10.18 06:40buy310.100.639590.000000.00000
1072023.10.18 06:40modify310.100.639590.632620.64687
1082023.10.18 06:40buy320.100.639590.000000.00000
1092023.10.18 06:40modify320.100.639590.637120.64687
1102023.10.18 06:40modify300.100.631870.637120.64687
1112023.10.18 06:45modify310.100.639590.637120.64687
1122023.10.18 10:30s/l300.100.637120.637120.6468751.5610713.83
1132023.10.18 10:30s/l310.100.637120.637120.64687-24.7010689.13
1142023.10.18 10:30s/l320.100.637120.637120.64687-24.7010664.43
1152023.10.24 12:00sell330.100.636350.000000.00000
1162023.10.24 12:00modify330.100.636350.640350.62135
1172023.10.25 22:50sell340.100.628650.000000.00000
1182023.10.25 22:50modify340.100.628650.635600.62135
1192023.10.25 22:50sell350.100.628650.000000.00000
1202023.10.25 22:50modify350.100.628650.631100.62135
1212023.10.25 22:50modify330.100.636350.631100.62135
1222023.10.25 22:55modify340.100.628650.631100.62135
1232023.10.26 03:05sell360.100.627270.000000.00000
1242023.10.26 03:05modify360.100.627270.632600.62135
1252023.10.26 03:10modify360.100.627270.631100.62135
1262023.10.26 07:40s/l330.100.631100.631100.6213552.9310717.36
1272023.10.26 07:40s/l340.100.631100.631100.62135-24.1810693.18
1282023.10.26 07:40s/l350.100.631100.631100.62135-24.1810669.01
1292023.10.26 07:40s/l360.100.631100.631100.62135-38.3010630.71
1302023.11.02 08:00sell370.100.642680.000000.00000
1312023.11.02 08:00modify370.100.642680.646680.62768
1322023.11.03 12:20s/l370.100.646680.646680.62768-39.8910590.82
1332023.11.06 04:00sell380.100.651160.000000.00000
1342023.11.06 04:00modify380.100.651160.655160.63616
1352023.11.07 04:40sell390.100.643390.000000.00000
1362023.11.07 04:40modify390.100.643390.650410.63616
1372023.11.07 04:40sell400.100.643390.000000.00000
1382023.11.07 04:40modify400.100.643390.645910.63616
1392023.11.07 04:40modify380.100.651160.645910.63616
1402023.11.07 04:45modify390.100.643390.645910.63616
1412023.11.07 07:40sell410.100.641970.000000.00000
1422023.11.07 07:40modify410.100.641970.647410.63616
1432023.11.07 07:45modify410.100.641970.645910.63616
1442023.11.09 23:40t/p380.100.636160.645910.63616150.5410741.36
1452023.11.09 23:40t/p390.100.636160.645910.6361672.7310814.09
1462023.11.09 23:40t/p400.100.636160.645910.6361672.7310886.82
1472023.11.09 23:40t/p410.100.636160.645910.6361658.5310945.36
1482023.11.15 00:00sell420.100.649780.000000.00000
1492023.11.15 00:00modify420.100.649780.653780.63478
1502023.11.15 13:05s/l420.100.653780.653780.63478-40.0010905.36
1512023.12.06 00:00buy430.100.655740.000000.00000
1522023.12.06 00:00modify430.100.655740.651740.67074
1532023.12.13 19:30buy440.100.664740.000000.00000
1542023.12.13 19:30modify440.100.664740.659490.67074
1552023.12.13 19:30modify430.100.655740.659490.67074
1562023.12.14 01:40t/p430.100.670740.659490.67074146.8811052.24
1572023.12.14 01:40t/p440.100.670740.659490.6707459.0611111.30
1582023.12.14 08:00sell450.100.670930.000000.00000
1592023.12.14 08:00modify450.100.670930.674930.65593
1602023.12.19 14:20s/l450.100.674930.674930.65593-39.6811071.63
1612024.01.16 08:00buy460.100.661990.000000.00000
1622024.01.16 08:00modify460.100.661990.657990.67699
1632024.01.16 18:40s/l460.100.657990.657990.67699-40.0011031.63
1642024.01.17 00:00buy470.100.659140.000000.00000
1652024.01.17 00:00modify470.100.659140.655140.67414
1662024.01.17 06:40s/l470.100.655140.655140.67414-40.0010991.63
1672024.01.17 12:00buy480.100.655930.000000.00000
1682024.01.17 12:00modify480.100.655930.651930.67093
1692024.02.01 08:40s/l480.100.651930.651930.67093-45.3010946.32
1702024.02.14 00:00buy490.100.645550.000000.00000
1712024.02.14 00:00modify490.100.645550.641550.66055
1722024.02.15 13:40buy500.100.653050.000000.00000
1732024.02.15 13:40modify500.100.653050.646300.66055
1742024.02.15 13:40buy510.100.653050.000000.00000
1752024.02.15 13:40modify510.100.653050.650800.66055
1762024.02.15 13:40modify490.100.645550.650800.66055
1772024.02.15 13:45modify500.100.653050.650800.66055
1782024.02.15 16:40s/l490.100.650800.650800.6605551.5610997.89
1792024.02.15 16:40s/l500.100.650800.650800.66055-22.5010975.39
1802024.02.15 16:40s/l510.100.650800.650800.66055-22.5010952.89
1812024.02.29 00:00buy520.100.649720.000000.00000
1822024.02.29 00:00modify520.100.649720.645720.66472
1832024.02.29 23:59close at stop520.100.649970.645720.664722.5010955.39