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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 profit2383.37Gross profit3045.84Gross loss-662.47
Profit factor4.60Expected payoff37.83
Absolute drawdown103.86Maximal drawdown296.88 (2.34%)Relative drawdown2.34% (296.88)
Total trades63Short positions (won %)30 (73.33%)Long positions (won %)33 (69.70%)
Profit trades (% of total)45 (71.43%)Loss trades (% of total)18 (28.57%)
Largestprofit trade141.95loss trade-118.92
Averageprofit trade67.69loss trade-36.80
Maximumconsecutive wins (profit in money)9 (632.51)consecutive losses (loss in money)4 (-86.13)
Maximalconsecutive profit (count of wins)632.51 (9)consecutive loss (count of losses)-118.92 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.07 12:00buy10.100.666560.000000.00000
22023.03.07 12:00modify10.100.666560.654560.68056
32023.03.22 18:30buy20.100.673850.000000.00000
42023.03.22 18:30modify20.100.673850.670760.68056
52023.03.22 18:30modify10.100.666560.670760.68056
62023.03.22 19:30s/l10.100.670760.670760.6805637.3210037.32
72023.03.22 19:30s/l20.100.670760.670760.68056-30.9010006.42
82023.03.24 12:00buy30.100.663880.000000.00000
92023.03.24 12:00modify30.100.663880.651880.67788
102023.03.28 15:30buy40.100.670910.000000.00000
112023.03.28 15:30modify40.100.670910.668080.67788
122023.03.28 15:30modify30.100.663880.668080.67788
132023.03.29 06:20s/l30.100.668080.668080.6778841.0610047.49
142023.03.29 06:20s/l40.100.668080.668080.67788-28.6110018.87
152023.04.10 16:00buy50.100.662720.000000.00000
162023.04.10 16:00modify50.100.662720.650720.67672
172023.04.12 13:55buy60.100.669990.000000.00000
182023.04.12 13:55modify60.100.669990.666920.67672
192023.04.12 13:55modify50.100.662720.666920.67672
202023.04.13 01:30buy70.100.671370.000000.00000
212023.04.13 01:30modify70.100.671370.666220.67672
222023.04.13 01:30modify60.100.669990.666220.67672
232023.04.13 01:30modify50.100.662720.666220.67672
242023.04.13 09:40buy80.100.673470.000000.00000
252023.04.13 09:40modify80.100.673470.669020.67672
262023.04.13 09:40modify70.100.671370.669020.67672
272023.04.13 09:40modify60.100.669990.669020.67672
282023.04.13 09:40modify50.100.662720.669020.67672
292023.04.13 13:40t/p50.100.676720.669020.67672138.4410157.31
302023.04.13 13:40t/p60.100.676720.669020.6767266.3610223.68
312023.04.13 13:40t/p70.100.676720.669020.6767253.5010277.18
322023.04.13 13:40t/p80.100.676720.669020.6767232.5010309.68
332023.04.20 16:00sell90.100.675230.000000.00000
342023.04.20 16:00modify90.100.675230.687230.66123
352023.04.21 14:50sell100.100.668100.000000.00000
362023.04.21 14:50modify100.100.668100.671030.66123
372023.04.21 14:50modify90.100.675230.671030.66123
382023.04.24 07:15sell110.100.666710.000000.00000
392023.04.24 07:15modify110.100.666710.671730.66123
402023.04.24 07:15modify100.100.668100.671730.66123
412023.04.24 07:15modify90.100.675230.671730.66123
422023.04.25 13:20sell120.100.664580.000000.00000
432023.04.25 13:20modify120.100.664580.668930.66123
442023.04.25 13:20modify110.100.666710.668930.66123
452023.04.25 13:20modify100.100.668100.668930.66123
462023.04.25 13:20modify90.100.675230.668930.66123
472023.04.26 03:40t/p90.100.661230.668930.66123140.4310450.11
482023.04.26 03:40t/p100.100.661230.668930.6612369.0210519.14
492023.04.26 03:40t/p110.100.661230.668930.6612355.0210574.15
502023.04.26 03:40t/p120.100.661230.668930.6612333.6110607.76
512023.05.02 08:00sell130.100.670100.000000.00000
522023.05.02 08:00modify130.100.670100.682100.65610
532023.05.17 07:40sell140.100.662860.000000.00000
542023.05.17 07:40modify140.100.662860.665900.65610
552023.05.17 07:40modify130.100.670100.665900.65610
562023.05.17 11:30s/l130.100.665900.665900.6561043.6210651.38
572023.05.17 11:30s/l140.100.665900.665900.65610-30.4010620.98
582023.05.24 08:00buy150.100.657300.000000.00000
592023.05.24 08:00modify150.100.657300.645300.67130
602023.06.06 04:20buy160.100.664460.000000.00000
612023.06.06 04:20modify160.100.664460.661500.67130
622023.06.06 04:20modify150.100.657300.661500.67130
632023.06.06 05:25buy170.100.667840.000000.00000
642023.06.06 05:25modify170.100.667840.663600.67130
652023.06.06 05:25modify160.100.664460.663600.67130
662023.06.06 05:25modify150.100.657300.663600.67130
672023.06.06 09:55buy180.100.665730.000000.00000
682023.06.06 09:55modify180.100.665730.660800.67130
692023.06.06 09:55modify180.100.665730.663600.67130
702023.06.07 14:15t/p150.100.671300.663600.67130135.6310756.62
712023.06.07 14:15t/p160.100.671300.663600.6713068.0910824.71
722023.06.07 14:15t/p170.100.671300.663600.6713034.2910858.99
732023.06.07 14:15t/p180.100.671300.663600.6713055.3910914.38
742023.06.14 16:00sell190.100.683030.000000.00000
752023.06.14 16:00modify190.100.683030.695030.66903
762023.06.20 14:30sell200.100.675890.000000.00000
772023.06.20 14:30modify200.100.675890.678830.66903
782023.06.20 14:30modify190.100.683030.678830.66903
792023.06.20 18:40s/l190.100.678830.678830.6690342.6510957.03
802023.06.20 18:40s/l200.100.678830.678830.66903-29.4010927.63
812023.07.12 16:00sell210.100.678130.000000.00000
822023.07.12 16:00modify210.100.678130.690130.66413
832023.07.27 22:45sell220.100.671130.000000.00000
842023.07.27 22:45modify220.100.671130.673930.66413
852023.07.27 22:45modify210.100.678130.673930.66413
862023.07.28 00:40sell230.100.669530.000000.00000
872023.07.28 00:40modify230.100.669530.674630.66413
882023.07.28 00:40modify220.100.671130.674630.66413
892023.07.28 00:40modify210.100.678130.674630.66413
902023.07.28 07:20t/p210.100.664130.674630.66413141.9511069.58
912023.07.28 07:20t/p220.100.664130.674630.6641370.1111139.69
922023.07.28 07:20t/p230.100.664130.674630.6641354.0011193.69
932023.08.02 16:00buy240.100.654370.000000.00000
942023.08.02 16:00modify240.100.654370.642370.66837
952023.08.10 12:50buy250.100.661430.000000.00000
962023.08.10 12:50modify250.100.661430.658570.66837
972023.08.10 12:50modify240.100.654370.658570.66837
982023.08.10 12:55s/l240.100.658570.658570.6683738.8811232.57
992023.08.10 12:55s/l250.100.658570.658570.66837-28.6011203.97
1002023.09.05 08:00buy260.100.637940.000000.00000
1012023.09.05 08:00modify260.100.637940.625940.65194
1022023.09.11 13:05buy270.100.645000.000000.00000
1032023.09.11 13:05modify270.100.645000.642140.65194
1042023.09.11 13:05modify260.100.637940.642140.65194
1052023.09.12 00:40s/l260.100.642140.642140.6519439.8211243.78
1062023.09.12 00:40s/l270.100.642140.642140.65194-28.9111214.87
1072023.09.20 16:00sell280.100.649760.000000.00000
1082023.09.20 16:00modify280.100.649760.661760.63576
1092023.09.21 02:30sell290.100.641130.000000.00000
1102023.09.21 02:30modify290.100.641130.646260.63576
1112023.09.21 02:30modify280.100.649760.646260.63576
1122023.09.21 12:25sell300.100.639110.000000.00000
1132023.09.21 12:25modify300.100.639110.643460.63576
1142023.09.21 12:25modify290.100.641130.643460.63576
1152023.09.21 12:25modify280.100.649760.643460.63576
1162023.09.21 17:35sell310.100.642650.000000.00000
1172023.09.21 17:35modify310.100.642650.645560.63576
1182023.09.21 17:40s/l280.100.643460.643460.6357663.3211278.20
1192023.09.21 17:40s/l290.100.643460.643460.63576-23.3011254.90
1202023.09.21 17:40s/l300.100.643460.643460.63576-43.5011211.40
1212023.09.21 17:40close310.100.643480.645560.63576-8.3011203.10
1222023.09.27 20:00buy320.100.635590.000000.00000
1232023.09.27 20:00modify320.100.635590.623590.64959
1242023.09.28 15:40buy330.100.642790.000000.00000
1252023.09.28 15:40modify330.100.642790.639790.64959
1262023.09.28 15:40modify320.100.635590.639790.64959
1272023.09.29 01:30buy340.100.644200.000000.00000
1282023.09.29 01:30modify340.100.644200.639090.64959
1292023.09.29 01:30modify330.100.642790.639090.64959
1302023.09.29 01:30modify320.100.635590.639090.64959
1312023.09.29 02:40buy350.100.646360.000000.00000
1322023.09.29 02:40modify350.100.646360.641890.64959
1332023.09.29 02:40modify340.100.644200.641890.64959
1342023.09.29 02:40modify330.100.642790.641890.64959
1352023.09.29 02:40modify320.100.635590.641890.64959
1362023.09.29 10:30t/p320.100.649590.641890.64959138.7511341.85
1372023.09.29 10:30t/p330.100.649590.641890.6495967.6911409.54
1382023.09.29 10:30t/p340.100.649590.641890.6495953.9011463.44
1392023.09.29 10:30t/p350.100.649590.641890.6495932.3011495.74
1402023.10.02 16:00buy360.100.637680.000000.00000
1412023.10.02 16:00modify360.100.637680.625680.65168
1422023.10.11 00:40buy370.100.644790.000000.00000
1432023.10.11 00:40modify370.100.644790.641880.65168
1442023.10.11 00:40modify360.100.637680.641880.65168
1452023.10.11 03:40s/l360.100.641880.641880.6516839.1911534.93
1462023.10.11 03:40s/l370.100.641880.641880.65168-29.1011505.83
1472023.10.12 16:00buy380.100.633600.000000.00000
1482023.10.12 16:00modify380.100.633600.621600.64760
1492023.11.01 22:20buy390.100.640640.000000.00000
1502023.11.01 22:20modify390.100.640640.637800.64760
1512023.11.01 22:20modify380.100.633600.637800.64760
1522023.11.01 23:40buy400.100.642040.000000.00000
1532023.11.01 23:40modify400.100.642040.637100.64760
1542023.11.01 23:40modify390.100.640640.637100.64760
1552023.11.01 23:40modify380.100.633600.637100.64760
1562023.11.02 02:40buy410.100.644170.000000.00000
1572023.11.02 02:40modify410.100.644170.639900.64760
1582023.11.02 02:40modify400.100.642040.639900.64760
1592023.11.02 02:40modify390.100.640640.639900.64760
1602023.11.02 02:40modify380.100.633600.639900.64760
1612023.11.03 12:30t/p380.100.647600.639900.64760133.1411638.97
1622023.11.03 12:30t/p390.100.647600.639900.6476068.3511707.32
1632023.11.03 12:30t/p400.100.647600.639900.6476054.3511761.67
1642023.11.03 12:30t/p410.100.647600.639900.6476033.9911795.66
1652023.11.03 16:00sell420.100.650320.000000.00000
1662023.11.03 16:00modify420.100.650320.662320.63632
1672023.11.07 08:35sell430.100.643220.000000.00000
1682023.11.07 08:35modify430.100.643220.646120.63632
1692023.11.07 08:35modify420.100.650320.646120.63632
1702023.11.07 10:05sell440.100.641830.000000.00000
1712023.11.07 10:05modify440.100.641830.646820.63632
1722023.11.07 10:05modify430.100.643220.646820.63632
1732023.11.07 10:05modify420.100.650320.646820.63632
1742023.11.08 20:05sell450.100.639760.000000.00000
1752023.11.08 20:05modify450.100.639760.644020.63632
1762023.11.08 20:05modify440.100.641830.644020.63632
1772023.11.08 20:05modify430.100.643220.644020.63632
1782023.11.08 20:05modify420.100.650320.644020.63632
1792023.11.09 23:30t/p420.100.636320.644020.63632140.6511936.31
1802023.11.09 23:30t/p430.100.636320.644020.6363269.4312005.74
1812023.11.09 23:30t/p440.100.636320.644020.6363255.5312061.28
1822023.11.09 23:30t/p450.100.636320.644020.6363234.7212096.00
1832023.11.14 16:00sell460.100.647930.000000.00000
1842023.11.14 16:00modify460.100.647930.659930.63393
1852023.11.27 08:40s/l460.100.659930.659930.63393-118.5911977.41
1862023.11.28 20:00sell470.100.665170.000000.00000
1872023.11.28 20:00modify470.100.665170.677170.65117
1882023.11.30 14:30sell480.100.658100.000000.00000
1892023.11.30 14:30modify480.100.658100.660970.65117
1902023.11.30 14:30modify470.100.665170.660970.65117
1912023.11.30 15:20s/l470.100.660970.660970.6511742.4312019.84
1922023.11.30 15:20s/l480.100.660970.660970.65117-28.7011991.14
1932023.12.01 20:00sell490.100.667020.000000.00000
1942023.12.01 20:00modify490.100.667020.679020.65302
1952023.12.05 03:30sell500.100.658440.000000.00000
1962023.12.05 03:30modify500.100.658440.663520.65302
1972023.12.05 03:30modify490.100.667020.663520.65302
1982023.12.05 11:30sell510.100.656450.000000.00000
1992023.12.05 11:30modify510.100.656450.660720.65302
2002023.12.05 11:30modify500.100.658440.660720.65302
2012023.12.05 11:30modify490.100.667020.660720.65302
2022023.12.07 03:40t/p490.100.653020.660720.65302140.6512131.79
2032023.12.07 03:40t/p500.100.653020.660720.6530254.6312186.42
2042023.12.07 03:40t/p510.100.653020.660720.6530234.7312221.15
2052023.12.13 20:00sell520.100.666470.000000.00000
2062023.12.13 20:00modify520.100.666470.678470.65247
2072023.12.21 13:40s/l520.100.678470.678470.65247-118.9212102.24
2082023.12.21 20:00sell530.100.679840.000000.00000
2092023.12.21 20:00modify530.100.679840.691840.66584
2102024.01.03 11:40sell540.100.672750.000000.00000
2112024.01.03 11:40modify540.100.672750.675640.66584
2122024.01.03 11:40modify530.100.679840.675640.66584
2132024.01.03 13:40sell550.100.671160.000000.00000
2142024.01.03 13:40modify550.100.671160.676340.66584
2152024.01.03 13:40modify540.100.672750.676340.66584
2162024.01.03 13:40modify530.100.679840.676340.66584
2172024.01.05 05:05sell560.100.669340.000000.00000
2182024.01.05 05:05modify560.100.669340.673540.66584
2192024.01.05 05:05modify550.100.671160.673540.66584
2202024.01.05 05:05modify540.100.672750.673540.66584
2212024.01.05 05:05modify530.100.679840.673540.66584
2222024.01.05 13:05t/p530.100.665840.673540.66584141.6212243.86
2232024.01.05 13:05t/p540.100.665840.673540.6658469.5312313.39
2242024.01.05 13:05t/p550.100.665840.673540.6658453.6312367.03
2252024.01.05 13:05t/p560.100.665840.673540.6658435.0012402.03
2262024.01.17 08:00buy570.100.655610.000000.00000
2272024.01.17 08:00modify570.100.655610.643610.66961
2282024.01.30 00:40buy580.100.662720.000000.00000
2292024.01.30 00:40modify580.100.662720.659810.66961
2302024.01.30 00:40modify570.100.655610.659810.66961
2312024.01.30 09:06s/l570.100.659810.659810.6696137.9512439.97
2322024.01.30 09:06s/l580.100.659810.659810.66961-29.1012410.87
2332024.02.13 16:00buy590.100.646270.000000.00000
2342024.02.13 16:00modify590.100.646270.634270.66027
2352024.02.16 16:30buy600.100.653490.000000.00000
2362024.02.16 16:30modify600.100.653490.650470.66027
2372024.02.16 16:30modify590.100.646270.650470.66027
2382024.02.16 19:15buy610.100.654720.000000.00000
2392024.02.16 19:15modify610.100.654720.649770.66027
2402024.02.16 19:15modify600.100.653490.649770.66027
2412024.02.16 19:15modify590.100.646270.649770.66027
2422024.02.20 12:33buy620.100.656890.000000.00000
2432024.02.20 12:33modify620.100.656890.652570.66027
2442024.02.20 12:33modify610.100.654720.652570.66027
2452024.02.20 12:33modify600.100.653490.652570.66027
2462024.02.20 12:33modify590.100.646270.652570.66027
2472024.02.27 02:40s/l590.100.652570.652570.6602758.6312469.50
2482024.02.27 02:40s/l600.100.652570.652570.66027-12.0112457.50
2492024.02.27 02:40s/l610.100.652570.652570.66027-24.3112433.19
2502024.02.27 02:40s/l620.100.652570.652570.66027-45.3812387.81
2512024.02.28 12:00buy630.100.650320.000000.00000
2522024.02.28 12:00modify630.100.650320.638320.66432
2532024.02.29 23:59close at stop630.100.649970.638320.66432-4.4412383.37