Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolEURAUD (Euro vs Australian 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=7; 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 modelled79886Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread40
Total net profit1215.70Gross profit1473.72Gross loss-258.02
Profit factor5.71Expected payoff32.86
Absolute drawdown112.03Maximal drawdown147.45 (1.41%)Relative drawdown1.41% (147.45)
Total trades37Short positions (won %)10 (30.00%)Long positions (won %)27 (88.89%)
Profit trades (% of total)27 (72.97%)Loss trades (% of total)10 (27.03%)
Largestprofit trade98.30loss trade-65.91
Averageprofit trade54.58loss trade-25.80
Maximumconsecutive wins (profit in money)11 (679.39)consecutive losses (loss in money)2 (-30.22)
Maximalconsecutive profit (count of wins)679.39 (11)consecutive loss (count of losses)-65.91 (1)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.07 04:00sell10.101.591940.000000.00000
22023.03.07 04:00modify10.101.591941.601941.57694
32023.03.07 15:20s/l10.101.601941.601941.57694-65.679934.33
42023.03.21 12:00sell20.101.612790.000000.00000
52023.03.21 12:00modify20.101.612791.622791.59779
62023.03.22 06:40sell30.101.606740.000000.00000
72023.03.22 06:40modify30.101.606741.612041.59779
82023.03.22 06:40sell40.101.606740.000000.00000
92023.03.22 06:40modify40.101.606741.609041.59779
102023.03.22 06:40modify20.101.612791.609041.59779
112023.03.22 06:45modify30.101.606741.609041.59779
122023.03.22 08:06s/l20.101.609041.609041.5977924.499958.82
132023.03.22 08:06s/l30.101.609041.609041.59779-15.119943.71
142023.03.22 08:06s/l40.101.609041.609041.59779-15.119928.60
152023.04.26 12:00sell50.101.672930.000000.00000
162023.04.26 12:00modify50.101.672931.682931.65793
172023.04.27 05:40sell60.101.666710.000000.00000
182023.04.27 05:40modify60.101.666711.672181.65793
192023.04.27 05:40sell70.101.666710.000000.00000
202023.04.27 05:40modify70.101.666711.669181.65793
212023.04.27 05:40modify50.101.672931.669181.65793
222023.04.27 05:45modify60.101.666711.669181.65793
232023.04.27 06:15s/l50.101.669181.669181.6579324.229952.82
242023.04.27 06:15s/l60.101.669181.669181.65793-16.239936.59
252023.04.27 06:15s/l70.101.669181.669181.65793-16.239920.36
262023.05.02 08:00buy80.101.639570.000000.00000
272023.05.02 08:00modify80.101.639571.629571.65457
282023.05.02 14:30buy90.101.645750.000000.00000
292023.05.02 14:30modify90.101.645751.640321.65457
302023.05.02 14:30buy100.101.645750.000000.00000
312023.05.02 14:30modify100.101.645751.643321.65457
322023.05.02 14:30modify80.101.639571.643321.65457
332023.05.02 14:35modify90.101.645751.643321.65457
342023.05.02 18:33buy110.101.651720.000000.00000
352023.05.02 18:33modify110.101.651721.647821.65457
362023.05.02 18:33modify100.101.645751.647821.65457
372023.05.02 18:33modify90.101.645751.647821.65457
382023.05.02 18:33modify80.101.639571.647821.65457
392023.05.03 06:40t/p80.101.654571.647821.6545798.1110018.47
402023.05.03 06:40t/p90.101.654571.647821.6545757.6110076.07
412023.05.03 06:40t/p100.101.654571.647821.6545757.6110133.68
422023.05.03 06:40t/p110.101.654571.647821.6545718.4910152.17
432023.06.02 16:00buy120.101.621360.000000.00000
442023.06.02 16:00modify120.101.621361.611361.63636
452023.06.06 04:30s/l120.101.611361.611361.63636-65.9110086.26
462023.07.13 16:00buy130.101.629180.000000.00000
472023.07.13 16:00modify130.101.629181.619181.64418
482023.07.14 11:50buy140.101.635240.000000.00000
492023.07.14 11:50modify140.101.635241.629931.64418
502023.07.14 11:50buy150.101.635240.000000.00000
512023.07.14 11:50modify150.101.635241.632931.64418
522023.07.14 11:50modify130.101.629181.632931.64418
532023.07.14 11:55modify140.101.635241.632931.64418
542023.07.14 16:45buy160.101.641240.000000.00000
552023.07.14 16:45modify160.101.641241.637431.64418
562023.07.14 16:45modify150.101.635241.637431.64418
572023.07.14 16:45modify140.101.635241.637431.64418
582023.07.14 16:45modify130.101.629181.637431.64418
592023.07.17 01:30t/p130.101.644181.637431.6441897.9210184.17
602023.07.17 01:30t/p140.101.644181.637431.6441858.4010242.57
612023.07.17 01:30t/p150.101.644181.637431.6441858.4010300.97
622023.07.17 01:30t/p160.101.644181.637431.6441819.0810320.05
632023.07.25 16:00buy170.101.627990.000000.00000
642023.07.25 16:00modify170.101.627991.617991.64299
652023.07.26 01:20buy180.101.634210.000000.00000
662023.07.26 01:20modify180.101.634211.628741.64299
672023.07.26 01:20buy190.101.634210.000000.00000
682023.07.26 01:20modify190.101.634211.631741.64299
692023.07.26 01:20modify170.101.627991.631741.64299
702023.07.26 01:25modify180.101.634211.631741.64299
712023.07.26 10:40buy200.101.640240.000000.00000
722023.07.26 10:40modify200.101.640241.636241.64299
732023.07.26 10:40modify190.101.634211.636241.64299
742023.07.26 10:40modify180.101.634211.636241.64299
752023.07.26 10:40modify170.101.627991.636241.64299
762023.07.26 12:40t/p170.101.642991.636241.6429998.1110418.15
772023.07.26 12:40t/p180.101.642991.636241.6429957.5410475.69
782023.07.26 12:40t/p190.101.642991.636241.6429957.5410533.23
792023.07.26 12:40t/p200.101.642991.636241.6429918.0210551.25
802023.09.05 08:00sell210.101.686680.000000.00000
812023.09.05 08:00modify210.101.686681.696681.67168
822023.09.05 15:35sell220.101.680510.000000.00000
832023.09.05 15:35modify220.101.680511.685931.67168
842023.09.05 15:35sell230.101.680510.000000.00000
852023.09.05 15:35modify230.101.680511.682931.67168
862023.09.05 15:35modify210.101.686681.682931.67168
872023.09.05 15:40modify220.101.680511.682931.67168
882023.09.05 23:40s/l210.101.682931.682931.6716824.6310575.88
892023.09.05 23:40s/l220.101.682931.682931.67168-15.8910559.99
902023.09.05 23:40s/l230.101.682931.682931.67168-15.8910544.10
912023.09.14 16:00buy240.101.655040.000000.00000
922023.09.14 16:00modify240.101.655041.645041.67004
932023.09.18 14:50buy250.101.661230.000000.00000
942023.09.18 14:50modify250.101.661231.655791.67004
952023.09.18 14:50buy260.101.661230.000000.00000
962023.09.18 14:50modify260.101.661231.658791.67004
972023.09.18 14:50modify240.101.655041.658791.67004
982023.09.18 14:55modify250.101.661231.658791.67004
992023.09.18 21:05s/l240.101.658791.658791.6700424.1910568.29
1002023.09.18 21:05s/l250.101.658791.658791.67004-15.9910552.30
1012023.09.18 21:05s/l260.101.658791.658791.67004-15.9910536.31
1022023.10.25 04:00buy270.101.661760.000000.00000
1032023.10.25 04:00modify270.101.661761.651761.67676
1042023.10.25 12:30buy280.101.667960.000000.00000
1052023.10.25 12:30modify280.101.667961.662511.67676
1062023.10.25 12:30buy290.101.667960.000000.00000
1072023.10.25 12:30modify290.101.667961.665511.67676
1082023.10.25 12:30modify270.101.661761.665511.67676
1092023.10.25 12:35modify280.101.667961.665511.67676
1102023.10.25 14:40buy300.101.673890.000000.00000
1112023.10.25 14:40modify300.101.673891.670011.67676
1122023.10.25 14:40modify290.101.667961.670011.67676
1132023.10.25 14:40modify280.101.667961.670011.67676
1142023.10.25 14:40modify270.101.661761.670011.67676
1152023.10.25 22:20t/p270.101.676761.670011.6767698.3010634.61
1162023.10.25 22:20t/p280.101.676761.670011.6767657.6710692.28
1172023.10.25 22:20t/p290.101.676761.670011.6767657.6710749.95
1182023.10.25 22:20t/p300.101.676761.670011.6767618.8110768.76
1192023.12.01 16:00buy310.101.632600.000000.00000
1202023.12.01 16:00modify310.101.632601.622601.64760
1212023.12.05 00:30buy320.101.638800.000000.00000
1222023.12.05 00:30modify320.101.638801.633351.64760
1232023.12.05 00:30buy330.101.638800.000000.00000
1242023.12.05 00:30modify330.101.638801.636351.64760
1252023.12.05 00:30modify310.101.632601.636351.64760
1262023.12.05 00:35modify320.101.638801.636351.64760
1272023.12.05 03:20buy340.101.644700.000000.00000
1282023.12.05 03:20modify340.101.644701.640851.64760
1292023.12.05 03:20modify330.101.638801.640851.64760
1302023.12.05 03:20modify320.101.638801.640851.64760
1312023.12.05 03:20modify310.101.632601.640851.64760
1322023.12.05 03:40t/p310.101.647601.640851.6476097.9210866.68
1332023.12.05 03:40t/p320.101.647601.640851.6476057.6710924.35
1342023.12.05 03:40t/p330.101.647601.640851.6476057.6710982.02
1352023.12.05 03:40t/p340.101.647601.640851.6476019.0011001.02
1362023.12.14 04:00buy350.101.624470.000000.00000
1372023.12.14 04:00modify350.101.624471.614471.63947
1382023.12.14 13:20buy360.101.630590.000000.00000
1392023.12.14 13:20modify360.101.630591.625221.63947
1402023.12.14 13:20buy370.101.630590.000000.00000
1412023.12.14 13:20modify370.101.630591.628221.63947
1422023.12.14 13:20modify350.101.624471.628221.63947
1432023.12.14 13:25modify360.101.630591.628221.63947
1442023.12.14 15:30t/p350.101.639471.628221.6394798.3011099.32
1452023.12.14 15:30t/p360.101.639471.628221.6394758.1911157.51
1462023.12.14 15:30t/p370.101.639471.628221.6394758.1911215.70