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=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=140; 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=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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 profit1835.25Gross profit3248.51Gross loss-1413.26
Profit factor2.30Expected payoff27.39
Absolute drawdown103.86Maximal drawdown438.53 (3.89%)Relative drawdown3.89% (438.53)
Total trades67Short positions (won %)29 (82.76%)Long positions (won %)38 (50.00%)
Profit trades (% of total)43 (64.18%)Loss trades (% of total)24 (35.82%)
Largestprofit trade151.95loss trade-144.37
Averageprofit trade75.55loss trade-58.89
Maximumconsecutive wins (profit in money)11 (946.90)consecutive losses (loss in money)4 (-135.52)
Maximalconsecutive profit (count of wins)946.90 (11)consecutive loss (count of losses)-281.85 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.07 12:00buy10.100.666560.000000.00000
22023.03.07 12:00modify10.100.666560.652560.68156
32023.03.23 05:55buy20.100.674140.000000.00000
42023.03.23 05:55modify20.100.674140.667310.68156
52023.03.23 05:55buy30.100.674140.000000.00000
62023.03.23 05:55modify30.100.674140.671060.68156
72023.03.23 05:55modify10.100.666560.671060.68156
82023.03.23 05:55modify20.100.674140.671060.68156
92023.03.23 12:30s/l10.100.671060.671060.6815639.3910039.39
102023.03.23 12:30s/l20.100.671060.671060.68156-30.8010008.59
112023.03.23 12:30s/l30.100.671060.671060.68156-30.809977.79
122023.04.03 20:00sell40.100.678880.000000.00000
132023.04.03 20:00modify40.100.678880.692880.66388
142023.04.05 12:40sell50.100.671300.000000.00000
152023.04.05 12:40modify50.100.671300.678130.66388
162023.04.05 12:40sell60.100.671300.000000.00000
172023.04.05 12:40modify60.100.671300.674380.66388
182023.04.05 12:40modify40.100.678880.674380.66388
192023.04.05 12:46modify50.100.671300.674380.66388
202023.04.06 12:40sell70.100.666720.000000.00000
212023.04.06 12:40modify70.100.666720.673630.66388
222023.04.06 12:40modify60.100.671300.673630.66388
232023.04.06 12:40modify50.100.671300.673630.66388
242023.04.06 12:40modify40.100.678880.673630.66388
252023.04.10 12:30t/p40.100.663880.673630.66388150.7610128.54
262023.04.10 12:30t/p50.100.663880.673630.6638874.7410203.28
272023.04.10 12:30t/p60.100.663880.673630.6638874.7410278.03
282023.04.10 12:30t/p70.100.663880.673630.6638828.6210306.64
292023.04.10 16:00buy80.100.662720.000000.00000
302023.04.10 16:00modify80.100.662720.648720.67772
312023.04.12 13:35buy90.100.670250.000000.00000
322023.04.12 13:35modify90.100.670250.663470.67772
332023.04.12 13:35buy100.100.670250.000000.00000
342023.04.12 13:35modify100.100.670250.667220.67772
352023.04.12 13:35modify80.100.662720.667220.67772
362023.04.12 13:40modify90.100.670250.667220.67772
372023.04.13 12:20buy110.100.674880.000000.00000
382023.04.13 12:20modify110.100.674880.667970.67772
392023.04.13 12:20modify100.100.670250.667970.67772
402023.04.13 12:20modify90.100.670250.667970.67772
412023.04.13 12:20modify80.100.662720.667970.67772
422023.04.13 15:40t/p80.100.677720.667970.67772148.4410455.08
432023.04.13 15:40t/p90.100.677720.667970.6777273.7610528.85
442023.04.13 15:40t/p100.100.677720.667970.6777273.7610602.61
452023.04.13 15:40t/p110.100.677720.667970.6777228.4010631.01
462023.04.25 16:00buy120.100.662800.000000.00000
472023.04.25 16:00modify120.100.662800.648800.67780
482023.05.02 05:06buy130.100.670350.000000.00000
492023.05.02 05:06modify130.100.670350.663550.67780
502023.05.02 05:06buy140.100.670350.000000.00000
512023.05.02 05:06modify140.100.670350.667300.67780
522023.05.02 05:06modify120.100.662800.667300.67780
532023.05.02 05:13modify130.100.670350.667300.67780
542023.05.02 14:30s/l120.100.667300.667300.6778042.8210673.83
552023.05.02 14:30s/l130.100.667300.667300.67780-30.5010643.33
562023.05.02 14:30s/l140.100.667300.667300.67780-30.5010612.83
572023.05.08 04:00sell150.100.676880.000000.00000
582023.05.08 04:00modify150.100.676880.690880.66188
592023.05.11 15:30sell160.100.669330.000000.00000
602023.05.11 15:30modify160.100.669330.676130.66188
612023.05.11 15:30sell170.100.669330.000000.00000
622023.05.11 15:30modify170.100.669330.672380.66188
632023.05.11 15:30modify150.100.676880.672380.66188
642023.05.11 15:35modify160.100.669330.672380.66188
652023.05.12 14:40sell180.100.664770.000000.00000
662023.05.12 14:40modify180.100.664770.671630.66188
672023.05.12 14:40modify170.100.669330.671630.66188
682023.05.12 14:40modify160.100.669330.671630.66188
692023.05.12 14:40modify150.100.676880.671630.66188
702023.05.18 13:30t/p150.100.661880.671630.66188151.3010764.13
712023.05.18 13:30t/p160.100.661880.671630.6618875.2610839.38
722023.05.18 13:30t/p170.100.661880.671630.6618875.2610914.64
732023.05.18 13:30t/p180.100.661880.671630.6618829.5510944.19
742023.05.24 08:00buy190.100.657300.000000.00000
752023.05.24 08:00modify190.100.657300.643300.67230
762023.06.06 12:45buy200.100.665080.000000.00000
772023.06.06 12:45modify200.100.665080.658050.67230
782023.06.06 12:45buy210.100.665080.000000.00000
792023.06.06 12:45modify210.100.665080.661800.67230
802023.06.06 12:45modify190.100.657300.661800.67230
812023.06.06 12:50modify200.100.665080.661800.67230
822023.06.07 09:05buy220.100.669380.000000.00000
832023.06.07 09:05modify220.100.669380.662550.67230
842023.06.07 09:05modify210.100.665080.662550.67230
852023.06.07 09:05modify200.100.665080.662550.67230
862023.06.07 09:05modify190.100.657300.662550.67230
872023.06.09 07:40t/p190.100.672300.662550.67230144.3911088.58
882023.06.09 07:40t/p200.100.672300.662550.6723070.6411159.22
892023.06.09 07:40t/p210.100.672300.662550.6723070.6411229.86
902023.06.09 07:40t/p220.100.672300.662550.6723027.9511257.81
912023.06.12 08:00sell230.100.676150.000000.00000
922023.06.12 08:00modify230.100.676150.690150.66115
932023.06.16 06:40s/l230.100.690150.690150.66115-139.3511118.46
942023.06.20 12:00buy240.100.678720.000000.00000
952023.06.20 12:00modify240.100.678720.664720.69372
962023.06.28 01:30s/l240.100.664720.664720.69372-142.5010975.96
972023.06.28 12:00buy250.100.662600.000000.00000
982023.06.28 12:00modify250.100.662600.648600.67760
992023.07.04 14:40buy260.100.670200.000000.00000
1002023.07.04 14:40modify260.100.670200.663350.67760
1012023.07.04 14:40buy270.100.670200.000000.00000
1022023.07.04 14:40modify270.100.670200.667100.67760
1032023.07.04 14:40modify250.100.662600.667100.67760
1042023.07.04 14:45modify260.100.670200.667100.67760
1052023.07.05 08:30s/l250.100.667100.667100.6776042.8211018.78
1062023.07.05 08:30s/l260.100.667100.667100.67760-31.3110987.47
1072023.07.05 08:30s/l270.100.667100.667100.67760-31.3110956.16
1082023.07.12 16:00sell280.100.678130.000000.00000
1092023.07.12 16:00modify280.100.678130.692130.66313
1102023.07.27 18:50sell290.100.670460.000000.00000
1112023.07.27 18:50modify290.100.670460.677380.66313
1122023.07.27 18:50sell300.100.670460.000000.00000
1132023.07.27 18:50modify300.100.670460.673630.66313
1142023.07.27 18:50modify280.100.678130.673630.66313
1152023.07.27 18:55modify290.100.670460.673630.66313
1162023.07.28 03:50sell310.100.665830.000000.00000
1172023.07.28 03:50modify310.100.665830.672880.66313
1182023.07.28 03:50modify300.100.670460.672880.66313
1192023.07.28 03:50modify290.100.670460.672880.66313
1202023.07.28 03:50modify280.100.678130.672880.66313
1212023.07.28 07:40t/p280.100.663130.672880.66313151.9511108.10
1222023.07.28 07:40t/p290.100.663130.672880.6631373.4111181.51
1232023.07.28 07:40t/p300.100.663130.672880.6631373.4111254.92
1242023.07.28 07:40t/p310.100.663130.672880.6631327.0011281.92
1252023.07.28 08:00buy320.100.663050.000000.00000
1262023.07.28 08:00modify320.100.663050.649050.67805
1272023.08.01 01:45buy330.100.670710.000000.00000
1282023.08.01 01:45modify330.100.670710.663800.67805
1292023.08.01 01:45buy340.100.670710.000000.00000
1302023.08.01 01:45modify340.100.670710.667550.67805
1312023.08.01 01:45modify320.100.663050.667550.67805
1322023.08.01 01:50modify330.100.670710.667550.67805
1332023.08.01 04:30s/l320.100.667550.667550.6780544.3811326.30
1342023.08.01 04:30s/l330.100.667550.667550.67805-31.6011294.70
1352023.08.01 04:30s/l340.100.667550.667550.67805-31.6011263.10
1362023.08.02 08:00buy350.100.658360.000000.00000
1372023.08.02 08:00modify350.100.658360.644360.67336
1382023.08.16 00:33s/l350.100.644360.644360.67336-144.3711118.73
1392023.08.17 04:00buy360.100.638470.000000.00000
1402023.08.17 04:00modify360.100.638470.624470.65347
1412023.08.22 10:15buy370.100.646050.000000.00000
1422023.08.22 10:15modify370.100.646050.639220.65347
1432023.08.22 10:15buy380.100.646050.000000.00000
1442023.08.22 10:15modify380.100.646050.642970.65347
1452023.08.22 10:15modify360.100.638470.642970.65347
1462023.08.22 10:20modify370.100.646050.642970.65347
1472023.08.22 12:40s/l360.100.642970.642970.6534744.0611162.79
1482023.08.22 12:40s/l370.100.642970.642970.65347-30.8011131.99
1492023.08.22 12:40s/l380.100.642970.642970.65347-30.8011101.19
1502023.09.05 04:00buy390.100.642860.000000.00000
1512023.09.05 04:00modify390.100.642860.628860.65786
1522023.09.20 14:05buy400.100.650410.000000.00000
1532023.09.20 14:05modify400.100.650410.643610.65786
1542023.09.20 14:05buy410.100.650410.000000.00000
1552023.09.20 14:05modify410.100.650410.647360.65786
1562023.09.20 14:05modify390.100.642860.647360.65786
1572023.09.20 14:10modify400.100.650410.647360.65786
1582023.09.20 18:33s/l390.100.647360.647360.6578640.3211141.52
1592023.09.20 18:33s/l400.100.647360.647360.65786-30.5011111.02
1602023.09.20 18:33s/l410.100.647360.647360.65786-30.5011080.52
1612023.09.29 04:00sell420.100.645670.000000.00000
1622023.09.29 04:00modify420.100.645670.659670.63067
1632023.10.02 13:30sell430.100.638110.000000.00000
1642023.10.02 13:30modify430.100.638110.644920.63067
1652023.10.02 13:30sell440.100.638110.000000.00000
1662023.10.02 13:30modify440.100.638110.641170.63067
1672023.10.02 13:30modify420.100.645670.641170.63067
1682023.10.02 13:35modify430.100.638110.641170.63067
1692023.10.03 03:15sell450.100.633590.000000.00000
1702023.10.03 03:15modify450.100.633590.640420.63067
1712023.10.03 03:15modify440.100.638110.640420.63067
1722023.10.03 03:15modify430.100.638110.640420.63067
1732023.10.03 03:15modify420.100.645670.640420.63067
1742023.10.03 10:40t/p420.100.630670.640420.63067150.2211230.73
1752023.10.03 10:40t/p430.100.630670.640420.6306774.5111305.24
1762023.10.03 10:40t/p440.100.630670.640420.6306774.5111379.75
1772023.10.03 10:40t/p450.100.630670.640420.6306729.2011408.95
1782023.10.12 16:00buy460.100.633600.000000.00000
1792023.10.12 16:00modify460.100.633600.619600.64860
1802023.11.01 23:13buy470.100.641130.000000.00000
1812023.11.01 23:13modify470.100.641130.634350.64860
1822023.11.01 23:13buy480.100.641130.000000.00000
1832023.11.01 23:13modify480.100.641130.638100.64860
1842023.11.01 23:13modify460.100.633600.638100.64860
1852023.11.01 23:20modify470.100.641130.638100.64860
1862023.11.02 12:40buy490.100.645850.000000.00000
1872023.11.02 12:40modify490.100.645850.638850.64860
1882023.11.02 12:40modify480.100.641130.638850.64860
1892023.11.02 12:40modify470.100.641130.638850.64860
1902023.11.02 12:40modify460.100.633600.638850.64860
1912023.11.03 12:30t/p460.100.648600.638850.64860143.1411552.09
1922023.11.03 12:30t/p470.100.648600.638850.6486073.4511625.54
1932023.11.03 12:30t/p480.100.648600.638850.6486073.4511698.99
1942023.11.03 12:30t/p490.100.648600.638850.6486027.1911726.18
1952023.11.03 16:00sell500.100.650320.000000.00000
1962023.11.03 16:00modify500.100.650320.664320.63532
1972023.11.07 07:00sell510.100.642790.000000.00000
1982023.11.07 07:00modify510.100.642790.649570.63532
1992023.11.07 07:00sell520.100.642790.000000.00000
2002023.11.07 07:00modify520.100.642790.645820.63532
2012023.11.07 07:00modify500.100.650320.645820.63532
2022023.11.07 07:05modify510.100.642790.645820.63532
2032023.11.10 11:40t/p500.100.635320.645820.63532150.7611876.94
2042023.11.10 11:40t/p510.100.635320.645820.6353275.2411952.18
2052023.11.10 11:40t/p520.100.635320.645820.6353275.2412027.42
2062023.11.14 16:00sell530.100.647930.000000.00000
2072023.11.14 16:00modify530.100.647930.661930.63293
2082023.11.28 01:20s/l530.100.661930.661930.63293-138.4911888.93
2092023.11.28 04:00sell540.100.661870.000000.00000
2102023.11.28 04:00modify540.100.661870.675870.64687
2112023.12.05 16:40sell550.100.654360.000000.00000
2122023.12.05 16:40modify550.100.654360.661120.64687
2132023.12.05 16:40sell560.100.654360.000000.00000
2142023.12.05 16:40modify560.100.654360.657370.64687
2152023.12.05 16:40modify540.100.661870.657370.64687
2162023.12.05 16:45modify550.100.654360.657370.64687
2172023.12.06 00:33s/l540.100.657370.657370.6468745.8711934.80
2182023.12.06 00:33s/l550.100.657370.657370.64687-29.9911904.81
2192023.12.06 00:33s/l560.100.657370.657370.64687-29.9911874.82
2202023.12.13 20:00sell570.100.666470.000000.00000
2212023.12.13 20:00modify570.100.666470.680470.65147
2222023.12.21 21:30s/l570.100.680470.680470.65147-138.9211735.90
2232023.12.27 16:00sell580.100.684960.000000.00000
2242023.12.27 16:00modify580.100.684960.698960.66996
2252024.01.02 14:05sell590.100.677460.000000.00000
2262024.01.02 14:05modify590.100.677460.684210.66996
2272024.01.02 14:05sell600.100.677460.000000.00000
2282024.01.02 14:05modify600.100.677460.680460.66996
2292024.01.02 14:05modify580.100.684960.680460.66996
2302024.01.02 14:10modify590.100.677460.680460.66996
2312024.01.03 11:40sell610.100.672750.000000.00000
2322024.01.03 11:40modify610.100.672750.679710.66996
2332024.01.03 11:40modify600.100.677460.679710.66996
2342024.01.03 11:40modify590.100.677460.679710.66996
2352024.01.03 11:40modify580.100.684960.679710.66996
2362024.01.04 14:40t/p580.100.669960.679710.66996151.0811886.98
2372024.01.04 14:40t/p590.100.669960.679710.6699675.4311962.41
2382024.01.04 14:40t/p600.100.669960.679710.6699675.4312037.85
2392024.01.04 14:40t/p610.100.669960.679710.6699628.2212066.07
2402024.01.05 12:00buy620.100.668320.000000.00000
2412024.01.05 12:00modify620.100.668320.654320.68332
2422024.01.17 08:40s/l620.100.654320.654320.68332-143.1211922.95
2432024.02.13 16:00buy630.100.646270.000000.00000
2442024.02.13 16:00modify630.100.646270.632270.66127
2452024.02.16 17:30buy640.100.653900.000000.00000
2462024.02.16 17:30modify640.100.653900.647020.66127
2472024.02.16 17:30buy650.100.653900.000000.00000
2482024.02.16 17:30modify650.100.653900.650770.66127
2492024.02.16 17:30modify630.100.646270.650770.66127
2502024.02.16 17:35modify640.100.653900.650770.66127
2512024.02.22 07:20buy660.100.658330.000000.00000
2522024.02.22 07:20modify660.100.658330.651520.66127
2532024.02.22 07:20modify650.100.653900.651520.66127
2542024.02.22 07:20modify640.100.653900.651520.66127
2552024.02.22 07:20modify630.100.646270.651520.66127
2562024.02.28 05:30s/l630.100.651520.651520.6612747.8211970.77
2572024.02.28 05:30s/l640.100.651520.651520.66127-26.9211943.85
2582024.02.28 05:30s/l650.100.651520.651520.66127-26.9211916.93
2592024.02.28 05:30s/l660.100.651520.651520.66127-69.3511847.59
2602024.02.28 08:00buy670.100.651110.000000.00000
2612024.02.28 08:00modify670.100.651110.637110.66611
2622024.02.29 23:59close at stop670.100.649970.637110.66611-12.3411835.25