Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=90; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 modelled79164Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1305.92Gross profit1574.20Gross loss-268.28
Profit factor5.87Expected payoff35.30
Absolute drawdown116.06Maximal drawdown177.68 (1.77%)Relative drawdown1.77% (177.68)
Total trades37Short positions (won %)25 (92.00%)Long positions (won %)12 (66.67%)
Profit trades (% of total)31 (83.78%)Loss trades (% of total)6 (16.22%)
Largestprofit trade91.73loss trade-90.31
Averageprofit trade50.78loss trade-44.71
Maximumconsecutive wins (profit in money)15 (804.69)consecutive losses (loss in money)3 (-56.90)
Maximalconsecutive profit (count of wins)804.69 (15)consecutive loss (count of losses)-90.31 (1)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 12:00sell10.100.670050.000000.00000
22023.05.02 12:00modify10.100.670050.679050.66105
32023.05.02 16:05sell20.100.666450.000000.00000
42023.05.02 16:05modify20.100.666450.669600.66105
52023.05.02 16:05modify10.100.670050.669600.66105
62023.05.03 18:40s/l10.100.669600.669600.661054.6110004.61
72023.05.03 18:40s/l20.100.669600.669600.66105-31.399973.22
82023.05.05 08:00sell30.100.673100.000000.00000
92023.05.05 08:00modify30.100.673100.682100.66410
102023.05.11 15:30sell40.100.669330.000000.00000
112023.05.11 15:30modify40.100.669330.672650.66410
122023.05.11 15:30modify30.100.673100.672650.66410
132023.05.12 12:20sell50.100.667610.000000.00000
142023.05.12 12:20modify50.100.667610.670850.66410
152023.05.12 12:20modify40.100.669330.670850.66410
162023.05.12 12:20modify30.100.673100.670850.66410
172023.05.12 14:20sell60.100.667160.000000.00000
182023.05.12 14:20modify60.100.667160.669950.66410
192023.05.12 14:20modify50.100.667610.669950.66410
202023.05.12 14:20modify40.100.669330.669950.66410
212023.05.12 14:20modify30.100.673100.669950.66410
222023.05.12 18:40t/p30.100.664100.669950.6641090.7610063.97
232023.05.12 18:40t/p40.100.664100.669950.6641052.4110116.38
242023.05.12 18:40t/p50.100.664100.669950.6641035.1010151.48
252023.05.12 18:40t/p60.100.664100.669950.6641030.6010182.08
262023.05.31 12:00buy70.100.647950.000000.00000
272023.05.31 12:00modify70.100.647950.638950.65695
282023.06.01 02:40buy80.100.651780.000000.00000
292023.06.01 02:40modify80.100.651780.648400.65695
302023.06.01 02:40modify70.100.647950.648400.65695
312023.06.01 13:30buy90.100.653570.000000.00000
322023.06.01 13:30modify90.100.653570.650200.65695
332023.06.01 13:30modify80.100.651780.650200.65695
342023.06.01 13:30modify70.100.647950.650200.65695
352023.06.01 13:40buy100.100.654030.000000.00000
362023.06.01 13:40modify100.100.654030.651100.65695
372023.06.01 13:40modify90.100.653570.651100.65695
382023.06.01 13:40modify80.100.651780.651100.65695
392023.06.01 13:40modify70.100.647950.651100.65695
402023.06.01 15:30t/p70.100.656950.651100.6569589.0610271.15
412023.06.01 15:30t/p80.100.656950.651100.6569551.7010322.85
422023.06.01 15:30t/p90.100.656950.651100.6569533.8010356.65
432023.06.01 15:30t/p100.100.656950.651100.6569529.2010385.85
442023.06.02 08:00sell110.100.660990.000000.00000
452023.06.02 08:00modify110.100.660990.669990.65199
462023.06.07 10:20s/l110.100.669990.669990.65199-89.6810296.17
472023.08.03 12:00buy120.100.653110.000000.00000
482023.08.03 12:00modify120.100.653110.644110.66211
492023.08.04 00:30buy130.100.656930.000000.00000
502023.08.04 00:30modify130.100.656930.653560.66211
512023.08.04 00:30modify120.100.653110.653560.66211
522023.08.04 01:40buy140.100.659010.000000.00000
532023.08.04 01:40modify140.100.659010.656260.66211
542023.08.04 01:40modify130.100.656930.656260.66211
552023.08.04 01:40modify120.100.653110.656260.66211
562023.08.04 01:55buy150.100.658530.000000.00000
572023.08.04 01:55modify150.100.658530.655360.66211
582023.08.04 02:00modify150.100.658530.656260.66211
592023.08.04 02:40s/l120.100.656260.656260.6621131.1910327.36
602023.08.04 02:40s/l130.100.656260.656260.66211-6.7010320.66
612023.08.04 02:40s/l140.100.656260.656260.66211-27.5010293.16
622023.08.04 02:40s/l150.100.656260.656260.66211-22.7010270.46
632023.08.24 04:00sell160.100.647980.000000.00000
642023.08.24 04:00modify160.100.647980.656980.63898
652023.08.24 11:30sell170.100.644350.000000.00000
662023.08.24 11:30modify170.100.644350.647530.63898
672023.08.24 11:30modify160.100.647980.647530.63898
682023.08.24 13:06sell180.100.642340.000000.00000
692023.08.24 13:06modify180.100.642340.645730.63898
702023.08.24 13:06modify170.100.644350.645730.63898
712023.08.24 13:06modify160.100.647980.645730.63898
722023.08.24 17:40sell190.100.642020.000000.00000
732023.08.24 17:40modify190.100.642020.644830.63898
742023.08.24 17:40modify180.100.642340.644830.63898
752023.08.24 17:40modify170.100.644350.644830.63898
762023.08.24 17:40modify160.100.647980.644830.63898
772023.08.25 14:40t/p160.100.638980.644830.6389890.1110360.57
782023.08.25 14:40t/p170.100.638980.644830.6389853.8110414.38
792023.08.25 14:40t/p180.100.638980.644830.6389833.7110448.08
802023.08.25 14:40t/p190.100.638980.644830.6389830.5110478.59
812023.09.11 12:00sell200.100.643040.000000.00000
822023.09.11 12:00modify200.100.643040.652040.63404
832023.09.26 07:25sell210.100.639340.000000.00000
842023.09.26 07:25modify210.100.639340.642590.63404
852023.09.26 07:25modify200.100.643040.642590.63404
862023.09.27 04:15sell220.100.637610.000000.00000
872023.09.27 04:15modify220.100.637610.640790.63404
882023.09.27 04:15modify210.100.639340.640790.63404
892023.09.27 04:15modify200.100.643040.640790.63404
902023.09.27 06:05sell230.100.637150.000000.00000
912023.09.27 06:05modify230.100.637150.639890.63404
922023.09.27 06:05modify220.100.637610.639890.63404
932023.09.27 06:05modify210.100.639340.639890.63404
942023.09.27 06:05modify200.100.643040.639890.63404
952023.09.27 17:40t/p200.100.634040.639890.6340491.7310570.32
962023.09.27 17:40t/p210.100.634040.639890.6340453.1110623.43
972023.09.27 17:40t/p220.100.634040.639890.6340435.7010659.13
982023.09.27 17:40t/p230.100.634040.639890.6340431.1010690.23
992023.10.24 12:00sell240.100.636350.000000.00000
1002023.10.24 12:00modify240.100.636350.645350.62735
1012023.10.25 13:50sell250.100.632580.000000.00000
1022023.10.25 13:50modify250.100.632580.635900.62735
1032023.10.25 13:50modify240.100.636350.635900.62735
1042023.10.25 17:55sell260.100.630850.000000.00000
1052023.10.25 17:55modify260.100.630850.634100.62735
1062023.10.25 17:55modify250.100.632580.634100.62735
1072023.10.25 17:55modify240.100.636350.634100.62735
1082023.10.25 18:15sell270.100.630490.000000.00000
1092023.10.25 18:15modify270.100.630490.633200.62735
1102023.10.25 18:15modify260.100.630850.633200.62735
1112023.10.25 18:15modify250.100.632580.633200.62735
1122023.10.25 18:15modify240.100.636350.633200.62735
1132023.10.26 02:40t/p240.100.627350.633200.6273590.4310780.66
1142023.10.26 02:40t/p250.100.627350.633200.6273552.6210833.29
1152023.10.26 02:40t/p260.100.627350.633200.6273535.3210868.61
1162023.10.26 02:40t/p270.100.627350.633200.6273531.7210900.34
1172023.11.06 04:00sell280.100.651160.000000.00000
1182023.11.06 04:00modify280.100.651160.660160.64216
1192023.11.07 01:53sell290.100.647530.000000.00000
1202023.11.07 01:53modify290.100.647530.650710.64216
1212023.11.07 01:53modify280.100.651160.650710.64216
1222023.11.07 04:20sell300.100.645260.000000.00000
1232023.11.07 04:20modify300.100.645260.648010.64216
1242023.11.07 04:20modify290.100.647530.648010.64216
1252023.11.07 04:20modify280.100.651160.648010.64216
1262023.11.07 10:05t/p280.100.642160.648010.6421690.1110990.45
1272023.11.07 10:05t/p290.100.642160.648010.6421653.7011044.15
1282023.11.07 10:05t/p300.100.642160.648010.6421631.0011075.15
1292024.01.16 08:00buy310.100.661990.000000.00000
1302024.01.16 08:00modify310.100.661990.652990.67099
1312024.01.17 14:40s/l310.100.652990.652990.67099-90.3110984.83
1322024.03.19 12:00buy320.100.652150.000000.00000
1332024.03.19 12:00modify320.100.652150.643150.66115
1342024.03.20 18:33buy330.100.658260.000000.00000
1352024.03.20 18:33modify330.100.658260.655300.66115
1362024.03.20 18:33modify320.100.652150.655300.66115
1372024.03.20 18:46buy340.100.657830.000000.00000
1382024.03.20 18:46modify340.100.657830.654400.66115
1392024.03.20 18:53modify340.100.657830.655300.66115
1402024.03.21 00:40t/p320.100.661150.655300.6611588.7511073.59
1412024.03.21 00:40t/p330.100.661150.655300.6611527.9611101.55
1422024.03.21 00:40t/p340.100.661150.655300.6611532.2611133.82
1432024.04.29 08:00sell350.100.656290.000000.00000
1442024.04.29 08:00modify350.100.656290.665290.64729
1452024.04.30 05:30sell360.100.652530.000000.00000
1462024.04.30 05:30modify360.100.652530.655840.64729
1472024.04.30 05:30modify350.100.656290.655840.64729
1482024.04.30 13:20sell370.100.650250.000000.00000
1492024.04.30 13:20modify370.100.650250.653140.64729
1502024.04.30 13:20modify360.100.652530.653140.64729
1512024.04.30 13:20modify350.100.656290.653140.64729
1522024.04.30 21:05t/p350.100.647290.653140.6472990.1111223.92
1532024.04.30 21:05t/p360.100.647290.653140.6472952.4011276.32
1542024.04.30 21:05t/p370.100.647290.653140.6472929.6011305.92