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=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=100; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 profit1473.48Gross profit2483.12Gross loss-1009.64
Profit factor2.46Expected payoff21.99
Absolute drawdown131.58Maximal drawdown311.73 (2.95%)Relative drawdown2.95% (311.73)
Total trades67Short positions (won %)35 (48.57%)Long positions (won %)32 (68.75%)
Profit trades (% of total)39 (58.21%)Loss trades (% of total)28 (41.79%)
Largestprofit trade130.97loss trade-105.61
Averageprofit trade63.67loss trade-36.06
Maximumconsecutive wins (profit in money)13 (948.33)consecutive losses (loss in money)3 (-150.90)
Maximalconsecutive profit (count of wins)948.33 (13)consecutive loss (count of losses)-204.75 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 12:00sell10.100.670050.000000.00000
22023.05.02 12:00modify10.100.670050.680050.65705
32023.05.03 23:33sell20.100.664000.000000.00000
42023.05.03 23:33modify20.100.664000.666800.65705
52023.05.03 23:33sell30.100.664000.000000.00000
62023.05.03 23:33modify30.100.664000.666800.65705
72023.05.03 23:33modify10.100.670050.666800.65705
82023.05.04 01:30s/l10.100.666800.666800.6570532.9310032.93
92023.05.04 01:30s/l20.100.666800.666800.65705-27.6810005.26
102023.05.04 01:30s/l30.100.666800.666800.65705-27.689977.58
112023.05.05 08:00sell40.100.673100.000000.00000
122023.05.05 08:00modify40.100.673100.683100.66010
132023.05.12 14:20sell50.100.667160.000000.00000
142023.05.12 14:20modify50.100.667160.669850.66010
152023.05.12 14:20sell60.100.667160.000000.00000
162023.05.12 14:20modify60.100.667160.669850.66010
172023.05.12 14:20modify40.100.673100.669850.66010
182023.05.15 15:40s/l40.100.669850.669850.6601033.3710010.95
192023.05.15 15:40s/l50.100.669850.669850.66010-26.799984.16
202023.05.15 15:40s/l60.100.669850.669850.66010-26.799957.36
212023.05.25 00:00buy70.100.654560.000000.00000
222023.05.25 00:00modify70.100.654560.644560.66756
232023.06.04 21:33buy80.100.660590.000000.00000
242023.06.04 21:33modify80.100.660590.657810.66756
252023.06.04 21:33buy90.100.660590.000000.00000
262023.06.04 21:33modify90.100.660590.657810.66756
272023.06.04 21:33modify70.100.654560.657810.66756
282023.06.06 04:20buy100.100.664460.000000.00000
292023.06.06 04:20modify100.100.664460.660410.66756
302023.06.06 04:20modify90.100.660590.660410.66756
312023.06.06 04:20modify80.100.660590.660410.66756
322023.06.06 04:20modify70.100.654560.660410.66756
332023.06.06 05:05t/p70.100.667560.660410.66756126.8810084.24
342023.06.06 05:05t/p80.100.667560.660410.6675669.0810153.32
352023.06.06 05:05t/p90.100.667560.660410.6675669.0810222.40
362023.06.06 05:05t/p100.100.667560.660410.6675631.0010253.40
372023.06.06 12:00sell110.100.666170.000000.00000
382023.06.06 12:00modify110.100.666170.676170.65317
392023.06.12 07:30s/l110.100.676170.676170.65317-99.3510154.05
402023.06.23 16:00buy120.100.668870.000000.00000
412023.06.23 16:00modify120.100.668870.658870.68187
422023.07.12 12:50buy130.100.674770.000000.00000
432023.07.12 12:50modify130.100.674770.672120.68187
442023.07.12 12:50buy140.100.674770.000000.00000
452023.07.12 12:50modify140.100.674770.672120.68187
462023.07.12 12:50modify120.100.668870.672120.68187
472023.07.12 16:20buy150.100.678850.000000.00000
482023.07.12 16:20modify150.100.678850.674720.68187
492023.07.12 16:20modify140.100.674770.674720.68187
502023.07.12 16:20modify130.100.674770.674720.68187
512023.07.12 16:20modify120.100.668870.674720.68187
522023.07.13 04:05t/p120.100.681870.674720.68187123.7610277.81
532023.07.13 04:05t/p130.100.681870.674720.6818770.0610347.87
542023.07.13 04:05t/p140.100.681870.674720.6818770.0610417.94
552023.07.13 04:05t/p150.100.681870.674720.6818729.2610447.20
562023.07.21 16:00buy160.100.673860.000000.00000
572023.07.21 16:00modify160.100.673860.663860.68686
582023.07.25 20:40buy170.100.679750.000000.00000
592023.07.25 20:40modify170.100.679750.677110.68686
602023.07.25 20:40buy180.100.679750.000000.00000
612023.07.25 20:40modify180.100.679750.677110.68686
622023.07.25 20:40modify160.100.673860.677110.68686
632023.07.25 21:05s/l160.100.677110.677110.6868631.8810479.08
642023.07.25 21:05s/l170.100.677110.677110.68686-26.4010452.68
652023.07.25 21:05s/l180.100.677110.677110.68686-26.4010426.28
662023.07.26 00:00sell190.100.678700.000000.00000
672023.07.26 00:00modify190.100.678700.688700.66570
682023.07.26 01:40sell200.100.672850.000000.00000
692023.07.26 01:40modify200.100.672850.675450.66570
702023.07.26 01:40sell210.100.672850.000000.00000
712023.07.26 01:40modify210.100.672850.675450.66570
722023.07.26 01:40modify190.100.678700.675450.66570
732023.07.26 02:20s/l190.100.675450.675450.6657032.5010458.78
742023.07.26 02:20s/l200.100.675450.675450.66570-26.0010432.78
752023.07.26 02:20s/l210.100.675450.675450.66570-26.0010406.78
762023.08.03 12:00buy220.100.653110.000000.00000
772023.08.03 12:00modify220.100.653110.643110.66611
782023.08.04 01:40buy230.100.659010.000000.00000
792023.08.04 01:40modify230.100.659010.656360.66611
802023.08.04 01:40buy240.100.659010.000000.00000
812023.08.04 01:40modify240.100.659010.656360.66611
822023.08.04 01:40modify220.100.653110.656360.66611
832023.08.04 02:40s/l220.100.656360.656360.6661132.1910438.97
842023.08.04 02:40s/l230.100.656360.656360.66611-26.5010412.47
852023.08.04 02:40s/l240.100.656360.656360.66611-26.5010385.97
862023.08.24 04:00sell250.100.647980.000000.00000
872023.08.24 04:00modify250.100.647980.657980.63498
882023.08.24 17:40sell260.100.642020.000000.00000
892023.08.24 17:40modify260.100.642020.644730.63498
902023.08.24 17:40sell270.100.642020.000000.00000
912023.08.24 17:40modify270.100.642020.644730.63498
922023.08.24 17:40modify250.100.647980.644730.63498
932023.08.25 14:40sell280.100.637950.000000.00000
942023.08.25 14:40modify280.100.637950.642130.63498
952023.08.25 14:40modify270.100.642020.642130.63498
962023.08.25 14:40modify260.100.642020.642130.63498
972023.08.25 14:40modify250.100.647980.642130.63498
982023.08.25 18:30s/l250.100.642130.642130.6349858.6110444.57
992023.08.25 18:30s/l260.100.642130.642130.63498-0.9910443.58
1002023.08.25 18:30s/l270.100.642130.642130.63498-0.9910442.59
1012023.08.25 18:30s/l280.100.642130.642130.63498-41.8010400.79
1022023.09.11 12:00sell290.100.643040.000000.00000
1032023.09.11 12:00modify290.100.643040.653040.63004
1042023.09.27 06:05sell300.100.637150.000000.00000
1052023.09.27 06:05modify300.100.637150.639790.63004
1062023.09.27 06:05sell310.100.637150.000000.00000
1072023.09.27 06:05modify310.100.637150.639790.63004
1082023.09.27 06:05modify290.100.643040.639790.63004
1092023.09.27 17:40sell320.100.633090.000000.00000
1102023.09.27 17:40modify320.100.633090.637190.63004
1112023.09.27 17:40modify310.100.637150.637190.63004
1122023.09.27 17:40modify300.100.637150.637190.63004
1132023.09.27 17:40modify290.100.643040.637190.63004
1142023.09.28 01:30s/l290.100.637190.637190.6300460.5610461.35
1152023.09.28 01:30s/l300.100.637190.637190.63004-0.0810461.27
1162023.09.28 01:30s/l310.100.637190.637190.63004-0.0810461.20
1172023.09.28 01:30s/l320.100.637190.637190.63004-40.6810420.52
1182023.10.13 00:00buy330.100.631870.000000.00000
1192023.10.13 00:00modify330.100.631870.621870.64487
1202023.10.17 15:40buy340.100.637970.000000.00000
1212023.10.17 15:40modify340.100.637970.635120.64487
1222023.10.17 15:40buy350.100.637970.000000.00000
1232023.10.17 15:40modify350.100.637970.635120.64487
1242023.10.17 15:40modify330.100.631870.635120.64487
1252023.10.18 01:15s/l330.100.635120.635120.6448731.5610452.08
1262023.10.18 01:15s/l340.100.635120.635120.64487-28.8110423.27
1272023.10.18 01:15s/l350.100.635120.635120.64487-28.8110394.46
1282023.10.24 12:00sell360.100.636350.000000.00000
1292023.10.24 12:00modify360.100.636350.646350.62335
1302023.10.25 18:15sell370.100.630490.000000.00000
1312023.10.25 18:15modify370.100.630490.633100.62335
1322023.10.25 18:15sell380.100.630490.000000.00000
1332023.10.25 18:15modify380.100.630490.633100.62335
1342023.10.25 18:15modify360.100.636350.633100.62335
1352023.10.26 13:15s/l360.100.633100.633100.6233532.9310427.39
1362023.10.26 13:15s/l370.100.633100.633100.62335-25.7810401.62
1372023.10.26 13:15s/l380.100.633100.633100.62335-25.7810375.84
1382023.10.30 16:00sell390.100.637220.000000.00000
1392023.10.30 16:00modify390.100.637220.647220.62422
1402023.11.03 12:20s/l390.100.647220.647220.62422-99.3510276.49
1412023.11.06 04:00sell400.100.651160.000000.00000
1422023.11.06 04:00modify400.100.651160.661160.63816
1432023.11.07 04:20sell410.100.645260.000000.00000
1442023.11.07 04:20modify410.100.645260.647910.63816
1452023.11.07 04:20sell420.100.645260.000000.00000
1462023.11.07 04:20modify420.100.645260.647910.63816
1472023.11.07 04:20modify400.100.651160.647910.63816
1482023.11.07 11:30sell430.100.641390.000000.00000
1492023.11.07 11:30modify430.100.641390.645310.63816
1502023.11.07 11:30modify420.100.645260.645310.63816
1512023.11.07 11:30modify410.100.645260.645310.63816
1522023.11.07 11:30modify400.100.651160.645310.63816
1532023.11.09 19:30t/p400.100.638160.645310.63816130.5410407.03
1542023.11.09 19:30t/p410.100.638160.645310.6381671.4310478.47
1552023.11.09 19:30t/p420.100.638160.645310.6381671.4310549.90
1562023.11.09 19:30t/p430.100.638160.645310.6381632.7310582.63
1572023.11.15 00:00sell440.100.649780.000000.00000
1582023.11.15 00:00modify440.100.649780.659780.63678
1592023.11.27 08:30s/l440.100.659780.659780.63678-98.7010483.93
1602023.12.05 16:00buy450.100.656530.000000.00000
1612023.12.05 16:00modify450.100.656530.646530.66953
1622023.12.13 20:20buy460.100.666410.000000.00000
1632023.12.13 20:20modify460.100.666410.662380.66953
1642023.12.13 20:20modify450.100.656530.662380.66953
1652023.12.14 00:40t/p450.100.669530.662380.66953126.5710610.50
1662023.12.14 00:40t/p460.100.669530.662380.6695330.2610640.76
1672023.12.14 08:00sell470.100.670930.000000.00000
1682023.12.14 08:00modify470.100.670930.680930.65793
1692023.12.22 11:30s/l470.100.680930.680930.65793-99.1310541.63
1702024.01.16 08:00buy480.100.661990.000000.00000
1712024.01.16 08:00modify480.100.661990.651990.67499
1722024.02.01 08:40s/l480.100.651990.651990.67499-105.6110436.01
1732024.02.14 00:00buy490.100.645550.000000.00000
1742024.02.14 00:00modify490.100.645550.635550.65855
1752024.02.15 13:20buy500.100.651570.000000.00000
1762024.02.15 13:20modify500.100.651570.648800.65855
1772024.02.15 13:20buy510.100.651570.000000.00000
1782024.02.15 13:20modify510.100.651570.648800.65855
1792024.02.15 13:20modify490.100.645550.648800.65855
1802024.02.19 01:05buy520.100.655330.000000.00000
1812024.02.19 01:05modify520.100.655330.651400.65855
1822024.02.19 01:05modify510.100.651570.651400.65855
1832024.02.19 01:05modify500.100.651570.651400.65855
1842024.02.19 01:05modify490.100.645550.651400.65855
1852024.02.22 07:40t/p490.100.658550.651400.65855126.8810562.90
1862024.02.22 07:40t/p500.100.658550.651400.6585567.6210630.51
1872024.02.22 07:40t/p510.100.658550.651400.6585567.6210698.13
1882024.02.22 07:40t/p520.100.658550.651400.6585530.6410728.77
1892024.02.29 00:00buy530.100.649720.000000.00000
1902024.02.29 00:00modify530.100.649720.639720.66272
1912024.03.06 14:33buy540.100.655640.000000.00000
1922024.03.06 14:33modify540.100.655640.652970.66272
1932024.03.06 14:33buy550.100.655640.000000.00000
1942024.03.06 14:33modify550.100.655640.652970.66272
1952024.03.06 14:33modify530.100.649720.652970.66272
1962024.03.07 08:40buy560.100.659730.000000.00000
1972024.03.07 08:40modify560.100.659730.655570.66272
1982024.03.07 08:40modify550.100.655640.655570.66272
1992024.03.07 08:40modify540.100.655640.655570.66272
2002024.03.07 08:40modify530.100.649720.655570.66272
2012024.03.08 00:40t/p530.100.662720.655570.66272127.5010856.27
2022024.03.08 00:40t/p540.100.662720.655570.6627269.5510925.83
2032024.03.08 00:40t/p550.100.662720.655570.6627269.5510995.38
2042024.03.08 00:40t/p560.100.662720.655570.6627229.5911024.97
2052024.03.08 16:00sell570.100.664060.000000.00000
2062024.03.08 16:00modify570.100.664060.674060.65106
2072024.03.14 15:20sell580.100.658100.000000.00000
2082024.03.14 15:20modify580.100.658100.660810.65106
2092024.03.14 15:20sell590.100.658100.000000.00000
2102024.03.14 15:20modify590.100.658100.660810.65106
2112024.03.14 15:20modify570.100.664060.660810.65106
2122024.03.19 01:40sell600.100.654030.000000.00000
2132024.03.19 01:40modify600.100.654030.658210.65106
2142024.03.19 01:40modify590.100.658100.658210.65106
2152024.03.19 01:40modify580.100.658100.658210.65106
2162024.03.19 01:40modify570.100.664060.658210.65106
2172024.03.19 09:40t/p570.100.651060.658210.65106130.9711155.94
2182024.03.19 09:40t/p580.100.651060.658210.6510670.7211226.67
2192024.03.19 09:40t/p590.100.651060.658210.6510670.7211297.39
2202024.03.19 09:40t/p600.100.651060.658210.6510629.7011327.09
2212024.03.19 12:00buy610.100.652150.000000.00000
2222024.03.19 12:00modify610.100.652150.642150.66515
2232024.03.20 18:33buy620.100.658260.000000.00000
2242024.03.20 18:33modify620.100.658260.655400.66515
2252024.03.20 18:33buy630.100.658260.000000.00000
2262024.03.20 18:33modify630.100.658260.655400.66515
2272024.03.20 18:33modify610.100.652150.655400.66515
2282024.03.21 01:20buy640.100.661990.000000.00000
2292024.03.21 01:20modify640.100.661990.658000.66515
2302024.03.21 01:20modify630.100.658260.658000.66515
2312024.03.21 01:20modify620.100.658260.658000.66515
2322024.03.21 01:20modify610.100.652150.658000.66515
2332024.03.21 14:20s/l610.100.658000.658000.6651557.2511384.34
2342024.03.21 14:20s/l620.100.658000.658000.66515-3.5411380.81
2352024.03.21 14:20s/l630.100.658000.658000.66515-3.5411377.27
2362024.03.21 14:20s/l640.100.658000.658000.66515-39.9011337.37
2372024.04.29 08:00sell650.100.656290.000000.00000
2382024.04.29 08:00modify650.100.656290.666290.64329
2392024.04.30 13:20sell660.100.650250.000000.00000
2402024.04.30 13:20modify660.100.650250.653040.64329
2412024.04.30 13:20sell670.100.650250.000000.00000
2422024.04.30 13:20modify670.100.650250.653040.64329
2432024.04.30 13:20modify650.100.656290.653040.64329
2442024.04.30 23:59close at stop670.100.647730.653040.6432925.2011362.57
2452024.04.30 23:59close at stop660.100.647730.653040.6432925.2011387.77
2462024.04.30 23:59close at stop650.100.647730.653040.6432985.7111473.48