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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=23; 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 modelled79165Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit2235.00Gross profit2958.84Gross loss-723.84
Profit factor4.09Expected payoff39.21
Absolute drawdown118.73Maximal drawdown378.97 (3.49%)Relative drawdown3.49% (378.97)
Total trades57Short positions (won %)29 (55.17%)Long positions (won %)28 (71.43%)
Profit trades (% of total)36 (63.16%)Loss trades (% of total)21 (36.84%)
Largestprofit trade151.95loss trade-124.05
Averageprofit trade82.19loss trade-34.47
Maximumconsecutive wins (profit in money)9 (835.09)consecutive losses (loss in money)3 (-170.65)
Maximalconsecutive profit (count of wins)835.09 (9)consecutive loss (count of losses)-170.65 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 08:00sell10.100.670100.000000.00000
22023.05.02 08:00modify10.100.670100.682100.65510
32023.05.17 06:15sell20.100.663330.000000.00000
42023.05.17 06:15modify20.100.663330.664850.65510
52023.05.17 06:15sell30.100.663330.000000.00000
62023.05.17 06:15modify30.100.663330.665600.65510
72023.05.17 06:15modify10.100.670100.665600.65510
82023.05.17 06:20modify20.100.663330.665600.65510
92023.05.17 10:40s/l10.100.665600.665600.6551046.6210046.62
102023.05.17 10:40s/l20.100.665600.665600.65510-22.7010023.92
112023.05.17 10:40s/l30.100.665600.665600.65510-22.7010001.22
122023.05.25 16:00buy40.100.650690.000000.00000
132023.05.25 16:00modify40.100.650690.638690.66569
142023.06.01 18:45buy50.100.657600.000000.00000
152023.06.01 18:45modify50.100.657600.655940.66569
162023.06.01 18:45buy60.100.657600.000000.00000
172023.06.01 18:45modify60.100.657600.655190.66569
182023.06.01 18:45modify40.100.650690.655190.66569
192023.06.01 18:50modify50.100.657600.655190.66569
202023.06.02 02:40buy70.100.661380.000000.00000
212023.06.02 02:40modify70.100.661380.657440.66569
222023.06.02 02:40modify60.100.657600.657440.66569
232023.06.02 02:40modify50.100.657600.657440.66569
242023.06.02 02:40modify40.100.650690.657440.66569
252023.06.06 04:30t/p40.100.665690.657440.66569146.8810148.10
262023.06.06 04:30t/p50.100.665690.657440.6656979.9610228.07
272023.06.06 04:30t/p60.100.665690.657440.6656979.9610308.03
282023.06.06 04:30t/p70.100.665690.657440.6656942.4810350.51
292023.06.07 12:00sell80.100.669660.000000.00000
302023.06.07 12:00modify80.100.669660.681660.65466
312023.06.14 13:30s/l80.100.681660.681660.65466-119.2410231.27
322023.06.14 16:00sell90.100.683030.000000.00000
332023.06.14 16:00modify90.100.683030.695030.66803
342023.06.14 18:50sell100.100.676100.000000.00000
352023.06.14 18:50modify100.100.676100.677780.66803
362023.06.14 18:50sell110.100.676100.000000.00000
372023.06.14 18:50modify110.100.676100.678530.66803
382023.06.14 18:50modify90.100.683030.678530.66803
392023.06.14 18:55s/l100.100.677780.677780.66803-16.8010214.47
402023.06.14 19:00s/l90.100.678530.678530.6680345.0010259.47
412023.06.14 19:00s/l110.100.678530.678530.66803-24.3010235.17
422023.07.04 16:00sell120.100.670330.000000.00000
432023.07.04 16:00modify120.100.670330.682330.65533
442023.07.06 04:05sell130.100.663490.000000.00000
452023.07.06 04:05modify130.100.663490.665080.65533
462023.07.06 04:05sell140.100.663490.000000.00000
472023.07.06 04:05modify140.100.663490.665830.65533
482023.07.06 04:05modify120.100.670330.665830.65533
492023.07.06 04:10modify130.100.663490.665830.65533
502023.07.06 05:30s/l120.100.665830.665830.6553345.4310280.60
512023.07.06 05:30s/l130.100.665830.665830.65533-23.4010257.20
522023.07.06 05:30s/l140.100.665830.665830.65533-23.4010233.80
532023.07.12 16:00sell150.100.678130.000000.00000
542023.07.12 16:00modify150.100.678130.690130.66313
552023.07.27 18:30sell160.100.671280.000000.00000
562023.07.27 18:30modify160.100.671280.672880.66313
572023.07.27 18:30sell170.100.671280.000000.00000
582023.07.27 18:30modify170.100.671280.673630.66313
592023.07.27 18:30modify150.100.678130.673630.66313
602023.07.27 18:35modify160.100.671280.673630.66313
612023.07.28 07:40t/p150.100.663130.673630.66313151.9510385.75
622023.07.28 07:40t/p160.100.663130.673630.6631381.6110467.35
632023.07.28 07:40t/p170.100.663130.673630.6631381.6110548.96
642023.08.03 12:00buy180.100.653110.000000.00000
652023.08.03 12:00modify180.100.653110.641110.66811
662023.08.04 13:30buy190.100.660130.000000.00000
672023.08.04 13:30modify190.100.660130.658360.66811
682023.08.04 13:30buy200.100.660130.000000.00000
692023.08.04 13:30modify200.100.660130.657610.66811
702023.08.04 13:30modify180.100.653110.657610.66811
712023.08.04 13:35modify190.100.660130.657610.66811
722023.08.04 14:40s/l180.100.657610.657610.6681144.6910593.65
732023.08.04 14:40s/l190.100.657610.657610.66811-25.2010568.45
742023.08.04 14:40s/l200.100.657610.657610.66811-25.2010543.25
752023.09.27 20:00buy210.100.635590.000000.00000
762023.09.27 20:00modify210.100.635590.623590.65059
772023.09.28 16:45buy220.100.642540.000000.00000
782023.09.28 16:45modify220.100.642540.640840.65059
792023.09.28 16:45buy230.100.642540.000000.00000
802023.09.28 16:45modify230.100.642540.640090.65059
812023.09.28 16:45modify210.100.635590.640090.65059
822023.09.28 16:50modify220.100.642540.640090.65059
832023.09.29 02:40buy240.100.646360.000000.00000
842023.09.29 02:40modify240.100.646360.642340.65059
852023.09.29 02:40modify230.100.642540.642340.65059
862023.09.29 02:40modify220.100.642540.642340.65059
872023.09.29 02:40modify210.100.635590.642340.65059
882023.09.29 18:06s/l210.100.642340.642340.6505966.2510609.50
892023.09.29 18:06s/l220.100.642340.642340.65059-2.3110607.19
902023.09.29 18:06s/l230.100.642340.642340.65059-2.3110604.88
912023.09.29 18:06s/l240.100.642340.642340.65059-40.2010564.68
922023.10.12 16:00buy250.100.633600.000000.00000
932023.10.12 16:00modify250.100.633600.621600.64860
942023.11.01 22:20buy260.100.640640.000000.00000
952023.11.01 22:20modify260.100.640640.638850.64860
962023.11.01 22:20buy270.100.640640.000000.00000
972023.11.01 22:20modify270.100.640640.638100.64860
982023.11.01 22:20modify250.100.633600.638100.64860
992023.11.01 22:25modify260.100.640640.638100.64860
1002023.11.02 02:40buy280.100.644170.000000.00000
1012023.11.02 02:40modify280.100.644170.640350.64860
1022023.11.02 02:40modify270.100.640640.640350.64860
1032023.11.02 02:40modify260.100.640640.640350.64860
1042023.11.02 02:40modify250.100.633600.640350.64860
1052023.11.03 12:30t/p250.100.648600.640350.64860143.1410707.82
1062023.11.03 12:30t/p260.100.648600.640350.6486078.3510786.17
1072023.11.03 12:30t/p270.100.648600.640350.6486078.3510864.52
1082023.11.03 12:30t/p280.100.648600.640350.6486043.9910908.51
1092023.11.03 16:00sell290.100.650320.000000.00000
1102023.11.03 16:00modify290.100.650320.662320.63532
1112023.11.07 04:40sell300.100.643390.000000.00000
1122023.11.07 04:40modify300.100.643390.645070.63532
1132023.11.07 04:40sell310.100.643390.000000.00000
1142023.11.07 04:40modify310.100.643390.645820.63532
1152023.11.07 04:40modify290.100.650320.645820.63532
1162023.11.07 04:45modify300.100.643390.645820.63532
1172023.11.08 20:05sell320.100.639760.000000.00000
1182023.11.08 20:05modify320.100.639760.643570.63532
1192023.11.08 20:05modify310.100.643390.643570.63532
1202023.11.08 20:05modify300.100.643390.643570.63532
1212023.11.08 20:05modify290.100.650320.643570.63532
1222023.11.10 11:40t/p290.100.635320.643570.63532150.7611059.27
1232023.11.10 11:40t/p300.100.635320.643570.6353281.2411140.51
1242023.11.10 11:40t/p310.100.635320.643570.6353281.2411221.75
1252023.11.10 11:40t/p320.100.635320.643570.6353244.8311266.58
1262023.11.14 16:00sell330.100.647930.000000.00000
1272023.11.14 16:00modify330.100.647930.659930.63293
1282023.11.27 08:40s/l330.100.659930.659930.63293-118.5911147.99
1292023.11.28 16:00sell340.100.664130.000000.00000
1302023.11.28 16:00modify340.100.664130.676130.64913
1312023.11.30 14:50sell350.100.657300.000000.00000
1322023.11.30 14:50modify350.100.657300.658880.64913
1332023.11.30 14:50sell360.100.657300.000000.00000
1342023.11.30 14:50modify360.100.657300.659630.64913
1352023.11.30 14:50modify340.100.664130.659630.64913
1362023.11.30 14:55modify350.100.657300.659630.64913
1372023.11.30 15:10s/l340.100.659630.659630.6491345.4311193.42
1382023.11.30 15:10s/l350.100.659630.659630.64913-23.3011170.12
1392023.11.30 15:10s/l360.100.659630.659630.64913-23.3011146.82
1402024.01.03 12:00buy370.100.673190.000000.00000
1412024.01.03 12:00modify370.100.673190.661190.68819
1422024.01.16 03:40s/l370.100.661190.661190.68819-124.0511022.77
1432024.02.13 16:00buy380.100.646270.000000.00000
1442024.02.13 16:00modify380.100.646270.634270.66127
1452024.02.15 13:40buy390.100.653050.000000.00000
1462024.02.15 13:40modify390.100.653050.651520.66127
1472024.02.15 13:40buy400.100.653050.000000.00000
1482024.02.15 13:40modify400.100.653050.650770.66127
1492024.02.15 13:40modify380.100.646270.650770.66127
1502024.02.15 13:45modify390.100.653050.650770.66127
1512024.02.15 16:40s/l380.100.650770.650770.6612743.7511066.52
1522024.02.15 16:40s/l390.100.650770.650770.66127-22.8011043.72
1532024.02.15 16:40s/l400.100.650770.650770.66127-22.8011020.92
1542024.03.05 08:00buy410.100.648710.000000.00000
1552024.03.05 08:00modify410.100.648710.636710.66371
1562024.03.06 14:33buy420.100.655640.000000.00000
1572024.03.06 14:33modify420.100.655640.653960.66371
1582024.03.06 14:33buy430.100.655640.000000.00000
1592024.03.06 14:33modify430.100.655640.653210.66371
1602024.03.06 14:33modify410.100.648710.653210.66371
1612024.03.06 14:40modify420.100.655640.653210.66371
1622024.03.07 07:40buy440.100.659250.000000.00000
1632024.03.07 07:40modify440.100.659250.655460.66371
1642024.03.07 07:40modify430.100.655640.655460.66371
1652024.03.07 07:40modify420.100.655640.655460.66371
1662024.03.07 07:40modify410.100.648710.655460.66371
1672024.03.08 09:20t/p410.100.663710.655460.66371148.4411169.36
1682024.03.08 09:20t/p420.100.663710.655460.6637179.4511248.81
1692024.03.08 09:20t/p430.100.663710.655460.6637179.4511328.27
1702024.03.08 09:20t/p440.100.663710.655460.6637144.2911372.55
1712024.03.08 12:00sell450.100.664580.000000.00000
1722024.03.08 12:00modify450.100.664580.676580.64958
1732024.03.14 15:30sell460.100.657620.000000.00000
1742024.03.14 15:30modify460.100.657620.659330.64958
1752024.03.14 15:30sell470.100.657620.000000.00000
1762024.03.14 15:30modify470.100.657620.660080.64958
1772024.03.14 15:30modify450.100.664580.660080.64958
1782024.03.14 15:35modify460.100.657620.660080.64958
1792024.03.19 01:40sell480.100.654030.000000.00000
1802024.03.19 01:40modify480.100.654030.657830.64958
1812024.03.19 01:40modify470.100.657620.657830.64958
1822024.03.19 01:40modify460.100.657620.657830.64958
1832024.03.19 01:40modify450.100.664580.657830.64958
1842024.03.20 18:33s/l450.100.657830.657830.6495868.5811441.14
1852024.03.20 18:33s/l460.100.657830.657830.64958-1.6711439.47
1862024.03.20 18:33s/l470.100.657830.657830.64958-1.6711437.80
1872024.03.20 18:33s/l480.100.657830.657830.64958-37.8911399.91
1882024.04.03 16:00sell490.100.655680.000000.00000
1892024.04.03 16:00modify490.100.655680.667680.64068
1902024.04.12 10:40sell500.100.648930.000000.00000
1912024.04.12 10:40modify500.100.648930.650430.64068
1922024.04.12 10:40sell510.100.648930.000000.00000
1932024.04.12 10:40modify510.100.648930.651180.64068
1942024.04.12 10:40modify490.100.655680.651180.64068
1952024.04.12 10:45modify500.100.648930.651180.64068
1962024.04.15 17:30sell520.100.644910.000000.00000
1972024.04.15 17:30modify520.100.644910.648930.64068
1982024.04.15 17:30modify510.100.648930.648930.64068
1992024.04.15 17:30modify500.100.648930.648930.64068
2002024.04.15 17:30modify490.100.655680.648930.64068
2012024.04.16 13:40t/p490.100.640680.648930.64068151.4111551.32
2022024.04.16 13:40t/p500.100.640680.648930.6406882.7211634.03
2032024.04.16 13:40t/p510.100.640680.648930.6406882.7211716.75
2042024.04.16 13:40t/p520.100.640680.648930.6406842.4111759.16
2052024.04.16 16:00buy530.100.641110.000000.00000
2062024.04.16 16:00modify530.100.641110.629110.65611
2072024.04.23 14:45buy540.100.648090.000000.00000
2082024.04.23 14:45modify540.100.648090.646360.65611
2092024.04.23 14:45buy550.100.648090.000000.00000
2102024.04.23 14:45modify550.100.648090.645610.65611
2112024.04.23 14:45modify530.100.641110.645610.65611
2122024.04.23 14:50modify540.100.648090.645610.65611
2132024.04.24 01:30buy560.100.651900.000000.00000
2142024.04.24 01:30modify560.100.651900.647860.65611
2152024.04.24 01:30modify550.100.648090.647860.65611
2162024.04.24 01:30modify540.100.648090.647860.65611
2172024.04.24 01:30modify530.100.641110.647860.65611
2182024.04.29 02:20t/p530.100.656110.647860.65611145.9511905.10
2192024.04.29 02:20t/p540.100.656110.647860.6561178.3311983.43
2202024.04.29 02:20t/p550.100.656110.647860.6561178.3312061.76
2212024.04.29 02:20t/p560.100.656110.647860.6561140.5412102.30
2222024.04.30 16:00buy570.100.649150.000000.00000
2232024.04.30 16:00modify570.100.649150.637150.66415
2242024.04.30 23:59close at stop570.100.662420.637150.66415132.7012235.00