Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURAUD (Euro vs Australian Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
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=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 test2604Ticks modelled79316Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread40
Total net profit809.42Gross profit1038.17Gross loss-228.75
Profit factor4.54Expected payoff19.74
Absolute drawdown38.29Maximal drawdown205.31 (1.96%)Relative drawdown1.96% (205.31)
Total trades41Short positions (won %)32 (62.50%)Long positions (won %)9 (77.78%)
Profit trades (% of total)27 (65.85%)Loss trades (% of total)14 (34.15%)
Largestprofit trade67.65loss trade-88.30
Averageprofit trade38.45loss trade-16.34
Maximumconsecutive wins (profit in money)12 (464.08)consecutive losses (loss in money)3 (-100.83)
Maximalconsecutive profit (count of wins)464.08 (12)consecutive loss (count of losses)-100.83 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.07 00:00sell10.101.642690.000000.00000
22023.07.07 00:00modify10.101.642691.655691.63269
32023.07.07 08:55sell20.101.638070.000000.00000
42023.07.07 08:55modify20.101.638071.640191.63269
52023.07.07 08:55modify10.101.642691.640191.63269
62023.07.07 09:05sell30.101.636920.000000.00000
72023.07.07 09:05modify30.101.636921.639191.63269
82023.07.07 09:05modify20.101.638071.639191.63269
92023.07.07 09:05modify10.101.642691.639191.63269
102023.07.07 09:15sell40.101.636690.000000.00000
112023.07.07 09:15modify40.101.636691.638191.63269
122023.07.07 09:20s/l40.101.638191.638191.63269-10.159989.85
132023.07.07 09:40s/l10.101.639191.639191.6326923.6810013.53
142023.07.07 09:40s/l20.101.639191.639191.63269-7.5710005.96
152023.07.07 09:40s/l30.101.639191.639191.63269-15.359990.61
162023.07.10 16:00sell50.101.648190.000000.00000
172023.07.10 16:00modify50.101.648191.661191.63819
182023.07.12 00:20sell60.101.643660.000000.00000
192023.07.12 00:20modify60.101.643661.645691.63819
202023.07.12 00:20modify50.101.648191.645691.63819
212023.07.12 00:30sell70.101.642180.000000.00000
222023.07.12 00:30modify70.101.642181.643691.63819
232023.07.12 00:30modify60.101.643661.643691.63819
242023.07.12 00:30modify50.101.648191.643691.63819
252023.07.12 02:40t/p50.101.638191.643691.6381967.3810057.99
262023.07.12 02:40t/p60.101.638191.643691.6381937.0110095.00
272023.07.12 02:40t/p70.101.638191.643691.6381926.9910121.99
282023.07.25 20:00buy80.101.628290.000000.00000
292023.07.25 20:00modify80.101.628291.615291.63829
302023.07.26 01:40t/p80.101.638291.615291.6382967.2710189.25
312023.08.01 00:00buy90.101.637660.000000.00000
322023.08.01 00:00modify90.101.637661.624661.64766
332023.08.01 04:40t/p90.101.647661.624661.6476667.6410256.89
342023.08.02 12:00sell100.101.669280.000000.00000
352023.08.02 12:00modify100.101.669281.682281.65928
362023.08.04 01:40sell110.101.663580.000000.00000
372023.08.04 01:40modify110.101.663581.665781.65928
382023.08.04 01:40modify100.101.669281.665781.65928
392023.08.04 02:20s/l100.101.665781.665781.6592823.1310280.02
402023.08.04 02:20s/l110.101.665781.665781.65928-14.8810265.14
412023.08.08 12:00sell120.101.682490.000000.00000
422023.08.08 12:00modify120.101.682491.695491.67249
432023.08.08 17:20sell130.101.677910.000000.00000
442023.08.08 17:20modify130.101.677911.679991.67249
452023.08.08 17:20modify120.101.682491.679991.67249
462023.08.08 17:50sell140.101.676300.000000.00000
472023.08.08 17:50modify140.101.676301.677991.67249
482023.08.08 17:50modify130.101.677911.677991.67249
492023.08.08 17:50modify120.101.682491.677991.67249
502023.08.08 17:55sell150.101.676860.000000.00000
512023.08.08 17:55modify150.101.676861.678991.67249
522023.08.08 17:55modify140.101.676301.678991.67249
532023.08.08 17:55modify130.101.677911.678991.67249
542023.08.08 17:55modify120.101.682491.678991.67249
552023.08.08 21:15t/p120.101.672491.678991.6724967.6510332.79
562023.08.08 21:15t/p130.101.672491.678991.6724936.6710369.46
572023.08.08 21:15t/p140.101.672491.678991.6724925.7810395.24
582023.08.08 21:15t/p150.101.672491.678991.6724929.5610424.80
592023.08.17 08:00sell160.101.701150.000000.00000
602023.08.17 08:00modify160.101.701151.714151.69115
612023.08.17 09:30sell170.101.696580.000000.00000
622023.08.17 09:30modify170.101.696581.698651.69115
632023.08.17 09:30modify160.101.701151.698651.69115
642023.08.17 09:50sell180.101.694870.000000.00000
652023.08.17 09:50modify180.101.694871.696651.69115
662023.08.17 09:50modify170.101.696581.696651.69115
672023.08.17 09:50modify160.101.701151.696651.69115
682023.08.17 09:55s/l160.101.696651.696651.6911530.4410455.24
692023.08.17 09:55s/l170.101.696651.696651.69115-0.4810454.76
702023.08.17 09:55s/l180.101.696651.696651.69115-12.0510442.71
712023.08.22 16:00buy190.101.688540.000000.00000
722023.08.22 16:00modify190.101.688541.675541.69854
732023.08.23 21:00s/l190.101.675541.675541.69854-88.3010354.41
742023.09.05 12:00sell200.101.685980.000000.00000
752023.09.05 12:00modify200.101.685981.698981.67598
762023.09.05 14:30sell210.101.681480.000000.00000
772023.09.05 14:30modify210.101.681481.683481.67598
782023.09.05 14:30modify200.101.685981.683481.67598
792023.09.05 14:40sell220.101.679900.000000.00000
802023.09.05 14:40modify220.101.679901.681481.67598
812023.09.05 14:40modify210.101.681481.681481.67598
822023.09.05 14:40modify200.101.685981.681481.67598
832023.09.05 14:50sell230.101.680300.000000.00000
842023.09.05 14:50modify230.101.680301.682481.67598
852023.09.05 14:50modify220.101.679901.682481.67598
862023.09.05 14:50modify210.101.681481.682481.67598
872023.09.05 14:50modify200.101.685981.682481.67598
882023.09.05 23:30s/l200.101.682481.682481.6759823.6810378.09
892023.09.05 23:30s/l210.101.682481.682481.67598-6.7710371.32
902023.09.05 23:30s/l220.101.682481.682481.67598-17.4610353.86
912023.09.05 23:30s/l230.101.682481.682481.67598-14.7510339.11
922023.09.15 00:00buy240.101.654130.000000.00000
932023.09.15 00:00modify240.101.654131.641131.66413
942023.09.15 18:15buy250.101.658630.000000.00000
952023.09.15 18:15modify250.101.658631.656631.66413
962023.09.15 18:15modify240.101.654131.656631.66413
972023.09.17 21:00s/l240.101.656631.656631.6641316.9110356.02
982023.09.17 21:00s/l250.101.656631.656631.66413-13.5310342.49
992023.10.03 16:00sell260.101.661180.000000.00000
1002023.10.03 16:00modify260.101.661181.674181.65118
1012023.10.04 04:55sell270.101.656420.000000.00000
1022023.10.04 04:55modify270.101.656421.658681.65118
1032023.10.04 04:55modify260.101.661181.658681.65118
1042023.10.04 05:15sell280.101.654940.000000.00000
1052023.10.04 05:15modify280.101.654941.656681.65118
1062023.10.04 05:15modify270.101.656421.656681.65118
1072023.10.04 05:15modify260.101.661181.656681.65118
1082023.10.04 05:20s/l260.101.656681.656681.6511830.3110372.80
1092023.10.04 05:20s/l270.101.656681.656681.65118-1.7510371.05
1102023.10.04 05:20s/l280.101.656681.656681.65118-11.7710359.28
1112023.10.19 12:00sell290.101.672550.000000.00000
1122023.10.19 12:00modify290.101.672551.685551.66255
1132023.10.24 13:40sell300.101.667930.000000.00000
1142023.10.24 13:40modify300.101.667931.670051.66255
1152023.10.24 13:40modify290.101.672551.670051.66255
1162023.10.24 17:30sell310.101.666490.000000.00000
1172023.10.24 17:30modify310.101.666491.668051.66255
1182023.10.24 17:30modify300.101.667931.668051.66255
1192023.10.24 17:30modify290.101.672551.668051.66255
1202023.10.25 00:30t/p290.101.662551.668051.6625567.1010426.38
1212023.10.25 00:30t/p300.101.662551.668051.6625536.2610462.64
1222023.10.25 00:30t/p310.101.662551.668051.6625526.5110489.16
1232023.11.15 16:00buy320.101.665110.000000.00000
1242023.11.15 16:00modify320.101.665111.652111.67511
1252023.11.16 00:30buy330.101.669690.000000.00000
1262023.11.16 00:30modify330.101.669691.667611.67511
1272023.11.16 00:30modify320.101.665111.667611.67511
1282023.11.16 00:40buy340.101.671130.000000.00000
1292023.11.16 00:40modify340.101.671131.669611.67511
1302023.11.16 00:40modify330.101.669691.669611.67511
1312023.11.16 00:40modify320.101.665111.669611.67511
1322023.11.16 00:50buy350.101.670650.000000.00000
1332023.11.16 00:50modify350.101.670651.668611.67511
1342023.11.16 00:50modify340.101.671131.668611.67511
1352023.11.16 00:50modify330.101.669691.668611.67511
1362023.11.16 00:50modify320.101.665111.668611.67511
1372023.11.16 02:30t/p320.101.675111.668611.6751166.5210555.67
1382023.11.16 02:30t/p330.101.675111.668611.6751136.6610592.33
1392023.11.16 02:30t/p340.101.675111.668611.6751126.9210619.25
1402023.11.16 02:30t/p350.101.675111.668611.6751130.1710649.42
1412024.04.10 20:00sell360.101.649520.000000.00000
1422024.04.10 20:00modify360.101.649521.662521.63952
1432024.04.11 09:40sell370.101.644740.000000.00000
1442024.04.11 09:40modify370.101.644741.647021.63952
1452024.04.11 09:40modify360.101.649521.647021.63952
1462024.04.11 14:20sell380.101.643720.000000.00000
1472024.04.11 14:20modify380.101.643721.646021.63952
1482024.04.11 14:20modify370.101.644741.646021.63952
1492024.04.11 14:20modify360.101.649521.646021.63952
1502024.04.11 15:35sell390.101.643490.000000.00000
1512024.04.11 15:35modify390.101.643491.645021.63952
1522024.04.11 15:40modify390.101.643491.646021.63952
1532024.04.11 21:06t/p360.101.639521.646021.6395267.2510716.67
1542024.04.11 21:06t/p370.101.639521.646021.6395235.3210751.99
1552024.04.11 21:06t/p380.101.639521.646021.6395228.4210780.41
1562024.04.11 21:06t/p390.101.639521.646021.6395226.8610807.27
1572024.04.16 20:00sell400.101.657890.000000.00000
1582024.04.16 20:00modify400.101.657891.670891.64789
1592024.04.22 01:40sell410.101.653330.000000.00000
1602024.04.22 01:40modify410.101.653331.655391.64789
1612024.04.22 01:40modify400.101.657891.655391.64789
1622024.04.22 03:20s/l400.101.655391.655391.6478916.0910823.36
1632024.04.22 03:20s/l410.101.655391.655391.64789-13.9410809.42