Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDUSD (Australian dollar vs US 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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 test2604Ticks modelled78509Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit2283.17Gross profit2978.65Gross loss-695.48
Profit factor4.28Expected payoff41.51
Absolute drawdown115.87Maximal drawdown364.66 (3.19%)Relative drawdown3.19% (364.66)
Total trades55Short positions (won %)18 (88.89%)Long positions (won %)37 (59.46%)
Profit trades (% of total)38 (69.09%)Loss trades (% of total)17 (30.91%)
Largestprofit trade141.95loss trade-124.05
Averageprofit trade78.39loss trade-40.91
Maximumconsecutive wins (profit in money)12 (1013.18)consecutive losses (loss in money)3 (-86.46)
Maximalconsecutive profit (count of wins)1013.18 (12)consecutive loss (count of losses)-242.65 (2)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.12 16:00sell10.100.678130.000000.00000
22023.07.12 16:00modify10.100.678130.690130.66413
32023.07.27 18:40sell20.100.670190.000000.00000
42023.07.27 18:40modify20.100.670190.673930.66413
52023.07.27 18:40modify10.100.678130.673930.66413
62023.07.27 22:45sell30.100.671130.000000.00000
72023.07.27 22:45modify30.100.671130.676730.66413
82023.07.27 22:45sell40.100.671130.000000.00000
92023.07.27 22:45modify40.100.671130.673230.66413
102023.07.27 22:45modify20.100.670190.673230.66413
112023.07.27 22:45modify10.100.678130.673230.66413
122023.07.27 22:50modify30.100.671130.673230.66413
132023.07.28 07:20t/p10.100.664130.673230.66413141.9510141.95
142023.07.28 07:20t/p20.100.664130.673230.6641360.7110202.66
152023.07.28 07:20t/p30.100.664130.673230.6641370.1110272.76
162023.07.28 07:20t/p40.100.664130.673230.6641370.1110342.87
172023.08.02 16:00buy50.100.654370.000000.00000
182023.08.02 16:00modify50.100.654370.642370.66837
192023.08.10 12:50buy60.100.661430.000000.00000
202023.08.10 12:50modify60.100.661430.655770.66837
212023.08.10 12:50buy70.100.661430.000000.00000
222023.08.10 12:50modify70.100.661430.659270.66837
232023.08.10 12:50modify50.100.654370.659270.66837
242023.08.10 12:55modify60.100.661430.659270.66837
252023.08.10 12:55s/l50.100.659270.659270.6683745.8810388.75
262023.08.10 12:55s/l60.100.659270.659270.66837-21.6010367.15
272023.08.10 12:55s/l70.100.659270.659270.66837-21.6010345.55
282023.08.17 04:00buy80.100.638470.000000.00000
292023.08.17 04:00modify80.100.638470.626470.65247
302023.08.22 09:40buy90.100.645730.000000.00000
312023.08.22 09:40modify90.100.645730.639870.65247
322023.08.22 09:40buy100.100.645730.000000.00000
332023.08.22 09:40modify100.100.645730.643370.65247
342023.08.22 09:40modify80.100.638470.643370.65247
352023.08.22 09:45modify90.100.645730.643370.65247
362023.08.22 12:40s/l80.100.643370.643370.6524748.0610393.62
372023.08.22 12:40s/l90.100.643370.643370.65247-23.6010370.02
382023.08.22 12:40s/l100.100.643370.643370.65247-23.6010346.42
392023.09.05 08:00buy110.100.637940.000000.00000
402023.09.05 08:00modify110.100.637940.625940.65194
412023.09.11 13:05buy120.100.645000.000000.00000
422023.09.11 13:05modify120.100.645000.639340.65194
432023.09.11 13:05buy130.100.645000.000000.00000
442023.09.11 13:05modify130.100.645000.642840.65194
452023.09.11 13:05modify110.100.637940.642840.65194
462023.09.11 13:10modify120.100.645000.642840.65194
472023.09.11 13:40s/l110.100.642840.642840.6519447.1310393.55
482023.09.11 13:40s/l120.100.642840.642840.65194-21.6010371.95
492023.09.11 13:40s/l130.100.642840.642840.65194-21.6010350.35
502023.09.29 04:00sell140.100.645670.000000.00000
512023.09.29 04:00modify140.100.645670.657670.63167
522023.10.02 13:20sell150.100.638570.000000.00000
532023.10.02 13:20modify150.100.638570.644270.63167
542023.10.02 13:20sell160.100.638570.000000.00000
552023.10.02 13:20modify160.100.638570.640770.63167
562023.10.02 13:20modify140.100.645670.640770.63167
572023.10.02 13:25modify150.100.638570.640770.63167
582023.10.02 13:55sell170.100.637770.000000.00000
592023.10.02 13:55modify170.100.637770.641470.63167
602023.10.02 14:00modify170.100.637770.640770.63167
612023.10.03 05:20t/p140.100.631670.640770.63167140.2210490.56
622023.10.03 05:20t/p150.100.631670.640770.6316769.1110559.67
632023.10.03 05:20t/p160.100.631670.640770.6316769.1110628.78
642023.10.03 05:20t/p170.100.631670.640770.6316761.1110689.89
652023.10.12 16:00buy180.100.633600.000000.00000
662023.10.12 16:00modify180.100.633600.621600.64760
672023.11.01 22:20buy190.100.640640.000000.00000
682023.11.01 22:20modify190.100.640640.635000.64760
692023.11.01 22:20buy200.100.640640.000000.00000
702023.11.01 22:20modify200.100.640640.638500.64760
712023.11.01 22:20modify180.100.633600.638500.64760
722023.11.01 22:25modify190.100.640640.638500.64760
732023.11.01 22:40buy210.100.641430.000000.00000
742023.11.01 22:40modify210.100.641430.637800.64760
752023.11.01 22:45modify210.100.641430.638500.64760
762023.11.03 12:30t/p180.100.647600.638500.64760133.1410823.03
772023.11.03 12:30t/p190.100.647600.638500.6476068.3510891.38
782023.11.03 12:30t/p200.100.647600.638500.6476068.3510959.73
792023.11.03 12:30t/p210.100.647600.638500.6476060.4511020.18
802023.11.03 16:00sell220.100.650320.000000.00000
812023.11.03 16:00modify220.100.650320.662320.63632
822023.11.07 07:30sell230.100.642490.000000.00000
832023.11.07 07:30modify230.100.642490.646120.63632
842023.11.07 07:30modify220.100.650320.646120.63632
852023.11.07 08:35sell240.100.643220.000000.00000
862023.11.07 08:35modify240.100.643220.648920.63632
872023.11.07 08:35sell250.100.643220.000000.00000
882023.11.07 08:35modify250.100.643220.645420.63632
892023.11.07 08:35modify230.100.642490.645420.63632
902023.11.07 08:35modify220.100.650320.645420.63632
912023.11.07 08:40modify240.100.643220.645420.63632
922023.11.09 23:30t/p220.100.636320.645420.63632140.6511160.83
932023.11.09 23:30t/p230.100.636320.645420.6363262.1311222.96
942023.11.09 23:30t/p240.100.636320.645420.6363269.4311292.40
952023.11.09 23:30t/p250.100.636320.645420.6363269.4311361.83
962023.11.14 16:00sell260.100.647930.000000.00000
972023.11.14 16:00modify260.100.647930.659930.63393
982023.11.27 08:40s/l260.100.659930.659930.63393-118.5911243.24
992024.01.03 16:00buy270.100.671440.000000.00000
1002024.01.03 16:00modify270.100.671440.659440.68544
1012024.01.16 14:40s/l270.100.659440.659440.68544-124.0511119.18
1022024.01.17 08:00buy280.100.655610.000000.00000
1032024.01.17 08:00modify280.100.655610.643610.66961
1042024.01.30 00:40buy290.100.662720.000000.00000
1052024.01.30 00:40modify290.100.662720.657010.66961
1062024.01.30 00:40buy300.100.662720.000000.00000
1072024.01.30 00:40modify300.100.662720.660510.66961
1082024.01.30 00:40modify280.100.655610.660510.66961
1092024.01.30 00:45modify290.100.662720.660510.66961
1102024.01.30 08:30s/l280.100.660510.660510.6696144.9511164.13
1112024.01.30 08:30s/l290.100.660510.660510.66961-22.1011142.03
1122024.01.30 08:30s/l300.100.660510.660510.66961-22.1011119.93
1132024.02.13 16:00buy310.100.646270.000000.00000
1142024.02.13 16:00modify310.100.646270.634270.66027
1152024.02.16 16:30buy320.100.653490.000000.00000
1162024.02.16 16:30modify320.100.653490.647670.66027
1172024.02.16 16:30buy330.100.653490.000000.00000
1182024.02.16 16:30modify330.100.653490.651170.66027
1192024.02.16 16:30modify310.100.646270.651170.66027
1202024.02.16 16:35modify320.100.653490.651170.66027
1212024.02.16 17:40buy340.100.654240.000000.00000
1222024.02.16 17:40modify340.100.654240.650470.66027
1232024.02.16 17:45modify340.100.654240.651170.66027
1242024.02.28 05:40s/l310.100.651170.651170.6602744.3211164.25
1252024.02.28 05:40s/l320.100.651170.651170.66027-26.3211137.93
1262024.02.28 05:40s/l330.100.651170.651170.66027-26.3211111.61
1272024.02.28 05:40s/l340.100.651170.651170.66027-33.8211077.79
1282024.02.28 12:00buy350.100.650320.000000.00000
1292024.02.28 12:00modify350.100.650320.638320.66432
1302024.03.06 17:05buy360.100.658080.000000.00000
1312024.03.06 17:05modify360.100.658080.654520.66432
1322024.03.06 17:05modify350.100.650320.654520.66432
1332024.03.06 17:45buy370.100.657430.000000.00000
1342024.03.06 17:45modify370.100.657430.651720.66432
1352024.03.06 17:45buy380.100.657430.000000.00000
1362024.03.06 17:45modify380.100.657430.655220.66432
1372024.03.06 17:45modify360.100.658080.655220.66432
1382024.03.06 17:45modify350.100.650320.655220.66432
1392024.03.06 17:50modify370.100.657430.655220.66432
1402024.03.08 09:40t/p350.100.664320.655220.66432136.5711214.36
1412024.03.08 09:40t/p360.100.664320.655220.6643261.1511275.51
1422024.03.08 09:40t/p370.100.664320.655220.6643267.6511343.17
1432024.03.08 09:40t/p380.100.664320.655220.6643267.6511410.82
1442024.03.19 08:00buy390.100.652120.000000.00000
1452024.03.19 08:00modify390.100.652120.640120.66612
1462024.03.20 22:40buy400.100.659970.000000.00000
1472024.03.20 22:40modify400.100.659970.656320.66612
1482024.03.20 22:40modify390.100.652120.656320.66612
1492024.03.21 13:26buy410.100.659230.000000.00000
1502024.03.21 13:26modify410.100.659230.653520.66612
1512024.03.21 13:26buy420.100.659230.000000.00000
1522024.03.21 13:26modify420.100.659230.657020.66612
1532024.03.21 13:26modify400.100.659970.657020.66612
1542024.03.21 13:26modify390.100.652120.657020.66612
1552024.03.21 13:33modify410.100.659230.657020.66612
1562024.03.21 14:40s/l390.100.657020.657020.6661247.7511458.57
1572024.03.21 14:40s/l400.100.657020.657020.66612-30.4411428.13
1582024.03.21 14:40s/l410.100.657020.657020.66612-22.1011406.03
1592024.03.21 14:40s/l420.100.657020.657020.66612-22.1011383.93
1602024.04.03 16:00sell430.100.655680.000000.00000
1612024.04.03 16:00modify430.100.655680.667680.64168
1622024.04.15 03:00sell440.100.647910.000000.00000
1632024.04.15 03:00modify440.100.647910.651480.64168
1642024.04.15 03:00modify430.100.655680.651480.64168
1652024.04.15 03:45sell450.100.648590.000000.00000
1662024.04.15 03:45modify450.100.648590.654280.64168
1672024.04.15 03:45sell460.100.648590.000000.00000
1682024.04.15 03:45modify460.100.648590.650780.64168
1692024.04.15 03:45modify440.100.647910.650780.64168
1702024.04.15 03:45modify430.100.655680.650780.64168
1712024.04.15 03:50modify450.100.648590.650780.64168
1722024.04.16 01:40t/p430.100.641680.650780.64168141.4111525.34
1732024.04.16 01:40t/p440.100.641680.650780.6416862.4111587.75
1742024.04.16 01:40t/p450.100.641680.650780.6416869.2111656.96
1752024.04.16 01:40t/p460.100.641680.650780.6416869.2111726.17
1762024.04.16 04:00buy470.100.642080.000000.00000
1772024.04.16 04:00modify470.100.642080.630080.65608
1782024.04.23 14:05buy480.100.649150.000000.00000
1792024.04.23 14:05modify480.100.649150.643480.65608
1802024.04.23 14:05buy490.100.649150.000000.00000
1812024.04.23 14:05modify490.100.649150.646980.65608
1822024.04.23 14:05modify470.100.642080.646980.65608
1832024.04.23 14:10modify480.100.649150.646980.65608
1842024.04.24 00:40buy500.100.649830.000000.00000
1852024.04.24 00:40modify500.100.649830.646280.65608
1862024.04.24 00:45modify500.100.649830.646980.65608
1872024.04.29 02:20t/p470.100.656080.646980.65608135.9511862.11
1882024.04.29 02:20t/p480.100.656080.646980.6560867.4311929.54
1892024.04.29 02:20t/p490.100.656080.646980.6560867.4311996.97
1902024.04.29 02:20t/p500.100.656080.646980.6560860.9412057.91
1912024.04.30 16:00buy510.100.649150.000000.00000
1922024.04.30 16:00modify510.100.649150.637150.66315
1932024.05.02 16:40buy520.100.656200.000000.00000
1942024.05.02 16:40modify520.100.656200.650550.66315
1952024.05.02 16:40buy530.100.656200.000000.00000
1962024.05.02 16:40modify530.100.656200.654050.66315
1972024.05.02 16:40modify510.100.649150.654050.66315
1982024.05.02 16:45modify520.100.656200.654050.66315
1992024.05.02 18:26buy540.100.656880.000000.00000
2002024.05.02 18:26modify540.100.656880.653350.66315
2012024.05.02 18:33modify540.100.656880.654050.66315
2022024.05.03 12:40t/p510.100.663150.654050.66315138.4412196.35
2032024.05.03 12:40t/p520.100.663150.654050.6631569.1912265.54
2042024.05.03 12:40t/p530.100.663150.654050.6631569.1912334.73
2052024.05.03 12:40t/p540.100.663150.654050.6631562.3912397.11
2062024.05.03 16:00sell550.100.661360.000000.00000
2072024.05.03 16:00modify550.100.661360.673360.64736
2082024.06.28 23:59s/l550.100.673360.673360.64736-113.9412283.17