Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 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=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=90; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test2603Ticks modelled78786Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit739.68Gross profit1324.33Gross loss-584.65
Profit factor2.27Expected payoff11.04
Absolute drawdown74.99Maximal drawdown261.35 (2.44%)Relative drawdown2.44% (261.35)
Total trades67Short positions (won %)38 (60.53%)Long positions (won %)29 (72.41%)
Profit trades (% of total)44 (65.67%)Loss trades (% of total)23 (34.33%)
Largestprofit trade72.17loss trade-60.49
Averageprofit trade30.10loss trade-25.42
Maximumconsecutive wins (profit in money)9 (324.06)consecutive losses (loss in money)3 (-128.76)
Maximalconsecutive profit (count of wins)324.06 (9)consecutive loss (count of losses)-128.76 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.06 16:00buy10.1095.3840.0000.000
22023.07.06 16:00modify10.1095.38494.48496.484
32023.07.10 09:40s/l10.1094.48494.48496.484-56.059943.95
42023.07.26 12:00buy20.1094.7220.0000.000
52023.07.26 12:00modify20.1094.72293.82295.822
62023.07.27 03:30buy30.1095.1650.0000.000
72023.07.27 03:30modify30.1095.16594.94295.822
82023.07.27 03:30modify20.1094.72294.94295.822
92023.07.27 04:30buy40.1095.3900.0000.000
102023.07.27 04:30modify40.1095.39095.21795.822
112023.07.27 04:30modify30.1095.16595.21795.822
122023.07.27 04:30modify20.1094.72295.21795.822
132023.07.27 04:40buy50.1095.4480.0000.000
142023.07.27 04:40modify50.1095.44895.16295.822
152023.07.27 04:40modify40.1095.39095.16295.822
162023.07.27 04:40modify30.1095.16595.16295.822
172023.07.27 04:40modify20.1094.72295.16295.822
182023.07.27 06:30s/l20.1095.16295.16295.82228.589972.53
192023.07.27 06:30s/l30.1095.16295.16295.822-0.199972.34
202023.07.27 06:30s/l40.1095.16295.16295.822-14.359957.99
212023.07.27 06:30s/l50.1095.16295.16295.822-18.009939.99
222023.07.31 16:00sell60.1095.6770.0000.000
232023.07.31 16:00modify60.1095.67796.57794.577
242023.08.01 05:25sell70.1095.2260.0000.000
252023.08.01 05:25modify70.1095.22695.45794.577
262023.08.01 05:25modify60.1095.67795.45794.577
272023.08.01 06:46sell80.1094.9530.0000.000
282023.08.01 06:46modify80.1094.95395.23794.577
292023.08.01 06:46modify70.1095.22695.23794.577
302023.08.01 06:46modify60.1095.67795.23794.577
312023.08.01 21:40t/p60.1094.57795.23794.57768.2510008.24
322023.08.01 21:40t/p70.1094.57795.23794.57740.8410049.08
332023.08.01 21:40t/p80.1094.57795.23794.57723.6610072.74
342023.08.02 16:00buy90.1093.7020.0000.000
352023.08.02 16:00modify90.1093.70292.80294.802
362023.08.10 02:40buy100.1094.1450.0000.000
372023.08.10 02:40modify100.1094.14593.92294.802
382023.08.10 02:40modify90.1093.70293.92294.802
392023.08.10 07:05buy110.1094.4170.0000.000
402023.08.10 07:05modify110.1094.41794.14294.802
412023.08.10 07:05modify100.1094.14594.14294.802
422023.08.10 07:05modify90.1093.70294.14294.802
432023.08.10 07:25buy120.1094.3780.0000.000
442023.08.10 07:25modify120.1094.37894.19794.802
452023.08.10 07:30modify120.1094.37894.14294.802
462023.08.10 12:40t/p90.1094.80294.14294.80272.1710144.92
472023.08.10 12:40t/p100.1094.80294.14294.80241.3410186.26
482023.08.10 12:40t/p110.1094.80294.14294.80224.2210210.48
492023.08.10 12:40t/p120.1094.80294.14294.80226.6810237.16
502023.08.10 16:00sell130.1094.6790.0000.000
512023.08.10 16:00modify130.1094.67995.57993.579
522023.08.10 20:53sell140.1094.2380.0000.000
532023.08.10 20:53modify140.1094.23894.45993.579
542023.08.10 20:53modify130.1094.67994.45993.579
552023.08.11 00:40s/l130.1094.45994.45993.57912.8710250.03
562023.08.11 00:40s/l140.1094.45994.45993.579-14.8810235.16
572023.09.20 16:00sell150.1096.0000.0000.000
582023.09.20 16:00modify150.1096.00096.90094.900
592023.09.20 19:50sell160.1095.5330.0000.000
602023.09.20 19:50modify160.1095.53395.78094.900
612023.09.20 19:50modify150.1096.00095.78094.900
622023.09.21 01:00sell170.1095.3380.0000.000
632023.09.21 01:00modify170.1095.33895.50594.900
642023.09.21 01:00modify160.1095.53395.50594.900
652023.09.21 01:00modify150.1096.00095.50594.900
662023.09.21 01:30sell180.1095.2780.0000.000
672023.09.21 01:30modify180.1095.27895.56094.900
682023.09.21 01:30modify170.1095.33895.56094.900
692023.09.21 01:30modify160.1095.53395.56094.900
702023.09.21 01:30modify150.1096.00095.56094.900
712023.09.21 09:40t/p150.1094.90095.56094.90066.3110301.47
722023.09.21 09:40t/p160.1094.90095.56094.90036.9310338.40
732023.09.21 09:40t/p170.1094.90095.56094.90027.5610365.96
742023.09.21 09:40t/p180.1094.90095.56094.90023.7810389.74
752023.09.27 12:00buy190.1095.0170.0000.000
762023.09.27 12:00modify190.1095.01794.11796.117
772023.09.28 10:40buy200.1095.4570.0000.000
782023.09.28 10:40modify200.1095.45795.23796.117
792023.09.28 10:40modify190.1095.01795.23796.117
802023.09.28 14:20buy210.1095.7510.0000.000
812023.09.28 14:20modify210.1095.75195.45796.117
822023.09.28 14:20modify200.1095.45795.45796.117
832023.09.28 14:20modify190.1095.01795.45796.117
842023.09.29 01:30t/p190.1096.11795.45796.11770.4010460.14
852023.09.29 01:30t/p200.1096.11795.45796.11741.8310501.97
862023.09.29 01:30t/p210.1096.11795.45796.11723.3310525.30
872023.10.06 16:00sell220.1095.3020.0000.000
882023.10.06 16:00modify220.1095.30296.20294.202
892023.10.08 21:20sell230.1094.8510.0000.000
902023.10.08 21:20modify230.1094.85195.08294.202
912023.10.08 21:20modify220.1095.30295.08294.202
922023.10.08 22:15sell240.1094.6180.0000.000
932023.10.08 22:15modify240.1094.61894.80794.202
942023.10.08 22:15modify230.1094.85194.80794.202
952023.10.08 22:15modify220.1095.30294.80794.202
962023.10.08 22:30s/l220.1094.80794.80794.20231.1510556.45
972023.10.08 22:30s/l230.1094.80794.80794.2022.7710559.22
982023.10.08 22:30s/l240.1094.80794.80794.202-11.8910547.33
992023.10.12 16:00buy250.1094.8480.0000.000
1002023.10.12 16:00modify250.1094.84893.94895.948
1012023.10.17 15:00buy260.1095.2920.0000.000
1022023.10.17 15:00modify260.1095.29295.06895.948
1032023.10.17 15:00modify250.1094.84895.06895.948
1042023.10.17 16:05buy270.1095.5230.0000.000
1052023.10.17 16:05modify270.1095.52395.34395.948
1062023.10.17 16:05modify260.1095.29295.34395.948
1072023.10.17 16:05modify250.1094.84895.34395.948
1082023.10.17 17:30s/l250.1095.34395.34395.94832.0410579.36
1092023.10.17 17:30s/l260.1095.34395.34395.9483.2110582.57
1102023.10.17 17:30s/l270.1095.34395.34395.948-11.3310571.24
1112023.11.02 12:00sell280.1096.7920.0000.000
1122023.11.02 12:00modify280.1096.79297.69295.692
1132023.11.09 19:50sell290.1096.3410.0000.000
1142023.11.09 19:50modify290.1096.34196.57295.692
1152023.11.09 19:50modify280.1096.79296.57295.692
1162023.11.10 00:33sell300.1096.1220.0000.000
1172023.11.10 00:33modify300.1096.12296.29795.692
1182023.11.10 00:33modify290.1096.34196.29795.692
1192023.11.10 00:33modify280.1096.79296.29795.692
1202023.11.10 01:40s/l280.1096.29796.29795.69223.4310594.67
1212023.11.10 01:40s/l290.1096.29796.29795.6921.8010596.47
1222023.11.10 01:40s/l300.1096.29796.29795.692-11.0110585.46
1232023.11.14 16:00sell310.1097.7210.0000.000
1242023.11.14 16:00modify310.1097.72198.62196.621
1252023.11.16 16:50sell320.1097.2690.0000.000
1262023.11.16 16:50modify320.1097.26997.50196.621
1272023.11.16 16:50modify310.1097.72197.50196.621
1282023.11.16 17:40s/l310.1097.50197.50196.6219.9910595.45
1292023.11.16 17:40s/l320.1097.50197.50196.621-14.5910580.86
1302023.11.23 16:00sell330.1098.0920.0000.000
1312023.11.23 16:00modify330.1098.09298.99296.992
1322023.11.29 00:40sell340.1097.6330.0000.000
1332023.11.29 00:40modify340.1097.63397.87296.992
1342023.11.29 00:40modify330.1098.09297.87296.992
1352023.11.29 01:30s/l330.1097.87297.87296.9929.9810590.84
1362023.11.29 01:30s/l340.1097.87297.87296.992-15.0410575.80
1372023.12.04 16:00buy350.1097.3490.0000.000
1382023.12.04 16:00modify350.1097.34996.44998.449
1392023.12.05 11:40s/l350.1096.44996.44998.449-56.3410519.45
1402023.12.18 12:00sell360.1095.9880.0000.000
1412023.12.18 12:00modify360.1095.98896.88894.888
1422023.12.19 01:40sell370.1095.5310.0000.000
1432023.12.19 01:40modify370.1095.53195.76894.888
1442023.12.19 01:40modify360.1095.98895.76894.888
1452023.12.19 02:05s/l360.1095.76895.76894.88812.8810532.34
1462023.12.19 02:05s/l370.1095.76895.76894.888-14.9110517.43
1472023.12.28 12:00buy380.1096.3170.0000.000
1482023.12.28 12:00modify380.1096.31795.41797.417
1492023.12.28 17:40buy390.1096.7780.0000.000
1502023.12.28 17:40modify390.1096.77896.53797.417
1512023.12.28 17:40modify380.1096.31796.53797.417
1522023.12.28 21:40s/l380.1096.53796.53797.41713.8410531.27
1532023.12.28 21:40s/l390.1096.53796.53797.417-15.1710516.10
1542024.01.10 16:00sell400.1097.5030.0000.000
1552024.01.10 16:00modify400.1097.50398.40396.403
1562024.01.11 22:05sell410.1097.0530.0000.000
1572024.01.11 22:05modify410.1097.05397.28396.403
1582024.01.11 22:05modify400.1097.50397.28396.403
1592024.01.12 00:20s/l400.1097.28397.28396.4039.9810526.08
1602024.01.12 00:20s/l410.1097.28397.28396.403-15.4510510.63
1612024.01.19 12:00sell420.1097.6500.0000.000
1622024.01.19 12:00modify420.1097.65098.55096.550
1632024.01.22 22:30sell430.1097.2030.0000.000
1642024.01.22 22:30modify430.1097.20397.43096.550
1652024.01.22 22:30modify420.1097.65097.43096.550
1662024.01.23 00:20s/l420.1097.43097.43096.55011.9110522.54
1672024.01.23 00:20s/l430.1097.43097.43096.550-15.2610507.28
1682024.02.20 12:00sell440.1098.4890.0000.000
1692024.02.20 12:00modify440.1098.48999.38997.389
1702024.02.28 06:40sell450.1098.0460.0000.000
1712024.02.28 06:40modify450.1098.04698.26997.389
1722024.02.28 06:40modify440.1098.48998.26997.389
1732024.02.28 09:40sell460.1097.8290.0000.000
1742024.02.28 09:40modify460.1097.82997.99497.389
1752024.02.28 09:40modify450.1098.04697.99497.389
1762024.02.28 09:40modify440.1098.48997.99497.389
1772024.02.28 22:40sell470.1097.7550.0000.000
1782024.02.28 22:40modify470.1097.75598.04997.389
1792024.02.28 22:40modify460.1097.82998.04997.389
1802024.02.28 22:40modify450.1098.04698.04997.389
1812024.02.28 22:40modify440.1098.48998.04997.389
1822024.02.29 09:40t/p440.1097.38998.04997.38958.5910565.87
1832024.02.29 09:40t/p450.1097.38998.04997.38938.4410604.32
1842024.02.29 09:40t/p460.1097.38998.04997.38924.7810629.10
1852024.02.29 09:40t/p470.1097.38998.04997.38920.1310649.23
1862024.03.11 12:00buy480.1097.0390.0000.000
1872024.03.11 12:00modify480.1097.03996.13998.139
1882024.03.12 04:45buy490.1097.4890.0000.000
1892024.03.12 04:45modify490.1097.48997.25998.139
1902024.03.12 04:45modify480.1097.03997.25998.139
1912024.03.12 13:15buy500.1097.7190.0000.000
1922024.03.12 13:15modify500.1097.71997.53498.139
1932024.03.12 13:15modify490.1097.48997.53498.139
1942024.03.12 13:15modify480.1097.03997.53498.139
1952024.03.12 13:30s/l480.1097.53497.53498.13931.4610680.69
1962024.03.12 13:30s/l490.1097.53497.53498.1392.8410683.53
1972024.03.12 13:30s/l500.1097.53497.53498.139-11.6410671.89
1982024.03.19 16:00sell510.1098.3980.0000.000
1992024.03.19 16:00modify510.1098.39899.29897.298
2002024.03.20 18:40s/l510.1099.29899.29897.298-57.6010614.29
2012024.04.03 16:00sell520.1099.4550.0000.000
2022024.04.03 16:00modify520.1099.455100.35598.355
2032024.04.04 13:15s/l520.10100.355100.35598.355-59.5310554.77
2042024.04.09 12:00sell530.10100.5010.0000.000
2052024.04.09 12:00modify530.10100.501101.40199.401
2062024.04.10 13:10sell540.1099.8150.0000.000
2072024.04.10 13:10modify540.1099.815100.00699.401
2082024.04.10 13:10modify530.10100.501100.00699.401
2092024.04.11 05:40sell550.1099.7720.0000.000
2102024.04.11 05:40modify550.1099.772100.06199.401
2112024.04.11 05:40modify540.1099.815100.06199.401
2122024.04.11 05:40modify530.10100.501100.06199.401
2132024.04.11 12:40s/l530.10100.061100.06199.40123.8310578.60
2142024.04.11 12:40s/l540.10100.061100.06199.401-18.3810560.22
2152024.04.11 12:40s/l550.10100.061100.06199.401-18.1810542.04
2162024.04.23 16:00sell560.10100.2680.0000.000
2172024.04.23 16:00modify560.10100.268101.16899.168
2182024.04.25 02:30s/l560.10101.168101.16899.168-60.4910481.55
2192024.05.02 12:00buy570.10101.0680.0000.000
2202024.05.02 12:00modify570.10101.068100.168102.168
2212024.05.06 00:55buy580.10101.5290.0000.000
2222024.05.06 00:55modify580.10101.529101.288102.168
2232024.05.06 00:55modify570.10101.068101.288102.168
2242024.05.06 02:20buy590.10101.7340.0000.000
2252024.05.06 02:20modify590.10101.734101.563102.168
2262024.05.06 02:20modify580.10101.529101.563102.168
2272024.05.06 02:20modify570.10101.068101.563102.168
2282024.05.06 03:20buy600.10101.7940.0000.000
2292024.05.06 03:20modify600.10101.794101.508102.168
2302024.05.06 03:20modify590.10101.734101.508102.168
2312024.05.06 03:20modify580.10101.529101.508102.168
2322024.05.06 03:20modify570.10101.068101.508102.168
2332024.05.06 23:33t/p570.10102.168101.508102.16869.8110551.36
2342024.05.06 23:33t/p580.10102.168101.508102.16840.2110591.57
2352024.05.06 23:33t/p590.10102.168101.508102.16827.3110618.88
2362024.05.06 23:33t/p600.10102.168101.508102.16823.5310642.41
2372024.05.09 16:00sell610.10102.8170.0000.000
2382024.05.09 16:00modify610.10102.817103.717101.717
2392024.05.14 15:40s/l610.10103.717103.717101.717-59.5410582.87
2402024.06.04 12:00buy620.10102.8670.0000.000
2412024.06.04 12:00modify620.10102.867101.967103.967
2422024.06.05 00:50buy630.10103.3180.0000.000
2432024.06.05 00:50modify630.10103.318103.087103.967
2442024.06.05 00:50modify620.10102.867103.087103.967
2452024.06.05 01:40buy640.10103.5510.0000.000
2462024.06.05 01:40modify640.10103.551103.362103.967
2472024.06.05 01:40modify630.10103.318103.362103.967
2482024.06.05 01:40modify620.10102.867103.362103.967
2492024.06.05 02:20buy650.10103.5830.0000.000
2502024.06.05 02:20modify650.10103.583103.307103.967
2512024.06.05 02:20modify640.10103.551103.307103.967
2522024.06.05 02:20modify630.10103.318103.307103.967
2532024.06.05 02:20modify620.10102.867103.307103.967
2542024.06.05 07:40t/p620.10103.967103.307103.96769.5310652.40
2552024.06.05 07:40t/p630.10103.967103.307103.96740.8410693.24
2562024.06.05 07:40t/p640.10103.967103.307103.96726.1810719.42
2572024.06.05 07:40t/p650.10103.967103.307103.96724.1710743.59
2582024.06.12 16:00sell660.10104.4300.0000.000
2592024.06.12 16:00modify660.10104.430105.330103.330
2602024.06.13 17:05sell670.10103.9740.0000.000
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