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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 test2604Ticks modelled79320Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread40
Total net profit2149.96Gross profit2765.00Gross loss-615.04
Profit factor4.50Expected payoff31.62
Absolute drawdown50.59Maximal drawdown224.98 (1.88%)Relative drawdown1.92% (220.77)
Total trades68Short positions (won %)31 (61.29%)Long positions (won %)37 (83.78%)
Profit trades (% of total)50 (73.53%)Loss trades (% of total)18 (26.47%)
Largestprofit trade101.46loss trade-82.28
Averageprofit trade55.30loss trade-34.17
Maximumconsecutive wins (profit in money)12 (705.14)consecutive losses (loss in money)2 (-163.60)
Maximalconsecutive profit (count of wins)705.14 (12)consecutive loss (count of losses)-163.60 (2)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.04 12:00buy10.101.629750.000000.00000
22023.07.04 12:00modify10.101.629751.617751.64475
32023.07.07 07:45buy20.101.640380.000000.00000
42023.07.07 07:45modify20.101.640381.635001.64475
52023.07.07 07:45modify10.101.629751.635001.64475
62023.07.07 12:40t/p10.101.644751.635001.6447599.5910099.59
72023.07.07 12:40t/p20.101.644751.635001.6447529.5610129.15
82023.07.13 16:00buy30.101.629180.000000.00000
92023.07.13 16:00modify30.101.629181.617181.64418
102023.07.14 11:50buy40.101.635240.000000.00000
112023.07.14 11:50modify40.101.635241.629931.64418
122023.07.14 11:50modify30.101.629181.629931.64418
132023.07.14 13:20buy50.101.636860.000000.00000
142023.07.14 13:20modify50.101.636861.632931.64418
152023.07.14 13:20modify40.101.635241.632931.64418
162023.07.14 13:20modify30.101.629181.632931.64418
172023.07.14 15:05buy60.101.639780.000000.00000
182023.07.14 15:05modify60.101.639781.634431.64418
192023.07.14 15:05modify50.101.636861.634431.64418
202023.07.14 15:05modify40.101.635241.634431.64418
212023.07.14 15:05modify30.101.629181.634431.64418
222023.07.17 01:30t/p30.101.644181.634431.64418100.7110229.86
232023.07.17 01:30t/p40.101.644181.634431.6441860.1010289.95
242023.07.17 01:30t/p50.101.644181.634431.6441849.1510339.10
252023.07.17 01:30t/p60.101.644181.634431.6441829.3910368.48
262023.07.17 08:00sell70.101.649350.000000.00000
272023.07.17 08:00modify70.101.649351.661351.63435
282023.07.20 03:59sell80.101.643120.000000.00000
292023.07.20 03:59modify80.101.643121.648601.63435
302023.07.20 03:59modify70.101.649351.648601.63435
312023.07.20 04:40sell90.101.641570.000000.00000
322023.07.20 04:40modify90.101.641571.645601.63435
332023.07.20 04:40modify80.101.643121.645601.63435
342023.07.20 04:40modify70.101.649351.645601.63435
352023.07.20 06:30s/l70.101.645601.645601.6343524.6810393.17
362023.07.20 06:30s/l80.101.645601.645601.63435-16.7810376.39
372023.07.20 06:30s/l90.101.645601.645601.63435-27.2710349.12
382023.07.25 16:00buy100.101.627990.000000.00000
392023.07.25 16:00modify100.101.627991.615991.64299
402023.07.26 01:20buy110.101.634210.000000.00000
412023.07.26 01:20modify110.101.634211.628741.64299
422023.07.26 01:20modify100.101.627991.628741.64299
432023.07.26 05:30buy120.101.635560.000000.00000
442023.07.26 05:30modify120.101.635561.631741.64299
452023.07.26 05:30modify110.101.634211.631741.64299
462023.07.26 05:30modify100.101.627991.631741.64299
472023.07.26 12:40t/p100.101.642991.631741.64299101.0910450.20
482023.07.26 12:40t/p110.101.642991.631741.6429959.3910509.59
492023.07.26 12:40t/p120.101.642991.631741.6429950.2610559.85
502023.08.02 04:00sell130.101.666360.000000.00000
512023.08.02 04:00modify130.101.666361.678361.65136
522023.08.08 01:40s/l130.101.678361.678361.65136-82.0010477.85
532023.09.05 08:00sell140.101.686680.000000.00000
542023.09.05 08:00modify140.101.686681.698681.67168
552023.09.05 15:05sell150.101.678920.000000.00000
562023.09.05 15:05modify150.101.678921.682931.67168
572023.09.05 15:05modify140.101.686681.682931.67168
582023.09.05 15:35sell160.101.680510.000000.00000
592023.09.05 15:35modify160.101.680511.685931.67168
602023.09.05 15:40modify160.101.680511.682931.67168
612023.09.05 23:40s/l140.101.682931.682931.6716825.3710503.22
622023.09.05 23:40s/l150.101.682931.682931.67168-27.1310476.09
632023.09.05 23:40s/l160.101.682931.682931.67168-16.3710459.72
642023.09.14 16:00buy170.101.655040.000000.00000
652023.09.14 16:00modify170.101.655041.643041.67004
662023.09.18 14:50buy180.101.661230.000000.00000
672023.09.18 14:50modify180.101.661231.655791.67004
682023.09.18 14:50modify170.101.655041.655791.67004
692023.09.19 08:40s/l170.101.655791.655791.670043.9510463.67
702023.09.19 08:40s/l180.101.655791.655791.67004-37.1710426.49
712023.09.29 04:00buy190.101.638060.000000.00000
722023.09.29 04:00modify190.101.638061.626061.65306
732023.09.29 18:35buy200.101.644140.000000.00000
742023.09.29 18:35modify200.101.644141.638811.65306
752023.09.29 18:35modify190.101.638061.638811.65306
762023.10.02 02:20buy210.101.645800.000000.00000
772023.10.02 02:20modify210.101.645801.641811.65306
782023.10.02 02:20modify200.101.644141.641811.65306
792023.10.02 02:20modify190.101.638061.641811.65306
802023.10.02 03:59buy220.101.648710.000000.00000
812023.10.02 03:59modify220.101.648711.643311.65306
822023.10.02 03:59modify210.101.645801.643311.65306
832023.10.02 03:59modify200.101.644141.643311.65306
842023.10.02 03:59modify190.101.638061.643311.65306
852023.10.03 04:30t/p190.101.653061.643311.65306100.7110527.20
862023.10.03 04:30t/p200.101.653061.643311.6530659.5810586.78
872023.10.03 04:30t/p210.101.653061.643311.6530648.7310635.51
882023.10.03 04:30t/p220.101.653061.643311.6530629.0510664.55
892023.10.03 12:00sell230.101.661450.000000.00000
902023.10.03 12:00modify230.101.661451.673451.64645
912023.10.04 04:40sell240.101.655230.000000.00000
922023.10.04 04:40modify240.101.655231.660701.64645
932023.10.04 04:40modify230.101.661451.660701.64645
942023.10.04 09:40s/l230.101.660701.660701.646454.9310669.49
952023.10.04 09:40s/l240.101.660701.660701.64645-37.0110632.48
962023.10.12 16:00sell250.101.665990.000000.00000
972023.10.12 16:00modify250.101.665991.677991.65099
982023.10.17 00:40sell260.101.659930.000000.00000
992023.10.17 00:40modify260.101.659931.665241.65099
1002023.10.17 00:40modify250.101.665991.665241.65099
1012023.10.17 06:30sell270.101.658320.000000.00000
1022023.10.17 06:30modify270.101.658321.662241.65099
1032023.10.17 06:30modify260.101.659931.662241.65099
1042023.10.17 06:30modify250.101.665991.662241.65099
1052023.10.17 10:40s/l250.101.662241.662241.6509924.9710657.44
1062023.10.17 10:40s/l260.101.662241.662241.65099-15.6210641.82
1072023.10.17 10:40s/l270.101.662241.662241.65099-26.5210615.30
1082023.10.19 08:00sell280.101.672910.000000.00000
1092023.10.19 08:00modify280.101.672911.684911.65791
1102023.10.24 14:30sell290.101.666680.000000.00000
1112023.10.24 14:30modify290.101.666681.672161.65791
1122023.10.24 14:30modify280.101.672911.672161.65791
1132023.10.24 18:40sell300.101.665110.000000.00000
1142023.10.24 18:40modify300.101.665111.669161.65791
1152023.10.24 18:40modify290.101.666681.669161.65791
1162023.10.24 18:40modify280.101.672911.669161.65791
1172023.10.25 00:40t/p280.101.657911.669161.65791100.9310716.24
1182023.10.25 00:40t/p290.101.657911.669161.6579159.1910775.43
1192023.10.25 00:40t/p300.101.657911.669161.6579148.5710824.00
1202023.10.25 04:00buy310.101.661760.000000.00000
1212023.10.25 04:00modify310.101.661761.649761.67676
1222023.10.25 10:00buy320.101.669480.000000.00000
1232023.10.25 10:00modify320.101.669481.665511.67676
1242023.10.25 10:00modify310.101.661761.665511.67676
1252023.10.25 12:30buy330.101.667960.000000.00000
1262023.10.25 12:30modify330.101.667961.662511.67676
1272023.10.25 12:35modify330.101.667961.665511.67676
1282023.10.25 16:20buy340.101.672350.000000.00000
1292023.10.25 16:20modify340.101.672351.667011.67676
1302023.10.25 16:20modify320.101.669481.667011.67676
1312023.10.25 16:20modify330.101.667961.667011.67676
1322023.10.25 16:20modify310.101.661761.667011.67676
1332023.10.25 22:20t/p310.101.676761.667011.67676101.4610925.46
1342023.10.25 22:20t/p320.101.676761.667011.6767649.2410974.70
1352023.10.25 22:20t/p330.101.676761.667011.6767659.5211034.22
1362023.10.25 22:20t/p340.101.676761.667011.6767629.8311064.05
1372023.11.07 08:00sell350.101.665100.000000.00000
1382023.11.07 08:00modify350.101.665101.677101.65010
1392023.11.08 02:50sell360.101.658920.000000.00000
1402023.11.08 02:50modify360.101.658921.664351.65010
1412023.11.08 02:50modify350.101.665101.664351.65010
1422023.11.08 08:30sell370.101.657540.000000.00000
1432023.11.08 08:30modify370.101.657541.661351.65010
1442023.11.08 08:30modify360.101.658921.661351.65010
1452023.11.08 08:30modify350.101.665101.661351.65010
1462023.11.08 12:40s/l350.101.661351.661351.6501025.2311089.28
1472023.11.08 12:40s/l360.101.661351.661351.65010-16.4411072.84
1482023.11.08 12:40s/l370.101.661351.661351.65010-25.7711047.07
1492023.12.01 16:00buy380.101.632600.000000.00000
1502023.12.01 16:00modify380.101.632601.620601.64760
1512023.12.05 00:30buy390.101.638800.000000.00000
1522023.12.05 00:30modify390.101.638801.633351.64760
1532023.12.05 00:30modify380.101.632601.633351.64760
1542023.12.05 01:40buy400.101.640230.000000.00000
1552023.12.05 01:40modify400.101.640231.636351.64760
1562023.12.05 01:40modify390.101.638801.636351.64760
1572023.12.05 01:40modify380.101.632601.636351.64760
1582023.12.05 03:40t/p380.101.647601.636351.64760100.7111147.78
1592023.12.05 03:40t/p390.101.647601.636351.6476059.5211207.30
1602023.12.05 03:40t/p400.101.647601.636351.6476049.8511257.15
1612023.12.14 04:00buy410.101.624470.000000.00000
1622023.12.14 04:00modify410.101.624471.612471.63947
1632023.12.14 13:20buy420.101.630590.000000.00000
1642023.12.14 13:20modify420.101.630591.625221.63947
1652023.12.14 13:20modify410.101.624471.625221.63947
1662023.12.14 13:30buy430.101.632180.000000.00000
1672023.12.14 13:30modify430.101.632181.628221.63947
1682023.12.14 13:30modify420.101.630591.628221.63947
1692023.12.14 13:30modify410.101.624471.628221.63947
1702023.12.14 15:30t/p410.101.639471.628221.63947101.4611358.61
1712023.12.14 15:30t/p420.101.639471.628221.6394760.0711418.68
1722023.12.14 15:30t/p430.101.639471.628221.6394749.3111467.99
1732024.01.16 04:00sell440.101.651010.000000.00000
1742024.01.16 04:00modify440.101.651011.663011.63601
1752024.01.17 09:05s/l440.101.663011.663011.63601-81.3211386.68
1762024.02.26 16:00sell450.101.659280.000000.00000
1772024.02.26 16:00modify450.101.659281.671281.64428
1782024.03.05 05:30s/l450.101.671281.671281.64428-82.2811304.40
1792024.03.05 08:00sell460.101.672620.000000.00000
1802024.03.05 08:00modify460.101.672621.684621.65762
1812024.03.05 22:15sell470.101.666420.000000.00000
1822024.03.05 22:15modify470.101.666421.671871.65762
1832024.03.05 22:15modify460.101.672621.671871.65762
1842024.03.06 04:05sell480.101.665060.000000.00000
1852024.03.06 04:05modify480.101.665061.668871.65762
1862024.03.06 04:05modify470.101.666421.668871.65762
1872024.03.06 04:05modify460.101.672621.668871.65762
1882024.03.06 15:20sell490.101.661930.000000.00000
1892024.03.06 15:20modify490.101.661931.667371.65762
1902024.03.06 15:20modify480.101.665061.667371.65762
1912024.03.06 15:20modify470.101.666421.667371.65762
1922024.03.06 15:20modify460.101.672621.667371.65762
1932024.03.07 02:40t/p460.101.657621.667371.65762100.9311405.33
1942024.03.07 02:40t/p470.101.657621.667371.6576258.9811464.31
1952024.03.07 02:40t/p480.101.657621.667371.6576249.9211514.23
1962024.03.07 02:40t/p490.101.657621.667371.6576228.7511542.98
1972024.03.07 08:00buy500.101.653570.000000.00000
1982024.03.07 08:00modify500.101.653571.641571.66857
1992024.03.15 08:40buy510.101.661340.000000.00000
2002024.03.15 08:40modify510.101.661341.657321.66857
2012024.03.15 08:40modify500.101.653571.657321.66857
2022024.03.15 11:15buy520.101.659630.000000.00000
2032024.03.15 11:15modify520.101.659631.654321.66857
2042024.03.15 11:20modify520.101.659631.657321.66857
2052024.03.15 13:40s/l500.101.657321.657321.6685722.3711565.35
2062024.03.15 13:40s/l510.101.657321.657321.66857-27.1911538.16
2072024.03.15 13:40s/l520.101.657321.657321.66857-15.6211522.54
2082024.03.19 08:00sell530.101.665040.000000.00000
2092024.03.19 08:00modify530.101.665041.677041.65004
2102024.03.20 18:40sell540.101.658970.000000.00000
2112024.03.20 18:40modify540.101.658971.664291.65004
2122024.03.20 18:40modify530.101.665041.664291.65004
2132024.03.20 21:25sell550.101.657400.000000.00000
2142024.03.20 21:25modify550.101.657401.661291.65004
2152024.03.20 21:25modify540.101.658971.661291.65004
2162024.03.20 21:25modify530.101.665041.661291.65004
2172024.03.21 06:40t/p530.101.650041.661291.65004100.9311623.47
2182024.03.21 06:40t/p540.101.650041.661291.6500460.0011683.47
2192024.03.21 06:40t/p550.101.650041.661291.6500449.3811732.85
2202024.04.04 08:00buy560.101.647140.000000.00000
2212024.04.04 08:00modify560.101.647141.635141.66214
2222024.04.16 00:40buy570.101.653150.000000.00000
2232024.04.16 00:40modify570.101.653151.647891.66214
2242024.04.16 00:40modify560.101.647141.647891.66214
2252024.04.16 07:59buy580.101.654840.000000.00000
2262024.04.16 07:59modify580.101.654841.650891.66214
2272024.04.16 07:59modify570.101.653151.650891.66214
2282024.04.16 07:59modify560.101.647141.650891.66214
2292024.04.16 10:40buy590.101.657820.000000.00000
2302024.04.16 10:40modify590.101.657821.652391.66214
2312024.04.16 10:40modify580.101.654841.652391.66214
2322024.04.16 10:40modify570.101.653151.652391.66214
2332024.04.16 10:40modify560.101.647141.652391.66214
2342024.04.19 01:20t/p560.101.662141.652391.6621495.8411828.69
2352024.04.19 01:20t/p570.101.662141.652391.6621458.9411887.62
2362024.04.19 01:20t/p580.101.662141.652391.6621447.5111935.13
2372024.04.19 01:20t/p590.101.662141.652391.6621427.3511962.48
2382024.04.19 04:00sell600.101.664370.000000.00000
2392024.04.19 04:00modify600.101.664371.676371.64937
2402024.04.21 23:40sell610.101.658320.000000.00000
2412024.04.21 23:40modify610.101.658321.663621.64937
2422024.04.21 23:40modify600.101.664371.663621.64937
2432024.04.22 04:35sell620.101.656820.000000.00000
2442024.04.22 04:35modify620.101.656821.660621.64937
2452024.04.22 04:35modify610.101.658321.660621.64937
2462024.04.22 04:35modify600.101.664371.660621.64937
2472024.04.22 10:40sell630.101.653870.000000.00000
2482024.04.22 10:40modify630.101.653871.659121.64937
2492024.04.22 10:40modify620.101.656821.659121.64937
2502024.04.22 10:40modify610.101.658321.659121.64937
2512024.04.22 10:40modify600.101.664371.659121.64937
2522024.04.23 02:40t/p600.101.649371.659121.64937101.2212063.69
2532024.04.23 02:40t/p610.101.649371.659121.6493760.2812123.97
2542024.04.23 02:40t/p620.101.649371.659121.6493750.2712174.24
2552024.04.23 02:40t/p630.101.649371.659121.6493730.3112204.56
2562024.05.03 16:00buy640.101.628510.000000.00000
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2582024.05.08 01:55buy650.101.634700.000000.00000
2592024.05.08 01:55modify650.101.634701.629261.64351
2602024.05.08 01:55modify640.101.628511.629261.64351
2612024.05.08 09:45buy660.101.636070.000000.00000
2622024.05.08 09:45modify660.101.636071.632261.64351
2632024.05.08 09:45modify650.101.634701.632261.64351
2642024.05.08 09:45modify640.101.628511.632261.64351
2652024.05.09 03:40s/l640.101.632261.632261.6435123.1212227.68
2662024.05.09 03:40s/l650.101.632261.632261.64351-17.6212210.05
2672024.05.09 03:40s/l660.101.632261.632261.64351-26.8912183.16
2682024.06.19 08:00buy670.101.609430.000000.00000
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2732024.06.25 06:30s/l670.101.610181.610181.624432.8212185.98
2742024.06.25 06:30s/l680.101.610181.610181.62443-36.0212149.96