Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolEURAUD (Euro vs Australian Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 test2608Ticks modelled79517Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread40
Total net profit1608.26Gross profit2643.31Gross loss-1035.05
Profit factor2.55Expected payoff17.67
Absolute drawdown74.33Maximal drawdown338.29 (3.04%)Relative drawdown3.04% (338.29)
Total trades91Short positions (won %)53 (66.04%)Long positions (won %)38 (68.42%)
Profit trades (% of total)61 (67.03%)Loss trades (% of total)30 (32.97%)
Largestprofit trade87.44loss trade-89.94
Averageprofit trade43.33loss trade-34.50
Maximumconsecutive wins (profit in money)10 (505.92)consecutive losses (loss in money)3 (-143.92)
Maximalconsecutive profit (count of wins)505.92 (10)consecutive loss (count of losses)-143.92 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.05 04:00sell10.101.678730.000000.00000
22023.09.05 04:00modify10.101.678731.691731.66573
32023.09.08 06:15sell20.101.672090.000000.00000
42023.09.08 06:15modify20.101.672091.678081.66573
52023.09.08 06:15modify10.101.678731.678081.66573
62023.09.08 13:40s/l10.101.678081.678081.665733.8410003.84
72023.09.08 13:40s/l20.101.678081.678081.66573-40.299963.55
82023.09.11 08:00buy30.101.667160.000000.00000
92023.09.11 08:00modify30.101.667161.654161.68016
102023.09.12 01:15buy40.101.675160.000000.00000
112023.09.12 01:15modify40.101.675161.671061.68016
122023.09.12 01:15modify30.101.667161.671061.68016
132023.09.12 02:30s/l30.101.671061.671061.6801625.739989.28
142023.09.12 02:30s/l40.101.671061.671061.68016-27.579961.71
152023.09.13 04:00sell50.101.677750.000000.00000
162023.09.13 04:00modify50.101.677751.690751.66475
172023.09.13 15:30sell60.101.671030.000000.00000
182023.09.13 15:30modify60.101.671031.677101.66475
192023.09.13 15:30modify50.101.677751.677101.66475
202023.09.13 16:40sell70.101.669870.000000.00000
212023.09.13 16:40modify70.101.669871.673851.66475
222023.09.13 16:40modify60.101.671031.673851.66475
232023.09.13 16:40modify50.101.677751.673851.66475
242023.09.14 01:05t/p50.101.664751.673851.6647587.1210048.83
252023.09.14 01:05t/p60.101.664751.673851.6647541.9210090.76
262023.09.14 01:05t/p70.101.664751.673851.6647534.1210124.88
272023.09.21 08:00sell80.101.661420.000000.00000
282023.09.21 08:00modify80.101.661421.674421.64842
292023.09.22 07:50sell90.101.653370.000000.00000
302023.09.22 07:50modify90.101.653371.657521.64842
312023.09.22 07:50modify80.101.661421.657521.64842
322023.09.22 07:59sell100.101.654760.000000.00000
332023.09.22 07:59modify100.101.654761.660771.64842
342023.09.22 08:00modify100.101.654761.657521.64842
352023.09.22 09:30sell110.101.652100.000000.00000
362023.09.22 09:30modify110.101.652101.656871.64842
372023.09.22 09:30modify90.101.653371.656871.64842
382023.09.22 09:30modify100.101.654761.656871.64842
392023.09.22 09:30modify80.101.661421.656871.64842
402023.09.22 12:05t/p80.101.648421.656871.6484287.3310212.22
412023.09.22 12:05t/p90.101.648421.656871.6484233.2910245.51
422023.09.22 12:05t/p100.101.648421.656871.6484242.6410288.15
432023.09.22 12:05t/p110.101.648421.656871.6484224.7510312.90
442023.09.29 04:00buy120.101.638060.000000.00000
452023.09.29 04:00modify120.101.638061.625061.65106
462023.09.29 18:25buy130.101.644740.000000.00000
472023.09.29 18:25modify130.101.644741.638711.65106
482023.09.29 18:25modify120.101.638061.638711.65106
492023.10.02 05:30t/p120.101.651061.638711.6510686.9310399.82
502023.10.02 05:30t/p130.101.651061.638711.6510642.0010441.82
512023.10.03 08:00sell140.101.659040.000000.00000
522023.10.03 08:00modify140.101.659041.672041.64604
532023.10.05 04:20sell150.101.651230.000000.00000
542023.10.05 04:20modify150.101.651231.655141.64604
552023.10.05 04:20modify140.101.659041.655141.64604
562023.10.05 05:55sell160.101.652410.000000.00000
572023.10.05 05:55modify160.101.652411.658391.64604
582023.10.05 06:05modify160.101.652411.655141.64604
592023.10.05 07:20s/l140.101.655141.655141.6460425.8110467.63
602023.10.05 07:20s/l150.101.655141.655141.64604-26.3010441.33
612023.10.05 07:20s/l160.101.655141.655141.64604-18.3610422.97
622023.10.19 04:00sell170.101.672020.000000.00000
632023.10.19 04:00modify170.101.672021.685021.65902
642023.10.24 14:40sell180.101.665450.000000.00000
652023.10.24 14:40modify180.101.665451.671371.65902
662023.10.24 14:40modify170.101.672021.671371.65902
672023.10.25 00:40t/p170.101.659021.671371.6590287.0210509.98
682023.10.25 00:40t/p180.101.659021.671371.6590243.1410553.13
692023.10.25 04:00buy190.101.661760.000000.00000
702023.10.25 04:00modify190.101.661761.648761.67476
712023.10.25 10:05buy200.101.669820.000000.00000
722023.10.25 10:05modify200.101.669821.665661.67476
732023.10.25 10:05modify190.101.661761.665661.67476
742023.10.25 11:45buy210.101.668460.000000.00000
752023.10.25 11:45modify210.101.668461.662411.67476
762023.10.25 11:50modify210.101.668461.665661.67476
772023.10.25 13:30buy220.101.670940.000000.00000
782023.10.25 13:30modify220.101.670941.666311.67476
792023.10.25 13:30modify200.101.669821.666311.67476
802023.10.25 13:30modify210.101.668461.666311.67476
812023.10.25 13:30modify190.101.661761.666311.67476
822023.10.25 17:30t/p190.101.674761.666311.6747687.4210640.55
832023.10.25 17:30t/p200.101.674761.666311.6747633.2210673.77
842023.10.25 17:30t/p210.101.674761.666311.6747642.3710716.14
852023.10.25 17:30t/p220.101.674761.666311.6747625.6910741.83
862023.10.31 12:00sell230.101.674280.000000.00000
872023.10.31 12:00modify230.101.674281.687281.66128
882023.10.31 17:40sell240.101.667750.000000.00000
892023.10.31 17:40modify240.101.667751.673631.66128
902023.10.31 17:40modify230.101.674281.673631.66128
912023.10.31 21:15sell250.101.666210.000000.00000
922023.10.31 21:15modify250.101.666211.670381.66128
932023.10.31 21:15modify240.101.667751.670381.66128
942023.10.31 21:15modify230.101.674281.670381.66128
952023.10.31 22:15s/l230.101.670381.670381.6612826.2310768.06
962023.10.31 22:15s/l240.101.670381.670381.66128-17.6910750.37
972023.10.31 22:15s/l250.101.670381.670381.66128-28.0510722.32
982023.11.07 08:00sell260.101.665100.000000.00000
992023.11.07 08:00modify260.101.665101.678101.65210
1002023.11.08 02:40sell270.101.658580.000000.00000
1012023.11.08 02:40modify270.101.658581.664451.65210
1022023.11.08 02:40modify260.101.665101.664451.65210
1032023.11.08 08:40sell280.101.657090.000000.00000
1042023.11.08 08:40modify280.101.657091.661201.65210
1052023.11.08 08:40modify270.101.658581.661201.65210
1062023.11.08 08:40modify260.101.665101.661201.65210
1072023.11.08 12:40s/l260.101.661201.661201.6521026.1210748.44
1082023.11.08 12:40s/l270.101.661201.661201.65210-17.6210730.82
1092023.11.08 12:40s/l280.101.661201.661201.65210-27.6510703.17
1102023.11.10 04:00sell290.101.678860.000000.00000
1112023.11.10 04:00modify290.101.678861.691861.66586
1122023.11.14 14:50sell300.101.672060.000000.00000
1132023.11.14 14:50modify300.101.672061.678211.66586
1142023.11.14 14:50modify290.101.678861.678211.66586
1152023.11.14 15:40sell310.101.670920.000000.00000
1162023.11.14 15:40modify310.101.670921.674961.66586
1172023.11.14 15:40modify300.101.672061.674961.66586
1182023.11.14 15:40modify290.101.678861.674961.66586
1192023.11.15 00:30s/l290.101.674961.674961.6658625.9210729.10
1202023.11.15 00:30s/l300.101.674961.674961.66586-19.6110709.49
1212023.11.15 00:30s/l310.101.674961.674961.66586-27.2810682.22
1222023.11.15 12:00buy320.101.664480.000000.00000
1232023.11.15 12:00modify320.101.664481.651481.67748
1242023.11.16 00:40buy330.101.671130.000000.00000
1252023.11.16 00:40modify330.101.671131.665131.67748
1262023.11.16 00:40modify320.101.664481.665131.67748
1272023.11.16 07:30buy340.101.673750.000000.00000
1282023.11.16 07:30modify340.101.673751.669031.67748
1292023.11.16 07:30modify330.101.671131.669031.67748
1302023.11.16 07:30modify320.101.664481.669031.67748
1312023.11.16 08:55buy350.101.672360.000000.00000
1322023.11.16 08:55modify350.101.672361.668381.67748
1332023.11.16 08:55modify350.101.672361.669031.67748
1342023.11.16 15:30t/p320.101.677481.669031.6774885.9110768.12
1352023.11.16 15:30t/p330.101.677481.669031.6774842.7010810.82
1362023.11.16 15:30t/p340.101.677481.669031.6774825.0810835.90
1372023.11.16 15:30t/p350.101.677481.669031.6774834.4310870.33
1382023.11.20 08:00buy360.101.666200.000000.00000
1392023.11.20 08:00modify360.101.666201.653201.67920
1402023.11.20 14:40buy370.101.672850.000000.00000
1412023.11.20 14:40modify370.101.672851.666851.67920
1422023.11.20 14:40modify360.101.666201.666851.67920
1432023.11.20 22:30s/l360.101.666851.666851.679204.3710874.70
1442023.11.20 22:30s/l370.101.666851.666851.67920-40.3510834.35
1452023.12.05 04:00sell380.101.648410.000000.00000
1462023.12.05 04:00modify380.101.648411.661411.63541
1472023.12.06 00:33sell390.101.641800.000000.00000
1482023.12.06 00:33modify390.101.641801.647761.63541
1492023.12.06 00:33modify380.101.648411.647761.63541
1502023.12.06 05:10sell400.101.640570.000000.00000
1512023.12.06 05:10modify400.101.640571.644511.63541
1522023.12.06 05:10modify390.101.641801.644511.63541
1532023.12.06 05:10modify380.101.648411.644511.63541
1542023.12.06 05:55sell410.101.639250.000000.00000
1552023.12.06 05:55modify410.101.639251.643861.63541
1562023.12.06 05:55modify400.101.640571.643861.63541
1572023.12.06 05:55modify390.101.641801.643861.63541
1582023.12.06 05:55modify380.101.648411.643861.63541
1592023.12.06 17:30s/l380.101.643861.643861.6354130.4910864.85
1602023.12.06 17:30s/l390.101.643861.643861.63541-13.8610850.99
1612023.12.06 17:30s/l400.101.643861.643861.63541-22.1310828.86
1622023.12.06 17:30s/l410.101.643861.643861.63541-31.0110797.85
1632023.12.07 04:00sell420.101.648050.000000.00000
1642023.12.07 04:00modify420.101.648051.661051.63505
1652023.12.07 07:33sell430.101.641460.000000.00000
1662023.12.07 07:33modify430.101.641461.647401.63505
1672023.12.07 07:33modify420.101.648051.647401.63505
1682023.12.07 10:30sell440.101.640090.000000.00000
1692023.12.07 10:30modify440.101.640091.644151.63505
1702023.12.07 10:30modify430.101.641461.644151.63505
1712023.12.07 10:30modify420.101.648051.644151.63505
1722023.12.07 14:00sell450.101.638860.000000.00000
1732023.12.07 14:00modify450.101.638861.643501.63505
1742023.12.07 14:00modify440.101.640091.643501.63505
1752023.12.07 14:00modify430.101.641461.643501.63505
1762023.12.07 14:00modify420.101.648051.643501.63505
1772023.12.07 17:05t/p420.101.635051.643501.6350587.4410885.29
1782023.12.07 17:05t/p430.101.635051.643501.6350543.1110928.40
1792023.12.07 17:05t/p440.101.635051.643501.6350533.9010962.30
1802023.12.07 17:05t/p450.101.635051.643501.6350525.6210987.92
1812023.12.20 12:00buy460.101.615610.000000.00000
1822023.12.20 12:00modify460.101.615611.602611.62861
1832023.12.20 19:40buy470.101.623450.000000.00000
1842023.12.20 19:40modify470.101.623451.619511.62861
1852023.12.20 19:40modify460.101.615611.619511.62861
1862023.12.20 20:20buy480.101.624930.000000.00000
1872023.12.20 20:20modify480.101.624931.620161.62861
1882023.12.20 20:20modify470.101.623451.620161.62861
1892023.12.20 20:20modify460.101.615611.620161.62861
1902023.12.21 04:26buy490.101.622390.000000.00000
1912023.12.21 04:26modify490.101.622391.616261.62861
1922023.12.21 04:33modify490.101.622391.620161.62861
1932023.12.21 13:40s/l460.101.620161.620161.6286129.0911017.01
1942023.12.21 13:40s/l470.101.620161.620161.62861-23.6310993.38
1952023.12.21 13:40s/l480.101.620161.620161.62861-33.5810959.79
1962023.12.21 13:40s/l490.101.620161.620161.62861-14.9910944.80
1972023.12.29 12:00sell500.101.628710.000000.00000
1982023.12.29 12:00modify500.101.628711.641711.61571
1992023.12.29 15:50sell510.101.619370.000000.00000
2002023.12.29 15:50modify510.101.619371.624161.61571
2012023.12.29 15:50modify500.101.628711.624161.61571
2022023.12.29 16:35sell520.101.620850.000000.00000
2032023.12.29 16:35modify520.101.620851.624811.61571
2042023.12.29 16:40modify520.101.620851.624161.61571
2052024.01.02 05:06t/p500.101.615711.624161.6157187.2311032.03
2062024.01.02 05:06t/p510.101.615711.624161.6157124.4111056.44
2072024.01.02 05:06t/p520.101.615711.624161.6157134.3611090.80
2082024.01.16 04:00sell530.101.651010.000000.00000
2092024.01.16 04:00modify530.101.651011.664011.63801
2102024.01.18 00:20s/l530.101.664011.664011.63801-87.8611002.94
2112024.01.29 12:00buy540.101.640260.000000.00000
2122024.01.29 12:00modify540.101.640261.627261.65326
2132024.01.30 13:15buy550.101.646830.000000.00000
2142024.01.30 13:15modify550.101.646831.640911.65326
2152024.01.30 13:15modify540.101.640261.640911.65326
2162024.01.30 22:15s/l540.101.640911.640911.653263.8711006.81
2172024.01.30 22:15s/l550.101.640911.640911.65326-39.8110967.00
2182024.02.01 12:00sell560.101.658030.000000.00000
2192024.02.01 12:00modify560.101.658031.671031.64503
2202024.02.02 00:40sell570.101.651450.000000.00000
2212024.02.02 00:40modify570.101.651451.657381.64503
2222024.02.02 00:40modify560.101.658031.657381.64503
2232024.02.02 01:50sell580.101.650040.000000.00000
2242024.02.02 01:50modify580.101.650041.654131.64503
2252024.02.02 01:50modify570.101.651451.654131.64503
2262024.02.02 01:50modify560.101.658031.654131.64503
2272024.02.02 03:25sell590.101.648840.000000.00000
2282024.02.02 03:25modify590.101.648841.653481.64503
2292024.02.02 03:25modify580.101.650041.653481.64503
2302024.02.02 03:25modify570.101.651451.653481.64503
2312024.02.02 03:25modify560.101.658031.653481.64503
2322024.02.02 14:20s/l560.101.653481.653481.6450330.5010997.50
2332024.02.02 14:20s/l570.101.653481.653481.64503-13.6510983.85
2342024.02.02 14:20s/l580.101.653481.653481.64503-23.1410960.71
2352024.02.02 14:20s/l590.101.653481.653481.64503-31.2110929.50
2362024.03.07 08:00buy600.101.653570.000000.00000
2372024.03.07 08:00modify600.101.653571.640571.66657
2382024.03.15 09:30buy610.101.660350.000000.00000
2392024.03.15 09:30modify610.101.660351.654221.66657
2402024.03.15 09:30modify600.101.653571.654221.66657
2412024.03.19 01:50buy620.101.661590.000000.00000
2422024.03.19 01:50modify620.101.661591.657471.66657
2432024.03.19 01:50modify610.101.660351.657471.66657
2442024.03.19 01:50modify600.101.653571.657471.66657
2452024.03.19 02:40s/l600.101.657471.657471.6665721.1910950.69
2462024.03.19 02:40s/l610.101.657471.657471.66657-20.3710930.32
2472024.03.19 02:40s/l620.101.657471.657471.66657-27.7010902.62
2482024.03.21 04:00buy630.101.651230.000000.00000
2492024.03.21 04:00modify630.101.651231.638231.66423
2502024.03.22 02:40buy640.101.660490.000000.00000
2512024.03.22 02:40modify640.101.660491.655781.66423
2522024.03.22 02:40modify630.101.651231.655781.66423
2532024.03.22 08:45buy650.101.659240.000000.00000
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2552024.03.22 08:50modify650.101.659241.655781.66423
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2612024.04.19 01:40s/l660.101.666231.666231.64023-87.9710788.29
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2692024.04.22 07:25modify690.101.657771.659821.65137
2702024.04.22 07:40sell700.101.656370.000000.00000
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2722024.04.22 07:45modify700.101.656371.659821.65137
2732024.04.22 21:05t/p670.101.651371.659821.6513787.3310875.63
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2752024.04.22 21:05t/p690.101.651371.659821.6513743.0510944.04
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2872024.06.27 11:40modify730.101.607601.605001.61410
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3172024.08.06 00:00buy810.101.680940.000000.00000
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3422024.08.08 06:55modify870.101.669501.671711.66326
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3522024.08.30 18:35modify890.101.627771.628421.64077
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