Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=4; 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 test7218Ticks modelled155331Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2876.02Gross profit3369.40Gross loss-493.38
Profit factor6.83Expected payoff42.29
Absolute drawdown94.52Maximal drawdown347.10 (3.39%)Relative drawdown3.39% (347.10)
Total trades68Short positions (won %)45 (71.11%)Long positions (won %)23 (78.26%)
Profit trades (% of total)50 (73.53%)Loss trades (% of total)18 (26.47%)
Largestprofit trade119.84loss trade-146.84
Averageprofit trade67.39loss trade-27.41
Maximumconsecutive wins (profit in money)13 (932.41)consecutive losses (loss in money)3 (-186.94)
Maximalconsecutive profit (count of wins)932.41 (13)consecutive loss (count of losses)-186.94 (3)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.20 15:00sell10.100.649640.000000.00000
22023.09.20 15:00modify10.100.649640.663640.63764
32023.09.20 19:59sell20.100.644610.000000.00000
42023.09.20 19:59modify20.100.644610.648440.63764
52023.09.20 19:59modify10.100.649640.648440.63764
62023.09.20 21:16sell30.100.643500.000000.00000
72023.09.20 21:16modify30.100.643500.646040.63764
82023.09.20 21:16modify20.100.644610.646040.63764
92023.09.20 21:16modify10.100.649640.646040.63764
102023.09.21 00:20sell40.100.642820.000000.00000
112023.09.21 00:20modify40.100.642820.645440.63764
122023.09.21 00:20modify30.100.643500.645440.63764
132023.09.21 00:20modify20.100.644610.645440.63764
142023.09.21 00:20modify10.100.649640.645440.63764
152023.09.22 11:40s/l10.100.645440.645440.6376441.6810041.68
162023.09.22 11:40s/l20.100.645440.645440.63764-8.6210033.06
172023.09.22 11:40s/l30.100.645440.645440.63764-19.7210013.34
182023.09.22 11:40s/l40.100.645440.645440.63764-26.289987.06
192023.09.28 17:00sell50.100.642200.000000.00000
202023.09.28 17:00modify50.100.642200.656200.63020
212023.10.02 14:07sell60.100.637250.000000.00000
222023.10.02 14:07modify60.100.637250.641000.63020
232023.10.02 14:07modify50.100.642200.641000.63020
242023.10.02 20:50sell70.100.636160.000000.00000
252023.10.02 20:50modify70.100.636160.638600.63020
262023.10.02 20:50modify60.100.637250.638600.63020
272023.10.02 20:50modify50.100.642200.638600.63020
282023.10.03 00:16sell80.100.635320.000000.00000
292023.10.03 00:16modify80.100.635320.638000.63020
302023.10.03 00:16modify70.100.636160.638000.63020
312023.10.03 00:16modify60.100.637250.638000.63020
322023.10.03 00:16modify50.100.642200.638000.63020
332023.10.03 11:15t/p50.100.630200.638000.63020119.7610106.82
342023.10.03 11:15t/p60.100.630200.638000.6302070.4210177.24
352023.10.03 11:15t/p70.100.630200.638000.6302059.5210236.76
362023.10.03 11:15t/p80.100.630200.638000.6302051.2010287.96
372023.10.05 05:00sell90.100.637190.000000.00000
382023.10.05 05:00modify90.100.637190.651190.62519
392023.10.06 13:02sell100.100.632230.000000.00000
402023.10.06 13:02modify100.100.632230.635990.62519
412023.10.06 13:02modify90.100.637190.635990.62519
422023.10.06 14:32s/l90.100.635990.635990.6251911.9210299.88
432023.10.06 14:32s/l100.100.635990.635990.62519-37.6010262.28
442023.10.09 21:00sell110.100.640960.000000.00000
452023.10.09 21:00modify110.100.640960.654960.62896
462023.10.12 13:45sell120.100.635980.000000.00000
472023.10.12 13:45modify120.100.635980.639760.62896
482023.10.12 13:45modify110.100.640960.639760.62896
492023.10.12 14:15sell130.100.634920.000000.00000
502023.10.12 14:15modify130.100.634920.637360.62896
512023.10.12 14:15modify120.100.635980.637360.62896
522023.10.12 14:15modify110.100.640960.637360.62896
532023.10.12 14:40sell140.100.634290.000000.00000
542023.10.12 14:40modify140.100.634290.636760.62896
552023.10.12 14:40modify130.100.634920.636760.62896
562023.10.12 14:40modify120.100.635980.636760.62896
572023.10.12 14:40modify110.100.640960.636760.62896
582023.10.13 15:50t/p110.100.628960.636760.62896119.5210381.80
592023.10.13 15:50t/p120.100.628960.636760.6289670.1210451.92
602023.10.13 15:50t/p130.100.628960.636760.6289659.5210511.44
612023.10.13 15:50t/p140.100.628960.636760.6289653.2210564.66
622023.10.23 18:00sell150.100.634230.000000.00000
632023.10.23 18:00modify150.100.634230.648230.62223
642023.10.25 22:15sell160.100.629300.000000.00000
652023.10.25 22:15modify160.100.629300.633030.62223
662023.10.25 22:15modify150.100.634230.633030.62223
672023.10.26 00:50sell170.100.627540.000000.00000
682023.10.26 00:50modify170.100.627540.630030.62223
692023.10.26 00:50modify160.100.629300.630030.62223
702023.10.26 00:50modify150.100.634230.630030.62223
712023.10.26 02:10sell180.100.628160.000000.00000
722023.10.26 02:10modify180.100.628160.630630.62223
732023.10.26 02:12modify180.100.628160.630030.62223
742023.10.26 06:32s/l150.100.630030.630030.6222341.6010606.26
752023.10.26 06:32s/l160.100.630030.630030.62223-7.5410598.72
762023.10.26 06:32s/l170.100.630030.630030.62223-24.9010573.82
772023.10.26 06:32s/l180.100.630030.630030.62223-18.7010555.12
782023.11.03 15:00sell190.100.649640.000000.00000
792023.11.03 15:00modify190.100.649640.663640.63764
802023.11.07 04:40sell200.100.644640.000000.00000
812023.11.07 04:40modify200.100.644640.648440.63764
822023.11.07 04:40modify190.100.649640.648440.63764
832023.11.07 04:50sell210.100.643390.000000.00000
842023.11.07 04:50modify210.100.643390.646040.63764
852023.11.07 04:50modify200.100.644640.646040.63764
862023.11.07 04:50modify190.100.649640.646040.63764
872023.11.07 05:20sell220.100.643000.000000.00000
882023.11.07 05:20modify220.100.643000.645440.63764
892023.11.07 05:20modify210.100.643390.645440.63764
902023.11.07 05:20modify200.100.644640.645440.63764
912023.11.07 05:20modify190.100.649640.645440.63764
922023.11.09 19:20t/p190.100.637640.645440.63764119.5210674.64
932023.11.09 19:20t/p200.100.637640.645440.6376469.6810744.32
942023.11.09 19:20t/p210.100.637640.645440.6376457.1810801.50
952023.11.09 19:20t/p220.100.637640.645440.6376453.2810854.78
962023.11.16 04:00buy230.100.646950.000000.00000
972023.11.16 04:00modify230.100.646950.632950.65895
982023.11.17 20:20buy240.100.651760.000000.00000
992023.11.17 20:20modify240.100.651760.648150.65895
1002023.11.17 20:20modify230.100.646950.648150.65895
1012023.11.20 01:20buy250.100.652970.000000.00000
1022023.11.20 01:20modify250.100.652970.650550.65895
1032023.11.20 01:20modify240.100.651760.650550.65895
1042023.11.20 01:20modify230.100.646950.650550.65895
1052023.11.20 02:26buy260.100.653810.000000.00000
1062023.11.20 02:26modify260.100.653810.651150.65895
1072023.11.20 02:26modify250.100.652970.651150.65895
1082023.11.20 02:26modify240.100.651760.651150.65895
1092023.11.20 02:26modify230.100.646950.651150.65895
1102023.11.24 15:20t/p230.100.658950.651150.65895117.2610972.04
1112023.11.24 15:20t/p240.100.658950.651150.6589569.5111041.55
1122023.11.24 15:20t/p250.100.658950.651150.6589557.7511099.30
1132023.11.24 15:20t/p260.100.658950.651150.6589549.3511148.65
1142023.12.01 19:00sell270.100.666940.000000.00000
1152023.12.01 19:00modify270.100.666940.680940.65494
1162023.12.04 14:20sell280.100.662140.000000.00000
1172023.12.04 14:20modify280.100.662140.665740.65494
1182023.12.04 14:20modify270.100.666940.665740.65494
1192023.12.04 15:50sell290.100.660880.000000.00000
1202023.12.04 15:50modify290.100.660880.663340.65494
1212023.12.04 15:50modify280.100.662140.663340.65494
1222023.12.04 15:50modify270.100.666940.663340.65494
1232023.12.05 02:40sell300.100.660240.000000.00000
1242023.12.05 02:40modify300.100.660240.662740.65494
1252023.12.05 02:40modify290.100.660880.662740.65494
1262023.12.05 02:40modify280.100.662140.662740.65494
1272023.12.05 02:40modify270.100.666940.662740.65494
1282023.12.05 16:50t/p270.100.654940.662740.65494119.8411268.49
1292023.12.05 16:50t/p280.100.654940.662740.6549471.9211340.41
1302023.12.05 16:50t/p290.100.654940.662740.6549459.3211399.73
1312023.12.05 16:50t/p300.100.654940.662740.6549453.0011452.73
1322023.12.19 16:00sell310.100.676260.000000.00000
1332023.12.19 16:00modify310.100.676260.690260.66426
1342024.01.03 13:50sell320.100.671160.000000.00000
1352024.01.03 13:50modify320.100.671160.675060.66426
1362024.01.03 13:50modify310.100.676260.675060.66426
1372024.01.03 15:50sell330.100.670150.000000.00000
1382024.01.03 15:50modify330.100.670150.672660.66426
1392024.01.03 15:50modify320.100.671160.672660.66426
1402024.01.03 15:50modify310.100.676260.672660.66426
1412024.01.03 16:20s/l310.100.672660.672660.6642634.8011487.53
1422024.01.03 16:20s/l320.100.672660.672660.66426-15.0011472.53
1432024.01.03 16:20s/l330.100.672660.672660.66426-25.1011447.43
1442024.01.16 05:00buy340.100.661720.000000.00000
1452024.01.16 05:00modify340.100.661720.647720.67372
1462024.02.05 15:16s/l340.100.647720.647720.67372-146.8411300.59
1472024.02.22 09:00sell350.100.658820.000000.00000
1482024.02.22 09:00modify350.100.658820.672820.64682
1492024.02.22 16:37sell360.100.654000.000000.00000
1502024.02.22 16:37modify360.100.654000.657620.64682
1512024.02.22 16:37modify350.100.658820.657620.64682
1522024.02.23 01:46s/l350.100.657620.657620.6468211.9211312.51
1532024.02.23 01:46s/l360.100.657620.657620.64682-36.2811276.23
1542024.03.06 18:00sell370.100.657170.000000.00000
1552024.03.06 18:00modify370.100.657170.671170.64517
1562024.03.19 05:15sell380.100.652300.000000.00000
1572024.03.19 05:15modify380.100.652300.655970.64517
1582024.03.19 05:15modify370.100.657170.655970.64517
1592024.03.19 08:20sell390.100.650880.000000.00000
1602024.03.19 08:20modify390.100.650880.653570.64517
1612024.03.19 08:20modify380.100.652300.653570.64517
1622024.03.19 08:20modify370.100.657170.653570.64517
1632024.03.19 09:20sell400.100.650450.000000.00000
1642024.03.19 09:20modify400.100.650450.652970.64517
1652024.03.19 09:20modify390.100.650880.652970.64517
1662024.03.19 09:20modify380.100.652300.652970.64517
1672024.03.19 09:20modify370.100.657170.652970.64517
1682024.03.19 14:20s/l370.100.652970.652970.6451740.9611317.19
1692024.03.19 14:20s/l380.100.652970.652970.64517-6.7011310.49
1702024.03.19 14:20s/l390.100.652970.652970.64517-20.9011289.59
1712024.03.19 14:20s/l400.100.652970.652970.64517-25.2011264.39
1722024.03.21 06:00sell410.100.662310.000000.00000
1732024.03.21 06:00modify410.100.662310.676310.65031
1742024.03.21 15:20sell420.100.656060.000000.00000
1752024.03.21 15:20modify420.100.656060.658710.65031
1762024.03.21 15:20modify410.100.662310.658710.65031
1772024.03.22 00:22sell430.100.657440.000000.00000
1782024.03.22 00:22modify430.100.657440.661110.65031
1792024.03.22 00:25modify430.100.657440.658710.65031
1802024.03.26 10:22sell440.100.655690.000000.00000
1812024.03.26 10:22modify440.100.655690.658110.65031
1822024.03.26 10:22modify420.100.656060.658110.65031
1832024.03.26 10:22modify430.100.657440.658110.65031
1842024.03.26 10:22modify410.100.662310.658110.65031
1852024.03.28 08:15t/p410.100.650310.658110.65031119.4411383.83
1862024.03.28 08:15t/p420.100.650310.658110.6503156.9411440.77
1872024.03.28 08:15t/p430.100.650310.658110.6503170.8211511.59
1882024.03.28 08:15t/p440.100.650310.658110.6503153.4811565.07
1892024.04.01 17:00buy450.100.648640.000000.00000
1902024.04.01 17:00modify450.100.648640.634640.66064
1912024.04.03 14:45buy460.100.654770.000000.00000
1922024.04.03 14:45modify460.100.654770.652240.66064
1932024.04.03 14:45modify450.100.648640.652240.66064
1942024.04.03 15:15buy470.100.655520.000000.00000
1952024.04.03 15:15modify470.100.655520.652840.66064
1962024.04.03 15:15modify460.100.654770.652840.66064
1972024.04.03 15:15modify450.100.648640.652840.66064
1982024.04.04 10:15t/p450.100.660640.652840.66064118.2911683.36
1992024.04.04 10:15t/p460.100.660640.652840.6606457.6711741.03
2002024.04.04 10:15t/p470.100.660640.652840.6606450.1711791.20
2012024.04.12 12:00buy480.100.649610.000000.00000
2022024.04.12 12:00modify480.100.649610.635610.66161
2032024.04.26 06:15buy490.100.654510.000000.00000
2042024.04.26 06:15modify490.100.654510.650810.66161
2052024.04.26 06:15modify480.100.649610.650810.66161
2062024.04.26 08:37buy500.100.655670.000000.00000
2072024.04.26 08:37modify500.100.655670.653210.66161
2082024.04.26 08:37modify490.100.654510.653210.66161
2092024.04.26 08:37modify480.100.649610.653210.66161
2102024.04.26 10:50s/l480.100.653210.653210.6616131.2111822.42
2112024.04.26 10:50s/l490.100.653210.653210.66161-13.0011809.42
2122024.04.26 10:50s/l500.100.653210.653210.66161-24.6011784.82
2132024.04.30 15:00buy510.100.649530.000000.00000
2142024.04.30 15:00modify510.100.649530.635530.66153
2152024.05.02 05:45buy520.100.654330.000000.00000
2162024.05.02 05:45modify520.100.654330.650730.66153
2172024.05.02 05:45modify510.100.649530.650730.66153
2182024.05.02 16:40buy530.100.655610.000000.00000
2192024.05.02 16:40modify530.100.655610.653130.66153
2202024.05.02 16:40modify520.100.654330.653130.66153
2212024.05.02 16:40modify510.100.649530.653130.66153
2222024.05.02 16:50buy540.100.656200.000000.00000
2232024.05.02 16:50modify540.100.656200.653730.66153
2242024.05.02 16:50modify530.100.655610.653730.66153
2252024.05.02 16:50modify520.100.654330.653730.66153
2262024.05.02 16:50modify510.100.649530.653730.66153
2272024.05.03 12:45t/p510.100.661530.653730.66153118.2911903.11
2282024.05.03 12:45t/p520.100.661530.653730.6615371.6611974.76
2292024.05.03 12:45t/p530.100.661530.653730.6615358.8612033.62
2302024.05.03 12:45t/p540.100.661530.653730.6615352.9612086.58
2312024.07.03 16:00sell550.100.671750.000000.00000
2322024.07.03 16:00modify550.100.671750.685750.65975
2332024.07.22 02:03sell560.100.666860.000000.00000
2342024.07.22 02:03modify560.100.666860.670550.65975
2352024.07.22 02:03modify550.100.671750.670550.65975
2362024.07.22 11:45sell570.100.665660.000000.00000
2372024.07.22 11:45modify570.100.665660.668150.65975
2382024.07.22 11:45modify560.100.666860.668150.65975
2392024.07.22 11:45modify550.100.671750.668150.65975
2402024.07.22 12:15sell580.100.665090.000000.00000
2412024.07.22 12:15modify580.100.665090.667550.65975
2422024.07.22 12:15modify570.100.665660.667550.65975
2432024.07.22 12:15modify560.100.666860.667550.65975
2442024.07.22 12:15modify550.100.671750.667550.65975
2452024.07.24 03:20t/p550.100.659750.667550.65975118.3212204.90
2462024.07.24 03:20t/p560.100.659750.667550.6597570.9412275.84
2472024.07.24 03:20t/p570.100.659750.667550.6597558.9412334.78
2482024.07.24 03:20t/p580.100.659750.667550.6597553.2412388.02
2492024.07.31 15:00sell590.100.653050.000000.00000
2502024.07.31 15:00modify590.100.653050.667050.64105
2512024.08.05 00:07sell600.100.648190.000000.00000
2522024.08.05 00:07modify600.100.648190.651850.64105
2532024.08.05 00:07modify590.100.653050.651850.64105
2542024.08.05 06:02t/p590.100.641050.651850.64105119.6012507.62
2552024.08.05 06:02t/p600.100.641050.651850.6410571.4012579.02
2562024.08.06 11:00buy610.100.648410.000000.00000
2572024.08.06 11:00modify610.100.648410.634410.66041
2582024.08.06 17:22buy620.100.653240.000000.00000
2592024.08.06 17:22modify620.100.653240.649610.66041
2602024.08.06 17:22modify610.100.648410.649610.66041
2612024.08.06 18:37buy630.100.654420.000000.00000
2622024.08.06 18:37modify630.100.654420.652010.66041
2632024.08.06 18:37modify620.100.653240.652010.66041
2642024.08.06 18:37modify610.100.648410.652010.66041
2652024.08.06 20:40s/l610.100.652010.652010.6604136.0012615.02
2662024.08.06 20:40s/l620.100.652010.652010.66041-12.3012602.72
2672024.08.06 20:40s/l630.100.652010.652010.66041-24.1012578.62
2682024.08.07 20:00buy640.100.652220.000000.00000
2692024.08.07 20:00modify640.100.652220.638220.66422
2702024.08.08 14:15buy650.100.657280.000000.00000
2712024.08.08 14:15modify650.100.657280.653420.66422
2722024.08.08 14:15modify640.100.652220.653420.66422
2732024.08.08 14:37buy660.100.658250.000000.00000
2742024.08.08 14:37modify660.100.658250.655820.66422
2752024.08.08 14:37modify650.100.657280.655820.66422
2762024.08.08 14:37modify640.100.652220.655820.66422
2772024.08.08 16:20buy670.100.658860.000000.00000
2782024.08.08 16:20modify670.100.658860.656420.66422
2792024.08.08 16:20modify660.100.658250.656420.66422
2802024.08.08 16:20modify650.100.657280.656420.66422
2812024.08.08 16:20modify640.100.652220.656420.66422
2822024.08.14 01:37t/p640.100.664220.656420.66422117.6112696.23
2832024.08.14 01:37t/p650.100.664220.656420.6642268.0312764.26
2842024.08.14 01:37t/p660.100.664220.656420.6642258.3312822.59
2852024.08.14 01:37t/p670.100.664220.656420.6642252.2312874.82
2862024.08.30 18:00buy680.100.676260.000000.00000
2872024.08.30 18:00modify680.100.676260.662260.68826
2882024.08.30 20:59close at stop680.100.676380.662260.688261.2012876.02