Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 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=2; 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=140; IT_TakeProfit=150; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=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 test2607Ticks modelled79112Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread30
Total net profit1031.25Gross profit1453.43Gross loss-422.18
Profit factor3.44Expected payoff24.55
Absolute drawdown39.97Maximal drawdown244.20 (2.29%)Relative drawdown2.29% (244.20)
Total trades42Short positions (won %)19 (63.16%)Long positions (won %)23 (60.87%)
Profit trades (% of total)26 (61.90%)Loss trades (% of total)16 (38.10%)
Largestprofit trade115.72loss trade-100.59
Averageprofit trade55.90loss trade-26.39
Maximumconsecutive wins (profit in money)5 (289.59)consecutive losses (loss in money)4 (-153.32)
Maximalconsecutive profit (count of wins)289.59 (5)consecutive loss (count of losses)-153.32 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.29 08:00sell10.1096.3870.0000.000
22023.09.29 08:00modify10.1096.38797.78794.887
32023.10.02 05:30sell20.1095.7590.0000.000
42023.10.02 05:30modify20.1095.75996.23794.887
52023.10.02 05:30modify10.1096.38796.23794.887
62023.10.02 13:30sell30.1095.6090.0000.000
72023.10.02 13:30modify30.1095.60995.78794.887
82023.10.02 13:30modify20.1095.75995.78794.887
92023.10.02 13:30modify10.1096.38795.78794.887
102023.10.02 14:55sell40.1095.4670.0000.000
112023.10.02 14:55modify40.1095.46795.86294.887
122023.10.02 14:55modify30.1095.60995.86294.887
132023.10.02 14:55modify20.1095.75995.86294.887
142023.10.02 14:55modify10.1096.38795.86294.887
152023.10.03 04:30t/p10.1094.88795.86294.887104.0810104.08
162023.10.03 04:30t/p20.1094.88795.86294.88760.7010164.77
172023.10.03 04:30t/p30.1094.88795.86294.88750.0510214.82
182023.10.03 04:30t/p40.1094.88795.86294.88739.9710254.79
192023.10.13 00:00buy50.1094.6310.0000.000
202023.10.13 00:00modify50.1094.63193.23196.131
212023.10.17 03:40buy60.1095.2390.0000.000
222023.10.17 03:40modify60.1095.23994.78196.131
232023.10.17 03:40modify50.1094.63194.78196.131
242023.10.17 10:30s/l50.1094.78194.78196.13111.5310266.32
252023.10.17 10:30s/l60.1094.78194.78196.131-32.5210233.80
262023.11.06 08:00sell70.1097.4070.0000.000
272023.11.06 08:00modify70.1097.40798.80795.907
282023.11.07 05:05sell80.1096.6530.0000.000
292023.11.07 05:05modify80.1096.65396.80795.907
302023.11.07 05:05modify70.1097.40796.80795.907
312023.11.07 05:40s/l70.1096.80796.80795.90741.3910275.19
322023.11.07 05:40s/l80.1096.80796.80795.907-10.9310264.26
332023.11.15 00:00sell90.1097.7850.0000.000
342023.11.15 00:00modify90.1097.78599.18596.285
352023.11.17 08:50sell100.1097.0340.0000.000
362023.11.17 08:50modify100.1097.03497.18596.285
372023.11.17 08:50modify90.1097.78597.18596.285
382023.11.17 10:30s/l90.1097.18597.18596.28537.7810302.04
392023.11.17 10:30s/l100.1097.18597.18596.285-10.7210291.32
402023.12.05 16:00buy110.1096.5710.0000.000
412023.12.05 16:00modify110.1096.57195.17198.071
422023.12.06 03:40buy120.1097.1820.0000.000
432023.12.06 03:40modify120.1097.18296.72198.071
442023.12.06 03:40modify110.1096.57196.72198.071
452023.12.06 13:15s/l110.1096.72196.72198.07111.0910302.41
462023.12.06 13:15s/l120.1096.72196.72198.071-32.7310269.68
472023.12.27 12:00sell130.1097.5020.0000.000
482023.12.27 12:00modify130.1097.50298.90296.002
492023.12.27 19:33sell140.1096.8880.0000.000
502023.12.27 19:33modify140.1096.88897.35296.002
512023.12.27 19:33modify130.1097.50297.35296.002
522023.12.28 04:50sell150.1096.5820.0000.000
532023.12.28 04:50modify150.1096.58296.97796.002
542023.12.28 04:50modify140.1096.88896.97796.002
552023.12.28 04:50modify130.1097.50296.97796.002
562023.12.28 05:45sell160.1096.7470.0000.000
572023.12.28 05:45modify160.1096.74796.90296.002
582023.12.28 05:50modify160.1096.74796.97796.002
592023.12.29 21:40t/p130.1096.00296.97796.002101.6810371.36
602023.12.29 21:40t/p140.1096.00296.97796.00258.0910429.45
612023.12.29 21:40t/p150.1096.00296.97796.00239.9810469.43
622023.12.29 21:40t/p160.1096.00296.97796.00251.6910521.12
632024.02.01 16:00buy170.1095.7790.0000.000
642024.02.01 16:00modify170.1095.77994.37997.279
652024.02.02 00:40buy180.1096.3890.0000.000
662024.02.02 00:40modify180.1096.38995.92997.279
672024.02.02 00:40modify170.1095.77995.92997.279
682024.02.02 02:30buy190.1096.5530.0000.000
692024.02.02 02:30modify190.1096.55396.37997.279
702024.02.02 02:30modify180.1096.38996.37997.279
712024.02.02 02:30modify170.1095.77996.37997.279
722024.02.02 07:30buy200.1096.6820.0000.000
732024.02.02 07:30modify200.1096.68296.30497.279
742024.02.02 07:30modify190.1096.55396.30497.279
752024.02.02 07:30modify180.1096.38996.30497.279
762024.02.02 07:30modify170.1095.77996.30497.279
772024.02.05 14:40s/l170.1096.30496.30497.27938.1510559.27
782024.02.05 14:40s/l180.1096.30496.30497.279-5.5910553.68
792024.02.05 14:40s/l190.1096.30496.30497.279-17.2410536.44
802024.02.05 14:40s/l200.1096.30496.30497.279-26.4010510.04
812024.02.28 16:00buy210.1097.9620.0000.000
822024.02.28 16:00modify210.1097.96296.56299.462
832024.03.19 16:30buy220.1098.5680.0000.000
842024.03.19 16:30modify220.1098.56898.11299.462
852024.03.19 16:30modify210.1097.96298.11299.462
862024.03.20 02:20buy230.1098.8640.0000.000
872024.03.20 02:20modify230.1098.86498.48799.462
882024.03.20 02:20modify220.1098.56898.48799.462
892024.03.20 02:20modify210.1097.96298.48799.462
902024.03.20 19:30t/p210.1099.46298.48799.462115.7210625.75
912024.03.20 19:30t/p220.1099.46298.48799.46263.9110689.66
922024.03.20 19:30t/p230.1099.46298.48799.46242.4510732.11
932024.03.21 00:00sell240.1099.4690.0000.000
942024.03.21 00:00modify240.1099.469100.86997.969
952024.03.22 04:20sell250.1098.8550.0000.000
962024.03.22 04:20modify250.1098.85599.31997.969
972024.03.22 04:20modify240.1099.46999.31997.969
982024.03.22 06:30sell260.1098.7190.0000.000
992024.03.22 06:30modify260.1098.71998.86997.969
1002024.03.22 06:30modify250.1098.85598.86997.969
1012024.03.22 06:30modify240.1099.46998.86997.969
1022024.03.22 13:20sell270.1098.5660.0000.000
1032024.03.22 13:20modify270.1098.56698.94497.969
1042024.03.22 13:20modify260.1098.71998.94497.969
1052024.03.22 13:20modify250.1098.85598.94497.969
1062024.03.22 13:20modify240.1099.46998.94497.969
1072024.03.25 13:30s/l240.1098.94498.94497.96934.8710766.98
1082024.03.25 13:30s/l250.1098.94498.94497.969-7.5210759.46
1092024.03.25 13:30s/l260.1098.94498.94497.969-17.1710742.29
1102024.03.25 13:30s/l270.1098.94498.94497.969-28.0310714.25
1112024.04.26 12:00sell280.10102.4860.0000.000
1122024.04.26 12:00modify280.10102.486103.886100.986
1132024.04.29 01:20s/l280.10103.886103.886100.986-100.5910613.66
1142024.05.03 00:00buy290.10100.6390.0000.000
1152024.05.03 00:00modify290.10100.63999.239102.139
1162024.05.03 14:40buy300.10101.2500.0000.000
1172024.05.03 14:40modify300.10101.250100.789102.139
1182024.05.03 14:40modify290.10100.639100.789102.139
1192024.05.06 00:35buy310.10101.5500.0000.000
1202024.05.06 00:35modify310.10101.550101.164102.139
1212024.05.06 00:35modify300.10101.250101.164102.139
1222024.05.06 00:35modify290.10100.639101.164102.139
1232024.05.06 23:33t/p290.10102.139101.164102.139106.9310720.59
1242024.05.06 23:33t/p300.10102.139101.164102.13963.5510784.14
1252024.05.06 23:33t/p310.10102.139101.164102.13941.8110825.95
1262024.05.30 12:00buy320.10103.8050.0000.000
1272024.05.30 12:00modify320.10103.805102.405105.305
1282024.05.31 08:30buy330.10104.4210.0000.000
1292024.05.31 08:30modify330.10104.421103.955105.305
1302024.05.31 08:30modify320.10103.805103.955105.305
1312024.05.31 10:10buy340.10104.5570.0000.000
1322024.05.31 10:10modify340.10104.557104.405105.305
1332024.05.31 10:10modify330.10104.421104.405105.305
1342024.05.31 10:10modify320.10103.805104.405105.305
1352024.05.31 14:05s/l320.10104.405104.405105.30543.0410868.99
1362024.05.31 14:05s/l330.10104.405104.405105.305-1.1310867.86
1372024.05.31 14:05s/l340.10104.405104.405105.305-10.7910857.07
1382024.06.04 16:00buy350.10102.8860.0000.000
1392024.06.04 16:00modify350.10102.886101.486104.386
1402024.06.05 02:40buy360.10103.6380.0000.000
1412024.06.05 02:40modify360.10103.638103.486104.386
1422024.06.05 02:40modify350.10102.886103.486104.386
1432024.06.05 03:40s/l350.10103.486103.486104.38643.0410900.11
1442024.06.05 03:40s/l360.10103.486103.486104.386-10.7910889.32
1452024.07.03 12:00sell370.10108.0420.0000.000
1462024.07.03 12:00modify370.10108.042109.442106.542
1472024.07.11 14:50sell380.10107.2860.0000.000
1482024.07.11 14:50modify380.10107.286107.442106.542
1492024.07.11 14:50modify370.10108.042107.442106.542
1502024.07.11 14:55s/l370.10107.442107.442106.54230.5710919.89
1512024.07.11 14:55s/l380.10107.442107.442106.542-11.0710908.82
1522024.07.23 12:00buy390.10103.4280.0000.000
1532024.07.23 12:00modify390.10103.428102.028104.928
1542024.07.24 04:30s/l390.10102.028102.028104.928-98.9510809.87
1552024.07.25 12:00buy400.1099.6000.0000.000
1562024.07.25 12:00modify400.1099.60098.200101.100
1572024.07.25 12:30buy410.10100.2190.0000.000
1582024.07.25 12:30modify410.10100.21999.750101.100
1592024.07.25 12:30modify400.1099.60099.750101.100
1602024.07.25 13:10buy420.10100.3630.0000.000
1612024.07.25 13:10modify420.10100.363100.200101.100
1622024.07.25 13:10modify410.10100.219100.200101.100
1632024.07.25 13:10modify400.1099.600100.200101.100
1642024.07.25 16:40t/p400.10101.100100.200101.100106.5010916.37
1652024.07.25 16:40t/p410.10101.100100.200101.10062.5510978.92
1662024.07.25 16:40t/p420.10101.100100.200101.10052.3311031.25