Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDUSD (Australian dollar vs US 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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 modelled78719Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit755.45Gross profit1849.33Gross loss-1093.88
Profit factor1.69Expected payoff15.74
Absolute drawdown180.51Maximal drawdown464.01 (4.28%)Relative drawdown4.28% (464.01)
Total trades48Short positions (won %)26 (57.69%)Long positions (won %)22 (68.18%)
Profit trades (% of total)30 (62.50%)Loss trades (% of total)18 (37.50%)
Largestprofit trade129.60loss trade-156.84
Averageprofit trade61.64loss trade-60.77
Maximumconsecutive wins (profit in money)14 (879.34)consecutive losses (loss in money)3 (-197.84)
Maximalconsecutive profit (count of wins)879.34 (14)consecutive loss (count of losses)-307.96 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.11 12:00sell10.100.643040.000000.00000
22023.09.11 12:00modify10.100.643040.658040.63004
32023.09.27 06:05sell20.100.637150.000000.00000
42023.09.27 06:05modify20.100.637150.639140.63004
52023.09.27 06:05modify10.100.643040.639140.63004
62023.09.27 20:10sell30.100.635210.000000.00000
72023.09.27 20:10modify30.100.635210.638490.63004
82023.09.27 20:10modify20.100.637150.638490.63004
92023.09.27 20:10modify10.100.643040.638490.63004
102023.09.28 09:30s/l10.100.638490.638490.6300443.9810043.98
112023.09.28 09:30s/l20.100.638490.638490.63004-13.6410030.34
122023.09.28 09:30s/l30.100.638490.638490.63004-33.049997.30
132023.10.13 00:00buy40.100.631870.000000.00000
142023.10.13 00:00modify40.100.631870.616870.64487
152023.10.17 15:40buy50.100.637970.000000.00000
162023.10.17 15:40modify50.100.637970.635770.64487
172023.10.17 15:40modify40.100.631870.635770.64487
182023.10.17 17:40s/l40.100.635770.635770.6448738.3210035.62
192023.10.17 17:40s/l50.100.635770.635770.64487-22.0010013.62
202023.10.24 12:00sell60.100.636350.000000.00000
212023.10.24 12:00modify60.100.636350.651350.62335
222023.10.25 18:15sell70.100.630490.000000.00000
232023.10.25 18:15modify70.100.630490.632450.62335
242023.10.25 18:15modify60.100.636350.632450.62335
252023.10.25 22:40sell80.100.628430.000000.00000
262023.10.25 22:40modify80.100.628430.631800.62335
272023.10.25 22:40modify70.100.630490.631800.62335
282023.10.25 22:40modify60.100.636350.631800.62335
292023.10.26 09:40s/l60.100.631800.631800.6233545.1810058.80
302023.10.26 09:40s/l70.100.631800.631800.62335-13.3410045.46
312023.10.26 09:40s/l80.100.631800.631800.62335-33.9410011.52
322023.10.30 16:00sell90.100.637220.000000.00000
332023.10.30 16:00modify90.100.637220.652220.62422
342023.11.06 02:15s/l90.100.652220.652220.62422-150.569860.96
352023.11.06 04:00sell100.100.651160.000000.00000
362023.11.06 04:00modify100.100.651160.666160.63816
372023.11.07 04:20sell110.100.645260.000000.00000
382023.11.07 04:20modify110.100.645260.647260.63816
392023.11.07 04:20modify100.100.651160.647260.63816
402023.11.07 05:30sell120.100.643350.000000.00000
412023.11.07 05:30modify120.100.643350.646610.63816
422023.11.07 05:30modify110.100.645260.646610.63816
432023.11.07 05:30modify100.100.651160.646610.63816
442023.11.08 15:40sell130.100.640650.000000.00000
452023.11.08 15:40modify130.100.640650.644660.63816
462023.11.08 15:40modify120.100.643350.644660.63816
472023.11.08 15:40modify110.100.645260.644660.63816
482023.11.08 15:40modify100.100.651160.644660.63816
492023.11.09 19:30t/p100.100.638160.644660.63816129.609990.56
502023.11.09 19:30t/p110.100.638160.644660.6381670.6810061.24
512023.11.09 19:30t/p120.100.638160.644660.6381651.5810112.82
522023.11.09 19:30t/p130.100.638160.644660.6381624.6610137.48
532023.11.15 00:00sell140.100.649780.000000.00000
542023.11.15 00:00modify140.100.649780.664780.63678
552023.11.28 15:40s/l140.100.664780.664780.63678-151.049986.44
562023.12.05 16:00buy150.100.656530.000000.00000
572023.12.05 16:00modify150.100.656530.641530.66953
582023.12.13 20:30buy160.100.666990.000000.00000
592023.12.13 20:30modify160.100.666990.663030.66953
602023.12.13 20:30modify150.100.656530.663030.66953
612023.12.14 00:40t/p150.100.669530.663030.66953126.2410112.67
622023.12.14 00:40t/p160.100.669530.663030.6695324.3710137.05
632023.12.14 08:00sell170.100.670930.000000.00000
642023.12.14 08:00modify170.100.670930.685930.65793
652023.12.28 00:20s/l170.100.685930.685930.65793-151.129985.93
662024.01.16 08:00buy180.100.661990.000000.00000
672024.01.16 08:00modify180.100.661990.646990.67499
682024.02.05 15:33s/l180.100.646990.646990.67499-156.849829.09
692024.02.14 00:00buy190.100.645550.000000.00000
702024.02.14 00:00modify190.100.645550.630550.65855
712024.02.15 13:20buy200.100.651570.000000.00000
722024.02.15 13:20modify200.100.651570.649450.65855
732024.02.15 13:20modify190.100.645550.649450.65855
742024.02.16 16:30buy210.100.653490.000000.00000
752024.02.16 16:30modify210.100.653490.650100.65855
762024.02.16 16:30modify200.100.651570.650100.65855
772024.02.16 16:30modify190.100.645550.650100.65855
782024.02.20 10:30buy220.100.656020.000000.00000
792024.02.20 10:30modify220.100.656020.652050.65855
802024.02.20 10:30modify210.100.653490.652050.65855
812024.02.20 10:30modify200.100.651570.652050.65855
822024.02.20 10:30modify190.100.645550.652050.65855
832024.02.22 07:40t/p190.100.658550.652050.65855126.589955.67
842024.02.22 07:40t/p200.100.658550.652050.6585567.4110023.07
852024.02.22 07:40t/p210.100.658550.652050.6585548.5510071.62
862024.02.22 07:40t/p220.100.658550.652050.6585523.9310095.55
872024.02.29 00:00buy230.100.649720.000000.00000
882024.02.29 00:00modify230.100.649720.634720.66272
892024.03.06 14:33buy240.100.655640.000000.00000
902024.03.06 14:33modify240.100.655640.653620.66272
912024.03.06 14:33modify230.100.649720.653620.66272
922024.03.06 17:55buy250.100.657590.000000.00000
932024.03.06 17:55modify250.100.657590.654270.66272
942024.03.06 17:55modify240.100.655640.654270.66272
952024.03.06 17:55modify230.100.649720.654270.66272
962024.03.07 10:10buy260.100.660130.000000.00000
972024.03.07 10:10modify260.100.660130.656220.66272
982024.03.07 10:10modify250.100.657590.656220.66272
992024.03.07 10:10modify240.100.655640.656220.66272
1002024.03.07 10:10modify230.100.649720.656220.66272
1012024.03.08 00:40t/p230.100.662720.656220.66272127.2610222.82
1022024.03.08 00:40t/p240.100.662720.656220.6627269.4310292.25
1032024.03.08 00:40t/p250.100.662720.656220.6627249.9310342.18
1042024.03.08 00:40t/p260.100.662720.656220.6627225.5610367.74
1052024.03.08 16:00sell270.100.664060.000000.00000
1062024.03.08 16:00modify270.100.664060.679060.65106
1072024.03.14 15:20sell280.100.658100.000000.00000
1082024.03.14 15:20modify280.100.658100.660160.65106
1092024.03.14 15:20modify270.100.664060.660160.65106
1102024.03.15 02:06sell290.100.656170.000000.00000
1112024.03.15 02:06modify290.100.656170.659510.65106
1122024.03.15 02:06modify280.100.658100.659510.65106
1132024.03.15 02:06modify270.100.664060.659510.65106
1142024.03.19 03:50sell300.100.653440.000000.00000
1152024.03.19 03:50modify300.100.653440.657560.65106
1162024.03.19 03:50modify290.100.656170.657560.65106
1172024.03.19 03:50modify280.100.658100.657560.65106
1182024.03.19 03:50modify270.100.664060.657560.65106
1192024.03.19 09:40t/p270.100.651060.657560.65106129.2810497.02
1202024.03.19 09:40t/p280.100.651060.657560.6510670.1610567.18
1212024.03.19 09:40t/p290.100.651060.657560.6510650.9410618.12
1222024.03.19 09:40t/p300.100.651060.657560.6510623.8010641.92
1232024.03.19 12:00buy310.100.652150.000000.00000
1242024.03.19 12:00modify310.100.652150.637150.66515
1252024.03.20 18:33buy320.100.658260.000000.00000
1262024.03.20 18:33modify320.100.658260.656050.66515
1272024.03.20 18:33modify310.100.652150.656050.66515
1282024.03.20 22:40buy330.100.659970.000000.00000
1292024.03.20 22:40modify330.100.659970.656700.66515
1302024.03.20 22:40modify320.100.658260.656700.66515
1312024.03.20 22:40modify310.100.652150.656700.66515
1322024.03.21 01:40buy340.100.662620.000000.00000
1332024.03.21 01:40modify340.100.662620.658650.66515
1342024.03.21 01:40modify330.100.659970.658650.66515
1352024.03.21 01:40modify320.100.658260.658650.66515
1362024.03.21 01:40modify310.100.652150.658650.66515
1372024.03.21 13:33s/l310.100.658650.658650.6651563.6310705.55
1382024.03.21 13:33s/l320.100.658650.658650.665152.8710708.43
1392024.03.21 13:33s/l330.100.658650.658650.66515-14.2310694.20
1402024.03.21 13:33s/l340.100.658650.658650.66515-39.7010654.50
1412024.04.29 08:00sell350.100.656290.000000.00000
1422024.04.29 08:00modify350.100.656290.671290.64329
1432024.04.30 13:20sell360.100.650250.000000.00000
1442024.04.30 13:20modify360.100.650250.652390.64329
1452024.04.30 13:20modify350.100.656290.652390.64329
1462024.04.30 16:30sell370.100.648450.000000.00000
1472024.04.30 16:30modify370.100.648450.651740.64329
1482024.04.30 16:30modify360.100.650250.651740.64329
1492024.04.30 16:30modify350.100.656290.651740.64329
1502024.05.01 18:30s/l350.100.651740.651740.6432945.3410699.84
1512024.05.01 18:30s/l360.100.651740.651740.64329-14.9810684.86
1522024.05.01 18:30s/l370.100.651740.651740.64329-32.9810651.88
1532024.05.02 04:00sell380.100.652920.000000.00000
1542024.05.02 04:00modify380.100.652920.667920.63992
1552024.05.15 12:40s/l380.100.667920.667920.63992-150.8810501.00
1562024.05.23 00:00buy390.100.662110.000000.00000
1572024.05.23 00:00modify390.100.662110.647110.67511
1582024.05.28 13:05buy400.100.668070.000000.00000
1592024.05.28 13:05modify400.100.668070.666010.67511
1602024.05.28 13:05modify390.100.662110.666010.67511
1612024.05.28 14:05s/l390.100.666010.666010.6751137.9710538.97
1622024.05.28 14:05s/l400.100.666010.666010.67511-20.6010518.37
1632024.06.10 00:00buy410.100.658460.000000.00000
1642024.06.10 00:00modify410.100.658460.643460.67146
1652024.06.12 12:55buy420.100.669090.000000.00000
1662024.06.12 12:55modify420.100.669090.664960.67146
1672024.06.12 12:55modify410.100.658460.664960.67146
1682024.06.12 20:20buy430.100.666380.000000.00000
1692024.06.12 20:20modify430.100.666380.663010.67146
1702024.06.12 20:25modify430.100.666380.664960.67146
1712024.06.13 01:40s/l410.100.664960.664960.6714663.2910581.66
1722024.06.13 01:40s/l420.100.664960.664960.67146-42.3310539.34
1732024.06.13 01:40s/l430.100.664960.664960.67146-15.2310524.11
1742024.06.19 04:00sell440.100.666040.000000.00000
1752024.06.19 04:00modify440.100.666040.681040.65304
1762024.07.24 02:40sell450.100.659980.000000.00000
1772024.07.24 02:40modify450.100.659980.662140.65304
1782024.07.24 02:40modify440.100.666040.662140.65304
1792024.07.24 18:53sell460.100.657960.000000.00000
1802024.07.24 18:53modify460.100.657960.661490.65304
1812024.07.24 18:53modify450.100.659980.661490.65304
1822024.07.24 18:53modify440.100.666040.661490.65304
1832024.07.25 02:30sell470.100.655410.000000.00000
1842024.07.25 02:30modify470.100.655410.659540.65304
1852024.07.25 02:30modify460.100.657960.659540.65304
1862024.07.25 02:30modify450.100.659980.659540.65304
1872024.07.25 02:30modify440.100.666040.659540.65304
1882024.07.25 07:40t/p440.100.653040.659540.65304126.9610651.07
1892024.07.25 07:40t/p450.100.653040.659540.6530469.1610720.23
1902024.07.25 07:40t/p460.100.653040.659540.6530448.9610769.19
1912024.07.25 07:40t/p470.100.653040.659540.6530423.7010792.89
1922024.08.19 08:00sell480.100.668890.000000.00000
1932024.08.19 08:00modify480.100.668890.683890.65589
1942024.08.30 23:59close at stop480.100.672530.683890.65589-37.4410755.45