Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01)
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=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=18; 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 test7239Ticks modelled155732Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit2657.24Gross profit5216.95Gross loss-2559.72
Profit factor2.04Expected payoff16.61
Absolute drawdown6.60Maximal drawdown532.92 (19.30%)Relative drawdown26.86% (401.50)
Total trades160Short positions (won %)73 (60.27%)Long positions (won %)87 (52.87%)
Profit trades (% of total)90 (56.25%)Loss trades (% of total)70 (43.75%)
Largestprofit trade119.92loss trade-116.16
Averageprofit trade57.97loss trade-36.57
Maximumconsecutive wins (profit in money)9 (606.89)consecutive losses (loss in money)5 (-291.77)
Maximalconsecutive profit (count of wins)606.89 (9)consecutive loss (count of losses)-291.77 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.01 02:00buy10.100.632540.000000.00000
22023.11.01 02:00modify10.100.632540.621540.64454
32023.11.01 15:22buy20.100.637570.000000.00000
42023.11.01 15:22modify20.100.637570.633140.64454
52023.11.01 15:22modify10.100.632540.633140.64454
62023.11.01 19:30buy30.100.639840.000000.00000
72023.11.01 19:30modify30.100.639840.636740.64454
82023.11.01 19:30modify20.100.637570.636740.64454
92023.11.01 19:30modify10.100.632540.636740.64454
102023.11.01 20:33buy40.100.639260.000000.00000
112023.11.01 20:33modify40.100.639260.636140.64454
122023.11.01 20:36modify40.100.639260.636740.64454
132023.11.02 09:46t/p10.100.644540.636740.64454118.971118.97
142023.11.02 09:46t/p20.100.644540.636740.6445468.671187.65
152023.11.02 09:46t/p30.100.644540.636740.6445445.971233.62
162023.11.02 09:46t/p40.100.644540.636740.6445451.771285.40
172023.11.02 10:00sell50.100.644190.000000.00000
182023.11.02 10:00modify50.100.644190.655190.63219
192023.11.09 11:20sell60.100.639130.000000.00000
202023.11.09 11:20modify60.100.639130.643590.63219
212023.11.09 11:20modify50.100.644190.643590.63219
222023.11.09 19:20sell70.100.636750.000000.00000
232023.11.09 19:20modify70.100.636750.639990.63219
242023.11.09 19:20modify60.100.639130.639990.63219
252023.11.09 19:20modify50.100.644190.639990.63219
262023.11.09 19:32sell80.100.637370.000000.00000
272023.11.09 19:32modify80.100.637370.640590.63219
282023.11.09 19:35modify80.100.637370.639990.63219
292023.11.14 13:40s/l50.100.639990.639990.6321941.201326.60
302023.11.14 13:40s/l60.100.639990.639990.63219-8.841317.76
312023.11.14 13:40s/l70.100.639990.639990.63219-32.641285.12
322023.11.14 13:40s/l80.100.639990.639990.63219-26.441258.68
332023.11.14 14:00sell90.100.644120.000000.00000
342023.11.14 14:00modify90.100.644120.655120.63212
352023.11.20 03:50s/l90.100.655120.655120.63212-110.481148.20
362023.11.21 03:00sell100.100.657770.000000.00000
372023.11.21 03:00modify100.100.657770.668770.64577
382023.11.22 06:32sell110.100.652780.000000.00000
392023.11.22 06:32modify110.100.652780.657170.64577
402023.11.22 06:32modify100.100.657770.657170.64577
412023.11.22 12:37s/l100.100.657170.657170.645775.921154.12
422023.11.22 12:37s/l110.100.657170.657170.64577-43.901110.22
432023.11.22 15:00buy120.100.653810.000000.00000
442023.11.22 15:00modify120.100.653810.642810.66581
452023.11.24 15:10buy130.100.658790.000000.00000
462023.11.24 15:10modify130.100.658790.654410.66581
472023.11.24 15:10modify120.100.653810.654410.66581
482023.11.27 10:59buy140.100.660620.000000.00000
492023.11.27 10:59modify140.100.660620.657410.66581
502023.11.27 10:59modify130.100.658790.657410.66581
512023.11.27 10:59modify120.100.653810.657410.66581
522023.11.27 11:07buy150.100.661050.000000.00000
532023.11.27 11:07modify150.100.661050.658010.66581
542023.11.27 11:07modify140.100.660620.658010.66581
552023.11.27 11:07modify130.100.658790.658010.66581
562023.11.27 11:07modify120.100.653810.658010.66581
572023.11.28 16:45t/p120.100.665810.658010.66581117.951228.16
582023.11.28 16:45t/p130.100.665810.658010.6658169.521297.68
592023.11.28 16:45t/p140.100.665810.658010.6658151.561349.24
602023.11.28 16:45t/p150.100.665810.658010.6658147.261396.50
612023.11.29 08:00buy160.100.663050.000000.00000
622023.11.29 08:00modify160.100.663050.652050.67505
632023.12.04 01:10buy170.100.668010.000000.00000
642023.12.04 01:10modify170.100.668010.663650.67505
652023.12.04 01:10modify160.100.663050.663650.67505
662023.12.04 08:20s/l160.100.663650.663650.675054.291400.79
672023.12.04 08:20s/l170.100.663650.663650.67505-43.601357.19
682023.12.04 16:00buy180.100.661830.000000.00000
692023.12.04 16:00modify180.100.661830.650830.67383
702023.12.13 19:59buy190.100.666750.000000.00000
712023.12.13 19:59modify190.100.666750.662430.67383
722023.12.13 19:59modify180.100.661830.662430.67383
732023.12.14 00:40buy200.100.669270.000000.00000
742023.12.14 00:40modify200.100.669270.666030.67383
752023.12.14 00:40modify190.100.666750.666030.67383
762023.12.14 00:40modify180.100.661830.666030.67383
772023.12.15 14:10buy210.100.668470.000000.00000
782023.12.15 14:10modify210.100.668470.665430.67383
792023.12.15 14:12modify210.100.668470.666030.67383
802023.12.19 12:20t/p180.100.673830.666030.67383114.871472.06
812023.12.19 12:20t/p190.100.673830.666030.6738368.751540.80
822023.12.19 12:20t/p200.100.673830.666030.6738344.571585.38
832023.12.19 12:20t/p210.100.673830.666030.6738352.921638.29
842023.12.19 14:00sell220.100.674220.000000.00000
852023.12.19 14:00modify220.100.674220.685220.66222
862023.12.27 15:50s/l220.100.685220.685220.66222-110.641527.65
872023.12.28 02:00sell230.100.686970.000000.00000
882023.12.28 02:00modify230.100.686970.697970.67497
892023.12.29 08:50sell240.100.682090.000000.00000
902023.12.29 08:50modify240.100.682090.686370.67497
912023.12.29 08:50modify230.100.686970.686370.67497
922023.12.29 10:05sell250.100.680360.000000.00000
932023.12.29 10:05modify250.100.680360.683370.67497
942023.12.29 10:05modify240.100.682090.683370.67497
952023.12.29 10:05modify230.100.686970.683370.67497
962023.12.29 10:20sell260.100.679560.000000.00000
972023.12.29 10:20modify260.100.679560.682770.67497
982023.12.29 10:20modify250.100.680360.682770.67497
992023.12.29 10:20modify240.100.682090.682770.67497
1002023.12.29 10:20modify230.100.686970.682770.67497
1012023.12.29 15:20s/l230.100.682770.682770.6749741.921569.57
1022023.12.29 15:20s/l240.100.682770.682770.67497-6.801562.77
1032023.12.29 15:20s/l250.100.682770.682770.67497-24.101538.67
1042023.12.29 15:20s/l260.100.682770.682770.67497-32.101506.57
1052023.12.29 16:00sell270.100.682280.000000.00000
1062023.12.29 16:00modify270.100.682280.693280.67028
1072024.01.02 14:32sell280.100.677460.000000.00000
1082024.01.02 14:32modify280.100.677460.681680.67028
1092024.01.02 14:32modify270.100.682280.681680.67028
1102024.01.02 20:50sell290.100.675670.000000.00000
1112024.01.02 20:50modify290.100.675670.678680.67028
1122024.01.02 20:50modify280.100.677460.678680.67028
1132024.01.02 20:50modify270.100.682280.678680.67028
1142024.01.03 02:20sell300.100.675060.000000.00000
1152024.01.03 02:20modify300.100.675060.678080.67028
1162024.01.03 02:20modify290.100.675670.678080.67028
1172024.01.03 02:20modify280.100.677460.678080.67028
1182024.01.03 02:20modify270.100.682280.678080.67028
1192024.01.04 14:50t/p270.100.670280.678080.67028119.521626.09
1202024.01.04 14:50t/p280.100.670280.678080.6702871.481697.57
1212024.01.04 14:50t/p290.100.670280.678080.6702853.581751.15
1222024.01.04 14:50t/p300.100.670280.678080.6702847.561798.71
1232024.01.05 10:00buy310.100.668480.000000.00000
1242024.01.05 10:00modify310.100.668480.657480.68048
1252024.01.05 15:57buy320.100.673510.000000.00000
1262024.01.05 15:57modify320.100.673510.669080.68048
1272024.01.05 15:57modify310.100.668480.669080.68048
1282024.01.08 08:20s/l310.100.669080.669080.680485.661804.37
1292024.01.08 08:20s/l320.100.669080.669080.68048-44.641759.73
1302024.01.08 12:00buy330.100.668620.000000.00000
1312024.01.08 12:00modify330.100.668620.657620.68062
1322024.01.09 02:10buy340.100.673560.000000.00000
1332024.01.09 02:10modify340.100.673560.669220.68062
1342024.01.09 02:10modify330.100.668620.669220.68062
1352024.01.09 11:20s/l330.100.669220.669220.680625.661765.39
1362024.01.09 11:20s/l340.100.669220.669220.68062-43.401721.99
1372024.01.11 02:00sell350.100.671710.000000.00000
1382024.01.11 02:00modify350.100.671710.682710.65971
1392024.01.11 13:55sell360.100.666740.000000.00000
1402024.01.11 13:55modify360.100.666740.671110.65971
1412024.01.11 13:55modify350.100.671710.671110.65971
1422024.01.11 15:16sell370.100.664850.000000.00000
1432024.01.11 15:16modify370.100.664850.668110.65971
1442024.01.11 15:16modify360.100.666740.668110.65971
1452024.01.11 15:16modify350.100.671710.668110.65971
1462024.01.11 19:10s/l350.100.668110.668110.6597136.001757.99
1472024.01.11 19:10s/l360.100.668110.668110.65971-13.701744.29
1482024.01.11 19:10s/l370.100.668110.668110.65971-32.601711.69
1492024.01.12 02:00sell380.100.671160.000000.00000
1502024.01.12 02:00modify380.100.671160.682160.65916
1512024.01.15 09:20sell390.100.666190.000000.00000
1522024.01.15 09:20modify390.100.666190.670560.65916
1532024.01.15 09:20modify380.100.671160.670560.65916
1542024.01.16 00:15sell400.100.664340.000000.00000
1552024.01.16 00:15modify400.100.664340.667560.65916
1562024.01.16 00:15modify390.100.666190.667560.65916
1572024.01.16 00:15modify380.100.671160.667560.65916
1582024.01.16 00:20sell410.100.663950.000000.00000
1592024.01.16 00:20modify410.100.663950.666960.65916
1602024.01.16 00:20modify400.100.664340.666960.65916
1612024.01.16 00:20modify390.100.666190.666960.65916
1622024.01.16 00:20modify380.100.671160.666960.65916
1632024.01.16 16:02t/p380.100.659160.666960.65916119.841831.53
1642024.01.16 16:02t/p390.100.659160.666960.6591670.221901.75
1652024.01.16 16:02t/p400.100.659160.666960.6591651.801953.55
1662024.01.16 16:02t/p410.100.659160.666960.6591647.902001.45
1672024.01.17 04:00buy420.100.657230.000000.00000
1682024.01.17 04:00modify420.100.657230.646230.66923
1692024.01.24 13:50buy430.100.662160.000000.00000
1702024.01.24 13:50modify430.100.662160.657830.66923
1712024.01.24 13:50modify420.100.657230.657830.66923
1722024.01.24 19:20s/l420.100.657830.657830.669233.612005.05
1732024.01.24 19:20s/l430.100.657830.657830.66923-43.301961.75
1742024.01.25 14:00sell440.100.660550.000000.00000
1752024.01.25 14:00modify440.100.660550.671550.64855
1762024.01.31 20:45sell450.100.655570.000000.00000
1772024.01.31 20:45modify450.100.655570.659950.64855
1782024.01.31 20:45modify440.100.660550.659950.64855
1792024.02.01 05:45sell460.100.653930.000000.00000
1802024.02.01 05:45modify460.100.653930.656950.64855
1812024.02.01 05:45modify450.100.655570.656950.64855
1822024.02.01 05:45modify440.100.660550.656950.64855
1832024.02.01 06:50sell470.100.653150.000000.00000
1842024.02.01 06:50modify470.100.653150.656350.64855
1852024.02.01 06:50modify460.100.653930.656350.64855
1862024.02.01 06:50modify450.100.655570.656350.64855
1872024.02.01 06:50modify440.100.660550.656350.64855
1882024.02.01 16:40s/l440.100.656350.656350.6485541.442003.19
1892024.02.01 16:40s/l450.100.656350.656350.64855-8.041995.15
1902024.02.01 16:40s/l460.100.656350.656350.64855-24.201970.95
1912024.02.01 16:40s/l470.100.656350.656350.64855-32.001938.95
1922024.02.02 02:00sell480.100.658880.000000.00000
1932024.02.02 02:00modify480.100.658880.669880.64688
1942024.02.02 13:50sell490.100.654020.000000.00000
1952024.02.02 13:50modify490.100.654020.658280.64688
1962024.02.02 13:50modify480.100.658880.658280.64688
1972024.02.02 14:37sell500.100.652160.000000.00000
1982024.02.02 14:37modify500.100.652160.655280.64688
1992024.02.02 14:37modify490.100.654020.655280.64688
2002024.02.02 14:37modify480.100.658880.655280.64688
2012024.02.02 15:15sell510.100.651550.000000.00000
2022024.02.02 15:15modify510.100.651550.654680.64688
2032024.02.02 15:15modify500.100.652160.654680.64688
2042024.02.02 15:15modify490.100.654020.654680.64688
2052024.02.02 15:15modify480.100.658880.654680.64688
2062024.02.13 13:50t/p480.100.646880.654680.64688119.282058.23
2072024.02.13 13:50t/p490.100.646880.654680.6468870.682128.91
2082024.02.13 13:50t/p500.100.646880.654680.6468852.082180.99
2092024.02.13 13:50t/p510.100.646880.654680.6468845.982226.97
2102024.02.13 14:00buy520.100.647010.000000.00000
2112024.02.13 14:00modify520.100.647010.636010.65901
2122024.02.15 13:40buy530.100.651840.000000.00000
2132024.02.15 13:40modify530.100.651840.647610.65901
2142024.02.15 13:40modify520.100.647010.647610.65901
2152024.02.16 16:32buy540.100.653690.000000.00000
2162024.02.16 16:32modify540.100.653690.650610.65901
2172024.02.16 16:32modify530.100.651840.650610.65901
2182024.02.16 16:32modify520.100.647010.650610.65901
2192024.02.16 17:50buy550.100.654240.000000.00000
2202024.02.16 17:50modify550.100.654240.651210.65901
2212024.02.16 17:50modify540.100.653690.651210.65901
2222024.02.16 17:50modify530.100.651840.651210.65901
2232024.02.16 17:50modify520.100.647010.651210.65901
2242024.02.22 07:50t/p520.100.659010.651210.65901116.242343.21
2252024.02.22 07:50t/p530.100.659010.651210.6590169.312412.52
2262024.02.22 07:50t/p540.100.659010.651210.6590151.152463.67
2272024.02.22 07:50t/p550.100.659010.651210.6590145.652509.31
2282024.02.22 14:00buy560.100.655540.000000.00000
2292024.02.22 14:00modify560.100.655540.644540.66754
2302024.03.07 10:20buy570.100.660350.000000.00000
2312024.03.07 10:20modify570.100.660350.656140.66754
2322024.03.07 10:20modify560.100.655540.656140.66754
2332024.03.07 16:15buy580.100.662400.000000.00000
2342024.03.07 16:15modify580.100.662400.659140.66754
2352024.03.07 16:15modify570.100.660350.659140.66754
2362024.03.07 16:15modify560.100.655540.659140.66754
2372024.03.08 00:15buy590.100.662780.000000.00000
2382024.03.08 00:15modify590.100.662780.659740.66754
2392024.03.08 00:15modify580.100.662400.659740.66754
2402024.03.08 00:15modify570.100.660350.659740.66754
2412024.03.08 00:15modify560.100.655540.659740.66754
2422024.03.11 14:20s/l560.100.659740.659740.6675436.532545.84
2432024.03.11 14:20s/l570.100.659740.659740.66754-6.782539.06
2442024.03.11 14:20s/l580.100.659740.659740.66754-27.282511.77
2452024.03.11 14:20s/l590.100.659740.659740.66754-30.742481.03
2462024.03.12 14:00buy600.100.659850.000000.00000
2472024.03.12 14:00modify600.100.659850.648850.67185
2482024.03.28 09:10s/l600.100.648850.648850.67185-116.162364.88
2492024.03.28 14:00sell610.100.651390.000000.00000
2502024.03.28 14:00modify610.100.651390.662390.63939
2512024.04.09 09:50s/l610.100.662390.662390.63939-110.802254.08
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