Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (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=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 test2613Ticks modelled78925Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit1888.89Gross profit2231.74Gross loss-342.85
Profit factor6.51Expected payoff48.43
Absolute drawdown15.50Maximal drawdown280.17 (14.02%)Relative drawdown17.45% (232.56)
Total trades39Short positions (won %)14 (78.57%)Long positions (won %)25 (76.00%)
Profit trades (% of total)30 (76.92%)Loss trades (% of total)9 (23.08%)
Largestprofit trade129.32loss trade-143.42
Averageprofit trade74.39loss trade-38.09
Maximumconsecutive wins (profit in money)14 (1065.95)consecutive losses (loss in money)3 (-79.43)
Maximalconsecutive profit (count of wins)1065.95 (14)consecutive loss (count of losses)-143.42 (1)
Averageconsecutive wins8consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.10 12:00buy10.100.635360.000000.00000
22023.11.10 12:00modify10.100.635360.621360.64836
32023.11.14 15:40t/p10.100.648360.621360.64836129.321129.32
42023.12.22 12:00sell20.100.680940.000000.00000
52023.12.22 12:00modify20.100.680940.694940.66794
62024.01.03 10:55sell30.100.674200.000000.00000
72024.01.03 10:55modify30.100.674200.676390.66794
82024.01.03 10:55sell40.100.674200.000000.00000
92024.01.03 10:55modify40.100.674200.676390.66794
102024.01.03 10:55modify20.100.680940.676390.66794
112024.01.03 11:59sell50.100.672870.000000.00000
122024.01.03 11:59modify50.100.672870.677040.66794
132024.01.03 12:00modify50.100.672870.676390.66794
142024.01.05 10:40t/p20.100.667940.676390.66794128.881258.20
152024.01.05 10:40t/p30.100.667940.676390.6679462.281320.48
162024.01.05 10:40t/p40.100.667940.676390.6679462.281382.76
172024.01.05 10:40t/p50.100.667940.676390.6679448.981431.74
182024.01.05 12:00buy60.100.668320.000000.00000
192024.01.05 12:00modify60.100.668320.654320.68132
202024.01.05 15:40buy70.100.675050.000000.00000
212024.01.05 15:40modify70.100.675050.672870.68132
222024.01.05 15:40buy80.100.675050.000000.00000
232024.01.05 15:40modify80.100.675050.672870.68132
242024.01.05 15:40modify60.100.668320.672870.68132
252024.01.05 16:30s/l60.100.672870.672870.6813245.501477.24
262024.01.05 16:30s/l70.100.672870.672870.68132-21.801455.44
272024.01.05 16:30s/l80.100.672870.672870.68132-21.801433.64
282024.01.19 12:00sell90.100.659870.000000.00000
292024.01.19 12:00modify90.100.659870.673870.64687
302024.02.01 06:40sell100.100.653150.000000.00000
312024.02.01 06:40modify100.100.653150.655320.64687
322024.02.01 06:40sell110.100.653150.000000.00000
332024.02.01 06:40modify110.100.653150.655320.64687
342024.02.01 06:40modify90.100.659870.655320.64687
352024.02.01 07:15sell120.100.652020.000000.00000
362024.02.01 07:15modify120.100.652020.655970.64687
372024.02.01 07:20modify120.100.652020.655320.64687
382024.02.01 16:06s/l90.100.655320.655320.6468744.461478.10
392024.02.01 16:06s/l100.100.655320.655320.64687-21.701456.40
402024.02.01 16:06s/l110.100.655320.655320.64687-21.701434.70
412024.02.01 16:06s/l120.100.655320.655320.64687-33.001401.70
422024.03.08 12:00sell130.100.664580.000000.00000
432024.03.08 12:00modify130.100.664580.678580.65158
442024.03.14 16:05sell140.100.658050.000000.00000
452024.03.14 16:05modify140.100.658050.660030.65158
462024.03.14 16:05sell150.100.658050.000000.00000
472024.03.14 16:05modify150.100.658050.660030.65158
482024.03.14 16:05modify130.100.664580.660030.65158
492024.03.15 00:40sell160.100.656580.000000.00000
502024.03.15 00:40modify160.100.656580.660680.65158
512024.03.15 00:45modify160.100.656580.660030.65158
522024.03.19 08:30t/p130.100.651580.660030.65158129.281530.98
532024.03.19 08:30t/p140.100.651580.660030.6515864.461595.44
542024.03.19 08:30t/p150.100.651580.660030.6515864.461659.90
552024.03.19 08:30t/p160.100.651580.660030.6515849.841709.74
562024.03.28 12:00buy170.100.649140.000000.00000
572024.03.28 12:00modify170.100.649140.635140.66214
582024.04.03 15:30buy180.100.655900.000000.00000
592024.04.03 15:30modify180.100.655900.653690.66214
602024.04.03 15:30buy190.100.655900.000000.00000
612024.04.03 15:30modify190.100.655900.653690.66214
622024.04.03 15:30modify170.100.649140.653690.66214
632024.04.03 16:40buy200.100.657060.000000.00000
642024.04.03 16:40modify200.100.657060.653040.66214
652024.04.03 16:45modify200.100.657060.653690.66214
662024.04.09 09:40t/p170.100.662140.653690.66214126.581836.32
672024.04.09 09:40t/p180.100.662140.653690.6621460.351896.66
682024.04.09 09:40t/p190.100.662140.653690.6621460.351957.01
692024.04.09 09:40t/p200.100.662140.653690.6621448.752005.76
702024.04.12 12:00buy210.100.649610.000000.00000
712024.04.12 12:00modify210.100.649610.635610.66261
722024.04.29 01:40buy220.100.656330.000000.00000
732024.04.29 01:40modify220.100.656330.654160.66261
742024.04.29 01:40buy230.100.656330.000000.00000
752024.04.29 01:40modify230.100.656330.654160.66261
762024.04.29 01:40modify210.100.649610.654160.66261
772024.04.29 04:20buy240.100.657660.000000.00000
782024.04.29 04:20modify240.100.657660.653510.66261
792024.04.29 04:25modify240.100.657660.654160.66261
802024.04.30 02:30s/l210.100.654160.654160.6626140.032045.79
812024.04.30 02:30s/l220.100.654160.654160.66261-22.042023.75
822024.04.30 02:30s/l230.100.654160.654160.66261-22.042001.70
832024.04.30 02:30s/l240.100.654160.654160.66261-35.341966.36
842024.05.08 12:00buy250.100.656640.000000.00000
852024.05.08 12:00modify250.100.656640.642640.66964
862024.05.15 00:30buy260.100.663140.000000.00000
872024.05.15 00:30modify260.100.663140.661190.66964
882024.05.15 00:30buy270.100.663140.000000.00000
892024.05.15 00:30modify270.100.663140.661190.66964
902024.05.15 00:30modify250.100.656640.661190.66964
912024.05.15 02:40buy280.100.664710.000000.00000
922024.05.15 02:40modify280.100.664710.660540.66964
932024.05.15 02:45modify280.100.664710.661190.66964
942024.05.15 22:33t/p250.100.669640.661190.66964127.612093.97
952024.05.15 22:33t/p260.100.669640.661190.6696465.002158.97
962024.05.15 22:33t/p270.100.669640.661190.6696465.002223.97
972024.05.15 22:33t/p280.100.669640.661190.6696449.302273.27
982024.06.04 12:00buy290.100.664310.000000.00000
992024.06.04 12:00modify290.100.664310.650310.67731
1002024.07.03 16:05buy300.100.672130.000000.00000
1012024.07.03 16:05modify300.100.672130.668210.67731
1022024.07.03 16:05modify290.100.664310.668210.67731
1032024.07.03 17:45buy310.100.670950.000000.00000
1042024.07.03 17:45modify310.100.670950.668860.67731
1052024.07.03 17:45buy320.100.670950.000000.00000
1062024.07.03 17:45modify320.100.670950.668860.67731
1072024.07.03 17:45modify300.100.672130.668860.67731
1082024.07.03 17:45modify290.100.664310.668860.67731
1092024.07.11 12:30t/p290.100.677310.668860.67731116.662389.93
1102024.07.11 12:30t/p300.100.677310.668860.6773148.382438.31
1112024.07.11 12:30t/p310.100.677310.668860.6773160.182498.49
1122024.07.11 12:30t/p320.100.677310.668860.6773160.182558.67
1132024.09.03 12:00buy330.100.673370.000000.00000
1142024.09.03 12:00modify330.100.673370.659370.68637
1152024.09.19 05:20buy340.100.680110.000000.00000
1162024.09.19 05:20modify340.100.680110.677920.68637
1172024.09.19 05:20buy350.100.680110.000000.00000
1182024.09.19 05:20modify350.100.680110.677920.68637
1192024.09.19 05:20modify330.100.673370.677920.68637
1202024.09.19 06:20buy360.100.681440.000000.00000
1212024.09.19 06:20modify360.100.681440.677270.68637
1222024.09.19 06:25modify360.100.681440.677920.68637
1232024.09.24 04:40t/p330.100.686370.677920.68637122.822681.49
1242024.09.24 04:40t/p340.100.686370.677920.6863761.572743.06
1252024.09.24 04:40t/p350.100.686370.677920.6863761.572804.64
1262024.09.24 04:40t/p360.100.686370.677920.6863748.272852.91
1272024.09.26 12:00sell370.100.687990.000000.00000
1282024.09.26 12:00modify370.100.687990.701990.67499
1292024.10.04 13:55sell380.100.680010.000000.00000
1302024.10.04 13:55modify380.100.680010.684090.67499
1312024.10.04 13:55modify370.100.687990.684090.67499
1322024.10.07 18:40t/p370.100.674990.684090.67499129.282982.19
1332024.10.07 18:40t/p380.100.674990.684090.6749950.123032.31
1342024.10.23 12:00buy390.100.663930.000000.00000
1352024.10.23 12:00modify390.100.663930.649930.67693
1362024.10.31 23:40s/l390.100.649930.649930.67693-143.422888.89