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=0; 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=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 modelled78929Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit2665.00Gross profit3729.14Gross loss-1064.13
Profit factor3.50Expected payoff40.38
Absolute drawdown36.48Maximal drawdown373.22 (20.76%)Relative drawdown20.76% (373.22)
Total trades66Short positions (won %)24 (75.00%)Long positions (won %)42 (73.81%)
Profit trades (% of total)49 (74.24%)Loss trades (% of total)17 (25.76%)
Largestprofit trade139.52loss trade-104.79
Averageprofit trade76.10loss trade-62.60
Maximumconsecutive wins (profit in money)24 (1873.47)consecutive losses (loss in money)3 (-306.34)
Maximalconsecutive profit (count of wins)1873.47 (24)consecutive loss (count of losses)-306.34 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 16:00sell10.100.650320.000000.00000
22023.11.03 16:00modify10.100.650320.660320.63632
32023.11.07 08:35sell20.100.643220.000000.00000
42023.11.07 08:35modify20.100.643220.648920.63632
52023.11.07 08:35modify10.100.650320.648920.63632
62023.11.07 10:05sell30.100.641830.000000.00000
72023.11.07 10:05modify30.100.641830.646820.63632
82023.11.07 10:05sell40.100.641830.000000.00000
92023.11.07 10:05modify40.100.641830.645420.63632
102023.11.07 10:05modify20.100.643220.645420.63632
112023.11.07 10:05modify10.100.650320.645420.63632
122023.11.07 10:10modify30.100.641830.645420.63632
132023.11.09 23:30t/p10.100.636320.645420.63632139.521139.52
142023.11.09 23:30t/p20.100.636320.645420.6363268.681208.20
152023.11.09 23:30t/p30.100.636320.645420.6363254.781262.98
162023.11.09 23:30t/p40.100.636320.645420.6363254.781317.76
172023.11.14 16:00sell50.100.647930.000000.00000
182023.11.14 16:00modify50.100.647930.657930.63393
192023.11.21 01:40s/l50.100.657930.657930.63393-100.561217.20
202023.11.28 16:00sell60.100.664130.000000.00000
212023.11.28 16:00modify60.100.664130.674130.65013
222023.11.30 14:40sell70.100.657040.000000.00000
232023.11.30 14:40modify70.100.657040.662730.65013
242023.11.30 14:40modify60.100.664130.662730.65013
252023.11.30 15:40s/l60.100.662730.662730.6501313.681230.88
262023.11.30 15:40s/l70.100.662730.662730.65013-56.901173.98
272023.12.05 12:00buy80.100.656410.000000.00000
282023.12.05 12:00modify80.100.656410.646410.67041
292023.12.14 01:40t/p80.100.670410.646410.67041136.241310.22
302023.12.27 16:00sell90.100.684960.000000.00000
312023.12.27 16:00modify90.100.684960.694960.67096
322024.01.02 13:40sell100.100.677700.000000.00000
332024.01.02 13:40modify100.100.677700.683560.67096
342024.01.02 13:40modify90.100.684960.683560.67096
352024.01.02 15:50sell110.100.676330.000000.00000
362024.01.02 15:50modify110.100.676330.681460.67096
372024.01.02 15:50sell120.100.676330.000000.00000
382024.01.02 15:50modify120.100.676330.680060.67096
392024.01.02 15:50modify100.100.677700.680060.67096
402024.01.02 15:50modify90.100.684960.680060.67096
412024.01.02 15:55modify110.100.676330.680060.67096
422024.01.03 14:15t/p90.100.670960.680060.67096139.441449.66
432024.01.03 14:15t/p100.100.670960.680060.6709667.321516.98
442024.01.03 14:15t/p110.100.670960.680060.6709653.621570.60
452024.01.03 14:15t/p120.100.670960.680060.6709653.621624.22
462024.01.05 12:00buy130.100.668320.000000.00000
472024.01.05 12:00modify130.100.668320.658320.68232
482024.01.16 16:40s/l130.100.658320.658320.68232-103.081521.14
492024.02.13 16:00buy140.100.646270.000000.00000
502024.02.13 16:00modify140.100.646270.636270.66027
512024.02.16 16:30buy150.100.653490.000000.00000
522024.02.16 16:30modify150.100.653490.647670.66027
532024.02.16 16:30modify140.100.646270.647670.66027
542024.02.16 19:15buy160.100.654720.000000.00000
552024.02.16 19:15modify160.100.654720.649770.66027
562024.02.16 19:15buy170.100.654720.000000.00000
572024.02.16 19:15modify170.100.654720.651170.66027
582024.02.16 19:15modify150.100.653490.651170.66027
592024.02.16 19:15modify140.100.646270.651170.66027
602024.02.16 19:20modify160.100.654720.651170.66027
612024.02.28 05:40s/l140.100.651170.651170.6602743.871565.01
622024.02.28 05:40s/l150.100.651170.651170.66027-26.621538.39
632024.02.28 05:40s/l160.100.651170.651170.66027-38.921499.47
642024.02.28 05:40s/l170.100.651170.651170.66027-38.921460.55
652024.02.28 08:00buy180.100.651110.000000.00000
662024.02.28 08:00modify180.100.651110.641110.66511
672024.03.06 16:50buy190.100.658240.000000.00000
682024.03.06 16:50modify190.100.658240.652510.66511
692024.03.06 16:50modify180.100.651110.652510.66511
702024.03.07 08:40buy200.100.659730.000000.00000
712024.03.07 08:40modify200.100.659730.654610.66511
722024.03.07 08:40buy210.100.659730.000000.00000
732024.03.07 08:40modify210.100.659730.656010.66511
742024.03.07 08:40modify190.100.658240.656010.66511
752024.03.07 08:40modify180.100.651110.656010.66511
762024.03.07 08:45modify200.100.659730.656010.66511
772024.03.08 13:30t/p180.100.665110.656010.66511136.241596.79
782024.03.08 13:30t/p190.100.665110.656010.6651167.331664.12
792024.03.08 13:30t/p200.100.665110.656010.6651153.461717.58
802024.03.08 13:30t/p210.100.665110.656010.6651153.461771.04
812024.03.19 08:00buy220.100.652120.000000.00000
822024.03.19 08:00modify220.100.652120.642120.66612
832024.03.21 09:10buy230.100.660610.000000.00000
842024.03.21 09:10modify230.100.660610.655620.66612
852024.03.21 09:10buy240.100.660610.000000.00000
862024.03.21 09:10modify240.100.660610.657020.66612
872024.03.21 09:10modify220.100.652120.657020.66612
882024.03.21 09:15modify230.100.660610.657020.66612
892024.03.21 13:26buy250.100.659230.000000.00000
902024.03.21 13:26modify250.100.659230.653520.66612
912024.03.21 13:33modify250.100.659230.657020.66612
922024.03.21 14:40s/l220.100.657020.657020.6661247.631818.67
932024.03.21 14:40s/l230.100.657020.657020.66612-35.901782.77
942024.03.21 14:40s/l240.100.657020.657020.66612-35.901746.87
952024.03.21 14:40s/l250.100.657020.657020.66612-22.101724.77
962024.04.03 16:00sell260.100.655680.000000.00000
972024.04.03 16:00modify260.100.655680.665680.64168
982024.04.12 13:30sell270.100.647200.000000.00000
992024.04.12 13:30modify270.100.647200.652180.64168
1002024.04.12 13:30sell280.100.647200.000000.00000
1012024.04.12 13:30modify280.100.647200.650780.64168
1022024.04.12 13:30modify260.100.655680.650780.64168
1032024.04.12 13:35modify270.100.647200.650780.64168
1042024.04.15 03:45sell290.100.648590.000000.00000
1052024.04.15 03:45modify290.100.648590.654280.64168
1062024.04.15 03:50modify290.100.648590.650780.64168
1072024.04.16 01:40t/p260.100.641680.650780.64168138.961863.73
1082024.04.16 01:40t/p270.100.641680.650780.6416855.041918.77
1092024.04.16 01:40t/p280.100.641680.650780.6416855.041973.81
1102024.04.16 01:40t/p290.100.641680.650780.6416869.022042.83
1112024.04.16 16:00buy300.100.641110.000000.00000
1122024.04.16 16:00modify300.100.641110.631110.65511
1132024.04.23 13:50buy310.100.648240.000000.00000
1142024.04.23 13:50modify310.100.648240.642510.65511
1152024.04.23 13:50modify300.100.641110.642510.65511
1162024.04.24 00:30buy320.100.649570.000000.00000
1172024.04.24 00:30modify320.100.649570.644610.65511
1182024.04.24 00:30buy330.100.649570.000000.00000
1192024.04.24 00:30modify330.100.649570.646010.65511
1202024.04.24 00:30modify310.100.648240.646010.65511
1212024.04.24 00:30modify300.100.641110.646010.65511
1222024.04.24 00:35modify320.100.649570.646010.65511
1232024.04.26 08:40t/p300.100.655110.646010.65511135.902178.72
1242024.04.26 08:40t/p310.100.655110.646010.6551166.992245.71
1252024.04.26 08:40t/p320.100.655110.646010.6551154.032299.75
1262024.04.26 08:40t/p330.100.655110.646010.6551154.032353.78
1272024.04.30 16:00buy340.100.649150.000000.00000
1282024.04.30 16:00modify340.100.649150.639150.66315
1292024.05.02 16:40buy350.100.656200.000000.00000
1302024.05.02 16:40modify350.100.656200.650550.66315
1312024.05.02 16:40modify340.100.649150.650550.66315
1322024.05.02 19:00buy360.100.657570.000000.00000
1332024.05.02 19:00modify360.100.657570.652650.66315
1342024.05.02 19:00buy370.100.657570.000000.00000
1352024.05.02 19:00modify370.100.657570.654050.66315
1362024.05.02 19:00modify350.100.656200.654050.66315
1372024.05.02 19:00modify340.100.649150.654050.66315
1382024.05.02 19:06modify360.100.657570.654050.66315
1392024.05.03 12:40t/p340.100.663150.654050.66315138.292492.07
1402024.05.03 12:40t/p350.100.663150.654050.6631569.162561.23
1412024.05.03 12:40t/p360.100.663150.654050.6631555.462616.68
1422024.05.03 12:40t/p370.100.663150.654050.6631555.462672.14
1432024.05.08 12:00buy380.100.656640.000000.00000
1442024.05.08 12:00modify380.100.656640.646640.67064
1452024.05.15 02:10buy390.100.663640.000000.00000
1462024.05.15 02:10modify390.100.663640.658040.67064
1472024.05.15 02:10modify380.100.656640.658040.67064
1482024.05.15 03:30buy400.100.665080.000000.00000
1492024.05.15 03:30modify400.100.665080.660140.67064
1502024.05.15 03:30buy410.100.665080.000000.00000
1512024.05.15 03:30modify410.100.665080.661540.67064
1522024.05.15 03:30modify390.100.663640.661540.67064
1532024.05.15 03:30modify380.100.656640.661540.67064
1542024.05.15 03:35modify400.100.665080.661540.67064
1552024.05.16 00:30t/p380.100.670640.661540.67064136.582808.72
1562024.05.16 00:30t/p390.100.670640.661540.6706468.972877.70
1572024.05.16 00:30t/p400.100.670640.661540.6706454.572932.27
1582024.05.16 00:30t/p410.100.670640.661540.6706454.572986.84
1592024.05.22 16:00buy420.100.663710.000000.00000
1602024.05.22 16:00modify420.100.663710.653710.67771
1612024.07.03 16:05buy430.100.672130.000000.00000
1622024.07.03 16:05modify430.100.672130.667210.67771
1632024.07.03 16:05buy440.100.672130.000000.00000
1642024.07.03 16:05modify440.100.672130.668610.67771
1652024.07.03 16:05modify420.100.663710.668610.67771
1662024.07.03 16:10modify430.100.672130.668610.67771
1672024.07.03 19:30buy450.100.670720.000000.00000
1682024.07.03 19:30modify450.100.670720.665110.67771
1692024.07.03 19:35modify450.100.670720.668610.67771
1702024.07.11 12:30t/p420.100.677710.668610.67771122.223109.06
1712024.07.11 12:30t/p430.100.677710.668610.6777152.383161.44
1722024.07.11 12:30t/p440.100.677710.668610.6777152.383213.82
1732024.07.11 12:30t/p450.100.677710.668610.6777166.483280.30
1742024.07.11 16:00sell460.100.677360.000000.00000
1752024.07.11 16:00modify460.100.677360.687360.66336
1762024.07.18 19:30sell470.100.670110.000000.00000
1772024.07.18 19:30modify470.100.670110.675960.66336
1782024.07.18 19:30modify460.100.677360.675960.66336
1792024.07.19 07:40sell480.100.668950.000000.00000
1802024.07.19 07:40modify480.100.668950.673860.66336
1812024.07.19 07:40sell490.100.668950.000000.00000
1822024.07.19 07:40modify490.100.668950.672460.66336
1832024.07.19 07:40modify470.100.670110.672460.66336
1842024.07.19 07:40modify460.100.677360.672460.66336
1852024.07.19 07:45modify480.100.668950.672460.66336
1862024.07.23 05:06t/p460.100.663360.672460.66336139.203419.50
1872024.07.23 05:06t/p470.100.663360.672460.6633667.263486.76
1882024.07.23 05:06t/p480.100.663360.672460.6633655.743542.50
1892024.07.23 05:06t/p490.100.663360.672460.6633655.743598.24
1902024.07.24 20:00buy500.100.658180.000000.00000
1912024.07.24 20:00modify500.100.658180.648180.67218
1922024.07.31 01:40s/l500.100.648180.648180.67218-102.393495.85
1932024.08.05 08:00buy510.100.645190.000000.00000
1942024.08.05 08:00modify510.100.645190.635190.65919
1952024.08.06 01:55buy520.100.652350.000000.00000
1962024.08.06 01:55modify520.100.652350.646590.65919
1972024.08.06 01:55modify510.100.645190.646590.65919
1982024.08.06 16:50buy530.100.653740.000000.00000
1992024.08.06 16:50modify530.100.653740.648690.65919
2002024.08.06 16:50buy540.100.653740.000000.00000
2012024.08.06 16:50modify540.100.653740.650090.65919
2022024.08.06 16:50modify520.100.652350.650090.65919
2032024.08.06 16:50modify510.100.645190.650090.65919
2042024.08.06 16:55modify530.100.653740.650090.65919
2052024.08.08 18:40t/p510.100.659190.650090.65919138.293634.14
2062024.08.08 18:40t/p520.100.659190.650090.6591967.033701.17
2072024.08.08 18:40t/p530.100.659190.650090.6591953.133754.30
2082024.08.08 18:40t/p540.100.659190.650090.6591953.133807.43
2092024.08.16 20:00sell550.100.666880.000000.00000
2102024.08.16 20:00modify550.100.666880.676880.65288
2112024.08.23 14:30s/l550.100.676880.676880.65288-100.563706.87
2122024.08.23 20:00sell560.100.679500.000000.00000
2132024.08.23 20:00modify560.100.679500.689500.66550
2142024.09.03 14:30sell570.100.672210.000000.00000
2152024.09.03 14:30modify570.100.672210.678100.66550
2162024.09.03 14:30modify560.100.679500.678100.66550
2172024.09.03 17:40sell580.100.671010.000000.00000
2182024.09.03 17:40modify580.100.671010.676000.66550
2192024.09.03 17:40sell590.100.671010.000000.00000
2202024.09.03 17:40modify590.100.671010.674600.66550
2212024.09.03 17:40modify570.100.672210.674600.66550
2222024.09.03 17:40modify560.100.679500.674600.66550
2232024.09.03 17:45modify580.100.671010.674600.66550
2242024.09.04 14:30s/l560.100.674600.674600.6655048.203755.07
2252024.09.04 14:30s/l570.100.674600.674600.66550-23.983731.09
2262024.09.04 14:30s/l580.100.674600.674600.66550-35.983695.11
2272024.09.04 14:30s/l590.100.674600.674600.66550-35.983659.13
2282024.09.06 16:00buy600.100.667810.000000.00000
2292024.09.06 16:00modify600.100.667810.657810.68181
2302024.09.16 08:40buy610.100.674850.000000.00000
2312024.09.16 08:40modify610.100.674850.669210.68181
2322024.09.16 08:40modify600.100.667810.669210.68181
2332024.09.17 07:30buy620.100.676440.000000.00000
2342024.09.17 07:30modify620.100.676440.671310.68181
2352024.09.17 07:30buy630.100.676440.000000.00000
2362024.09.17 07:30modify630.100.676440.672710.68181
2372024.09.17 07:30modify610.100.674850.672710.68181
2382024.09.17 07:30modify600.100.667810.672710.68181
2392024.09.17 07:35modify620.100.676440.672710.68181
2402024.09.18 18:33t/p600.100.681810.672710.68181136.583795.71
2412024.09.18 18:33t/p610.100.681810.672710.6818168.923864.63
2422024.09.18 18:33t/p620.100.681810.672710.6818153.363917.99
2432024.09.18 18:33t/p630.100.681810.672710.6818153.363971.34
2442024.10.03 12:00buy640.100.685410.000000.00000
2452024.10.03 12:00modify640.100.685410.675410.69941
2462024.10.07 18:30s/l640.100.675410.675410.69941-100.683870.66
2472024.10.09 20:00buy650.100.671640.000000.00000
2482024.10.09 20:00modify650.100.671640.661640.68564
2492024.10.23 18:05s/l650.100.661640.661640.68564-104.793765.87
2502024.10.29 16:00buy660.100.655900.000000.00000
2512024.10.29 16:00modify660.100.655900.645900.66990
2522024.10.31 23:59close at stop660.100.645950.645900.66990-100.873665.00