Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01)
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=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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 test7241Ticks modelled155858Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1833.48Gross profit2215.88Gross loss-382.40
Profit factor5.79Expected payoff43.65
Absolute drawdown187.50Maximal drawdown329.40 (17.40%)Relative drawdown19.99% (203.00)
Total trades42Short positions (won %)18 (94.44%)Long positions (won %)24 (62.50%)
Profit trades (% of total)32 (76.19%)Loss trades (% of total)10 (23.81%)
Largestprofit trade129.76loss trade-152.80
Averageprofit trade69.25loss trade-38.24
Maximumconsecutive wins (profit in money)12 (872.74)consecutive losses (loss in money)3 (-63.30)
Maximalconsecutive profit (count of wins)872.74 (12)consecutive loss (count of losses)-152.80 (1)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.16 05:00buy10.100.661720.000000.00000
22024.01.16 05:00modify10.100.661720.646720.67472
32024.02.13 13:50s/l10.100.646720.646720.67472-152.80847.20
42024.02.28 08:00buy20.100.651110.000000.00000
52024.02.28 08:00modify20.100.651110.636110.66411
62024.03.06 15:45buy30.100.656580.000000.00000
72024.03.06 15:45modify30.100.656580.651760.66411
82024.03.06 15:45modify20.100.651110.651760.66411
92024.03.06 16:50buy40.100.658420.000000.00000
102024.03.06 16:50modify40.100.658420.654360.66411
112024.03.06 16:50modify30.100.656580.654360.66411
122024.03.06 16:50modify20.100.651110.654360.66411
132024.03.07 10:15buy50.100.660240.000000.00000
142024.03.07 10:15modify50.100.660240.656310.66411
152024.03.07 10:15modify40.100.658420.656310.66411
162024.03.07 10:15modify30.100.656580.656310.66411
172024.03.07 10:15modify20.100.651110.656310.66411
182024.03.08 09:40t/p20.100.664110.656310.66411128.90976.10
192024.03.08 09:40t/p30.100.664110.656310.6641174.901051.00
202024.03.08 09:40t/p40.100.664110.656310.6641156.501107.50
212024.03.08 09:40t/p50.100.664110.656310.6641138.601146.10
222024.03.21 06:00sell60.100.662310.000000.00000
232024.03.21 06:00modify60.100.662310.677310.64931
242024.03.21 14:45sell70.100.656930.000000.00000
252024.03.21 14:45modify70.100.656930.661660.64931
262024.03.21 14:45modify60.100.662310.661660.64931
272024.03.22 01:46sell80.100.654880.000000.00000
282024.03.22 01:46modify80.100.654880.659060.64931
292024.03.22 01:46modify70.100.656930.659060.64931
302024.03.22 01:46modify60.100.662310.659060.64931
312024.03.22 02:50sell90.100.653060.000000.00000
322024.03.22 02:50modify90.100.653060.657110.64931
332024.03.22 02:50modify80.100.654880.657110.64931
342024.03.22 02:50modify70.100.656930.657110.64931
352024.03.22 02:50modify60.100.662310.657110.64931
362024.03.28 09:03t/p60.100.649310.657110.64931129.581275.68
372024.03.28 09:03t/p70.100.649310.657110.6493175.781351.46
382024.03.28 09:03t/p80.100.649310.657110.6493155.341406.80
392024.03.28 09:03t/p90.100.649310.657110.6493137.141443.94
402024.04.16 04:00buy100.100.642080.000000.00000
412024.04.16 04:00modify100.100.642080.627080.65508
422024.04.23 14:37buy110.100.649280.000000.00000
432024.04.23 14:37modify110.100.649280.645330.65508
442024.04.23 14:37modify100.100.642080.645330.65508
452024.04.24 01:40buy120.100.651230.000000.00000
462024.04.24 01:40modify120.100.651230.647280.65508
472024.04.24 01:40modify110.100.649280.647280.65508
482024.04.24 01:40modify100.100.642080.647280.65508
492024.04.26 08:20t/p100.100.655080.647280.65508128.801572.74
502024.04.26 08:20t/p110.100.655080.647280.6550857.501630.24
512024.04.26 08:20t/p120.100.655080.647280.6550838.101668.34
522024.05.14 06:00buy130.100.660250.000000.00000
532024.05.14 06:00modify130.100.660250.645250.67325
542024.05.15 12:40buy140.100.665680.000000.00000
552024.05.15 12:40modify140.100.665680.660900.67325
562024.05.15 12:40modify130.100.660250.660900.67325
572024.05.15 15:10buy150.100.667440.000000.00000
582024.05.15 15:10modify150.100.667440.663500.67325
592024.05.15 15:10modify140.100.665680.663500.67325
602024.05.15 15:10modify130.100.660250.663500.67325
612024.05.15 17:15buy160.100.669470.000000.00000
622024.05.15 17:15modify160.100.669470.665450.67325
632024.05.15 17:15modify150.100.667440.665450.67325
642024.05.15 17:15modify140.100.665680.665450.67325
652024.05.15 17:15modify130.100.660250.665450.67325
662024.05.16 13:50s/l130.100.665450.665450.6732551.601719.94
672024.05.16 13:50s/l140.100.665450.665450.67325-2.601717.34
682024.05.16 13:50s/l150.100.665450.665450.67325-20.201697.14
692024.05.16 13:50s/l160.100.665450.665450.67325-40.501656.64
702024.05.17 04:00buy170.100.666580.000000.00000
712024.05.17 04:00modify170.100.666580.651580.67958
722024.07.03 15:45buy180.100.671970.000000.00000
732024.07.03 15:45modify180.100.671970.667230.67958
742024.07.03 15:45modify170.100.666580.667230.67958
752024.07.05 00:46buy190.100.673850.000000.00000
762024.07.05 00:46modify190.100.673850.669830.67958
772024.07.05 00:46modify180.100.671970.669830.67958
782024.07.05 00:46modify170.100.666580.669830.67958
792024.07.08 03:20buy200.100.675930.000000.00000
802024.07.08 03:20modify200.100.675930.671780.67958
812024.07.08 03:20modify190.100.673850.671780.67958
822024.07.08 03:20modify180.100.671970.671780.67958
832024.07.08 03:20modify170.100.666580.671780.67958
842024.07.11 12:50t/p170.100.679580.671780.67958124.491781.13
852024.07.11 12:50t/p180.100.679580.671780.6795875.101856.23
862024.07.11 12:50t/p190.100.679580.671780.6795856.701912.93
872024.07.11 12:50t/p200.100.679580.671780.6795836.001948.93
882024.09.03 07:00buy210.100.674350.000000.00000
892024.09.03 07:00modify210.100.674350.659350.68735
902024.09.18 18:16buy220.100.681500.000000.00000
912024.09.18 18:16modify220.100.681500.677600.68735
922024.09.18 18:16modify210.100.674350.677600.68735
932024.09.18 19:10s/l210.100.677600.677600.6873531.001979.93
942024.09.18 19:10s/l220.100.677600.677600.68735-39.001940.93
952024.09.19 08:00sell230.100.681730.000000.00000
962024.09.19 08:00modify230.100.681730.696730.66873
972024.10.07 14:33sell240.100.676530.000000.00000
982024.10.07 14:33modify240.100.676530.681080.66873
992024.10.07 14:33modify230.100.681730.681080.66873
1002024.10.07 18:46sell250.100.674390.000000.00000
1012024.10.07 18:46modify250.100.674390.678480.66873
1022024.10.07 18:46modify240.100.676530.678480.66873
1032024.10.07 18:46modify230.100.681730.678480.66873
1042024.10.08 05:45sell260.100.672570.000000.00000
1052024.10.08 05:45modify260.100.672570.676530.66873
1062024.10.08 05:45modify250.100.674390.676530.66873
1072024.10.08 05:45modify240.100.676530.676530.66873
1082024.10.08 05:45modify230.100.681730.676530.66873
1092024.10.15 23:45t/p230.100.668730.676530.66873128.562069.49
1102024.10.15 23:45t/p240.100.668730.676530.6687377.522147.01
1112024.10.15 23:45t/p250.100.668730.676530.6687356.122203.14
1122024.10.15 23:45t/p260.100.668730.676530.6687337.982241.12
1132024.10.29 05:00buy270.100.656730.000000.00000
1142024.10.29 05:00modify270.100.656730.641730.66973
1152024.11.04 03:20buy280.100.662090.000000.00000
1162024.11.04 03:20modify280.100.662090.657380.66973
1172024.11.04 03:20modify270.100.656730.657380.66973
1182024.11.05 14:50buy290.100.664040.000000.00000
1192024.11.05 14:50modify290.100.664040.659980.66973
1202024.11.05 14:50modify280.100.662090.659980.66973
1212024.11.05 14:50modify270.100.656730.659980.66973
1222024.11.06 00:45s/l270.100.659980.659980.6697331.702272.82
1232024.11.06 00:45s/l280.100.659980.659980.66973-21.302251.52
1242024.11.06 00:45s/l290.100.659980.659980.66973-40.702210.82
1252024.11.07 08:00sell300.100.662240.000000.00000
1262024.11.07 08:00modify300.100.662240.677240.64924
1272024.11.08 16:50sell310.100.656980.000000.00000
1282024.11.08 16:50modify310.100.656980.661590.64924
1292024.11.08 16:50modify300.100.662240.661590.64924
1302024.11.12 02:50sell320.100.655090.000000.00000
1312024.11.12 02:50modify320.100.655090.658990.64924
1322024.11.12 02:50modify310.100.656980.658990.64924
1332024.11.12 02:50modify300.100.662240.658990.64924
1342024.11.12 16:40sell330.100.653030.000000.00000
1352024.11.12 16:40modify330.100.653030.657040.64924
1362024.11.12 16:40modify320.100.655090.657040.64924
1372024.11.12 16:40modify310.100.656980.657040.64924
1382024.11.12 16:40modify300.100.662240.657040.64924
1392024.11.13 15:15t/p300.100.649240.657040.64924129.762340.58
1402024.11.13 15:15t/p310.100.649240.657040.6492477.222417.80
1412024.11.13 15:15t/p320.100.649240.657040.6492458.442476.24
1422024.11.13 15:15t/p330.100.649240.657040.6492437.842514.08
1432024.11.14 05:00buy340.100.647280.000000.00000
1442024.11.14 05:00modify340.100.647280.632280.66028
1452024.11.19 04:02buy350.100.652580.000000.00000
1462024.11.19 04:02modify350.100.652580.647930.66028
1472024.11.19 04:02modify340.100.647280.647930.66028
1482024.11.20 00:10buy360.100.654490.000000.00000
1492024.11.20 00:10modify360.100.654490.650530.66028
1502024.11.20 00:10modify350.100.652580.650530.66028
1512024.11.20 00:10modify340.100.647280.650530.66028
1522024.11.20 10:45s/l340.100.650530.650530.6602832.102546.18
1532024.11.20 10:45s/l350.100.650530.650530.66028-20.602525.58
1542024.11.20 10:45s/l360.100.650530.650530.66028-39.602485.98
1552024.12.12 05:00sell370.100.641570.000000.00000
1562024.12.12 05:00modify370.100.641570.656570.62857
1572024.12.12 19:50sell380.100.636260.000000.00000
1582024.12.12 19:50modify380.100.636260.640920.62857
1592024.12.12 19:50modify370.100.641570.640920.62857
1602024.12.17 06:20sell390.100.634340.000000.00000
1612024.12.17 06:20modify390.100.634340.638320.62857
1622024.12.17 06:20modify380.100.636260.638320.62857
1632024.12.17 06:20modify370.100.641570.638320.62857
1642024.12.18 01:20sell400.100.632450.000000.00000
1652024.12.18 01:20modify400.100.632450.636370.62857
1662024.12.18 01:20modify390.100.634340.636370.62857
1672024.12.18 01:20modify380.100.636260.636370.62857
1682024.12.18 01:20modify370.100.641570.636370.62857
1692024.12.18 19:15t/p370.100.628570.636370.62857129.762615.74
1702024.12.18 19:15t/p380.100.628570.636370.6285776.662692.40
1712024.12.18 19:15t/p390.100.628570.636370.6285757.642750.04
1722024.12.18 19:15t/p400.100.628570.636370.6285738.802788.84
1732024.12.30 05:00sell410.100.623960.000000.00000
1742024.12.30 05:00modify410.100.623960.638960.61096
1752024.12.31 16:20sell420.100.618470.000000.00000
1762024.12.31 16:20modify420.100.618470.623310.61096
1772024.12.31 16:20modify410.100.623960.623310.61096
1782024.12.31 21:59close at stop420.100.618980.623310.61096-5.102783.74
1792024.12.31 21:59close at stop410.100.618980.623310.6109649.742833.48