Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 20:00 (2024.11.01 - 2025.11.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=50; 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=17; 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 test2610Ticks modelled78659Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit2340.68Gross profit3219.86Gross loss-879.18
Profit factor3.66Expected payoff34.94
Absolute drawdown5.10Maximal drawdown370.30 (12.34%)Relative drawdown12.79% (185.59)
Total trades67Short positions (won %)38 (73.68%)Long positions (won %)29 (48.28%)
Profit trades (% of total)42 (62.69%)Loss trades (% of total)25 (37.31%)
Largestprofit trade149.97loss trade-124.40
Averageprofit trade76.66loss trade-35.17
Maximumconsecutive wins (profit in money)8 (756.68)consecutive losses (loss in money)3 (-66.43)
Maximalconsecutive profit (count of wins)756.68 (8)consecutive loss (count of losses)-124.40 (1)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.11.06 04:00buy10.100.652020.000000.00000
22024.11.06 04:00modify10.100.652020.640020.66702
32024.11.06 08:40buy20.100.659740.000000.00000
42024.11.06 08:40modify20.100.659740.657270.66702
52024.11.06 08:40modify10.100.652020.657270.66702
62024.11.06 11:20s/l10.100.657270.657270.6670252.501052.50
72024.11.06 11:20s/l20.100.657270.657270.66702-24.701027.80
82024.11.07 16:00sell30.100.668520.000000.00000
92024.11.07 16:00modify30.100.668520.680520.65352
102024.11.08 10:40sell40.100.663230.000000.00000
112024.11.08 10:40modify40.100.663230.667020.65352
122024.11.08 10:40modify30.100.668520.667020.65352
132024.11.08 13:55sell50.100.660730.000000.00000
142024.11.08 13:55modify50.100.660730.663270.65352
152024.11.08 13:55modify40.100.663230.663270.65352
162024.11.08 13:55modify30.100.668520.663270.65352
172024.11.08 16:10sell60.100.659430.000000.00000
182024.11.08 16:10modify60.100.659430.664770.65352
192024.11.08 16:15modify60.100.659430.663270.65352
202024.11.12 16:30t/p30.100.653520.663270.65352149.901177.70
212024.11.12 16:30t/p40.100.653520.663270.6535297.041274.74
222024.11.12 16:30t/p50.100.653520.663270.6535272.041346.78
232024.11.12 16:30t/p60.100.653520.663270.6535259.041405.81
242024.11.13 16:00buy70.100.650200.000000.00000
252024.11.13 16:00modify70.100.650200.638200.66520
262024.12.06 16:53s/l70.100.638200.638200.66520-124.401281.42
272024.12.12 04:00sell80.100.641610.000000.00000
282024.12.12 04:00modify80.100.641610.653610.62661
292024.12.12 19:40sell90.100.636260.000000.00000
302024.12.12 19:40modify90.100.636260.640110.62661
312024.12.12 19:40modify80.100.641610.640110.62661
322024.12.17 09:40sell100.100.633950.000000.00000
332024.12.17 09:40modify100.100.633950.636360.62661
342024.12.17 09:40modify90.100.636260.636360.62661
352024.12.17 09:40modify80.100.641610.636360.62661
362024.12.18 01:40sell110.100.632450.000000.00000
372024.12.18 01:40modify110.100.632450.637860.62661
382024.12.18 01:45modify110.100.632450.636360.62661
392024.12.18 19:30t/p80.100.626610.636360.62661149.871431.29
402024.12.18 19:30t/p90.100.626610.636360.6266196.371527.66
412024.12.18 19:30t/p100.100.626610.636360.6266173.371601.03
422024.12.18 19:30t/p110.100.626610.636360.6266158.401659.43
432025.01.06 12:00sell120.100.628510.000000.00000
442025.01.06 12:00modify120.100.628510.640510.61351
452025.01.07 20:30sell130.100.623180.000000.00000
462025.01.07 20:30modify130.100.623180.627010.61351
472025.01.07 20:30modify120.100.628510.627010.61351
482025.01.08 10:40sell140.100.620970.000000.00000
492025.01.08 10:40modify140.100.620970.623260.61351
502025.01.08 10:40modify130.100.623180.623260.61351
512025.01.08 10:40modify120.100.628510.623260.61351
522025.01.08 12:30sell150.100.619320.000000.00000
532025.01.08 12:30modify150.100.619320.624760.61351
542025.01.08 12:35modify150.100.619320.623260.61351
552025.01.13 04:40t/p120.100.613510.623260.61351149.781809.21
562025.01.13 04:40t/p130.100.613510.623260.6135196.511905.72
572025.01.13 04:40t/p140.100.613510.623260.6135174.441980.16
582025.01.13 04:40t/p150.100.613510.623260.6135157.942038.10
592025.01.14 00:00sell160.100.619060.000000.00000
602025.01.14 00:00modify160.100.619060.631060.60406
612025.01.24 02:20s/l160.100.631060.631060.60406-120.381917.72
622025.01.24 04:00sell170.100.631840.000000.00000
632025.01.24 04:00modify170.100.631840.643840.61684
642025.01.28 00:45sell180.100.626590.000000.00000
652025.01.28 00:45modify180.100.626590.630340.61684
662025.01.28 00:45modify170.100.631840.630340.61684
672025.01.28 08:40sell190.100.624280.000000.00000
682025.01.28 08:40modify190.100.624280.626590.61684
692025.01.28 08:40modify180.100.626590.626590.61684
702025.01.28 08:40modify170.100.631840.626590.61684
712025.01.29 00:40sell200.100.622610.000000.00000
722025.01.29 00:40modify200.100.622610.628090.61684
732025.01.29 00:45modify200.100.622610.626590.61684
742025.02.02 22:00t/p170.100.616840.626590.61684149.782067.50
752025.02.02 22:00t/p180.100.616840.626590.6168497.342164.84
762025.02.02 22:00t/p190.100.616840.626590.6168474.242239.08
772025.02.02 22:00t/p200.100.616840.626590.6168457.572296.65
782025.02.03 00:00buy210.100.614410.000000.00000
792025.02.03 00:00modify210.100.614410.602410.62941
802025.02.03 15:40buy220.100.619900.000000.00000
812025.02.03 15:40modify220.100.619900.615910.62941
822025.02.03 15:40modify210.100.614410.615910.62941
832025.02.03 21:50buy230.100.623480.000000.00000
842025.02.03 21:50modify230.100.623480.618160.62941
852025.02.03 21:50modify220.100.619900.618160.62941
862025.02.03 21:50modify210.100.614410.618160.62941
872025.02.03 23:45buy240.100.622190.000000.00000
882025.02.03 23:45modify240.100.622190.619660.62941
892025.02.03 23:45modify230.100.623480.619660.62941
902025.02.03 23:45modify220.100.619900.619660.62941
912025.02.03 23:45modify210.100.614410.619660.62941
922025.02.04 04:30s/l210.100.619660.619660.6294152.322348.97
932025.02.04 04:30s/l220.100.619660.619660.62941-2.582346.40
942025.02.04 04:30s/l230.100.619660.619660.62941-38.382308.02
952025.02.04 04:30s/l240.100.619660.619660.62941-25.482282.55
962025.02.14 16:00sell250.100.636180.000000.00000
972025.02.14 16:00modify250.100.636180.648180.62118
982025.02.26 12:30sell260.100.630910.000000.00000
992025.02.26 12:30modify260.100.630910.634680.62118
1002025.02.26 12:30modify250.100.636180.634680.62118
1012025.02.27 04:40sell270.100.628500.000000.00000
1022025.02.27 04:40modify270.100.628500.630930.62118
1032025.02.27 04:40modify260.100.630910.630930.62118
1042025.02.27 04:40modify250.100.636180.630930.62118
1052025.02.27 14:10sell280.100.626980.000000.00000
1062025.02.27 14:10modify280.100.626980.632430.62118
1072025.02.27 14:15modify280.100.626980.630930.62118
1082025.02.28 07:05t/p250.100.621180.630930.62118149.552432.10
1092025.02.28 07:05t/p260.100.621180.630930.6211897.172529.27
1102025.02.28 07:05t/p270.100.621180.630930.6211873.172602.44
1112025.02.28 07:05t/p280.100.621180.630930.6211857.972660.41
1122025.03.05 16:00sell290.100.630510.000000.00000
1132025.03.05 16:00modify290.100.630510.642510.61551
1142025.03.31 09:30sell300.100.625260.000000.00000
1152025.03.31 09:30modify300.100.625260.629010.61551
1162025.03.31 09:30modify290.100.630510.629010.61551
1172025.03.31 14:00sell310.100.622930.000000.00000
1182025.03.31 14:00modify310.100.622930.625260.61551
1192025.03.31 14:00modify300.100.625260.625260.61551
1202025.03.31 14:00modify290.100.630510.625260.61551
1212025.03.31 18:40s/l290.100.625260.625260.6155151.672712.08
1222025.03.31 18:40s/l300.100.625260.625260.615510.002712.08
1232025.03.31 18:40s/l310.100.625260.625260.61551-23.302688.78
1242025.04.03 12:00sell320.100.635930.000000.00000
1252025.04.03 12:00modify320.100.635930.647930.62093
1262025.04.04 02:40sell330.100.626930.000000.00000
1272025.04.04 02:40modify330.100.626930.632180.62093
1282025.04.04 02:40modify320.100.635930.632180.62093
1292025.04.04 08:40t/p320.100.620930.632180.62093149.972838.75
1302025.04.04 08:40t/p330.100.620930.632180.6209360.002898.75
1312025.04.14 08:00sell340.100.632440.000000.00000
1322025.04.14 08:00modify340.100.632440.644440.61744
1332025.04.29 02:05s/l340.100.644440.644440.61744-120.482778.27
1342025.05.02 12:00sell350.100.643280.000000.00000
1352025.05.02 12:00modify350.100.643280.655280.62828
1362025.05.09 02:25sell360.100.637980.000000.00000
1372025.05.09 02:25modify360.100.637980.641780.62828
1382025.05.09 02:25modify350.100.643280.641780.62828
1392025.05.09 13:06s/l350.100.641780.641780.6282814.782793.05
1402025.05.09 13:06s/l360.100.641780.641780.62828-38.002755.05
1412025.05.12 16:00buy370.100.636970.000000.00000
1422025.05.12 16:00modify370.100.636970.624970.65197
1432025.05.13 13:45buy380.100.642400.000000.00000
1442025.05.13 13:45modify380.100.642400.638470.65197
1452025.05.13 13:45modify370.100.636970.638470.65197
1462025.05.13 14:50buy390.100.646070.000000.00000
1472025.05.13 14:50modify390.100.646070.640720.65197
1482025.05.13 14:50modify380.100.642400.640720.65197
1492025.05.13 14:50modify370.100.636970.640720.65197
1502025.05.14 15:53buy400.100.644750.000000.00000
1512025.05.14 15:53modify400.100.644750.642220.65197
1522025.05.14 15:53modify390.100.646070.642220.65197
1532025.05.14 15:53modify380.100.642400.642220.65197
1542025.05.14 15:53modify370.100.636970.642220.65197
1552025.05.14 19:15s/l370.100.642220.642220.6519752.152807.20
1562025.05.14 19:15s/l380.100.642220.642220.65197-1.982805.22
1572025.05.14 19:15s/l390.100.642220.642220.65197-38.682766.55
1582025.05.14 19:15s/l400.100.642220.642220.65197-25.302741.25
1592025.05.19 16:00sell410.100.645670.000000.00000
1602025.05.19 16:00modify410.100.645670.657670.63067
1612025.05.20 13:45sell420.100.640370.000000.00000
1622025.05.20 13:45modify420.100.640370.644170.63067
1632025.05.20 13:45modify410.100.645670.644170.63067
1642025.05.21 00:40s/l410.100.644170.644170.6306714.942756.19
1652025.05.21 00:40s/l420.100.644170.644170.63067-38.032718.15
1662025.05.26 04:00sell430.100.652090.000000.00000
1672025.05.26 04:00modify430.100.652090.664090.63709
1682025.05.27 05:33sell440.100.646690.000000.00000
1692025.05.27 05:33modify440.100.646690.650590.63709
1702025.05.27 05:33modify430.100.652090.650590.63709
1712025.05.27 07:40sell450.100.644490.000000.00000
1722025.05.27 07:40modify450.100.644490.646840.63709
1732025.05.27 07:40modify440.100.646690.646840.63709
1742025.05.27 07:40modify430.100.652090.646840.63709
1752025.05.28 01:50sell460.100.642930.000000.00000
1762025.05.28 01:50modify460.100.642930.648340.63709
1772025.05.28 01:55modify460.100.642930.646840.63709
1782025.06.02 01:30s/l430.100.646840.646840.6370952.282770.43
1792025.06.02 01:30s/l440.100.646840.646840.63709-1.692768.74
1802025.06.02 01:30s/l450.100.646840.646840.63709-23.692745.05
1812025.06.02 01:30s/l460.100.646840.646840.63709-39.262705.79
1822025.06.02 08:00sell470.100.648100.000000.00000
1832025.06.02 08:00modify470.100.648100.660100.63310
1842025.06.22 21:20sell480.100.642820.000000.00000
1852025.06.22 21:20modify480.100.642820.646600.63310
1862025.06.22 21:20modify470.100.648100.646600.63310
1872025.06.23 03:30sell490.100.640360.000000.00000
1882025.06.23 03:30modify490.100.640360.642850.63310
1892025.06.23 03:30modify480.100.642820.642850.63310
1902025.06.23 03:30modify470.100.648100.642850.63310
1912025.06.23 07:05s/l470.100.642850.642850.6331051.832757.62
1922025.06.23 07:05s/l480.100.642850.642850.63310-0.332757.29
1932025.06.23 07:05s/l490.100.642850.642850.63310-24.902732.39
1942025.06.23 12:00buy500.100.639010.000000.00000
1952025.06.23 12:00modify500.100.639010.627010.65401
1962025.06.23 20:40buy510.100.646590.000000.00000
1972025.06.23 20:40modify510.100.646590.644260.65401
1982025.06.23 20:40modify500.100.639010.644260.65401
1992025.06.24 00:30buy520.100.648290.000000.00000
2002025.06.24 00:30modify520.100.648290.642760.65401
2012025.06.24 00:35modify520.100.648290.644260.65401
2022025.06.26 08:30t/p500.100.654010.644260.65401149.122881.51
2032025.06.26 08:30t/p510.100.654010.644260.6540173.322954.83
2042025.06.26 08:30t/p520.100.654010.644260.6540156.503011.33
2052025.07.07 12:00buy530.100.650240.000000.00000
2062025.07.07 12:00modify530.100.650240.638240.66524
2072025.07.08 04:50buy540.100.655630.000000.00000
2082025.07.08 04:50modify540.100.655630.651740.66524
2092025.07.08 04:50modify530.100.650240.651740.66524
2102025.07.08 13:40s/l530.100.651740.651740.6652414.823026.15
2112025.07.08 13:40s/l540.100.651740.651740.66524-38.902987.25
2122025.07.17 04:00buy550.100.649020.000000.00000
2132025.07.17 04:00modify550.100.649020.637020.66402
2142025.07.18 13:40buy560.100.654290.000000.00000
2152025.07.18 13:40modify560.100.654290.650520.66402
2162025.07.18 13:40modify550.100.649020.650520.66402
2172025.07.18 17:40s/l550.100.650520.650520.6640214.823002.08
2182025.07.18 17:40s/l560.100.650520.650520.66402-37.702964.38
2192025.07.28 08:00buy570.100.652650.000000.00000
2202025.07.28 08:00modify570.100.652650.640650.66765
2212025.09.05 13:20buy580.100.658080.000000.00000
2222025.09.05 13:20modify580.100.658080.654150.66765
2232025.09.05 13:20modify570.100.652650.654150.66765
2242025.09.09 00:05buy590.100.660200.000000.00000
2252025.09.09 00:05modify590.100.660200.657900.66765
2262025.09.09 00:05modify580.100.658080.657900.66765
2272025.09.09 00:05modify570.100.652650.657900.66765
2282025.09.09 05:40buy600.100.661730.000000.00000
2292025.09.09 05:40modify600.100.661730.656400.66765
2302025.09.09 05:45modify600.100.661730.657900.66765
2312025.09.16 14:40t/p570.100.667650.657900.66765141.213105.58
2322025.09.16 14:40t/p580.100.667650.657900.6676594.123199.70
2332025.09.16 14:40t/p590.100.667650.657900.6676573.273272.97
2342025.09.16 14:40t/p600.100.667650.657900.6676557.973330.94
2352025.09.25 16:00buy610.100.655220.000000.00000
2362025.09.25 16:00modify610.100.655220.643220.67022
2372025.09.30 05:55buy620.100.660530.000000.00000
2382025.09.30 05:55modify620.100.660530.656720.67022
2392025.09.30 05:55modify610.100.655220.656720.67022
2402025.09.30 14:30buy630.100.662810.000000.00000
2412025.09.30 14:30modify630.100.662810.660470.67022
2422025.09.30 14:30modify620.100.660530.660470.67022
2432025.09.30 14:30modify610.100.655220.660470.67022
2442025.10.01 00:33s/l610.100.660470.660470.6702251.803382.73
2452025.10.01 00:33s/l620.100.660470.660470.67022-0.783381.96
2462025.10.01 00:33s/l630.100.660470.660470.67022-23.583358.38
2472025.10.10 16:00buy640.100.649550.000000.00000
2482025.10.10 16:00modify640.100.649550.637550.66455
2492025.10.27 06:33buy650.100.655080.000000.00000
2502025.10.27 06:33modify650.100.655080.651050.66455
2512025.10.27 06:33modify640.100.649550.651050.66455
2522025.10.28 14:20buy660.100.657080.000000.00000
2532025.10.28 14:20modify660.100.657080.654800.66455
2542025.10.28 14:20modify650.100.655080.654800.66455
2552025.10.28 14:20modify640.100.649550.654800.66455
2562025.10.28 15:40buy670.100.658680.000000.00000
2572025.10.28 15:40modify670.100.658680.653300.66455
2582025.10.28 15:45modify670.100.658680.654800.66455
2592025.10.30 12:30s/l640.100.654800.654800.6645548.983407.37
2602025.10.30 12:30s/l650.100.654800.654800.66455-3.683403.69
2612025.10.30 12:30s/l660.100.654800.654800.66455-23.503380.18
2622025.10.30 12:30s/l670.100.654800.654800.66455-39.503340.68