Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=120; IT_TakeProfit=150; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 test7248Ticks modelled156270Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2469.59Gross profit3657.55Gross loss-1187.96
Profit factor3.08Expected payoff32.93
Absolute drawdown137.90Maximal drawdown406.91 (3.30%)Relative drawdown3.30% (406.91)
Total trades75Short positions (won %)28 (64.29%)Long positions (won %)47 (63.83%)
Profit trades (% of total)48 (64.00%)Loss trades (% of total)27 (36.00%)
Largestprofit trade151.19loss trade-125.93
Averageprofit trade76.20loss trade-44.00
Maximumconsecutive wins (profit in money)12 (996.75)consecutive losses (loss in money)3 (-82.68)
Maximalconsecutive profit (count of wins)996.75 (12)consecutive loss (count of losses)-186.53 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 06:00sell10.100.670320.000000.00000
22023.05.02 06:00modify10.100.670320.682320.65532
32023.05.18 13:40sell20.100.661310.000000.00000
42023.05.18 13:40modify20.100.661310.663570.65532
52023.05.18 13:40modify10.100.670320.663570.65532
62023.05.18 13:50sell30.100.660550.000000.00000
72023.05.18 13:50modify30.100.660550.664320.65532
82023.05.18 13:50modify20.100.661310.664320.65532
92023.05.18 13:50modify10.100.670320.664320.65532
102023.05.18 22:59sell40.100.662800.000000.00000
112023.05.18 22:59modify40.100.662800.668820.65532
122023.05.18 23:00modify40.100.662800.664320.65532
132023.05.19 03:32s/l10.100.664320.664320.6553262.0610062.06
142023.05.19 03:32s/l20.100.664320.664320.65532-29.9910032.06
152023.05.19 03:32s/l30.100.664320.664320.65532-37.599994.47
162023.05.19 03:32s/l40.100.664320.664320.65532-15.099979.38
172023.05.24 08:00buy50.100.657300.000000.00000
182023.05.24 08:00modify50.100.657300.645300.67230
192023.06.06 04:40buy60.100.665000.000000.00000
202023.06.06 04:40modify60.100.665000.658800.67230
212023.06.06 04:40modify50.100.657300.658800.67230
222023.06.06 04:55buy70.100.667130.000000.00000
232023.06.06 04:55modify70.100.667130.663300.67230
242023.06.06 04:55modify60.100.665000.663300.67230
252023.06.06 04:55modify50.100.657300.663300.67230
262023.06.06 05:52buy80.100.666420.000000.00000
272023.06.06 05:52modify80.100.666420.664050.67230
282023.06.06 05:55modify80.100.666420.663300.67230
292023.06.09 07:50t/p50.100.672300.663300.67230144.3910123.77
302023.06.09 07:50t/p60.100.672300.663300.6723071.4410195.21
312023.06.09 07:50t/p70.100.672300.663300.6723050.1410245.35
322023.06.09 07:50t/p80.100.672300.663300.6723057.2410302.59
332023.06.14 15:00sell90.100.682980.000000.00000
342023.06.14 15:00modify90.100.682980.694980.66798
352023.06.20 14:20sell100.100.675300.000000.00000
362023.06.20 14:20modify100.100.675300.681480.66798
372023.06.20 14:20modify90.100.682980.681480.66798
382023.06.23 12:20t/p90.100.667980.681480.66798151.1910453.78
392023.06.23 12:20t/p100.100.667980.681480.6679873.7410527.52
402023.06.23 13:00buy110.100.667730.000000.00000
412023.06.23 13:00modify110.100.667730.655730.68273
422023.07.12 12:46buy120.100.675370.000000.00000
432023.07.12 12:46modify120.100.675370.669230.68273
442023.07.12 12:46modify110.100.667730.669230.68273
452023.07.12 13:35buy130.100.676780.000000.00000
462023.07.12 13:35modify130.100.676780.674480.68273
472023.07.12 13:35modify120.100.675370.674480.68273
482023.07.12 13:35modify110.100.667730.674480.68273
492023.07.12 13:45buy140.100.677520.000000.00000
502023.07.12 13:45modify140.100.677520.673730.68273
512023.07.12 13:45modify130.100.676780.673730.68273
522023.07.12 13:45modify120.100.675370.673730.68273
532023.07.12 13:45modify110.100.667730.673730.68273
542023.07.13 06:20t/p110.100.682730.673730.68273143.7610671.28
552023.07.13 06:20t/p120.100.682730.673730.6827372.6610743.95
562023.07.13 06:20t/p130.100.682730.673730.6827358.5610802.51
572023.07.13 06:20t/p140.100.682730.673730.6827351.1610853.67
582023.07.13 10:00sell150.100.685200.000000.00000
592023.07.13 10:00modify150.100.685200.697200.67020
602023.07.19 06:42sell160.100.677610.000000.00000
612023.07.19 06:42modify160.100.677610.683700.67020
622023.07.19 06:42modify150.100.685200.683700.67020
632023.07.19 10:45sell170.100.676150.000000.00000
642023.07.19 10:45modify170.100.676150.678450.67020
652023.07.19 10:45modify160.100.677610.678450.67020
662023.07.19 10:45modify150.100.685200.678450.67020
672023.07.19 13:40s/l150.100.678450.678450.6702067.9310921.61
682023.07.19 13:40s/l160.100.678450.678450.67020-8.4010913.21
692023.07.19 13:40s/l170.100.678450.678450.67020-23.0010890.21
702023.07.28 05:00buy180.100.665410.000000.00000
712023.07.28 05:00modify180.100.665410.653410.68041
722023.07.31 14:26buy190.100.673080.000000.00000
732023.07.31 14:26modify190.100.673080.666910.68041
742023.07.31 14:26modify180.100.665410.666910.68041
752023.08.01 04:50s/l180.100.666910.666910.6804114.3810904.58
762023.08.01 04:50s/l190.100.666910.666910.68041-62.0110842.57
772023.08.01 08:00buy200.100.664700.000000.00000
782023.08.01 08:00modify200.100.664700.652700.67970
792023.08.02 14:50s/l200.100.652700.652700.67970-120.3110722.26
802023.08.10 13:00sell210.100.658490.000000.00000
812023.08.10 13:00modify210.100.658490.670490.64349
822023.08.11 00:02sell220.100.650980.000000.00000
832023.08.11 00:02modify220.100.650980.656990.64349
842023.08.11 00:02modify210.100.658490.656990.64349
852023.08.11 15:45sell230.100.649190.000000.00000
862023.08.11 15:45modify230.100.649190.651740.64349
872023.08.11 15:45modify220.100.650980.651740.64349
882023.08.11 15:45modify210.100.658490.651740.64349
892023.08.11 15:50sell240.100.648680.000000.00000
902023.08.11 15:50modify240.100.648680.652490.64349
912023.08.11 15:50modify230.100.649190.652490.64349
922023.08.11 15:50modify220.100.650980.652490.64349
932023.08.11 15:50modify210.100.658490.652490.64349
942023.08.16 01:20t/p210.100.643490.652490.64349150.4310872.69
952023.08.16 01:20t/p220.100.643490.652490.6434975.2210947.92
962023.08.16 01:20t/p230.100.643490.652490.6434957.3211005.24
972023.08.16 01:20t/p240.100.643490.652490.6434952.2211057.47
982023.08.17 02:00buy250.100.638430.000000.00000
992023.08.17 02:00modify250.100.638430.626430.65343
1002023.08.22 10:02buy260.100.645960.000000.00000
1012023.08.22 10:02modify260.100.645960.639930.65343
1022023.08.22 10:02modify250.100.638430.639930.65343
1032023.08.23 15:50buy270.100.647470.000000.00000
1042023.08.23 15:50modify270.100.647470.645180.65343
1052023.08.23 15:50modify260.100.645960.645180.65343
1062023.08.23 15:50modify250.100.638430.645180.65343
1072023.08.23 17:37buy280.100.648200.000000.00000
1082023.08.23 17:37modify280.100.648200.644430.65343
1092023.08.23 17:37modify270.100.647470.644430.65343
1102023.08.23 17:37modify260.100.645960.644430.65343
1112023.08.23 17:37modify250.100.638430.644430.65343
1122023.08.24 09:50s/l250.100.644430.644430.6534357.8211115.28
1132023.08.24 09:50s/l260.100.644430.644430.65343-16.5511098.73
1142023.08.24 09:50s/l270.100.644430.644430.65343-31.3411067.40
1152023.08.24 09:50s/l280.100.644430.644430.65343-38.6411028.76
1162023.09.05 03:00buy290.100.642980.000000.00000
1172023.09.05 03:00modify290.100.642980.630980.65798
1182023.09.20 14:20buy300.100.650520.000000.00000
1192023.09.20 14:20modify300.100.650520.644480.65798
1202023.09.20 14:20modify290.100.642980.644480.65798
1212023.09.20 19:50s/l290.100.644480.644480.6579810.3211039.08
1222023.09.20 19:50s/l300.100.644480.644480.65798-60.4010978.68
1232023.09.22 15:00sell310.100.646060.000000.00000
1242023.09.22 15:00modify310.100.646060.658060.63106
1252023.09.27 03:15sell320.100.638460.000000.00000
1262023.09.27 03:15modify320.100.638460.644560.63106
1272023.09.27 03:15modify310.100.646060.644560.63106
1282023.09.27 06:07sell330.100.637020.000000.00000
1292023.09.27 06:07modify330.100.637020.639310.63106
1302023.09.27 06:07modify320.100.638460.639310.63106
1312023.09.27 06:07modify310.100.646060.639310.63106
1322023.09.27 11:32sell340.100.636190.000000.00000
1332023.09.27 11:32modify340.100.636190.640060.63106
1342023.09.27 11:32modify330.100.637020.640060.63106
1352023.09.27 11:32modify320.100.638460.640060.63106
1362023.09.27 11:32modify310.100.646060.640060.63106
1372023.09.28 12:32s/l310.100.640060.640060.6310660.6511039.33
1382023.09.28 12:32s/l320.100.640060.640060.63106-15.6811023.66
1392023.09.28 12:32s/l330.100.640060.640060.63106-30.0810993.58
1402023.09.28 12:32s/l340.100.640060.640060.63106-38.3810955.21
1412023.09.29 03:00sell350.100.646010.000000.00000
1422023.09.29 03:00modify350.100.646010.658010.63101
1432023.10.02 13:20sell360.100.638360.000000.00000
1442023.10.02 13:20modify360.100.638360.644510.63101
1452023.10.02 13:20modify350.100.646010.644510.63101
1462023.10.02 14:50sell370.100.636740.000000.00000
1472023.10.02 14:50modify370.100.636740.639260.63101
1482023.10.02 14:50modify360.100.638360.639260.63101
1492023.10.02 14:50modify350.100.646010.639260.63101
1502023.10.02 19:07sell380.100.636220.000000.00000
1512023.10.02 19:07modify380.100.636220.640010.63101
1522023.10.02 19:07modify370.100.636740.640010.63101
1532023.10.02 19:07modify360.100.638360.640010.63101
1542023.10.02 19:07modify350.100.646010.640010.63101
1552023.10.03 05:50t/p350.100.631010.640010.63101150.2211105.42
1562023.10.03 05:50t/p360.100.631010.640010.6310173.6111179.03
1572023.10.03 05:50t/p370.100.631010.640010.6310157.4111236.44
1582023.10.03 05:50t/p380.100.631010.640010.6310152.2111288.65
1592023.10.12 15:00buy390.100.634350.000000.00000
1602023.10.12 15:00modify390.100.634350.622350.64935
1612023.11.01 23:27buy400.100.642110.000000.00000
1622023.11.01 23:27modify400.100.642110.635850.64935
1632023.11.01 23:27modify390.100.634350.635850.64935
1642023.11.02 00:20buy410.100.643350.000000.00000
1652023.11.02 00:20modify410.100.643350.641100.64935
1662023.11.02 00:20modify400.100.642110.641100.64935
1672023.11.02 00:20modify390.100.634350.641100.64935
1682023.11.02 02:20buy420.100.644170.000000.00000
1692023.11.02 02:20modify420.100.644170.640350.64935
1702023.11.02 02:20modify410.100.643350.640350.64935
1712023.11.02 02:20modify400.100.642110.640350.64935
1722023.11.02 02:20modify390.100.634350.640350.64935
1732023.11.03 12:46t/p390.100.649350.640350.64935143.1411431.79
1742023.11.03 12:46t/p400.100.649350.640350.6493571.1511502.94
1752023.11.03 12:46t/p410.100.649350.640350.6493559.6911562.63
1762023.11.03 12:46t/p420.100.649350.640350.6493551.4911614.12
1772023.11.03 13:00sell430.100.649310.000000.00000
1782023.11.03 13:00modify430.100.649310.661310.63431
1792023.11.07 10:02sell440.100.641810.000000.00000
1802023.11.07 10:02modify440.100.641810.647810.63431
1812023.11.07 10:02modify430.100.649310.647810.63431
1822023.11.08 19:45sell450.100.640210.000000.00000
1832023.11.08 19:45modify450.100.640210.642560.63431
1842023.11.08 19:45modify440.100.641810.642560.63431
1852023.11.08 19:45modify430.100.649310.642560.63431
1862023.11.09 08:20sell460.100.639510.000000.00000
1872023.11.09 08:20modify460.100.639510.643310.63431
1882023.11.09 08:20modify450.100.640210.643310.63431
1892023.11.09 08:20modify440.100.641810.643310.63431
1902023.11.09 08:20modify430.100.649310.643310.63431
1912023.11.10 15:32t/p430.100.634310.643310.63431150.7611764.87
1922023.11.10 15:32t/p440.100.634310.643310.6343175.5411840.41
1932023.11.10 15:32t/p450.100.634310.643310.6343159.4311899.85
1942023.11.10 15:32t/p460.100.634310.643310.6343152.1111951.96
1952023.11.14 14:00sell470.100.644120.000000.00000
1962023.11.14 14:00modify470.100.644120.656120.62912
1972023.11.20 04:15s/l470.100.656120.656120.62912-119.3511832.60
1982023.12.05 04:00buy480.100.657830.000000.00000
1992023.12.05 04:00modify480.100.657830.645830.67283
2002023.12.13 19:20buy490.100.665510.000000.00000
2012023.12.13 19:20modify490.100.665510.659330.67283
2022023.12.13 19:20modify480.100.657830.659330.67283
2032023.12.13 20:07buy500.100.667580.000000.00000
2042023.12.13 20:07modify500.100.667580.663830.67283
2052023.12.13 20:07modify490.100.665510.663830.67283
2062023.12.13 20:07modify480.100.657830.663830.67283
2072023.12.13 20:45buy510.100.666850.000000.00000
2082023.12.13 20:45modify510.100.666850.664580.67283
2092023.12.13 20:47modify510.100.666850.663830.67283
2102023.12.18 09:10t/p480.100.672830.663830.67283145.9511978.55
2112023.12.18 09:10t/p490.100.672830.663830.6728371.6412050.19
2122023.12.18 09:10t/p500.100.672830.663830.6728350.9412101.13
2132023.12.18 09:10t/p510.100.672830.663830.6728358.2412159.37
2142023.12.19 15:00sell520.100.676490.000000.00000
2152023.12.19 15:00modify520.100.676490.688490.66149
2162024.01.05 06:32sell530.100.668930.000000.00000
2172024.01.05 06:32modify530.100.668930.674990.66149
2182024.01.05 06:32modify520.100.676490.674990.66149
2192024.01.05 15:20s/l520.100.674990.674990.6614917.0612176.43
2202024.01.05 15:20s/l530.100.674990.674990.66149-60.6012115.83
2212024.01.16 04:00buy540.100.661540.000000.00000
2222024.01.16 04:00modify540.100.661540.649540.67654
2232024.02.04 23:15s/l540.100.649540.649540.67654-125.9311989.90
2242024.02.08 13:00buy550.100.649550.000000.00000
2252024.02.08 13:00modify550.100.649550.637550.66455
2262024.02.20 13:45buy560.100.657350.000000.00000
2272024.02.20 13:45modify560.100.657350.651050.66455
2282024.02.20 13:45modify550.100.649550.651050.66455
2292024.02.22 07:30buy570.100.658570.000000.00000
2302024.02.22 07:30modify570.100.658570.656300.66455
2312024.02.22 07:30modify560.100.657350.656300.66455
2322024.02.22 07:30modify550.100.649550.656300.66455
2332024.02.22 07:50buy580.100.659320.000000.00000
2342024.02.22 07:50modify580.100.659320.655550.66455
2352024.02.22 07:50modify570.100.658570.655550.66455
2362024.02.22 07:50modify560.100.657350.655550.66455
2372024.02.22 07:50modify550.100.649550.655550.66455
2382024.02.22 13:45s/l550.100.655550.655550.6645555.6312045.53
2392024.02.22 13:45s/l560.100.655550.655550.66455-19.2512026.29
2402024.02.22 13:45s/l570.100.655550.655550.66455-30.2011996.09
2412024.02.22 13:45s/l580.100.655550.655550.66455-37.7011958.39
2422024.02.28 07:00buy590.100.651080.000000.00000
2432024.02.28 07:00modify590.100.651080.639080.66608
2442024.03.07 03:50buy600.100.658650.000000.00000
2452024.03.07 03:50modify600.100.658650.652580.66608
2462024.03.07 03:50modify590.100.651080.652580.66608
2472024.03.07 10:10buy610.100.660130.000000.00000
2482024.03.07 10:10modify610.100.660130.657830.66608
2492024.03.07 10:10modify600.100.658650.657830.66608
2502024.03.07 10:10modify590.100.651080.657830.66608
2512024.03.07 10:50buy620.100.660970.000000.00000
2522024.03.07 10:50modify620.100.660970.657080.66608
2532024.03.07 10:50modify610.100.660130.657080.66608
2542024.03.07 10:50modify600.100.658650.657080.66608
2552024.03.07 10:50modify590.100.651080.657080.66608
2562024.03.08 13:50t/p590.100.666080.657080.66608146.5712104.96
2572024.03.08 13:50t/p600.100.666080.657080.6660873.9912178.94
2582024.03.08 13:50t/p610.100.666080.657080.6660859.1912238.13
2592024.03.08 13:50t/p620.100.666080.657080.6660850.7912288.92
2602024.03.19 06:00buy630.100.652040.000000.00000
2612024.03.19 06:00modify630.100.652040.640040.66704
2622024.03.20 22:33buy640.100.659640.000000.00000
2632024.03.20 22:33modify640.100.659640.653540.66704
2642024.03.20 22:33modify630.100.652040.653540.66704
2652024.03.21 00:40buy650.100.661100.000000.00000
2662024.03.21 00:40modify650.100.661100.658790.66704
2672024.03.21 00:40modify640.100.659640.658790.66704
2682024.03.21 00:40modify630.100.652040.658790.66704
2692024.03.21 00:46buy660.100.661800.000000.00000
2702024.03.21 00:46modify660.100.661800.658040.66704
2712024.03.21 00:46modify650.100.661100.658040.66704
2722024.03.21 00:46modify640.100.659640.658040.66704
2732024.03.21 00:46modify630.100.652040.658040.66704
2742024.03.21 14:13s/l630.100.658040.658040.6670458.7512347.67
2752024.03.21 14:13s/l640.100.658040.658040.66704-16.9412330.74
2762024.03.21 14:13s/l650.100.658040.658040.66704-30.6012300.14
2772024.03.21 14:13s/l660.100.658040.658040.66704-37.6012262.54
2782024.03.22 04:00buy670.100.652940.000000.00000
2792024.03.22 04:00modify670.100.652940.640940.66794
2802024.04.04 09:45buy680.100.660650.000000.00000
2812024.04.04 09:45modify680.100.660650.654440.66794
2822024.04.04 09:45modify670.100.652940.654440.66794
2832024.04.04 13:20buy690.100.661960.000000.00000
2842024.04.04 13:20modify690.100.661960.659690.66794
2852024.04.04 13:20modify680.100.660650.659690.66794
2862024.04.04 13:20modify670.100.652940.659690.66794
2872024.04.04 18:50s/l670.100.659690.659690.6679463.4512325.98
2882024.04.04 18:50s/l680.100.659690.659690.66794-9.6012316.38
2892024.04.04 18:50s/l690.100.659690.659690.66794-22.7012293.68
2902024.04.10 13:00buy700.100.655800.000000.00000
2912024.04.10 13:00modify700.100.655800.643800.67080
2922024.04.15 19:20s/l700.100.643800.643800.67080-121.5612172.12
2932024.04.16 02:00buy710.100.642130.000000.00000
2942024.04.16 02:00modify710.100.642130.630130.65713
2952024.04.24 00:45buy720.100.649690.000000.00000
2962024.04.24 00:45modify720.100.649690.643630.65713
2972024.04.24 00:45modify710.100.642130.643630.65713
2982024.04.24 01:40buy730.100.651230.000000.00000
2992024.04.24 01:40modify730.100.651230.648880.65713
3002024.04.24 01:40modify720.100.649690.648880.65713
3012024.04.24 01:40modify710.100.642130.648880.65713
3022024.04.24 01:45buy740.100.652000.000000.00000
3032024.04.24 01:45modify740.100.652000.648130.65713
3042024.04.24 01:45modify730.100.651230.648130.65713
3052024.04.24 01:45modify720.100.649690.648130.65713
3062024.04.24 01:45modify710.100.642130.648130.65713
3072024.04.29 04:10t/p710.100.657130.648130.65713145.9512318.07
3082024.04.29 04:10t/p720.100.657130.648130.6571372.8412390.91
3092024.04.29 04:10t/p730.100.657130.648130.6571357.4412448.35
3102024.04.29 04:10t/p740.100.657130.648130.6571349.7412498.09
3112024.04.30 13:00buy750.100.650280.000000.00000
3122024.04.30 13:00modify750.100.650280.638280.66528
3132024.04.30 23:59close at stop750.100.647430.638280.66528-28.5012469.59