Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (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=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=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test2615Ticks modelled79164Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2310.43Gross profit3611.75Gross loss-1301.32
Profit factor2.78Expected payoff30.40
Absolute drawdown136.86Maximal drawdown457.94 (4.31%)Relative drawdown4.31% (457.94)
Total trades76Short positions (won %)31 (70.97%)Long positions (won %)45 (51.11%)
Profit trades (% of total)45 (59.21%)Loss trades (% of total)31 (40.79%)
Largestprofit trade141.95loss trade-123.74
Averageprofit trade80.26loss trade-41.98
Maximumconsecutive wins (profit in money)12 (1034.68)consecutive losses (loss in money)4 (-195.18)
Maximalconsecutive profit (count of wins)1034.68 (12)consecutive loss (count of losses)-241.02 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 08:00sell10.100.670100.000000.00000
22023.05.02 08:00modify10.100.670100.682100.65610
32023.05.17 07:40sell20.100.662860.000000.00000
42023.05.17 07:40modify20.100.662860.667300.65610
52023.05.17 07:40sell30.100.662860.000000.00000
62023.05.17 07:40modify30.100.662860.665900.65610
72023.05.17 07:40sell40.100.662860.000000.00000
82023.05.17 07:40modify40.100.662860.665200.65610
92023.05.17 07:40modify10.100.670100.665200.65610
102023.05.17 07:45modify30.100.662860.665200.65610
112023.05.17 07:45modify20.100.662860.665200.65610
122023.05.17 09:40s/l10.100.665200.665200.6561050.6210050.62
132023.05.17 09:40s/l20.100.665200.665200.65610-23.4010027.22
142023.05.17 09:40s/l30.100.665200.665200.65610-23.4010003.82
152023.05.17 09:40s/l40.100.665200.665200.65610-23.409980.42
162023.05.24 08:00buy50.100.657300.000000.00000
172023.05.24 08:00modify50.100.657300.645300.67130
182023.06.06 04:20buy60.100.664460.000000.00000
192023.06.06 04:20modify60.100.664460.660100.67130
202023.06.06 04:20buy70.100.664460.000000.00000
212023.06.06 04:20modify70.100.664460.661500.67130
222023.06.06 04:20buy80.100.664460.000000.00000
232023.06.06 04:20modify80.100.664460.662200.67130
242023.06.06 04:20modify50.100.657300.662200.67130
252023.06.06 04:25modify70.100.664460.662200.67130
262023.06.06 04:25modify60.100.664460.662200.67130
272023.06.07 14:15t/p50.100.671300.662200.67130135.6310116.06
282023.06.07 14:15t/p60.100.671300.662200.6713068.0910184.14
292023.06.07 14:15t/p70.100.671300.662200.6713068.0910252.23
302023.06.07 14:15t/p80.100.671300.662200.6713068.0910320.32
312023.06.12 08:00sell90.100.676150.000000.00000
322023.06.12 08:00modify90.100.676150.688150.66215
332023.06.15 17:30s/l90.100.688150.688150.66215-119.4610200.86
342023.06.20 12:00buy100.100.678720.000000.00000
352023.06.20 12:00modify100.100.678720.666720.69272
362023.06.23 12:40s/l100.100.666720.666720.69272-121.5610079.30
372023.06.28 12:00buy110.100.662600.000000.00000
382023.06.28 12:00modify110.100.662600.650600.67660
392023.07.04 12:40buy120.100.669770.000000.00000
402023.07.04 12:40modify120.100.669770.665400.67660
412023.07.04 12:40buy130.100.669770.000000.00000
422023.07.04 12:40modify130.100.669770.666800.67660
432023.07.04 12:40buy140.100.669770.000000.00000
442023.07.04 12:40modify140.100.669770.667500.67660
452023.07.04 12:40modify110.100.662600.667500.67660
462023.07.04 12:45modify130.100.669770.667500.67660
472023.07.04 12:45modify120.100.669770.667500.67660
482023.07.05 06:40s/l110.100.667500.667500.6766046.8210126.12
492023.07.05 06:40s/l120.100.667500.667500.67660-23.0110103.11
502023.07.05 06:40s/l130.100.667500.667500.67660-23.0110080.10
512023.07.05 06:40s/l140.100.667500.667500.67660-23.0110057.08
522023.07.12 16:00sell150.100.678130.000000.00000
532023.07.12 16:00modify150.100.678130.690130.66413
542023.07.27 22:45sell160.100.671130.000000.00000
552023.07.27 22:45modify160.100.671130.675330.66413
562023.07.27 22:45sell170.100.671130.000000.00000
572023.07.27 22:45modify170.100.671130.673930.66413
582023.07.27 22:45sell180.100.671130.000000.00000
592023.07.27 22:45modify180.100.671130.673230.66413
602023.07.27 22:45modify150.100.678130.673230.66413
612023.07.27 22:50modify170.100.671130.673230.66413
622023.07.27 22:50modify160.100.671130.673230.66413
632023.07.28 07:20t/p150.100.664130.673230.66413141.9510199.03
642023.07.28 07:20t/p160.100.664130.673230.6641370.1110269.14
652023.07.28 07:20t/p170.100.664130.673230.6641370.1110339.25
662023.07.28 07:20t/p180.100.664130.673230.6641370.1110409.36
672023.07.28 08:00buy190.100.663050.000000.00000
682023.07.28 08:00modify190.100.663050.651050.67705
692023.07.31 06:40buy200.100.670300.000000.00000
702023.07.31 06:40modify200.100.670300.665850.67705
712023.07.31 06:40buy210.100.670300.000000.00000
722023.07.31 06:40modify210.100.670300.667250.67705
732023.07.31 06:40buy220.100.670300.000000.00000
742023.07.31 06:40modify220.100.670300.667950.67705
752023.07.31 06:40modify190.100.663050.667950.67705
762023.07.31 06:45modify210.100.670300.667950.67705
772023.07.31 06:45modify200.100.670300.667950.67705
782023.08.01 04:30s/l190.100.667950.667950.6770548.3810457.73
792023.08.01 04:30s/l200.100.667950.667950.67705-23.8110433.92
802023.08.01 04:30s/l210.100.667950.667950.67705-23.8110410.11
812023.08.01 04:30s/l220.100.667950.667950.67705-23.8110386.30
822023.08.02 08:00buy230.100.658360.000000.00000
832023.08.02 08:00modify230.100.658360.646360.67236
842023.08.14 02:30s/l230.100.646360.646360.67236-123.7410262.55
852023.08.17 04:00buy240.100.638470.000000.00000
862023.08.17 04:00modify240.100.638470.626470.65247
872023.08.22 09:40buy250.100.645730.000000.00000
882023.08.22 09:40modify250.100.645730.641270.65247
892023.08.22 09:40buy260.100.645730.000000.00000
902023.08.22 09:40modify260.100.645730.642670.65247
912023.08.22 09:40buy270.100.645730.000000.00000
922023.08.22 09:40modify270.100.645730.643370.65247
932023.08.22 09:40modify240.100.638470.643370.65247
942023.08.22 09:45modify260.100.645730.643370.65247
952023.08.22 09:45modify250.100.645730.643370.65247
962023.08.22 12:40s/l240.100.643370.643370.6524748.0610310.62
972023.08.22 12:40s/l250.100.643370.643370.65247-23.6010287.02
982023.08.22 12:40s/l260.100.643370.643370.65247-23.6010263.42
992023.08.22 12:40s/l270.100.643370.643370.65247-23.6010239.82
1002023.09.05 04:00buy280.100.642860.000000.00000
1012023.09.05 04:00modify280.100.642860.630860.65686
1022023.09.20 14:00buy290.100.650000.000000.00000
1032023.09.20 14:00modify290.100.650000.645660.65686
1042023.09.20 14:00buy300.100.650000.000000.00000
1052023.09.20 14:00modify300.100.650000.647060.65686
1062023.09.20 14:00buy310.100.650000.000000.00000
1072023.09.20 14:00modify310.100.650000.647760.65686
1082023.09.20 14:00modify280.100.642860.647760.65686
1092023.09.20 14:05modify300.100.650000.647760.65686
1102023.09.20 14:05modify290.100.650000.647760.65686
1112023.09.20 18:33s/l280.100.647760.647760.6568644.3210284.14
1122023.09.20 18:33s/l290.100.647760.647760.65686-22.4010261.74
1132023.09.20 18:33s/l300.100.647760.647760.65686-22.4010239.34
1142023.09.20 18:33s/l310.100.647760.647760.65686-22.4010216.94
1152023.09.29 04:00sell320.100.645670.000000.00000
1162023.09.29 04:00modify320.100.645670.657670.63167
1172023.10.02 13:20sell330.100.638570.000000.00000
1182023.10.02 13:20modify330.100.638570.642870.63167
1192023.10.02 13:20sell340.100.638570.000000.00000
1202023.10.02 13:20modify340.100.638570.641470.63167
1212023.10.02 13:20sell350.100.638570.000000.00000
1222023.10.02 13:20modify350.100.638570.640770.63167
1232023.10.02 13:20modify320.100.645670.640770.63167
1242023.10.02 13:25modify340.100.638570.640770.63167
1252023.10.02 13:25modify330.100.638570.640770.63167
1262023.10.03 05:20t/p320.100.631670.640770.63167140.2210357.16
1272023.10.03 05:20t/p330.100.631670.640770.6316769.1110426.26
1282023.10.03 05:20t/p340.100.631670.640770.6316769.1110495.37
1292023.10.03 05:20t/p350.100.631670.640770.6316769.1110564.48
1302023.10.12 16:00buy360.100.633600.000000.00000
1312023.10.12 16:00modify360.100.633600.621600.64760
1322023.11.01 22:20buy370.100.640640.000000.00000
1332023.11.01 22:20modify370.100.640640.636400.64760
1342023.11.01 22:20buy380.100.640640.000000.00000
1352023.11.01 22:20modify380.100.640640.637800.64760
1362023.11.01 22:20buy390.100.640640.000000.00000
1372023.11.01 22:20modify390.100.640640.638500.64760
1382023.11.01 22:20modify360.100.633600.638500.64760
1392023.11.01 22:25modify380.100.640640.638500.64760
1402023.11.01 22:25modify370.100.640640.638500.64760
1412023.11.03 12:30t/p360.100.647600.638500.64760133.1410697.62
1422023.11.03 12:30t/p370.100.647600.638500.6476068.3510765.97
1432023.11.03 12:30t/p380.100.647600.638500.6476068.3510834.32
1442023.11.03 12:30t/p390.100.647600.638500.6476068.3510902.68
1452023.11.03 16:00sell400.100.650320.000000.00000
1462023.11.03 16:00modify400.100.650320.662320.63632
1472023.11.07 08:35sell410.100.643220.000000.00000
1482023.11.07 08:35modify410.100.643220.647520.63632
1492023.11.07 08:35sell420.100.643220.000000.00000
1502023.11.07 08:35modify420.100.643220.646120.63632
1512023.11.07 08:35sell430.100.643220.000000.00000
1522023.11.07 08:35modify430.100.643220.645420.63632
1532023.11.07 08:35modify400.100.650320.645420.63632
1542023.11.07 08:40modify420.100.643220.645420.63632
1552023.11.07 08:40modify410.100.643220.645420.63632
1562023.11.09 23:30t/p400.100.636320.645420.63632140.6511043.32
1572023.11.09 23:30t/p410.100.636320.645420.6363269.4311112.76
1582023.11.09 23:30t/p420.100.636320.645420.6363269.4311182.19
1592023.11.09 23:30t/p430.100.636320.645420.6363269.4311251.62
1602023.11.14 16:00sell440.100.647930.000000.00000
1612023.11.14 16:00modify440.100.647930.659930.63393
1622023.11.27 08:40s/l440.100.659930.659930.63393-118.5911133.03
1632023.11.28 04:00sell450.100.661870.000000.00000
1642023.11.28 04:00modify450.100.661870.673870.64787
1652023.12.05 14:40sell460.100.654720.000000.00000
1662023.12.05 14:40modify460.100.654720.659070.64787
1672023.12.05 14:40sell470.100.654720.000000.00000
1682023.12.05 14:40modify470.100.654720.657670.64787
1692023.12.05 14:40sell480.100.654720.000000.00000
1702023.12.05 14:40modify480.100.654720.656970.64787
1712023.12.05 14:40modify450.100.661870.656970.64787
1722023.12.05 14:45modify470.100.654720.656970.64787
1732023.12.05 14:45modify460.100.654720.656970.64787
1742023.12.05 15:30s/l450.100.656970.656970.6478749.7611182.79
1752023.12.05 15:30s/l460.100.656970.656970.64787-22.5011160.29
1762023.12.05 15:30s/l470.100.656970.656970.64787-22.5011137.79
1772023.12.05 15:30s/l480.100.656970.656970.64787-22.5011115.29
1782023.12.05 20:00buy490.100.655360.000000.00000
1792023.12.05 20:00modify490.100.655360.643360.66936
1802023.12.14 00:40t/p490.100.669360.643360.66936136.5711251.86
1812023.12.15 04:00sell500.100.671670.000000.00000
1822023.12.15 04:00modify500.100.671670.683670.65767
1832023.12.27 03:40s/l500.100.683670.683670.65767-118.9211132.94
1842023.12.27 16:00sell510.100.684960.000000.00000
1852023.12.27 16:00modify510.100.684960.696960.67096
1862024.01.02 13:40sell520.100.677700.000000.00000
1872024.01.02 13:40modify520.100.677700.682160.67096
1882024.01.02 13:40sell530.100.677700.000000.00000
1892024.01.02 13:40modify530.100.677700.680760.67096
1902024.01.02 13:40sell540.100.677700.000000.00000
1912024.01.02 13:40modify540.100.677700.680060.67096
1922024.01.02 13:40modify510.100.684960.680060.67096
1932024.01.02 13:45modify530.100.677700.680060.67096
1942024.01.02 13:45modify520.100.677700.680060.67096
1952024.01.03 14:15t/p510.100.670960.680060.67096140.7611273.70
1962024.01.03 14:15t/p520.100.670960.680060.6709667.5111341.20
1972024.01.03 14:15t/p530.100.670960.680060.6709667.5111408.71
1982024.01.03 14:15t/p540.100.670960.680060.6709667.5111476.22
1992024.01.05 12:00buy550.100.668320.000000.00000
2002024.01.05 12:00modify550.100.668320.656320.68232
2012024.01.17 05:30s/l550.100.656320.656320.68232-123.1211353.10
2022024.02.13 16:00buy560.100.646270.000000.00000
2032024.02.13 16:00modify560.100.646270.634270.66027
2042024.02.16 16:30buy570.100.653490.000000.00000
2052024.02.16 16:30modify570.100.653490.649070.66027
2062024.02.16 16:30buy580.100.653490.000000.00000
2072024.02.16 16:30modify580.100.653490.650470.66027
2082024.02.16 16:30buy590.100.653490.000000.00000
2092024.02.16 16:30modify590.100.653490.651170.66027
2102024.02.16 16:30modify560.100.646270.651170.66027
2112024.02.16 16:35modify580.100.653490.651170.66027
2122024.02.16 16:35modify570.100.653490.651170.66027
2132024.02.28 05:40s/l560.100.651170.651170.6602744.3211397.42
2142024.02.28 05:40s/l570.100.651170.651170.66027-26.3211371.10
2152024.02.28 05:40s/l580.100.651170.651170.66027-26.3211344.78
2162024.02.28 05:40s/l590.100.651170.651170.66027-26.3211318.47
2172024.02.28 08:00buy600.100.651110.000000.00000
2182024.02.28 08:00modify600.100.651110.639110.66511
2192024.03.06 16:50buy610.100.658240.000000.00000
2202024.03.06 16:50modify610.100.658240.653910.66511
2212024.03.06 16:50buy620.100.658240.000000.00000
2222024.03.06 16:50modify620.100.658240.655310.66511
2232024.03.06 16:50buy630.100.658240.000000.00000
2242024.03.06 16:50modify630.100.658240.656010.66511
2252024.03.06 16:50modify600.100.651110.656010.66511
2262024.03.06 16:55modify620.100.658240.656010.66511
2272024.03.06 16:55modify610.100.658240.656010.66511
2282024.03.08 13:30t/p600.100.665110.656010.66511136.5711455.03
2292024.03.08 13:30t/p610.100.665110.656010.6651167.4511522.49
2302024.03.08 13:30t/p620.100.665110.656010.6651167.4511589.94
2312024.03.08 13:30t/p630.100.665110.656010.6651167.4511657.39
2322024.03.15 04:00buy640.100.656700.000000.00000
2332024.03.15 04:00modify640.100.656700.644700.67070
2342024.03.21 07:15buy650.100.663720.000000.00000
2352024.03.21 07:15modify650.100.663720.659500.67070
2362024.03.21 07:15buy660.100.663720.000000.00000
2372024.03.21 07:15modify660.100.663720.660900.67070
2382024.03.21 07:15buy670.100.663720.000000.00000
2392024.03.21 07:15modify670.100.663720.661600.67070
2402024.03.21 07:15modify640.100.656700.661600.67070
2412024.03.21 07:20modify660.100.663720.661600.67070
2422024.03.21 07:20modify650.100.663720.661600.67070
2432024.03.21 08:20s/l640.100.661600.661600.6707047.1311704.52
2442024.03.21 08:20s/l650.100.661600.661600.67070-21.2011683.32
2452024.03.21 08:20s/l660.100.661600.661600.67070-21.2011662.12
2462024.03.21 08:20s/l670.100.661600.661600.67070-21.2011640.92
2472024.04.03 16:00sell680.100.655680.000000.00000
2482024.04.03 16:00modify680.100.655680.667680.64168
2492024.04.15 03:45sell690.100.648590.000000.00000
2502024.04.15 03:45modify690.100.648590.652880.64168
2512024.04.15 03:45sell700.100.648590.000000.00000
2522024.04.15 03:45modify700.100.648590.651480.64168
2532024.04.15 03:45sell710.100.648590.000000.00000
2542024.04.15 03:45modify710.100.648590.650780.64168
2552024.04.15 03:45modify680.100.655680.650780.64168
2562024.04.15 03:50modify700.100.648590.650780.64168
2572024.04.15 03:50modify690.100.648590.650780.64168
2582024.04.16 01:40t/p680.100.641680.650780.64168141.4111782.33
2592024.04.16 01:40t/p690.100.641680.650780.6416869.2111851.54
2602024.04.16 01:40t/p700.100.641680.650780.6416869.2111920.74
2612024.04.16 01:40t/p710.100.641680.650780.6416869.2111989.95
2622024.04.16 16:00buy720.100.641110.000000.00000
2632024.04.16 16:00modify720.100.641110.629110.65511
2642024.04.23 13:50buy730.100.648240.000000.00000
2652024.04.23 13:50modify730.100.648240.643910.65511
2662024.04.23 13:50buy740.100.648240.000000.00000
2672024.04.23 13:50modify740.100.648240.645310.65511
2682024.04.23 13:50buy750.100.648240.000000.00000
2692024.04.23 13:50modify750.100.648240.646010.65511
2702024.04.23 13:50modify720.100.641110.646010.65511
2712024.04.23 13:55modify740.100.648240.646010.65511
2722024.04.23 13:55modify730.100.648240.646010.65511
2732024.04.26 08:40t/p720.100.655110.646010.65511136.2612126.21
2742024.04.26 08:40t/p730.100.655110.646010.6551167.1412193.35
2752024.04.26 08:40t/p740.100.655110.646010.6551167.1412260.49
2762024.04.26 08:40t/p750.100.655110.646010.6551167.1412327.63
2772024.04.30 16:00buy760.100.649150.000000.00000
2782024.04.30 16:00modify760.100.649150.637150.66315
2792024.04.30 23:59close at stop760.100.647430.637150.66315-17.2012310.43