Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000)
Period4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=140; IT_TakeProfit=150; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=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 test2603Ticks modelled78785Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread30
Total net profit900.84Gross profit1285.42Gross loss-384.57
Profit factor3.34Expected payoff20.47
Absolute drawdown114.20Maximal drawdown203.32 (1.94%)Relative drawdown1.94% (203.32)
Total trades44Short positions (won %)15 (66.67%)Long positions (won %)29 (65.52%)
Profit trades (% of total)29 (65.91%)Loss trades (% of total)15 (34.09%)
Largestprofit trade100.69loss trade-89.15
Averageprofit trade44.32loss trade-25.64
Maximumconsecutive wins (profit in money)5 (248.86)consecutive losses (loss in money)3 (-106.63)
Maximalconsecutive profit (count of wins)248.86 (5)consecutive loss (count of losses)-106.63 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.07 12:00buy10.1095.0730.0000.000
22023.07.07 12:00modify10.1095.07393.67396.573
32023.07.11 08:40s/l10.1093.67393.67396.573-87.609912.40
42023.07.11 16:00buy20.1093.6510.0000.000
52023.07.11 16:00modify20.1093.65192.25195.151
62023.07.13 01:40buy30.1094.2560.0000.000
72023.07.13 01:40modify30.1094.25693.72695.151
82023.07.13 01:40modify20.1093.65193.72695.151
92023.07.13 06:10buy40.1094.4850.0000.000
102023.07.13 06:10modify40.1094.48594.25195.151
112023.07.13 06:10modify30.1094.25694.25195.151
122023.07.13 06:10modify20.1093.65194.25195.151
132023.07.13 09:30buy50.1094.8800.0000.000
142023.07.13 09:30modify50.1094.88094.17695.151
152023.07.13 09:30modify40.1094.48594.17695.151
162023.07.13 09:30modify30.1094.25694.17695.151
172023.07.13 09:30modify20.1093.65194.17695.151
182023.07.13 12:40t/p20.1095.15194.17695.15195.6710008.07
192023.07.13 12:40t/p30.1095.15194.17695.15156.3810064.45
202023.07.13 12:40t/p40.1095.15194.17695.15141.9510106.40
212023.07.13 12:40t/p50.1095.15194.17695.15117.0710123.47
222023.07.28 00:00buy60.1093.2380.0000.000
232023.07.28 00:00modify60.1093.23891.83894.738
242023.07.28 03:50buy70.1094.0810.0000.000
252023.07.28 03:50modify70.1094.08193.83894.738
262023.07.28 03:50modify60.1093.23893.83894.738
272023.07.28 03:55s/l60.1093.83893.83894.73837.7910161.26
282023.07.28 03:55s/l70.1093.83893.83894.738-15.3110145.95
292023.08.03 12:00buy80.1093.3270.0000.000
302023.08.03 12:00modify80.1093.32791.92794.827
312023.08.04 01:50buy90.1093.9310.0000.000
322023.08.04 01:50modify90.1093.93193.40294.827
332023.08.04 01:50modify80.1093.32793.40294.827
342023.08.04 02:40s/l80.1093.40293.40294.8275.0310150.98
352023.08.04 02:40s/l90.1093.40293.40294.827-33.3210117.66
362023.09.29 08:00sell100.1096.3870.0000.000
372023.09.29 08:00modify100.1096.38797.78794.887
382023.10.02 05:30sell110.1095.7590.0000.000
392023.10.02 05:30modify110.1095.75996.31294.887
402023.10.02 05:30modify100.1096.38796.31294.887
412023.10.02 13:50sell120.1095.5510.0000.000
422023.10.02 13:50modify120.1095.55195.78794.887
432023.10.02 13:50modify110.1095.75995.78794.887
442023.10.02 13:50modify100.1096.38795.78794.887
452023.10.03 04:30t/p100.1094.88795.78794.88792.5510210.21
462023.10.03 04:30t/p110.1094.88795.78794.88753.9510264.16
472023.10.03 04:30t/p120.1094.88795.78794.88740.8510305.02
482023.10.13 00:00buy130.1094.6310.0000.000
492023.10.13 00:00modify130.1094.63193.23196.131
502023.10.17 03:40buy140.1095.2390.0000.000
512023.10.17 03:40modify140.1095.23994.70696.131
522023.10.17 03:40modify130.1094.63194.70696.131
532023.10.17 10:40s/l130.1094.70694.70696.1315.3110310.33
542023.10.17 10:40s/l140.1094.70694.70696.131-33.5710276.76
552023.11.06 08:00sell150.1097.4070.0000.000
562023.11.06 08:00modify150.1097.40798.80795.907
572023.11.07 06:40sell160.1096.5720.0000.000
582023.11.07 06:40modify160.1096.57296.80795.907
592023.11.07 06:40modify150.1097.40796.80795.907
602023.11.07 07:15s/l150.1096.80796.80795.90736.8210313.58
612023.11.07 07:15s/l160.1096.80796.80795.907-14.8010298.78
622023.11.15 00:00sell170.1097.7850.0000.000
632023.11.15 00:00modify170.1097.78599.18596.285
642023.11.17 09:05sell180.1096.9400.0000.000
652023.11.17 09:05modify180.1096.94097.18596.285
662023.11.17 09:05modify170.1097.78597.18596.285
672023.11.17 10:30s/l170.1097.18597.18596.28533.9310332.71
682023.11.17 10:30s/l180.1097.18597.18596.285-15.4310317.28
692023.12.05 16:00buy190.1096.5710.0000.000
702023.12.05 16:00modify190.1096.57195.17198.071
712023.12.06 03:40buy200.1097.1820.0000.000
722023.12.06 03:40modify200.1097.18296.64698.071
732023.12.06 03:40modify190.1096.57196.64698.071
742023.12.06 16:40s/l190.1096.64696.64698.0715.0310322.31
752023.12.06 16:40s/l200.1096.64696.64698.071-33.7610288.55
762023.12.27 12:00sell210.1097.5020.0000.000
772023.12.27 12:00modify210.1097.50298.90296.002
782023.12.27 19:33sell220.1096.8880.0000.000
792023.12.27 19:33modify220.1096.88897.42796.002
802023.12.27 19:33modify210.1097.50297.42796.002
812023.12.28 05:25sell230.1096.6600.0000.000
822023.12.28 05:25modify230.1096.66096.90296.002
832023.12.28 05:25modify220.1096.88896.90296.002
842023.12.28 05:25modify210.1097.50296.90296.002
852023.12.28 08:33sell240.1096.3010.0000.000
862023.12.28 08:33modify240.1096.30196.97796.002
872023.12.28 08:33modify230.1096.66096.97796.002
882023.12.28 08:33modify220.1096.88896.97796.002
892023.12.28 08:33modify210.1097.50296.97796.002
902023.12.29 21:40t/p210.1096.00296.97796.00290.6110379.15
912023.12.29 21:40t/p220.1096.00296.97796.00251.9410431.09
922023.12.29 21:40t/p230.1096.00296.97796.00240.4710471.57
932023.12.29 21:40t/p240.1096.00296.97796.00217.8610489.43
942024.02.01 16:00buy250.1095.7790.0000.000
952024.02.01 16:00modify250.1095.77994.37997.279
962024.02.02 00:40buy260.1096.3890.0000.000
972024.02.02 00:40modify260.1096.38995.85497.279
982024.02.02 00:40modify250.1095.77995.85497.279
992024.02.02 03:15buy270.1096.6050.0000.000
1002024.02.02 03:15modify270.1096.60596.37997.279
1012024.02.02 03:15modify260.1096.38996.37997.279
1022024.02.02 03:15modify250.1095.77996.37997.279
1032024.02.05 13:30s/l250.1096.37996.37997.27938.3910527.82
1042024.02.05 13:30s/l260.1096.37996.37997.279-0.3310527.49
1052024.02.05 13:30s/l270.1096.37996.37997.279-13.9310513.55
1062024.02.28 16:00buy280.1097.9620.0000.000
1072024.02.28 16:00modify280.1097.96296.56299.462
1082024.03.19 16:30buy290.1098.5680.0000.000
1092024.03.19 16:30modify290.1098.56898.03799.462
1102024.03.19 16:30modify280.1097.96298.03799.462
1112024.03.20 01:20buy300.1098.7870.0000.000
1122024.03.20 01:20modify300.1098.78798.56299.462
1132024.03.20 01:20modify290.1098.56898.56299.462
1142024.03.20 01:20modify280.1097.96298.56299.462
1152024.03.20 19:30t/p280.1099.46298.56299.462100.6910614.25
1162024.03.20 19:30t/p290.1099.46298.56299.46256.6110670.85
1172024.03.20 19:30t/p300.1099.46298.56299.46242.5210713.37
1182024.03.21 00:00sell310.1099.4690.0000.000
1192024.03.21 00:00modify310.1099.469100.86997.969
1202024.03.22 04:20sell320.1098.8550.0000.000
1212024.03.22 04:20modify320.1098.85599.39497.969
1222024.03.22 04:20modify310.1099.46999.39497.969
1232024.03.22 06:50sell330.1098.6360.0000.000
1242024.03.22 06:50modify330.1098.63698.86997.969
1252024.03.22 06:50modify320.1098.85598.86997.969
1262024.03.22 06:50modify310.1099.46998.86997.969
1272024.03.25 02:40s/l310.1098.86998.86997.96935.8610749.23
1282024.03.25 02:40s/l320.1098.86998.86997.969-1.8510747.39
1292024.03.25 02:40s/l330.1098.86998.86997.969-15.6410731.75
1302024.04.26 12:00sell340.10102.4860.0000.000
1312024.04.26 12:00modify340.10102.486103.886100.986
1322024.04.29 01:20s/l340.10103.886103.886100.986-89.1510642.61
1332024.05.03 00:00buy350.10100.6390.0000.000
1342024.05.03 00:00modify350.10100.63999.239102.139
1352024.05.03 14:40buy360.10101.2500.0000.000
1362024.05.03 14:40modify360.10101.250100.714102.139
1372024.05.03 14:40modify350.10100.639100.714102.139
1382024.05.06 00:45buy370.10101.4860.0000.000
1392024.05.06 00:45modify370.10101.486101.239102.139
1402024.05.06 00:45modify360.10101.250101.239102.139
1412024.05.06 00:45modify350.10100.639101.239102.139
1422024.05.06 03:59buy380.10101.8470.0000.000
1432024.05.06 03:59modify380.10101.847101.164102.139
1442024.05.06 03:59modify370.10101.486101.164102.139
1452024.05.06 03:59modify360.10101.250101.164102.139
1462024.05.06 03:59modify350.10100.639101.164102.139
1472024.05.06 23:33t/p350.10102.139101.164102.13994.7910737.39
1482024.05.06 23:33t/p360.10102.139101.164102.13956.3010793.69
1492024.05.06 23:33t/p370.10102.139101.164102.13941.1310834.82
1502024.05.06 23:33t/p380.10102.139101.164102.13918.3910853.21
1512024.05.30 12:00buy390.10103.8050.0000.000
1522024.05.30 12:00modify390.10103.805102.405105.305
1532024.05.31 08:30buy400.10104.4210.0000.000
1542024.05.31 08:30modify400.10104.421103.880105.305
1552024.05.31 08:30modify390.10103.805103.880105.305
1562024.05.31 10:40buy410.10104.6510.0000.000
1572024.05.31 10:40modify410.10104.651104.405105.305
1582024.05.31 10:40modify400.10104.421104.405105.305
1592024.05.31 10:40modify390.10103.805104.405105.305
1602024.05.31 14:05s/l390.10104.405104.405105.30538.0910891.29
1612024.05.31 14:05s/l400.10104.405104.405105.305-1.0110890.28
1622024.05.31 14:05s/l410.10104.405104.405105.305-15.5010874.78
1632024.06.04 16:00buy420.10102.8860.0000.000
1642024.06.04 16:00modify420.10102.886101.486104.386
1652024.06.05 03:45buy430.10103.5020.0000.000
1662024.06.05 03:45modify430.10103.502102.961104.386
1672024.06.05 03:45modify420.10102.886102.961104.386
1682024.06.05 06:20buy440.10103.7170.0000.000
1692024.06.05 06:20modify440.10103.717103.486104.386
1702024.06.05 06:20modify430.10103.502103.486104.386
1712024.06.05 06:20modify420.10102.886103.486104.386
1722024.06.07 12:40s/l420.10103.486103.486104.38639.2710914.05
1732024.06.07 12:40s/l430.10103.486103.486104.3860.1710914.22
1742024.06.07 12:40s/l440.10103.486103.486104.386-13.3810900.84