Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDUSD (Australian dollar vs US dollar - 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=5; 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=50; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 test2604Ticks modelled78509Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit1044.72Gross profit1503.63Gross loss-458.91
Profit factor3.28Expected payoff23.74
Absolute drawdown46.06Maximal drawdown228.69 (2.25%)Relative drawdown2.25% (228.69)
Total trades44Short positions (won %)18 (61.11%)Long positions (won %)26 (65.38%)
Profit trades (% of total)28 (63.64%)Loss trades (% of total)16 (36.36%)
Largestprofit trade110.97loss trade-50.31
Averageprofit trade53.70loss trade-28.68
Maximumconsecutive wins (profit in money)15 (968.20)consecutive losses (loss in money)3 (-87.44)
Maximalconsecutive profit (count of wins)968.20 (15)consecutive loss (count of losses)-87.44 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.08.03 12:00buy10.100.653110.000000.00000
22023.08.03 12:00modify10.100.653110.648110.66411
32023.08.04 02:15buy20.100.658840.000000.00000
42023.08.04 02:15modify20.100.658840.656410.66411
52023.08.04 02:15modify10.100.653110.656410.66411
62023.08.04 02:40s/l10.100.656410.656410.6641132.6910032.69
72023.08.04 02:40s/l20.100.656410.656410.66411-24.3010008.39
82023.10.13 00:00buy30.100.631870.000000.00000
92023.10.13 00:00modify30.100.631870.626870.64287
102023.10.17 03:30buy40.100.636530.000000.00000
112023.10.17 03:30modify40.100.636530.633520.64287
122023.10.17 03:30modify30.100.631870.633520.64287
132023.10.17 15:30buy50.100.637570.000000.00000
142023.10.17 15:30modify50.100.637570.635170.64287
152023.10.17 15:30modify40.100.636530.635170.64287
162023.10.17 15:30modify30.100.631870.635170.64287
172023.10.18 00:40s/l30.100.635170.635170.6428732.0610040.45
182023.10.18 00:40s/l40.100.635170.635170.64287-13.9110026.54
192023.10.18 00:40s/l50.100.635170.635170.64287-24.3110002.23
202023.10.24 12:00sell60.100.636350.000000.00000
212023.10.24 12:00modify60.100.636350.641350.62535
222023.10.25 16:40sell70.100.631690.000000.00000
232023.10.25 16:40modify70.100.631690.634700.62535
242023.10.25 16:40modify60.100.636350.634700.62535
252023.10.25 17:40sell80.100.630550.000000.00000
262023.10.25 17:40modify80.100.630550.633050.62535
272023.10.25 17:40modify70.100.631690.633050.62535
282023.10.25 17:40modify60.100.636350.633050.62535
292023.10.25 22:40sell90.100.628430.000000.00000
302023.10.25 22:40modify90.100.628430.631400.62535
312023.10.25 22:40modify80.100.630550.631400.62535
322023.10.25 22:40modify70.100.631690.631400.62535
332023.10.25 22:40modify60.100.636350.631400.62535
342023.10.26 08:40s/l60.100.631400.631400.6253549.9310052.16
352023.10.26 08:40s/l70.100.631400.631400.625353.2210055.39
362023.10.26 08:40s/l80.100.631400.631400.62535-8.1810047.21
372023.10.26 08:40s/l90.100.631400.631400.62535-29.3810017.84
382023.11.02 08:00sell100.100.642680.000000.00000
392023.11.02 08:00modify100.100.642680.647680.63168
402023.11.03 12:30s/l100.100.647680.647680.63168-49.899967.94
412023.11.06 04:00sell110.100.651160.000000.00000
422023.11.06 04:00modify110.100.651160.656160.64016
432023.11.07 03:40sell120.100.645440.000000.00000
442023.11.07 03:40modify120.100.645440.647860.64016
452023.11.07 03:40modify110.100.651160.647860.64016
462023.11.07 04:40sell130.100.643390.000000.00000
472023.11.07 04:40modify130.100.643390.646210.64016
482023.11.07 04:40modify120.100.645440.646210.64016
492023.11.07 04:40modify110.100.651160.646210.64016
502023.11.08 19:40t/p110.100.640160.646210.64016110.2210078.16
512023.11.08 19:40t/p120.100.640160.646210.6401652.9110131.07
522023.11.08 19:40t/p130.100.640160.646210.6401632.4110163.48
532023.11.15 00:00sell140.100.649780.000000.00000
542023.11.15 00:00modify140.100.649780.654780.63878
552023.11.17 07:33sell150.100.645210.000000.00000
562023.11.17 07:33modify150.100.645210.648130.63878
572023.11.17 07:33modify140.100.649780.648130.63878
582023.11.17 08:40s/l140.100.648130.648130.6387816.9310180.41
592023.11.17 08:40s/l150.100.648130.648130.63878-29.2010151.21
602023.12.06 00:00buy160.100.655740.000000.00000
612023.12.06 00:00modify160.100.655740.650740.66674
622023.12.07 16:30buy170.100.660160.000000.00000
632023.12.07 16:30modify170.100.660160.657390.66674
642023.12.07 16:30modify160.100.655740.657390.66674
652023.12.07 17:30buy180.100.661490.000000.00000
662023.12.07 17:30modify180.100.661490.659040.66674
672023.12.07 17:30modify170.100.660160.659040.66674
682023.12.07 17:30modify160.100.655740.659040.66674
692023.12.08 13:30s/l160.100.659040.659040.6667431.7510182.96
702023.12.08 13:30s/l170.100.659040.659040.66674-11.5110171.45
712023.12.08 13:30s/l180.100.659040.659040.66674-24.8110146.64
722023.12.14 08:00sell190.100.670930.000000.00000
732023.12.14 08:00modify190.100.670930.675930.65993
742023.12.15 13:40sell200.100.666260.000000.00000
752023.12.15 13:40modify200.100.666260.669280.65993
762023.12.15 13:40modify190.100.670930.669280.65993
772023.12.15 14:40s/l190.100.669280.669280.6599316.6110163.25
782023.12.15 14:40s/l200.100.669280.669280.65993-30.2010133.05
792024.01.16 08:00buy210.100.661990.000000.00000
802024.01.16 08:00modify210.100.661990.656990.67299
812024.01.17 03:40s/l210.100.656990.656990.67299-50.3110082.73
822024.01.17 12:00buy220.100.655930.000000.00000
832024.01.17 12:00modify220.100.655930.650930.66693
842024.01.19 10:05buy230.100.660330.000000.00000
852024.01.19 10:05modify230.100.660330.657580.66693
862024.01.19 10:05modify220.100.655930.657580.66693
872024.01.19 14:40s/l220.100.657580.657580.6669315.2510097.99
882024.01.19 14:40s/l230.100.657580.657580.66693-27.5010070.49
892024.02.14 00:00buy240.100.645550.000000.00000
902024.02.14 00:00modify240.100.645550.640550.65655
912024.02.14 23:30buy250.100.649960.000000.00000
922024.02.14 23:30modify250.100.649960.647200.65655
932024.02.14 23:30modify240.100.645550.647200.65655
942024.02.15 16:55buy260.100.651160.000000.00000
952024.02.15 16:55modify260.100.651160.648850.65655
962024.02.15 16:55modify250.100.649960.648850.65655
972024.02.15 16:55modify240.100.645550.648850.65655
982024.02.16 16:30buy270.100.653490.000000.00000
992024.02.16 16:30modify270.100.653490.650500.65655
1002024.02.16 16:30modify260.100.651160.650500.65655
1012024.02.16 16:30modify250.100.649960.650500.65655
1022024.02.16 16:30modify240.100.645550.650500.65655
1032024.02.20 12:33t/p240.100.656550.650500.65655108.1310178.61
1042024.02.20 12:33t/p250.100.656550.650500.6565564.0310242.64
1052024.02.20 12:33t/p260.100.656550.650500.6565552.9610295.61
1062024.02.20 12:33t/p270.100.656550.650500.6565529.9810325.58
1072024.02.29 00:00buy280.100.649720.000000.00000
1082024.02.29 00:00modify280.100.649720.644720.66072
1092024.03.06 13:50buy290.100.654260.000000.00000
1102024.03.06 13:50modify290.100.654260.651370.66072
1112024.03.06 13:50modify280.100.649720.651370.66072
1122024.03.06 14:20buy300.100.655280.000000.00000
1132024.03.06 14:20modify300.100.655280.653020.66072
1142024.03.06 14:20modify290.100.654260.653020.66072
1152024.03.06 14:20modify280.100.649720.653020.66072
1162024.03.06 17:45buy310.100.657430.000000.00000
1172024.03.06 17:45modify310.100.657430.654670.66072
1182024.03.06 17:45modify300.100.655280.654670.66072
1192024.03.06 17:45modify290.100.654260.654670.66072
1202024.03.06 17:45modify280.100.649720.654670.66072
1212024.03.07 11:05t/p280.100.660720.654670.66072107.8210433.40
1222024.03.07 11:05t/p290.100.660720.654670.6607263.6610497.06
1232024.03.07 11:05t/p300.100.660720.654670.6607253.4610550.53
1242024.03.07 11:05t/p310.100.660720.654670.6607231.9610582.49
1252024.03.08 00:00sell320.100.662070.000000.00000
1262024.03.08 00:00modify320.100.662070.667070.65107
1272024.03.14 15:30sell330.100.657620.000000.00000
1282024.03.14 15:30modify330.100.657620.660420.65107
1292024.03.14 15:30modify320.100.662070.660420.65107
1302024.03.15 01:30sell340.100.656560.000000.00000
1312024.03.15 01:30modify340.100.656560.658770.65107
1322024.03.15 01:30modify330.100.657620.658770.65107
1332024.03.15 01:30modify320.100.662070.658770.65107
1342024.03.19 03:30sell350.100.654310.000000.00000
1352024.03.19 03:30modify350.100.654310.657120.65107
1362024.03.19 03:30modify340.100.656560.657120.65107
1372024.03.19 03:30modify330.100.657620.657120.65107
1382024.03.19 03:30modify320.100.662070.657120.65107
1392024.03.19 09:40t/p320.100.651070.657120.65107110.9710693.47
1402024.03.19 09:40t/p330.100.651070.657120.6510765.8210759.29
1412024.03.19 09:40t/p340.100.651070.657120.6510755.1210814.41
1422024.03.19 09:40t/p350.100.651070.657120.6510732.4010846.81
1432024.03.19 12:00buy360.100.652150.000000.00000
1442024.03.19 12:00modify360.100.652150.647150.66315
1452024.03.20 18:46buy370.100.657830.000000.00000
1462024.03.20 18:46modify370.100.657830.655450.66315
1472024.03.20 18:46modify360.100.652150.655450.66315
1482024.03.20 22:40buy380.100.659970.000000.00000
1492024.03.20 22:40modify380.100.659970.657100.66315
1502024.03.20 22:40modify370.100.657830.657100.66315
1512024.03.20 22:40modify360.100.652150.657100.66315
1522024.03.21 07:05t/p360.100.663150.657100.66315108.7510955.56
1532024.03.21 07:05t/p370.100.663150.657100.6631552.2611007.83
1542024.03.21 07:05t/p380.100.663150.657100.6631530.8611038.69
1552024.05.03 08:00sell390.100.657430.000000.00000
1562024.05.03 08:00modify390.100.657430.662430.64643
1572024.05.03 12:30s/l390.100.662430.662430.64643-50.0010988.69
1582024.05.23 00:00buy400.100.662110.000000.00000
1592024.05.23 00:00modify400.100.662110.657110.67311
1602024.05.28 01:40buy410.100.666810.000000.00000
1612024.05.28 01:40modify410.100.666810.663760.67311
1622024.05.28 01:40modify400.100.662110.663760.67311
1632024.05.28 03:40buy420.100.667670.000000.00000
1642024.05.28 03:40modify420.100.667670.665410.67311
1652024.05.28 03:40modify410.100.666810.665410.67311
1662024.05.28 03:40modify400.100.662110.665410.67311
1672024.05.28 14:05s/l400.100.665410.665410.6731132.0611020.75
1682024.05.28 14:05s/l410.100.665410.665410.67311-14.0011006.75
1692024.05.28 14:05s/l420.100.665410.665410.67311-22.6010984.15
1702024.06.10 00:00buy430.100.658460.000000.00000
1712024.06.10 00:00modify430.100.658460.653460.66946
1722024.06.12 13:40t/p430.100.669460.653460.66946109.3811093.53
1732024.06.19 04:00sell440.100.666040.000000.00000
1742024.06.19 04:00modify440.100.666040.671040.65504
1752024.06.28 23:59s/l440.100.671040.671040.65504-48.8111044.72