Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=14; 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 test2613Ticks modelled78929Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit811.40Gross profit1058.37Gross loss-246.97
Profit factor4.29Expected payoff35.28
Absolute drawdown14.00Maximal drawdown181.92 (14.69%)Relative drawdown14.69% (181.92)
Total trades23Short positions (won %)9 (88.89%)Long positions (won %)14 (64.29%)
Profit trades (% of total)17 (73.91%)Loss trades (% of total)6 (26.09%)
Largestprofit trade109.84loss trade-51.03
Averageprofit trade62.26loss trade-41.16
Maximumconsecutive wins (profit in money)12 (768.88)consecutive losses (loss in money)3 (-151.37)
Maximalconsecutive profit (count of wins)768.88 (12)consecutive loss (count of losses)-151.37 (3)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.06 04:00sell10.100.651160.000000.00000
22023.11.06 04:00modify10.100.651160.656160.64016
32023.11.07 03:40sell20.100.645440.000000.00000
42023.11.07 03:40modify20.100.645440.650060.64016
52023.11.07 03:40sell30.100.645440.000000.00000
62023.11.07 03:40modify30.100.645440.647860.64016
72023.11.07 03:40modify10.100.651160.647860.64016
82023.11.07 03:45modify20.100.645440.647860.64016
92023.11.07 04:30sell40.100.644460.000000.00000
102023.11.07 04:30modify40.100.644460.647310.64016
112023.11.07 04:30modify30.100.645440.647310.64016
122023.11.07 04:30modify20.100.645440.647310.64016
132023.11.07 04:30modify10.100.651160.647310.64016
142023.11.08 19:40t/p10.100.640160.647310.64016109.841109.84
152023.11.08 19:40t/p20.100.640160.647310.6401652.721162.56
162023.11.08 19:40t/p30.100.640160.647310.6401652.721215.28
172023.11.08 19:40t/p40.100.640160.647310.6401642.921258.20
182024.01.17 00:00buy50.100.659140.000000.00000
192024.01.17 00:00modify50.100.659140.654140.67014
202024.01.17 08:40s/l50.100.654140.654140.67014-50.001208.20
212024.01.17 12:00buy60.100.655930.000000.00000
222024.01.17 12:00modify60.100.655930.650930.66693
232024.01.22 01:05buy70.100.661510.000000.00000
242024.01.22 01:05modify70.100.661510.657030.66693
252024.01.22 01:05buy80.100.661510.000000.00000
262024.01.22 01:05modify80.100.661510.659230.66693
272024.01.22 01:05modify60.100.655930.659230.66693
282024.01.22 01:10modify70.100.661510.659230.66693
292024.01.22 04:40s/l60.100.659230.659230.6669331.291239.49
302024.01.22 04:40s/l70.100.659230.659230.66693-22.801216.69
312024.01.22 04:40s/l80.100.659230.659230.66693-22.801193.89
322024.02.29 00:00buy90.100.649720.000000.00000
332024.02.29 00:00modify90.100.649720.644720.66072
342024.03.06 14:20buy100.100.655280.000000.00000
352024.03.06 14:20modify100.100.655280.650820.66072
362024.03.06 14:20buy110.100.655280.000000.00000
372024.03.06 14:20modify110.100.655280.653020.66072
382024.03.06 14:20modify90.100.649720.653020.66072
392024.03.06 14:26modify100.100.655280.653020.66072
402024.03.06 15:30buy120.100.656570.000000.00000
412024.03.06 15:30modify120.100.656570.653570.66072
422024.03.06 15:30modify110.100.655280.653570.66072
432024.03.06 15:30modify100.100.655280.653570.66072
442024.03.06 15:30modify90.100.649720.653570.66072
452024.03.07 11:05t/p90.100.660720.653570.66072107.611301.50
462024.03.07 11:05t/p100.100.660720.653570.6607253.371354.87
472024.03.07 11:05t/p110.100.660720.653570.6607253.371408.24
482024.03.07 11:05t/p120.100.660720.653570.6607240.471448.72
492024.03.08 00:00sell130.100.662070.000000.00000
502024.03.08 00:00modify130.100.662070.667070.65107
512024.03.15 01:30sell140.100.656560.000000.00000
522024.03.15 01:30modify140.100.656560.660970.65107
532024.03.15 01:30sell150.100.656560.000000.00000
542024.03.15 01:30modify150.100.656560.658770.65107
552024.03.15 01:30modify130.100.662070.658770.65107
562024.03.15 01:35modify140.100.656560.658770.65107
572024.03.15 08:40sell160.100.655170.000000.00000
582024.03.15 08:40modify160.100.655170.658220.65107
592024.03.15 08:40modify150.100.656560.658220.65107
602024.03.15 08:40modify140.100.656560.658220.65107
612024.03.15 08:40modify130.100.662070.658220.65107
622024.03.19 09:40t/p130.100.651070.658220.65107109.281558.00
632024.03.19 09:40t/p140.100.651070.658220.6510754.741612.74
642024.03.19 09:40t/p150.100.651070.658220.6510754.741667.48
652024.03.19 09:40t/p160.100.651070.658220.6510740.841708.32
662024.03.19 12:00buy170.100.652150.000000.00000
672024.03.19 12:00modify170.100.652150.647150.66315
682024.03.20 18:46buy180.100.657830.000000.00000
692024.03.20 18:46modify180.100.657830.653250.66315
702024.03.20 18:46buy190.100.657830.000000.00000
712024.03.20 18:46modify190.100.657830.655450.66315
722024.03.20 18:46modify170.100.652150.655450.66315
732024.03.20 18:53modify180.100.657830.655450.66315
742024.03.20 19:40buy200.100.658900.000000.00000
752024.03.20 19:40modify200.100.658900.656000.66315
762024.03.20 19:40modify190.100.657830.656000.66315
772024.03.20 19:40modify180.100.657830.656000.66315
782024.03.20 19:40modify170.100.652150.656000.66315
792024.03.21 07:05t/p170.100.663150.656000.66315108.631816.95
802024.03.21 07:05t/p180.100.663150.656000.6631552.171869.12
812024.03.21 07:05t/p190.100.663150.656000.6631552.171921.30
822024.03.21 07:05t/p200.100.663150.656000.6631541.471962.77
832024.07.24 08:00buy210.100.660130.000000.00000
842024.07.24 08:00modify210.100.660130.655130.67113
852024.07.25 02:40s/l210.100.655130.655130.67113-51.031911.75
862024.08.19 08:00sell220.100.668890.000000.00000
872024.08.19 08:00modify220.100.668890.673890.65789
882024.08.19 23:30s/l220.100.673890.673890.65789-50.001861.75
892024.10.08 00:00buy230.100.675800.000000.00000
902024.10.08 00:00modify230.100.675800.670800.68680
912024.10.09 14:40s/l230.100.670800.670800.68680-50.341811.40