Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=150; IT_TakeProfit=130; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test7239Ticks modelled155732Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit1996.53Gross profit2147.85Gross loss-151.31
Profit factor14.19Expected payoff55.46
Absolute drawdown29.28Maximal drawdown210.18 (7.40%)Relative drawdown12.40% (146.40)
Total trades36Short positions (won %)23 (91.30%)Long positions (won %)13 (76.92%)
Profit trades (% of total)31 (86.11%)Loss trades (% of total)5 (13.89%)
Largestprofit trade129.52loss trade-46.44
Averageprofit trade69.29loss trade-30.26
Maximumconsecutive wins (profit in money)21 (1519.87)consecutive losses (loss in money)2 (-58.05)
Maximalconsecutive profit (count of wins)1519.87 (21)consecutive loss (count of losses)-58.05 (2)
Averageconsecutive wins10consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 15:00sell10.100.649640.000000.00000
22023.11.03 15:00modify10.100.649640.664640.63664
32023.11.07 06:50sell20.100.642190.000000.00000
42023.11.07 06:50modify20.100.642190.645740.63664
52023.11.07 06:50modify10.100.649640.645740.63664
62023.11.08 02:27sell30.100.644210.000000.00000
72023.11.08 02:27modify30.100.644210.648990.63664
82023.11.08 02:30modify30.100.644210.645740.63664
92023.11.08 19:50sell40.100.639850.000000.00000
102023.11.08 19:50modify40.100.639850.643790.63664
112023.11.08 19:50modify20.100.642190.643790.63664
122023.11.08 19:50modify30.100.644210.643790.63664
132023.11.08 19:50modify10.100.649640.643790.63664
142023.11.09 19:50t/p10.100.636640.643790.63664129.521129.52
152023.11.09 19:50t/p20.100.636640.643790.6366455.181184.70
162023.11.09 19:50t/p30.100.636640.643790.6366475.461260.16
172023.11.09 19:50t/p40.100.636640.643790.6366431.861292.02
182024.02.08 15:00buy50.100.648920.000000.00000
192024.02.08 15:00modify50.100.648920.633920.66192
202024.02.12 17:20buy60.100.654180.000000.00000
212024.02.12 17:20modify60.100.654180.649570.66192
222024.02.12 17:20modify50.100.648920.649570.66192
232024.02.13 13:45s/l50.100.649570.649570.661925.471297.49
242024.02.13 13:45s/l60.100.649570.649570.66192-46.441251.05
252024.02.28 08:00buy70.100.651110.000000.00000
262024.02.28 08:00modify70.100.651110.636110.66411
272024.03.06 15:45buy80.100.656580.000000.00000
282024.03.06 15:45modify80.100.656580.651760.66411
292024.03.06 15:45modify70.100.651110.651760.66411
302024.03.06 16:50buy90.100.658420.000000.00000
312024.03.06 16:50modify90.100.658420.655010.66411
322024.03.06 16:50modify80.100.656580.655010.66411
332024.03.06 16:50modify70.100.651110.655010.66411
342024.03.07 10:50buy100.100.660970.000000.00000
352024.03.07 10:50modify100.100.660970.656960.66411
362024.03.07 10:50modify90.100.658420.656960.66411
372024.03.07 10:50modify80.100.656580.656960.66411
382024.03.07 10:50modify70.100.651110.656960.66411
392024.03.08 09:40t/p70.100.664110.656960.66411126.241377.29
402024.03.08 09:40t/p80.100.664110.656960.6641173.931451.22
412024.03.08 09:40t/p90.100.664110.656960.6641155.531506.75
422024.03.08 09:40t/p100.100.664110.656960.6641131.061537.81
432024.03.08 12:00sell110.100.664580.000000.00000
442024.03.08 12:00modify110.100.664580.679580.65158
452024.03.12 15:15sell120.100.659280.000000.00000
462024.03.12 15:15modify120.100.659280.663930.65158
472024.03.12 15:15modify110.100.664580.663930.65158
482024.03.14 15:20sell130.100.657200.000000.00000
492024.03.14 15:20modify130.100.657200.660680.65158
502024.03.14 15:20modify120.100.659280.660680.65158
512024.03.14 15:20modify110.100.664580.660680.65158
522024.03.19 01:15sell140.100.654730.000000.00000
532024.03.19 01:15modify140.100.654730.658730.65158
542024.03.19 01:15modify130.100.657200.658730.65158
552024.03.19 01:15modify120.100.659280.658730.65158
562024.03.19 01:15modify110.100.664580.658730.65158
572024.03.19 08:15t/p110.100.651580.658730.65158129.281667.09
582024.03.19 08:15t/p120.100.651580.658730.6515876.441743.53
592024.03.19 08:15t/p130.100.651580.658730.6515855.961799.49
602024.03.19 08:15t/p140.100.651580.658730.6515831.501830.99
612024.03.21 08:00sell150.100.662340.000000.00000
622024.03.21 08:00modify150.100.662340.677340.64934
632024.03.21 14:40sell160.100.657140.000000.00000
642024.03.21 14:40modify160.100.657140.661690.64934
652024.03.21 14:40modify150.100.662340.661690.64934
662024.03.22 01:53sell170.100.655090.000000.00000
672024.03.22 01:53modify170.100.655090.658440.64934
682024.03.22 01:53modify160.100.657140.658440.64934
692024.03.22 01:53modify150.100.662340.658440.64934
702024.03.22 04:03sell180.100.652480.000000.00000
712024.03.22 04:03modify180.100.652480.656490.64934
722024.03.22 04:03modify170.100.655090.656490.64934
732024.03.22 04:03modify160.100.657140.656490.64934
742024.03.22 04:03modify150.100.662340.656490.64934
752024.03.28 09:03t/p150.100.649340.656490.64934129.441960.43
762024.03.28 09:03t/p160.100.649340.656490.6493477.442037.87
772024.03.28 09:03t/p170.100.649340.656490.6493457.022094.89
782024.03.28 09:03t/p180.100.649340.656490.6493430.922125.81
792024.04.03 19:00sell190.100.656640.000000.00000
802024.04.03 19:00modify190.100.656640.671640.64364
812024.04.10 13:50sell200.100.651380.000000.00000
822024.04.10 13:50modify200.100.651380.655990.64364
832024.04.10 13:50modify190.100.656640.655990.64364
842024.04.12 10:20sell210.100.649490.000000.00000
852024.04.12 10:20modify210.100.649490.652740.64364
862024.04.12 10:20modify200.100.651380.652740.64364
872024.04.12 10:20modify190.100.656640.652740.64364
882024.04.12 13:20sell220.100.646780.000000.00000
892024.04.12 13:20modify220.100.646780.650790.64364
902024.04.12 13:20modify210.100.649490.650790.64364
912024.04.12 13:20modify200.100.651380.650790.64364
922024.04.12 13:20modify190.100.656640.650790.64364
932024.04.16 00:20t/p190.100.643640.650790.64364128.962254.77
942024.04.16 00:20t/p200.100.643640.650790.6436476.922331.69
952024.04.16 00:20t/p210.100.643640.650790.6436458.342390.03
962024.04.16 00:20t/p220.100.643640.650790.6436431.242421.27
972024.04.30 15:00buy230.100.649530.000000.00000
982024.04.30 15:00modify230.100.649530.634530.66253
992024.05.02 06:20buy240.100.654790.000000.00000
1002024.05.02 06:20modify240.100.654790.650180.66253
1012024.05.02 06:20modify230.100.649530.650180.66253
1022024.05.02 18:15buy250.100.656850.000000.00000
1032024.05.02 18:15modify250.100.656850.653430.66253
1042024.05.02 18:15modify240.100.654790.653430.66253
1052024.05.02 18:15modify230.100.649530.653430.66253
1062024.05.03 12:35buy260.100.659390.000000.00000
1072024.05.03 12:35modify260.100.659390.655380.66253
1082024.05.03 12:35modify250.100.656850.655380.66253
1092024.05.03 12:35modify240.100.654790.655380.66253
1102024.05.03 12:35modify230.100.649530.655380.66253
1112024.05.03 12:45t/p230.100.662530.655380.66253128.292549.56
1122024.05.03 12:45t/p240.100.662530.655380.6625377.062626.62
1132024.05.03 12:45t/p250.100.662530.655380.6625356.462683.08
1142024.05.03 12:45t/p260.100.662530.655380.6625331.402714.48
1152024.06.07 17:00buy270.100.659210.000000.00000
1162024.06.07 17:00modify270.100.659210.644210.67221
1172024.06.12 12:59buy280.100.669090.000000.00000
1182024.06.12 12:59modify280.100.669090.665060.67221
1192024.06.12 12:59modify270.100.659210.665060.67221
1202024.06.12 19:27buy290.100.666630.000000.00000
1212024.06.12 19:27modify290.100.666630.663110.67221
1222024.06.12 19:27modify290.100.666630.665060.67221
1232024.06.13 01:50s/l270.100.665060.665060.6722156.452770.93
1242024.06.13 01:50s/l280.100.665060.665060.67221-41.332729.60
1252024.06.13 01:50s/l290.100.665060.665060.67221-16.732712.87
1262024.07.03 16:00sell300.100.671750.000000.00000
1272024.07.03 16:00modify300.100.671750.686750.65875
1282024.07.22 05:15sell310.100.666470.000000.00000
1292024.07.22 05:15modify310.100.666470.671100.65875
1302024.07.22 05:15modify300.100.671750.671100.65875
1312024.07.22 12:50sell320.100.664320.000000.00000
1322024.07.22 12:50modify320.100.664320.667850.65875
1332024.07.22 12:50modify310.100.666470.667850.65875
1342024.07.22 12:50modify300.100.671750.667850.65875
1352024.07.23 12:45sell330.100.662000.000000.00000
1362024.07.23 12:45modify330.100.662000.665900.65875
1372024.07.23 12:45modify320.100.664320.665900.65875
1382024.07.23 12:45modify310.100.666470.665900.65875
1392024.07.23 12:45modify300.100.671750.665900.65875
1402024.07.24 04:20t/p300.100.658750.665900.65875128.322841.19
1412024.07.24 04:20t/p310.100.658750.665900.6587577.042918.23
1422024.07.24 04:20t/p320.100.658750.665900.6587555.542973.77
1432024.07.24 04:20t/p330.100.658750.665900.6587532.423006.19
1442024.08.19 16:00sell340.100.671400.000000.00000
1452024.08.19 16:00modify340.100.671400.686400.65840
1462024.09.06 16:16sell350.100.666160.000000.00000
1472024.09.06 16:16modify350.100.666160.670750.65840
1482024.09.06 16:16modify340.100.671400.670750.65840
1492024.09.10 14:16sell360.100.664190.000000.00000
1502024.09.10 14:16modify360.100.664190.667500.65840
1512024.09.10 14:16modify350.100.666160.667500.65840
1522024.09.10 14:16modify340.100.671400.667500.65840
1532024.09.11 11:02s/l340.100.667500.667500.6584037.163043.35
1542024.09.11 11:02s/l350.100.667500.667500.65840-13.643029.71
1552024.09.11 11:02s/l360.100.667500.667500.65840-33.182996.53