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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=5; 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 test2613Ticks modelled78925Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1992.01Gross profit2740.25Gross loss-748.23
Profit factor3.66Expected payoff36.89
Absolute drawdown22.48Maximal drawdown304.78 (14.48%)Relative drawdown15.53% (181.92)
Total trades54Short positions (won %)25 (76.00%)Long positions (won %)29 (58.62%)
Profit trades (% of total)36 (66.67%)Loss trades (% of total)18 (33.33%)
Largestprofit trade139.52loss trade-133.42
Averageprofit trade76.12loss trade-41.57
Maximumconsecutive wins (profit in money)9 (721.90)consecutive losses (loss in money)3 (-66.12)
Maximalconsecutive profit (count of wins)721.90 (9)consecutive loss (count of losses)-264.45 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 16:00sell10.100.650320.000000.00000
22023.11.03 16:00modify10.100.650320.663320.63632
32023.11.07 04:55sell20.100.643750.000000.00000
42023.11.07 04:55modify20.100.643750.646820.63632
52023.11.07 04:55modify10.100.650320.646820.63632
62023.11.07 07:30sell30.100.642490.000000.00000
72023.11.07 07:30modify30.100.642490.646820.63632
82023.11.07 08:35sell40.100.643220.000000.00000
92023.11.07 08:35modify40.100.643220.645420.63632
102023.11.07 08:35modify30.100.642490.645420.63632
112023.11.07 08:35modify20.100.643750.645420.63632
122023.11.07 08:35modify10.100.650320.645420.63632
132023.11.09 23:30t/p10.100.636320.645420.63632139.521139.52
142023.11.09 23:30t/p20.100.636320.645420.6363273.981213.50
152023.11.09 23:30t/p30.100.636320.645420.6363261.381274.88
162023.11.09 23:30t/p40.100.636320.645420.6363268.681343.56
172023.11.14 16:00sell50.100.647930.000000.00000
182023.11.14 16:00modify50.100.647930.660930.63393
192023.11.27 11:05s/l50.100.660930.660930.63393-131.041212.52
202023.11.28 16:00sell60.100.664130.000000.00000
212023.11.28 16:00modify60.100.664130.677130.65013
222023.11.30 14:40sell70.100.657040.000000.00000
232023.11.30 14:40modify70.100.657040.659230.65013
242023.11.30 14:40modify60.100.664130.659230.65013
252023.11.30 15:05s/l60.100.659230.659230.6501348.681261.20
262023.11.30 15:05s/l70.100.659230.659230.65013-21.901239.30
272023.12.27 16:00sell80.100.684960.000000.00000
282023.12.27 16:00modify80.100.684960.697960.67096
292024.01.02 12:40sell90.100.678390.000000.00000
302024.01.02 12:40modify90.100.678390.681460.67096
312024.01.02 12:40modify80.100.684960.681460.67096
322024.01.02 13:40sell100.100.677700.000000.00000
332024.01.02 13:40modify100.100.677700.680060.67096
342024.01.02 13:40modify90.100.678390.680060.67096
352024.01.02 13:40modify80.100.684960.680060.67096
362024.01.02 15:30sell110.100.677150.000000.00000
372024.01.02 15:30modify110.100.677150.681460.67096
382024.01.02 15:35modify110.100.677150.680060.67096
392024.01.03 14:15t/p80.100.670960.680060.67096139.441378.74
402024.01.03 14:15t/p90.100.670960.680060.6709674.221452.96
412024.01.03 14:15t/p100.100.670960.680060.6709667.321520.28
422024.01.03 14:15t/p110.100.670960.680060.6709661.821582.10
432024.01.05 12:00buy120.100.668320.000000.00000
442024.01.05 12:00modify120.100.668320.655320.68232
452024.01.05 15:50buy130.100.674630.000000.00000
462024.01.05 15:50modify130.100.674630.671820.68232
472024.01.05 15:50modify120.100.668320.671820.68232
482024.01.05 16:40s/l120.100.671820.671820.6823235.001617.10
492024.01.05 16:40s/l130.100.671820.671820.68232-28.101589.00
502024.02.13 16:00buy140.100.646270.000000.00000
512024.02.13 16:00modify140.100.646270.633270.66027
522024.02.15 13:50buy150.100.652800.000000.00000
532024.02.15 13:50modify150.100.652800.649770.66027
542024.02.15 13:50modify140.100.646270.649770.66027
552024.02.16 13:40s/l140.100.649770.649770.6602733.291622.29
562024.02.16 13:40s/l150.100.649770.649770.66027-30.641591.65
572024.02.20 16:00sell160.100.656800.000000.00000
582024.02.20 16:00modify160.100.656800.669800.64280
592024.02.28 08:20sell170.100.650480.000000.00000
602024.02.28 08:20modify170.100.650480.653300.64280
612024.02.28 08:20modify160.100.656800.653300.64280
622024.02.28 09:26sell180.100.649660.000000.00000
632024.02.28 09:26modify180.100.649660.651900.64280
642024.02.28 09:26modify170.100.650480.651900.64280
652024.02.28 09:26modify160.100.656800.651900.64280
662024.02.28 09:53sell190.100.649020.000000.00000
672024.02.28 09:53modify190.100.649020.653300.64280
682024.02.28 10:00modify190.100.649020.651900.64280
692024.02.29 03:30s/l160.100.651900.651900.6428048.121639.77
702024.02.29 03:30s/l170.100.651900.651900.64280-14.441625.33
712024.02.29 03:30s/l180.100.651900.651900.64280-22.641602.69
722024.02.29 03:30s/l190.100.651900.651900.64280-29.041573.65
732024.03.05 08:00buy200.100.648710.000000.00000
742024.03.05 08:00modify200.100.648710.635710.66271
752024.03.06 14:20buy210.100.655280.000000.00000
762024.03.06 14:20modify210.100.655280.652210.66271
772024.03.06 14:20modify200.100.648710.652210.66271
782024.03.06 15:20buy220.100.655950.000000.00000
792024.03.06 15:20modify220.100.655950.653610.66271
802024.03.06 15:20modify210.100.655280.653610.66271
812024.03.06 15:20modify200.100.648710.653610.66271
822024.03.06 15:30buy230.100.656570.000000.00000
832024.03.06 15:30modify230.100.656570.652210.66271
842024.03.06 15:35modify230.100.656570.653610.66271
852024.03.08 00:40t/p200.100.662710.653610.66271138.291711.94
862024.03.08 00:40t/p210.100.662710.653610.6627172.931784.87
872024.03.08 00:40t/p220.100.662710.653610.6627166.231851.10
882024.03.08 00:40t/p230.100.662710.653610.6627160.031911.13
892024.03.19 08:00buy240.100.652120.000000.00000
902024.03.19 08:00modify240.100.652120.639120.66612
912024.03.20 20:10buy250.100.658460.000000.00000
922024.03.20 20:10modify250.100.658460.655620.66612
932024.03.20 20:10modify240.100.652120.655620.66612
942024.03.20 22:40buy260.100.659970.000000.00000
952024.03.20 22:40modify260.100.659970.655620.66612
962024.03.21 13:26buy270.100.659230.000000.00000
972024.03.21 13:26modify270.100.659230.657020.66612
982024.03.21 13:26modify260.100.659970.657020.66612
992024.03.21 13:26modify250.100.658460.657020.66612
1002024.03.21 13:26modify240.100.652120.657020.66612
1012024.03.21 14:40s/l240.100.657020.657020.6661247.631958.77
1022024.03.21 14:40s/l250.100.657020.657020.66612-15.431943.34
1032024.03.21 14:40s/l260.100.657020.657020.66612-30.531912.81
1042024.03.21 14:40s/l270.100.657020.657020.66612-22.101890.71
1052024.04.03 16:00sell280.100.655680.000000.00000
1062024.04.03 16:00modify280.100.655680.668680.64168
1072024.04.12 10:55sell290.100.649080.000000.00000
1082024.04.12 10:55modify290.100.649080.652180.64168
1092024.04.12 10:55modify280.100.655680.652180.64168
1102024.04.15 03:00sell300.100.647910.000000.00000
1112024.04.15 03:00modify300.100.647910.652180.64168
1122024.04.15 03:45sell310.100.648590.000000.00000
1132024.04.15 03:45modify310.100.648590.650780.64168
1142024.04.15 03:45modify300.100.647910.650780.64168
1152024.04.15 03:45modify290.100.649080.650780.64168
1162024.04.15 03:45modify280.100.655680.650780.64168
1172024.04.16 01:40t/p280.100.641680.650780.64168138.962029.67
1182024.04.16 01:40t/p290.100.641680.650780.6416873.842103.51
1192024.04.16 01:40t/p300.100.641680.650780.6416862.222165.73
1202024.04.16 01:40t/p310.100.641680.650780.6416869.022234.75
1212024.04.30 16:00buy320.100.649150.000000.00000
1222024.04.30 16:00modify320.100.649150.636150.66315
1232024.05.02 16:30buy330.100.655730.000000.00000
1242024.05.02 16:30modify330.100.655730.652650.66315
1252024.05.02 16:30modify320.100.649150.652650.66315
1262024.05.02 16:40buy340.100.656200.000000.00000
1272024.05.02 16:40modify340.100.656200.654050.66315
1282024.05.02 16:40modify330.100.655730.654050.66315
1292024.05.02 16:40modify320.100.649150.654050.66315
1302024.05.02 18:26buy350.100.656880.000000.00000
1312024.05.02 18:26modify350.100.656880.652650.66315
1322024.05.02 18:33modify350.100.656880.654050.66315
1332024.05.03 12:40t/p320.100.663150.654050.66315138.292373.04
1342024.05.03 12:40t/p330.100.663150.654050.6631573.862446.90
1352024.05.03 12:40t/p340.100.663150.654050.6631569.162516.06
1362024.05.03 12:40t/p350.100.663150.654050.6631562.362578.42
1372024.05.15 16:00sell360.100.667230.000000.00000
1382024.05.15 16:00modify360.100.667230.680230.65323
1392024.05.22 18:40sell370.100.660740.000000.00000
1402024.05.22 18:40modify370.100.660740.663730.65323
1412024.05.22 18:40modify360.100.667230.663730.65323
1422024.05.23 09:30s/l360.100.663730.663730.6532334.202612.62
1432024.05.23 09:30s/l370.100.663730.663730.65323-30.142582.48
1442024.06.07 16:00buy380.100.659030.000000.00000
1452024.06.07 16:00modify380.100.659030.646030.67303
1462024.06.12 19:35buy390.100.666790.000000.00000
1472024.06.12 19:35modify390.100.666790.662530.67303
1482024.06.12 19:35modify380.100.659030.662530.67303
1492024.06.12 19:45buy400.100.666200.000000.00000
1502024.06.12 19:45modify400.100.666200.663930.67303
1512024.06.12 19:45modify390.100.666790.663930.67303
1522024.06.12 19:45modify380.100.659030.663930.67303
1532024.06.13 02:30buy410.100.665520.000000.00000
1542024.06.13 02:30modify410.100.665520.662530.67303
1552024.06.13 02:35modify410.100.665520.663930.67303
1562024.06.13 05:40s/l380.100.663930.663930.6730346.952629.43
1572024.06.13 05:40s/l390.100.663930.663930.67303-29.632599.80
1582024.06.13 05:40s/l400.100.663930.663930.67303-23.732576.07
1592024.06.13 05:40s/l410.100.663930.663930.67303-15.902560.17
1602024.07.03 16:00sell420.100.671750.000000.00000
1612024.07.03 16:00modify420.100.671750.684750.65775
1622024.07.22 11:40sell430.100.665280.000000.00000
1632024.07.22 11:40modify430.100.665280.668250.65775
1642024.07.22 11:40modify420.100.671750.668250.65775
1652024.07.22 12:30sell440.100.664710.000000.00000
1662024.07.22 12:30modify440.100.664710.666850.65775
1672024.07.22 12:30modify430.100.665280.666850.65775
1682024.07.22 12:30modify420.100.671750.666850.65775
1692024.07.22 13:30sell450.100.663970.000000.00000
1702024.07.22 13:30modify450.100.663970.668250.65775
1712024.07.22 13:35modify450.100.663970.666850.65775
1722024.07.24 23:40t/p420.100.657750.666850.65775138.322698.49
1732024.07.24 23:40t/p430.100.657750.666850.6577575.142773.63
1742024.07.24 23:40t/p440.100.657750.666850.6577569.442843.07
1752024.07.24 23:40t/p450.100.657750.666850.6577562.042905.11
1762024.08.05 08:00buy460.100.645190.000000.00000
1772024.08.05 08:00modify460.100.645190.632190.65919
1782024.08.05 23:06buy470.100.651650.000000.00000
1792024.08.05 23:06modify470.100.651650.648690.65919
1802024.08.05 23:06modify460.100.645190.648690.65919
1812024.08.06 01:55buy480.100.652350.000000.00000
1822024.08.06 01:55modify480.100.652350.650090.65919
1832024.08.06 01:55modify470.100.651650.650090.65919
1842024.08.06 01:55modify460.100.645190.650090.65919
1852024.08.06 04:30s/l460.100.650090.650090.6591948.662953.77
1862024.08.06 04:30s/l470.100.650090.650090.65919-15.942937.83
1872024.08.06 04:30s/l480.100.650090.650090.65919-22.602915.23
1882024.09.06 16:00buy490.100.667810.000000.00000
1892024.09.06 16:00modify490.100.667810.654810.68181
1902024.09.16 08:30buy500.100.674320.000000.00000
1912024.09.16 08:30modify500.100.674320.671310.68181
1922024.09.16 08:30modify490.100.667810.671310.68181
1932024.09.16 08:40buy510.100.674850.000000.00000
1942024.09.16 08:40modify510.100.674850.672710.68181
1952024.09.16 08:40modify500.100.674320.672710.68181
1962024.09.16 08:40modify490.100.667810.672710.68181
1972024.09.16 20:05buy520.100.675590.000000.00000
1982024.09.16 20:05modify520.100.675590.671310.68181
1992024.09.16 20:10modify520.100.675590.672710.68181
2002024.09.18 18:33t/p490.100.681810.672710.68181136.583051.81
2012024.09.18 18:33t/p500.100.681810.672710.6818174.223126.03
2022024.09.18 18:33t/p510.100.681810.672710.6818168.923194.94
2032024.09.18 18:33t/p520.100.681810.672710.6818161.523256.46
2042024.10.03 12:00buy530.100.685410.000000.00000
2052024.10.03 12:00modify530.100.685410.672410.69941
2062024.10.08 02:40s/l530.100.672410.672410.69941-131.033125.43
2072024.10.23 12:00buy540.100.663930.000000.00000
2082024.10.23 12:00modify540.100.663930.650930.67793
2092024.10.31 23:40s/l540.100.650930.650930.67793-133.422992.01