Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)

SymbolAUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 )
Period4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 20:00 (2024.09.01 - 2025.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 test2605Ticks modelled78508Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit2879.02Gross profit3529.93Gross loss-650.90
Profit factor5.42Expected payoff45.70
Absolute drawdown57.20Maximal drawdown333.20 (25.36%)Relative drawdown25.36% (333.20)
Total trades63Short positions (won %)36 (72.22%)Long positions (won %)27 (70.37%)
Profit trades (% of total)45 (71.43%)Loss trades (% of total)18 (28.57%)
Largestprofit trade150.30loss trade-92.40
Averageprofit trade78.44loss trade-36.16
Maximumconsecutive wins (profit in money)10 (889.81)consecutive losses (loss in money)3 (-116.07)
Maximalconsecutive profit (count of wins)889.81 (10)consecutive loss (count of losses)-128.75 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.09.06 16:00buy10.100.667810.000000.00000
22024.09.06 16:00modify10.100.667810.658810.68281
32024.09.16 09:45buy20.100.673900.000000.00000
42024.09.16 09:45modify20.100.673900.670060.68281
52024.09.16 09:45modify10.100.667810.670060.68281
62024.09.17 06:20buy30.100.676140.000000.00000
72024.09.17 06:20modify30.100.676140.673810.68281
82024.09.17 06:20modify20.100.673900.673810.68281
92024.09.17 06:20modify10.100.667810.673810.68281
102024.09.18 08:40buy40.100.678330.000000.00000
112024.09.18 08:40modify40.100.678330.673060.68281
122024.09.18 08:40modify30.100.676140.673060.68281
132024.09.18 08:40modify20.100.673900.673060.68281
142024.09.18 08:40modify10.100.667810.673060.68281
152024.09.19 07:05t/p10.100.682810.673060.68281146.531146.53
162024.09.19 07:05t/p20.100.682810.673060.6828187.771234.29
172024.09.19 07:05t/p30.100.682810.673060.6828165.631299.93
182024.09.19 07:05t/p40.100.682810.673060.6828144.001343.93
192024.09.25 16:00buy50.100.683920.000000.00000
202024.09.25 16:00modify50.100.683920.674920.69892
212024.09.26 15:30buy60.100.690100.000000.00000
222024.09.26 15:30modify60.100.690100.686170.69892
232024.09.26 15:30modify50.100.683920.686170.69892
242024.09.27 12:30buy70.100.692240.000000.00000
252024.09.27 12:30modify70.100.692240.689920.69892
262024.09.27 12:30modify60.100.690100.689920.69892
272024.09.27 12:30modify50.100.683920.689920.69892
282024.09.27 18:15s/l50.100.689920.689920.6989258.931402.86
292024.09.27 18:15s/l60.100.689920.689920.69892-2.071400.79
302024.09.27 18:15s/l70.100.689920.689920.69892-23.201377.59
312024.10.04 16:00buy80.100.679910.000000.00000
322024.10.04 16:00modify80.100.679910.670910.69491
332024.10.09 14:40s/l80.100.670910.670910.69491-90.801286.79
342024.11.06 04:00buy90.100.652020.000000.00000
352024.11.06 04:00modify90.100.652020.643020.66702
362024.11.06 09:55buy100.100.658270.000000.00000
372024.11.06 09:55modify100.100.658270.654270.66702
382024.11.06 09:55modify90.100.652020.654270.66702
392024.11.07 03:40buy110.100.662550.000000.00000
402024.11.07 03:40modify110.100.662550.657270.66702
412024.11.07 03:40modify100.100.658270.657270.66702
422024.11.07 03:40modify90.100.652020.657270.66702
432024.11.07 14:30t/p90.100.667020.657270.66702149.201435.99
442024.11.07 14:30t/p100.100.667020.657270.6670286.701522.69
452024.11.07 14:30t/p110.100.667020.657270.6670244.701567.39
462024.11.07 16:00sell120.100.668520.000000.00000
472024.11.07 16:00modify120.100.668520.677520.65352
482024.11.08 08:50sell130.100.662490.000000.00000
492024.11.08 08:50modify130.100.662490.666270.65352
502024.11.08 08:50modify120.100.668520.666270.65352
512024.11.08 15:30sell140.100.660150.000000.00000
522024.11.08 15:30modify140.100.660150.662520.65352
532024.11.08 15:30modify130.100.662490.662520.65352
542024.11.08 15:30modify120.100.668520.662520.65352
552024.11.08 18:20sell150.100.657790.000000.00000
562024.11.08 18:20modify150.100.657790.663270.65352
572024.11.08 18:20modify140.100.660150.663270.65352
582024.11.08 18:20modify130.100.662490.663270.65352
592024.11.08 18:20modify120.100.668520.663270.65352
602024.11.12 16:30t/p120.100.653520.663270.65352150.071717.45
612024.11.12 16:30t/p130.100.653520.663270.6535289.741807.20
622024.11.12 16:30t/p140.100.653520.663270.6535266.341873.54
632024.11.12 16:30t/p150.100.653520.663270.6535242.741916.28
642024.12.02 16:00buy160.100.644960.000000.00000
652024.12.02 16:00modify160.100.644960.635960.65996
662024.12.11 07:30s/l160.100.635960.635960.65996-92.401823.88
672024.12.12 04:00sell170.100.641610.000000.00000
682024.12.12 04:00modify170.100.641610.650610.62661
692024.12.13 02:40sell180.100.635390.000000.00000
702024.12.13 02:40modify180.100.635390.639360.62661
712024.12.13 02:40modify170.100.641610.639360.62661
722024.12.17 16:40sell190.100.633200.000000.00000
732024.12.17 16:40modify190.100.633200.635610.62661
742024.12.17 16:40modify180.100.635390.635610.62661
752024.12.17 16:40modify170.100.641610.635610.62661
762024.12.18 05:05sell200.100.630990.000000.00000
772024.12.18 05:05modify200.100.630990.636360.62661
782024.12.18 05:05modify190.100.633200.636360.62661
792024.12.18 05:05modify180.100.635390.636360.62661
802024.12.18 05:05modify170.100.641610.636360.62661
812024.12.18 19:30t/p170.100.626610.636360.62661150.091973.97
822024.12.18 19:30t/p180.100.626610.636360.6266187.872061.83
832024.12.18 19:30t/p190.100.626610.636360.6266165.922127.75
842024.12.18 19:30t/p200.100.626610.636360.6266143.802171.55
852025.01.06 12:00sell210.100.628510.000000.00000
862025.01.06 12:00modify210.100.628510.637510.61351
872025.01.08 00:55sell220.100.622280.000000.00000
882025.01.08 00:55modify220.100.622280.626260.61351
892025.01.08 00:55modify210.100.628510.626260.61351
902025.01.08 14:30sell230.100.620100.000000.00000
912025.01.08 14:30modify230.100.620100.622510.61351
922025.01.08 14:30modify220.100.622280.622510.61351
932025.01.08 14:30modify210.100.628510.622510.61351
942025.01.09 07:40sell240.100.617960.000000.00000
952025.01.09 07:40modify240.100.617960.623260.61351
962025.01.09 07:40modify230.100.620100.623260.61351
972025.01.09 07:40modify220.100.622280.623260.61351
982025.01.09 07:40modify210.100.628510.623260.61351
992025.01.13 04:40t/p210.100.613510.623260.61351150.152321.70
1002025.01.13 04:40t/p220.100.613510.623260.6135187.812409.51
1012025.01.13 04:40t/p230.100.613510.623260.6135166.012475.52
1022025.01.13 04:40t/p240.100.613510.623260.6135144.542520.07
1032025.01.20 16:00sell250.100.625700.000000.00000
1042025.01.20 16:00modify250.100.625700.634700.61070
1052025.02.02 22:40sell260.100.615030.000000.00000
1062025.02.02 22:40modify260.100.615030.620450.61070
1072025.02.02 22:40modify250.100.625700.620450.61070
1082025.02.03 02:30t/p250.100.610700.620450.61070150.302670.37
1092025.02.03 02:30t/p260.100.610700.620450.6107043.322713.69
1102025.02.03 16:00sell270.100.619440.000000.00000
1112025.02.03 16:00modify270.100.619440.628440.60444
1122025.02.05 08:40s/l270.100.628440.628440.60444-89.962623.73
1132025.02.14 16:00sell280.100.636180.000000.00000
1142025.02.14 16:00modify280.100.636180.645180.62118
1152025.02.26 14:05sell290.100.630000.000000.00000
1162025.02.26 14:05modify290.100.630000.633930.62118
1172025.02.26 14:05modify280.100.636180.633930.62118
1182025.02.27 13:30sell300.100.627710.000000.00000
1192025.02.27 13:30modify300.100.627710.630180.62118
1202025.02.27 13:30modify290.100.630000.630180.62118
1212025.02.27 13:30modify280.100.636180.630180.62118
1222025.02.27 15:55sell310.100.625540.000000.00000
1232025.02.27 15:55modify310.100.625540.630930.62118
1242025.02.27 15:55modify300.100.627710.630930.62118
1252025.02.27 15:55modify290.100.630000.630930.62118
1262025.02.27 15:55modify280.100.636180.630930.62118
1272025.02.28 07:05t/p280.100.621180.630930.62118150.302774.04
1282025.02.28 07:05t/p290.100.621180.630930.6211888.292862.32
1292025.02.28 07:05t/p300.100.621180.630930.6211865.322927.65
1302025.02.28 07:05t/p310.100.621180.630930.6211843.622971.27
1312025.03.05 16:00sell320.100.630510.000000.00000
1322025.03.05 16:00modify320.100.630510.639510.61551
1332025.03.31 10:05sell330.100.624340.000000.00000
1342025.03.31 10:05modify330.100.624340.628260.61551
1352025.03.31 10:05modify320.100.630510.628260.61551
1362025.04.01 15:30s/l320.100.628260.628260.6155123.092994.35
1372025.04.01 15:30s/l330.100.628260.628260.61551-39.182955.18
1382025.04.03 12:00sell340.100.635930.000000.00000
1392025.04.03 12:00modify340.100.635930.644930.62093
1402025.04.04 03:59sell350.100.625380.000000.00000
1412025.04.04 03:59modify350.100.625380.630680.62093
1422025.04.04 03:59modify340.100.635930.630680.62093
1432025.04.04 08:40t/p340.100.620930.630680.62093150.023105.20
1442025.04.04 08:40t/p350.100.620930.630680.6209344.503149.70
1452025.04.07 16:00buy360.100.598170.000000.00000
1462025.04.07 16:00modify360.100.598170.589170.61317
1472025.04.08 04:40buy370.100.606430.000000.00000
1482025.04.08 04:40modify370.100.606430.604170.61317
1492025.04.08 04:40modify360.100.598170.604170.61317
1502025.04.08 09:33s/l360.100.604170.604170.6131759.733209.43
1512025.04.08 09:33s/l370.100.604170.604170.61317-22.603186.83
1522025.04.11 04:00sell380.100.624210.000000.00000
1532025.04.11 04:00modify380.100.624210.633210.60921
1542025.04.11 05:15sell390.100.618070.000000.00000
1552025.04.11 05:15modify390.100.618070.621960.60921
1562025.04.11 05:15modify380.100.624210.621960.60921
1572025.04.11 07:30s/l380.100.621960.621960.6092122.503209.33
1582025.04.11 07:30s/l390.100.621960.621960.60921-38.903170.43
1592025.04.14 08:00sell400.100.632440.000000.00000
1602025.04.14 08:00modify400.100.632440.641440.61744
1612025.04.21 03:30s/l400.100.641440.641440.61744-89.853080.58
1622025.04.21 04:00sell410.100.642420.000000.00000
1632025.04.21 04:00modify410.100.642420.651420.62742
1642025.04.22 19:59sell420.100.636290.000000.00000
1652025.04.22 19:59modify420.100.636290.640170.62742
1662025.04.22 19:59modify410.100.642420.640170.62742
1672025.04.23 01:30s/l410.100.640170.640170.6274222.543103.13
1682025.04.23 01:30s/l420.100.640170.640170.62742-38.783064.35
1692025.05.02 16:00sell430.100.644460.000000.00000
1702025.05.02 16:00modify430.100.644460.653460.62946
1712025.05.12 10:40sell440.100.638190.000000.00000
1722025.05.12 10:40modify440.100.638190.642210.62946
1732025.05.12 10:40modify430.100.644460.642210.62946
1742025.05.12 17:30sell450.100.636070.000000.00000
1752025.05.12 17:30modify450.100.636070.638460.62946
1762025.05.12 17:30modify440.100.638190.638460.62946
1772025.05.12 17:30modify430.100.644460.638460.62946
1782025.05.13 02:40s/l430.100.638460.638460.6294660.203124.54
1792025.05.13 02:40s/l440.100.638460.638460.62946-2.683121.86
1802025.05.13 02:40s/l450.100.638460.638460.62946-23.883097.99
1812025.05.13 16:00sell460.100.647080.000000.00000
1822025.05.13 16:00modify460.100.647080.656080.63208
1832025.05.15 10:30sell470.100.640900.000000.00000
1842025.05.15 10:30modify470.100.640900.644830.63208
1852025.05.15 10:30modify460.100.647080.644830.63208
1862025.05.16 15:40sell480.100.638740.000000.00000
1872025.05.16 15:40modify480.100.638740.641080.63208
1882025.05.16 15:40modify470.100.640900.641080.63208
1892025.05.16 15:40modify460.100.647080.641080.63208
1902025.05.18 21:40s/l460.100.641080.641080.6320860.113158.09
1912025.05.18 21:40s/l470.100.641080.641080.63208-1.783156.32
1922025.05.18 21:40s/l480.100.641080.641080.63208-23.403132.92
1932025.05.23 16:00sell490.100.647540.000000.00000
1942025.05.23 16:00modify490.100.647540.656540.63254
1952025.05.28 13:30sell500.100.641460.000000.00000
1962025.05.28 13:30modify500.100.641460.645290.63254
1972025.05.28 13:30modify490.100.647540.645290.63254
1982025.05.29 12:30s/l490.100.645290.645290.6325422.633155.55
1992025.05.29 12:30s/l500.100.645290.645290.63254-38.233117.31
2002025.06.23 04:00buy510.100.640570.000000.00000
2012025.06.23 04:00modify510.100.640570.631570.65557
2022025.06.23 20:40buy520.100.646590.000000.00000
2032025.06.23 20:40modify520.100.646590.642820.65557
2042025.06.23 20:40modify510.100.640570.642820.65557
2052025.06.23 23:40buy530.100.648950.000000.00000
2062025.06.23 23:40modify530.100.648950.646570.65557
2072025.06.23 23:40modify520.100.646590.646570.65557
2082025.06.23 23:40modify510.100.640570.646570.65557
2092025.06.24 06:55buy540.100.651260.000000.00000
2102025.06.24 06:55modify540.100.651260.645820.65557
2112025.06.24 06:55modify530.100.648950.645820.65557
2122025.06.24 06:55modify520.100.646590.645820.65557
2132025.06.24 06:55modify510.100.640570.645820.65557
2142025.06.26 14:05t/p510.100.655570.645820.65557148.663265.98
2152025.06.26 14:05t/p520.100.655570.645820.6555788.473354.44
2162025.06.26 14:05t/p530.100.655570.645820.6555764.873419.31
2172025.06.26 14:05t/p540.100.655570.645820.6555742.033461.34
2182025.07.17 08:00buy550.100.646730.000000.00000
2192025.07.17 08:00modify550.100.646730.637730.66173
2202025.07.18 11:40buy560.100.652830.000000.00000
2212025.07.18 11:40modify560.100.652830.648980.66173
2222025.07.18 11:40modify550.100.646730.648980.66173
2232025.07.22 14:40buy570.100.655020.000000.00000
2242025.07.22 14:40modify570.100.655020.652730.66173
2252025.07.22 14:40modify560.100.652830.652730.66173
2262025.07.22 14:40modify550.100.646730.652730.66173
2272025.07.23 05:15buy580.100.657240.000000.00000
2282025.07.23 05:15modify580.100.657240.651980.66173
2292025.07.23 05:15modify570.100.655020.651980.66173
2302025.07.23 05:15modify560.100.652830.651980.66173
2312025.07.23 05:15modify550.100.646730.651980.66173
2322025.07.24 03:40t/p550.100.661730.651980.66173148.133609.47
2332025.07.24 03:40t/p560.100.661730.651980.6617387.403696.87
2342025.07.24 03:40t/p570.100.661730.651980.6617366.033762.90
2352025.07.24 03:40t/p580.100.661730.651980.6617344.103807.00
2362025.07.30 16:00buy590.100.645330.000000.00000
2372025.07.30 16:00modify590.100.645330.636330.66033
2382025.08.07 02:05buy600.100.651540.000000.00000
2392025.08.07 02:05modify600.100.651540.647580.66033
2402025.08.07 02:05modify590.100.645330.647580.66033
2412025.08.07 07:30buy610.100.653590.000000.00000
2422025.08.07 07:30modify610.100.653590.651330.66033
2432025.08.07 07:30modify600.100.651540.651330.66033
2442025.08.07 07:30modify590.100.645330.651330.66033
2452025.08.07 14:20s/l590.100.651330.651330.6603357.333864.33
2462025.08.07 14:20s/l600.100.651330.651330.66033-2.103862.23
2472025.08.07 14:20s/l610.100.651330.651330.66033-22.603839.63
2482025.08.14 16:00buy620.100.649080.000000.00000
2492025.08.14 16:00modify620.100.649080.640080.66408
2502025.08.29 14:40buy630.100.655120.000000.00000
2512025.08.29 14:40modify630.100.655120.651330.66408
2522025.08.29 14:40modify620.100.649080.651330.66408
2532025.08.31 23:59close at stop630.100.654270.651330.66408-8.503831.13
2542025.08.31 23:59close at stop620.100.654270.651330.6640847.893879.02