Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=18; 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 test7256Ticks modelled158367Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2102.89Gross profit3341.57Gross loss-1238.67
Profit factor2.70Expected payoff27.31
Absolute drawdown63.49Maximal drawdown272.00 (2.64%)Relative drawdown2.64% (272.00)
Total trades77Short positions (won %)36 (47.22%)Long positions (won %)41 (53.66%)
Profit trades (% of total)39 (50.65%)Loss trades (% of total)38 (49.35%)
Largestprofit trade150.73loss trade-41.98
Averageprofit trade85.68loss trade-32.60
Maximumconsecutive wins (profit in money)8 (722.87)consecutive losses (loss in money)5 (-169.80)
Maximalconsecutive profit (count of wins)722.87 (8)consecutive loss (count of losses)-169.80 (5)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.14 15:00buy10.101.305000.000000.00000
22022.04.14 15:00modify10.101.305001.301001.32000
32022.04.18 07:50s/l10.101.301001.301001.32000-40.999959.01
42022.04.28 13:00buy20.101.243330.000000.00000
52022.04.28 13:00modify20.101.243331.239331.25833
62022.04.29 05:20buy30.101.251850.000000.00000
72022.04.29 05:20modify30.101.251851.249331.25833
82022.04.29 05:20modify20.101.243331.249331.25833
92022.04.29 11:20t/p20.101.258331.249331.25833149.5110108.52
102022.04.29 11:20t/p30.101.258331.249331.2583364.8010173.32
112022.05.02 16:00buy40.101.252420.000000.00000
122022.05.02 16:00modify40.101.252421.248421.26742
132022.05.02 17:50s/l40.101.248421.248421.26742-40.0010133.32
142022.05.05 17:00buy50.101.234040.000000.00000
152022.05.05 17:00modify50.101.234041.230041.24904
162022.05.06 06:50s/l50.101.230041.230041.24904-40.4910092.82
172022.05.19 17:00sell60.101.249820.000000.00000
182022.05.19 17:00modify60.101.249821.253821.23482
192022.05.23 01:20s/l60.101.253821.253821.23482-39.7110053.11
202022.05.24 10:00buy70.101.249320.000000.00000
212022.05.24 10:00modify70.101.249321.245321.26432
222022.05.25 18:15buy80.101.257070.000000.00000
232022.05.25 18:15modify80.101.257071.252321.26432
242022.05.25 18:15buy90.101.257070.000000.00000
252022.05.25 18:15modify90.101.257071.254571.26432
262022.05.25 18:15modify70.101.249321.254571.26432
272022.05.25 18:17modify80.101.257071.254571.26432
282022.05.25 18:25buy100.101.257800.000000.00000
292022.05.25 18:25modify100.101.257801.255321.26432
302022.05.25 18:27modify100.101.257801.254571.26432
312022.05.27 01:45t/p70.101.264321.254571.26432147.5310200.64
322022.05.27 01:45t/p80.101.264321.254571.2643270.5210271.16
332022.05.27 01:45t/p90.101.264321.254571.2643270.5210341.68
342022.05.27 01:45t/p100.101.264321.254571.2643263.2210404.90
352022.06.01 17:00buy110.101.247300.000000.00000
362022.06.01 17:00modify110.101.247301.243301.26230
372022.06.02 09:20buy120.101.254880.000000.00000
382022.06.02 09:20modify120.101.254881.250301.26230
392022.06.02 09:20buy130.101.254880.000000.00000
402022.06.02 09:20modify130.101.254881.252551.26230
412022.06.02 09:20modify110.101.247301.252551.26230
422022.06.02 09:22modify120.101.254881.252551.26230
432022.06.02 11:57buy140.101.255680.000000.00000
442022.06.02 11:57modify140.101.255681.253301.26230
452022.06.02 11:59modify140.101.255681.252551.26230
462022.06.02 13:50s/l110.101.252551.252551.2623051.0210455.92
472022.06.02 13:50s/l120.101.252551.252551.26230-23.3010432.62
482022.06.02 13:50s/l130.101.252551.252551.26230-23.3010409.32
492022.06.02 13:50s/l140.101.252551.252551.26230-31.3010378.02
502022.06.13 11:00buy150.101.220430.000000.00000
512022.06.13 11:00modify150.101.220431.216431.23543
522022.06.13 11:50s/l150.101.216431.216431.23543-40.0010338.02
532022.07.01 14:00buy160.101.201010.000000.00000
542022.07.01 14:00modify160.101.201011.197011.21601
552022.07.01 18:20buy170.101.208750.000000.00000
562022.07.01 18:20modify170.101.208751.204011.21601
572022.07.01 18:20buy180.101.208750.000000.00000
582022.07.01 18:20modify180.101.208751.206261.21601
592022.07.01 18:20modify160.101.201011.206261.21601
602022.07.01 18:22modify170.101.208751.206261.21601
612022.07.01 20:52buy190.101.209400.000000.00000
622022.07.01 20:52modify190.101.209401.207011.21601
632022.07.01 20:55modify190.101.209401.206261.21601
642022.07.04 11:32t/p160.101.216011.206261.21601149.5110487.52
652022.07.04 11:32t/p170.101.216011.206261.2160172.1110559.63
662022.07.04 11:32t/p180.101.216011.206261.2160172.1110631.73
672022.07.04 11:32t/p190.101.216011.206261.2160165.6110697.34
682022.07.04 13:00sell200.101.215290.000000.00000
692022.07.04 13:00modify200.101.215291.219291.20029
702022.07.05 07:25sell210.101.207680.000000.00000
712022.07.05 07:25modify210.101.207681.212291.20029
722022.07.05 07:25sell220.101.207680.000000.00000
732022.07.05 07:25modify220.101.207681.210041.20029
742022.07.05 07:25modify200.101.215291.210041.20029
752022.07.05 07:27modify210.101.207681.210041.20029
762022.07.05 08:35sell230.101.206850.000000.00000
772022.07.05 08:35modify230.101.206851.209291.20029
782022.07.05 08:37modify230.101.206851.210041.20029
792022.07.05 11:20t/p200.101.200291.210041.20029150.1510847.49
802022.07.05 11:20t/p210.101.200291.210041.2002973.9010921.39
812022.07.05 11:20t/p220.101.200291.210041.2002973.9010995.29
822022.07.05 11:20t/p230.101.200291.210041.2002965.6011060.89
832022.07.05 16:00buy240.101.193670.000000.00000
842022.07.05 16:00modify240.101.193671.189671.20867
852022.07.06 11:45s/l240.101.189671.189671.20867-40.4911020.39
862022.07.18 09:00sell250.101.194570.000000.00000
872022.07.18 09:00modify250.101.194571.198571.17957
882022.07.18 10:15s/l250.101.198571.198571.17957-40.0010980.39
892022.07.19 10:00sell260.101.201740.000000.00000
902022.07.19 10:00modify260.101.201741.205741.18674
912022.07.21 07:59sell270.101.194150.000000.00000
922022.07.21 07:59modify270.101.194151.198741.18674
932022.07.21 07:59sell280.101.194150.000000.00000
942022.07.21 07:59modify280.101.194151.196491.18674
952022.07.21 07:59modify260.101.201741.196491.18674
962022.07.21 08:00modify270.101.194151.196491.18674
972022.07.21 08:10sell290.101.193430.000000.00000
982022.07.21 08:10modify290.101.193431.195741.18674
992022.07.21 08:12modify290.101.193431.196491.18674
1002022.07.21 10:20s/l260.101.196491.196491.1867453.0911033.48
1012022.07.21 10:20s/l270.101.196491.196491.18674-23.4011010.08
1022022.07.21 10:20s/l280.101.196491.196491.18674-23.4010986.68
1032022.07.21 10:20s/l290.101.196491.196491.18674-30.6010956.08
1042022.07.25 14:00sell300.101.206850.000000.00000
1052022.07.25 14:00modify300.101.206851.210851.19185
1062022.07.26 10:15sell310.101.199350.000000.00000
1072022.07.26 10:15modify310.101.199351.203851.19185
1082022.07.26 10:15sell320.101.199350.000000.00000
1092022.07.26 10:15modify320.101.199351.201601.19185
1102022.07.26 10:15modify300.101.206851.201601.19185
1112022.07.26 10:17modify310.101.199351.201601.19185
1122022.07.26 10:25sell330.101.198400.000000.00000
1132022.07.26 10:25modify330.101.198401.200851.19185
1142022.07.26 10:27modify330.101.198401.201601.19185
1152022.07.26 13:20s/l300.101.201601.201601.1918552.6511008.72
1162022.07.26 13:20s/l310.101.201601.201601.19185-22.5010986.22
1172022.07.26 13:20s/l320.101.201601.201601.19185-22.5010963.72
1182022.07.26 13:20s/l330.101.201601.201601.19185-32.0010931.72
1192022.08.01 11:00sell340.101.224250.000000.00000
1202022.08.01 11:00modify340.101.224251.228251.20925
1212022.08.01 14:40s/l340.101.228251.228251.20925-40.0010891.72
1222022.08.10 16:00sell350.101.224310.000000.00000
1232022.08.10 16:00modify350.101.224311.228311.20931
1242022.08.12 07:50sell360.101.216740.000000.00000
1252022.08.12 07:50modify360.101.216741.221311.20931
1262022.08.12 07:50sell370.101.216740.000000.00000
1272022.08.12 07:50modify370.101.216741.219061.20931
1282022.08.12 07:50modify350.101.224311.219061.20931
1292022.08.12 07:52modify360.101.216741.219061.20931
1302022.08.15 07:20t/p350.101.209311.219061.20931150.7311042.45
1312022.08.15 07:20t/p360.101.209311.219061.2093174.4511116.90
1322022.08.15 07:20t/p370.101.209311.219061.2093174.4511191.35
1332022.09.09 06:00sell380.101.158690.000000.00000
1342022.09.09 06:00modify380.101.158691.162691.14369
1352022.09.09 07:20s/l380.101.162691.162691.14369-40.0011151.35
1362022.09.09 09:00sell390.101.162900.000000.00000
1372022.09.09 09:00modify390.101.162901.166901.14790
1382022.09.09 12:20sell400.101.155160.000000.00000
1392022.09.09 12:20modify400.101.155161.159901.14790
1402022.09.09 12:20sell410.101.155160.000000.00000
1412022.09.09 12:20modify410.101.155161.157651.14790
1422022.09.09 12:20modify390.101.162901.157651.14790
1432022.09.09 12:22modify400.101.155161.157651.14790
1442022.09.09 12:45s/l390.101.157651.157651.1479052.5011203.85
1452022.09.09 12:45s/l400.101.157651.157651.14790-24.9011178.95
1462022.09.09 12:45s/l410.101.157651.157651.14790-24.9011154.05
1472022.09.13 14:00buy420.101.156840.000000.00000
1482022.09.13 14:00modify420.101.156841.152841.17184
1492022.09.13 15:20s/l420.101.152841.152841.17184-40.0011114.05
1502022.09.23 12:00buy430.101.105810.000000.00000
1512022.09.23 12:00modify430.101.105811.101811.12081
1522022.09.23 13:50s/l430.101.101811.101811.12081-40.0011074.05
1532022.09.23 16:00buy440.101.092270.000000.00000
1542022.09.23 16:00modify440.101.092271.088271.10727
1552022.09.23 16:45s/l440.101.088271.088271.10727-40.0011034.05
1562022.10.11 17:00sell450.101.116080.000000.00000
1572022.10.11 17:00modify450.101.116081.120081.10108
1582022.10.11 18:40sell460.101.108520.000000.00000
1592022.10.11 18:40modify460.101.108521.113081.10108
1602022.10.11 18:40sell470.101.108520.000000.00000
1612022.10.11 18:40modify470.101.108521.110831.10108
1622022.10.11 18:40modify450.101.116081.110831.10108
1632022.10.11 18:42modify460.101.108521.110831.10108
1642022.10.11 19:10t/p450.101.101081.110831.10108150.0011184.05
1652022.10.11 19:10t/p460.101.101081.110831.1010874.4011258.45
1662022.10.11 19:10t/p470.101.101081.110831.1010874.4011332.85
1672022.10.17 16:00sell480.101.142460.000000.00000
1682022.10.17 16:00modify480.101.142461.146461.12746
1692022.10.17 19:59sell490.101.134900.000000.00000
1702022.10.17 19:59modify490.101.134901.139461.12746
1712022.10.17 19:59sell500.101.134900.000000.00000
1722022.10.17 19:59modify500.101.134901.137211.12746
1732022.10.17 19:59modify480.101.142461.137211.12746
1742022.10.17 20:00modify490.101.134901.137211.12746
1752022.10.18 01:20sell510.101.134060.000000.00000
1762022.10.18 01:20modify510.101.134061.136461.12746
1772022.10.18 01:22modify510.101.134061.137211.12746
1782022.10.18 03:50s/l480.101.137211.137211.1274652.6511385.49
1792022.10.18 03:50s/l490.101.137211.137211.12746-22.9511362.54
1802022.10.18 03:50s/l500.101.137211.137211.12746-22.9511339.58
1812022.10.18 03:50s/l510.101.137211.137211.12746-31.5011308.08
1822022.10.19 08:00buy520.101.128030.000000.00000
1832022.10.19 08:00modify520.101.128031.124031.14303
1842022.10.19 11:15s/l520.101.124031.124031.14303-40.0011268.08
1852022.10.21 11:00buy530.101.112510.000000.00000
1862022.10.21 11:00modify530.101.112511.108511.12751
1872022.10.21 12:20s/l530.101.108511.108511.12751-40.0011228.08
1882022.11.03 14:00buy540.101.117900.000000.00000
1892022.11.03 14:00modify540.101.117901.113901.13290
1902022.11.04 13:57buy550.101.125420.000000.00000
1912022.11.04 13:57modify550.101.125421.120901.13290
1922022.11.04 13:57buy560.101.125420.000000.00000
1932022.11.04 13:57modify560.101.125421.123151.13290
1942022.11.04 13:57modify540.101.117901.123151.13290
1952022.11.04 13:59modify550.101.125421.123151.13290
1962022.11.04 14:20t/p540.101.132901.123151.13290149.5111377.59
1972022.11.04 14:20t/p550.101.132901.123151.1329074.8011452.39
1982022.11.04 14:20t/p560.101.132901.123151.1329074.8011527.19
1992022.12.27 16:00buy570.101.202350.000000.00000
2002022.12.27 16:00modify570.101.202351.198351.21735
2012022.12.28 12:37buy580.101.209870.000000.00000
2022022.12.28 12:37modify580.101.209871.205351.21735
2032022.12.28 12:37buy590.101.209870.000000.00000
2042022.12.28 12:37modify590.101.209871.207601.21735
2052022.12.28 12:37modify570.101.202351.207601.21735
2062022.12.28 12:40modify580.101.209871.207601.21735
2072022.12.28 13:20s/l570.101.207601.207601.2173552.0111579.20
2082022.12.28 13:20s/l580.101.207601.207601.21735-22.7011556.50
2092022.12.28 13:20s/l590.101.207601.207601.21735-22.7011533.80
2102023.01.03 10:00buy600.101.192620.000000.00000
2112023.01.03 10:00modify600.101.192621.188621.20762
2122023.01.03 13:55buy610.101.201030.000000.00000
2132023.01.03 13:55modify610.101.201031.198621.20762
2142023.01.03 13:55modify600.101.192621.198621.20762
2152023.01.03 14:02s/l600.101.198621.198621.2076260.0011593.80
2162023.01.03 14:02s/l610.101.198621.198621.20762-24.1011569.70
2172023.01.18 13:00sell620.101.236900.000000.00000
2182023.01.18 13:00modify620.101.236901.240901.22190
2192023.01.18 13:40s/l620.101.240901.240901.22190-40.0011529.70
2202023.01.24 14:00buy630.101.229480.000000.00000
2212023.01.24 14:00modify630.101.229481.225481.24448
2222023.01.25 15:32buy640.101.237770.000000.00000
2232023.01.25 15:32modify640.101.237771.235481.24448
2242023.01.25 15:32modify630.101.229481.235481.24448
2252023.01.25 15:50s/l630.101.235481.235481.2444859.5111589.20
2262023.01.25 15:50s/l640.101.235481.235481.24448-22.9011566.30
2272023.02.07 13:00buy650.101.198860.000000.00000
2282023.02.07 13:00modify650.101.198861.194861.21386
2292023.02.07 18:12buy660.101.207170.000000.00000
2302023.02.07 18:12modify660.101.207171.204861.21386
2312023.02.07 18:12modify650.101.198861.204861.21386
2322023.02.07 18:15s/l650.101.204861.204861.2138660.0011626.30
2332023.02.07 18:15s/l660.101.204861.204861.21386-23.1011603.20
2342023.02.09 12:00sell670.101.214750.000000.00000
2352023.02.09 12:00modify670.101.214751.218751.19975
2362023.02.09 13:45s/l670.101.218751.218751.19975-40.0011563.20
2372023.02.14 14:00sell680.101.220930.000000.00000
2382023.02.14 14:00modify680.101.220931.224931.20593
2392023.02.15 06:50sell690.101.213400.000000.00000
2402023.02.15 06:50modify690.101.213401.217931.20593
2412023.02.15 06:50sell700.101.213400.000000.00000
2422023.02.15 06:50modify700.101.213401.215681.20593
2432023.02.15 06:50modify680.101.220931.215681.20593
2442023.02.15 06:52modify690.101.213401.215681.20593
2452023.02.15 11:50t/p680.101.205931.215681.20593150.1511713.35
2462023.02.15 11:50t/p690.101.205931.215681.2059374.7011788.05
2472023.02.15 11:50t/p700.101.205931.215681.2059374.7011862.75
2482023.02.15 16:00buy710.101.200500.000000.00000
2492023.02.15 16:00modify710.101.200501.196501.21550
2502023.02.17 00:20s/l710.101.196501.196501.21550-41.9811820.77
2512023.02.21 13:00sell720.101.210860.000000.00000
2522023.02.21 13:00modify720.101.210861.214861.19586
2532023.02.21 15:50s/l720.101.214861.214861.19586-40.0011780.77
2542023.02.24 17:00buy730.101.194800.000000.00000
2552023.02.24 17:00modify730.101.194801.190801.20980
2562023.02.27 14:10buy740.101.202350.000000.00000
2572023.02.27 14:10modify740.101.202351.197801.20980
2582023.02.27 14:10buy750.101.202350.000000.00000
2592023.02.27 14:10modify750.101.202351.200051.20980
2602023.02.27 14:10modify730.101.194801.200051.20980
2612023.02.27 14:12modify740.101.202351.200051.20980
2622023.02.27 14:20buy760.101.203240.000000.00000
2632023.02.27 14:20modify760.101.203241.200801.20980
2642023.02.27 14:22modify760.101.203241.200051.20980
2652023.02.28 10:50t/p730.101.209801.200051.20980149.0111929.78
2662023.02.28 10:50t/p740.101.209801.200051.2098074.0112003.78
2672023.02.28 10:50t/p750.101.209801.200051.2098074.0112077.79
2682023.02.28 10:50t/p760.101.209801.200051.2098065.1112142.89
2692023.03.13 17:00sell770.101.215790.000000.00000
2702023.03.13 17:00modify770.101.215791.219791.20079
2712023.03.13 18:45s/l770.101.219791.219791.20079-40.0012102.89