Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=60; IT_TakeProfit=90; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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=21; 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 test1917Ticks modelled47119799Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1296.59Gross profit2441.27Gross loss-1144.68
Profit factor2.13Expected payoff15.25
Absolute drawdown18.00Maximal drawdown478.47 (4.24%)Relative drawdown4.24% (478.47)
Total trades85Short positions (won %)37 (72.97%)Long positions (won %)48 (54.17%)
Profit trades (% of total)53 (62.35%)Loss trades (% of total)32 (37.65%)
Largestprofit trade90.15loss trade-61.48
Averageprofit trade46.06loss trade-35.77
Maximumconsecutive wins (profit in money)20 (1006.03)consecutive losses (loss in money)4 (-123.00)
Maximalconsecutive profit (count of wins)1006.03 (20)consecutive loss (count of losses)-152.49 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.14 08:00sell10.101.313120.000000.00000
22022.04.14 08:00modify10.101.313121.319121.30412
32022.04.14 12:57sell20.101.309520.000000.00000
42022.04.14 12:57modify20.101.309521.312671.30412
52022.04.14 12:57modify10.101.313121.312671.30412
62022.04.14 13:33sell30.101.307720.000000.00000
72022.04.14 13:33modify30.101.307721.309971.30412
82022.04.14 13:33modify20.101.309521.309971.30412
92022.04.14 13:33modify10.101.313121.309971.30412
102022.04.14 13:42sell40.101.306280.000000.00000
112022.04.14 13:42modify40.101.306281.309971.30412
122022.04.14 13:53t/p10.101.304121.309971.3041290.0010090.00
132022.04.14 13:53t/p20.101.304121.309971.3041254.0010144.00
142022.04.14 13:53t/p30.101.304121.309971.3041236.0010180.00
152022.04.14 13:53t/p40.101.304121.309971.3041221.6010201.60
162022.04.25 12:00buy50.101.275260.000000.00000
172022.04.25 12:00modify50.101.275261.269261.28426
182022.04.26 11:33s/l50.101.269261.269261.28426-60.4910141.11
192022.04.27 20:00buy60.101.254840.000000.00000
202022.04.27 20:00modify60.101.254841.248841.26384
212022.04.28 10:30s/l60.101.248841.248841.26384-61.4810079.62
222022.05.05 00:00sell70.101.261610.000000.00000
232022.05.05 00:00modify70.101.261611.267611.25261
242022.05.05 03:58sell80.101.257970.000000.00000
252022.05.05 03:58modify80.101.257971.261161.25261
262022.05.05 03:58modify70.101.261611.261161.25261
272022.05.05 04:35sell90.101.256200.000000.00000
282022.05.05 04:35modify90.101.256201.258461.25261
292022.05.05 04:35modify80.101.257971.258461.25261
302022.05.05 04:35modify70.101.261611.258461.25261
312022.05.05 04:42sell100.101.254840.000000.00000
322022.05.05 04:42modify100.101.254841.258461.25261
332022.05.05 07:25t/p70.101.252611.258461.2526190.0010169.62
342022.05.05 07:25t/p80.101.252611.258461.2526153.6010223.22
352022.05.05 07:25t/p90.101.252611.258461.2526135.9010259.12
362022.05.05 07:25t/p100.101.252611.258461.2526122.3010281.42
372022.05.12 16:00buy110.101.219850.000000.00000
382022.05.12 16:00modify110.101.219851.213851.22885
392022.05.13 15:07buy120.101.223480.000000.00000
402022.05.13 15:07modify120.101.223481.220301.22885
412022.05.13 15:07modify110.101.219851.220301.22885
422022.05.13 20:49buy130.101.225260.000000.00000
432022.05.13 20:49modify130.101.225261.223001.22885
442022.05.13 20:49modify120.101.223481.223001.22885
452022.05.13 20:49modify110.101.219851.223001.22885
462022.05.15 22:19buy140.101.226610.000000.00000
472022.05.15 22:19modify140.101.226611.223001.22885
482022.05.16 01:09t/p110.101.228851.223001.2288589.0110370.43
492022.05.16 01:09t/p120.101.228851.223001.2288553.2110423.64
502022.05.16 01:09t/p130.101.228851.223001.2288535.4110459.04
512022.05.16 01:09t/p140.101.228851.223001.2288521.9110480.95
522022.05.17 16:00sell150.101.246900.000000.00000
532022.05.17 16:00modify150.101.246901.252901.23790
542022.05.18 07:02sell160.101.243280.000000.00000
552022.05.18 07:02modify160.101.243281.246451.23790
562022.05.18 07:02modify150.101.246901.246451.23790
572022.05.18 07:16sell170.101.241500.000000.00000
582022.05.18 07:16modify170.101.241501.243751.23790
592022.05.18 07:16modify160.101.243281.243751.23790
602022.05.18 07:16modify150.101.246901.243751.23790
612022.05.18 07:58sell180.101.240140.000000.00000
622022.05.18 07:58modify180.101.240141.243751.23790
632022.05.18 08:42t/p150.101.237901.243751.2379090.1510571.09
642022.05.18 08:42t/p160.101.237901.243751.2379053.8010624.89
652022.05.18 08:42t/p170.101.237901.243751.2379036.0010660.89
662022.05.18 08:42t/p180.101.237901.243751.2379022.4010683.29
672022.05.23 16:00sell190.101.256980.000000.00000
682022.05.23 16:00modify190.101.256981.262981.24798
692022.05.24 08:30sell200.101.253380.000000.00000
702022.05.24 08:30modify200.101.253381.256531.24798
712022.05.24 08:30modify190.101.256981.256531.24798
722022.05.24 08:31sell210.101.251570.000000.00000
732022.05.24 08:31modify210.101.251571.253831.24798
742022.05.24 08:31modify200.101.253381.253831.24798
752022.05.24 08:31modify190.101.256981.253831.24798
762022.05.24 08:37sell220.101.250220.000000.00000
772022.05.24 08:37modify220.101.250221.253831.24798
782022.05.24 08:50t/p190.101.247981.253831.2479890.1510773.44
792022.05.24 08:50t/p200.101.247981.253831.2479854.0010827.44
802022.05.24 08:50t/p210.101.247981.253831.2479835.9010863.34
812022.05.24 08:50t/p220.101.247981.253831.2479822.4010885.74
822022.06.01 20:00buy230.101.248550.000000.00000
832022.06.01 20:00modify230.101.248551.242551.25755
842022.06.02 06:58buy240.101.252170.000000.00000
852022.06.02 06:58modify240.101.252171.249001.25755
862022.06.02 06:58modify230.101.248551.249001.25755
872022.06.02 07:38buy250.101.253970.000000.00000
882022.06.02 07:38modify250.101.253971.251701.25755
892022.06.02 07:38modify240.101.252171.251701.25755
902022.06.02 07:38modify230.101.248551.251701.25755
912022.06.02 10:20buy260.101.255370.000000.00000
922022.06.02 10:20modify260.101.255371.251701.25755
932022.06.02 16:25t/p230.101.257551.251701.2575588.5210974.26
942022.06.02 16:25t/p240.101.257551.251701.2575553.8011028.06
952022.06.02 16:25t/p250.101.257551.251701.2575535.8011063.86
962022.06.02 16:25t/p260.101.257551.251701.2575521.8011085.66
972022.06.13 04:00buy270.101.229310.000000.00000
982022.06.13 04:00modify270.101.229311.223311.23831
992022.06.13 08:00s/l270.101.223311.223311.23831-60.0011025.66
1002022.06.13 16:00buy280.101.217100.000000.00000
1012022.06.13 16:00modify280.101.217101.211101.22610
1022022.06.13 19:32s/l280.101.211101.211101.22610-60.0010965.66
1032022.06.14 00:00buy290.101.214490.000000.00000
1042022.06.14 00:00modify290.101.214491.208491.22349
1052022.06.14 03:54buy300.101.218130.000000.00000
1062022.06.14 03:54modify300.101.218131.214941.22349
1072022.06.14 03:54modify290.101.214491.214941.22349
1082022.06.14 04:23buy310.101.219890.000000.00000
1092022.06.14 04:23modify310.101.219891.217641.22349
1102022.06.14 04:23modify300.101.218131.217641.22349
1112022.06.14 04:23modify290.101.214491.217641.22349
1122022.06.14 04:43s/l290.101.217641.217641.2234931.5010997.16
1132022.06.14 04:43s/l300.101.217641.217641.22349-4.9010992.26
1142022.06.14 04:43s/l310.101.217641.217641.22349-22.5010969.76
1152022.07.01 16:00buy320.101.204930.000000.00000
1162022.07.01 16:00modify320.101.204931.198931.21393
1172022.07.01 18:25buy330.101.208540.000000.00000
1182022.07.01 18:25modify330.101.208541.205381.21393
1192022.07.01 18:25modify320.101.204931.205381.21393
1202022.07.01 18:43buy340.101.210330.000000.00000
1212022.07.01 18:43modify340.101.210331.208081.21393
1222022.07.01 18:43modify330.101.208541.208081.21393
1232022.07.01 18:43modify320.101.204931.208081.21393
1242022.07.03 22:09buy350.101.211690.000000.00000
1252022.07.03 22:09modify350.101.211691.208081.21393
1262022.07.04 10:53t/p320.101.213931.208081.2139389.5111059.26
1272022.07.04 10:53t/p330.101.213931.208081.2139353.4111112.67
1282022.07.04 10:53t/p340.101.213931.208081.2139335.5111148.17
1292022.07.04 10:53t/p350.101.213931.208081.2139321.9111170.08
1302022.07.12 00:00buy360.101.190170.000000.00000
1312022.07.12 00:00modify360.101.190171.184171.19917
1322022.07.12 07:23s/l360.101.184171.184171.19917-60.0011110.08
1332022.07.14 16:00buy370.101.182860.000000.00000
1342022.07.14 16:00modify370.101.182861.176861.19186
1352022.07.15 13:05buy380.101.186460.000000.00000
1362022.07.15 13:05modify380.101.186461.183311.19186
1372022.07.15 13:05modify370.101.182861.183311.19186
1382022.07.15 13:22s/l370.101.183311.183311.191864.0111114.08
1392022.07.15 13:22s/l380.101.183311.183311.19186-31.5011082.58
1402022.08.12 16:00buy390.101.213290.000000.00000
1412022.08.12 16:00modify390.101.213291.207291.22229
1422022.08.15 08:51s/l390.101.207291.207291.22229-60.4911022.09
1432022.08.15 16:00buy400.101.209050.000000.00000
1442022.08.15 16:00modify400.101.209051.203051.21805
1452022.08.16 07:03s/l400.101.203051.203051.21805-60.4910961.59
1462022.08.29 08:00buy410.101.167550.000000.00000
1472022.08.29 08:00modify410.101.167551.161551.17655
1482022.08.29 12:24buy420.101.171170.000000.00000
1492022.08.29 12:24modify420.101.171171.168001.17655
1502022.08.29 12:24modify410.101.167551.168001.17655
1512022.08.29 12:30buy430.101.172950.000000.00000
1522022.08.29 12:30modify430.101.172951.170701.17655
1532022.08.29 12:30modify420.101.171171.170701.17655
1542022.08.29 12:30modify410.101.167551.170701.17655
1552022.08.29 13:13s/l410.101.170701.170701.1765531.5010993.09
1562022.08.29 13:13s/l420.101.170701.170701.17655-4.7010988.39
1572022.08.29 13:13s/l430.101.170701.170701.17655-22.5010965.89
1582022.09.05 04:00buy440.101.147510.000000.00000
1592022.09.05 04:00modify440.101.147511.141511.15651
1602022.09.05 09:25buy450.101.151120.000000.00000
1612022.09.05 09:25modify450.101.151121.147961.15651
1622022.09.05 09:25modify440.101.147511.147961.15651
1632022.09.05 22:08buy460.101.152940.000000.00000
1642022.09.05 22:08modify460.101.152941.150661.15651
1652022.09.05 22:08modify450.101.151121.150661.15651
1662022.09.05 22:08modify440.101.147511.150661.15651
1672022.09.05 22:09buy470.101.154390.000000.00000
1682022.09.05 22:09modify470.101.154391.150661.15651
1692022.09.05 22:24t/p440.101.156511.150661.1565190.0011055.89
1702022.09.05 22:24t/p450.101.156511.150661.1565153.9011109.79
1712022.09.05 22:24t/p460.101.156511.150661.1565135.7011145.49
1722022.09.05 22:24t/p470.101.156511.150661.1565121.2011166.69
1732022.09.14 00:00buy480.101.150480.000000.00000
1742022.09.14 00:00modify480.101.150481.144481.15948
1752022.09.14 08:03buy490.101.154080.000000.00000
1762022.09.14 08:03modify490.101.154081.150931.15948
1772022.09.14 08:03modify480.101.150481.150931.15948
1782022.09.14 09:30buy500.101.155880.000000.00000
1792022.09.14 09:30modify500.101.155881.153631.15948
1802022.09.14 09:30modify490.101.154081.153631.15948
1812022.09.14 09:30modify480.101.150481.153631.15948
1822022.09.14 10:23buy510.101.157230.000000.00000
1832022.09.14 10:23modify510.101.157231.153631.15948
1842022.09.14 11:48s/l480.101.153631.153631.1594831.5011198.19
1852022.09.14 11:48s/l490.101.153631.153631.15948-4.5011193.69
1862022.09.14 11:48s/l500.101.153631.153631.15948-22.5011171.19
1872022.09.14 11:48s/l510.101.153631.153631.15948-36.0011135.19
1882022.09.21 12:00buy520.101.133880.000000.00000
1892022.09.21 12:00modify520.101.133881.127881.14288
1902022.09.21 18:00s/l520.101.127881.127881.14288-60.0011075.19
1912022.10.13 20:00sell530.101.131590.000000.00000
1922022.10.13 20:00modify530.101.131591.137591.12259
1932022.10.14 07:19sell540.101.127970.000000.00000
1942022.10.14 07:19modify540.101.127971.131141.12259
1952022.10.14 07:19modify530.101.131591.131141.12259
1962022.10.14 07:24sell550.101.126190.000000.00000
1972022.10.14 07:24modify550.101.126191.128441.12259
1982022.10.14 07:24modify540.101.127971.128441.12259
1992022.10.14 07:24modify530.101.131591.128441.12259
2002022.10.14 07:52s/l530.101.128441.128441.1225931.6511106.84
2012022.10.14 07:52s/l540.101.128441.128441.12259-4.7011102.14
2022022.10.14 07:52s/l550.101.128441.128441.12259-22.5011079.64
2032022.10.26 00:00sell560.101.145800.000000.00000
2042022.10.26 00:00modify560.101.145801.151801.13680
2052022.10.26 07:23s/l560.101.151801.151801.13680-60.0011019.64
2062022.10.26 12:00sell570.101.156300.000000.00000
2072022.10.26 12:00modify570.101.156301.162301.14730
2082022.10.26 15:39s/l570.101.162301.162301.14730-60.0010959.64
2092022.11.04 00:00buy580.101.117270.000000.00000
2102022.11.04 00:00modify580.101.117271.111271.12627
2112022.11.04 02:39buy590.101.120870.000000.00000
2122022.11.04 02:39modify590.101.120871.117721.12627
2132022.11.04 02:39modify580.101.117271.117721.12627
2142022.11.04 04:13buy600.101.122690.000000.00000
2152022.11.04 04:13modify600.101.122691.120421.12627
2162022.11.04 04:13modify590.101.120871.120421.12627
2172022.11.04 04:13modify580.101.117271.120421.12627
2182022.11.04 04:50buy610.101.124050.000000.00000
2192022.11.04 04:50modify610.101.124051.120421.12627
2202022.11.04 05:52s/l580.101.120421.120421.1262731.5010991.14
2212022.11.04 05:52s/l590.101.120421.120421.12627-4.5010986.64
2222022.11.04 05:52s/l600.101.120421.120421.12627-22.7010963.94
2232022.11.04 05:52s/l610.101.120421.120421.12627-36.3010927.64
2242022.11.11 00:00sell620.101.169370.000000.00000
2252022.11.11 00:00modify620.101.169371.175371.16037
2262022.11.11 01:30sell630.101.165770.000000.00000
2272022.11.11 01:30modify630.101.165771.168921.16037
2282022.11.11 01:30modify620.101.169371.168921.16037
2292022.11.11 02:37s/l620.101.168921.168921.160374.5010932.14
2302022.11.11 02:37s/l630.101.168921.168921.16037-31.5010900.64
2312022.11.23 20:00sell640.101.206480.000000.00000
2322022.11.23 20:00modify640.101.206481.212481.19748
2332022.11.24 10:47s/l640.101.212481.212481.19748-59.5610841.08
2342022.12.01 20:00sell650.101.225870.000000.00000
2352022.12.01 20:00modify650.101.225871.231871.21687
2362022.12.02 13:30sell660.101.222180.000000.00000
2372022.12.02 13:30modify660.101.222181.225421.21687
2382022.12.02 13:30modify650.101.225871.225421.21687
2392022.12.02 13:30sell670.101.220440.000000.00000
2402022.12.02 13:30modify670.101.220441.222721.21687
2412022.12.02 13:30modify660.101.222181.222721.21687
2422022.12.02 13:30modify650.101.225871.222721.21687
2432022.12.02 13:30sell680.101.219080.000000.00000
2442022.12.02 13:30modify680.101.219081.222721.21687
2452022.12.02 13:32t/p650.101.216871.222721.2168790.1510931.22
2462022.12.02 13:32t/p660.101.216871.222721.2168753.1010984.32
2472022.12.02 13:32t/p670.101.216871.222721.2168735.7011020.02
2482022.12.02 13:32t/p680.101.216871.222721.2168722.1011042.12
2492022.12.16 00:00buy690.101.219320.000000.00000
2502022.12.16 00:00modify690.101.219321.213321.22832
2512022.12.16 09:12s/l690.101.213321.213321.22832-60.0010982.12
2522023.02.02 04:00sell700.101.238450.000000.00000
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2562023.02.02 09:26modify700.101.238451.238001.22945
2572023.02.02 09:38sell720.101.233050.000000.00000
2582023.02.02 09:38modify720.101.233051.235301.22945
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2602023.02.02 09:38modify700.101.238451.235301.22945
2612023.02.02 10:35sell730.101.231680.000000.00000
2622023.02.02 10:35modify730.101.231681.235301.22945
2632023.02.02 12:00s/l700.101.235301.235301.2294531.5011013.62
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2662023.02.02 12:00s/l730.101.235301.235301.22945-36.2010950.42
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2712023.02.27 09:48modify740.101.194611.195061.20361
2722023.02.27 13:34buy760.101.200050.000000.00000
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2752023.02.27 13:34modify740.101.194611.197761.20361
2762023.02.27 13:42buy770.101.201370.000000.00000
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3102023.03.21 15:46t/p840.101.218311.224161.2183136.0011274.09
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