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)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test2617Ticks modelled79921Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1087.39Gross profit1647.75Gross loss-560.36
Profit factor2.94Expected payoff32.95
Absolute drawdown15.80Maximal drawdown444.29 (4.17%)Relative drawdown4.17% (444.29)
Total trades33Short positions (won %)16 (68.75%)Long positions (won %)17 (64.71%)
Profit trades (% of total)22 (66.67%)Loss trades (% of total)11 (33.33%)
Largestprofit trade150.73loss trade-141.98
Averageprofit trade74.90loss trade-50.94
Maximumconsecutive wins (profit in money)5 (378.67)consecutive losses (loss in money)3 (-175.88)
Maximalconsecutive profit (count of wins)378.67 (5)consecutive loss (count of losses)-175.88 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.14 04:00sell10.101.313430.000000.00000
22022.04.14 04:00modify10.101.313431.327431.29843
32022.04.14 13:30sell20.101.305780.000000.00000
42022.04.14 13:30modify20.101.305781.309681.29843
52022.04.14 13:30modify10.101.313431.309681.29843
62022.04.14 15:45sell30.101.306460.000000.00000
72022.04.14 15:45modify30.101.306461.310431.29843
82022.04.14 15:50modify30.101.306461.309681.29843
92022.04.18 03:59sell40.101.302650.000000.00000
102022.04.18 03:59modify40.101.302651.305931.29843
112022.04.18 03:59modify20.101.305781.305931.29843
122022.04.18 03:59modify30.101.306461.305931.29843
132022.04.18 03:59modify10.101.313431.305931.29843
142022.04.19 13:15t/p10.101.298431.305931.29843150.4410150.44
152022.04.19 13:15t/p20.101.298431.305931.2984373.9410224.38
162022.04.19 13:15t/p30.101.298431.305931.2984380.7410305.12
172022.04.19 13:15t/p40.101.298431.305931.2984342.3510347.46
182022.04.26 16:00buy50.101.261750.000000.00000
192022.04.26 16:00modify50.101.261751.247751.27675
202022.04.28 10:40s/l50.101.247751.247751.27675-141.9810205.48
212022.04.28 12:00buy60.101.242850.000000.00000
222022.04.28 12:00modify60.101.242851.228851.25785
232022.04.29 01:05buy70.101.249860.000000.00000
242022.04.29 01:05modify70.101.249861.245851.25785
252022.04.29 01:05modify60.101.242851.245851.25785
262022.04.29 07:10buy80.101.253520.000000.00000
272022.04.29 07:10modify80.101.253521.250351.25785
282022.04.29 07:10modify70.101.249861.250351.25785
292022.04.29 07:10modify60.101.242851.250351.25785
302022.04.29 10:40t/p60.101.257851.250351.25785149.5110354.99
312022.04.29 10:40t/p70.101.257851.250351.2578579.9010434.89
322022.04.29 10:40t/p80.101.257851.250351.2578543.3010478.19
332022.05.17 08:00sell90.101.242360.000000.00000
342022.05.17 08:00modify90.101.242361.256361.22736
352022.05.18 19:20sell100.101.234730.000000.00000
362022.05.18 19:20modify100.101.234731.238611.22736
372022.05.18 19:20modify90.101.242361.238611.22736
382022.05.19 00:35sell110.101.235510.000000.00000
392022.05.19 00:35modify110.101.235511.239361.22736
402022.05.19 00:40modify110.101.235511.238611.22736
412022.05.19 03:40s/l90.101.238611.238611.2273638.0910516.27
422022.05.19 03:40s/l100.101.238611.238611.22736-38.3610477.91
432022.05.19 03:40s/l110.101.238611.238611.22736-31.0010446.91
442022.06.01 16:00buy120.101.247290.000000.00000
452022.06.01 16:00modify120.101.247291.233291.26229
462022.06.02 07:40buy130.101.254090.000000.00000
472022.06.02 07:40modify130.101.254091.250291.26229
482022.06.02 07:40modify120.101.247291.250291.26229
492022.06.02 09:40buy140.101.255050.000000.00000
502022.06.02 09:40modify140.101.255051.251041.26229
512022.06.02 09:40modify130.101.254091.251041.26229
522022.06.02 09:40modify120.101.247291.251041.26229
532022.06.02 17:55buy150.101.257970.000000.00000
542022.06.02 17:55modify150.101.257971.254791.26229
552022.06.02 17:55modify140.101.255051.254791.26229
562022.06.02 17:55modify130.101.254091.254791.26229
572022.06.02 17:55modify120.101.247291.254791.26229
582022.06.03 12:20s/l120.101.254791.254791.2622973.0210519.93
592022.06.03 12:20s/l130.101.254791.254791.262296.5110526.44
602022.06.03 12:20s/l140.101.254791.254791.26229-3.0910523.34
612022.06.03 12:20s/l150.101.254791.254791.26229-32.2910491.05
622022.06.10 16:00buy160.101.233180.000000.00000
632022.06.10 16:00modify160.101.233181.219181.24818
642022.06.13 11:20s/l160.101.219181.219181.24818-140.4910350.55
652022.06.14 12:00buy170.101.207060.000000.00000
662022.06.14 12:00modify170.101.207061.193061.22206
672022.06.15 20:45buy180.101.217830.000000.00000
682022.06.15 20:45modify180.101.217831.214561.22206
692022.06.15 20:45modify170.101.207061.214561.22206
702022.06.16 01:40s/l170.101.214561.214561.2220673.0210423.58
712022.06.16 01:40s/l180.101.214561.214561.22206-34.1810389.39
722022.08.10 16:00sell190.101.224310.000000.00000
732022.08.10 16:00modify190.101.224311.238311.20931
742022.08.12 07:40sell200.101.216740.000000.00000
752022.08.12 07:40modify200.101.216741.220561.20931
762022.08.12 07:40modify190.101.224311.220561.20931
772022.08.12 08:30sell210.101.217350.000000.00000
782022.08.12 08:30modify210.101.217351.221311.20931
792022.08.12 08:35modify210.101.217351.220561.20931
802022.08.12 10:20sell220.101.213590.000000.00000
812022.08.12 10:20modify220.101.213591.216811.20931
822022.08.12 10:20modify200.101.216741.216811.20931
832022.08.12 10:20modify210.101.217351.216811.20931
842022.08.12 10:20modify190.101.224311.216811.20931
852022.08.15 07:40t/p190.101.209311.216811.20931150.7310540.12
862022.08.15 07:40t/p200.101.209311.216811.2093174.4510614.57
872022.08.15 07:40t/p210.101.209311.216811.2093180.5510695.12
882022.08.15 07:40t/p220.101.209311.216811.2093142.9510738.06
892022.09.16 08:00buy230.101.137540.000000.00000
902022.09.16 08:00modify230.101.137541.123541.15254
912022.09.16 14:50buy240.101.144460.000000.00000
922022.09.16 14:50modify240.101.144461.140541.15254
932022.09.16 14:50modify230.101.137541.140541.15254
942022.09.16 16:30s/l230.101.140541.140541.1525430.0010768.06
952022.09.16 16:30s/l240.101.140541.140541.15254-39.2010728.86
962022.11.23 16:00sell250.101.206630.000000.00000
972022.11.23 16:00modify250.101.206631.220631.19163
982022.11.28 19:30sell260.101.195970.000000.00000
992022.11.28 19:30modify260.101.195971.199131.19163
1002022.11.28 19:30modify250.101.206631.199131.19163
1012022.11.29 01:40s/l250.101.199131.199131.1916375.8810804.74
1022022.11.29 01:40s/l260.101.199131.199131.19163-31.4510773.29
1032022.12.13 16:00sell270.101.239340.000000.00000
1042022.12.13 16:00modify270.101.239341.253341.22434
1052022.12.15 08:50sell280.101.231780.000000.00000
1062022.12.15 08:50modify280.101.231781.235591.22434
1072022.12.15 08:50modify270.101.239341.235591.22434
1082022.12.15 09:35sell290.101.232570.000000.00000
1092022.12.15 09:35modify290.101.232571.236341.22434
1102022.12.15 09:40modify290.101.232571.235591.22434
1112022.12.15 10:15s/l270.101.235591.235591.2243438.0910811.37
1122022.12.15 10:15s/l280.101.235591.235591.22434-38.1010773.27
1132022.12.15 10:15s/l290.101.235591.235591.22434-30.2010743.07
1142023.02.24 16:00buy300.101.194380.000000.00000
1152023.02.24 16:00modify300.101.194381.180381.20938
1162023.02.27 13:30buy310.101.201380.000000.00000
1172023.02.27 13:30modify310.101.201381.197381.20938
1182023.02.27 13:30modify300.101.194381.197381.20938
1192023.02.27 13:55buy320.101.202150.000000.00000
1202023.02.27 13:55modify320.101.202151.198131.20938
1212023.02.27 13:55modify310.101.201381.198131.20938
1222023.02.27 13:55modify300.101.194381.198131.20938
1232023.02.28 04:55buy330.101.204980.000000.00000
1242023.02.28 04:55modify330.101.204981.201881.20938
1252023.02.28 04:55modify320.101.202151.201881.20938
1262023.02.28 04:55modify310.101.201381.201881.20938
1272023.02.28 04:55modify300.101.194381.201881.20938
1282023.02.28 09:05t/p300.101.209381.201881.20938149.0110892.08
1292023.02.28 09:05t/p310.101.209381.201881.2093879.5110971.59
1302023.02.28 09:05t/p320.101.209381.201881.2093871.8111043.39
1312023.02.28 09:05t/p330.101.209381.201881.2093844.0011087.39