Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2022.05.01 21:00 - 2023.04.30 23:00 (2022.05.01 - 2023.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=12; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 test7239Ticks modelled157911Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2073.72Gross profit2517.38Gross loss-443.66
Profit factor5.67Expected payoff48.23
Absolute drawdown48.15Maximal drawdown405.95 (3.74%)Relative drawdown3.74% (405.95)
Total trades43Short positions (won %)26 (76.92%)Long positions (won %)17 (76.47%)
Profit trades (% of total)33 (76.74%)Loss trades (% of total)10 (23.26%)
Largestprofit trade140.73loss trade-149.85
Averageprofit trade76.28loss trade-44.37
Maximumconsecutive wins (profit in money)10 (783.43)consecutive losses (loss in money)3 (-119.01)
Maximalconsecutive profit (count of wins)783.43 (10)consecutive loss (count of losses)-170.85 (2)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.17 09:00sell10.101.247560.000000.00000
22022.05.17 09:00modify10.101.247561.262561.23356
32022.05.18 07:45sell20.101.240350.000000.00000
42022.05.18 07:45modify20.101.240351.242661.23356
52022.05.18 07:45modify10.101.247561.242661.23356
62022.05.18 08:02sell30.101.238870.000000.00000
72022.05.18 08:02modify30.101.238871.244061.23356
82022.05.18 08:02modify20.101.240351.244061.23356
92022.05.18 08:02modify10.101.247561.244061.23356
102022.05.18 17:32sell40.101.237040.000000.00000
112022.05.18 17:32modify40.101.237041.242661.23356
122022.05.18 17:32modify30.101.238871.242661.23356
132022.05.18 17:32modify20.101.240351.242661.23356
142022.05.18 17:32modify10.101.247561.242661.23356
152022.05.18 20:20t/p10.101.233561.242661.23356140.1510140.15
162022.05.18 20:20t/p20.101.233561.242661.2335667.9010208.05
172022.05.18 20:20t/p30.101.233561.242661.2335653.1010261.15
182022.05.18 20:20t/p40.101.233561.242661.2335634.8010295.95
192022.08.10 13:00sell50.101.221870.000000.00000
202022.08.10 13:00modify50.101.221871.236871.20787
212022.08.12 09:42sell60.101.214850.000000.00000
222022.08.12 09:42modify60.101.214851.216971.20787
232022.08.12 09:42modify50.101.221871.216971.20787
242022.08.12 10:15sell70.101.213330.000000.00000
252022.08.12 10:15modify70.101.213331.218371.20787
262022.08.12 10:15modify60.101.214851.218371.20787
272022.08.12 10:15modify50.101.221871.218371.20787
282022.08.12 12:55sell80.101.211100.000000.00000
292022.08.12 12:55modify80.101.211101.216971.20787
302022.08.12 12:55modify70.101.213331.216971.20787
312022.08.12 12:55modify60.101.214851.216971.20787
322022.08.12 12:55modify50.101.221871.216971.20787
332022.08.15 08:50t/p50.101.207871.216971.20787140.7310436.68
342022.08.15 08:50t/p60.101.207871.216971.2078769.9510506.62
352022.08.15 08:50t/p70.101.207871.216971.2078754.7510561.37
362022.08.15 08:50t/p80.101.207871.216971.2078732.4510593.82
372022.09.26 01:00buy90.101.040270.000000.00000
382022.09.26 01:00modify90.101.040271.025271.05427
392022.09.26 01:20t/p90.101.054271.025271.05427140.0010733.82
402022.10.06 16:00buy100.101.113380.000000.00000
412022.10.06 16:00modify100.101.113381.098381.12738
422022.10.07 08:15buy110.101.120380.000000.00000
432022.10.07 08:15modify110.101.120381.118281.12738
442022.10.07 08:15modify100.101.113381.118281.12738
452022.10.07 08:20buy120.101.121910.000000.00000
462022.10.07 08:20modify120.101.121911.116881.12738
472022.10.07 08:20modify110.101.120381.116881.12738
482022.10.07 08:20modify100.101.113381.116881.12738
492022.10.07 12:40s/l100.101.116881.116881.1273834.5110768.32
502022.10.07 12:40s/l110.101.116881.116881.12738-35.0010733.32
512022.10.07 12:40s/l120.101.116881.116881.12738-50.3010683.02
522022.10.13 12:00sell130.101.126100.000000.00000
532022.10.13 12:00modify130.101.126101.141101.11210
542022.10.13 12:45sell140.101.119100.000000.00000
552022.10.13 12:45modify140.101.119101.121201.11210
562022.10.13 12:45modify130.101.126101.121201.11210
572022.10.13 12:59s/l130.101.121201.121201.1121049.0010732.02
582022.10.13 12:59s/l140.101.121201.121201.11210-21.0010711.02
592022.10.25 14:00sell150.101.148400.000000.00000
602022.10.25 14:00modify150.101.148401.163401.13440
612022.10.26 16:20s/l150.101.163401.163401.13440-149.8510561.17
622022.11.03 09:00buy160.101.126030.000000.00000
632022.11.03 09:00modify160.101.126031.111031.14003
642022.11.04 14:25buy170.101.133310.000000.00000
652022.11.04 14:25modify170.101.133311.130931.14003
662022.11.04 14:25modify160.101.126031.130931.14003
672022.11.04 14:45s/l160.101.130931.130931.1400348.5110609.67
682022.11.04 14:45s/l170.101.130931.130931.14003-23.8010585.87
692022.11.15 14:00sell180.101.196680.000000.00000
702022.11.15 14:00modify180.101.196681.211681.18268
712022.11.15 15:59sell190.101.189540.000000.00000
722022.11.15 15:59modify190.101.189541.191781.18268
732022.11.15 15:59modify180.101.196681.191781.18268
742022.11.15 16:25sell200.101.188150.000000.00000
752022.11.15 16:25modify200.101.188151.193181.18268
762022.11.15 16:25modify190.101.189541.193181.18268
772022.11.15 16:25modify180.101.196681.193181.18268
782022.11.15 18:20t/p180.101.182681.193181.18268140.0010725.87
792022.11.15 18:20t/p190.101.182681.193181.1826868.6010794.47
802022.11.15 18:20t/p200.101.182681.193181.1826854.7010849.17
812022.11.23 16:00sell210.101.206630.000000.00000
822022.11.23 16:00modify210.101.206631.221631.19263
832022.11.28 18:20sell220.101.197980.000000.00000
842022.11.28 18:20modify220.101.197981.203131.19263
852022.11.28 18:20modify210.101.206631.203131.19263
862022.11.28 19:20sell230.101.195870.000000.00000
872022.11.28 19:20modify230.101.195871.201731.19263
882022.11.28 19:20modify220.101.197981.201731.19263
892022.11.28 19:20modify210.101.206631.201731.19263
902022.11.29 02:22sell240.101.199410.000000.00000
912022.11.29 02:22modify240.101.199411.201731.19263
922022.11.29 04:45s/l210.101.201731.201731.1926349.8810899.05
932022.11.29 04:45s/l220.101.201731.201731.19263-37.3510861.70
942022.11.29 04:45s/l230.101.201731.201731.19263-58.4510803.24
952022.11.29 04:45s/l240.101.201731.201731.19263-23.2010780.04
962022.12.01 15:00sell250.101.229280.000000.00000
972022.12.01 15:00modify250.101.229281.244281.21528
982022.12.02 13:40sell260.101.222170.000000.00000
992022.12.02 13:40modify260.101.222171.224381.21528
1002022.12.02 13:40modify250.101.229281.224381.21528
1012022.12.02 13:50t/p250.101.215281.224381.21528140.1510920.19
1022022.12.02 13:50t/p260.101.215281.224381.2152868.9010989.09
1032022.12.13 14:00sell270.101.241010.000000.00000
1042022.12.13 14:00modify270.101.241011.256011.22701
1052022.12.15 09:12sell280.101.230440.000000.00000
1062022.12.15 09:12modify280.101.230441.236111.22701
1072022.12.15 09:12modify270.101.241011.236111.22701
1082022.12.15 09:42sell290.101.232540.000000.00000
1092022.12.15 09:42modify290.101.232541.237511.22701
1102022.12.15 09:45modify290.101.232541.236111.22701
1112022.12.15 09:52sell300.101.233780.000000.00000
1122022.12.15 09:52modify300.101.233781.236111.22701
1132022.12.15 15:15t/p270.101.227011.236111.22701140.5911129.67
1142022.12.15 15:15t/p280.101.227011.236111.2270134.3011163.97
1152022.12.15 15:15t/p290.101.227011.236111.2270155.3011219.27
1162022.12.15 15:15t/p300.101.227011.236111.2270167.7011286.97
1172022.12.15 18:00buy310.101.216160.000000.00000
1182022.12.15 18:00modify310.101.216161.201161.23016
1192022.12.19 09:15buy320.101.223420.000000.00000
1202022.12.19 09:15modify320.101.223421.221061.23016
1212022.12.19 09:15modify310.101.216161.221061.23016
1222022.12.19 10:20s/l310.101.221061.221061.2301648.0111334.98
1232022.12.19 10:20s/l320.101.221061.221061.23016-23.6011311.38
1242023.01.03 09:00buy330.101.191480.000000.00000
1252023.01.03 09:00modify330.101.191481.176481.20548
1262023.01.03 13:32buy340.101.198520.000000.00000
1272023.01.03 13:32modify340.101.198521.196381.20548
1282023.01.03 13:32modify330.101.191481.196381.20548
1292023.01.03 14:10buy350.101.200000.000000.00000
1302023.01.03 14:10modify350.101.200001.194981.20548
1312023.01.03 14:10modify340.101.198521.194981.20548
1322023.01.03 14:10modify330.101.191481.194981.20548
1332023.01.03 14:50t/p330.101.205481.194981.20548140.0011451.38
1342023.01.03 14:50t/p340.101.205481.194981.2054869.6011520.98
1352023.01.03 14:50t/p350.101.205481.194981.2054854.8011575.78
1362023.01.05 16:00buy360.101.188360.000000.00000
1372023.01.05 16:00modify360.101.188361.173361.20236
1382023.01.06 15:27buy370.101.198940.000000.00000
1392023.01.06 15:27modify370.101.198941.193261.20236
1402023.01.06 15:27modify360.101.188361.193261.20236
1412023.01.06 15:45t/p360.101.202361.193261.20236139.5111715.29
1422023.01.06 15:45t/p370.101.202361.193261.2023634.2011749.49
1432023.03.07 16:00buy380.101.187830.000000.00000
1442023.03.07 16:00modify380.101.187831.172831.20183
1452023.03.10 07:10buy390.101.194830.000000.00000
1462023.03.10 07:10modify390.101.194831.192731.20183
1472023.03.10 07:10modify380.101.187831.192731.20183
1482023.03.10 07:50buy400.101.196330.000000.00000
1492023.03.10 07:50modify400.101.196331.191331.20183
1502023.03.10 07:50modify390.101.194831.191331.20183
1512023.03.10 07:50modify380.101.187831.191331.20183
1522023.03.10 10:10buy410.101.198450.000000.00000
1532023.03.10 10:10modify410.101.198451.192731.20183
1542023.03.10 10:10modify400.101.196331.192731.20183
1552023.03.10 10:10modify390.101.194831.192731.20183
1562023.03.10 10:10modify380.101.187831.192731.20183
1572023.03.10 13:45t/p380.101.201831.192731.20183137.5311887.02
1582023.03.10 13:45t/p390.101.201831.192731.2018370.0011957.02
1592023.03.10 13:45t/p400.101.201831.192731.2018355.0012012.02
1602023.03.10 13:45t/p410.101.201831.192731.2018333.8012045.82
1612023.03.10 16:00sell420.101.209810.000000.00000
1622023.03.10 16:00modify420.101.209811.224811.19581
1632023.03.10 18:45sell430.101.202800.000000.00000
1642023.03.10 18:45modify430.101.202801.204911.19581
1652023.03.10 18:45modify420.101.209811.204911.19581
1662023.03.12 21:00s/l420.101.204911.204911.1958149.0012094.82
1672023.03.12 21:00s/l430.101.204911.204911.19581-21.1012073.72