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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6538Ticks modelled46801371Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2381.86Gross profit2906.28Gross loss-524.41
Profit factor5.54Expected payoff44.94
Absolute drawdown43.35Maximal drawdown500.25 (4.57%)Relative drawdown4.57% (500.25)
Total trades53Short positions (won %)31 (74.19%)Long positions (won %)22 (81.82%)
Profit trades (% of total)41 (77.36%)Loss trades (% of total)12 (22.64%)
Largestprofit trade140.73loss trade-149.85
Averageprofit trade70.88loss trade-43.70
Maximumconsecutive wins (profit in money)13 (944.73)consecutive losses (loss in money)4 (-265.15)
Maximalconsecutive profit (count of wins)944.73 (13)consecutive loss (count of losses)-265.15 (4)
Averageconsecutive wins7consecutive 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 07:47sell20.101.240540.000000.00000
42022.05.18 07:47modify20.101.240541.242661.23356
52022.05.18 07:47modify10.101.247561.242661.23356
62022.05.18 08:00sell30.101.239160.000000.00000
72022.05.18 08:00modify30.101.239161.244061.23356
82022.05.18 08:00modify20.101.240541.244061.23356
92022.05.18 08:00modify10.101.247561.244061.23356
102022.05.18 17:11sell40.101.237060.000000.00000
112022.05.18 17:11modify40.101.237061.242661.23356
122022.05.18 17:11modify30.101.239161.242661.23356
132022.05.18 17:11modify20.101.240541.242661.23356
142022.05.18 17:11modify10.101.247561.242661.23356
152022.05.18 20:09t/p10.101.233561.242661.23356140.1510140.15
162022.05.18 20:09t/p20.101.233561.242661.2335669.8010209.95
172022.05.18 20:09t/p30.101.233561.242661.2335656.0010265.95
182022.05.18 20:09t/p40.101.233561.242661.2335635.0010300.95
192022.08.10 13:00sell50.101.221870.000000.00000
202022.08.10 13:00modify50.101.221871.236871.20787
212022.08.12 09:19sell60.101.214870.000000.00000
222022.08.12 09:19modify60.101.214871.216971.20787
232022.08.12 09:19modify50.101.221871.216971.20787
242022.08.12 10:10sell70.101.213460.000000.00000
252022.08.12 10:10modify70.101.213461.218371.20787
262022.08.12 10:10modify60.101.214871.218371.20787
272022.08.12 10:10modify50.101.221871.218371.20787
282022.08.12 12:45sell80.101.211370.000000.00000
292022.08.12 12:45modify80.101.211371.216971.20787
302022.08.12 12:45modify70.101.213461.216971.20787
312022.08.12 12:45modify60.101.214871.216971.20787
322022.08.12 12:45modify50.101.221871.216971.20787
332022.08.15 08:49t/p50.101.207871.216971.20787140.7310441.68
342022.08.15 08:49t/p60.101.207871.216971.2078770.1510511.82
352022.08.15 08:49t/p70.101.207871.216971.2078756.0510567.87
362022.08.15 08:49t/p80.101.207871.216971.2078735.1510603.02
372022.09.26 01:00buy90.101.040270.000000.00000
382022.09.26 01:00modify90.101.040271.025271.05427
392022.09.26 01:02buy100.101.048770.000000.00000
402022.09.26 01:02modify100.101.048771.043771.05427
412022.09.26 01:02modify90.101.040271.043771.05427
422022.09.26 01:02buy110.101.050980.000000.00000
432022.09.26 01:02modify110.101.050981.045171.05427
442022.09.26 01:02modify100.101.048771.045171.05427
452022.09.26 01:02modify90.101.040271.045171.05427
462022.09.26 01:02t/p90.101.054271.045171.05427140.0010743.02
472022.09.26 01:02t/p100.101.054271.045171.0542755.0010798.02
482022.09.26 01:02t/p110.101.054271.045171.0542732.9010830.92
492022.10.06 16:00buy120.101.113380.000000.00000
502022.10.06 16:00modify120.101.113381.098381.12738
512022.10.07 08:15buy130.101.120380.000000.00000
522022.10.07 08:15modify130.101.120381.118281.12738
532022.10.07 08:15modify120.101.113381.118281.12738
542022.10.07 08:21buy140.101.121790.000000.00000
552022.10.07 08:21modify140.101.121791.116881.12738
562022.10.07 08:21modify130.101.120381.116881.12738
572022.10.07 08:21modify120.101.113381.116881.12738
582022.10.07 12:30s/l120.101.116881.116881.1273834.5110865.42
592022.10.07 12:30s/l130.101.116881.116881.12738-35.0010830.42
602022.10.07 12:30s/l140.101.116881.116881.12738-49.1010781.32
612022.10.13 12:00sell150.101.126100.000000.00000
622022.10.13 12:00modify150.101.126101.141101.11210
632022.10.13 12:30sell160.101.119020.000000.00000
642022.10.13 12:30modify160.101.119021.121201.11210
652022.10.13 12:30modify150.101.126101.121201.11210
662022.10.13 12:31sell170.101.117450.000000.00000
672022.10.13 12:31modify170.101.117451.122601.11210
682022.10.13 12:31modify160.101.119021.122601.11210
692022.10.13 12:31modify150.101.126101.122601.11210
702022.10.13 12:31sell180.101.115600.000000.00000
712022.10.13 12:31modify180.101.115601.121201.11210
722022.10.13 12:31modify170.101.117451.121201.11210
732022.10.13 12:31modify160.101.119021.121201.11210
742022.10.13 12:31modify150.101.126101.121201.11210
752022.10.13 12:58s/l150.101.121201.121201.1121049.0010830.32
762022.10.13 12:58s/l160.101.121201.121201.11210-21.8010808.52
772022.10.13 12:58s/l170.101.121201.121201.11210-37.5010771.02
782022.10.13 12:58s/l180.101.121201.121201.11210-56.0010715.02
792022.10.25 14:00sell190.101.148400.000000.00000
802022.10.25 14:00modify190.101.148401.163401.13440
812022.10.26 16:20s/l190.101.163401.163401.13440-149.8510565.17
822022.11.03 09:00buy200.101.126030.000000.00000
832022.11.03 09:00modify200.101.126031.111031.14003
842022.11.04 14:12buy210.101.133040.000000.00000
852022.11.04 14:12modify210.101.133041.130931.14003
862022.11.04 14:12modify200.101.126031.130931.14003
872022.11.04 14:44s/l200.101.130931.130931.1400348.5110613.67
882022.11.04 14:44s/l210.101.130931.130931.14003-21.1010592.57
892022.11.15 14:00sell220.101.196680.000000.00000
902022.11.15 14:00modify220.101.196681.211681.18268
912022.11.15 15:46sell230.101.189640.000000.00000
922022.11.15 15:46modify230.101.189641.191781.18268
932022.11.15 15:46modify220.101.196681.191781.18268
942022.11.15 15:48sell240.101.188280.000000.00000
952022.11.15 15:48modify240.101.188281.193181.18268
962022.11.15 15:48modify230.101.189641.193181.18268
972022.11.15 15:48modify220.101.196681.193181.18268
982022.11.15 17:03sell250.101.186180.000000.00000
992022.11.15 17:03modify250.101.186181.191781.18268
1002022.11.15 17:03modify240.101.188281.191781.18268
1012022.11.15 17:03modify230.101.189641.191781.18268
1022022.11.15 17:03modify220.101.196681.191781.18268
1032022.11.15 18:28t/p220.101.182681.191781.18268140.0010732.57
1042022.11.15 18:28t/p230.101.182681.191781.1826869.6010802.17
1052022.11.15 18:28t/p240.101.182681.191781.1826856.0010858.17
1062022.11.15 18:28t/p250.101.182681.191781.1826835.0010893.17
1072022.11.23 16:00sell260.101.206630.000000.00000
1082022.11.23 16:00modify260.101.206631.221631.19263
1092022.11.28 18:09sell270.101.199630.000000.00000
1102022.11.28 18:09modify270.101.199631.201731.19263
1112022.11.28 18:09modify260.101.206631.201731.19263
1122022.11.28 18:28sell280.101.198200.000000.00000
1132022.11.28 18:28modify280.101.198201.203131.19263
1142022.11.28 18:28modify270.101.199631.203131.19263
1152022.11.28 18:28modify260.101.206631.203131.19263
1162022.11.28 19:11sell290.101.196120.000000.00000
1172022.11.28 19:11modify290.101.196121.201731.19263
1182022.11.28 19:11modify280.101.198201.201731.19263
1192022.11.28 19:11modify270.101.199631.201731.19263
1202022.11.28 19:11modify260.101.206631.201731.19263
1212022.11.29 04:41s/l260.101.201731.201731.1926349.8810943.05
1222022.11.29 04:41s/l270.101.201731.201731.19263-20.8510922.20
1232022.11.29 04:41s/l280.101.201731.201731.19263-35.1510887.04
1242022.11.29 04:41s/l290.101.201731.201731.19263-55.9510831.09
1252022.12.01 15:00sell300.101.229280.000000.00000
1262022.12.01 15:00modify300.101.229281.244281.21528
1272022.12.02 13:30sell310.101.222180.000000.00000
1282022.12.02 13:30modify310.101.222181.224381.21528
1292022.12.02 13:30modify300.101.229281.224381.21528
1302022.12.02 13:30sell320.101.220790.000000.00000
1312022.12.02 13:30modify320.101.220791.225781.21528
1322022.12.02 13:30modify310.101.222181.225781.21528
1332022.12.02 13:30modify300.101.229281.225781.21528
1342022.12.02 13:31sell330.101.218740.000000.00000
1352022.12.02 13:31modify330.101.218741.224381.21528
1362022.12.02 13:31modify320.101.220791.224381.21528
1372022.12.02 13:31modify310.101.222181.224381.21528
1382022.12.02 13:31modify300.101.229281.224381.21528
1392022.12.02 13:34t/p300.101.215281.224381.21528140.1510971.24
1402022.12.02 13:34t/p310.101.215281.224381.2152869.0011040.24
1412022.12.02 13:34t/p320.101.215281.224381.2152855.1011095.34
1422022.12.02 13:34t/p330.101.215281.224381.2152834.6011129.94
1432022.12.13 14:00sell340.101.241010.000000.00000
1442022.12.13 14:00modify340.101.241011.256011.22701
1452022.12.15 08:39sell350.101.234010.000000.00000
1462022.12.15 08:39modify350.101.234011.236111.22701
1472022.12.15 08:39modify340.101.241011.236111.22701
1482022.12.15 08:48sell360.101.232590.000000.00000
1492022.12.15 08:48modify360.101.232591.237511.22701
1502022.12.15 08:48modify350.101.234011.237511.22701
1512022.12.15 08:48modify340.101.241011.237511.22701
1522022.12.15 09:04sell370.101.230500.000000.00000
1532022.12.15 09:04modify370.101.230501.236111.22701
1542022.12.15 09:04modify360.101.232591.236111.22701
1552022.12.15 09:04modify350.101.234011.236111.22701
1562022.12.15 09:04modify340.101.241011.236111.22701
1572022.12.15 15:07t/p340.101.227011.236111.22701140.5911270.52
1582022.12.15 15:07t/p350.101.227011.236111.2270170.0011340.52
1592022.12.15 15:07t/p360.101.227011.236111.2270155.8011396.32
1602022.12.15 15:07t/p370.101.227011.236111.2270134.9011431.22
1612022.12.15 18:00buy380.101.216160.000000.00000
1622022.12.15 18:00modify380.101.216161.201161.23016
1632022.12.19 09:11buy390.101.223170.000000.00000
1642022.12.19 09:11modify390.101.223171.221061.23016
1652022.12.19 09:11modify380.101.216161.221061.23016
1662022.12.19 10:05s/l380.101.221061.221061.2301648.0111479.23
1672022.12.19 10:05s/l390.101.221061.221061.23016-21.1011458.13
1682023.01.03 09:00buy400.101.191480.000000.00000
1692023.01.03 09:00modify400.101.191481.176481.20548
1702023.01.03 13:16buy410.101.198480.000000.00000
1712023.01.03 13:16modify410.101.198481.196381.20548
1722023.01.03 13:16modify400.101.191481.196381.20548
1732023.01.03 13:37buy420.101.199910.000000.00000
1742023.01.03 13:37modify420.101.199911.194981.20548
1752023.01.03 13:37modify410.101.198481.194981.20548
1762023.01.03 13:37modify400.101.191481.194981.20548
1772023.01.03 14:32buy430.101.202030.000000.00000
1782023.01.03 14:32modify430.101.202031.196381.20548
1792023.01.03 14:32modify420.101.199911.196381.20548
1802023.01.03 14:32modify410.101.198481.196381.20548
1812023.01.03 14:32modify400.101.191481.196381.20548
1822023.01.03 14:44t/p400.101.205481.196381.20548140.0011598.13
1832023.01.03 14:44t/p410.101.205481.196381.2054870.0011668.13
1842023.01.03 14:44t/p420.101.205481.196381.2054855.7011723.83
1852023.01.03 14:44t/p430.101.205481.196381.2054834.5011758.33
1862023.01.05 16:00buy440.101.188360.000000.00000
1872023.01.05 16:00modify440.101.188361.173361.20236
1882023.01.06 15:05buy450.101.195380.000000.00000
1892023.01.06 15:05modify450.101.195381.193261.20236
1902023.01.06 15:05modify440.101.188361.193261.20236
1912023.01.06 15:07buy460.101.196790.000000.00000
1922023.01.06 15:07modify460.101.196791.191861.20236
1932023.01.06 15:07modify450.101.195381.191861.20236
1942023.01.06 15:07modify440.101.188361.191861.20236
1952023.01.06 15:13buy470.101.198870.000000.00000
1962023.01.06 15:13modify470.101.198871.193261.20236
1972023.01.06 15:13modify460.101.196791.193261.20236
1982023.01.06 15:13modify450.101.195381.193261.20236
1992023.01.06 15:13modify440.101.188361.193261.20236
2002023.01.06 15:39t/p440.101.202361.193261.20236139.5111897.84
2012023.01.06 15:39t/p450.101.202361.193261.2023669.8011967.64
2022023.01.06 15:39t/p460.101.202361.193261.2023655.7012023.34
2032023.01.06 15:39t/p470.101.202361.193261.2023634.9012058.24
2042023.03.07 16:00buy480.101.187830.000000.00000
2052023.03.07 16:00modify480.101.187831.172831.20183
2062023.03.10 07:00buy490.101.194970.000000.00000
2072023.03.10 07:00modify490.101.194971.192731.20183
2082023.03.10 07:00modify480.101.187831.192731.20183
2092023.03.10 07:34buy500.101.196250.000000.00000
2102023.03.10 07:34modify500.101.196251.191331.20183
2112023.03.10 07:34modify490.101.194971.191331.20183
2122023.03.10 07:34modify480.101.187831.191331.20183
2132023.03.10 09:46buy510.101.198460.000000.00000
2142023.03.10 09:46modify510.101.198461.192731.20183
2152023.03.10 09:46modify500.101.196251.192731.20183
2162023.03.10 09:46modify490.101.194971.192731.20183
2172023.03.10 09:46modify480.101.187831.192731.20183
2182023.03.10 13:30t/p480.101.201831.192731.20183137.5312195.76
2192023.03.10 13:30t/p490.101.201831.192731.2018368.6012264.36
2202023.03.10 13:30t/p500.101.201831.192731.2018355.8012320.16
2212023.03.10 13:30t/p510.101.201831.192731.2018333.7012353.86
2222023.03.10 16:00sell520.101.209810.000000.00000
2232023.03.10 16:00modify520.101.209811.224811.19581
2242023.03.10 18:47sell530.101.202810.000000.00000
2252023.03.10 18:47modify530.101.202811.204911.19581
2262023.03.10 18:47modify520.101.209811.204911.19581
2272023.03.12 21:01s/l520.101.204911.204911.1958149.0012402.86
2282023.03.12 21:01s/l530.101.204911.204911.19581-21.0012381.86