Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2022.06.01 00:00 - 2023.05.31 23:00 (2022.06.01 - 2023.06.01)
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=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=5; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; 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 test7259Ticks modelled158427Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2483.29Gross profit3157.26Gross loss-673.97
Profit factor4.68Expected payoff44.34
Absolute drawdown74.40Maximal drawdown285.55 (2.66%)Relative drawdown2.66% (285.55)
Total trades56Short positions (won %)24 (66.67%)Long positions (won %)32 (68.75%)
Profit trades (% of total)38 (67.86%)Loss trades (% of total)18 (32.14%)
Largestprofit trade150.15loss trade-47.50
Averageprofit trade83.09loss trade-37.44
Maximumconsecutive wins (profit in money)8 (680.91)consecutive losses (loss in money)5 (-155.49)
Maximalconsecutive profit (count of wins)680.91 (8)consecutive loss (count of losses)-155.49 (5)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.10 19:00buy10.101.231790.000000.00000
22022.06.10 19:00modify10.101.231791.227791.24679
32022.06.12 23:50s/l10.101.227791.227791.24679-40.009960.00
42022.07.01 14:00buy20.101.201010.000000.00000
52022.07.01 14:00modify20.101.201011.197011.21601
62022.07.01 18:20buy30.101.208750.000000.00000
72022.07.01 18:20modify30.101.208751.201761.21601
82022.07.01 18:20buy40.101.208750.000000.00000
92022.07.01 18:20modify40.101.208751.204761.21601
102022.07.01 18:20modify20.101.201011.204761.21601
112022.07.01 18:22modify30.101.208751.204761.21601
122022.07.03 22:42buy50.101.211570.000000.00000
132022.07.03 22:42modify50.101.211571.207011.21601
142022.07.03 22:42modify40.101.208751.207011.21601
152022.07.03 22:42modify30.101.208751.207011.21601
162022.07.03 22:42modify20.101.201011.207011.21601
172022.07.04 11:32t/p20.101.216011.207011.21601149.5110109.51
182022.07.04 11:32t/p30.101.216011.207011.2160172.1110181.61
192022.07.04 11:32t/p40.101.216011.207011.2160172.1110253.72
202022.07.04 11:32t/p50.101.216011.207011.2160143.9110297.62
212022.07.04 13:00sell60.101.215290.000000.00000
222022.07.04 13:00modify60.101.215291.219291.20029
232022.07.05 07:25sell70.101.207680.000000.00000
242022.07.05 07:25modify70.101.207681.214541.20029
252022.07.05 07:25sell80.101.207680.000000.00000
262022.07.05 07:25modify80.101.207681.211541.20029
272022.07.05 07:25modify60.101.215291.211541.20029
282022.07.05 07:27modify70.101.207681.211541.20029
292022.07.05 08:55sell90.101.204550.000000.00000
302022.07.05 08:55modify90.101.204551.209291.20029
312022.07.05 08:55modify80.101.207681.209291.20029
322022.07.05 08:55modify70.101.207681.209291.20029
332022.07.05 08:55modify60.101.215291.209291.20029
342022.07.05 11:20t/p60.101.200291.209291.20029150.1510447.77
352022.07.05 11:20t/p70.101.200291.209291.2002973.9010521.67
362022.07.05 11:20t/p80.101.200291.209291.2002973.9010595.57
372022.07.05 11:20t/p90.101.200291.209291.2002942.6010638.17
382022.07.05 16:00buy100.101.193670.000000.00000
392022.07.05 16:00modify100.101.193671.189671.20867
402022.07.06 11:45s/l100.101.189671.189671.20867-40.4910597.67
412022.07.25 14:00sell110.101.206850.000000.00000
422022.07.25 14:00modify110.101.206851.210851.19185
432022.07.26 10:15sell120.101.199350.000000.00000
442022.07.26 10:15modify120.101.199351.206101.19185
452022.07.26 10:15sell130.101.199350.000000.00000
462022.07.26 10:15modify130.101.199351.203101.19185
472022.07.26 10:15modify110.101.206851.203101.19185
482022.07.26 10:17modify120.101.199351.203101.19185
492022.07.26 12:20sell140.101.196350.000000.00000
502022.07.26 12:20modify140.101.196351.200851.19185
512022.07.26 12:20modify130.101.199351.200851.19185
522022.07.26 12:20modify120.101.199351.200851.19185
532022.07.26 12:20modify110.101.206851.200851.19185
542022.07.26 13:15s/l110.101.200851.200851.1918560.1510657.82
552022.07.26 13:15s/l120.101.200851.200851.19185-15.0010642.82
562022.07.26 13:15s/l130.101.200851.200851.19185-15.0010627.82
572022.07.26 13:15s/l140.101.200851.200851.19185-45.0010582.82
582022.08.18 19:00buy150.101.193470.000000.00000
592022.08.18 19:00modify150.101.193471.189471.20847
602022.08.19 04:20s/l150.101.189471.189471.20847-40.4910542.32
612022.09.13 14:00buy160.101.156840.000000.00000
622022.09.13 14:00modify160.101.156841.152841.17184
632022.09.13 15:20s/l160.101.152841.152841.17184-40.0010502.32
642022.10.04 20:00sell170.101.147480.000000.00000
652022.10.04 20:00modify170.101.147481.151481.13248
662022.10.05 07:55sell180.101.139920.000000.00000
672022.10.05 07:55modify180.101.139921.146731.13248
682022.10.05 07:55sell190.101.139920.000000.00000
692022.10.05 07:55modify190.101.139921.143731.13248
702022.10.05 07:55modify170.101.147481.143731.13248
712022.10.05 07:57modify180.101.139921.143731.13248
722022.10.05 11:50t/p170.101.132481.143731.13248150.1510652.47
732022.10.05 11:50t/p180.101.132481.143731.1324874.4010726.87
742022.10.05 11:50t/p190.101.132481.143731.1324874.4010801.27
752022.10.11 17:00sell200.101.116080.000000.00000
762022.10.11 17:00modify200.101.116081.120081.10108
772022.10.11 18:40sell210.101.108520.000000.00000
782022.10.11 18:40modify210.101.108521.115331.10108
792022.10.11 18:40sell220.101.108520.000000.00000
802022.10.11 18:40modify220.101.108521.112331.10108
812022.10.11 18:40modify200.101.116081.112331.10108
822022.10.11 18:42modify210.101.108521.112331.10108
832022.10.11 19:10t/p200.101.101081.112331.10108150.0010951.27
842022.10.11 19:10t/p210.101.101081.112331.1010874.4011025.67
852022.10.11 19:10t/p220.101.101081.112331.1010874.4011100.07
862022.10.17 16:00sell230.101.142460.000000.00000
872022.10.17 16:00modify230.101.142461.146461.12746
882022.10.17 19:59sell240.101.134900.000000.00000
892022.10.17 19:59modify240.101.134901.141711.12746
902022.10.17 19:59sell250.101.134900.000000.00000
912022.10.17 19:59modify250.101.134901.138711.12746
922022.10.17 19:59modify230.101.142461.138711.12746
932022.10.17 20:00modify240.101.134901.138711.12746
942022.10.18 04:10s/l230.101.138711.138711.1274637.6511137.72
952022.10.18 04:10s/l240.101.138711.138711.12746-37.9511099.76
962022.10.18 04:10s/l250.101.138711.138711.12746-37.9511061.81
972022.11.03 14:00buy260.101.117900.000000.00000
982022.11.03 14:00modify260.101.117901.113901.13290
992022.11.04 13:57buy270.101.125420.000000.00000
1002022.11.04 13:57modify270.101.125421.118651.13290
1012022.11.04 13:57buy280.101.125420.000000.00000
1022022.11.04 13:57modify280.101.125421.121651.13290
1032022.11.04 13:57modify260.101.117901.121651.13290
1042022.11.04 13:59modify270.101.125421.121651.13290
1052022.11.04 14:20t/p260.101.132901.121651.13290149.5111211.31
1062022.11.04 14:20t/p270.101.132901.121651.1329074.8011286.11
1072022.11.04 14:20t/p280.101.132901.121651.1329074.8011360.91
1082022.12.27 16:00buy290.101.202350.000000.00000
1092022.12.27 16:00modify290.101.202351.198351.21735
1102022.12.28 12:37buy300.101.209870.000000.00000
1112022.12.28 12:37modify300.101.209871.203101.21735
1122022.12.28 12:37buy310.101.209870.000000.00000
1132022.12.28 12:37modify310.101.209871.206101.21735
1142022.12.28 12:37modify290.101.202351.206101.21735
1152022.12.28 12:40modify300.101.209871.206101.21735
1162022.12.28 15:45s/l290.101.206101.206101.2173537.0111397.92
1172022.12.28 15:45s/l300.101.206101.206101.21735-37.7011360.22
1182022.12.28 15:45s/l310.101.206101.206101.21735-37.7011322.52
1192023.01.18 13:00sell320.101.236900.000000.00000
1202023.01.18 13:00modify320.101.236901.240901.22190
1212023.01.18 13:40s/l320.101.240901.240901.22190-40.0011282.52
1222023.01.24 14:00buy330.101.229480.000000.00000
1232023.01.24 14:00modify330.101.229481.225481.24448
1242023.01.25 15:20buy340.101.240230.000000.00000
1252023.01.25 15:20modify340.101.240231.235481.24448
1262023.01.25 15:20modify330.101.229481.235481.24448
1272023.01.25 15:50s/l330.101.235481.235481.2444859.5111342.02
1282023.01.25 15:50s/l340.101.235481.235481.24448-47.5011294.52
1292023.02.07 13:00buy350.101.198860.000000.00000
1302023.02.07 13:00modify350.101.198861.194861.21386
1312023.02.08 00:07buy360.101.206400.000000.00000
1322023.02.08 00:07modify360.101.206401.199611.21386
1332023.02.08 00:07buy370.101.206400.000000.00000
1342023.02.08 00:07modify370.101.206401.202611.21386
1352023.02.08 00:07modify350.101.198861.202611.21386
1362023.02.08 00:10modify360.101.206401.202611.21386
1372023.02.08 07:45buy380.101.209380.000000.00000
1382023.02.08 07:45modify380.101.209381.204861.21386
1392023.02.08 07:45modify370.101.206401.204861.21386
1402023.02.08 07:45modify360.101.206401.204861.21386
1412023.02.08 07:45modify350.101.198861.204861.21386
1422023.02.09 09:50t/p350.101.213861.204861.21386148.0211442.55
1432023.02.09 09:50t/p360.101.213861.204861.2138673.1211515.66
1442023.02.09 09:50t/p370.101.213861.204861.2138673.1211588.78
1452023.02.09 09:50t/p380.101.213861.204861.2138643.3211632.09
1462023.02.14 14:00sell390.101.220930.000000.00000
1472023.02.14 14:00modify390.101.220931.224931.20593
1482023.02.15 06:50sell400.101.213400.000000.00000
1492023.02.15 06:50modify400.101.213401.220181.20593
1502023.02.15 06:50sell410.101.213400.000000.00000
1512023.02.15 06:50modify410.101.213401.217181.20593
1522023.02.15 06:50modify390.101.220931.217181.20593
1532023.02.15 06:52modify400.101.213401.217181.20593
1542023.02.15 07:35sell420.101.210310.000000.00000
1552023.02.15 07:35modify420.101.210311.214931.20593
1562023.02.15 07:35modify410.101.213401.214931.20593
1572023.02.15 07:35modify400.101.213401.214931.20593
1582023.02.15 07:35modify390.101.220931.214931.20593
1592023.02.15 11:50t/p390.101.205931.214931.20593150.1511782.24
1602023.02.15 11:50t/p400.101.205931.214931.2059374.7011856.94
1612023.02.15 11:50t/p410.101.205931.214931.2059374.7011931.64
1622023.02.15 11:50t/p420.101.205931.214931.2059343.8011975.44
1632023.02.15 16:00buy430.101.200500.000000.00000
1642023.02.15 16:00modify430.101.200501.196501.21550
1652023.02.17 00:20s/l430.101.196501.196501.21550-41.9811933.46
1662023.02.21 13:00sell440.101.210860.000000.00000
1672023.02.21 13:00modify440.101.210861.214861.19586
1682023.02.21 15:50s/l440.101.214861.214861.19586-40.0011893.46
1692023.02.24 17:00buy450.101.194800.000000.00000
1702023.02.24 17:00modify450.101.194801.190801.20980
1712023.02.27 14:10buy460.101.202350.000000.00000
1722023.02.27 14:10modify460.101.202351.195551.20980
1732023.02.27 14:10buy470.101.202350.000000.00000
1742023.02.27 14:10modify470.101.202351.198551.20980
1752023.02.27 14:10modify450.101.194801.198551.20980
1762023.02.27 14:12modify460.101.202351.198551.20980
1772023.02.27 15:25buy480.101.205560.000000.00000
1782023.02.27 15:25modify480.101.205561.200801.20980
1792023.02.27 15:25modify470.101.202351.200801.20980
1802023.02.27 15:25modify460.101.202351.200801.20980
1812023.02.27 15:25modify450.101.194801.200801.20980
1822023.02.28 10:50t/p450.101.209801.200801.20980149.0112042.47
1832023.02.28 10:50t/p460.101.209801.200801.2098074.0112116.48
1842023.02.28 10:50t/p470.101.209801.200801.2098074.0112190.48
1852023.02.28 10:50t/p480.101.209801.200801.2098041.9112232.39
1862023.03.13 17:00sell490.101.215790.000000.00000
1872023.03.13 17:00modify490.101.215791.219791.20079
1882023.03.13 18:45s/l490.101.219791.219791.20079-40.0012192.39
1892023.04.10 14:00buy500.101.235790.000000.00000
1902023.04.10 14:00modify500.101.235791.231791.25079
1912023.04.11 08:57buy510.101.243450.000000.00000
1922023.04.11 08:57modify510.101.243451.236541.25079
1932023.04.11 08:57buy520.101.243450.000000.00000
1942023.04.11 08:57modify520.101.243451.239541.25079
1952023.04.11 08:57modify500.101.235791.239541.25079
1962023.04.11 08:59modify510.101.243451.239541.25079
1972023.04.12 14:52buy530.101.246520.000000.00000
1982023.04.12 14:52modify530.101.246521.241791.25079
1992023.04.12 14:52modify520.101.243451.241791.25079
2002023.04.12 14:52modify510.101.243451.241791.25079
2012023.04.12 14:52modify500.101.235791.241791.25079
2022023.04.13 08:10t/p500.101.250791.241791.25079147.5312339.91
2032023.04.13 08:10t/p510.101.250791.241791.2507971.4212411.33
2042023.04.13 08:10t/p520.101.250791.241791.2507971.4212482.75
2052023.04.13 08:10t/p530.101.250791.241791.2507941.2212523.97
2062023.05.12 18:00buy540.101.245760.000000.00000
2072023.05.12 18:00modify540.101.245761.241761.26076
2082023.05.15 16:45buy550.101.253320.000000.00000
2092023.05.15 16:45modify550.101.253321.246511.26076
2102023.05.15 16:45buy560.101.253320.000000.00000
2112023.05.15 16:45modify560.101.253321.249511.26076
2122023.05.15 16:45modify540.101.245761.249511.26076
2132023.05.15 16:47modify550.101.253321.249511.26076
2142023.05.16 06:15s/l540.101.249511.249511.2607636.5112560.48
2152023.05.16 06:15s/l550.101.249511.249511.26076-38.5912521.89
2162023.05.16 06:15s/l560.101.249511.249511.26076-38.5912483.29