Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; 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=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 modelled79872Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1818.77Gross profit2824.65Gross loss-1005.88
Profit factor2.81Expected payoff22.18
Absolute drawdown188.67Maximal drawdown380.08 (3.73%)Relative drawdown3.73% (380.08)
Total trades82Short positions (won %)42 (69.05%)Long positions (won %)40 (57.50%)
Profit trades (% of total)52 (63.41%)Loss trades (% of total)30 (36.59%)
Largestprofit trade151.02loss trade-142.47
Averageprofit trade54.32loss trade-33.53
Maximumconsecutive wins (profit in money)6 (433.42)consecutive losses (loss in money)3 (-93.60)
Maximalconsecutive profit (count of wins)433.42 (6)consecutive loss (count of losses)-182.07 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.03 16:00buy10.101.249550.000000.00000
22022.06.03 16:00modify10.101.249551.235551.26455
32022.06.06 07:40buy20.101.254940.000000.00000
42022.06.06 07:40modify20.101.254941.251051.26455
52022.06.06 07:40modify10.101.249551.251051.26455
62022.06.06 08:40buy30.101.258030.000000.00000
72022.06.06 08:40modify30.101.258031.256301.26455
82022.06.06 08:40modify20.101.254941.256301.26455
92022.06.06 08:40modify10.101.249551.256301.26455
102022.06.06 09:30s/l10.101.256301.256301.2645567.0110067.01
112022.06.06 09:30s/l20.101.256301.256301.2645513.6010080.61
122022.06.06 09:30s/l30.101.256301.256301.26455-17.3010063.31
132022.06.09 08:00buy40.101.249940.000000.00000
142022.06.09 08:00modify40.101.249941.235941.26494
152022.06.09 13:30buy50.101.255310.000000.00000
162022.06.09 13:30modify50.101.255311.251441.26494
172022.06.09 13:30modify40.101.249941.251441.26494
182022.06.09 15:40s/l40.101.251441.251441.2649415.0010078.31
192022.06.09 15:40s/l50.101.251441.251441.26494-38.7010039.61
202022.06.14 12:00buy60.101.207060.000000.00000
212022.06.14 12:00modify60.101.207061.193061.22206
222022.06.15 11:50buy70.101.212440.000000.00000
232022.06.15 11:50modify70.101.212441.208561.22206
242022.06.15 11:50modify60.101.207061.208561.22206
252022.06.15 12:30s/l60.101.208561.208561.2220614.5110054.11
262022.06.15 12:30s/l70.101.208561.208561.22206-38.8010015.31
272022.06.22 08:00buy80.101.219900.000000.00000
282022.06.22 08:00modify80.101.219901.205901.23490
292022.06.22 10:45buy90.101.225350.000000.00000
302022.06.22 10:45modify90.101.225351.221401.23490
312022.06.22 10:45modify80.101.219901.221401.23490
322022.06.22 14:50buy100.101.231240.000000.00000
332022.06.22 14:50modify100.101.231241.225151.23490
342022.06.22 14:50modify90.101.225351.225151.23490
352022.06.22 14:50modify80.101.219901.225151.23490
362022.06.22 16:25buy110.101.228220.000000.00000
372022.06.22 16:25modify110.101.228221.226651.23490
382022.06.22 16:30modify110.101.228221.225151.23490
392022.06.22 23:40s/l80.101.225151.225151.2349052.5010067.81
402022.06.22 23:40s/l90.101.225151.225151.23490-2.0010065.81
412022.06.22 23:40s/l100.101.225151.225151.23490-60.9010004.91
422022.06.22 23:40s/l110.101.225151.225151.23490-30.709974.21
432022.06.30 12:00buy120.101.211510.000000.00000
442022.06.30 12:00modify120.101.211511.197511.22651
452022.06.30 13:40buy130.101.216790.000000.00000
462022.06.30 13:40modify130.101.216791.213011.22651
472022.06.30 13:40modify120.101.211511.213011.22651
482022.06.30 14:40s/l120.101.213011.213011.2265115.009989.21
492022.06.30 14:40s/l130.101.213011.213011.22651-37.809951.41
502022.07.25 12:00sell140.101.205900.000000.00000
512022.07.25 12:00modify140.101.205901.219901.19090
522022.07.26 09:40sell150.101.200350.000000.00000
532022.07.26 09:40modify150.101.200351.204401.19090
542022.07.26 09:40modify140.101.205901.204401.19090
552022.07.26 11:50sell160.101.197470.000000.00000
562022.07.26 11:50modify160.101.197471.199151.19090
572022.07.26 11:50modify150.101.200351.199151.19090
582022.07.26 11:50modify140.101.205901.199151.19090
592022.07.26 12:30s/l140.101.199151.199151.1909067.6510019.06
602022.07.26 12:30s/l150.101.199151.199151.1909012.0010031.06
612022.07.26 12:30s/l160.101.199151.199151.19090-16.8010014.26
622022.08.05 16:00buy170.101.206280.000000.00000
632022.08.05 16:00modify170.101.206281.192281.22128
642022.08.08 15:25buy180.101.211650.000000.00000
652022.08.08 15:25modify180.101.211651.207781.22128
662022.08.08 15:25modify170.101.206281.207781.22128
672022.08.08 16:40s/l170.101.207781.207781.2212814.5110028.76
682022.08.08 16:40s/l180.101.207781.207781.22128-38.709990.06
692022.08.10 16:00sell190.101.224310.000000.00000
702022.08.10 16:00modify190.101.224311.238311.20931
712022.08.11 01:40sell200.101.218850.000000.00000
722022.08.11 01:40modify200.101.218851.222811.20931
732022.08.11 01:40modify190.101.224311.222811.20931
742022.08.11 07:30s/l190.101.222811.222811.2093115.4410005.50
752022.08.11 07:30s/l200.101.222811.222811.20931-39.609965.90
762022.08.15 08:00buy210.101.210690.000000.00000
772022.08.15 08:00modify210.101.210691.196691.22569
782022.08.18 16:20s/l210.101.196691.196691.22569-142.479823.43
792022.08.23 16:00sell220.101.184360.000000.00000
802022.08.23 16:00modify220.101.184361.198361.16936
812022.08.24 11:45sell230.101.178840.000000.00000
822022.08.24 11:45modify230.101.178841.182861.16936
832022.08.24 11:45modify220.101.184361.182861.16936
842022.08.24 12:50sell240.101.176090.000000.00000
852022.08.24 12:50modify240.101.176091.177611.16936
862022.08.24 12:50modify230.101.178841.177611.16936
872022.08.24 12:50modify220.101.184361.177611.16936
882022.08.24 13:05s/l220.101.177611.177611.1693667.659891.07
892022.08.24 13:05s/l230.101.177611.177611.1693612.309903.37
902022.08.24 13:05s/l240.101.177611.177611.16936-15.209888.17
912022.09.12 08:00sell250.101.168490.000000.00000
922022.09.12 08:00modify250.101.168491.182491.15349
932022.09.13 12:50sell260.101.157000.000000.00000
942022.09.13 12:50modify260.101.157001.163241.15349
952022.09.13 12:50modify250.101.168491.163241.15349
962022.09.13 13:15t/p250.101.153491.163241.15349150.1510038.32
972022.09.13 13:15t/p260.101.153491.163241.1534935.1010073.42
982022.09.13 16:00buy270.101.152720.000000.00000
992022.09.13 16:00modify270.101.152721.138721.16772
1002022.09.14 13:40buy280.101.158170.000000.00000
1012022.09.14 13:40modify280.101.158171.154221.16772
1022022.09.14 13:40modify270.101.152721.154221.16772
1032022.09.14 14:15s/l270.101.154221.154221.1677214.5110087.92
1042022.09.14 14:15s/l280.101.154221.154221.16772-39.5010048.42
1052022.10.13 12:00sell290.101.126100.000000.00000
1062022.10.13 12:00modify290.101.126101.140101.11110
1072022.10.13 14:15sell300.101.117710.000000.00000
1082022.10.13 14:15modify300.101.117711.119351.11110
1092022.10.13 14:15modify290.101.126101.119351.11110
1102022.10.13 14:20s/l290.101.119351.119351.1111067.5010115.92
1112022.10.13 14:20s/l300.101.119351.119351.11110-16.4010099.52
1122022.11.10 16:00sell310.101.167980.000000.00000
1132022.11.10 16:00modify310.101.167981.181981.15298
1142022.11.10 17:40sell320.101.162670.000000.00000
1152022.11.10 17:40modify320.101.162671.166481.15298
1162022.11.10 17:40modify310.101.167981.166481.15298
1172022.11.10 18:40s/l310.101.166481.166481.1529815.0010114.52
1182022.11.10 18:40s/l320.101.166481.166481.15298-38.1010076.42
1192022.12.13 16:00sell330.101.239340.000000.00000
1202022.12.13 16:00modify330.101.239341.253341.22434
1212022.12.15 10:30sell340.101.233830.000000.00000
1222022.12.15 10:30modify340.101.233831.237841.22434
1232022.12.15 10:30modify330.101.239341.237841.22434
1242022.12.15 15:40t/p330.101.224341.237841.22434150.5910227.01
1252022.12.15 15:40t/p340.101.224341.237841.2243494.9010321.91
1262023.01.03 12:00buy350.101.193380.000000.00000
1272023.01.03 12:00modify350.101.193381.179381.20838
1282023.01.03 15:55buy360.101.201820.000000.00000
1292023.01.03 15:55modify360.101.201821.200131.20838
1302023.01.03 15:55modify350.101.193381.200131.20838
1312023.01.03 16:10s/l350.101.200131.200131.2083867.5010389.41
1322023.01.03 16:10s/l360.101.200131.200131.20838-16.9010372.51
1332023.01.16 04:00sell370.101.226850.000000.00000
1342023.01.16 04:00modify370.101.226851.240851.21185
1352023.01.16 09:25sell380.101.218470.000000.00000
1362023.01.16 09:25modify380.101.218471.220101.21185
1372023.01.16 09:25modify370.101.226851.220101.21185
1382023.01.16 09:30s/l370.101.220101.220101.2118567.5010440.01
1392023.01.16 09:30s/l380.101.220101.220101.21185-16.3010423.71
1402023.01.23 04:00sell390.101.243210.000000.00000
1412023.01.23 04:00modify390.101.243211.257211.22821
1422023.01.23 13:30sell400.101.234770.000000.00000
1432023.01.23 13:30modify400.101.234771.236461.22821
1442023.01.23 13:30modify390.101.243211.236461.22821
1452023.01.23 15:30s/l390.101.236461.236461.2282167.5010491.21
1462023.01.23 15:30s/l400.101.236461.236461.22821-16.9010474.31
1472023.02.07 12:00buy410.101.198740.000000.00000
1482023.02.07 12:00modify410.101.198741.184741.21374
1492023.02.07 17:30buy420.101.207090.000000.00000
1502023.02.07 17:30modify420.101.207091.205491.21374
1512023.02.07 17:30modify410.101.198741.205491.21374
1522023.02.07 18:20s/l410.101.205491.205491.2137467.5010541.81
1532023.02.07 18:20s/l420.101.205491.205491.21374-16.0010525.81
1542023.02.08 08:00sell430.101.209880.000000.00000
1552023.02.08 08:00modify430.101.209881.223881.19488
1562023.02.12 23:15sell440.101.204580.000000.00000
1572023.02.12 23:15modify440.101.204581.208381.19488
1582023.02.12 23:15modify430.101.209881.208381.19488
1592023.02.13 12:06s/l430.101.208381.208381.1948815.7310541.54
1602023.02.13 12:06s/l440.101.208381.208381.19488-37.8510503.69
1612023.02.13 16:00sell450.101.213650.000000.00000
1622023.02.13 16:00modify450.101.213651.227651.19865
1632023.02.15 07:40sell460.101.208170.000000.00000
1642023.02.15 07:40modify460.101.208171.212151.19865
1652023.02.15 07:40modify450.101.213651.212151.19865
1662023.02.15 13:30sell470.101.202230.000000.00000
1672023.02.15 13:30modify470.101.202231.208401.19865
1682023.02.15 13:30modify460.101.208171.208401.19865
1692023.02.15 13:30modify450.101.213651.208401.19865
1702023.02.16 08:25sell480.101.205370.000000.00000
1712023.02.16 08:25modify480.101.205371.206901.19865
1722023.02.16 08:30modify480.101.205371.208401.19865
1732023.02.16 13:40t/p450.101.198651.208401.19865150.7310654.42
1742023.02.16 13:40t/p460.101.198651.208401.1986595.6410750.06
1752023.02.16 13:40t/p470.101.198651.208401.1986536.2410786.30
1762023.02.16 13:40t/p480.101.198651.208401.1986567.2010853.50
1772023.02.21 12:00sell490.101.210940.000000.00000
1782023.02.21 12:00modify490.101.210941.224941.19594
1792023.02.22 16:40sell500.101.205490.000000.00000
1802023.02.22 16:40modify500.101.205491.209441.19594
1812023.02.22 16:40modify490.101.210941.209441.19594
1822023.02.23 10:05sell510.101.202660.000000.00000
1832023.02.23 10:05modify510.101.202661.204191.19594
1842023.02.23 10:05modify500.101.205491.204191.19594
1852023.02.23 10:05modify490.101.210941.204191.19594
1862023.02.23 11:05s/l490.101.204191.204191.1959468.0810921.58
1872023.02.23 11:05s/l500.101.204191.204191.1959413.4410935.02
1882023.02.23 11:05s/l510.101.204191.204191.19594-15.3010919.72
1892023.02.24 12:00buy520.101.199000.000000.00000
1902023.02.24 12:00modify520.101.199001.185001.21400
1912023.02.27 17:20buy530.101.204440.000000.00000
1922023.02.27 17:20modify530.101.204441.200501.21400
1932023.02.27 17:20modify520.101.199001.200501.21400
1942023.02.28 08:30buy540.101.207250.000000.00000
1952023.02.28 08:30modify540.101.207251.205751.21400
1962023.02.28 08:30modify530.101.204441.205751.21400
1972023.02.28 08:30modify520.101.199001.205751.21400
1982023.02.28 12:55buy550.101.210550.000000.00000
1992023.02.28 12:55modify550.101.210551.204251.21400
2002023.02.28 12:55modify540.101.207251.204251.21400
2012023.02.28 12:55modify530.101.204441.204251.21400
2022023.02.28 12:55modify520.101.199001.204251.21400
2032023.02.28 15:15t/p520.101.214001.204251.21400149.0111068.73
2042023.02.28 15:15t/p530.101.214001.204251.2140095.1111163.84
2052023.02.28 15:15t/p540.101.214001.204251.2140067.5011231.34
2062023.02.28 15:15t/p550.101.214001.204251.2140034.5011265.84
2072023.03.09 12:00sell560.101.188860.000000.00000
2082023.03.09 12:00modify560.101.188861.202861.17386
2092023.03.10 13:30s/l560.101.202861.202861.17386-139.8511125.98
2102023.03.20 12:00sell570.101.223110.000000.00000
2112023.03.20 12:00modify570.101.223111.237111.20811
2122023.03.21 16:40sell580.101.217840.000000.00000
2132023.03.21 16:40modify580.101.217841.221611.20811
2142023.03.21 16:40modify570.101.223111.221611.20811
2152023.03.21 18:40s/l570.101.221611.221611.2081115.1511141.13
2162023.03.21 18:40s/l580.101.221611.221611.20811-37.7011103.43
2172023.03.24 12:00buy590.101.222140.000000.00000
2182023.03.24 12:00modify590.101.222141.208141.23714
2192023.03.27 11:40buy600.101.227590.000000.00000
2202023.03.27 11:40modify600.101.227591.223641.23714
2212023.03.27 11:40modify590.101.222141.223641.23714
2222023.03.28 00:20buy610.101.230610.000000.00000
2232023.03.28 00:20modify610.101.230611.228891.23714
2242023.03.28 00:20modify600.101.227591.228891.23714
2252023.03.28 00:20modify590.101.222141.228891.23714
2262023.03.28 08:40s/l590.101.228891.228891.2371466.5111169.94
2272023.03.28 08:40s/l600.101.228891.228891.2371412.5111182.44
2282023.03.28 08:40s/l610.101.228891.228891.23714-17.2011165.24
2292023.04.10 16:00buy620.101.236000.000000.00000
2302023.04.10 16:00modify620.101.236001.222001.25100
2312023.04.11 03:30buy630.101.241320.000000.00000
2322023.04.11 03:30modify630.101.241321.237501.25100
2332023.04.11 03:30modify620.101.236001.237501.25100
2342023.04.11 09:30buy640.101.244510.000000.00000
2352023.04.11 09:30modify640.101.244511.242751.25100
2362023.04.11 09:30modify630.101.241321.242751.25100
2372023.04.11 09:30modify620.101.236001.242751.25100
2382023.04.11 11:40s/l620.101.242751.242751.2510067.0111232.25
2392023.04.11 11:40s/l630.101.242751.242751.2510014.3011246.55
2402023.04.11 11:40s/l640.101.242751.242751.25100-17.6011228.95
2412023.04.14 16:00buy650.101.241880.000000.00000
2422023.04.14 16:00modify650.101.241881.227881.25688
2432023.04.19 07:50buy660.101.247320.000000.00000
2442023.04.19 07:50modify660.101.247321.243381.25688
2452023.04.19 07:50modify650.101.241881.243381.25688
2462023.04.19 08:40s/l650.101.243381.243381.2568813.5211242.46
2472023.04.19 08:40s/l660.101.243381.243381.25688-39.4011203.06
2482023.04.28 16:00sell670.101.258010.000000.00000
2492023.04.28 16:00modify670.101.258011.272011.24301
2502023.05.01 08:30sell680.101.252540.000000.00000
2512023.05.01 08:30modify680.101.252541.256511.24301
2522023.05.01 08:30modify670.101.258011.256511.24301
2532023.05.02 02:40sell690.101.249670.000000.00000
2542023.05.02 02:40modify690.101.249671.251261.24301
2552023.05.02 02:40modify680.101.252541.251261.24301
2562023.05.02 02:40modify670.101.258011.251261.24301
2572023.05.02 07:05s/l670.101.251261.251261.2430167.7911270.86
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2592023.05.02 07:05s/l690.101.251261.251261.24301-15.9011267.90
2602023.05.05 08:00sell700.101.261000.000000.00000
2612023.05.05 08:00modify700.101.261001.275001.24600
2622023.05.11 13:06sell710.101.255710.000000.00000
2632023.05.11 13:06modify710.101.255711.259501.24600
2642023.05.11 13:06modify700.101.261001.259501.24600
2652023.05.11 15:40sell720.101.249620.000000.00000
2662023.05.11 15:40modify720.101.249621.255751.24600
2672023.05.11 15:40modify710.101.255711.255751.24600
2682023.05.11 15:40modify700.101.261001.255751.24600
2692023.05.12 08:35sell730.101.252740.000000.00000
2702023.05.12 08:35modify730.101.252741.254251.24600
2712023.05.12 08:40modify730.101.252741.255751.24600
2722023.05.12 16:30t/p700.101.246001.255751.24600151.0211418.93
2732023.05.12 16:30t/p710.101.246001.255751.2460097.2511516.17
2742023.05.12 16:30t/p720.101.246001.255751.2460036.3511552.52
2752023.05.12 16:30t/p730.101.246001.255751.2460067.4011619.92
2762023.05.17 08:00buy740.101.242430.000000.00000
2772023.05.17 08:00modify740.101.242431.228431.25743
2782023.05.17 12:50buy750.101.247790.000000.00000
2792023.05.17 12:50modify750.101.247791.243931.25743
2802023.05.17 12:50modify740.101.242431.243931.25743
2812023.05.17 16:50buy760.101.250740.000000.00000
2822023.05.17 16:50modify760.101.250741.249181.25743
2832023.05.17 16:50modify750.101.247791.249181.25743
2842023.05.17 16:50modify740.101.242431.249181.25743
2852023.05.17 18:30s/l740.101.249181.249181.2574367.5011687.42
2862023.05.17 18:30s/l750.101.249181.249181.2574313.9011701.32
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2882023.05.23 12:00buy770.101.238610.000000.00000
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2902023.05.24 04:40buy780.101.243960.000000.00000
2912023.05.24 04:40modify780.101.243961.240111.25361
2922023.05.24 04:40modify770.101.238611.240111.25361
2932023.05.24 06:50buy790.101.246890.000000.00000
2942023.05.24 06:50modify790.101.246891.245361.25361
2952023.05.24 06:50modify780.101.243961.245361.25361
2962023.05.24 06:50modify770.101.238611.245361.25361
2972023.05.24 07:00s/l770.101.245361.245361.2536167.0111752.73
2982023.05.24 07:00s/l780.101.245361.245361.2536114.0011766.73
2992023.05.24 07:00s/l790.101.245361.245361.25361-15.3011751.43
3002023.05.30 12:00sell800.101.243440.000000.00000
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3022023.05.31 03:40sell810.101.238170.000000.00000
3032023.05.31 03:40modify810.101.238171.241941.22844
3042023.05.31 03:40modify800.101.243441.241941.22844
3052023.05.31 08:55sell820.101.235180.000000.00000
3062023.05.31 08:55modify820.101.235181.236691.22844
3072023.05.31 08:55modify810.101.238171.236691.22844
3082023.05.31 08:55modify800.101.243441.236691.22844
3092023.05.31 09:30s/l800.101.236691.236691.2284467.6511819.07
3102023.05.31 09:30s/l810.101.236691.236691.2284414.8011833.87
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