Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2022.07.01 00:00 - 2023.06.30 20:59 (2022.07.01 - 2023.07.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 test7256Ticks modelled13512Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1064.90Gross profit2771.98Gross loss-1707.08
Profit factor1.62Expected payoff15.43
Absolute drawdown134.75Maximal drawdown544.93 (5.23%)Relative drawdown5.23% (544.93)
Total trades69Short positions (won %)35 (42.86%)Long positions (won %)34 (47.06%)
Profit trades (% of total)31 (44.93%)Loss trades (% of total)38 (55.07%)
Largestprofit trade150.73loss trade-93.46
Averageprofit trade89.42loss trade-44.92
Maximumconsecutive wins (profit in money)5 (523.92)consecutive losses (loss in money)5 (-451.69)
Maximalconsecutive profit (count of wins)523.92 (5)consecutive loss (count of losses)-451.69 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 14:00buy10.101.201010.000000.00000
22022.07.01 14:00modify10.101.201011.192011.21601
32022.07.04 12:00t/p10.101.216011.192011.21601149.5110149.51
42022.07.04 13:00sell20.101.215290.000000.00000
52022.07.04 13:00modify20.101.215291.224291.20029
62022.07.05 12:00t/p20.101.200291.224291.20029150.1510299.65
72022.07.05 16:00buy30.101.193670.000000.00000
82022.07.05 16:00modify30.101.193671.184671.20867
92022.07.12 07:00s/l30.101.184671.184671.20867-93.4610206.19
102022.07.18 09:00sell40.101.194570.000000.00000
112022.07.18 09:00modify40.101.194571.203571.17957
122022.07.18 15:00s/l40.101.203571.203571.17957-90.0010116.19
132022.07.19 10:00sell50.101.201740.000000.00000
142022.07.19 10:00modify50.101.201741.210741.18674
152022.07.21 08:00sell60.101.194150.000000.00000
162022.07.21 08:00modify60.101.194151.196491.18674
172022.07.21 08:00sell70.101.194150.000000.00000
182022.07.21 08:00modify70.101.194151.196491.18674
192022.07.21 08:00modify50.101.201741.196491.18674
202022.07.21 11:00s/l50.101.196491.196491.1867453.0910169.27
212022.07.21 11:00s/l60.101.196491.196491.18674-23.4010145.87
222022.07.21 11:00s/l70.101.196491.196491.18674-23.4010122.47
232022.07.25 14:00sell80.101.206850.000000.00000
242022.07.25 14:00modify80.101.206851.215851.19185
252022.07.26 11:00sell90.101.199940.000000.00000
262022.07.26 11:00modify90.101.199941.201601.19185
272022.07.26 11:00modify80.101.206851.201601.19185
282022.07.26 14:00s/l80.101.201601.201601.1918552.6510175.12
292022.07.26 14:00s/l90.101.201601.201601.19185-16.6010158.52
302022.08.01 11:00sell100.101.224250.000000.00000
312022.08.01 11:00modify100.101.224251.233251.20925
322022.08.02 20:00sell110.101.216730.000000.00000
332022.08.02 20:00modify110.101.216731.219001.20925
342022.08.02 20:00sell120.101.216730.000000.00000
352022.08.02 20:00modify120.101.216731.219001.20925
362022.08.02 20:00modify100.101.224251.219001.20925
372022.08.03 04:00s/l100.101.219001.219001.2092552.7910211.31
382022.08.03 04:00s/l110.101.219001.219001.20925-22.5510188.76
392022.08.03 04:00s/l120.101.219001.219001.20925-22.5510166.20
402022.08.10 16:00sell130.101.224310.000000.00000
412022.08.10 16:00modify130.101.224311.233311.20931
422022.08.15 08:00t/p130.101.209311.233311.20931150.7310316.94
432022.09.09 09:00sell140.101.162900.000000.00000
442022.09.09 09:00modify140.101.162901.171901.14790
452022.09.13 07:00s/l140.101.171901.171901.14790-89.7110227.23
462022.09.13 14:00buy150.101.156840.000000.00000
472022.09.13 14:00modify150.101.156841.147841.17184
482022.09.15 13:00s/l150.101.147841.147841.17184-91.9810135.25
492022.09.23 12:00buy160.101.105810.000000.00000
502022.09.23 12:00modify160.101.105811.096811.12081
512022.09.23 15:00s/l160.101.096811.096811.12081-90.0010045.25
522022.09.23 16:00buy170.101.092270.000000.00000
532022.09.23 16:00modify170.101.092271.083271.10727
542022.09.25 21:00s/l170.101.083271.083271.10727-90.009955.25
552022.09.29 18:00sell180.101.105150.000000.00000
562022.09.29 18:00modify180.101.105151.114151.09015
572022.09.29 23:00s/l180.101.114151.114151.09015-90.009865.25
582022.10.11 17:00sell190.101.116080.000000.00000
592022.10.11 17:00modify190.101.116081.125081.10108
602022.10.11 20:00t/p190.101.101081.125081.10108150.0010015.25
612022.10.17 16:00sell200.101.142460.000000.00000
622022.10.17 16:00modify200.101.142461.151461.12746
632022.10.17 20:00sell210.101.134870.000000.00000
642022.10.17 20:00modify210.101.134871.137211.12746
652022.10.17 20:00sell220.101.134870.000000.00000
662022.10.17 20:00modify220.101.134871.137211.12746
672022.10.17 20:00modify200.101.142461.137211.12746
682022.10.17 23:00sell230.101.135560.000000.00000
692022.10.17 23:00modify230.101.135561.137211.12746
702022.10.18 04:00s/l200.101.137211.137211.1274652.6510067.90
712022.10.18 04:00s/l210.101.137211.137211.12746-23.2510044.64
722022.10.18 04:00s/l220.101.137211.137211.12746-23.2510021.39
732022.10.18 04:00s/l230.101.137211.137211.12746-16.3510005.03
742022.10.21 11:00buy240.101.112510.000000.00000
752022.10.21 11:00modify240.101.112511.103511.12751
762022.10.21 16:00t/p240.101.127511.103511.12751150.0010155.03
772022.11.03 14:00buy250.101.117900.000000.00000
782022.11.03 14:00modify250.101.117901.108901.13290
792022.11.04 15:00t/p250.101.132901.108901.13290149.5110304.54
802022.12.27 16:00buy260.101.202350.000000.00000
812022.12.27 16:00modify260.101.202351.193351.21735
822022.12.30 18:00buy270.101.210140.000000.00000
832022.12.30 18:00modify270.101.210141.207601.21735
842022.12.30 18:00buy280.101.210140.000000.00000
852022.12.30 18:00modify280.101.210141.207601.21735
862022.12.30 18:00modify260.101.202351.207601.21735
872022.12.30 19:00s/l260.101.207601.207601.2173550.0310354.57
882022.12.30 19:00s/l270.101.207601.207601.21735-25.4010329.17
892022.12.30 19:00s/l280.101.207601.207601.21735-25.4010303.77
902023.01.03 10:00buy290.101.192620.000000.00000
912023.01.03 10:00modify290.101.192621.183621.20762
922023.01.03 14:00buy300.101.199560.000000.00000
932023.01.03 14:00modify300.101.199561.197871.20762
942023.01.03 14:00modify290.101.192621.197871.20762
952023.01.03 17:00s/l290.101.197871.197871.2076252.5010356.27
962023.01.03 17:00s/l300.101.197871.197871.20762-16.9010339.37
972023.01.18 13:00sell310.101.236900.000000.00000
982023.01.18 13:00modify310.101.236901.245901.22190
992023.01.25 11:00sell320.101.230130.000000.00000
1002023.01.25 11:00modify320.101.230131.231651.22190
1012023.01.25 11:00modify310.101.236901.231651.22190
1022023.01.25 13:00s/l310.101.231651.231651.2219053.5210392.89
1032023.01.25 13:00s/l320.101.231651.231651.22190-15.2010377.69
1042023.02.03 18:00buy330.101.207700.000000.00000
1052023.02.03 18:00modify330.101.207701.198701.22270
1062023.02.07 09:00s/l330.101.198701.198701.22270-90.9910286.70
1072023.02.07 13:00buy340.101.198860.000000.00000
1082023.02.07 13:00modify340.101.198861.189861.21386
1092023.02.08 00:00buy350.101.205640.000000.00000
1102023.02.08 00:00modify350.101.205641.204111.21386
1112023.02.08 00:00modify340.101.198861.204111.21386
1122023.02.08 03:00s/l340.101.204111.204111.2138652.0110338.71
1132023.02.08 03:00s/l350.101.204111.204111.21386-15.3010323.41
1142023.02.09 12:00sell360.101.214750.000000.00000
1152023.02.09 12:00modify360.101.214751.223751.19975
1162023.02.14 14:00s/l360.101.223751.223751.19975-89.5610233.84
1172023.02.14 14:00sell370.101.220930.000000.00000
1182023.02.14 14:00modify370.101.220931.229931.20593
1192023.02.15 12:00t/p370.101.205931.229931.20593150.1510383.99
1202023.02.15 16:00buy380.101.200500.000000.00000
1212023.02.15 16:00modify380.101.200501.191501.21550
1222023.02.17 09:00s/l380.101.191501.191501.21550-91.9810292.01
1232023.02.21 13:00sell390.101.210860.000000.00000
1242023.02.21 13:00modify390.101.210861.219861.19586
1252023.02.24 14:00t/p390.101.195861.219861.19586150.7310442.74
1262023.02.24 17:00buy400.101.194800.000000.00000
1272023.02.24 17:00modify400.101.194801.185801.20980
1282023.02.27 15:00buy410.101.202370.000000.00000
1292023.02.27 15:00modify410.101.202371.200051.20980
1302023.02.27 15:00buy420.101.202370.000000.00000
1312023.02.27 15:00modify420.101.202371.200051.20980
1322023.02.27 15:00modify400.101.194801.200051.20980
1332023.02.28 11:00t/p400.101.209801.200051.20980149.0110591.75
1342023.02.28 11:00t/p410.101.209801.200051.2098073.8110665.56
1352023.02.28 11:00t/p420.101.209801.200051.2098073.8110739.36
1362023.03.13 17:00sell430.101.215790.000000.00000
1372023.03.13 17:00modify430.101.215791.224791.20079
1382023.03.20 14:00s/l430.101.224791.224791.20079-88.9810650.39
1392023.04.04 11:00sell440.101.250380.000000.00000
1402023.04.04 11:00modify440.101.250381.259381.23538
1412023.04.06 23:00sell450.101.243460.000000.00000
1422023.04.06 23:00modify450.101.243461.245131.23538
1432023.04.06 23:00modify440.101.250381.245131.23538
1442023.04.07 03:00s/l440.101.245131.245131.2353853.2310703.62
1452023.04.07 03:00s/l450.101.245131.245131.23538-16.5510687.06
1462023.04.10 14:00buy460.101.235790.000000.00000
1472023.04.10 14:00modify460.101.235791.226791.25079
1482023.04.11 08:00buy470.101.242690.000000.00000
1492023.04.11 08:00modify470.101.242691.241041.25079
1502023.04.11 08:00modify460.101.235791.241041.25079
1512023.04.11 13:00buy480.101.243430.000000.00000
1522023.04.11 13:00modify480.101.243431.241041.25079
1532023.04.11 13:00buy490.101.243430.000000.00000
1542023.04.11 13:00modify490.101.243431.241041.25079
1552023.04.11 16:00s/l460.101.241041.241041.2507952.0110739.07
1562023.04.11 16:00s/l470.101.241041.241041.25079-16.5010722.57
1572023.04.11 16:00s/l480.101.241041.241041.25079-23.9010698.67
1582023.04.11 16:00s/l490.101.241041.241041.25079-23.9010674.77
1592023.04.18 10:00sell500.101.243410.000000.00000
1602023.04.18 10:00modify500.101.243411.252411.22841
1612023.04.28 15:00s/l500.101.252411.252411.22841-88.2510586.53
1622023.04.28 17:00sell510.101.257410.000000.00000
1632023.04.28 17:00modify510.101.257411.266411.24241
1642023.05.02 04:00sell520.101.249720.000000.00000
1652023.05.02 04:00modify520.101.249721.252161.24241
1662023.05.02 04:00sell530.101.249720.000000.00000
1672023.05.02 04:00modify530.101.249721.252161.24241
1682023.05.02 04:00modify510.101.257411.252161.24241
1692023.05.03 08:00s/l510.101.252161.252161.2424152.9410639.46
1702023.05.03 08:00s/l520.101.252161.252161.24241-24.2510615.21
1712023.05.03 08:00s/l530.101.252161.252161.24241-24.2510590.96
1722023.05.12 18:00buy540.101.245760.000000.00000
1732023.05.12 18:00modify540.101.245761.236761.26076
1742023.05.15 16:00buy550.101.252690.000000.00000
1752023.05.15 16:00modify550.101.252691.251011.26076
1762023.05.15 16:00modify540.101.245761.251011.26076
1772023.05.15 17:00buy560.101.253550.000000.00000
1782023.05.15 17:00modify560.101.253551.251011.26076
1792023.05.15 17:00buy570.101.253550.000000.00000
1802023.05.15 17:00modify570.101.253551.251011.26076
1812023.05.16 06:00s/l540.101.251011.251011.2607651.5110642.47
1822023.05.16 06:00s/l550.101.251011.251011.26076-17.2910625.17
1832023.05.16 06:00s/l560.101.251011.251011.26076-25.8910599.28
1842023.05.16 06:00s/l570.101.251011.251011.26076-25.8910573.38
1852023.05.17 09:00buy580.101.242990.000000.00000
1862023.05.17 09:00modify580.101.242991.233991.25799
1872023.05.17 17:00buy590.101.250700.000000.00000
1882023.05.17 17:00modify590.101.250701.248241.25799
1892023.05.17 17:00buy600.101.250700.000000.00000
1902023.05.17 17:00modify600.101.250701.248241.25799
1912023.05.17 17:00modify580.101.242991.248241.25799
1922023.05.17 22:00s/l580.101.248241.248241.2579952.5010625.88
1932023.05.17 22:00s/l590.101.248241.248241.25799-24.6010601.28
1942023.05.17 22:00s/l600.101.248241.248241.25799-24.6010576.68
1952023.06.01 17:00sell610.101.253240.000000.00000
1962023.06.01 17:00modify610.101.253241.262241.23824
1972023.06.05 12:00t/p610.101.238241.262241.23824150.2910726.98
1982023.06.12 17:00buy620.101.249700.000000.00000
1992023.06.12 17:00modify620.101.249701.240701.26470
2002023.06.13 07:00buy630.101.256530.000000.00000
2012023.06.13 07:00modify630.101.256531.254951.26470
2022023.06.13 07:00modify620.101.249701.254951.26470
2032023.06.13 12:00buy640.101.257480.000000.00000
2042023.06.13 12:00modify640.101.257481.254951.26470
2052023.06.13 12:00buy650.101.257480.000000.00000
2062023.06.13 12:00modify650.101.257481.254951.26470
2072023.06.14 11:00t/p620.101.264701.254951.26470149.0110875.99
2082023.06.14 11:00t/p630.101.264701.254951.2647081.2110957.19
2092023.06.14 11:00t/p640.101.264701.254951.2647071.7111028.90
2102023.06.14 11:00t/p650.101.264701.254951.2647071.7111100.60
2112023.06.14 16:00sell660.101.269390.000000.00000
2122023.06.14 16:00modify660.101.269391.278391.25439
2132023.06.15 18:00s/l660.101.278391.278391.25439-89.5611011.04
2142023.06.15 18:00sell670.101.277280.000000.00000
2152023.06.15 18:00modify670.101.277281.286281.26228
2162023.06.27 01:00sell680.101.270490.000000.00000
2172023.06.27 01:00modify680.101.270491.272031.26228
2182023.06.27 01:00modify670.101.277281.272031.26228
2192023.06.27 02:00s/l670.101.272031.272031.2622853.9611065.00
2202023.06.27 02:00s/l680.101.272031.272031.26228-15.4011049.60
2212023.06.30 16:00sell690.101.270850.000000.00000
2222023.06.30 16:00modify690.101.270851.279851.25585
2232023.06.30 20:59close at stop690.101.269321.279851.2558515.3011064.90