Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 test2617Ticks modelled79780Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2013.02Gross profit2338.26Gross loss-325.24
Profit factor7.19Expected payoff49.10
Absolute drawdown12.40Maximal drawdown243.00 (2.33%)Relative drawdown2.33% (243.00)
Total trades41Short positions (won %)20 (75.00%)Long positions (won %)21 (61.90%)
Profit trades (% of total)28 (68.29%)Loss trades (% of total)13 (31.71%)
Largestprofit trade150.29loss trade-100.99
Averageprofit trade83.51loss trade-25.02
Maximumconsecutive wins (profit in money)16 (1393.42)consecutive losses (loss in money)3 (-117.90)
Maximalconsecutive profit (count of wins)1393.42 (16)consecutive loss (count of losses)-117.90 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.01 16:00buy10.101.204930.000000.00000
22022.07.01 16:00modify10.101.204931.194931.21993
32022.07.03 22:30buy20.101.211890.000000.00000
42022.07.03 22:30modify20.101.211891.205681.21993
52022.07.03 22:30modify10.101.204931.205681.21993
62022.07.04 09:25buy30.101.213190.000000.00000
72022.07.04 09:25modify30.101.213191.211681.21993
82022.07.04 09:25modify20.101.211891.211681.21993
92022.07.04 09:25modify10.101.204931.211681.21993
102022.07.04 09:40s/l10.101.211681.211681.2199367.0110067.01
112022.07.04 09:40s/l20.101.211681.211681.21993-2.5910064.41
122022.07.04 09:40s/l30.101.211681.211681.21993-15.1010049.31
132022.07.14 16:00buy40.101.182860.000000.00000
142022.07.14 16:00modify40.101.182861.172861.19786
152022.07.18 04:25buy50.101.189710.000000.00000
162022.07.18 04:25modify50.101.189711.183611.19786
172022.07.18 04:25modify40.101.182861.183611.19786
182022.07.18 06:40buy60.101.191200.000000.00000
192022.07.18 06:40modify60.101.191201.189611.19786
202022.07.18 06:40modify50.101.189711.189611.19786
212022.07.18 06:40modify40.101.182861.189611.19786
222022.07.18 09:40t/p40.101.197861.189611.19786149.0110198.32
232022.07.18 09:40t/p50.101.197861.189611.1978681.5010279.82
242022.07.18 09:40t/p60.101.197861.189611.1978666.6010346.42
252022.08.12 16:00buy70.101.213290.000000.00000
262022.08.12 16:00modify70.101.213291.203291.22829
272022.08.16 07:05s/l70.101.203291.203291.22829-100.9910245.43
282022.08.29 08:00buy80.101.167550.000000.00000
292022.08.29 08:00modify80.101.167551.157551.18255
302022.08.30 07:50buy90.101.174380.000000.00000
312022.08.30 07:50modify90.101.174381.168301.18255
322022.08.30 07:50modify80.101.167551.168301.18255
332022.08.30 09:05buy100.101.176010.000000.00000
342022.08.30 09:05modify100.101.176011.174301.18255
352022.08.30 09:05modify90.101.174381.174301.18255
362022.08.30 09:05modify80.101.167551.174301.18255
372022.08.30 09:30s/l80.101.174301.174301.1825567.0110312.44
382022.08.30 09:30s/l90.101.174301.174301.18255-0.8010311.64
392022.08.30 09:30s/l100.101.174301.174301.18255-17.1010294.54
402022.09.21 12:00buy110.101.133880.000000.00000
412022.09.21 12:00modify110.101.133881.123881.14888
422022.09.21 18:15s/l110.101.123881.123881.14888-100.0010194.54
432022.10.13 20:00sell120.101.131590.000000.00000
442022.10.13 20:00modify120.101.131591.141591.11659
452022.10.14 10:55sell130.101.124680.000000.00000
462022.10.14 10:55modify130.101.124681.130841.11659
472022.10.14 10:55modify120.101.131591.130841.11659
482022.10.14 14:15t/p120.101.116591.130841.11659150.1510344.68
492022.10.14 14:15t/p130.101.116591.130841.1165980.9010425.58
502022.10.26 12:00sell140.101.156300.000000.00000
512022.10.26 12:00modify140.101.156301.166301.14130
522022.10.31 13:50sell150.101.147870.000000.00000
532022.10.31 13:50modify150.101.147871.149551.14130
542022.10.31 13:50modify140.101.156301.149551.14130
552022.10.31 14:20s/l140.101.149551.149551.1413068.2310493.81
562022.10.31 14:20s/l150.101.149551.149551.14130-16.8010477.01
572022.11.23 20:00sell160.101.206480.000000.00000
582022.11.23 20:00modify160.101.206481.216481.19148
592022.11.28 18:20sell170.101.199490.000000.00000
602022.11.28 18:20modify170.101.199491.205731.19148
612022.11.28 18:20modify160.101.206481.205731.19148
622022.11.28 19:20sell180.101.196690.000000.00000
632022.11.28 19:20modify180.101.196691.198981.19148
642022.11.28 19:20modify170.101.199491.198981.19148
652022.11.28 19:20modify160.101.206481.198981.19148
662022.11.29 01:40s/l160.101.198981.198981.1914875.8810552.89
672022.11.29 01:40s/l170.101.198981.198981.191485.2510558.14
682022.11.29 01:40s/l180.101.198981.198981.19148-22.7510535.38
692022.12.01 20:00sell190.101.225870.000000.00000
702022.12.01 20:00modify190.101.225871.235871.21087
712022.12.05 17:25sell200.101.217590.000000.00000
722022.12.05 17:25modify200.101.217591.219121.21087
732022.12.05 17:25modify190.101.225871.219121.21087
742022.12.05 17:30s/l190.101.219121.219121.2108767.7910603.18
752022.12.05 17:30s/l200.101.219121.219121.21087-15.3010587.88
762023.02.24 20:00buy210.101.194610.000000.00000
772023.02.24 20:00modify210.101.194611.184611.20961
782023.02.27 13:30buy220.101.201380.000000.00000
792023.02.27 13:30modify220.101.201381.195361.20961
802023.02.27 13:30modify210.101.194611.195361.20961
812023.02.27 17:20buy230.101.204440.000000.00000
822023.02.27 17:20modify230.101.204441.202111.20961
832023.02.27 17:20modify220.101.201381.202111.20961
842023.02.27 17:20modify210.101.194611.202111.20961
852023.02.28 09:15t/p210.101.209611.202111.20961149.0110736.89
862023.02.28 09:15t/p220.101.209611.202111.2096181.8110818.69
872023.02.28 09:15t/p230.101.209611.202111.2096151.2110869.90
882023.03.08 08:00buy240.101.182740.000000.00000
892023.03.08 08:00modify240.101.182741.172741.19774
902023.03.09 11:20buy250.101.189660.000000.00000
912023.03.09 11:20modify250.101.189661.183491.19774
922023.03.09 11:20modify240.101.182741.183491.19774
932023.03.09 13:50buy260.101.191090.000000.00000
942023.03.09 13:50modify260.101.191091.189491.19774
952023.03.09 13:50modify250.101.189661.189491.19774
962023.03.09 13:50modify240.101.182741.189491.19774
972023.03.09 14:30buy270.101.192560.000000.00000
982023.03.09 14:30modify270.101.192561.190241.19774
992023.03.09 14:30modify260.101.191091.190241.19774
1002023.03.09 14:30modify250.101.189661.190241.19774
1012023.03.09 14:30modify240.101.182741.190241.19774
1022023.03.10 09:30t/p240.101.197741.190241.19774148.0211017.92
1032023.03.10 09:30t/p250.101.197741.190241.1977480.3111098.22
1042023.03.10 09:30t/p260.101.197741.190241.1977466.0111164.23
1052023.03.10 09:30t/p270.101.197741.190241.1977451.3111215.53
1062023.04.13 20:00sell280.101.252440.000000.00000
1072023.04.13 20:00modify280.101.252441.262441.23744
1082023.04.14 14:06sell290.101.245520.000000.00000
1092023.04.14 14:06modify290.101.245521.251691.23744
1102023.04.14 14:06modify280.101.252441.251691.23744
1112023.04.14 15:10sell300.101.243960.000000.00000
1122023.04.14 15:10modify300.101.243961.245691.23744
1132023.04.14 15:10modify290.101.245521.245691.23744
1142023.04.14 15:10modify280.101.252441.245691.23744
1152023.04.17 12:20sell310.101.242680.000000.00000
1162023.04.17 12:20modify310.101.242681.244941.23744
1172023.04.17 12:20modify300.101.243961.244941.23744
1182023.04.17 12:20modify290.101.245521.244941.23744
1192023.04.17 12:20modify280.101.252441.244941.23744
1202023.04.17 14:30t/p280.101.237441.244941.23744150.2911365.83
1212023.04.17 14:30t/p290.101.237441.244941.2374480.9511446.77
1222023.04.17 14:30t/p300.101.237441.244941.2374465.3511512.12
1232023.04.17 14:30t/p310.101.237441.244941.2374452.4011564.52
1242023.06.01 20:00sell320.101.253000.000000.00000
1252023.06.01 20:00modify320.101.253001.263001.23800
1262023.06.02 16:20sell330.101.246040.000000.00000
1272023.06.02 16:20modify330.101.246041.252251.23800
1282023.06.02 16:20modify320.101.253001.252251.23800
1292023.06.02 17:15sell340.101.244740.000000.00000
1302023.06.02 17:15modify340.101.244741.246251.23800
1312023.06.02 17:15modify330.101.246041.246251.23800
1322023.06.02 17:15modify320.101.253001.246251.23800
1332023.06.04 23:30sell350.101.243060.000000.00000
1342023.06.04 23:30modify350.101.243061.245501.23800
1352023.06.04 23:30modify340.101.244741.245501.23800
1362023.06.04 23:30modify330.101.246041.245501.23800
1372023.06.04 23:30modify320.101.253001.245501.23800
1382023.06.05 12:30t/p320.101.238001.245501.23800150.2911714.81
1392023.06.05 12:30t/p330.101.238001.245501.2380080.5511795.36
1402023.06.05 12:30t/p340.101.238001.245501.2380067.5511862.90
1412023.06.05 12:30t/p350.101.238001.245501.2380050.7511913.65
1422023.06.09 20:00sell360.101.257670.000000.00000
1432023.06.09 20:00modify360.101.257671.267671.24267
1442023.06.12 14:50sell370.101.250720.000000.00000
1452023.06.12 14:50modify370.101.250721.256921.24267
1462023.06.12 14:50modify360.101.257671.256921.24267
1472023.06.12 16:55sell380.101.249390.000000.00000
1482023.06.12 16:55modify380.101.249391.250921.24267
1492023.06.12 16:55modify370.101.250721.250921.24267
1502023.06.12 16:55modify360.101.257671.250921.24267
1512023.06.12 18:40s/l360.101.250921.250921.2426767.6511981.30
1522023.06.12 18:40s/l370.101.250921.250921.24267-2.0011979.30
1532023.06.12 18:40s/l380.101.250921.250921.24267-15.3011964.00
1542023.06.28 20:00buy390.101.264400.000000.00000
1552023.06.28 20:00modify390.101.264401.254401.27940
1562023.06.30 13:40buy400.101.271200.000000.00000
1572023.06.30 13:40modify400.101.271201.265151.27940
1582023.06.30 13:40modify390.101.264401.265151.27940
1592023.06.30 14:46buy410.101.272750.000000.00000
1602023.06.30 14:46modify410.101.272751.271151.27940
1612023.06.30 14:46modify400.101.271201.271151.27940
1622023.06.30 14:46modify390.101.264401.271151.27940
1632023.06.30 15:30s/l390.101.271151.271151.2794065.5212029.52
1642023.06.30 15:30s/l400.101.271151.271151.27940-0.5012029.02
1652023.06.30 15:30s/l410.101.271151.271151.27940-16.0012013.02