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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1917Ticks modelled44825700Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1020.55Gross profit1566.39Gross loss-545.84
Profit factor2.87Expected payoff20.01
Absolute drawdown12.40Maximal drawdown228.97 (2.16%)Relative drawdown2.16% (228.97)
Total trades51Short positions (won %)25 (52.00%)Long positions (won %)26 (50.00%)
Profit trades (% of total)26 (50.98%)Loss trades (% of total)25 (49.02%)
Largestprofit trade150.29loss trade-100.99
Averageprofit trade60.25loss trade-21.83
Maximumconsecutive wins (profit in money)5 (420.88)consecutive losses (loss in money)3 (-115.59)
Maximalconsecutive profit (count of wins)420.88 (5)consecutive loss (count of losses)-115.59 (3)
Averageconsecutive wins2consecutive 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 22:09buy20.101.211690.000000.00000
42022.07.03 22:09modify20.101.211691.205681.21993
52022.07.03 22:09modify10.101.204931.205681.21993
62022.07.04 09:33buy30.101.213180.000000.00000
72022.07.04 09:33modify30.101.213181.211681.21993
82022.07.04 09:33modify20.101.211691.211681.21993
92022.07.04 09:33modify10.101.204931.211681.21993
102022.07.04 11:05buy40.101.214680.000000.00000
112022.07.04 11:05modify40.101.214681.212431.21993
122022.07.04 11:05modify30.101.213181.212431.21993
132022.07.04 11:05modify20.101.211691.212431.21993
142022.07.04 11:05modify10.101.204931.212431.21993
152022.07.04 14:17s/l10.101.212431.212431.2199374.5110074.51
162022.07.04 14:17s/l20.101.212431.212431.219936.9110081.41
172022.07.04 14:17s/l30.101.212431.212431.21993-7.5010073.91
182022.07.04 14:17s/l40.101.212431.212431.21993-22.5010051.41
192022.07.14 16:00buy50.101.182860.000000.00000
202022.07.14 16:00modify50.101.182861.172861.19786
212022.07.18 01:14buy60.101.189620.000000.00000
222022.07.18 01:14modify60.101.189621.183611.19786
232022.07.18 01:14modify50.101.182861.183611.19786
242022.07.18 06:45buy70.101.191110.000000.00000
252022.07.18 06:45modify70.101.191111.189611.19786
262022.07.18 06:45modify60.101.189621.189611.19786
272022.07.18 06:45modify50.101.182861.189611.19786
282022.07.18 07:09buy80.101.192610.000000.00000
292022.07.18 07:09modify80.101.192611.190361.19786
302022.07.18 07:09modify70.101.191111.190361.19786
312022.07.18 07:09modify60.101.189621.190361.19786
322022.07.18 07:09modify50.101.182861.190361.19786
332022.07.18 09:46t/p50.101.197861.190361.19786149.0110200.42
342022.07.18 09:46t/p60.101.197861.190361.1978682.4010282.82
352022.07.18 09:46t/p70.101.197861.190361.1978667.5010350.32
362022.07.18 09:46t/p80.101.197861.190361.1978652.5010402.82
372022.08.12 16:00buy90.101.213290.000000.00000
382022.08.12 16:00modify90.101.213291.203291.22829
392022.08.16 07:01s/l90.101.203291.203291.22829-100.9910301.83
402022.08.29 08:00buy100.101.167550.000000.00000
412022.08.29 08:00modify100.101.167551.157551.18255
422022.08.29 14:16buy110.101.174310.000000.00000
432022.08.29 14:16modify110.101.174311.168301.18255
442022.08.29 14:16modify100.101.167551.168301.18255
452022.08.30 09:22buy120.101.175800.000000.00000
462022.08.30 09:22modify120.101.175801.174301.18255
472022.08.30 09:22modify110.101.174311.174301.18255
482022.08.30 09:22modify100.101.167551.174301.18255
492022.08.30 09:42s/l100.101.174301.174301.1825567.0110368.84
502022.08.30 09:42s/l110.101.174301.174301.18255-0.5910368.24
512022.08.30 09:42s/l120.101.174301.174301.18255-15.0010353.24
522022.09.21 12:00buy130.101.133880.000000.00000
532022.09.21 12:00modify130.101.133881.123881.14888
542022.09.21 18:01s/l130.101.123881.123881.14888-100.0010253.24
552022.10.13 20:00sell140.101.131590.000000.00000
562022.10.13 20:00modify140.101.131591.141591.11659
572022.10.14 09:26sell150.101.124810.000000.00000
582022.10.14 09:26modify150.101.124811.130841.11659
592022.10.14 09:26modify140.101.131591.130841.11659
602022.10.14 09:35sell160.101.123340.000000.00000
612022.10.14 09:35modify160.101.123341.124841.11659
622022.10.14 09:35modify150.101.124811.124841.11659
632022.10.14 09:35modify140.101.131591.124841.11659
642022.10.14 09:45s/l140.101.124841.124841.1165967.6510320.89
652022.10.14 09:45s/l150.101.124841.124841.11659-0.3010320.59
662022.10.14 09:45s/l160.101.124841.124841.11659-15.0010305.59
672022.10.26 12:00sell170.101.156300.000000.00000
682022.10.26 12:00modify170.101.156301.166301.14130
692022.10.31 13:29sell180.101.149550.000000.00000
702022.10.31 13:29modify180.101.149551.155551.14130
712022.10.31 13:29modify170.101.156301.155551.14130
722022.10.31 13:57sell190.101.148050.000000.00000
732022.10.31 13:57modify190.101.148051.149551.14130
742022.10.31 13:57modify180.101.149551.149551.14130
752022.10.31 13:57modify170.101.156301.149551.14130
762022.10.31 14:13s/l170.101.149551.149551.1413068.2310373.82
772022.10.31 14:13s/l180.101.149551.149551.141300.0010373.82
782022.10.31 14:13s/l190.101.149551.149551.14130-15.0010358.82
792022.11.23 20:00sell200.101.206480.000000.00000
802022.11.23 20:00modify200.101.206481.216481.19148
812022.11.28 18:04sell210.101.199720.000000.00000
822022.11.28 18:04modify210.101.199721.205731.19148
832022.11.28 18:04modify200.101.206481.205731.19148
842022.11.28 18:28sell220.101.198200.000000.00000
852022.11.28 18:28modify220.101.198201.199731.19148
862022.11.28 18:28modify210.101.199721.199731.19148
872022.11.28 18:28modify200.101.206481.199731.19148
882022.11.28 19:08sell230.101.196730.000000.00000
892022.11.28 19:08modify230.101.196731.198981.19148
902022.11.28 19:08modify220.101.198201.198981.19148
912022.11.28 19:08modify210.101.199721.198981.19148
922022.11.28 19:08modify200.101.206481.198981.19148
932022.11.29 01:44s/l200.101.198981.198981.1914875.8810434.70
942022.11.29 01:44s/l210.101.198981.198981.191487.5510442.24
952022.11.29 01:44s/l220.101.198981.198981.19148-7.6510434.59
962022.11.29 01:44s/l230.101.198981.198981.19148-22.3510412.24
972022.12.01 20:00sell240.101.225870.000000.00000
982022.12.01 20:00modify240.101.225871.235871.21087
992022.12.02 13:30sell250.101.219080.000000.00000
1002022.12.02 13:30modify250.101.219081.225121.21087
1012022.12.02 13:30modify240.101.225871.225121.21087
1022022.12.02 13:32sell260.101.217620.000000.00000
1032022.12.02 13:32modify260.101.217621.219121.21087
1042022.12.02 13:32modify250.101.219081.219121.21087
1052022.12.02 13:32modify240.101.225871.219121.21087
1062022.12.02 13:33sell270.101.216070.000000.00000
1072022.12.02 13:33modify270.101.216071.218371.21087
1082022.12.02 13:33modify260.101.217621.218371.21087
1092022.12.02 13:33modify250.101.219081.218371.21087
1102022.12.02 13:33modify240.101.225871.218371.21087
1112022.12.02 13:54s/l240.101.218371.218371.2108775.1510487.38
1122022.12.02 13:54s/l250.101.218371.218371.210877.1010494.48
1132022.12.02 13:54s/l260.101.218371.218371.21087-7.5010486.98
1142022.12.02 13:54s/l270.101.218371.218371.21087-23.0010463.98
1152023.02.24 20:00buy280.101.194610.000000.00000
1162023.02.24 20:00modify280.101.194611.184611.20961
1172023.02.27 13:42buy290.101.201370.000000.00000
1182023.02.27 13:42modify290.101.201371.195361.20961
1192023.02.27 13:42modify280.101.194611.195361.20961
1202023.02.27 14:28buy300.101.202860.000000.00000
1212023.02.27 14:28modify300.101.202861.201361.20961
1222023.02.27 14:28modify290.101.201371.201361.20961
1232023.02.27 14:28modify280.101.194611.201361.20961
1242023.02.27 15:15buy310.101.204380.000000.00000
1252023.02.27 15:15modify310.101.204381.202111.20961
1262023.02.27 15:15modify300.101.202861.202111.20961
1272023.02.27 15:15modify290.101.201371.202111.20961
1282023.02.27 15:15modify280.101.194611.202111.20961
1292023.02.27 15:52s/l280.101.202111.202111.2096174.5110538.49
1302023.02.27 15:52s/l290.101.202111.202111.209617.4010545.89
1312023.02.27 15:52s/l300.101.202111.202111.20961-7.5010538.39
1322023.02.27 15:52s/l310.101.202111.202111.20961-22.7010515.69
1332023.03.08 08:00buy320.101.182740.000000.00000
1342023.03.08 08:00modify320.101.182741.172741.19774
1352023.03.09 11:05buy330.101.189490.000000.00000
1362023.03.09 11:05modify330.101.189491.183491.19774
1372023.03.09 11:05modify320.101.182741.183491.19774
1382023.03.09 13:32buy340.101.191000.000000.00000
1392023.03.09 13:32modify340.101.191001.189491.19774
1402023.03.09 13:32modify330.101.189491.189491.19774
1412023.03.09 13:32modify320.101.182741.189491.19774
1422023.03.09 13:36s/l320.101.189491.189491.1977466.0210581.70
1432023.03.09 13:36s/l330.101.189491.189491.197740.0010581.70
1442023.03.09 13:36s/l340.101.189491.189491.19774-15.1010566.60
1452023.03.09 20:00sell350.101.190970.000000.00000
1462023.03.09 20:00modify350.101.190971.200971.17597
1472023.03.10 09:51s/l350.101.200971.200971.17597-99.8510466.75
1482023.04.13 20:00sell360.101.252440.000000.00000
1492023.04.13 20:00modify360.101.252441.262441.23744
1502023.04.14 14:00sell370.101.245610.000000.00000
1512023.04.14 14:00modify370.101.245611.251691.23744
1522023.04.14 14:00modify360.101.252441.251691.23744
1532023.04.14 14:00sell380.101.244160.000000.00000
1542023.04.14 14:00modify380.101.244161.245691.23744
1552023.04.14 14:00modify370.101.245611.245691.23744
1562023.04.14 14:00modify360.101.252441.245691.23744
1572023.04.14 14:01s/l360.101.245691.245691.2374467.6510534.40
1582023.04.14 14:01s/l370.101.245691.245691.23744-0.8010533.60
1592023.04.14 14:01s/l380.101.245691.245691.23744-15.3010518.30
1602023.04.14 20:00buy390.101.241890.000000.00000
1612023.04.14 20:00modify390.101.241891.231891.25689
1622023.04.24 17:45buy400.101.248700.000000.00000
1632023.04.24 17:45modify400.101.248701.242641.25689
1642023.04.24 17:45modify390.101.241891.242641.25689
1652023.04.24 23:30buy410.101.250140.000000.00000
1662023.04.24 23:30modify410.101.250141.248641.25689
1672023.04.24 23:30modify400.101.248701.248641.25689
1682023.04.24 23:30modify390.101.241891.248641.25689
1692023.04.25 02:42s/l390.101.248641.248641.2568963.0510581.34
1702023.04.25 02:42s/l400.101.248641.248641.25689-1.0910580.25
1712023.04.25 02:42s/l410.101.248641.248641.25689-15.4910564.75
1722023.06.01 20:00sell420.101.253000.000000.00000
1732023.06.01 20:00modify420.101.253001.263001.23800
1742023.06.02 15:46sell430.101.246250.000000.00000
1752023.06.02 15:46modify430.101.246251.252251.23800
1762023.06.02 15:46modify420.101.253001.252251.23800
1772023.06.02 17:06sell440.101.244750.000000.00000
1782023.06.02 17:06modify440.101.244751.246251.23800
1792023.06.02 17:06modify430.101.246251.246251.23800
1802023.06.02 17:06modify420.101.253001.246251.23800
1812023.06.04 23:10sell450.101.243250.000000.00000
1822023.06.04 23:10modify450.101.243251.245501.23800
1832023.06.04 23:10modify440.101.244751.245501.23800
1842023.06.04 23:10modify430.101.246251.245501.23800
1852023.06.04 23:10modify420.101.253001.245501.23800
1862023.06.05 12:33t/p420.101.238001.245501.23800150.2910715.05
1872023.06.05 12:33t/p430.101.238001.245501.2380082.6510797.69
1882023.06.05 12:33t/p440.101.238001.245501.2380067.6510865.34
1892023.06.05 12:33t/p450.101.238001.245501.2380052.6510917.98
1902023.06.09 20:00sell460.101.257670.000000.00000
1912023.06.09 20:00modify460.101.257671.267671.24267
1922023.06.12 14:28sell470.101.250910.000000.00000
1932023.06.12 14:28modify470.101.250911.256921.24267
1942023.06.12 14:28modify460.101.257671.256921.24267
1952023.06.12 15:45sell480.101.249420.000000.00000
1962023.06.12 15:45modify480.101.249421.250921.24267
1972023.06.12 15:45modify470.101.250911.250921.24267
1982023.06.12 15:45modify460.101.257671.250921.24267
1992023.06.12 18:17s/l460.101.250921.250921.2426767.6510985.63
2002023.06.12 18:17s/l470.101.250921.250921.24267-0.1010985.53
2012023.06.12 18:17s/l480.101.250921.250921.24267-15.0010970.53
2022023.06.28 20:00buy490.101.264400.000000.00000
2032023.06.28 20:00modify490.101.264401.254401.27940
2042023.06.30 13:52buy500.101.271160.000000.00000
2052023.06.30 13:52modify500.101.271161.265151.27940
2062023.06.30 13:52modify490.101.264401.265151.27940
2072023.06.30 14:20buy510.101.272690.000000.00000
2082023.06.30 14:20modify510.101.272691.271151.27940
2092023.06.30 14:20modify500.101.271161.271151.27940
2102023.06.30 14:20modify490.101.264401.271151.27940
2112023.06.30 14:37s/l490.101.271151.271151.2794065.5211036.05
2122023.06.30 14:37s/l500.101.271151.271151.27940-0.1011035.95
2132023.06.30 14:37s/l510.101.271151.271151.27940-15.4011020.55