Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 modelled79762Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1173.18Gross profit1610.14Gross loss-436.96
Profit factor3.68Expected payoff30.08
Absolute drawdown138.99Maximal drawdown206.21 (2.02%)Relative drawdown2.02% (206.21)
Total trades39Short positions (won %)17 (64.71%)Long positions (won %)22 (63.64%)
Profit trades (% of total)25 (64.10%)Loss trades (% of total)14 (35.90%)
Largestprofit trade120.73loss trade-111.48
Averageprofit trade64.41loss trade-31.21
Maximumconsecutive wins (profit in money)8 (528.86)consecutive losses (loss in money)2 (-32.10)
Maximalconsecutive profit (count of wins)528.86 (8)consecutive loss (count of losses)-111.48 (1)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.12 16:00buy10.101.213290.000000.00000
22022.08.12 16:00modify10.101.213291.202291.22529
32022.08.16 07:05s/l10.101.202291.202291.22529-110.999889.01
42022.08.29 08:00buy20.101.167550.000000.00000
52022.08.29 08:00modify20.101.167551.156551.17955
62022.08.29 12:30buy30.101.172420.000000.00000
72022.08.29 12:30modify30.101.172421.169951.17955
82022.08.29 12:30modify20.101.167551.169951.17955
92022.08.29 14:25buy40.101.173090.000000.00000
102022.08.29 14:25modify40.101.173091.171151.17955
112022.08.29 14:25modify30.101.172421.171151.17955
122022.08.29 14:25modify20.101.167551.171151.17955
132022.08.29 14:30s/l20.101.171151.171151.1795536.009925.01
142022.08.29 14:30s/l30.101.171151.171151.17955-12.709912.31
152022.08.29 14:30s/l40.101.171151.171151.17955-19.409892.91
162022.09.05 04:00buy50.101.147510.000000.00000
172022.09.05 04:00modify50.101.147511.136511.15951
182022.09.05 16:15buy60.101.152370.000000.00000
192022.09.05 16:15modify60.101.152371.149911.15951
202022.09.05 16:15modify50.101.147511.149911.15951
212022.09.05 22:10buy70.101.153130.000000.00000
222022.09.05 22:10modify70.101.153131.151111.15951
232022.09.05 22:10modify60.101.152371.151111.15951
242022.09.05 22:10modify50.101.147511.151111.15951
252022.09.05 22:50buy80.101.156530.000000.00000
262022.09.05 22:50modify80.101.156531.151711.15951
272022.09.05 22:50modify70.101.153131.151711.15951
282022.09.05 22:50modify60.101.152371.151711.15951
292022.09.05 22:50modify50.101.147511.151711.15951
302022.09.06 01:30t/p50.101.159511.151711.15951119.5110012.42
312022.09.06 01:30t/p60.101.159511.151711.1595170.9110083.32
322022.09.06 01:30t/p70.101.159511.151711.1595163.3110146.63
332022.09.06 01:30t/p80.101.159511.151711.1595129.3110175.93
342022.09.21 12:00buy90.101.133880.000000.00000
352022.09.21 12:00modify90.101.133881.122881.14588
362022.09.22 00:40s/l90.101.122881.122881.14588-111.4810064.45
372022.10.13 20:00sell100.101.131590.000000.00000
382022.10.13 20:00modify100.101.131591.142591.11959
392022.10.14 07:50sell110.101.126040.000000.00000
402022.10.14 07:50modify110.101.126041.127991.11959
412022.10.14 07:50modify100.101.131591.127991.11959
422022.10.14 07:55s/l100.101.127991.127991.1195936.1510100.59
432022.10.14 07:55s/l110.101.127991.127991.11959-19.5010081.09
442022.10.26 12:00sell120.101.156300.000000.00000
452022.10.26 12:00modify120.101.156301.167301.14430
462022.10.28 07:50sell130.101.151220.000000.00000
472022.10.28 07:50modify130.101.151221.153901.14430
482022.10.28 07:50modify120.101.156301.153901.14430
492022.10.28 10:30s/l120.101.153901.153901.1443024.5910105.68
502022.10.28 10:30s/l130.101.153901.153901.14430-26.8010078.88
512022.11.23 20:00sell140.101.206480.000000.00000
522022.11.23 20:00modify140.101.206481.217481.19448
532022.11.28 17:30sell150.101.201490.000000.00000
542022.11.28 17:30modify150.101.201491.204081.19448
552022.11.28 17:30modify140.101.206481.204081.19448
562022.11.28 18:40sell160.101.197330.000000.00000
572022.11.28 18:40modify160.101.197331.202281.19448
582022.11.28 18:40modify150.101.201491.202281.19448
592022.11.28 18:40modify140.101.206481.202281.19448
602022.11.28 20:40t/p140.101.194481.202281.19448120.7310199.61
612022.11.28 20:40t/p150.101.194481.202281.1944870.1010269.71
622022.11.28 20:40t/p160.101.194481.202281.1944828.5010298.21
632022.12.01 20:00sell170.101.225870.000000.00000
642022.12.01 20:00modify170.101.225871.236871.21387
652022.12.02 13:40t/p170.101.213871.236871.21387120.1510418.36
662023.02.02 04:00sell180.101.238450.000000.00000
672023.02.02 04:00modify180.101.238451.249451.22645
682023.02.02 09:40sell190.101.233030.000000.00000
692023.02.02 09:40modify190.101.233031.234851.22645
702023.02.02 09:40modify180.101.238451.234851.22645
712023.02.02 09:50sell200.101.233420.000000.00000
722023.02.02 09:50modify200.101.233421.236051.22645
732023.02.02 09:55s/l180.101.234851.234851.2264536.0010454.36
742023.02.02 09:55s/l190.101.234851.234851.22645-18.2010436.16
752023.02.02 09:55close200.101.234911.236051.22645-14.9010421.26
762023.02.24 20:00buy210.101.194610.000000.00000
772023.02.24 20:00modify210.101.194611.183611.20661
782023.02.27 13:20buy220.101.200090.000000.00000
792023.02.27 13:20modify220.101.200091.198211.20661
802023.02.27 13:20modify210.101.194611.198211.20661
812023.02.27 15:20buy230.101.203750.000000.00000
822023.02.27 15:20modify230.101.203751.198811.20661
832023.02.27 15:20modify220.101.200091.198811.20661
842023.02.27 15:20modify210.101.194611.198811.20661
852023.02.27 23:40t/p210.101.206611.198811.20661119.5110540.76
862023.02.27 23:40t/p220.101.206611.198811.2066165.2010605.96
872023.02.27 23:40t/p230.101.206611.198811.2066128.6010634.56
882023.03.08 08:00buy240.101.182740.000000.00000
892023.03.08 08:00modify240.101.182741.171741.19474
902023.03.09 08:30buy250.101.187780.000000.00000
912023.03.09 08:30modify250.101.187781.185141.19474
922023.03.09 08:30modify240.101.182741.185141.19474
932023.03.09 12:45buy260.101.188220.000000.00000
942023.03.09 12:45modify260.101.188221.186341.19474
952023.03.09 12:45modify250.101.187781.186341.19474
962023.03.09 12:45modify240.101.182741.186341.19474
972023.03.09 14:20buy270.101.191770.000000.00000
982023.03.09 14:20modify270.101.191771.186941.19474
992023.03.09 14:20modify260.101.188221.186941.19474
1002023.03.09 14:20modify250.101.187781.186941.19474
1012023.03.09 14:20modify240.101.182741.186941.19474
1022023.03.10 07:20t/p240.101.194741.186941.19474118.0210752.58
1032023.03.10 07:20t/p250.101.194741.186941.1947469.1110821.69
1042023.03.10 07:20t/p260.101.194741.186941.1947464.7110886.39
1052023.03.10 07:20t/p270.101.194741.186941.1947429.2110915.60
1062023.04.14 20:00buy280.101.241890.000000.00000
1072023.04.14 20:00modify280.101.241891.230891.25389
1082023.04.19 07:30buy290.101.246910.000000.00000
1092023.04.19 07:30modify290.101.246911.244291.25389
1102023.04.19 07:30modify280.101.241891.244291.25389
1112023.04.19 07:40buy300.101.247530.000000.00000
1122023.04.19 07:40modify300.101.247531.245491.25389
1132023.04.19 07:40modify290.101.246911.245491.25389
1142023.04.19 07:40modify280.101.241891.245491.25389
1152023.04.19 08:20s/l280.101.245491.245491.2538934.5210950.11
1162023.04.19 08:20s/l290.101.245491.245491.25389-14.2010935.91
1172023.04.19 08:20s/l300.101.245491.245491.25389-20.4010915.51
1182023.06.01 20:00sell310.101.253000.000000.00000
1192023.06.01 20:00modify310.101.253001.264001.24100
1202023.06.02 14:55sell320.101.248000.000000.00000
1212023.06.02 14:55modify320.101.248001.250601.24100
1222023.06.02 14:55modify310.101.253001.250601.24100
1232023.06.02 15:20sell330.101.247580.000000.00000
1242023.06.02 15:20modify330.101.247581.249401.24100
1252023.06.02 15:20modify320.101.248001.249401.24100
1262023.06.02 15:20modify310.101.253001.249401.24100
1272023.06.05 06:33t/p310.101.241001.249401.24100120.2911035.81
1282023.06.05 06:33t/p320.101.241001.249401.2410070.1511105.95
1292023.06.05 06:33t/p330.101.241001.249401.2410065.9511171.90
1302023.06.28 20:00buy340.101.264400.000000.00000
1312023.06.28 20:00modify340.101.264401.253401.27640
1322023.06.30 12:40buy350.101.269340.000000.00000
1332023.06.30 12:40modify350.101.269341.266801.27640
1342023.06.30 12:40modify340.101.264401.266801.27640
1352023.06.30 18:45buy360.101.269980.000000.00000
1362023.06.30 18:45modify360.101.269981.268001.27640
1372023.06.30 18:45modify350.101.269341.268001.27640
1382023.06.30 18:45modify340.101.264401.268001.27640
1392023.07.03 06:40s/l340.101.268001.268001.2764033.5311205.43
1402023.07.03 06:40s/l350.101.268001.268001.27640-13.8911191.53
1412023.07.03 06:40s/l360.101.268001.268001.27640-20.2911171.24
1422023.07.07 20:00sell370.101.282990.000000.00000
1432023.07.07 20:00modify370.101.282991.293991.27099
1442023.07.10 11:30sell380.101.278020.000000.00000
1452023.07.10 11:30modify380.101.278021.280591.27099
1462023.07.10 11:30modify370.101.282991.280591.27099
1472023.07.10 11:40sell390.101.277340.000000.00000
1482023.07.10 11:40modify390.101.277341.279391.27099
1492023.07.10 11:40modify380.101.278021.279391.27099
1502023.07.10 11:40modify370.101.282991.279391.27099
1512023.07.10 13:33s/l370.101.279391.279391.2709936.1511207.38
1522023.07.10 13:33s/l380.101.279391.279391.27099-13.7011193.68
1532023.07.10 13:33s/l390.101.279391.279391.27099-20.5011173.18