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=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=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 modelled79762Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1423.44Gross profit2018.22Gross loss-594.79
Profit factor3.39Expected payoff28.47
Absolute drawdown121.59Maximal drawdown290.51 (2.82%)Relative drawdown2.82% (290.51)
Total trades50Short positions (won %)24 (62.50%)Long positions (won %)26 (57.69%)
Profit trades (% of total)30 (60.00%)Loss trades (% of total)20 (40.00%)
Largestprofit trade120.73loss trade-100.99
Averageprofit trade67.27loss trade-29.74
Maximumconsecutive wins (profit in money)10 (752.50)consecutive losses (loss in money)3 (-144.40)
Maximalconsecutive profit (count of wins)752.50 (10)consecutive loss (count of losses)-144.40 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.12 16:00buy10.101.213290.000000.00000
22022.08.12 16:00modify10.101.213291.203291.22529
32022.08.16 07:05s/l10.101.203291.203291.22529-100.999899.01
42022.08.29 08:00buy20.101.167550.000000.00000
52022.08.29 08:00modify20.101.167551.157551.17955
62022.08.29 12:30buy30.101.172420.000000.00000
72022.08.29 12:30modify30.101.172421.170551.17955
82022.08.29 12:30modify20.101.167551.170551.17955
92022.08.29 13:15s/l20.101.170551.170551.1795530.009929.01
102022.08.29 13:15s/l30.101.170551.170551.17955-18.709910.31
112022.09.05 04:00buy40.101.147510.000000.00000
122022.09.05 04:00modify40.101.147511.137511.15951
132022.09.05 16:15buy50.101.152370.000000.00000
142022.09.05 16:15modify50.101.152371.150511.15951
152022.09.05 16:15modify40.101.147511.150511.15951
162022.09.05 22:10buy60.101.153130.000000.00000
172022.09.05 22:10modify60.101.153131.149911.15951
182022.09.05 22:15modify60.101.153131.150511.15951
192022.09.05 22:20buy70.101.154410.000000.00000
202022.09.05 22:20modify70.101.154411.152311.15951
212022.09.05 22:20modify50.101.152371.152311.15951
222022.09.05 22:20modify60.101.153131.152311.15951
232022.09.05 22:20modify40.101.147511.152311.15951
242022.09.06 01:30t/p40.101.159511.152311.15951119.5110029.82
252022.09.06 01:30t/p50.101.159511.152311.1595170.9110100.72
262022.09.06 01:30t/p60.101.159511.152311.1595163.3110164.03
272022.09.06 01:30t/p70.101.159511.152311.1595150.5110214.53
282022.09.14 04:00buy80.101.150910.000000.00000
292022.09.14 04:00modify80.101.150911.140911.16291
302022.09.14 09:30buy90.101.155840.000000.00000
312022.09.14 09:30modify90.101.155841.153911.16291
322022.09.14 09:30modify80.101.150911.153911.16291
332022.09.14 09:50buy100.101.156420.000000.00000
342022.09.14 09:50modify100.101.156421.153311.16291
352022.09.14 09:55modify100.101.156421.153911.16291
362022.09.14 11:40s/l80.101.153911.153911.1629130.0010244.53
372022.09.14 11:40s/l90.101.153911.153911.16291-19.3010225.23
382022.09.14 11:40s/l100.101.153911.153911.16291-25.1010200.13
392022.09.21 12:00buy110.101.133880.000000.00000
402022.09.21 12:00modify110.101.133881.123881.14588
412022.09.21 18:15s/l110.101.123881.123881.14588-100.0010100.13
422022.10.13 20:00sell120.101.131590.000000.00000
432022.10.13 20:00modify120.101.131591.141591.11959
442022.10.14 07:50sell130.101.126040.000000.00000
452022.10.14 07:50modify130.101.126041.129191.11959
462022.10.14 07:50modify120.101.131591.129191.11959
472022.10.14 07:59s/l120.101.129191.129191.1195924.1510124.28
482022.10.14 07:59s/l130.101.129191.129191.11959-31.5010092.78
492022.10.26 12:00sell140.101.156300.000000.00000
502022.10.26 12:00modify140.101.156301.166301.14430
512022.10.28 07:50sell150.101.151220.000000.00000
522022.10.28 07:50modify150.101.151221.153301.14430
532022.10.28 07:50modify140.101.156301.153301.14430
542022.10.28 08:40s/l140.101.153301.153301.1443030.5910123.36
552022.10.28 08:40s/l150.101.153301.153301.14430-20.8010102.56
562022.11.23 20:00sell160.101.206480.000000.00000
572022.11.23 20:00modify160.101.206481.216481.19448
582022.11.28 17:30sell170.101.201490.000000.00000
592022.11.28 17:30modify170.101.201491.203481.19448
602022.11.28 17:30modify160.101.206481.203481.19448
612022.11.28 20:40t/p160.101.194481.203481.19448120.7310223.29
622022.11.28 20:40t/p170.101.194481.203481.1944870.1010293.39
632022.12.01 20:00sell180.101.225870.000000.00000
642022.12.01 20:00modify180.101.225871.235871.21387
652022.12.02 13:30sell190.101.219180.000000.00000
662022.12.02 13:30modify190.101.219181.221071.21387
672022.12.02 13:30modify180.101.225871.221071.21387
682022.12.02 13:40t/p180.101.213871.221071.21387120.1510413.54
692022.12.02 13:40t/p190.101.213871.221071.2138753.1010466.64
702022.12.16 04:00buy200.101.220720.000000.00000
712022.12.16 04:00modify200.101.220721.210721.23272
722022.12.20 05:30s/l200.101.210721.210721.23272-100.9910365.65
732023.02.02 04:00sell210.101.238450.000000.00000
742023.02.02 04:00modify210.101.238451.248451.22645
752023.02.02 09:40sell220.101.233030.000000.00000
762023.02.02 09:40modify220.101.233031.236051.22645
772023.02.02 09:40modify210.101.238451.236051.22645
782023.02.02 09:50sell230.101.233420.000000.00000
792023.02.02 09:50modify230.101.233421.235451.22645
802023.02.02 09:50modify220.101.233031.235451.22645
812023.02.02 09:50modify210.101.238451.235451.22645
822023.02.02 12:05s/l210.101.235451.235451.2264530.0010395.65
832023.02.02 12:05s/l220.101.235451.235451.22645-24.2010371.45
842023.02.02 12:05s/l230.101.235451.235451.22645-20.3010351.15
852023.02.24 20:00buy240.101.194610.000000.00000
862023.02.24 20:00modify240.101.194611.184611.20661
872023.02.27 13:20buy250.101.200090.000000.00000
882023.02.27 13:20modify250.101.200091.197011.20661
892023.02.27 13:20modify240.101.194611.197011.20661
902023.02.27 13:30buy260.101.201380.000000.00000
912023.02.27 13:30modify260.101.201381.199411.20661
922023.02.27 13:30modify250.101.200091.199411.20661
932023.02.27 13:30modify240.101.194611.199411.20661
942023.02.27 23:40t/p240.101.206611.199411.20661119.5110470.66
952023.02.27 23:40t/p250.101.206611.199411.2066165.2010535.86
962023.02.27 23:40t/p260.101.206611.199411.2066152.3010588.16
972023.03.08 08:00buy270.101.182740.000000.00000
982023.03.08 08:00modify270.101.182741.172741.19474
992023.03.09 08:30buy280.101.187780.000000.00000
1002023.03.09 08:30modify280.101.187781.185741.19474
1012023.03.09 08:30modify270.101.182741.185741.19474
1022023.03.09 12:05buy290.101.189620.000000.00000
1032023.03.09 12:05modify290.101.189621.187541.19474
1042023.03.09 12:05modify280.101.187781.187541.19474
1052023.03.09 12:05modify270.101.182741.187541.19474
1062023.03.09 12:45buy300.101.188220.000000.00000
1072023.03.09 12:45modify300.101.188221.185141.19474
1082023.03.09 12:50modify300.101.188221.187541.19474
1092023.03.10 07:20t/p270.101.194741.187541.19474118.0210706.18
1102023.03.10 07:20t/p280.101.194741.187541.1947469.1110775.28
1112023.03.10 07:20t/p290.101.194741.187541.1947450.7110825.99
1122023.03.10 07:20t/p300.101.194741.187541.1947464.7110890.69
1132023.04.13 20:00sell310.101.252440.000000.00000
1142023.04.13 20:00modify310.101.252441.262441.24044
1152023.04.14 12:50sell320.101.246870.000000.00000
1162023.04.14 12:50modify320.101.246871.250041.24044
1172023.04.14 12:50modify310.101.252441.250041.24044
1182023.04.14 16:40t/p310.101.240441.250041.24044120.1511010.84
1192023.04.14 16:40t/p320.101.240441.250041.2404464.3011075.14
1202023.04.14 20:00buy330.101.241890.000000.00000
1212023.04.14 20:00modify330.101.241891.231891.25389
1222023.04.19 07:30buy340.101.246910.000000.00000
1232023.04.19 07:30modify340.101.246911.244891.25389
1242023.04.19 07:30modify330.101.241891.244891.25389
1252023.04.19 07:40buy350.101.247530.000000.00000
1262023.04.19 07:40modify350.101.247531.244291.25389
1272023.04.19 07:45modify350.101.247531.244891.25389
1282023.04.19 08:30s/l330.101.244891.244891.2538928.5211103.65
1292023.04.19 08:30s/l340.101.244891.244891.25389-20.2011083.45
1302023.04.19 08:30s/l350.101.244891.244891.25389-26.4011057.05
1312023.06.01 20:00sell360.101.253000.000000.00000
1322023.06.01 20:00modify360.101.253001.263001.24100
1332023.06.02 14:55sell370.101.248000.000000.00000
1342023.06.02 14:55modify370.101.248001.250001.24100
1352023.06.02 14:55modify360.101.253001.250001.24100
1362023.06.02 15:20sell380.101.247580.000000.00000
1372023.06.02 15:20modify380.101.247581.250601.24100
1382023.06.02 15:25modify380.101.247581.250001.24100
1392023.06.02 16:10sell390.101.246370.000000.00000
1402023.06.02 16:10modify390.101.246371.248201.24100
1412023.06.02 16:10modify370.101.248001.248201.24100
1422023.06.02 16:10modify380.101.247581.248201.24100
1432023.06.02 16:10modify360.101.253001.248201.24100
1442023.06.05 06:33t/p360.101.241001.248201.24100120.2911177.35
1452023.06.05 06:33t/p370.101.241001.248201.2410070.1511247.49
1462023.06.05 06:33t/p380.101.241001.248201.2410065.9511313.44
1472023.06.05 06:33t/p390.101.241001.248201.2410053.8511367.29
1482023.06.09 20:00sell400.101.257670.000000.00000
1492023.06.09 20:00modify400.101.257671.267671.24567
1502023.06.12 13:50sell410.101.252070.000000.00000
1512023.06.12 13:50modify410.101.252071.255271.24567
1522023.06.12 13:50modify400.101.257671.255271.24567
1532023.06.12 15:00sell420.101.250890.000000.00000
1542023.06.12 15:00modify420.101.250891.252871.24567
1552023.06.12 15:00modify410.101.252071.252871.24567
1562023.06.12 15:00modify400.101.257671.252871.24567
1572023.06.13 03:10s/l400.101.252871.252871.2456748.2911415.58
1582023.06.13 03:10s/l410.101.252871.252871.24567-7.8511407.72
1592023.06.13 03:10s/l420.101.252871.252871.24567-19.6511388.07
1602023.06.28 20:00buy430.101.264400.000000.00000
1612023.06.28 20:00modify430.101.264401.254401.27640
1622023.06.30 12:40buy440.101.269340.000000.00000
1632023.06.30 12:40modify440.101.269341.267401.27640
1642023.06.30 12:40modify430.101.264401.267401.27640
1652023.06.30 13:40buy450.101.271200.000000.00000
1662023.06.30 13:40modify450.101.271201.269201.27640
1672023.06.30 13:40modify440.101.269341.269201.27640
1682023.06.30 13:40modify430.101.264401.269201.27640
1692023.06.30 18:45buy460.101.269980.000000.00000
1702023.06.30 18:45modify460.101.269981.266801.27640
1712023.06.30 18:50modify460.101.269981.269201.27640
1722023.06.30 19:15s/l430.101.269201.269201.2764046.0211434.09
1732023.06.30 19:15s/l440.101.269201.269201.27640-1.4011432.69
1742023.06.30 19:15s/l450.101.269201.269201.27640-20.0011412.69
1752023.06.30 19:15s/l460.101.269201.269201.27640-7.8011404.89
1762023.07.07 20:00sell470.101.282990.000000.00000
1772023.07.07 20:00modify470.101.282991.292991.27099
1782023.07.10 11:30sell480.101.278020.000000.00000
1792023.07.10 11:30modify480.101.278021.279991.27099
1802023.07.10 11:30modify470.101.282991.279991.27099
1812023.07.10 11:40sell490.101.277340.000000.00000
1822023.07.10 11:40modify490.101.277341.280591.27099
1832023.07.10 11:45modify490.101.277341.279991.27099
1842023.07.10 12:30sell500.101.276250.000000.00000
1852023.07.10 12:30modify500.101.276251.278191.27099
1862023.07.10 12:30modify480.101.278021.278191.27099
1872023.07.10 12:30modify490.101.277341.278191.27099
1882023.07.10 12:30modify470.101.282991.278191.27099
1892023.07.10 13:20s/l470.101.278191.278191.2709948.1511453.04
1902023.07.10 13:20s/l480.101.278191.278191.27099-1.7011451.34
1912023.07.10 13:20s/l490.101.278191.278191.27099-8.5011442.84
1922023.07.10 13:20s/l500.101.278191.278191.27099-19.4011423.44