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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 profit1476.12Gross profit2009.28Gross loss-533.15
Profit factor3.77Expected payoff25.90
Absolute drawdown21.00Maximal drawdown254.56 (2.42%)Relative drawdown2.42% (254.56)
Total trades57Short positions (won %)30 (60.00%)Long positions (won %)27 (55.56%)
Profit trades (% of total)33 (57.89%)Loss trades (% of total)24 (42.11%)
Largestprofit trade150.73loss trade-120.00
Averageprofit trade60.89loss trade-22.21
Maximumconsecutive wins (profit in money)5 (409.77)consecutive losses (loss in money)2 (-136.00)
Maximalconsecutive profit (count of wins)409.77 (5)consecutive loss (count of losses)-136.00 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.10 16:00sell10.101.224310.000000.00000
22022.08.10 16:00modify10.101.224311.236311.20931
32022.08.12 07:40sell20.101.216740.000000.00000
42022.08.12 07:40modify20.101.216741.221311.20931
52022.08.12 07:40modify10.101.224311.221311.20931
62022.08.12 08:30sell30.101.217350.000000.00000
72022.08.12 08:30modify30.101.217351.219061.20931
82022.08.12 08:30modify20.101.216741.219061.20931
92022.08.12 08:30modify10.101.224311.219061.20931
102022.08.12 09:46sell40.101.214450.000000.00000
112022.08.12 09:46modify40.101.214451.216061.20931
122022.08.12 09:46modify30.101.217351.216061.20931
132022.08.12 09:46modify20.101.216741.216061.20931
142022.08.12 09:46modify10.101.224311.216061.20931
152022.08.15 07:40t/p10.101.209311.216061.20931150.7310150.73
162022.08.15 07:40t/p20.101.209311.216061.2093174.4510225.18
172022.08.15 07:40t/p30.101.209311.216061.2093180.5510305.72
182022.08.15 07:40t/p40.101.209311.216061.2093151.5510357.27
192022.08.16 12:00buy50.101.202380.000000.00000
202022.08.16 12:00modify50.101.202381.190381.21738
212022.08.16 13:50buy60.101.209350.000000.00000
222022.08.16 13:50modify60.101.209351.207631.21738
232022.08.16 13:50modify50.101.202381.207631.21738
242022.08.16 14:20buy70.101.209940.000000.00000
252022.08.16 14:20modify70.101.209941.205381.21738
262022.08.16 14:25modify70.101.209941.207631.21738
272022.08.16 16:40s/l50.101.207631.207631.2173852.5010409.77
282022.08.16 16:40s/l60.101.207631.207631.21738-17.2010392.57
292022.08.16 16:40s/l70.101.207631.207631.21738-23.1010369.47
302022.08.19 12:00buy80.101.183590.000000.00000
312022.08.19 12:00modify80.101.183591.171591.19859
322022.08.26 14:15buy90.101.190370.000000.00000
332022.08.26 14:15modify90.101.190371.188841.19859
342022.08.26 14:15modify80.101.183591.188841.19859
352022.08.26 14:20s/l80.101.188841.188841.1985949.0410418.51
362022.08.26 14:20s/l90.101.188841.188841.19859-15.3010403.21
372022.09.16 08:00buy100.101.137540.000000.00000
382022.09.16 08:00modify100.101.137541.125541.15254
392022.09.16 14:50buy110.101.144460.000000.00000
402022.09.16 14:50modify110.101.144461.142791.15254
412022.09.16 14:50modify100.101.137541.142791.15254
422022.09.16 14:55s/l100.101.142791.142791.1525452.5010455.71
432022.09.16 14:55s/l110.101.142791.142791.15254-16.7010439.01
442022.09.21 20:00buy120.101.128560.000000.00000
452022.09.21 20:00modify120.101.128561.116561.14356
462022.09.22 10:55buy130.101.135410.000000.00000
472022.09.22 10:55modify130.101.135411.133811.14356
482022.09.22 10:55modify120.101.128561.133811.14356
492022.09.22 11:20s/l120.101.133811.133811.1435651.0210490.02
502022.09.22 11:20s/l130.101.133811.133811.14356-16.0010474.02
512022.09.23 12:00buy140.101.105810.000000.00000
522022.09.23 12:00modify140.101.105811.093811.12081
532022.09.23 14:40s/l140.101.093811.093811.12081-120.0010354.02
542022.10.26 08:00sell150.101.156840.000000.00000
552022.10.26 08:00modify150.101.156841.168841.14184
562022.10.31 13:20sell160.101.150060.000000.00000
572022.10.31 13:20modify160.101.150061.151591.14184
582022.10.31 13:20modify150.101.156841.151591.14184
592022.10.31 14:25sell170.101.149160.000000.00000
602022.10.31 14:25modify170.101.149161.153841.14184
612022.10.31 14:30modify170.101.149161.151591.14184
622022.10.31 14:40s/l150.101.151591.151591.1418453.2310407.25
632022.10.31 14:40s/l160.101.151591.151591.14184-15.3010391.95
642022.10.31 14:40s/l170.101.151591.151591.14184-24.3010367.65
652022.11.03 12:00buy180.101.125100.000000.00000
662022.11.03 12:00modify180.101.125101.113101.14010
672022.11.04 14:30buy190.101.132020.000000.00000
682022.11.04 14:30modify190.101.132021.130351.14010
692022.11.04 14:30modify180.101.125101.130351.14010
702022.11.04 15:20s/l180.101.130351.130351.1401052.0110419.66
712022.11.04 15:20s/l190.101.130351.130351.14010-16.7010402.96
722022.11.11 20:00sell200.101.185310.000000.00000
732022.11.11 20:00modify200.101.185311.197311.17031
742022.11.14 00:15sell210.101.178460.000000.00000
752022.11.14 00:15modify210.101.178461.180061.17031
762022.11.14 00:15modify200.101.185311.180061.17031
772022.11.14 00:30s/l200.101.180061.180061.1703152.6510455.61
782022.11.14 00:30s/l210.101.180061.180061.17031-16.0010439.61
792022.11.23 16:00sell220.101.206630.000000.00000
802022.11.23 16:00modify220.101.206631.218631.19163
812022.11.28 19:20sell230.101.196690.000000.00000
822022.11.28 19:20modify230.101.196691.198381.19163
832022.11.28 19:20modify220.101.206631.198381.19163
842022.11.29 01:30s/l220.101.198381.198381.1916383.3810522.98
852022.11.29 01:30s/l230.101.198381.198381.19163-16.7510506.23
862022.12.13 16:00sell240.101.239340.000000.00000
872022.12.13 16:00modify240.101.239341.251341.22434
882022.12.15 08:50sell250.101.231780.000000.00000
892022.12.15 08:50modify250.101.231781.236341.22434
902022.12.15 08:50modify240.101.239341.236341.22434
912022.12.15 09:15sell260.101.229570.000000.00000
922022.12.15 09:15modify260.101.229571.231091.22434
932022.12.15 09:15modify250.101.231781.231091.22434
942022.12.15 09:15modify240.101.239341.231091.22434
952022.12.15 09:20s/l240.101.231091.231091.2243483.0810589.31
962022.12.15 09:20s/l250.101.231091.231091.224346.9010596.21
972022.12.15 09:20s/l260.101.231091.231091.22434-15.2010581.01
982023.01.18 16:00sell270.101.239410.000000.00000
992023.01.18 16:00modify270.101.239411.251411.22441
1002023.01.19 00:40sell280.101.231900.000000.00000
1012023.01.19 00:40modify280.101.231901.236411.22441
1022023.01.19 00:40modify270.101.239411.236411.22441
1032023.01.19 02:30sell290.101.232580.000000.00000
1042023.01.19 02:30modify290.101.232581.234161.22441
1052023.01.19 02:30modify280.101.231901.234161.22441
1062023.01.19 02:30modify270.101.239411.234161.22441
1072023.01.19 03:30s/l270.101.234161.234161.2244152.9410633.95
1082023.01.19 03:30s/l280.101.234161.234161.22441-22.6010611.35
1092023.01.19 03:30s/l290.101.234161.234161.22441-15.8010595.55
1102023.02.03 20:00buy300.101.205800.000000.00000
1112023.02.03 20:00modify300.101.205801.193801.22080
1122023.02.09 08:30buy310.101.212830.000000.00000
1132023.02.09 08:30modify310.101.212831.211051.22080
1142023.02.09 08:30modify300.101.205801.211051.22080
1152023.02.09 08:50buy320.101.213600.000000.00000
1162023.02.09 08:50modify320.101.213601.208801.22080
1172023.02.09 08:55modify320.101.213601.211051.22080
1182023.02.09 12:20buy330.101.215760.000000.00000
1192023.02.09 12:20modify330.101.215761.214051.22080
1202023.02.09 12:20modify310.101.212831.214051.22080
1212023.02.09 12:20modify320.101.213601.214051.22080
1222023.02.09 12:20modify300.101.205801.214051.22080
1232023.02.09 17:40s/l300.101.214051.214051.2208079.5310675.08
1242023.02.09 17:40s/l310.101.214051.214051.2208012.2010687.28
1252023.02.09 17:40s/l320.101.214051.214051.220804.5010691.78
1262023.02.09 17:40s/l330.101.214051.214051.22080-17.1010674.68
1272023.02.24 16:00buy340.101.194380.000000.00000
1282023.02.24 16:00modify340.101.194381.182381.20938
1292023.02.27 13:30buy350.101.201380.000000.00000
1302023.02.27 13:30modify350.101.201381.199631.20938
1312023.02.27 13:30modify340.101.194381.199631.20938
1322023.02.27 13:55buy360.101.202150.000000.00000
1332023.02.27 13:55modify360.101.202151.197381.20938
1342023.02.27 14:00modify360.101.202151.199631.20938
1352023.02.28 05:45buy370.101.204250.000000.00000
1362023.02.28 05:45modify370.101.204251.202631.20938
1372023.02.28 05:45modify350.101.201381.202631.20938
1382023.02.28 05:45modify360.101.202151.202631.20938
1392023.02.28 05:45modify340.101.194381.202631.20938
1402023.02.28 09:05t/p340.101.209381.202631.20938149.0110823.69
1412023.02.28 09:05t/p350.101.209381.202631.2093879.5110903.20
1422023.02.28 09:05t/p360.101.209381.202631.2093871.8110975.01
1432023.02.28 09:05t/p370.101.209381.202631.2093851.3011026.31
1442023.03.07 20:00buy380.101.183160.000000.00000
1452023.03.07 20:00modify380.101.183161.171161.19816
1462023.03.09 11:30buy390.101.190070.000000.00000
1472023.03.09 11:30modify390.101.190071.188411.19816
1482023.03.09 11:30modify380.101.183161.188411.19816
1492023.03.09 12:30s/l380.101.188411.188411.1981650.5211076.83
1502023.03.09 12:30s/l390.101.188411.188411.19816-16.6011060.23
1512023.03.10 16:00sell400.101.209810.000000.00000
1522023.03.10 16:00modify400.101.209811.221811.19481
1532023.03.10 18:40sell410.101.202050.000000.00000
1542023.03.10 18:40modify410.101.202051.206811.19481
1552023.03.10 18:40modify400.101.209811.206811.19481
1562023.03.10 18:55sell420.101.202770.000000.00000
1572023.03.10 18:55modify420.101.202771.204561.19481
1582023.03.10 18:55modify410.101.202051.204561.19481
1592023.03.10 18:55modify400.101.209811.204561.19481
1602023.03.12 21:00s/l400.101.204561.204561.1948152.5011112.73
1612023.03.12 21:00s/l410.101.204561.204561.19481-25.1011087.63
1622023.03.12 21:00s/l420.101.204561.204561.19481-17.9011069.73
1632023.05.05 16:00sell430.101.264780.000000.00000
1642023.05.05 16:00modify430.101.264781.276781.24978
1652023.05.09 13:15sell440.101.257770.000000.00000
1662023.05.09 13:15modify440.101.257771.259531.24978
1672023.05.09 13:15modify430.101.264781.259531.24978
1682023.05.09 13:20s/l430.101.259531.259531.2497852.7911122.52
1692023.05.09 13:20s/l440.101.259531.259531.24978-17.6011104.92
1702023.05.12 20:00buy450.101.245370.000000.00000
1712023.05.12 20:00modify450.101.245371.233371.26037
1722023.05.15 12:05buy460.101.252190.000000.00000
1732023.05.15 12:05modify460.101.252191.250621.26037
1742023.05.15 12:05modify450.101.245371.250621.26037
1752023.05.15 12:40s/l450.101.250621.250621.2603752.0111156.92
1762023.05.15 12:40s/l460.101.250621.250621.26037-15.7011141.22
1772023.06.14 16:00sell470.101.269390.000000.00000
1782023.06.14 16:00modify470.101.269391.281391.25439
1792023.06.14 18:40sell480.101.262630.000000.00000
1802023.06.14 18:40modify480.101.262631.264141.25439
1812023.06.14 18:40modify470.101.269391.264141.25439
1822023.06.14 18:55s/l470.101.264141.264141.2543952.5011193.72
1832023.06.14 18:55s/l480.101.264141.264141.25439-15.1011178.62
1842023.06.16 12:00sell490.101.282450.000000.00000
1852023.06.16 12:00modify490.101.282451.294451.26745
1862023.06.20 11:30sell500.101.275550.000000.00000
1872023.06.20 11:30modify500.101.275551.277201.26745
1882023.06.20 11:30modify490.101.282451.277201.26745
1892023.06.20 11:40sell510.101.274880.000000.00000
1902023.06.20 11:40modify510.101.274881.279451.26745
1912023.06.20 11:45modify510.101.274881.277201.26745
1922023.06.20 12:40sell520.101.272580.000000.00000
1932023.06.20 12:40modify520.101.272581.274201.26745
1942023.06.20 12:40modify500.101.275551.274201.26745
1952023.06.20 12:40modify510.101.274881.274201.26745
1962023.06.20 12:40modify490.101.282451.274201.26745
1972023.06.20 12:55s/l490.101.274201.274201.2674582.7911261.42
1982023.06.20 12:55s/l500.101.274201.274201.2674513.5011274.92
1992023.06.20 12:55s/l510.101.274201.274201.267456.8011281.72
2002023.06.20 12:55s/l520.101.274201.274201.26745-16.2011265.52
2012023.06.28 16:00buy530.101.263800.000000.00000
2022023.06.28 16:00modify530.101.263801.251801.27880
2032023.06.30 14:06buy540.101.271370.000000.00000
2042023.06.30 14:06modify540.101.271371.266801.27880
2052023.06.30 14:06modify530.101.263801.266801.27880
2062023.06.30 15:45buy550.101.270820.000000.00000
2072023.06.30 15:45modify550.101.270821.269051.27880
2082023.06.30 15:45modify540.101.271371.269051.27880
2092023.06.30 15:45modify530.101.263801.269051.27880
2102023.06.30 23:59s/l530.101.269051.269051.2788050.5211316.04
2112023.06.30 23:59s/l540.101.269051.269051.27880-23.2011292.84
2122023.06.30 23:59s/l550.101.269051.269051.27880-17.7011275.14
2132023.07.13 12:00sell560.101.306200.000000.00000
2142023.07.13 12:00modify560.101.306201.318201.29120
2152023.07.19 07:00sell570.101.296240.000000.00000
2162023.07.19 07:00modify570.101.296241.297951.29120
2172023.07.19 07:00modify560.101.306201.297951.29120
2182023.07.19 11:30t/p560.101.291201.297951.29120150.5911425.72
2192023.07.19 11:30t/p570.101.291201.297951.2912050.4011476.12