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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1917Ticks modelled43080743Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit760.49Gross profit1459.22Gross loss-698.73
Profit factor2.09Expected payoff11.88
Absolute drawdown21.00Maximal drawdown243.49 (2.38%)Relative drawdown2.38% (243.49)
Total trades64Short positions (won %)35 (60.00%)Long positions (won %)29 (48.28%)
Profit trades (% of total)35 (54.69%)Loss trades (% of total)29 (45.31%)
Largestprofit trade83.38loss trade-121.98
Averageprofit trade41.69loss trade-24.09
Maximumconsecutive wins (profit in money)3 (106.17)consecutive losses (loss in money)2 (-137.48)
Maximalconsecutive profit (count of wins)106.17 (3)consecutive loss (count of losses)-137.48 (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 07:46sell20.101.217530.000000.00000
42022.08.12 07:46modify20.101.217531.219061.20931
52022.08.12 07:46modify10.101.224311.219061.20931
62022.08.12 07:52sell30.101.216790.000000.00000
72022.08.12 07:52modify30.101.216791.221311.20931
82022.08.12 07:52modify30.101.216791.219061.20931
92022.08.12 09:19sell40.101.214510.000000.00000
102022.08.12 09:19modify40.101.214511.216061.20931
112022.08.12 09:19modify20.101.217531.216061.20931
122022.08.12 09:19modify30.101.216791.216061.20931
132022.08.12 09:19modify10.101.224311.216061.20931
142022.08.12 09:50s/l10.101.216061.216061.2093183.0810083.08
152022.08.12 09:50s/l20.101.216061.216061.2093114.7010097.78
162022.08.12 09:50s/l30.101.216061.216061.209317.3010105.08
172022.08.12 09:50s/l40.101.216061.216061.20931-15.5010089.58
182022.08.16 12:00buy50.101.202380.000000.00000
192022.08.16 12:00modify50.101.202381.190381.21738
202022.08.16 13:58buy60.101.209130.000000.00000
212022.08.16 13:58modify60.101.209131.207631.21738
222022.08.16 13:58modify50.101.202381.207631.21738
232022.08.16 14:23buy70.101.209880.000000.00000
242022.08.16 14:23modify70.101.209881.205381.21738
252022.08.16 14:23modify70.101.209881.207631.21738
262022.08.16 16:34s/l50.101.207631.207631.2173852.5010142.08
272022.08.16 16:34s/l60.101.207631.207631.21738-15.0010127.08
282022.08.16 16:34s/l70.101.207631.207631.21738-22.5010104.58
292022.08.19 12:00buy80.101.183590.000000.00000
302022.08.19 12:00modify80.101.183591.171591.19859
312022.08.26 14:11buy90.101.190340.000000.00000
322022.08.26 14:11modify90.101.190341.188841.19859
332022.08.26 14:11modify80.101.183591.188841.19859
342022.08.26 14:12s/l80.101.188841.188841.1985949.0410153.62
352022.08.26 14:12s/l90.101.188841.188841.19859-15.0010138.62
362022.09.16 08:00buy100.101.137540.000000.00000
372022.09.16 08:00modify100.101.137541.125541.15254
382022.09.16 14:36buy110.101.144290.000000.00000
392022.09.16 14:36modify110.101.144291.142791.15254
402022.09.16 14:36modify100.101.137541.142791.15254
412022.09.16 14:48s/l100.101.142791.142791.1525452.5010191.12
422022.09.16 14:48s/l110.101.142791.142791.15254-15.0010176.12
432022.09.21 20:00buy120.101.128560.000000.00000
442022.09.21 20:00modify120.101.128561.116561.14356
452022.09.22 08:44buy130.101.135410.000000.00000
462022.09.22 08:44modify130.101.135411.133811.14356
472022.09.22 08:44modify120.101.128561.133811.14356
482022.09.22 08:46s/l120.101.133811.133811.1435651.0210227.14
492022.09.22 08:46s/l130.101.133811.133811.14356-16.0010211.14
502022.09.23 12:00buy140.101.105810.000000.00000
512022.09.23 12:00modify140.101.105811.093811.12081
522022.09.23 14:42s/l140.101.093811.093811.12081-120.0010091.14
532022.10.26 08:00sell150.101.156840.000000.00000
542022.10.26 08:00modify150.101.156841.168841.14184
552022.10.31 13:01sell160.101.150090.000000.00000
562022.10.31 13:01modify160.101.150091.151591.14184
572022.10.31 13:01modify150.101.156841.151591.14184
582022.10.31 13:07s/l150.101.151591.151591.1418453.2310144.37
592022.10.31 13:07s/l160.101.151591.151591.14184-15.0010129.37
602022.11.03 12:00buy170.101.125100.000000.00000
612022.11.03 12:00modify170.101.125101.113101.14010
622022.11.04 14:11buy180.101.131850.000000.00000
632022.11.04 14:11modify180.101.131851.130351.14010
642022.11.04 14:11modify170.101.125101.130351.14010
652022.11.04 14:12buy190.101.132610.000000.00000
662022.11.04 14:12modify190.101.132611.128101.14010
672022.11.04 14:12modify190.101.132611.130351.14010
682022.11.04 14:51s/l170.101.130351.130351.1401052.0110181.37
692022.11.04 14:51s/l180.101.130351.130351.14010-15.0010166.37
702022.11.04 14:51s/l190.101.130351.130351.14010-22.6010143.77
712022.11.11 20:00sell200.101.185310.000000.00000
722022.11.11 20:00modify200.101.185311.197311.17031
732022.11.13 22:14sell210.101.178550.000000.00000
742022.11.13 22:14modify210.101.178551.180061.17031
752022.11.13 22:14modify200.101.185311.180061.17031
762022.11.13 23:00sell220.101.177590.000000.00000
772022.11.13 23:00modify220.101.177591.182311.17031
782022.11.13 23:00modify220.101.177591.180061.17031
792022.11.13 23:24s/l200.101.180061.180061.1703152.5010196.27
802022.11.13 23:24s/l210.101.180061.180061.17031-15.1010181.17
812022.11.13 23:24s/l220.101.180061.180061.17031-24.7010156.47
822022.11.23 16:00sell230.101.206630.000000.00000
832022.11.23 16:00modify230.101.206631.218631.19163
842022.11.28 18:04sell240.101.199880.000000.00000
852022.11.28 18:04modify240.101.199881.201381.19163
862022.11.28 18:04modify230.101.206631.201381.19163
872022.11.28 18:19sell250.101.199130.000000.00000
882022.11.28 18:19modify250.101.199131.203631.19163
892022.11.28 18:19modify250.101.199131.201381.19163
902022.11.28 19:08sell260.101.196860.000000.00000
912022.11.28 19:08modify260.101.196861.198381.19163
922022.11.28 19:08modify240.101.199881.198381.19163
932022.11.28 19:08modify250.101.199131.198381.19163
942022.11.28 19:08modify230.101.206631.198381.19163
952022.11.29 01:43s/l230.101.198381.198381.1916383.3810239.85
962022.11.29 01:43s/l240.101.198381.198381.1916315.1510255.00
972022.11.29 01:43s/l250.101.198381.198381.191637.6510262.64
982022.11.29 01:43s/l260.101.198381.198381.19163-15.0510247.59
992022.12.13 16:00sell270.101.239340.000000.00000
1002022.12.13 16:00modify270.101.239341.251341.22434
1012022.12.15 08:48sell280.101.232590.000000.00000
1022022.12.15 08:48modify280.101.232591.234091.22434
1032022.12.15 08:48modify270.101.239341.234091.22434
1042022.12.15 08:57sell290.101.231810.000000.00000
1052022.12.15 08:57modify290.101.231811.236341.22434
1062022.12.15 08:57modify290.101.231811.234091.22434
1072022.12.15 09:11sell300.101.229590.000000.00000
1082022.12.15 09:11modify300.101.229591.231091.22434
1092022.12.15 09:11modify280.101.232591.231091.22434
1102022.12.15 09:11modify290.101.231811.231091.22434
1112022.12.15 09:11modify270.101.239341.231091.22434
1122022.12.15 09:13s/l270.101.231091.231091.2243483.0810330.68
1132022.12.15 09:13s/l280.101.231091.231091.2243415.0010345.68
1142022.12.15 09:13s/l290.101.231091.231091.224347.2010352.88
1152022.12.15 09:13s/l300.101.231091.231091.22434-15.0010337.88
1162023.01.18 16:00sell310.101.239410.000000.00000
1172023.01.18 16:00modify310.101.239411.251411.22441
1182023.01.19 00:50sell320.101.232660.000000.00000
1192023.01.19 00:50modify320.101.232661.234161.22441
1202023.01.19 00:50modify310.101.239411.234161.22441
1212023.01.19 00:59sell330.101.231910.000000.00000
1222023.01.19 00:59modify330.101.231911.236411.22441
1232023.01.19 00:59modify330.101.231911.234161.22441
1242023.01.19 03:42s/l310.101.234161.234161.2244152.9410390.81
1252023.01.19 03:42s/l320.101.234161.234161.22441-15.0010375.81
1262023.01.19 03:42s/l330.101.234161.234161.22441-22.5010353.31
1272023.02.03 20:00buy340.101.205800.000000.00000
1282023.02.03 20:00modify340.101.205801.193801.22080
1292023.02.09 08:22buy350.101.212560.000000.00000
1302023.02.09 08:22modify350.101.212561.211051.22080
1312023.02.09 08:22modify340.101.205801.211051.22080
1322023.02.09 08:37buy360.101.213300.000000.00000
1332023.02.09 08:37modify360.101.213301.208801.22080
1342023.02.09 08:37modify360.101.213301.211051.22080
1352023.02.09 10:50buy370.101.215560.000000.00000
1362023.02.09 10:50modify370.101.215561.214051.22080
1372023.02.09 10:50modify350.101.212561.214051.22080
1382023.02.09 10:50modify360.101.213301.214051.22080
1392023.02.09 10:50modify340.101.205801.214051.22080
1402023.02.09 11:08s/l340.101.214051.214051.2208079.5310432.85
1412023.02.09 11:08s/l350.101.214051.214051.2208014.9010447.75
1422023.02.09 11:08s/l360.101.214051.214051.220807.5010455.25
1432023.02.09 11:08s/l370.101.214051.214051.22080-15.1010440.15
1442023.02.24 16:00buy380.101.194380.000000.00000
1452023.02.24 16:00modify380.101.194381.182381.20938
1462023.02.27 13:36buy390.101.201130.000000.00000
1472023.02.27 13:36modify390.101.201131.199631.20938
1482023.02.27 13:36modify380.101.194381.199631.20938
1492023.02.27 13:47buy400.101.201880.000000.00000
1502023.02.27 13:47modify400.101.201881.197381.20938
1512023.02.27 13:47modify400.101.201881.199631.20938
1522023.02.27 15:15buy410.101.204140.000000.00000
1532023.02.27 15:15modify410.101.204141.202631.20938
1542023.02.27 15:15modify390.101.201131.202631.20938
1552023.02.27 15:15modify400.101.201881.202631.20938
1562023.02.27 15:15modify380.101.194381.202631.20938
1572023.02.27 15:51s/l380.101.202631.202631.2093882.0110522.15
1582023.02.27 15:51s/l390.101.202631.202631.2093815.0010537.15
1592023.02.27 15:51s/l400.101.202631.202631.209387.5010544.65
1602023.02.27 15:51s/l410.101.202631.202631.20938-15.1010529.55
1612023.03.07 20:00buy420.101.183160.000000.00000
1622023.03.07 20:00modify420.101.183161.171161.19816
1632023.03.09 11:05buy430.101.189930.000000.00000
1642023.03.09 11:05modify430.101.189931.188411.19816
1652023.03.09 11:05modify420.101.183161.188411.19816
1662023.03.09 12:06s/l420.101.188411.188411.1981650.5210580.07
1672023.03.09 12:06s/l430.101.188411.188411.19816-15.2010564.87
1682023.03.10 16:00sell440.101.209810.000000.00000
1692023.03.10 16:00modify440.101.209811.221811.19481
1702023.03.10 18:35sell450.101.202950.000000.00000
1712023.03.10 18:35modify450.101.202951.204561.19481
1722023.03.10 18:35modify440.101.209811.204561.19481
1732023.03.10 18:55sell460.101.202300.000000.00000
1742023.03.10 18:55modify460.101.202301.206811.19481
1752023.03.10 18:55modify460.101.202301.204561.19481
1762023.03.12 21:01s/l440.101.204561.204561.1948152.5010617.37
1772023.03.12 21:01s/l450.101.204561.204561.19481-16.1010601.27
1782023.03.12 21:01s/l460.101.204561.204561.19481-22.6010578.67
1792023.05.05 16:00sell470.101.264780.000000.00000
1802023.05.05 16:00modify470.101.264781.276781.24978
1812023.05.09 13:17sell480.101.257970.000000.00000
1822023.05.09 13:17modify480.101.257971.259531.24978
1832023.05.09 13:17modify470.101.264781.259531.24978
1842023.05.09 13:40s/l470.101.259531.259531.2497852.7910631.46
1852023.05.09 13:40s/l480.101.259531.259531.24978-15.6010615.86
1862023.05.12 20:00buy490.101.245370.000000.00000
1872023.05.12 20:00modify490.101.245371.233371.26037
1882023.05.15 12:30buy500.101.252120.000000.00000
1892023.05.15 12:30modify500.101.252121.250621.26037
1902023.05.15 12:30modify490.101.245371.250621.26037
1912023.05.15 13:00s/l490.101.250621.250621.2603752.0110667.87
1922023.05.15 13:00s/l500.101.250621.250621.26037-15.0010652.87
1932023.06.14 16:00sell510.101.269390.000000.00000
1942023.06.14 16:00modify510.101.269391.281391.25439
1952023.06.14 18:08sell520.101.262640.000000.00000
1962023.06.14 18:08modify520.101.262641.264141.25439
1972023.06.14 18:08modify510.101.269391.264141.25439
1982023.06.14 18:10s/l510.101.264141.264141.2543952.5010705.37
1992023.06.14 18:10s/l520.101.264141.264141.25439-15.0010690.37
2002023.06.16 12:00sell530.101.282450.000000.00000
2012023.06.16 12:00modify530.101.282451.294451.26745
2022023.06.20 11:11sell540.101.275670.000000.00000
2032023.06.20 11:11modify540.101.275671.277201.26745
2042023.06.20 11:11modify530.101.282451.277201.26745
2052023.06.20 11:52sell550.101.274950.000000.00000
2062023.06.20 11:52modify550.101.274951.279451.26745
2072023.06.20 11:52modify550.101.274951.277201.26745
2082023.06.20 12:52sell560.101.272700.000000.00000
2092023.06.20 12:52modify560.101.272701.274201.26745
2102023.06.20 12:52modify540.101.275671.274201.26745
2112023.06.20 12:52modify550.101.274951.274201.26745
2122023.06.20 12:52modify530.101.282451.274201.26745
2132023.06.20 12:57s/l530.101.274201.274201.2674582.7910773.16
2142023.06.20 12:57s/l540.101.274201.274201.2674514.7010787.86
2152023.06.20 12:57s/l550.101.274201.274201.267457.5010795.36
2162023.06.20 12:57s/l560.101.274201.274201.26745-15.0010780.36
2172023.06.28 16:00buy570.101.263800.000000.00000
2182023.06.28 16:00modify570.101.263801.251801.27880
2192023.06.30 13:51buy580.101.270550.000000.00000
2202023.06.30 13:51modify580.101.270551.269051.27880
2212023.06.30 13:51modify570.101.263801.269051.27880
2222023.06.30 14:07buy590.101.271310.000000.00000
2232023.06.30 14:07modify590.101.271311.266801.27880
2242023.06.30 14:07modify590.101.271311.269051.27880
2252023.06.30 20:59s/l570.101.269051.269051.2788050.5210830.88
2262023.06.30 20:59s/l580.101.269051.269051.27880-15.0010815.88
2272023.06.30 20:59s/l590.101.269051.269051.27880-22.6010793.28
2282023.07.13 12:00sell600.101.306200.000000.00000
2292023.07.13 12:00modify600.101.306201.318201.29120
2302023.07.19 06:00sell610.101.299370.000000.00000
2312023.07.19 06:00modify610.101.299371.300951.29120
2322023.07.19 06:00modify600.101.306201.300951.29120
2332023.07.19 06:00sell620.101.298690.000000.00000
2342023.07.19 06:00modify620.101.298691.303201.29120
2352023.07.19 06:00modify620.101.298691.300951.29120
2362023.07.19 06:01sell630.101.296400.000000.00000
2372023.07.19 06:01modify630.101.296401.297951.29120
2382023.07.19 06:01modify610.101.299371.297951.29120
2392023.07.19 06:01modify620.101.298691.297951.29120
2402023.07.19 06:01modify600.101.306201.297951.29120
2412023.07.19 06:03s/l600.101.297951.297951.2912083.0810876.37
2422023.07.19 06:03s/l610.101.297951.297951.2912014.2010890.57
2432023.07.19 06:03s/l620.101.297951.297951.291207.4010897.97
2442023.07.19 06:03s/l630.101.297951.297951.29120-15.5010882.47
2452023.07.19 08:00buy640.101.295070.000000.00000
2462023.07.19 08:00modify640.101.295071.283071.31007
2472023.07.21 11:57s/l640.101.283071.283071.31007-121.9810760.49