Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:00 (2022.09.01 - 2023.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 test7259Ticks modelled158235Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2688.87Gross profit3852.08Gross loss-1163.21
Profit factor3.31Expected payoff34.92
Absolute drawdown157.87Maximal drawdown444.04 (3.78%)Relative drawdown3.78% (444.04)
Total trades77Short positions (won %)36 (61.11%)Long positions (won %)41 (65.85%)
Profit trades (% of total)49 (63.64%)Loss trades (% of total)28 (36.36%)
Largestprofit trade150.59loss trade-111.98
Averageprofit trade78.61loss trade-41.54
Maximumconsecutive wins (profit in money)12 (1010.64)consecutive losses (loss in money)3 (-99.30)
Maximalconsecutive profit (count of wins)1010.64 (12)consecutive loss (count of losses)-111.98 (1)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.13 14:00buy10.101.156840.000000.00000
22022.09.13 14:00modify10.101.156841.145841.17184
32022.09.15 23:10s/l10.101.145841.145841.17184-111.989888.02
42022.09.16 10:00buy20.101.138050.000000.00000
52022.09.16 10:00modify20.101.138051.127051.15305
62022.09.20 07:15buy30.101.145550.000000.00000
72022.09.20 07:15modify30.101.145551.140301.15305
82022.09.20 07:15buy40.101.145550.000000.00000
92022.09.20 07:15modify40.101.145551.141801.15305
102022.09.20 07:15modify20.101.138051.141801.15305
112022.09.20 07:17modify30.101.145551.141801.15305
122022.09.20 09:50s/l20.101.141801.141801.1530536.519924.53
132022.09.20 09:50s/l30.101.141801.141801.15305-37.509887.03
142022.09.20 09:50s/l40.101.141801.141801.15305-37.509849.53
152022.10.11 17:00sell50.101.116080.000000.00000
162022.10.11 17:00modify50.101.116081.127081.10108
172022.10.11 18:40sell60.101.108520.000000.00000
182022.10.11 18:40modify60.101.108521.113831.10108
192022.10.11 18:40sell70.101.108520.000000.00000
202022.10.11 18:40modify70.101.108521.112331.10108
212022.10.11 18:40modify50.101.116081.112331.10108
222022.10.11 18:42modify60.101.108521.112331.10108
232022.10.11 19:10t/p50.101.101081.112331.10108150.009999.53
242022.10.11 19:10t/p60.101.101081.112331.1010874.4010073.93
252022.10.11 19:10t/p70.101.101081.112331.1010874.4010148.33
262022.10.17 16:00sell80.101.142460.000000.00000
272022.10.17 16:00modify80.101.142461.153461.12746
282022.10.17 19:59sell90.101.134900.000000.00000
292022.10.17 19:59modify90.101.134901.140211.12746
302022.10.17 19:59sell100.101.134900.000000.00000
312022.10.17 19:59modify100.101.134901.138711.12746
322022.10.17 19:59modify80.101.142461.138711.12746
332022.10.17 20:00modify90.101.134901.138711.12746
342022.10.18 04:10s/l80.101.138711.138711.1274637.6510185.98
352022.10.18 04:10s/l90.101.138711.138711.12746-37.9510148.02
362022.10.18 04:10s/l100.101.138711.138711.12746-37.9510110.07
372022.10.21 11:00buy110.101.112510.000000.00000
382022.10.21 11:00modify110.101.112511.101511.12751
392022.10.21 15:20buy120.101.123300.000000.00000
402022.10.21 15:20modify120.101.123301.117761.12751
412022.10.21 15:20modify110.101.112511.117761.12751
422022.10.21 15:50t/p110.101.127511.117761.12751150.0010260.07
432022.10.21 15:50t/p120.101.127511.117761.1275142.1010302.17
442022.11.03 14:00buy130.101.117900.000000.00000
452022.11.03 14:00modify130.101.117901.106901.13290
462022.11.04 13:57buy140.101.125420.000000.00000
472022.11.04 13:57modify140.101.125421.120151.13290
482022.11.04 13:57buy150.101.125420.000000.00000
492022.11.04 13:57modify150.101.125421.121651.13290
502022.11.04 13:57modify130.101.117901.121651.13290
512022.11.04 13:59modify140.101.125421.121651.13290
522022.11.04 14:20t/p130.101.132901.121651.13290149.5110451.68
532022.11.04 14:20t/p140.101.132901.121651.1329074.8010526.48
542022.11.04 14:20t/p150.101.132901.121651.1329074.8010601.28
552022.12.27 16:00buy160.101.202350.000000.00000
562022.12.27 16:00modify160.101.202351.191351.21735
572022.12.28 12:37buy170.101.209870.000000.00000
582022.12.28 12:37modify170.101.209871.204601.21735
592022.12.28 12:37buy180.101.209870.000000.00000
602022.12.28 12:37modify180.101.209871.206101.21735
612022.12.28 12:37modify160.101.202351.206101.21735
622022.12.28 12:40modify170.101.209871.206101.21735
632022.12.28 15:45s/l160.101.206101.206101.2173537.0110638.28
642022.12.28 15:45s/l170.101.206101.206101.21735-37.7010600.58
652022.12.28 15:45s/l180.101.206101.206101.21735-37.7010562.88
662023.01.03 10:00buy190.101.192620.000000.00000
672023.01.03 10:00modify190.101.192621.181621.20762
682023.01.03 14:40buy200.101.203240.000000.00000
692023.01.03 14:40modify200.101.203241.197871.20762
702023.01.03 14:40modify190.101.192621.197871.20762
712023.01.03 16:40s/l190.101.197871.197871.2076252.5010615.38
722023.01.03 16:40s/l200.101.197871.197871.20762-53.7010561.68
732023.01.18 13:00sell210.101.236900.000000.00000
742023.01.18 13:00modify210.101.236901.247901.22190
752023.01.24 14:27sell220.101.229370.000000.00000
762023.01.24 14:27modify220.101.229371.234651.22190
772023.01.24 14:27sell230.101.229370.000000.00000
782023.01.24 14:27modify230.101.229371.233151.22190
792023.01.24 14:27modify210.101.236901.233151.22190
802023.01.24 14:30modify220.101.229371.233151.22190
812023.01.24 14:50sell240.101.226280.000000.00000
822023.01.24 14:50modify240.101.226281.231651.22190
832023.01.24 14:50modify230.101.229371.231651.22190
842023.01.24 14:50modify220.101.229371.231651.22190
852023.01.24 14:50modify210.101.236901.231651.22190
862023.01.24 15:50s/l210.101.231651.231651.2219053.3810615.06
872023.01.24 15:50s/l220.101.231651.231651.22190-22.8010592.26
882023.01.24 15:50s/l230.101.231651.231651.22190-22.8010569.46
892023.01.24 15:50s/l240.101.231651.231651.22190-53.7010515.76
902023.02.07 13:00buy250.101.198860.000000.00000
912023.02.07 13:00modify250.101.198861.187861.21386
922023.02.08 00:07buy260.101.206400.000000.00000
932023.02.08 00:07modify260.101.206401.201111.21386
942023.02.08 00:07buy270.101.206400.000000.00000
952023.02.08 00:07modify270.101.206401.202611.21386
962023.02.08 00:07modify250.101.198861.202611.21386
972023.02.08 00:10modify260.101.206401.202611.21386
982023.02.08 07:45buy280.101.209380.000000.00000
992023.02.08 07:45modify280.101.209381.204111.21386
1002023.02.08 07:45modify270.101.206401.204111.21386
1012023.02.08 07:45modify260.101.206401.204111.21386
1022023.02.08 07:45modify250.101.198861.204111.21386
1032023.02.09 09:50t/p250.101.213861.204111.21386148.0210663.78
1042023.02.09 09:50t/p260.101.213861.204111.2138673.1210736.89
1052023.02.09 09:50t/p270.101.213861.204111.2138673.1210810.01
1062023.02.09 09:50t/p280.101.213861.204111.2138643.3210853.33
1072023.02.09 12:00sell290.101.214750.000000.00000
1082023.02.09 12:00modify290.101.214751.225751.19975
1092023.02.10 16:36sell300.101.207230.000000.00000
1102023.02.10 16:36modify300.101.207231.212501.19975
1112023.02.10 16:36sell310.101.207230.000000.00000
1122023.02.10 16:36modify310.101.207231.211001.19975
1132023.02.10 16:36modify290.101.214751.211001.19975
1142023.02.10 16:40modify300.101.207231.211001.19975
1152023.02.13 00:20sell320.101.203990.000000.00000
1162023.02.13 00:20modify320.101.203991.209501.19975
1172023.02.13 00:20modify310.101.207231.209501.19975
1182023.02.13 00:20modify300.101.207231.209501.19975
1192023.02.13 00:20modify290.101.214751.209501.19975
1202023.02.13 12:16s/l290.101.209501.209501.1997552.7910906.12
1212023.02.13 12:16s/l300.101.209501.209501.19975-22.5510883.57
1222023.02.13 12:16s/l310.101.209501.209501.19975-22.5510861.01
1232023.02.13 12:16s/l320.101.209501.209501.19975-55.1010805.91
1242023.02.14 14:00sell330.101.220930.000000.00000
1252023.02.14 14:00modify330.101.220931.231931.20593
1262023.02.15 06:50sell340.101.213400.000000.00000
1272023.02.15 06:50modify340.101.213401.218681.20593
1282023.02.15 06:50sell350.101.213400.000000.00000
1292023.02.15 06:50modify350.101.213401.217181.20593
1302023.02.15 06:50modify330.101.220931.217181.20593
1312023.02.15 06:52modify340.101.213401.217181.20593
1322023.02.15 07:35sell360.101.210310.000000.00000
1332023.02.15 07:35modify360.101.210311.215681.20593
1342023.02.15 07:35modify350.101.213401.215681.20593
1352023.02.15 07:35modify340.101.213401.215681.20593
1362023.02.15 07:35modify330.101.220931.215681.20593
1372023.02.15 11:50t/p330.101.205931.215681.20593150.1510956.06
1382023.02.15 11:50t/p340.101.205931.215681.2059374.7011030.76
1392023.02.15 11:50t/p350.101.205931.215681.2059374.7011105.46
1402023.02.15 11:50t/p360.101.205931.215681.2059343.8011149.26
1412023.02.15 16:00buy370.101.200500.000000.00000
1422023.02.15 16:00modify370.101.200501.189501.21550
1432023.02.21 11:40buy380.101.211120.000000.00000
1442023.02.21 11:40modify380.101.211121.205751.21550
1452023.02.21 11:40modify370.101.200501.205751.21550
1462023.02.21 14:57buy390.101.208120.000000.00000
1472023.02.21 14:57modify390.101.208121.202751.21550
1482023.02.21 14:57buy400.101.208120.000000.00000
1492023.02.21 14:57modify400.101.208121.204251.21550
1502023.02.21 14:59modify400.101.208121.205751.21550
1512023.02.21 14:59modify390.101.208121.205751.21550
1522023.02.22 16:20s/l370.101.205751.205751.2155049.0411198.29
1532023.02.22 16:20s/l380.101.205751.205751.21550-54.1911144.10
1542023.02.22 16:20s/l390.101.205751.205751.21550-24.1911119.90
1552023.02.22 16:20s/l400.101.205751.205751.21550-24.1911095.71
1562023.02.24 17:00buy410.101.194800.000000.00000
1572023.02.24 17:00modify410.101.194801.183801.20980
1582023.02.27 14:10buy420.101.202350.000000.00000
1592023.02.27 14:10modify420.101.202351.197051.20980
1602023.02.27 14:10buy430.101.202350.000000.00000
1612023.02.27 14:10modify430.101.202351.198551.20980
1622023.02.27 14:10modify410.101.194801.198551.20980
1632023.02.27 14:12modify420.101.202351.198551.20980
1642023.02.27 15:25buy440.101.205560.000000.00000
1652023.02.27 15:25modify440.101.205561.200051.20980
1662023.02.27 15:25modify430.101.202351.200051.20980
1672023.02.27 15:25modify420.101.202351.200051.20980
1682023.02.27 15:25modify410.101.194801.200051.20980
1692023.02.28 10:50t/p410.101.209801.200051.20980149.0111244.72
1702023.02.28 10:50t/p420.101.209801.200051.2098074.0111318.73
1712023.02.28 10:50t/p430.101.209801.200051.2098074.0111392.73
1722023.02.28 10:50t/p440.101.209801.200051.2098041.9111434.64
1732023.03.13 17:00sell450.101.215790.000000.00000
1742023.03.13 17:00modify450.101.215791.226791.20079
1752023.03.15 12:22sell460.101.208160.000000.00000
1762023.03.15 12:22modify460.101.208161.213541.20079
1772023.03.15 12:22sell470.101.208160.000000.00000
1782023.03.15 12:22modify470.101.208161.212041.20079
1792023.03.15 12:22modify450.101.215791.212041.20079
1802023.03.15 12:25modify460.101.208161.212041.20079
1812023.03.15 12:50sell480.101.205130.000000.00000
1822023.03.15 12:50modify480.101.205131.210541.20079
1832023.03.15 12:50modify470.101.208161.210541.20079
1842023.03.15 12:50modify460.101.208161.210541.20079
1852023.03.15 12:50modify450.101.215791.210541.20079
1862023.03.16 08:15s/l450.101.210541.210541.2007953.2311487.87
1872023.03.16 08:15s/l460.101.210541.210541.20079-23.3611464.51
1882023.03.16 08:15s/l470.101.210541.210541.20079-23.3611441.15
1892023.03.16 08:15s/l480.101.210541.210541.20079-53.6611387.48
1902023.04.04 11:00sell490.101.250380.000000.00000
1912023.04.04 11:00modify490.101.250381.261381.23538
1922023.04.06 12:50sell500.101.242720.000000.00000
1932023.04.06 12:50modify500.101.242721.248131.23538
1942023.04.06 12:50sell510.101.242720.000000.00000
1952023.04.06 12:50modify510.101.242721.246631.23538
1962023.04.06 12:50modify490.101.250381.246631.23538
1972023.04.06 12:52modify500.101.242721.246631.23538
1982023.04.06 16:45s/l490.101.246631.246631.2353838.0911425.57
1992023.04.06 16:45s/l500.101.246631.246631.23538-39.1011386.47
2002023.04.06 16:45s/l510.101.246631.246631.23538-39.1011347.37
2012023.04.10 14:00buy520.101.235790.000000.00000
2022023.04.10 14:00modify520.101.235791.224791.25079
2032023.04.11 08:57buy530.101.243450.000000.00000
2042023.04.11 08:57modify530.101.243451.238041.25079
2052023.04.11 08:57buy540.101.243450.000000.00000
2062023.04.11 08:57modify540.101.243451.239541.25079
2072023.04.11 08:57modify520.101.235791.239541.25079
2082023.04.11 08:59modify530.101.243451.239541.25079
2092023.04.12 14:52buy550.101.246520.000000.00000
2102023.04.12 14:52modify550.101.246521.241041.25079
2112023.04.12 14:52modify540.101.243451.241041.25079
2122023.04.12 14:52modify530.101.243451.241041.25079
2132023.04.12 14:52modify520.101.235791.241041.25079
2142023.04.13 08:10t/p520.101.250791.241041.25079147.5311494.90
2152023.04.13 08:10t/p530.101.250791.241041.2507971.4211566.32
2162023.04.13 08:10t/p540.101.250791.241041.2507971.4211637.74
2172023.04.13 08:10t/p550.101.250791.241041.2507941.2211678.95
2182023.06.01 17:00sell560.101.253240.000000.00000
2192023.06.01 17:00modify560.101.253241.264241.23824
2202023.06.02 15:50sell570.101.245690.000000.00000
2212023.06.02 15:50modify570.101.245691.250991.23824
2222023.06.02 15:50sell580.101.245690.000000.00000
2232023.06.02 15:50modify580.101.245691.249491.23824
2242023.06.02 15:50modify560.101.253241.249491.23824
2252023.06.02 15:52modify570.101.245691.249491.23824
2262023.06.04 23:32sell590.101.242690.000000.00000
2272023.06.04 23:32modify590.101.242691.247991.23824
2282023.06.04 23:32modify580.101.245691.247991.23824
2292023.06.04 23:32modify570.101.245691.247991.23824
2302023.06.04 23:32modify560.101.253241.247991.23824
2312023.06.05 11:20t/p560.101.238241.247991.23824150.2911829.25
2322023.06.05 11:20t/p570.101.238241.247991.2382474.6511903.89
2332023.06.05 11:20t/p580.101.238241.247991.2382474.6511978.54
2342023.06.05 11:20t/p590.101.238241.247991.2382444.6512023.18
2352023.06.12 17:00buy600.101.249700.000000.00000
2362023.06.12 17:00modify600.101.249701.238701.26470
2372023.06.13 09:50buy610.101.257440.000000.00000
2382023.06.13 09:50modify610.101.257441.251951.26470
2392023.06.13 09:50buy620.101.257440.000000.00000
2402023.06.13 09:50modify620.101.257441.253451.26470
2412023.06.13 09:50modify600.101.249701.253451.26470
2422023.06.13 09:52modify610.101.257441.253451.26470
2432023.06.13 12:55buy630.101.260490.000000.00000
2442023.06.13 12:55modify630.101.260491.254951.26470
2452023.06.13 12:55modify620.101.257441.254951.26470
2462023.06.13 12:55modify610.101.257441.254951.26470
2472023.06.13 12:55modify600.101.249701.254951.26470
2482023.06.14 10:20t/p600.101.264701.254951.26470149.0112172.19
2492023.06.14 10:20t/p610.101.264701.254951.2647072.1112244.30
2502023.06.14 10:20t/p620.101.264701.254951.2647072.1112316.41
2512023.06.14 10:20t/p630.101.264701.254951.2647041.6112358.01
2522023.06.30 16:00sell640.101.270850.000000.00000
2532023.06.30 16:00modify640.101.270851.281851.25585
2542023.07.07 14:40s/l640.101.281851.281851.25585-108.9812249.03
2552023.07.13 11:00sell650.101.306650.000000.00000
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2602023.07.19 11:15t/p650.101.291651.301401.29165150.5912399.62
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