Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01)
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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 modelled79755Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1784.27Gross profit2413.01Gross loss-628.74
Profit factor3.84Expected payoff37.96
Absolute drawdown131.64Maximal drawdown355.45 (3.48%)Relative drawdown3.48% (355.45)
Total trades47Short positions (won %)26 (65.38%)Long positions (won %)21 (61.90%)
Profit trades (% of total)30 (63.83%)Loss trades (% of total)17 (36.17%)
Largestprofit trade150.29loss trade-100.99
Averageprofit trade80.43loss trade-36.98
Maximumconsecutive wins (profit in money)17 (1483.32)consecutive losses (loss in money)4 (-133.79)
Maximalconsecutive profit (count of wins)1483.32 (17)consecutive loss (count of losses)-171.00 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.05 04:00buy10.101.147510.000000.00000
22022.09.05 04:00modify10.101.147511.137511.16251
32022.09.05 23:10buy20.101.155170.000000.00000
42022.09.05 23:10modify20.101.155171.149011.16251
52022.09.05 23:10modify10.101.147511.149011.16251
62022.09.06 03:55buy30.101.157510.000000.00000
72022.09.06 03:55modify30.101.157511.155011.16251
82022.09.06 03:55modify20.101.155171.155011.16251
92022.09.06 03:55modify10.101.147511.155011.16251
102022.09.06 08:40s/l10.101.155011.155011.1625174.5110074.51
112022.09.06 08:40s/l20.101.155011.155011.16251-2.0910072.41
122022.09.06 08:40s/l30.101.155011.155011.16251-25.0010047.41
132022.09.14 04:00buy40.101.150910.000000.00000
142022.09.14 04:00modify40.101.150911.140911.16591
152022.09.14 14:40buy50.101.158690.000000.00000
162022.09.14 14:40modify50.101.158691.152411.16591
172022.09.14 14:40modify40.101.150911.152411.16591
182022.09.14 15:15buy60.101.159230.000000.00000
192022.09.14 15:15modify60.101.159231.155411.16591
202022.09.14 15:15modify50.101.158691.155411.16591
212022.09.14 15:15modify40.101.150911.155411.16591
222022.09.14 17:40s/l40.101.155411.155411.1659145.0010092.41
232022.09.14 17:40s/l50.101.155411.155411.16591-32.8010059.61
242022.09.14 17:40s/l60.101.155411.155411.16591-38.2010021.41
252022.09.21 12:00buy70.101.133880.000000.00000
262022.09.21 12:00modify70.101.133881.123881.14888
272022.09.21 18:15s/l70.101.123881.123881.14888-100.009921.41
282022.10.13 20:00sell80.101.131590.000000.00000
292022.10.13 20:00modify80.101.131591.141591.11659
302022.10.14 11:10sell90.101.124010.000000.00000
312022.10.14 11:10modify90.101.124011.130091.11659
322022.10.14 11:10modify80.101.131591.130091.11659
332022.10.14 14:15t/p80.101.116591.130091.11659150.1510071.56
342022.10.14 14:15t/p90.101.116591.130091.1165974.2010145.76
352022.10.26 12:00sell100.101.156300.000000.00000
362022.10.26 12:00modify100.101.156301.166301.14130
372022.10.31 13:50sell110.101.147870.000000.00000
382022.10.31 13:50modify110.101.147871.151801.14130
392022.10.31 13:50modify100.101.156301.151801.14130
402022.10.31 15:05sell120.101.148510.000000.00000
412022.10.31 15:05modify120.101.148511.154801.14130
422022.10.31 15:10modify120.101.148511.151801.14130
432022.10.31 15:30s/l100.101.151801.151801.1413045.7310191.49
442022.10.31 15:30s/l110.101.151801.151801.14130-39.3010152.19
452022.10.31 15:30s/l120.101.151801.151801.14130-32.9010119.29
462022.11.23 20:00sell130.101.206480.000000.00000
472022.11.23 20:00modify130.101.206481.216481.19148
482022.11.28 19:20sell140.101.196690.000000.00000
492022.11.28 19:20modify140.101.196691.198981.19148
502022.11.28 19:20modify130.101.206481.198981.19148
512022.11.29 01:40s/l130.101.198981.198981.1914875.8810195.17
522022.11.29 01:40s/l140.101.198981.198981.19148-22.7510172.41
532022.12.01 20:00sell150.101.225870.000000.00000
542022.12.01 20:00modify150.101.225871.235871.21087
552022.12.05 17:25sell160.101.217590.000000.00000
562022.12.05 17:25modify160.101.217591.221371.21087
572022.12.05 17:25modify150.101.225871.221371.21087
582022.12.05 17:55sell170.101.218140.000000.00000
592022.12.05 17:55modify170.101.218141.224371.21087
602022.12.05 18:00modify170.101.218141.221371.21087
612022.12.05 19:40sell180.101.216100.000000.00000
622022.12.05 19:40modify180.101.216101.218371.21087
632022.12.05 19:40modify160.101.217591.218371.21087
642022.12.05 19:40modify170.101.218141.218371.21087
652022.12.05 19:40modify150.101.225871.218371.21087
662022.12.05 20:30s/l150.101.218371.218371.2108775.2910247.70
672022.12.05 20:30s/l160.101.218371.218371.21087-7.8010239.90
682022.12.05 20:30s/l170.101.218371.218371.21087-2.3010237.60
692022.12.05 20:30s/l180.101.218371.218371.21087-22.7010214.90
702022.12.16 04:00buy190.101.220720.000000.00000
712022.12.16 04:00modify190.101.220721.210721.23572
722022.12.20 05:30s/l190.101.210721.210721.23572-100.9910113.91
732023.02.02 04:00sell200.101.238450.000000.00000
742023.02.02 04:00modify200.101.238451.248451.22345
752023.02.02 13:55sell210.101.230060.000000.00000
762023.02.02 13:55modify210.101.230061.233951.22345
772023.02.02 13:55modify200.101.238451.233951.22345
782023.02.02 17:40t/p200.101.223451.233951.22345150.0010263.91
792023.02.02 17:40t/p210.101.223451.233951.2234566.1010330.01
802023.02.24 20:00buy220.101.194610.000000.00000
812023.02.24 20:00modify220.101.194611.184611.20961
822023.02.27 13:50buy230.101.202240.000000.00000
832023.02.27 13:50modify230.101.202241.196111.20961
842023.02.27 13:50modify220.101.194611.196111.20961
852023.02.27 17:20buy240.101.204440.000000.00000
862023.02.27 17:20modify240.101.204441.202111.20961
872023.02.27 17:20modify230.101.202241.202111.20961
882023.02.27 17:20modify220.101.194611.202111.20961
892023.02.28 09:15t/p220.101.209611.202111.20961149.0110479.03
902023.02.28 09:15t/p230.101.209611.202111.2096173.2110552.23
912023.02.28 09:15t/p240.101.209611.202111.2096151.2110603.44
922023.03.08 08:00buy250.101.182740.000000.00000
932023.03.08 08:00modify250.101.182741.172741.19774
942023.03.09 11:40buy260.101.190480.000000.00000
952023.03.09 11:40modify260.101.190481.184241.19774
962023.03.09 11:40modify250.101.182741.184241.19774
972023.03.09 13:50buy270.101.191090.000000.00000
982023.03.09 13:50modify270.101.191091.187241.19774
992023.03.09 13:50modify260.101.190481.187241.19774
1002023.03.09 13:50modify250.101.182741.187241.19774
1012023.03.09 14:30buy280.101.192560.000000.00000
1022023.03.09 14:30modify280.101.192561.190241.19774
1032023.03.09 14:30modify270.101.191091.190241.19774
1042023.03.09 14:30modify260.101.190481.190241.19774
1052023.03.09 14:30modify250.101.182741.190241.19774
1062023.03.10 09:30t/p250.101.197741.190241.19774148.0210751.46
1072023.03.10 09:30t/p260.101.197741.190241.1977472.1110823.56
1082023.03.10 09:30t/p270.101.197741.190241.1977466.0110889.57
1092023.03.10 09:30t/p280.101.197741.190241.1977451.3110940.87
1102023.04.13 20:00sell290.101.252440.000000.00000
1112023.04.13 20:00modify290.101.252441.262441.23744
1122023.04.14 15:10sell300.101.243960.000000.00000
1132023.04.14 15:10modify300.101.243961.247941.23744
1142023.04.14 15:10modify290.101.252441.247941.23744
1152023.04.17 12:20sell310.101.242680.000000.00000
1162023.04.17 12:20modify310.101.242681.244941.23744
1172023.04.17 12:20modify300.101.243961.244941.23744
1182023.04.17 12:20modify290.101.252441.244941.23744
1192023.04.17 14:30t/p290.101.237441.244941.23744150.2911091.17
1202023.04.17 14:30t/p300.101.237441.244941.2374465.3511156.51
1212023.04.17 14:30t/p310.101.237441.244941.2374452.4011208.91
1222023.06.01 20:00sell320.101.253000.000000.00000
1232023.06.01 20:00modify320.101.253001.263001.23800
1242023.06.02 17:15sell330.101.244740.000000.00000
1252023.06.02 17:15modify330.101.244741.248501.23800
1262023.06.02 17:15modify320.101.253001.248501.23800
1272023.06.02 17:35sell340.101.245430.000000.00000
1282023.06.02 17:35modify340.101.245431.251501.23800
1292023.06.02 17:40modify340.101.245431.248501.23800
1302023.06.04 23:30sell350.101.243060.000000.00000
1312023.06.04 23:30modify350.101.243061.245501.23800
1322023.06.04 23:30modify330.101.244741.245501.23800
1332023.06.04 23:30modify340.101.245431.245501.23800
1342023.06.04 23:30modify320.101.253001.245501.23800
1352023.06.05 12:30t/p320.101.238001.245501.23800150.2911359.20
1362023.06.05 12:30t/p330.101.238001.245501.2380067.5511426.75
1372023.06.05 12:30t/p340.101.238001.245501.2380074.4511501.20
1382023.06.05 12:30t/p350.101.238001.245501.2380050.7511551.94
1392023.06.09 20:00sell360.101.257670.000000.00000
1402023.06.09 20:00modify360.101.257671.267671.24267
1412023.06.12 16:55sell370.101.249390.000000.00000
1422023.06.12 16:55modify370.101.249391.253171.24267
1432023.06.12 16:55modify360.101.257671.253171.24267
1442023.06.12 17:45sell380.101.250140.000000.00000
1452023.06.12 17:45modify380.101.250141.256171.24267
1462023.06.12 17:50modify380.101.250141.253171.24267
1472023.06.13 03:20s/l360.101.253171.253171.2426745.2911597.24
1482023.06.13 03:20s/l370.101.253171.253171.24267-37.6511559.58
1492023.06.13 03:20s/l380.101.253171.253171.24267-30.1511529.43
1502023.06.28 20:00buy390.101.264400.000000.00000
1512023.06.28 20:00modify390.101.264401.254401.27940
1522023.06.30 14:20buy400.101.272200.000000.00000
1532023.06.30 14:20modify400.101.272201.265901.27940
1542023.06.30 14:20modify390.101.264401.265901.27940
1552023.06.30 14:46buy410.101.272750.000000.00000
1562023.06.30 14:46modify410.101.272751.268901.27940
1572023.06.30 14:46modify400.101.272201.268901.27940
1582023.06.30 14:46modify390.101.264401.268901.27940
1592023.07.03 00:40s/l390.101.268901.268901.2794042.5311571.95
1602023.07.03 00:40s/l400.101.268901.268901.27940-33.4911538.46
1612023.07.03 00:40s/l410.101.268901.268901.27940-38.9911499.46
1622023.07.07 20:00sell420.101.282990.000000.00000
1632023.07.07 20:00modify420.101.282991.292991.26799
1642023.07.10 12:50sell430.101.275330.000000.00000
1652023.07.10 12:50modify430.101.275331.281491.26799
1662023.07.10 12:50modify420.101.282991.281491.26799
1672023.07.10 14:40s/l420.101.281491.281491.2679915.1511514.61
1682023.07.10 14:40s/l430.101.281491.281491.26799-61.6011453.01
1692023.08.25 08:00buy440.101.257790.000000.00000
1702023.08.25 08:00modify440.101.257791.247791.27279
1712023.08.29 19:59buy450.101.265320.000000.00000
1722023.08.29 19:59modify450.101.265321.259291.27279
1732023.08.29 19:59modify440.101.257791.259291.27279
1742023.08.30 09:30buy460.101.266320.000000.00000
1752023.08.30 09:30modify460.101.266321.262291.27279
1762023.08.30 09:30modify450.101.265321.262291.27279
1772023.08.30 09:30modify440.101.257791.262291.27279
1782023.08.30 13:30t/p440.101.272791.262291.27279148.5211601.53
1792023.08.30 13:30t/p450.101.272791.262291.2727974.2111675.73
1802023.08.30 13:30t/p460.101.272791.262291.2727964.7011740.43
1812023.08.30 20:00sell470.101.271700.000000.00000
1822023.08.30 20:00modify470.101.271701.281701.25670
1832023.08.31 23:59close at stop470.101.267361.281701.2567043.8411784.27