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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1917Ticks modelled41919132Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit889.28Gross profit1704.76Gross loss-815.48
Profit factor2.09Expected payoff16.47
Absolute drawdown215.77Maximal drawdown492.88 (4.80%)Relative drawdown4.80% (492.88)
Total trades54Short positions (won %)32 (53.12%)Long positions (won %)22 (45.45%)
Profit trades (% of total)27 (50.00%)Loss trades (% of total)27 (50.00%)
Largestprofit trade150.29loss trade-100.99
Averageprofit trade63.14loss trade-30.20
Maximumconsecutive wins (profit in money)13 (1077.29)consecutive losses (loss in money)4 (-132.09)
Maximalconsecutive profit (count of wins)1077.29 (13)consecutive loss (count of losses)-167.60 (3)
Averageconsecutive wins2consecutive 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 22:13buy20.101.155060.000000.00000
42022.09.05 22:13modify20.101.155061.149011.16251
52022.09.05 22:13modify10.101.147511.149011.16251
62022.09.05 22:24buy30.101.155860.000000.00000
72022.09.05 22:24modify30.101.155861.152011.16251
82022.09.05 22:24modify20.101.155061.152011.16251
92022.09.05 22:24modify10.101.147511.152011.16251
102022.09.06 00:05buy40.101.157270.000000.00000
112022.09.06 00:05modify40.101.157271.155011.16251
122022.09.06 00:05modify30.101.155861.155011.16251
132022.09.06 00:05modify20.101.155061.155011.16251
142022.09.06 00:05modify10.101.147511.155011.16251
152022.09.06 08:21s/l10.101.155011.155011.1625174.5110074.51
162022.09.06 08:21s/l20.101.155011.155011.16251-0.9910073.51
172022.09.06 08:21s/l30.101.155011.155011.16251-8.9910064.52
182022.09.06 08:21s/l40.101.155011.155011.16251-22.6010041.92
192022.09.14 04:00buy50.101.150910.000000.00000
202022.09.14 04:00modify50.101.150911.140911.16591
212022.09.14 14:54buy60.101.158410.000000.00000
222022.09.14 14:54modify60.101.158411.152411.16591
232022.09.14 14:54modify50.101.150911.152411.16591
242022.09.14 15:07buy70.101.159170.000000.00000
252022.09.14 15:07modify70.101.159171.155411.16591
262022.09.14 15:07modify60.101.158411.155411.16591
272022.09.14 15:07modify50.101.150911.155411.16591
282022.09.14 17:56s/l50.101.155411.155411.1659145.0010086.92
292022.09.14 17:56s/l60.101.155411.155411.16591-30.0010056.92
302022.09.14 17:56s/l70.101.155411.155411.16591-37.6010019.32
312022.09.21 12:00buy80.101.133880.000000.00000
322022.09.21 12:00modify80.101.133881.123881.14888
332022.09.21 18:01s/l80.101.123881.123881.14888-100.009919.32
342022.10.13 20:00sell90.101.131590.000000.00000
352022.10.13 20:00modify90.101.131591.141591.11659
362022.10.14 09:29sell100.101.124080.000000.00000
372022.10.14 09:29modify100.101.124081.130091.11659
382022.10.14 09:29modify90.101.131591.130091.11659
392022.10.14 09:35sell110.101.123340.000000.00000
402022.10.14 09:35modify110.101.123341.127091.11659
412022.10.14 09:35modify100.101.124081.127091.11659
422022.10.14 09:35modify90.101.131591.127091.11659
432022.10.14 09:45s/l90.101.127091.127091.1165945.159964.46
442022.10.14 09:45s/l100.101.127091.127091.11659-30.109934.36
452022.10.14 09:45s/l110.101.127091.127091.11659-37.509896.86
462022.10.26 12:00sell120.101.156300.000000.00000
472022.10.26 12:00modify120.101.156301.166301.14130
482022.10.31 13:49sell130.101.148790.000000.00000
492022.10.31 13:49modify130.101.148791.154801.14130
502022.10.31 13:49modify120.101.156301.154801.14130
512022.10.31 13:57sell140.101.148050.000000.00000
522022.10.31 13:57modify140.101.148051.151801.14130
532022.10.31 13:57modify130.101.148791.151801.14130
542022.10.31 13:57modify120.101.156301.151801.14130
552022.10.31 15:49s/l120.101.151801.151801.1413045.739942.59
562022.10.31 15:49s/l130.101.151801.151801.14130-30.109912.49
572022.10.31 15:49s/l140.101.151801.151801.14130-37.509874.99
582022.11.23 20:00sell150.101.206480.000000.00000
592022.11.23 20:00modify150.101.206481.216481.19148
602022.11.28 18:21sell160.101.198970.000000.00000
612022.11.28 18:21modify160.101.198971.204981.19148
622022.11.28 18:21modify150.101.206481.204981.19148
632022.11.28 18:28sell170.101.198200.000000.00000
642022.11.28 18:28modify170.101.198201.201981.19148
652022.11.28 18:28modify160.101.198971.201981.19148
662022.11.28 18:28modify150.101.206481.201981.19148
672022.11.28 19:08sell180.101.196730.000000.00000
682022.11.28 19:08modify180.101.196731.198981.19148
692022.11.28 19:08modify170.101.198201.198981.19148
702022.11.28 19:08modify160.101.198971.198981.19148
712022.11.28 19:08modify150.101.206481.198981.19148
722022.11.29 01:44s/l150.101.198981.198981.1914875.889950.87
732022.11.29 01:44s/l160.101.198981.198981.191480.059950.92
742022.11.29 01:44s/l170.101.198981.198981.19148-7.659943.26
752022.11.29 01:44s/l180.101.198981.198981.19148-22.359920.91
762022.12.01 20:00sell190.101.225870.000000.00000
772022.12.01 20:00modify190.101.225871.235871.21087
782022.12.02 13:31sell200.101.218310.000000.00000
792022.12.02 13:31modify200.101.218311.224371.21087
802022.12.02 13:31modify190.101.225871.224371.21087
812022.12.02 13:32sell210.101.217620.000000.00000
822022.12.02 13:32modify210.101.217621.221371.21087
832022.12.02 13:32modify200.101.218311.221371.21087
842022.12.02 13:32modify190.101.225871.221371.21087
852022.12.02 13:33sell220.101.216070.000000.00000
862022.12.02 13:33modify220.101.216071.218371.21087
872022.12.02 13:33modify210.101.217621.218371.21087
882022.12.02 13:33modify200.101.218311.218371.21087
892022.12.02 13:33modify190.101.225871.218371.21087
902022.12.02 13:54s/l190.101.218371.218371.2108775.159996.06
912022.12.02 13:54s/l200.101.218371.218371.21087-0.609995.46
922022.12.02 13:54s/l210.101.218371.218371.21087-7.509987.96
932022.12.02 13:54s/l220.101.218371.218371.21087-23.009964.96
942022.12.16 04:00buy230.101.220720.000000.00000
952022.12.16 04:00modify230.101.220721.210721.23572
962022.12.20 05:33s/l230.101.210721.210721.23572-100.999863.97
972023.02.02 04:00sell240.101.238450.000000.00000
982023.02.02 04:00modify240.101.238451.248451.22345
992023.02.02 12:09sell250.101.230940.000000.00000
1002023.02.02 12:09modify250.101.230941.236951.22345
1012023.02.02 12:09modify240.101.238451.236951.22345
1022023.02.02 12:15sell260.101.230140.000000.00000
1032023.02.02 12:15modify260.101.230141.233951.22345
1042023.02.02 12:15modify250.101.230941.233951.22345
1052023.02.02 12:15modify240.101.238451.233951.22345
1062023.02.02 12:16sell270.101.228690.000000.00000
1072023.02.02 12:16modify270.101.228691.230951.22345
1082023.02.02 12:16modify260.101.230141.230951.22345
1092023.02.02 12:16modify250.101.230941.230951.22345
1102023.02.02 12:16modify240.101.238451.230951.22345
1112023.02.02 12:32s/l240.101.230951.230951.2234575.009938.97
1122023.02.02 12:32s/l250.101.230951.230951.22345-0.109938.87
1132023.02.02 12:32s/l260.101.230951.230951.22345-8.109930.77
1142023.02.02 12:32s/l270.101.230951.230951.22345-22.609908.17
1152023.02.24 20:00buy280.101.194610.000000.00000
1162023.02.24 20:00modify280.101.194611.184611.20961
1172023.02.27 13:47buy290.101.202110.000000.00000
1182023.02.27 13:47modify290.101.202111.196111.20961
1192023.02.27 13:47modify280.101.194611.196111.20961
1202023.02.27 14:28buy300.101.202860.000000.00000
1212023.02.27 14:28modify300.101.202861.199111.20961
1222023.02.27 14:28modify290.101.202111.199111.20961
1232023.02.27 14:28modify280.101.194611.199111.20961
1242023.02.27 15:15buy310.101.204380.000000.00000
1252023.02.27 15:15modify310.101.204381.202111.20961
1262023.02.27 15:15modify300.101.202861.202111.20961
1272023.02.27 15:15modify290.101.202111.202111.20961
1282023.02.27 15:15modify280.101.194611.202111.20961
1292023.02.27 15:52s/l280.101.202111.202111.2096174.519982.67
1302023.02.27 15:52s/l290.101.202111.202111.209610.009982.67
1312023.02.27 15:52s/l300.101.202111.202111.20961-7.509975.17
1322023.02.27 15:52s/l310.101.202111.202111.20961-22.709952.47
1332023.03.08 08:00buy320.101.182740.000000.00000
1342023.03.08 08:00modify320.101.182741.172741.19774
1352023.03.09 11:06buy330.101.190250.000000.00000
1362023.03.09 11:06modify330.101.190251.184241.19774
1372023.03.09 11:06modify320.101.182741.184241.19774
1382023.03.09 13:32buy340.101.191000.000000.00000
1392023.03.09 13:32modify340.101.191001.187241.19774
1402023.03.09 13:32modify330.101.190251.187241.19774
1412023.03.09 13:32modify320.101.182741.187241.19774
1422023.03.09 14:46buy350.101.192500.000000.00000
1432023.03.09 14:46modify350.101.192501.190241.19774
1442023.03.09 14:46modify340.101.191001.190241.19774
1452023.03.09 14:46modify330.101.190251.190241.19774
1462023.03.09 14:46modify320.101.182741.190241.19774
1472023.03.10 09:41t/p320.101.197741.190241.19774148.0210100.49
1482023.03.10 09:41t/p330.101.197741.190241.1977474.4110174.90
1492023.03.10 09:41t/p340.101.197741.190241.1977466.9110241.80
1502023.03.10 09:41t/p350.101.197741.190241.1977451.9110293.71
1512023.04.13 20:00sell360.101.252440.000000.00000
1522023.04.13 20:00modify360.101.252441.262441.23744
1532023.04.14 14:00sell370.101.244910.000000.00000
1542023.04.14 14:00modify370.101.244911.250941.23744
1552023.04.14 14:00modify360.101.252441.250941.23744
1562023.04.14 14:00sell380.101.244160.000000.00000
1572023.04.14 14:00modify380.101.244161.247941.23744
1582023.04.14 14:00modify370.101.244911.247941.23744
1592023.04.14 14:00modify360.101.252441.247941.23744
1602023.04.14 15:26sell390.101.242680.000000.00000
1612023.04.14 15:26modify390.101.242681.244941.23744
1622023.04.14 15:26modify380.101.244161.244941.23744
1632023.04.14 15:26modify370.101.244911.244941.23744
1642023.04.14 15:26modify360.101.252441.244941.23744
1652023.04.17 14:04t/p360.101.237441.244941.23744150.2910444.00
1662023.04.17 14:04t/p370.101.237441.244941.2374474.8510518.85
1672023.04.17 14:04t/p380.101.237441.244941.2374467.3510586.19
1682023.04.17 14:04t/p390.101.237441.244941.2374452.5510638.74
1692023.06.01 20:00sell400.101.253000.000000.00000
1702023.06.01 20:00modify400.101.253001.263001.23800
1712023.06.02 16:48sell410.101.245500.000000.00000
1722023.06.02 16:48modify410.101.245501.251501.23800
1732023.06.02 16:48modify400.101.253001.251501.23800
1742023.06.02 17:06sell420.101.244750.000000.00000
1752023.06.02 17:06modify420.101.244751.248501.23800
1762023.06.02 17:06modify410.101.245501.248501.23800
1772023.06.02 17:06modify400.101.253001.248501.23800
1782023.06.04 23:10sell430.101.243250.000000.00000
1792023.06.04 23:10modify430.101.243251.245501.23800
1802023.06.04 23:10modify420.101.244751.245501.23800
1812023.06.04 23:10modify410.101.245501.245501.23800
1822023.06.04 23:10modify400.101.253001.245501.23800
1832023.06.05 12:33t/p400.101.238001.245501.23800150.2910789.03
1842023.06.05 12:33t/p410.101.238001.245501.2380075.1510864.18
1852023.06.05 12:33t/p420.101.238001.245501.2380067.6510931.82
1862023.06.05 12:33t/p430.101.238001.245501.2380052.6510984.47
1872023.06.09 20:00sell440.101.257670.000000.00000
1882023.06.09 20:00modify440.101.257671.267671.24267
1892023.06.12 15:04sell450.101.250150.000000.00000
1902023.06.12 15:04modify450.101.250151.256171.24267
1912023.06.12 15:04modify440.101.257671.256171.24267
1922023.06.12 15:45sell460.101.249420.000000.00000
1932023.06.12 15:45modify460.101.249421.253171.24267
1942023.06.12 15:45modify450.101.250151.253171.24267
1952023.06.12 15:45modify440.101.257671.253171.24267
1962023.06.13 03:31s/l440.101.253171.253171.2426745.2911029.76
1972023.06.13 03:31s/l450.101.253171.253171.24267-30.0510999.71
1982023.06.13 03:31s/l460.101.253171.253171.24267-37.3510962.36
1992023.06.28 20:00buy470.101.264400.000000.00000
2002023.06.28 20:00modify470.101.264401.254401.27940
2012023.06.30 14:13buy480.101.271960.000000.00000
2022023.06.30 14:13modify480.101.271961.265901.27940
2032023.06.30 14:13modify470.101.264401.265901.27940
2042023.06.30 14:20buy490.101.272690.000000.00000
2052023.06.30 14:20modify490.101.272691.268901.27940
2062023.06.30 14:20modify480.101.271961.268901.27940
2072023.06.30 14:20modify470.101.264401.268901.27940
2082023.07.03 00:57s/l470.101.268901.268901.2794042.5311004.88
2092023.07.03 00:57s/l480.101.268901.268901.27940-31.0910973.79
2102023.07.03 00:57s/l490.101.268901.268901.27940-38.3910935.39
2112023.07.07 20:00sell500.101.282990.000000.00000
2122023.07.07 20:00modify500.101.282991.292991.26799
2132023.07.10 12:42sell510.101.275490.000000.00000
2142023.07.10 12:42modify510.101.275491.281491.26799
2152023.07.10 12:42modify500.101.282991.281491.26799
2162023.07.10 14:51s/l500.101.281491.281491.2679915.1510950.54
2172023.07.10 14:51s/l510.101.281491.281491.26799-60.0010890.54
2182023.08.25 08:00buy520.101.257790.000000.00000
2192023.08.25 08:00modify520.101.257791.247791.27279
2202023.08.25 14:04buy530.101.265300.000000.00000
2212023.08.25 14:04modify530.101.265301.259291.27279
2222023.08.25 14:04modify520.101.257791.259291.27279
2232023.08.25 14:24s/l520.101.259291.259291.2727915.0010905.54
2242023.08.25 14:24s/l530.101.259291.259291.27279-60.1010845.44
2252023.08.30 20:00sell540.101.271700.000000.00000
2262023.08.30 20:00modify540.101.271701.281701.25670
2272023.08.31 23:59close at stop540.101.267361.281701.2567043.8410889.28