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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; 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 profit1599.69Gross profit2584.38Gross loss-984.69
Profit factor2.62Expected payoff23.88
Absolute drawdown143.64Maximal drawdown239.86 (2.38%)Relative drawdown2.38% (239.86)
Total trades67Short positions (won %)41 (56.10%)Long positions (won %)26 (53.85%)
Profit trades (% of total)37 (55.22%)Loss trades (% of total)30 (44.78%)
Largestprofit trade150.59loss trade-103.46
Averageprofit trade69.85loss trade-32.82
Maximumconsecutive wins (profit in money)5 (409.23)consecutive losses (loss in money)2 (-119.26)
Maximalconsecutive profit (count of wins)409.23 (5)consecutive loss (count of losses)-119.26 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.01 16:00buy10.101.154050.000000.00000
22022.09.01 16:00modify10.101.154051.144051.16905
32022.09.06 09:40buy20.101.160940.000000.00000
42022.09.06 09:40modify20.101.160941.159301.16905
52022.09.06 09:40modify10.101.154051.159301.16905
62022.09.06 09:55s/l10.101.159301.159301.1690551.0210051.02
72022.09.06 09:55s/l20.101.159301.159301.16905-16.4010034.62
82022.09.13 16:00buy30.101.152720.000000.00000
92022.09.13 16:00modify30.101.152721.142721.16772
102022.09.16 06:20s/l30.101.142721.142721.16772-102.479932.14
112022.09.21 20:00buy40.101.128560.000000.00000
122022.09.21 20:00modify40.101.128561.118561.14356
132022.09.22 10:55buy50.101.135410.000000.00000
142022.09.22 10:55modify50.101.135411.133811.14356
152022.09.22 10:55modify40.101.128561.133811.14356
162022.09.22 11:20s/l40.101.133811.133811.1435651.029983.16
172022.09.22 11:20s/l50.101.133811.133811.14356-16.009967.16
182022.10.13 12:00sell60.101.126100.000000.00000
192022.10.13 12:00modify60.101.126101.136101.11110
202022.10.13 13:30sell70.101.118410.000000.00000
212022.10.13 13:30modify70.101.118411.121601.11110
222022.10.13 13:30modify60.101.126101.121601.11110
232022.10.13 14:30s/l60.101.121601.121601.1111045.0010012.16
242022.10.13 14:30s/l70.101.121601.121601.11110-31.909980.26
252022.10.17 16:00sell80.101.142460.000000.00000
262022.10.17 16:00modify80.101.142461.152461.12746
272022.10.17 18:50sell90.101.135410.000000.00000
282022.10.17 18:50modify90.101.135411.137211.12746
292022.10.17 18:50modify80.101.142461.137211.12746
302022.10.17 19:59sell100.101.134900.000000.00000
312022.10.17 19:59modify100.101.134901.137961.12746
322022.10.17 19:59modify90.101.135411.137961.12746
332022.10.17 19:59modify80.101.142461.137961.12746
342022.10.18 04:10s/l80.101.137961.137961.1274645.1510025.40
352022.10.18 04:10s/l90.101.137961.137961.12746-25.3510000.05
362022.10.18 04:10s/l100.101.137961.137961.12746-30.459969.60
372022.10.21 12:00buy110.101.111220.000000.00000
382022.10.21 12:00modify110.101.111221.101221.12622
392022.10.21 15:10buy120.101.118080.000000.00000
402022.10.21 15:10modify120.101.118081.116471.12622
412022.10.21 15:10modify110.101.111221.116471.12622
422022.10.21 15:15s/l110.101.116471.116471.1262252.5010022.10
432022.10.21 15:15s/l120.101.116471.116471.12622-16.1010006.00
442022.10.25 16:00sell130.101.146680.000000.00000
452022.10.25 16:00modify130.101.146681.156681.13168
462022.10.26 07:40s/l130.101.156681.156681.13168-99.859906.14
472022.11.04 20:00sell140.101.137270.000000.00000
482022.11.04 20:00modify140.101.137271.147271.12227
492022.11.06 22:05sell150.101.130470.000000.00000
502022.11.06 22:05modify150.101.130471.132021.12227
512022.11.06 22:05modify140.101.137271.132021.12227
522022.11.06 22:30s/l140.101.132021.132021.1222752.509958.64
532022.11.06 22:30s/l150.101.132021.132021.12227-15.509943.14
542022.11.09 16:00buy160.101.137830.000000.00000
552022.11.09 16:00modify160.101.137831.127831.15283
562022.11.10 13:30t/p160.101.152831.127831.15283148.5210091.66
572022.11.10 16:00sell170.101.167980.000000.00000
582022.11.10 16:00modify170.101.167981.177981.15298
592022.11.11 12:30s/l170.101.177981.177981.15298-99.859991.80
602022.11.15 16:00sell180.101.189540.000000.00000
612022.11.15 16:00modify180.101.189541.199541.17454
622022.11.15 19:05sell190.101.179790.000000.00000
632022.11.15 19:05modify190.101.179791.181291.17454
642022.11.15 19:05modify180.101.189541.181291.17454
652022.11.15 19:20s/l180.101.181291.181291.1745482.5010074.30
662022.11.15 19:20s/l190.101.181291.181291.17454-15.0010059.30
672022.11.23 16:00sell200.101.206630.000000.00000
682022.11.23 16:00modify200.101.206631.216631.19163
692022.11.28 19:20sell210.101.196690.000000.00000
702022.11.28 19:20modify210.101.196691.198381.19163
712022.11.28 19:20modify200.101.206631.198381.19163
722022.11.29 01:30s/l200.101.198381.198381.1916383.3810142.68
732022.11.29 01:30s/l210.101.198381.198381.19163-16.7510125.93
742022.12.13 16:00sell220.101.239340.000000.00000
752022.12.13 16:00modify220.101.239341.249341.22434
762022.12.15 08:50sell230.101.231780.000000.00000
772022.12.15 08:50modify230.101.231781.234841.22434
782022.12.15 08:50modify220.101.239341.234841.22434
792022.12.15 09:15sell240.101.229570.000000.00000
802022.12.15 09:15modify240.101.229571.231091.22434
812022.12.15 09:15modify230.101.231781.231091.22434
822022.12.15 09:15modify220.101.239341.231091.22434
832022.12.15 09:20s/l220.101.231091.231091.2243483.0810209.01
842022.12.15 09:20s/l230.101.231091.231091.224346.9010215.91
852022.12.15 09:20s/l240.101.231091.231091.22434-15.2010200.71
862022.12.15 16:00buy250.101.221920.000000.00000
872022.12.15 16:00modify250.101.221921.211921.23692
882022.12.20 05:30s/l250.101.211921.211921.23692-101.4810099.23
892023.01.03 12:00buy260.101.193380.000000.00000
902023.01.03 12:00modify260.101.193381.183381.20838
912023.01.04 02:05buy270.101.200200.000000.00000
922023.01.04 02:05modify270.101.200201.198631.20838
932023.01.04 02:05modify260.101.193381.198631.20838
942023.01.04 02:40s/l260.101.198631.198631.2083852.0110151.23
952023.01.04 02:40s/l270.101.198631.198631.20838-15.7010135.53
962023.01.05 16:00buy280.101.188360.000000.00000
972023.01.05 16:00modify280.101.188361.178361.20336
982023.01.06 15:40t/p280.101.203361.178361.20336149.5110285.04
992023.01.18 12:00sell290.101.237210.000000.00000
1002023.01.18 12:00modify290.101.237211.247211.22221
1012023.01.24 10:50sell300.101.230430.000000.00000
1022023.01.24 10:50modify300.101.230431.231961.22221
1032023.01.24 10:50modify290.101.237211.231961.22221
1042023.01.24 10:55s/l290.101.231961.231961.2222153.3810338.42
1052023.01.24 10:55s/l300.101.231961.231961.22221-15.3010323.12
1062023.02.09 16:00sell310.101.217000.000000.00000
1072023.02.09 16:00modify310.101.217001.227001.20200
1082023.02.10 01:40sell320.101.209980.000000.00000
1092023.02.10 01:40modify320.101.209981.211751.20200
1102023.02.10 01:40modify310.101.217001.211751.20200
1112023.02.10 02:40sell330.101.209330.000000.00000
1122023.02.10 02:40modify330.101.209331.212501.20200
1132023.02.10 02:40modify320.101.209981.212501.20200
1142023.02.10 02:40modify310.101.217001.212501.20200
1152023.02.10 07:40s/l310.101.212501.212501.2020045.1510368.26
1162023.02.10 07:40s/l320.101.212501.212501.20200-25.2010343.06
1172023.02.10 07:40s/l330.101.212501.212501.20200-31.7010311.36
1182023.02.14 12:00sell340.101.220150.000000.00000
1192023.02.14 12:00modify340.101.220151.230151.20515
1202023.02.14 14:50sell350.101.212650.000000.00000
1212023.02.14 14:50modify350.101.212651.215651.20515
1222023.02.14 14:50modify340.101.220151.215651.20515
1232023.02.14 14:55s/l340.101.215651.215651.2051545.0010356.36
1242023.02.14 14:55s/l350.101.215651.215651.20515-30.0010326.36
1252023.02.15 16:00buy360.101.200500.000000.00000
1262023.02.15 16:00modify360.101.200501.190501.21550
1272023.02.16 08:50buy370.101.207380.000000.00000
1282023.02.16 08:50modify370.101.207381.205751.21550
1292023.02.16 08:50modify360.101.200501.205751.21550
1302023.02.16 09:00s/l360.101.205751.205751.2155051.0210377.38
1312023.02.16 09:00s/l370.101.205751.205751.21550-16.3010361.08
1322023.02.28 12:00sell380.101.209510.000000.00000
1332023.02.28 12:00modify380.101.209511.219511.19451
1342023.02.28 20:40sell390.101.202650.000000.00000
1352023.02.28 20:40modify390.101.202651.204261.19451
1362023.02.28 20:40modify380.101.209511.204261.19451
1372023.02.28 22:40s/l380.101.204261.204261.1945152.5010413.58
1382023.02.28 22:40s/l390.101.204261.204261.19451-16.1010397.48
1392023.03.07 16:00buy400.101.187830.000000.00000
1402023.03.07 16:00modify400.101.187831.177831.20283
1412023.03.10 07:06buy410.101.194600.000000.00000
1422023.03.10 07:06modify410.101.194601.193081.20283
1432023.03.10 07:06modify400.101.187831.193081.20283
1442023.03.10 07:20buy420.101.195470.000000.00000
1452023.03.10 07:20modify420.101.195471.192331.20283
1462023.03.10 07:20modify410.101.194601.192331.20283
1472023.03.10 07:20modify400.101.187831.192331.20283
1482023.03.10 13:40t/p400.101.202831.192331.20283147.5310545.01
1492023.03.10 13:40t/p410.101.202831.192331.2028382.3010627.31
1502023.03.10 13:40t/p420.101.202831.192331.2028373.6010700.91
1512023.03.15 16:00buy430.101.203340.000000.00000
1522023.03.15 16:00modify430.101.203341.193341.21834
1532023.03.16 07:40buy440.101.210310.000000.00000
1542023.03.16 07:40modify440.101.210311.208591.21834
1552023.03.16 07:40modify430.101.203341.208591.21834
1562023.03.16 08:40s/l430.101.208591.208591.2183451.0210751.92
1572023.03.16 08:40s/l440.101.208591.208591.21834-17.2010734.72
1582023.04.04 12:00sell450.101.248060.000000.00000
1592023.04.04 12:00modify450.101.248061.258061.23306
1602023.04.06 13:40sell460.101.241230.000000.00000
1612023.04.06 13:40modify460.101.241231.242811.23306
1622023.04.06 13:40modify450.101.248061.242811.23306
1632023.04.06 14:20s/l450.101.242811.242811.2330653.0910787.81
1642023.04.06 14:20s/l460.101.242811.242811.23306-15.8010772.01
1652023.05.11 16:00buy470.101.250280.000000.00000
1662023.05.11 16:00modify470.101.250281.240281.26528
1672023.05.18 15:05s/l470.101.240281.240281.26528-103.4610668.54
1682023.06.01 16:00sell480.101.253270.000000.00000
1692023.06.01 16:00modify480.101.253271.263271.23827
1702023.06.02 15:40sell490.101.245690.000000.00000
1712023.06.02 15:40modify490.101.245691.248771.23827
1722023.06.02 15:40modify480.101.253271.248771.23827
1732023.06.02 16:10sell500.101.246370.000000.00000
1742023.06.02 16:10modify500.101.246371.248021.23827
1752023.06.02 16:15modify500.101.246371.248771.23827
1762023.06.04 23:20sell510.101.243350.000000.00000
1772023.06.04 23:20modify510.101.243351.245021.23827
1782023.06.04 23:20modify490.101.245691.245021.23827
1792023.06.04 23:20modify500.101.246371.245021.23827
1802023.06.04 23:20modify480.101.253271.245021.23827
1812023.06.05 11:40t/p480.101.238271.245021.23827150.2910818.84
1822023.06.05 11:40t/p490.101.238271.245021.2382774.3510893.18
1832023.06.05 11:40t/p500.101.238271.245021.2382781.1510974.33
1842023.06.05 11:40t/p510.101.238271.245021.2382750.9511025.27
1852023.06.14 16:00sell520.101.269390.000000.00000
1862023.06.14 16:00modify520.101.269391.279391.25439
1872023.06.14 18:40sell530.101.262630.000000.00000
1882023.06.14 18:40modify530.101.262631.264141.25439
1892023.06.14 18:40modify520.101.269391.264141.25439
1902023.06.14 18:55s/l520.101.264141.264141.2543952.5011077.77
1912023.06.14 18:55s/l530.101.264141.264141.25439-15.1011062.67
1922023.06.15 16:00sell540.101.275920.000000.00000
1932023.06.15 16:00modify540.101.275921.285921.26092
1942023.06.21 10:40sell550.101.269080.000000.00000
1952023.06.21 10:40modify550.101.269081.270671.26092
1962023.06.21 10:40modify540.101.275921.270671.26092
1972023.06.21 11:10s/l540.101.270671.270671.2609253.0911115.76
1982023.06.21 11:10s/l550.101.270671.270671.26092-15.9011099.86
1992023.07.13 16:00sell560.101.309520.000000.00000
2002023.07.13 16:00modify560.101.309521.319521.29452
2012023.07.19 01:40sell570.101.302500.000000.00000
2022023.07.19 01:40modify570.101.302501.304271.29452
2032023.07.19 01:40modify560.101.309521.304271.29452
2042023.07.19 02:30sell580.101.301850.000000.00000
2052023.07.19 02:30modify580.101.301851.305021.29452
2062023.07.19 02:30modify570.101.302501.305021.29452
2072023.07.19 02:30modify560.101.309521.305021.29452
2082023.07.19 06:20sell590.101.299600.000000.00000
2092023.07.19 06:20modify590.101.299601.301271.29452
2102023.07.19 06:20modify580.101.301851.301271.29452
2112023.07.19 06:20modify570.101.302501.301271.29452
2122023.07.19 06:20modify560.101.309521.301271.29452
2132023.07.19 06:40t/p560.101.294521.301271.29452150.5911250.44
2142023.07.19 06:40t/p570.101.294521.301271.2945279.8011330.24
2152023.07.19 06:40t/p580.101.294521.301271.2945273.3011403.54
2162023.07.19 06:40t/p590.101.294521.301271.2945250.8011454.34
2172023.07.27 20:00buy600.101.278680.000000.00000
2182023.07.27 20:00modify600.101.278681.268681.29368
2192023.07.28 10:40buy610.101.285560.000000.00000
2202023.07.28 10:40modify610.101.285561.283931.29368
2212023.07.28 10:40modify600.101.278681.283931.29368
2222023.07.28 10:55s/l600.101.283931.283931.2936852.0111506.35
2232023.07.28 10:55s/l610.101.283931.283931.29368-16.3011490.05
2242023.08.03 12:00buy620.101.264940.000000.00000
2252023.08.03 12:00modify620.101.264941.254941.27994
2262023.08.03 14:40buy630.101.271690.000000.00000
2272023.08.03 14:40modify630.101.271691.270191.27994
2282023.08.03 14:40modify620.101.264941.270191.27994
2292023.08.03 14:55s/l620.101.270191.270191.2799452.5011542.55
2302023.08.03 14:55s/l630.101.270191.270191.27994-15.0011527.55
2312023.08.23 12:00buy640.101.263190.000000.00000
2322023.08.23 12:00modify640.101.263191.253191.27819
2332023.08.23 14:50buy650.101.270110.000000.00000
2342023.08.23 14:50modify650.101.270111.268441.27819
2352023.08.23 14:50modify640.101.263191.268441.27819
2362023.08.23 14:55s/l640.101.268441.268441.2781952.5011580.05
2372023.08.23 14:55s/l650.101.268441.268441.27819-16.7011563.35
2382023.08.30 16:00sell660.101.272360.000000.00000
2392023.08.30 16:00modify660.101.272361.282361.25736
2402023.08.31 14:50sell670.101.265450.000000.00000
2412023.08.31 14:50modify670.101.265451.267111.25736
2422023.08.31 14:50modify660.101.272361.267111.25736
2432023.08.31 14:55s/l660.101.267111.267111.2573652.9411616.29
2442023.08.31 14:55s/l670.101.267111.267111.25736-16.6011599.69