Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test2612Ticks modelled79461Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2723.65Gross profit3721.53Gross loss-997.89
Profit factor3.73Expected payoff41.27
Absolute drawdown114.55Maximal drawdown263.50 (2.55%)Relative drawdown2.55% (263.50)
Total trades66Short positions (won %)44 (68.18%)Long positions (won %)22 (59.09%)
Profit trades (% of total)43 (65.15%)Loss trades (% of total)23 (34.85%)
Largestprofit trade140.00loss trade-60.72
Averageprofit trade86.55loss trade-43.39
Maximumconsecutive wins (profit in money)8 (662.79)consecutive losses (loss in money)4 (-118.39)
Maximalconsecutive profit (count of wins)662.79 (8)consecutive loss (count of losses)-120.00 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.03 16:00sell10.101.126970.000000.00000
22022.10.03 16:00modify10.101.126971.132971.11297
32022.10.03 22:40s/l10.101.132971.132971.11297-60.009940.00
42022.10.04 16:00sell20.101.144360.000000.00000
52022.10.04 16:00modify20.101.144361.150361.13036
62022.10.05 09:50sell30.101.138750.000000.00000
72022.10.05 09:50modify30.101.138751.143661.13036
82022.10.05 09:50modify20.101.144361.143661.13036
92022.10.05 13:30t/p20.101.130361.143661.13036139.9510079.95
102022.10.05 13:30t/p30.101.130361.143661.1303683.9010163.85
112022.10.05 16:00buy40.101.127610.000000.00000
122022.10.05 16:00modify40.101.127611.121611.14161
132022.10.05 19:45buy50.101.133350.000000.00000
142022.10.05 19:45modify50.101.133351.128311.14161
152022.10.05 19:45modify40.101.127611.128311.14161
162022.10.06 01:25buy60.101.136010.000000.00000
172022.10.06 01:25modify60.101.136011.133211.14161
182022.10.06 01:25buy70.101.136010.000000.00000
192022.10.06 01:25modify70.101.136011.133211.14161
202022.10.06 01:25modify50.101.133351.133211.14161
212022.10.06 01:25modify40.101.127611.133211.14161
222022.10.06 06:30s/l40.101.133211.133211.1416155.4610219.32
232022.10.06 06:30s/l50.101.133211.133211.14161-1.9410217.38
242022.10.06 06:30s/l60.101.133211.133211.14161-28.0010189.38
252022.10.06 06:30s/l70.101.133211.133211.14161-28.0010161.38
262022.10.07 16:00buy80.101.111670.000000.00000
272022.10.07 16:00modify80.101.111671.105671.12567
282022.10.07 19:15s/l80.101.105671.105671.12567-60.0010101.38
292022.10.11 16:00sell90.101.116530.000000.00000
302022.10.11 16:00modify90.101.116531.122531.10253
312022.10.11 18:40t/p90.101.102531.122531.10253140.0010241.38
322022.10.17 16:00sell100.101.142460.000000.00000
332022.10.17 16:00modify100.101.142461.148461.12846
342022.10.17 17:40sell110.101.136770.000000.00000
352022.10.17 17:40modify110.101.136771.141761.12846
362022.10.17 17:40modify100.101.142461.141761.12846
372022.10.18 01:55sell120.101.133990.000000.00000
382022.10.18 01:55modify120.101.133991.136861.12846
392022.10.18 01:55sell130.101.133990.000000.00000
402022.10.18 01:55modify130.101.133991.136861.12846
412022.10.18 01:55modify110.101.136771.136861.12846
422022.10.18 01:55modify100.101.142461.136861.12846
432022.10.18 03:40s/l100.101.136861.136861.1284655.9510297.33
442022.10.18 03:40s/l110.101.136861.136861.12846-0.9510296.38
452022.10.18 03:40s/l120.101.136861.136861.12846-28.7010267.68
462022.10.18 03:40s/l130.101.136861.136861.12846-28.7010238.98
472022.10.25 16:00sell140.101.146680.000000.00000
482022.10.25 16:00modify140.101.146681.152681.13268
492022.10.26 07:30s/l140.101.152681.152681.13268-60.0510178.94
502022.11.08 16:00sell150.101.156340.000000.00000
512022.11.08 16:00modify150.101.156341.162341.14234
522022.11.09 09:20sell160.101.150730.000000.00000
532022.11.09 09:20modify160.101.150731.155641.14234
542022.11.09 09:20modify150.101.156341.155641.14234
552022.11.09 09:30sell170.101.147710.000000.00000
562022.11.09 09:30modify170.101.147711.150741.14234
572022.11.09 09:30sell180.101.147710.000000.00000
582022.11.09 09:30modify180.101.147711.150741.14234
592022.11.09 09:30modify160.101.150731.150741.14234
602022.11.09 09:30modify150.101.156341.150741.14234
612022.11.09 10:40t/p150.101.142341.150741.14234139.9510318.89
622022.11.09 10:40t/p160.101.142341.150741.1423483.9010402.79
632022.11.09 10:40t/p170.101.142341.150741.1423453.7010456.49
642022.11.09 10:40t/p180.101.142341.150741.1423453.7010510.19
652022.11.09 16:00buy190.101.137830.000000.00000
662022.11.09 16:00modify190.101.137831.131831.15183
672022.11.10 13:30t/p190.101.151831.131831.15183139.4610649.65
682022.11.10 16:00sell200.101.167980.000000.00000
692022.11.10 16:00modify200.101.167981.173981.15398
702022.11.11 07:30s/l200.101.173981.173981.15398-60.0510589.61
712022.11.17 16:00buy210.101.178080.000000.00000
722022.11.17 16:00modify210.101.178081.172081.19208
732022.11.17 17:30buy220.101.183730.000000.00000
742022.11.17 17:30modify220.101.183731.178781.19208
752022.11.17 17:30modify210.101.178081.178781.19208
762022.11.17 18:40buy230.101.186730.000000.00000
772022.11.17 18:40modify230.101.186731.183681.19208
782022.11.17 18:40buy240.101.186730.000000.00000
792022.11.17 18:40modify240.101.186731.183681.19208
802022.11.17 18:40modify220.101.183731.183681.19208
812022.11.17 18:40modify210.101.178081.183681.19208
822022.11.18 03:30t/p210.101.192081.183681.19208139.8210729.43
832022.11.18 03:30t/p220.101.192081.183681.1920883.3210812.75
842022.11.18 03:30t/p230.101.192081.183681.1920853.3210866.07
852022.11.18 03:30t/p240.101.192081.183681.1920853.3210919.39
862022.11.21 16:00buy250.101.178710.000000.00000
872022.11.21 16:00modify250.101.178711.172711.19271
882022.11.22 00:30buy260.101.184460.000000.00000
892022.11.22 00:30modify260.101.184461.179411.19271
902022.11.22 00:30modify250.101.178711.179411.19271
912022.11.22 09:30buy270.101.187140.000000.00000
922022.11.22 09:30modify270.101.187141.184311.19271
932022.11.22 09:30buy280.101.187140.000000.00000
942022.11.22 09:30modify280.101.187141.184311.19271
952022.11.22 09:30modify260.101.184461.184311.19271
962022.11.22 09:30modify250.101.178711.184311.19271
972022.11.23 09:40t/p250.101.192711.184311.19271139.6411059.03
982022.11.23 09:40t/p260.101.192711.184311.1927182.3211141.35
992022.11.23 09:40t/p270.101.192711.184311.1927155.5211196.87
1002022.11.23 09:40t/p280.101.192711.184311.1927155.5211252.40
1012022.11.23 16:00sell290.101.206630.000000.00000
1022022.11.23 16:00modify290.101.206631.212631.19263
1032022.11.24 10:40s/l290.101.212631.212631.19263-60.1411192.25
1042022.12.13 16:00sell300.101.239340.000000.00000
1052022.12.13 16:00modify300.101.239341.245341.22534
1062022.12.15 15:30t/p300.101.225341.245341.22534139.8111332.07
1072022.12.15 16:00buy310.101.221920.000000.00000
1082022.12.15 16:00modify310.101.221921.215921.23592
1092022.12.15 17:40s/l310.101.215921.215921.23592-60.0011272.07
1102023.01.05 16:00buy320.101.188360.000000.00000
1112023.01.05 16:00modify320.101.188361.182361.20236
1122023.01.06 15:20buy330.101.196960.000000.00000
1132023.01.06 15:20modify330.101.196961.193961.20236
1142023.01.06 15:20buy340.101.196960.000000.00000
1152023.01.06 15:20modify340.101.196961.193961.20236
1162023.01.06 15:20modify320.101.188361.193961.20236
1172023.01.06 15:40t/p320.101.202361.193961.20236139.8211411.89
1182023.01.06 15:40t/p330.101.202361.193961.2023654.0011465.89
1192023.01.06 15:40t/p340.101.202361.193961.2023654.0011519.89
1202023.01.06 16:00sell350.101.204600.000000.00000
1212023.01.06 16:00modify350.101.204601.210601.19060
1222023.01.08 23:30s/l350.101.210601.210601.19060-60.0011459.89
1232023.02.03 16:00buy360.101.210700.000000.00000
1242023.02.03 16:00modify360.101.210701.204701.22470
1252023.02.05 22:00s/l360.101.204701.204701.22470-60.0011399.89
1262023.02.21 16:00sell370.101.214170.000000.00000
1272023.02.21 16:00modify370.101.214171.220171.20017
1282023.02.22 10:45sell380.101.208410.000000.00000
1292023.02.22 10:45modify380.101.208411.213471.20017
1302023.02.22 10:45modify370.101.214171.213471.20017
1312023.02.22 16:40sell390.101.205490.000000.00000
1322023.02.22 16:40modify390.101.205491.208571.20017
1332023.02.22 16:40sell400.101.205490.000000.00000
1342023.02.22 16:40modify400.101.205491.208571.20017
1352023.02.22 16:40modify380.101.208411.208571.20017
1362023.02.22 16:40modify370.101.214171.208571.20017
1372023.02.23 17:40t/p370.101.200171.208571.20017139.8111539.70
1382023.02.23 17:40t/p380.101.200171.208571.2001782.2611621.96
1392023.02.23 17:40t/p390.101.200171.208571.2001753.0611675.02
1402023.02.23 17:40t/p400.101.200171.208571.2001753.0611728.08
1412023.03.07 16:00buy410.101.187830.000000.00000
1422023.03.07 16:00modify410.101.187831.181831.20183
1432023.03.08 02:40s/l410.101.181831.181831.20183-60.1811667.90
1442023.03.13 16:00sell420.101.215800.000000.00000
1452023.03.13 16:00modify420.101.215801.221801.20180
1462023.03.15 12:45sell430.101.209960.000000.00000
1472023.03.15 12:45modify430.101.209961.215101.20180
1482023.03.15 12:45modify420.101.215801.215101.20180
1492023.03.15 16:40t/p420.101.201801.215101.20180139.9111807.80
1502023.03.15 16:40t/p430.101.201801.215101.2018081.6011889.40
1512023.04.14 16:00buy440.101.241880.000000.00000
1522023.04.14 16:00modify440.101.241881.235881.25588
1532023.04.17 14:40s/l440.101.235881.235881.25588-60.1811829.22
1542023.04.28 16:00sell450.101.258010.000000.00000
1552023.04.28 16:00modify450.101.258011.264011.24401
1562023.05.01 10:25sell460.101.252300.000000.00000
1572023.05.01 10:25modify460.101.252301.257311.24401
1582023.05.01 10:25modify450.101.258011.257311.24401
1592023.05.01 21:20sell470.101.249340.000000.00000
1602023.05.01 21:20modify470.101.249341.252411.24401
1612023.05.01 21:20sell480.101.249340.000000.00000
1622023.05.01 21:20modify480.101.249341.252411.24401
1632023.05.01 21:20modify460.101.252301.252411.24401
1642023.05.01 21:20modify450.101.258011.252411.24401
1652023.05.02 13:40t/p450.101.244011.252411.24401139.9111969.13
1662023.05.02 13:40t/p460.101.244011.252411.2440182.8512051.98
1672023.05.02 13:40t/p470.101.244011.252411.2440153.2512105.24
1682023.05.02 13:40t/p480.101.244011.252411.2440153.2512158.49
1692023.05.11 16:00buy490.101.250280.000000.00000
1702023.05.11 16:00modify490.101.250281.244281.26428
1712023.05.17 07:30s/l490.101.244281.244281.26428-60.7212097.77
1722023.06.01 16:00sell500.101.253270.000000.00000
1732023.06.01 16:00modify500.101.253271.259271.23927
1742023.06.02 15:20sell510.101.247580.000000.00000
1752023.06.02 15:20modify510.101.247581.252571.23927
1762023.06.02 15:20modify500.101.253271.252571.23927
1772023.06.02 17:05sell520.101.244840.000000.00000
1782023.06.02 17:05modify520.101.244841.247671.23927
1792023.06.02 17:05sell530.101.244840.000000.00000
1802023.06.02 17:05modify530.101.244841.247671.23927
1812023.06.02 17:05modify510.101.247581.247671.23927
1822023.06.02 17:05modify500.101.253271.247671.23927
1832023.06.05 07:40t/p500.101.239271.247671.23927139.9112237.68
1842023.06.05 07:40t/p510.101.239271.247671.2392783.0512320.73
1852023.06.05 07:40t/p520.101.239271.247671.2392755.6512376.39
1862023.06.05 07:40t/p530.101.239271.247671.2392755.6512432.04
1872023.06.08 16:00sell540.101.254440.000000.00000
1882023.06.08 16:00modify540.101.254441.260441.24044
1892023.06.12 15:40sell550.101.248650.000000.00000
1902023.06.12 15:40modify550.101.248651.253741.24044
1912023.06.12 15:40modify540.101.254441.253741.24044
1922023.06.13 03:40s/l540.101.253741.253741.240446.8612438.90
1932023.06.13 03:40s/l550.101.253741.253741.24044-50.9512387.95
1942023.06.14 16:00sell560.101.269390.000000.00000
1952023.06.14 16:00modify560.101.269391.275391.25539
1962023.06.15 01:50sell570.101.263590.000000.00000
1972023.06.15 01:50modify570.101.263591.268691.25539
1982023.06.15 01:50modify560.101.269391.268691.25539
1992023.06.15 13:20s/l560.101.268691.268691.255396.8612394.81
2002023.06.15 13:20s/l570.101.268691.268691.25539-51.0012343.81
2012023.06.15 16:00sell580.101.275920.000000.00000
2022023.06.15 16:00modify580.101.275921.281921.26192
2032023.06.16 06:40s/l580.101.281921.281921.26192-60.0512283.76
2042023.07.07 16:00sell590.101.283770.000000.00000
2052023.07.07 16:00modify590.101.283771.289771.26977
2062023.07.10 11:30sell600.101.278020.000000.00000
2072023.07.10 11:30modify600.101.278021.283071.26977
2082023.07.10 11:30modify590.101.283771.283071.26977
2092023.07.10 12:50sell610.101.275330.000000.00000
2102023.07.10 12:50modify610.101.275331.278171.26977
2112023.07.10 12:50sell620.101.275330.000000.00000
2122023.07.10 12:50modify620.101.275331.278171.26977
2132023.07.10 12:50modify600.101.278021.278171.26977
2142023.07.10 12:50modify590.101.283771.278171.26977
2152023.07.10 13:20s/l590.101.278171.278171.2697755.9512339.72
2162023.07.10 13:20s/l600.101.278171.278171.26977-1.5012338.22
2172023.07.10 13:20s/l610.101.278171.278171.26977-28.4012309.82
2182023.07.10 13:20s/l620.101.278171.278171.26977-28.4012281.42
2192023.07.13 16:00sell630.101.309520.000000.00000
2202023.07.13 16:00modify630.101.309521.315521.29552
2212023.07.18 16:30sell640.101.303670.000000.00000
2222023.07.18 16:30modify640.101.303671.308821.29552
2232023.07.18 16:30modify630.101.309521.308821.29552
2242023.07.19 06:40t/p630.101.295521.308821.29552139.8112421.23
2252023.07.19 06:40t/p640.101.295521.308821.2955281.4512502.68
2262023.08.30 16:00sell650.101.272360.000000.00000
2272023.08.30 16:00modify650.101.272361.278361.25836
2282023.08.31 11:06sell660.101.266480.000000.00000
2292023.08.31 11:06modify660.101.266481.271661.25836
2302023.08.31 11:06modify650.101.272361.271661.25836
2312023.09.01 16:40t/p650.101.258361.271661.25836139.8112642.49
2322023.09.01 16:40t/p660.101.258361.271661.2583681.1512723.65