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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1911Ticks modelled39030579Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2680.59Gross profit3839.22Gross loss-1158.63
Profit factor3.31Expected payoff33.09
Absolute drawdown114.55Maximal drawdown309.73 (2.54%)Relative drawdown2.69% (281.90)
Total trades81Short positions (won %)58 (63.79%)Long positions (won %)23 (60.87%)
Profit trades (% of total)51 (62.96%)Loss trades (% of total)30 (37.04%)
Largestprofit trade140.00loss trade-60.72
Averageprofit trade75.28loss trade-38.62
Maximumconsecutive wins (profit in money)8 (669.69)consecutive losses (loss in money)4 (-116.64)
Maximalconsecutive profit (count of wins)669.69 (8)consecutive loss (count of losses)-120.00 (2)
Averageconsecutive wins4consecutive 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 22:10s/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 08:18sell30.101.138760.000000.00000
72022.10.05 08:18modify30.101.138761.143661.13036
82022.10.05 08:18modify20.101.144361.143661.13036
92022.10.05 11:05sell40.101.135950.000000.00000
102022.10.05 11:05modify40.101.135951.138761.13036
112022.10.05 11:05sell50.101.135950.000000.00000
122022.10.05 11:05modify50.101.135951.138761.13036
132022.10.05 11:05modify30.101.138761.138761.13036
142022.10.05 11:05modify20.101.144361.138761.13036
152022.10.05 13:18t/p20.101.130361.138761.13036139.9510079.95
162022.10.05 13:18t/p30.101.130361.138761.1303684.0010163.95
172022.10.05 13:18t/p40.101.130361.138761.1303655.9010219.85
182022.10.05 13:18t/p50.101.130361.138761.1303655.9010275.75
192022.10.05 16:00buy60.101.127610.000000.00000
202022.10.05 16:00modify60.101.127611.121611.14161
212022.10.05 18:17buy70.101.133220.000000.00000
222022.10.05 18:17modify70.101.133221.128311.14161
232022.10.05 18:17modify60.101.127611.128311.14161
242022.10.06 00:01buy80.101.136010.000000.00000
252022.10.06 00:01modify80.101.136011.133211.14161
262022.10.06 00:01buy90.101.136010.000000.00000
272022.10.06 00:01modify90.101.136011.133211.14161
282022.10.06 00:01modify70.101.133221.133211.14161
292022.10.06 00:01modify60.101.127611.133211.14161
302022.10.06 06:03s/l60.101.133211.133211.1416155.4610331.22
312022.10.06 06:03s/l70.101.133211.133211.14161-0.6410330.58
322022.10.06 06:03s/l80.101.133211.133211.14161-28.0010302.58
332022.10.06 06:03s/l90.101.133211.133211.14161-28.0010274.58
342022.10.07 16:00buy100.101.111670.000000.00000
352022.10.07 16:00modify100.101.111671.105671.12567
362022.10.07 19:29s/l100.101.105671.105671.12567-60.0010214.58
372022.10.11 16:00sell110.101.116530.000000.00000
382022.10.11 16:00modify110.101.116531.122531.10253
392022.10.11 18:44sell120.101.110930.000000.00000
402022.10.11 18:44modify120.101.110931.115831.10253
412022.10.11 18:44modify110.101.116531.115831.10253
422022.10.11 18:45sell130.101.108110.000000.00000
432022.10.11 18:45modify130.101.108111.110931.10253
442022.10.11 18:45sell140.101.108110.000000.00000
452022.10.11 18:45modify140.101.108111.110931.10253
462022.10.11 18:45modify120.101.110931.110931.10253
472022.10.11 18:45modify110.101.116531.110931.10253
482022.10.11 18:58t/p110.101.102531.110931.10253140.0010354.58
492022.10.11 18:58t/p120.101.102531.110931.1025384.0010438.58
502022.10.11 18:58t/p130.101.102531.110931.1025355.8010494.38
512022.10.11 18:58t/p140.101.102531.110931.1025355.8010550.18
522022.10.17 16:00sell150.101.142460.000000.00000
532022.10.17 16:00modify150.101.142461.148461.12846
542022.10.17 17:57sell160.101.136840.000000.00000
552022.10.17 17:57modify160.101.136841.141761.12846
562022.10.17 17:57modify150.101.142461.141761.12846
572022.10.18 01:25sell170.101.134060.000000.00000
582022.10.18 01:25modify170.101.134061.136861.12846
592022.10.18 01:25sell180.101.134060.000000.00000
602022.10.18 01:25modify180.101.134061.136861.12846
612022.10.18 01:25modify160.101.136841.136861.12846
622022.10.18 01:25modify150.101.142461.136861.12846
632022.10.18 03:45s/l150.101.136861.136861.1284655.9510606.13
642022.10.18 03:45s/l160.101.136861.136861.12846-0.2510605.88
652022.10.18 03:45s/l170.101.136861.136861.12846-28.0010577.88
662022.10.18 03:45s/l180.101.136861.136861.12846-28.0010549.88
672022.10.25 16:00sell190.101.146680.000000.00000
682022.10.25 16:00modify190.101.146681.152681.13268
692022.10.26 07:25s/l190.101.152681.152681.13268-60.0510489.84
702022.11.08 16:00sell200.101.156340.000000.00000
712022.11.08 16:00modify200.101.156341.162341.14234
722022.11.09 09:24sell210.101.150740.000000.00000
732022.11.09 09:24modify210.101.150741.155641.14234
742022.11.09 09:24modify200.101.156341.155641.14234
752022.11.09 09:36sell220.101.147860.000000.00000
762022.11.09 09:36modify220.101.147861.150741.14234
772022.11.09 09:36sell230.101.147860.000000.00000
782022.11.09 09:36modify230.101.147861.150741.14234
792022.11.09 09:36modify210.101.150741.150741.14234
802022.11.09 09:36modify200.101.156341.150741.14234
812022.11.09 10:06t/p200.101.142341.150741.14234139.9510629.79
822022.11.09 10:06t/p210.101.142341.150741.1423484.0010713.79
832022.11.09 10:06t/p220.101.142341.150741.1423455.2010768.99
842022.11.09 10:06t/p230.101.142341.150741.1423455.2010824.19
852022.11.09 16:00buy240.101.137830.000000.00000
862022.11.09 16:00modify240.101.137831.131831.15183
872022.11.10 13:30t/p240.101.151831.131831.15183139.4610963.65
882022.11.10 16:00sell250.101.167980.000000.00000
892022.11.10 16:00modify250.101.167981.173981.15398
902022.11.11 07:48s/l250.101.173981.173981.15398-60.0510903.61
912022.11.17 16:00buy260.101.178080.000000.00000
922022.11.17 16:00modify260.101.178081.172081.19208
932022.11.17 17:47buy270.101.183690.000000.00000
942022.11.17 17:47modify270.101.183691.178781.19208
952022.11.17 17:47modify260.101.178081.178781.19208
962022.11.17 18:35buy280.101.186500.000000.00000
972022.11.17 18:35modify280.101.186501.183681.19208
982022.11.17 18:35buy290.101.186500.000000.00000
992022.11.17 18:35modify290.101.186501.183681.19208
1002022.11.17 18:35modify270.101.183691.183681.19208
1012022.11.17 18:35modify260.101.178081.183681.19208
1022022.11.18 03:49t/p260.101.192081.183681.19208139.8211043.43
1032022.11.18 03:49t/p270.101.192081.183681.1920883.7211127.15
1042022.11.18 03:49t/p280.101.192081.183681.1920855.6211182.77
1052022.11.18 03:49t/p290.101.192081.183681.1920855.6211238.39
1062022.11.21 16:00buy300.101.178710.000000.00000
1072022.11.21 16:00modify300.101.178711.172711.19271
1082022.11.22 00:11buy310.101.184310.000000.00000
1092022.11.22 00:11modify310.101.184311.179411.19271
1102022.11.22 00:11modify300.101.178711.179411.19271
1112022.11.22 09:33buy320.101.187120.000000.00000
1122022.11.22 09:33modify320.101.187121.184311.19271
1132022.11.22 09:33buy330.101.187120.000000.00000
1142022.11.22 09:33modify330.101.187121.184311.19271
1152022.11.22 09:33modify310.101.184311.184311.19271
1162022.11.22 09:33modify300.101.178711.184311.19271
1172022.11.23 09:51t/p300.101.192711.184311.19271139.6411378.03
1182022.11.23 09:51t/p310.101.192711.184311.1927183.8211461.85
1192022.11.23 09:51t/p320.101.192711.184311.1927155.7211517.57
1202022.11.23 09:51t/p330.101.192711.184311.1927155.7211573.30
1212022.11.23 16:00sell340.101.206630.000000.00000
1222022.11.23 16:00modify340.101.206631.212631.19263
1232022.11.24 10:47s/l340.101.212631.212631.19263-60.1411513.15
1242022.12.13 16:00sell350.101.239340.000000.00000
1252022.12.13 16:00modify350.101.239341.245341.22534
1262022.12.15 08:39sell360.101.233710.000000.00000
1272022.12.15 08:39modify360.101.233711.238641.22534
1282022.12.15 08:39modify350.101.239341.238641.22534
1292022.12.15 09:00sell370.101.230930.000000.00000
1302022.12.15 09:00modify370.101.230931.233741.22534
1312022.12.15 09:00sell380.101.230930.000000.00000
1322022.12.15 09:00modify380.101.230931.233741.22534
1332022.12.15 09:00modify360.101.233711.233741.22534
1342022.12.15 09:00modify350.101.239341.233741.22534
1352022.12.15 09:47s/l350.101.233741.233741.2253455.8111568.97
1362022.12.15 09:47s/l360.101.233741.233741.22534-0.3011568.67
1372022.12.15 09:47s/l370.101.233741.233741.22534-28.1011540.57
1382022.12.15 09:47s/l380.101.233741.233741.22534-28.1011512.47
1392022.12.15 16:00buy390.101.221920.000000.00000
1402022.12.15 16:00modify390.101.221921.215921.23592
1412022.12.15 17:57s/l390.101.215921.215921.23592-60.0011452.47
1422023.01.05 16:00buy400.101.188360.000000.00000
1432023.01.05 16:00modify400.101.188361.182361.20236
1442023.01.06 15:00buy410.101.194040.000000.00000
1452023.01.06 15:00modify410.101.194041.189061.20236
1462023.01.06 15:00modify400.101.188361.189061.20236
1472023.01.06 15:07buy420.101.196790.000000.00000
1482023.01.06 15:07modify420.101.196791.193961.20236
1492023.01.06 15:07buy430.101.196790.000000.00000
1502023.01.06 15:07modify430.101.196791.193961.20236
1512023.01.06 15:07modify410.101.194041.193961.20236
1522023.01.06 15:07modify400.101.188361.193961.20236
1532023.01.06 15:39t/p400.101.202361.193961.20236139.8211592.29
1542023.01.06 15:39t/p410.101.202361.193961.2023683.2011675.49
1552023.01.06 15:39t/p420.101.202361.193961.2023655.7011731.19
1562023.01.06 15:39t/p430.101.202361.193961.2023655.7011786.89
1572023.01.06 16:00sell440.101.204600.000000.00000
1582023.01.06 16:00modify440.101.204601.210601.19060
1592023.01.08 23:29s/l440.101.210601.210601.19060-60.0011726.89
1602023.02.03 16:00buy450.101.210700.000000.00000
1612023.02.03 16:00modify450.101.210701.204701.22470
1622023.02.05 22:00s/l450.101.204701.204701.22470-60.0011666.89
1632023.02.21 16:00sell460.101.214170.000000.00000
1642023.02.21 16:00modify460.101.214171.220171.20017
1652023.02.22 08:38sell470.101.208570.000000.00000
1662023.02.22 08:38modify470.101.208571.213471.20017
1672023.02.22 08:38modify460.101.214171.213471.20017
1682023.02.22 16:13sell480.101.205770.000000.00000
1692023.02.22 16:13modify480.101.205771.208571.20017
1702023.02.22 16:13sell490.101.205770.000000.00000
1712023.02.22 16:13modify490.101.205771.208571.20017
1722023.02.22 16:13modify470.101.208571.208571.20017
1732023.02.22 16:13modify460.101.214171.208571.20017
1742023.02.23 17:12t/p460.101.200171.208571.20017139.8111806.70
1752023.02.23 17:12t/p470.101.200171.208571.2001783.8611890.56
1762023.02.23 17:12t/p480.101.200171.208571.2001755.8611946.42
1772023.02.23 17:12t/p490.101.200171.208571.2001755.8612002.28
1782023.03.07 16:00buy500.101.187830.000000.00000
1792023.03.07 16:00modify500.101.187831.181831.20183
1802023.03.08 02:53s/l500.101.181831.181831.20183-60.1811942.10
1812023.03.13 16:00sell510.101.215800.000000.00000
1822023.03.13 16:00modify510.101.215801.221801.20180
1832023.03.15 10:28sell520.101.210200.000000.00000
1842023.03.15 10:28modify520.101.210201.215101.20180
1852023.03.15 10:28modify510.101.215801.215101.20180
1862023.03.15 10:38sell530.101.207380.000000.00000
1872023.03.15 10:38modify530.101.207381.210201.20180
1882023.03.15 10:38sell540.101.207380.000000.00000
1892023.03.15 10:38modify540.101.207381.210201.20180
1902023.03.15 10:38modify520.101.210201.210201.20180
1912023.03.15 10:38modify510.101.215801.210201.20180
1922023.03.15 12:30s/l510.101.210201.210201.2018055.9111998.00
1932023.03.15 12:30s/l520.101.210201.210201.201800.0011998.00
1942023.03.15 12:30s/l530.101.210201.210201.20180-28.2011969.80
1952023.03.15 12:30s/l540.101.210201.210201.20180-28.2011941.60
1962023.04.14 16:00buy550.101.241880.000000.00000
1972023.04.14 16:00modify550.101.241881.235881.25588
1982023.04.17 14:39s/l550.101.235881.235881.25588-60.1811881.42
1992023.04.28 16:00sell560.101.258010.000000.00000
2002023.04.28 16:00modify560.101.258011.264011.24401
2012023.05.01 08:25sell570.101.252400.000000.00000
2022023.05.01 08:25modify570.101.252401.257311.24401
2032023.05.01 08:25modify560.101.258011.257311.24401
2042023.05.01 15:15sell580.101.249610.000000.00000
2052023.05.01 15:15modify580.101.249611.252411.24401
2062023.05.01 15:15sell590.101.249610.000000.00000
2072023.05.01 15:15modify590.101.249611.252411.24401
2082023.05.01 15:15modify570.101.252401.252411.24401
2092023.05.01 15:15modify560.101.258011.252411.24401
2102023.05.02 13:58t/p560.101.244011.252411.24401139.9112021.33
2112023.05.02 13:58t/p570.101.244011.252411.2440183.8512105.18
2122023.05.02 13:58t/p580.101.244011.252411.2440155.9512161.14
2132023.05.02 13:58t/p590.101.244011.252411.2440155.9512217.09
2142023.05.11 16:00buy600.101.250280.000000.00000
2152023.05.11 16:00modify600.101.250281.244281.26428
2162023.05.17 07:25s/l600.101.244281.244281.26428-60.7212156.37
2172023.06.01 16:00sell610.101.253270.000000.00000
2182023.06.01 16:00modify610.101.253271.259271.23927
2192023.06.02 15:13sell620.101.247670.000000.00000
2202023.06.02 15:13modify620.101.247671.252571.23927
2212023.06.02 15:13modify610.101.253271.252571.23927
2222023.06.02 17:01sell630.101.244870.000000.00000
2232023.06.02 17:01modify630.101.244871.247671.23927
2242023.06.02 17:01sell640.101.244870.000000.00000
2252023.06.02 17:01modify640.101.244871.247671.23927
2262023.06.02 17:01modify620.101.247671.247671.23927
2272023.06.02 17:01modify610.101.253271.247671.23927
2282023.06.05 07:22t/p610.101.239271.247671.23927139.9112296.28
2292023.06.05 07:22t/p620.101.239271.247671.2392783.9512380.23
2302023.06.05 07:22t/p630.101.239271.247671.2392755.9512436.19
2312023.06.05 07:22t/p640.101.239271.247671.2392755.9512492.14
2322023.06.08 16:00sell650.101.254440.000000.00000
2332023.06.08 16:00modify650.101.254441.260441.24044
2342023.06.12 15:50sell660.101.248740.000000.00000
2352023.06.12 15:50modify660.101.248741.253741.24044
2362023.06.12 15:50modify650.101.254441.253741.24044
2372023.06.13 03:55s/l650.101.253741.253741.240446.8612499.00
2382023.06.13 03:55s/l660.101.253741.253741.24044-50.0512448.95
2392023.06.14 16:00sell670.101.269390.000000.00000
2402023.06.14 16:00modify670.101.269391.275391.25539
2412023.06.14 18:06sell680.101.263790.000000.00000
2422023.06.14 18:06modify680.101.263791.268691.25539
2432023.06.14 18:06modify670.101.269391.268691.25539
2442023.06.14 18:51s/l670.101.268691.268691.255397.0012455.95
2452023.06.14 18:51s/l680.101.268691.268691.25539-49.0012406.95
2462023.06.15 16:00sell690.101.275920.000000.00000
2472023.06.15 16:00modify690.101.275921.281921.26192
2482023.06.16 06:33s/l690.101.281921.281921.26192-60.0512346.90
2492023.07.07 16:00sell700.101.283770.000000.00000
2502023.07.07 16:00modify700.101.283771.289771.26977
2512023.07.10 11:22sell710.101.278170.000000.00000
2522023.07.10 11:22modify710.101.278171.283071.26977
2532023.07.10 11:22modify700.101.283771.283071.26977
2542023.07.10 12:45sell720.101.275350.000000.00000
2552023.07.10 12:45modify720.101.275351.278171.26977
2562023.07.10 12:45sell730.101.275350.000000.00000
2572023.07.10 12:45modify730.101.275351.278171.26977
2582023.07.10 12:45modify710.101.278171.278171.26977
2592023.07.10 12:45modify700.101.283771.278171.26977
2602023.07.10 13:29s/l700.101.278171.278171.2697755.9512402.86
2612023.07.10 13:29s/l710.101.278171.278171.269770.0012402.86
2622023.07.10 13:29s/l720.101.278171.278171.26977-28.2012374.66
2632023.07.10 13:29s/l730.101.278171.278171.26977-28.2012346.46
2642023.07.13 16:00sell740.101.309520.000000.00000
2652023.07.13 16:00modify740.101.309521.315521.29552
2662023.07.18 16:42sell750.101.303880.000000.00000
2672023.07.18 16:42modify750.101.303881.308821.29552
2682023.07.18 16:42modify740.101.309521.308821.29552
2692023.07.19 06:00sell760.101.301070.000000.00000
2702023.07.19 06:00modify760.101.301071.303921.29552
2712023.07.19 06:00sell770.101.301070.000000.00000
2722023.07.19 06:00modify770.101.301071.303921.29552
2732023.07.19 06:00modify750.101.303881.303921.29552
2742023.07.19 06:00modify740.101.309521.303921.29552
2752023.07.19 06:10t/p740.101.295521.303921.29552139.8112486.27
2762023.07.19 06:10t/p750.101.295521.303921.2955283.5512569.82
2772023.07.19 06:10t/p760.101.295521.303921.2955255.5012625.32
2782023.07.19 06:10t/p770.101.295521.303921.2955255.5012680.82
2792023.08.30 16:00sell780.101.272360.000000.00000
2802023.08.30 16:00modify780.101.272361.278361.25836
2812023.08.31 11:22sell790.101.266760.000000.00000
2822023.08.31 11:22modify790.101.266761.271661.25836
2832023.08.31 11:22modify780.101.272361.271661.25836
2842023.09.01 14:01sell800.101.263960.000000.00000
2852023.09.01 14:01modify800.101.263961.266761.25836
2862023.09.01 14:01sell810.101.263960.000000.00000
2872023.09.01 14:01modify810.101.263961.266761.25836
2882023.09.01 14:01modify790.101.266761.266761.25836
2892023.09.01 14:01modify780.101.272361.266761.25836
2902023.09.01 14:13s/l780.101.266761.266761.2583655.8112736.63
2912023.09.01 14:13s/l790.101.266761.266761.25836-0.0512736.59
2922023.09.01 14:13s/l800.101.266761.266761.25836-28.0012708.59
2932023.09.01 14:13s/l810.101.266761.266761.25836-28.0012680.59