Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2022.10.02 21:00 - 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=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 test6535Ticks modelled39030579Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1894.97Gross profit2826.75Gross loss-931.78
Profit factor3.03Expected payoff22.03
Absolute drawdown31.88Maximal drawdown296.03 (2.80%)Relative drawdown2.80% (296.03)
Total trades86Short positions (won %)41 (53.66%)Long positions (won %)45 (31.11%)
Profit trades (% of total)36 (41.86%)Loss trades (% of total)50 (58.14%)
Largestprofit trade150.00loss trade-100.54
Averageprofit trade78.52loss trade-18.64
Maximumconsecutive wins (profit in money)5 (434.70)consecutive losses (loss in money)4 (-146.23)
Maximalconsecutive profit (count of wins)434.70 (5)consecutive loss (count of losses)-146.23 (4)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.06 17:00buy10.101.114660.000000.00000
22022.10.06 17:00modify10.101.114661.104661.12966
32022.10.07 09:58buy20.101.122160.000000.00000
42022.10.07 09:58modify20.101.122161.117661.12966
52022.10.07 09:58buy30.101.122160.000000.00000
62022.10.07 09:58modify30.101.122161.120661.12966
72022.10.07 09:58buy40.101.122160.000000.00000
82022.10.07 09:58modify40.101.122161.120661.12966
92022.10.07 09:58modify10.101.114661.120661.12966
102022.10.07 09:58modify20.101.122161.120661.12966
112022.10.07 10:13s/l10.101.120661.120661.1296659.8210059.82
122022.10.07 10:13s/l20.101.120661.120661.12966-15.0010044.82
132022.10.07 10:13s/l30.101.120661.120661.12966-15.0010029.82
142022.10.07 10:13s/l40.101.120661.120661.12966-15.0010014.82
152022.10.11 17:00sell50.101.116080.000000.00000
162022.10.11 17:00modify50.101.116081.126081.10108
172022.10.11 18:45sell60.101.108570.000000.00000
182022.10.11 18:45modify60.101.108571.113081.10108
192022.10.11 18:45sell70.101.108570.000000.00000
202022.10.11 18:45modify70.101.108571.110081.10108
212022.10.11 18:45sell80.101.108570.000000.00000
222022.10.11 18:45modify80.101.108571.110081.10108
232022.10.11 18:45modify50.101.116081.110081.10108
242022.10.11 18:45modify60.101.108571.110081.10108
252022.10.11 19:02t/p50.101.101081.110081.10108150.0010164.82
262022.10.11 19:02t/p60.101.101081.110081.1010874.9010239.72
272022.10.11 19:02t/p70.101.101081.110081.1010874.9010314.62
282022.10.11 19:02t/p80.101.101081.110081.1010874.9010389.52
292022.10.17 16:00sell90.101.142460.000000.00000
302022.10.17 16:00modify90.101.142461.152461.12746
312022.10.17 19:12sell100.101.134950.000000.00000
322022.10.17 19:12modify100.101.134951.139461.12746
332022.10.17 19:12sell110.101.134950.000000.00000
342022.10.17 19:12modify110.101.134951.136461.12746
352022.10.17 19:12sell120.101.134950.000000.00000
362022.10.17 19:12modify120.101.134951.136461.12746
372022.10.17 19:12modify90.101.142461.136461.12746
382022.10.17 19:12modify100.101.134951.136461.12746
392022.10.17 20:44s/l90.101.136461.136461.1274660.0010449.52
402022.10.17 20:44s/l100.101.136461.136461.12746-15.1010434.42
412022.10.17 20:44s/l110.101.136461.136461.12746-15.1010419.32
422022.10.17 20:44s/l120.101.136461.136461.12746-15.1010404.22
432022.10.19 08:00buy130.101.128030.000000.00000
442022.10.19 08:00modify130.101.128031.118031.14303
452022.10.20 08:34s/l130.101.118031.118031.14303-100.5410303.68
462022.10.21 11:00buy140.101.112510.000000.00000
472022.10.21 11:00modify140.101.112511.102511.12751
482022.10.21 14:06buy150.101.120010.000000.00000
492022.10.21 14:06modify150.101.120011.115511.12751
502022.10.21 14:06buy160.101.120010.000000.00000
512022.10.21 14:06modify160.101.120011.118511.12751
522022.10.21 14:06buy170.101.120010.000000.00000
532022.10.21 14:06modify170.101.120011.118511.12751
542022.10.21 14:06modify140.101.112511.118511.12751
552022.10.21 14:06modify150.101.120011.118511.12751
562022.10.21 14:16s/l140.101.118511.118511.1275160.0010363.68
572022.10.21 14:16s/l150.101.118511.118511.12751-15.0010348.68
582022.10.21 14:16s/l160.101.118511.118511.12751-15.0010333.68
592022.10.21 14:16s/l170.101.118511.118511.12751-15.0010318.68
602022.11.03 14:00buy180.101.117900.000000.00000
612022.11.03 14:00modify180.101.117901.107901.13290
622022.11.04 12:57buy190.101.125460.000000.00000
632022.11.04 12:57modify190.101.125461.120901.13290
642022.11.04 12:57buy200.101.125460.000000.00000
652022.11.04 12:57modify200.101.125461.123901.13290
662022.11.04 12:57buy210.101.125460.000000.00000
672022.11.04 12:57modify210.101.125461.123901.13290
682022.11.04 12:57modify180.101.117901.123901.13290
692022.11.04 12:57modify190.101.125461.123901.13290
702022.11.04 13:43s/l180.101.123901.123901.1329059.8210378.50
712022.11.04 13:43s/l190.101.123901.123901.13290-15.6010362.90
722022.11.04 13:43s/l200.101.123901.123901.13290-15.6010347.30
732022.11.04 13:43s/l210.101.123901.123901.13290-15.6010331.70
742023.01.03 10:00buy220.101.192620.000000.00000
752023.01.03 10:00modify220.101.192621.182621.20762
762023.01.03 13:40buy230.101.200120.000000.00000
772023.01.03 13:40modify230.101.200121.195621.20762
782023.01.03 13:40buy240.101.200120.000000.00000
792023.01.03 13:40modify240.101.200121.198621.20762
802023.01.03 13:40buy250.101.200120.000000.00000
812023.01.03 13:40modify250.101.200121.198621.20762
822023.01.03 13:40modify220.101.192621.198621.20762
832023.01.03 13:40modify230.101.200121.198621.20762
842023.01.03 14:05s/l220.101.198621.198621.2076260.0010391.70
852023.01.03 14:05s/l230.101.198621.198621.20762-15.0010376.70
862023.01.03 14:05s/l240.101.198621.198621.20762-15.0010361.70
872023.01.03 14:05s/l250.101.198621.198621.20762-15.0010346.70
882023.01.18 13:00sell260.101.236900.000000.00000
892023.01.18 13:00modify260.101.236901.246901.22190
902023.01.24 12:37sell270.101.229400.000000.00000
912023.01.24 12:37modify270.101.229401.233901.22190
922023.01.24 12:37sell280.101.229400.000000.00000
932023.01.24 12:37modify280.101.229401.230901.22190
942023.01.24 12:37sell290.101.229400.000000.00000
952023.01.24 12:37modify290.101.229401.230901.22190
962023.01.24 12:37modify260.101.236901.230901.22190
972023.01.24 12:37modify270.101.229401.230901.22190
982023.01.24 15:45s/l260.101.230901.230901.2219059.7210406.42
992023.01.24 15:45s/l270.101.230901.230901.22190-15.0010391.42
1002023.01.24 15:45s/l280.101.230901.230901.22190-15.0010376.42
1012023.01.24 15:45s/l290.101.230901.230901.22190-15.0010361.42
1022023.02.09 12:00sell300.101.214750.000000.00000
1032023.02.09 12:00modify300.101.214751.224751.19975
1042023.02.10 15:50sell310.101.207250.000000.00000
1052023.02.10 15:50modify310.101.207251.211751.19975
1062023.02.10 15:50sell320.101.207250.000000.00000
1072023.02.10 15:50modify320.101.207251.208751.19975
1082023.02.10 15:50sell330.101.207250.000000.00000
1092023.02.10 15:50modify330.101.207251.208751.19975
1102023.02.10 15:50modify300.101.214751.208751.19975
1112023.02.10 15:50modify310.101.207251.208751.19975
1122023.02.10 16:06s/l300.101.208751.208751.1997559.9510421.38
1132023.02.10 16:06s/l310.101.208751.208751.19975-15.0010406.38
1142023.02.10 16:06s/l320.101.208751.208751.19975-15.0010391.38
1152023.02.10 16:06s/l330.101.208751.208751.19975-15.0010376.38
1162023.02.14 14:00sell340.101.220930.000000.00000
1172023.02.14 14:00modify340.101.220931.230931.20593
1182023.02.14 14:29sell350.101.213410.000000.00000
1192023.02.14 14:29modify350.101.213411.217931.20593
1202023.02.14 14:29sell360.101.213410.000000.00000
1212023.02.14 14:29modify360.101.213411.214931.20593
1222023.02.14 14:29sell370.101.213410.000000.00000
1232023.02.14 14:29modify370.101.213411.214931.20593
1242023.02.14 14:29modify340.101.220931.214931.20593
1252023.02.14 14:29modify350.101.213411.214931.20593
1262023.02.14 14:38s/l340.101.214931.214931.2059360.0010436.38
1272023.02.14 14:38s/l350.101.214931.214931.20593-15.2010421.18
1282023.02.14 14:38s/l360.101.214931.214931.20593-15.2010405.98
1292023.02.14 14:38s/l370.101.214931.214931.20593-15.2010390.78
1302023.02.15 16:00buy380.101.200500.000000.00000
1312023.02.15 16:00modify380.101.200501.190501.21550
1322023.02.21 09:37buy390.101.208060.000000.00000
1332023.02.21 09:37modify390.101.208061.203501.21550
1342023.02.21 09:37buy400.101.208060.000000.00000
1352023.02.21 09:37modify400.101.208061.206501.21550
1362023.02.21 09:37buy410.101.208060.000000.00000
1372023.02.21 09:37modify410.101.208061.206501.21550
1382023.02.21 09:37modify380.101.200501.206501.21550
1392023.02.21 09:37modify390.101.208061.206501.21550
1402023.02.21 14:45s/l380.101.206501.206501.2155058.9310449.70
1412023.02.21 14:45s/l390.101.206501.206501.21550-15.6010434.10
1422023.02.21 14:45s/l400.101.206501.206501.21550-15.6010418.50
1432023.02.21 14:45s/l410.101.206501.206501.21550-15.6010402.90
1442023.02.24 17:00buy420.101.194800.000000.00000
1452023.02.24 17:00modify420.101.194801.184801.20980
1462023.02.27 13:48buy430.101.202310.000000.00000
1472023.02.27 13:48modify430.101.202311.197801.20980
1482023.02.27 13:48buy440.101.202310.000000.00000
1492023.02.27 13:48modify440.101.202311.200801.20980
1502023.02.27 13:48buy450.101.202310.000000.00000
1512023.02.27 13:48modify450.101.202311.200801.20980
1522023.02.27 13:48modify420.101.194801.200801.20980
1532023.02.27 13:48modify430.101.202311.200801.20980
1542023.02.28 10:54t/p420.101.209801.200801.20980149.6410552.54
1552023.02.28 10:54t/p430.101.209801.200801.2098074.7210627.26
1562023.02.28 10:54t/p440.101.209801.200801.2098074.7210701.99
1572023.02.28 10:54t/p450.101.209801.200801.2098074.7210776.71
1582023.03.13 17:00sell460.101.215790.000000.00000
1592023.03.13 17:00modify460.101.215791.225791.20079
1602023.03.15 10:36sell470.101.208270.000000.00000
1612023.03.15 10:36modify470.101.208271.212791.20079
1622023.03.15 10:36sell480.101.208270.000000.00000
1632023.03.15 10:36modify480.101.208271.209791.20079
1642023.03.15 10:36sell490.101.208270.000000.00000
1652023.03.15 10:36modify490.101.208271.209791.20079
1662023.03.15 10:36modify460.101.215791.209791.20079
1672023.03.15 10:36modify470.101.208271.209791.20079
1682023.03.15 12:30s/l460.101.209791.209791.2007959.9110836.61
1692023.03.15 12:30s/l470.101.209791.209791.20079-15.2010821.41
1702023.03.15 12:30s/l480.101.209791.209791.20079-15.2010806.21
1712023.03.15 12:30s/l490.101.209791.209791.20079-15.2010791.01
1722023.04.04 11:00sell500.101.250380.000000.00000
1732023.04.04 11:00modify500.101.250381.260381.23538
1742023.04.06 12:55sell510.101.242860.000000.00000
1752023.04.06 12:55modify510.101.242861.247381.23538
1762023.04.06 12:55sell520.101.242860.000000.00000
1772023.04.06 12:55modify520.101.242861.244381.23538
1782023.04.06 12:55sell530.101.242860.000000.00000
1792023.04.06 12:55modify530.101.242861.244381.23538
1802023.04.06 12:55modify500.101.250381.244381.23538
1812023.04.06 12:55modify510.101.242861.244381.23538
1822023.04.06 15:02s/l500.101.244381.244381.2353859.8110850.82
1832023.04.06 15:02s/l510.101.244381.244381.23538-15.2010835.62
1842023.04.06 15:02s/l520.101.244381.244381.23538-15.2010820.42
1852023.04.06 15:02s/l530.101.244381.244381.23538-15.2010805.22
1862023.04.10 14:00buy540.101.235790.000000.00000
1872023.04.10 14:00modify540.101.235791.225791.25079
1882023.04.11 07:13buy550.101.243320.000000.00000
1892023.04.11 07:13modify550.101.243321.238791.25079
1902023.04.11 07:13buy560.101.243320.000000.00000
1912023.04.11 07:13modify560.101.243321.241791.25079
1922023.04.11 07:13buy570.101.243320.000000.00000
1932023.04.11 07:13modify570.101.243321.241791.25079
1942023.04.11 07:13modify540.101.235791.241791.25079
1952023.04.11 07:13modify550.101.243321.241791.25079
1962023.04.11 11:37s/l540.101.241791.241791.2507959.8210865.05
1972023.04.11 11:37s/l550.101.241791.241791.25079-15.3010849.75
1982023.04.11 11:37s/l560.101.241791.241791.25079-15.3010834.45
1992023.04.11 11:37s/l570.101.241791.241791.25079-15.3010819.15
2002023.05.17 09:00buy580.101.242990.000000.00000
2012023.05.17 09:00modify580.101.242991.232991.25799
2022023.05.17 16:46buy590.101.250500.000000.00000
2032023.05.17 16:46modify590.101.250501.245991.25799
2042023.05.17 16:46buy600.101.250500.000000.00000
2052023.05.17 16:46modify600.101.250501.248991.25799
2062023.05.17 16:46buy610.101.250500.000000.00000
2072023.05.17 16:46modify610.101.250501.248991.25799
2082023.05.17 16:46modify580.101.242991.248991.25799
2092023.05.17 16:46modify590.101.250501.248991.25799
2102023.05.17 18:25s/l580.101.248991.248991.2579960.0010879.15
2112023.05.17 18:25s/l590.101.248991.248991.25799-15.1010864.05
2122023.05.17 18:25s/l600.101.248991.248991.25799-15.1010848.95
2132023.05.17 18:25s/l610.101.248991.248991.25799-15.1010833.85
2142023.06.01 17:00sell620.101.253240.000000.00000
2152023.06.01 17:00modify620.101.253241.263241.23824
2162023.06.02 15:50sell630.101.245720.000000.00000
2172023.06.02 15:50modify630.101.245721.250241.23824
2182023.06.02 15:50sell640.101.245720.000000.00000
2192023.06.02 15:50modify640.101.245721.247241.23824
2202023.06.02 15:50sell650.101.245720.000000.00000
2212023.06.02 15:50modify650.101.245721.247241.23824
2222023.06.02 15:50modify620.101.253241.247241.23824
2232023.06.02 15:50modify630.101.245721.247241.23824
2242023.06.05 11:29t/p620.101.238241.247241.23824149.9110983.75
2252023.06.05 11:29t/p630.101.238241.247241.2382474.7511058.50
2262023.06.05 11:29t/p640.101.238241.247241.2382474.7511133.26
2272023.06.05 11:29t/p650.101.238241.247241.2382474.7511208.01
2282023.06.12 17:00buy660.101.249700.000000.00000
2292023.06.12 17:00modify660.101.249701.239701.26470
2302023.06.13 07:31buy670.101.257230.000000.00000
2312023.06.13 07:31modify670.101.257231.252701.26470
2322023.06.13 07:31buy680.101.257230.000000.00000
2332023.06.13 07:31modify680.101.257231.255701.26470
2342023.06.13 07:31buy690.101.257230.000000.00000
2352023.06.13 07:31modify690.101.257231.255701.26470
2362023.06.13 07:31modify660.101.249701.255701.26470
2372023.06.13 07:31modify670.101.257231.255701.26470
2382023.06.13 08:10s/l660.101.255701.255701.2647059.8211267.83
2392023.06.13 08:10s/l670.101.255701.255701.26470-15.3011252.53
2402023.06.13 08:10s/l680.101.255701.255701.26470-15.3011237.23
2412023.06.13 08:10s/l690.101.255701.255701.26470-15.3011221.93
2422023.06.30 16:00sell700.101.270850.000000.00000
2432023.06.30 16:00modify700.101.270851.280851.25585
2442023.07.07 12:34s/l700.101.280851.280851.25585-100.3311121.60
2452023.07.13 11:00sell710.101.306650.000000.00000
2462023.07.13 11:00modify710.101.306651.316651.29165
2472023.07.19 06:00sell720.101.299090.000000.00000
2482023.07.19 06:00modify720.101.299091.303651.29165
2492023.07.19 06:00sell730.101.299090.000000.00000
2502023.07.19 06:00modify730.101.299091.300651.29165
2512023.07.19 06:00sell740.101.299090.000000.00000
2522023.07.19 06:00modify740.101.299091.300651.29165
2532023.07.19 06:00modify710.101.306651.300651.29165
2542023.07.19 06:00modify720.101.299091.300651.29165
2552023.07.19 11:02t/p710.101.291651.300651.29165149.8111271.41
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2572023.07.19 11:02t/p730.101.291651.300651.2916574.4011420.21
2582023.07.19 11:02t/p740.101.291651.300651.2916574.4011494.61
2592023.07.20 14:00buy750.101.287700.000000.00000
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2612023.07.26 18:41buy760.101.295230.000000.00000
2622023.07.26 18:41modify760.101.295231.290701.30270
2632023.07.26 18:41buy770.101.295230.000000.00000
2642023.07.26 18:41modify770.101.295231.293701.30270
2652023.07.26 18:41buy780.101.295230.000000.00000
2662023.07.26 18:41modify780.101.295231.293701.30270
2672023.07.26 18:41modify750.101.287701.293701.30270
2682023.07.26 18:41modify760.101.295231.293701.30270
2692023.07.26 18:45s/l750.101.293701.293701.3027059.2811553.90
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2772023.08.01 11:01sell810.101.279390.000000.00000
2782023.08.01 11:01modify810.101.279391.280891.27189
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2802023.08.01 11:01modify820.101.279391.280891.27189
2812023.08.01 11:01modify790.101.286891.280891.27189
2822023.08.01 11:01modify800.101.279391.280891.27189
2832023.08.02 13:05t/p790.101.271891.280891.27189149.8611657.86
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2862023.08.02 13:05t/p820.101.271891.280891.2718974.9511882.72
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2902023.08.23 15:33modify840.101.270861.266341.27834
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2922023.08.23 15:33modify850.101.270861.269341.27834
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2952023.08.23 15:33modify830.101.263341.269341.27834
2962023.08.23 15:33modify840.101.270861.269341.27834
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