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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=110; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=21; 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 profit1586.97Gross profit1738.87Gross loss-151.90
Profit factor11.45Expected payoff40.69
Absolute drawdown73.69Maximal drawdown162.40 (1.50%)Relative drawdown1.50% (162.40)
Total trades39Short positions (won %)25 (72.00%)Long positions (won %)14 (78.57%)
Profit trades (% of total)29 (74.36%)Loss trades (% of total)10 (25.64%)
Largestprofit trade119.95loss trade-24.20
Averageprofit trade59.96loss trade-15.19
Maximumconsecutive wins (profit in money)9 (617.12)consecutive losses (loss in money)2 (-30.20)
Maximalconsecutive profit (count of wins)617.12 (9)consecutive loss (count of losses)-30.20 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.13 20:00sell10.101.131590.000000.00000
22022.10.13 20:00modify10.101.131591.142591.11959
32022.10.14 07:21sell20.101.126730.000000.00000
42022.10.14 07:21modify20.101.126731.128591.11959
52022.10.14 07:21modify10.101.131591.128591.11959
62022.10.14 07:52s/l10.101.128591.128591.1195929.9510029.95
72022.10.14 07:52s/l20.101.128591.128591.11959-18.6010011.35
82022.10.26 12:00sell30.101.156300.000000.00000
92022.10.26 12:00modify30.101.156301.167301.14430
102022.10.28 07:15sell40.101.151490.000000.00000
112022.10.28 07:15modify40.101.151491.153301.14430
122022.10.28 07:15modify30.101.156301.153301.14430
132022.10.28 08:49s/l30.101.153301.153301.1443029.8110041.16
142022.10.28 08:49s/l40.101.153301.153301.14430-18.1010023.06
152022.11.23 20:00sell50.101.206480.000000.00000
162022.11.23 20:00modify50.101.206481.217481.19448
172022.11.28 17:13sell60.101.201660.000000.00000
182022.11.28 17:13modify60.101.201661.203481.19448
192022.11.28 17:13modify50.101.206481.203481.19448
202022.11.28 18:04sell70.101.199880.000000.00000
212022.11.28 18:04modify70.101.199881.202281.19448
222022.11.28 18:04modify60.101.201661.202281.19448
232022.11.28 18:04modify50.101.206481.202281.19448
242022.11.28 18:23sell80.101.198670.000000.00000
252022.11.28 18:23modify80.101.198671.200481.19448
262022.11.28 18:23modify70.101.199881.200481.19448
272022.11.28 18:23modify60.101.201661.200481.19448
282022.11.28 18:23modify50.101.206481.200481.19448
292022.11.28 20:16t/p50.101.194481.200481.19448119.7710142.83
302022.11.28 20:16t/p60.101.194481.200481.1944871.8010214.63
312022.11.28 20:16t/p70.101.194481.200481.1944854.0010268.63
322022.11.28 20:16t/p80.101.194481.200481.1944841.9010310.53
332022.12.01 20:00sell90.101.225870.000000.00000
342022.12.01 20:00modify90.101.225871.236871.21387
352022.12.02 13:30sell100.101.221050.000000.00000
362022.12.02 13:30modify100.101.221051.222871.21387
372022.12.02 13:30modify90.101.225871.222871.21387
382022.12.02 13:30sell110.101.219260.000000.00000
392022.12.02 13:30modify110.101.219261.221671.21387
402022.12.02 13:30modify100.101.221051.221671.21387
412022.12.02 13:30modify90.101.225871.221671.21387
422022.12.02 13:31sell120.101.218070.000000.00000
432022.12.02 13:31modify120.101.218071.219871.21387
442022.12.02 13:31modify110.101.219261.219871.21387
452022.12.02 13:31modify100.101.221051.219871.21387
462022.12.02 13:31modify90.101.225871.219871.21387
472022.12.02 13:43t/p90.101.213871.219871.21387119.9510430.48
482022.12.02 13:43t/p100.101.213871.219871.2138771.8010502.28
492022.12.02 13:43t/p110.101.213871.219871.2138753.9010556.18
502022.12.02 13:43t/p120.101.213871.219871.2138742.0010598.18
512023.02.02 04:00sell130.101.238450.000000.00000
522023.02.02 04:00modify130.101.238451.249451.22645
532023.02.02 09:30sell140.101.233650.000000.00000
542023.02.02 09:30modify140.101.233651.235451.22645
552023.02.02 09:30modify130.101.238451.235451.22645
562023.02.02 10:34sell150.101.231830.000000.00000
572023.02.02 10:34modify150.101.231831.234251.22645
582023.02.02 10:34modify140.101.233651.234251.22645
592023.02.02 10:34modify130.101.238451.234251.22645
602023.02.02 12:00s/l130.101.234251.234251.2264542.0010640.18
612023.02.02 12:00s/l140.101.234251.234251.22645-6.0010634.18
622023.02.02 12:00s/l150.101.234251.234251.22645-24.2010609.98
632023.02.24 20:00buy160.101.194610.000000.00000
642023.02.24 20:00modify160.101.194611.183611.20661
652023.02.27 13:33buy170.101.199440.000000.00000
662023.02.27 13:33modify170.101.199441.197611.20661
672023.02.27 13:33modify160.101.194611.197611.20661
682023.02.27 13:41buy180.101.201230.000000.00000
692023.02.27 13:41modify180.101.201231.198811.20661
702023.02.27 13:41modify170.101.199441.198811.20661
712023.02.27 13:41modify160.101.194611.198811.20661
722023.02.27 13:49buy190.101.202420.000000.00000
732023.02.27 13:49modify190.101.202421.200611.20661
742023.02.27 13:49modify180.101.201231.200611.20661
752023.02.27 13:49modify170.101.199441.200611.20661
762023.02.27 13:49modify160.101.194611.200611.20661
772023.02.27 23:08t/p160.101.206611.200611.20661119.8210729.80
782023.02.27 23:08t/p170.101.206611.200611.2066171.7010801.50
792023.02.27 23:08t/p180.101.206611.200611.2066153.8010855.30
802023.02.27 23:08t/p190.101.206611.200611.2066141.9010897.20
812023.03.08 08:00buy200.101.182740.000000.00000
822023.03.08 08:00modify200.101.182741.171741.19474
832023.03.09 08:36buy210.101.187580.000000.00000
842023.03.09 08:36modify210.101.187581.185741.19474
852023.03.09 08:36modify200.101.182741.185741.19474
862023.03.09 11:05buy220.101.189390.000000.00000
872023.03.09 11:05modify220.101.189391.186941.19474
882023.03.09 11:05modify210.101.187581.186941.19474
892023.03.09 11:05modify200.101.182741.186941.19474
902023.03.09 13:30buy230.101.190590.000000.00000
912023.03.09 13:30modify230.101.190591.188741.19474
922023.03.09 13:30modify220.101.189391.188741.19474
932023.03.09 13:30modify210.101.187581.188741.19474
942023.03.09 13:30modify200.101.182741.188741.19474
952023.03.10 07:00t/p200.101.194741.188741.19474119.2811016.49
962023.03.10 07:00t/p210.101.194741.188741.1947471.4211087.91
972023.03.10 07:00t/p220.101.194741.188741.1947453.3211141.23
982023.03.10 07:00t/p230.101.194741.188741.1947441.3211182.55
992023.04.14 20:00buy240.101.241890.000000.00000
1002023.04.14 20:00modify240.101.241891.230891.25389
1012023.04.19 06:53buy250.101.246700.000000.00000
1022023.04.19 06:53modify250.101.246701.244891.25389
1032023.04.19 06:53modify240.101.241891.244891.25389
1042023.04.19 08:08s/l240.101.244891.244891.2538929.4611212.01
1052023.04.19 08:08s/l250.101.244891.244891.25389-18.1011193.91
1062023.06.01 20:00sell260.101.253000.000000.00000
1072023.06.01 20:00modify260.101.253001.264001.24100
1082023.06.02 14:54sell270.101.248200.000000.00000
1092023.06.02 14:54modify270.101.248201.250001.24100
1102023.06.02 14:54modify260.101.253001.250001.24100
1112023.06.02 15:46sell280.101.246390.000000.00000
1122023.06.02 15:46modify280.101.246391.248801.24100
1132023.06.02 15:46modify270.101.248201.248801.24100
1142023.06.02 15:46modify260.101.253001.248801.24100
1152023.06.02 16:50sell290.101.245150.000000.00000
1162023.06.02 16:50modify290.101.245151.247001.24100
1172023.06.02 16:50modify280.101.246391.247001.24100
1182023.06.02 16:50modify270.101.248201.247001.24100
1192023.06.02 16:50modify260.101.253001.247001.24100
1202023.06.05 06:58t/p260.101.241001.247001.24100119.9111313.82
1212023.06.05 06:58t/p270.101.241001.247001.2410071.9511385.77
1222023.06.05 06:58t/p280.101.241001.247001.2410053.8511439.63
1232023.06.05 06:58t/p290.101.241001.247001.2410041.4511481.08
1242023.06.28 20:00buy300.101.264400.000000.00000
1252023.06.28 20:00modify300.101.264401.253401.27640
1262023.06.30 12:43buy310.101.269210.000000.00000
1272023.06.30 12:43modify310.101.269211.267401.27640
1282023.06.30 12:43modify300.101.264401.267401.27640
1292023.06.30 13:52buy320.101.271080.000000.00000
1302023.06.30 13:52modify320.101.271081.268601.27640
1312023.06.30 13:52modify310.101.269211.268601.27640
1322023.06.30 13:52modify300.101.264401.268601.27640
1332023.06.30 14:14buy330.101.272200.000000.00000
1342023.06.30 14:14modify330.101.272201.270401.27640
1352023.06.30 14:14modify320.101.271081.270401.27640
1362023.06.30 14:14modify310.101.269211.270401.27640
1372023.06.30 14:14modify300.101.264401.270401.27640
1382023.06.30 14:38s/l300.101.270401.270401.2764059.2811540.36
1392023.06.30 14:38s/l310.101.270401.270401.2764011.9011552.26
1402023.06.30 14:38s/l320.101.270401.270401.27640-6.8011545.46
1412023.06.30 14:38s/l330.101.270401.270401.27640-18.0011527.46
1422023.07.07 20:00sell340.101.282990.000000.00000
1432023.07.07 20:00modify340.101.282991.293991.27099
1442023.07.10 11:22sell350.101.278170.000000.00000
1452023.07.10 11:22modify350.101.278171.279991.27099
1462023.07.10 11:22modify340.101.282991.279991.27099
1472023.07.10 12:29sell360.101.276390.000000.00000
1482023.07.10 12:29modify360.101.276391.278791.27099
1492023.07.10 12:29modify350.101.278171.278791.27099
1502023.07.10 12:29modify340.101.282991.278791.27099
1512023.07.10 12:55sell370.101.275180.000000.00000
1522023.07.10 12:55modify370.101.275181.276991.27099
1532023.07.10 12:55modify360.101.276391.276991.27099
1542023.07.10 12:55modify350.101.278171.276991.27099
1552023.07.10 12:55modify340.101.282991.276991.27099
1562023.07.10 13:21s/l340.101.276991.276991.2709959.9511587.42
1572023.07.10 13:21s/l350.101.276991.276991.2709911.8011599.22
1582023.07.10 13:21s/l360.101.276991.276991.27099-6.0011593.22
1592023.07.10 13:21s/l370.101.276991.276991.27099-18.1011575.12
1602023.08.30 20:00sell380.101.271700.000000.00000
1612023.08.30 20:00modify380.101.271701.282701.25970
1622023.08.31 11:16sell390.101.266900.000000.00000
1632023.08.31 11:16modify390.101.266901.268701.25970
1642023.08.31 11:16modify380.101.271701.268701.25970
1652023.08.31 12:02s/l380.101.268701.268701.2597029.8611604.97
1662023.08.31 12:02s/l390.101.268701.268701.25970-18.0011586.97