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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; 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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 profit1782.41Gross profit2303.64Gross loss-521.23
Profit factor4.42Expected payoff43.47
Absolute drawdown53.25Maximal drawdown254.34 (2.13%)Relative drawdown2.38% (243.00)
Total trades41Short positions (won %)26 (65.38%)Long positions (won %)15 (73.33%)
Profit trades (% of total)28 (68.29%)Loss trades (% of total)13 (31.71%)
Largestprofit trade150.00loss trade-150.54
Averageprofit trade82.27loss trade-40.09
Maximumconsecutive wins (profit in money)17 (1492.36)consecutive losses (loss in money)4 (-183.34)
Maximalconsecutive profit (count of wins)1492.36 (17)consecutive loss (count of losses)-183.34 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.13 20:00sell10.101.131590.000000.00000
22022.10.13 20:00modify10.101.131591.146591.11659
32022.10.14 11:10sell20.101.124010.000000.00000
42022.10.14 11:10modify20.101.124011.129341.11659
52022.10.14 11:10modify10.101.131591.129341.11659
62022.10.14 14:15t/p10.101.116591.129341.11659149.9510149.95
72022.10.14 14:15t/p20.101.116591.129341.1165974.2010224.15
82022.10.26 12:00sell30.101.156300.000000.00000
92022.10.26 12:00modify30.101.156301.171301.14130
102022.10.31 13:50sell40.101.147870.000000.00000
112022.10.31 13:50modify40.101.147871.151051.14130
122022.10.31 13:50modify30.101.156301.151051.14130
132022.10.31 14:40s/l30.101.151051.151051.1413052.2710276.42
142022.10.31 14:40s/l40.101.151051.151051.14130-31.8010244.62
152022.11.23 20:00sell50.101.206480.000000.00000
162022.11.23 20:00modify50.101.206481.221481.19148
172022.11.28 19:20sell60.101.196690.000000.00000
182022.11.28 19:20modify60.101.196691.198981.19148
192022.11.28 19:20modify50.101.206481.198981.19148
202022.11.29 01:40s/l50.101.198981.198981.1914874.7210319.34
212022.11.29 01:40s/l60.101.198981.198981.19148-22.9510296.39
222022.12.01 20:00sell70.101.225870.000000.00000
232022.12.01 20:00modify70.101.225871.240871.21087
242022.12.05 17:25sell80.101.217590.000000.00000
252022.12.05 17:25modify80.101.217591.220621.21087
262022.12.05 17:25modify70.101.225871.220621.21087
272022.12.05 17:55sell90.101.218140.000000.00000
282022.12.05 17:55modify90.101.218141.223621.21087
292022.12.05 18:00modify90.101.218141.220621.21087
302022.12.05 19:40sell100.101.216100.000000.00000
312022.12.05 19:40modify100.101.216101.218371.21087
322022.12.05 19:40modify80.101.217591.218371.21087
332022.12.05 19:40modify90.101.218141.218371.21087
342022.12.05 19:40modify70.101.225871.218371.21087
352022.12.05 20:30s/l70.101.218371.218371.2108774.9110371.30
362022.12.05 20:30s/l80.101.218371.218371.21087-7.8010363.50
372022.12.05 20:30s/l90.101.218371.218371.21087-2.3010361.20
382022.12.05 20:30s/l100.101.218371.218371.21087-22.7010338.50
392022.12.16 04:00buy110.101.220720.000000.00000
402022.12.16 04:00modify110.101.220721.205721.23572
412022.12.21 17:40s/l110.101.205721.205721.23572-150.5410187.96
422023.02.02 04:00sell120.101.238450.000000.00000
432023.02.02 04:00modify120.101.238451.253451.22345
442023.02.02 13:55sell130.101.230060.000000.00000
452023.02.02 13:55modify130.101.230061.233201.22345
462023.02.02 13:55modify120.101.238451.233201.22345
472023.02.02 17:40t/p120.101.223451.233201.22345150.0010337.96
482023.02.02 17:40t/p130.101.223451.233201.2234566.1010404.06
492023.02.24 20:00buy140.101.194610.000000.00000
502023.02.24 20:00modify140.101.194611.179611.20961
512023.02.27 13:50buy150.101.202240.000000.00000
522023.02.27 13:50modify150.101.202241.196861.20961
532023.02.27 13:50modify140.101.194611.196861.20961
542023.02.27 17:20buy160.101.204440.000000.00000
552023.02.27 17:20modify160.101.204441.202111.20961
562023.02.27 17:20modify150.101.202241.202111.20961
572023.02.27 17:20modify140.101.194611.202111.20961
582023.02.28 09:15t/p140.101.209611.202111.20961149.6410553.70
592023.02.28 09:15t/p150.101.209611.202111.2096173.5210627.22
602023.02.28 09:15t/p160.101.209611.202111.2096151.5210678.74
612023.03.08 08:00buy170.101.182740.000000.00000
622023.03.08 08:00modify170.101.182741.167741.19774
632023.03.09 11:40buy180.101.190480.000000.00000
642023.03.09 11:40modify180.101.190481.184991.19774
652023.03.09 11:40modify170.101.182741.184991.19774
662023.03.09 13:50buy190.101.191090.000000.00000
672023.03.09 13:50modify190.101.191091.187991.19774
682023.03.09 13:50modify180.101.190481.187991.19774
692023.03.09 13:50modify170.101.182741.187991.19774
702023.03.09 14:30buy200.101.192560.000000.00000
712023.03.09 14:30modify200.101.192561.190241.19774
722023.03.09 14:30modify190.101.191091.190241.19774
732023.03.09 14:30modify180.101.190481.190241.19774
742023.03.09 14:30modify170.101.182741.190241.19774
752023.03.10 09:30t/p170.101.197741.190241.19774149.2810828.03
762023.03.10 09:30t/p180.101.197741.190241.1977472.4210900.45
772023.03.10 09:30t/p190.101.197741.190241.1977466.3210966.77
782023.03.10 09:30t/p200.101.197741.190241.1977451.6211018.39
792023.04.13 20:00sell210.101.252440.000000.00000
802023.04.13 20:00modify210.101.252441.267441.23744
812023.04.14 15:10sell220.101.243960.000000.00000
822023.04.14 15:10modify220.101.243961.247191.23744
832023.04.14 15:10modify210.101.252441.247191.23744
842023.04.17 12:20sell230.101.242680.000000.00000
852023.04.17 12:20modify230.101.242681.244941.23744
862023.04.17 12:20modify220.101.243961.244941.23744
872023.04.17 12:20modify210.101.252441.244941.23744
882023.04.17 14:30t/p210.101.237441.244941.23744149.9111168.30
892023.04.17 14:30t/p220.101.237441.244941.2374465.1511233.45
902023.04.17 14:30t/p230.101.237441.244941.2374452.4011285.85
912023.06.01 20:00sell240.101.253000.000000.00000
922023.06.01 20:00modify240.101.253001.268001.23800
932023.06.02 17:15sell250.101.244740.000000.00000
942023.06.02 17:15modify250.101.244741.247751.23800
952023.06.02 17:15modify240.101.253001.247751.23800
962023.06.02 17:35sell260.101.245430.000000.00000
972023.06.02 17:35modify260.101.245431.250751.23800
982023.06.02 17:40modify260.101.245431.247751.23800
992023.06.04 23:30sell270.101.243060.000000.00000
1002023.06.04 23:30modify270.101.243061.245501.23800
1012023.06.04 23:30modify250.101.244741.245501.23800
1022023.06.04 23:30modify260.101.245431.245501.23800
1032023.06.04 23:30modify240.101.253001.245501.23800
1042023.06.05 12:30t/p240.101.238001.245501.23800149.9111435.75
1052023.06.05 12:30t/p250.101.238001.245501.2380067.3511503.11
1062023.06.05 12:30t/p260.101.238001.245501.2380074.2511577.36
1072023.06.05 12:30t/p270.101.238001.245501.2380050.5511627.91
1082023.06.09 20:00sell280.101.257670.000000.00000
1092023.06.09 20:00modify280.101.257671.272671.24267
1102023.06.12 16:55sell290.101.249390.000000.00000
1112023.06.12 16:55modify290.101.249391.252421.24267
1122023.06.12 16:55modify280.101.257671.252421.24267
1132023.06.12 17:45sell300.101.250140.000000.00000
1142023.06.12 17:45modify300.101.250141.255421.24267
1152023.06.12 17:50modify300.101.250141.252421.24267
1162023.06.13 01:40s/l280.101.252421.252421.2426752.4111680.32
1172023.06.13 01:40s/l290.101.252421.252421.24267-30.3511649.97
1182023.06.13 01:40s/l300.101.252421.252421.24267-22.8511627.13
1192023.06.28 20:00buy310.101.264400.000000.00000
1202023.06.28 20:00modify310.101.264401.249401.27940
1212023.06.30 14:20buy320.101.272200.000000.00000
1222023.06.30 14:20modify320.101.272201.266651.27940
1232023.06.30 14:20modify310.101.264401.266651.27940
1242023.06.30 14:46buy330.101.272750.000000.00000
1252023.06.30 14:46modify330.101.272751.269651.27940
1262023.06.30 14:46modify320.101.272201.269651.27940
1272023.06.30 14:46modify310.101.264401.269651.27940
1282023.06.30 18:40s/l310.101.269651.269651.2794051.7811678.91
1292023.06.30 18:40s/l320.101.269651.269651.27940-25.5011653.41
1302023.06.30 18:40s/l330.101.269651.269651.27940-31.0011622.41
1312023.07.07 20:00sell340.101.282990.000000.00000
1322023.07.07 20:00modify340.101.282991.297991.26799
1332023.07.10 12:50sell350.101.275330.000000.00000
1342023.07.10 12:50modify350.101.275331.280741.26799
1352023.07.10 12:50modify340.101.282991.280741.26799
1362023.07.10 14:30s/l340.101.280741.280741.2679922.4511644.86
1372023.07.10 14:30s/l350.101.280741.280741.26799-54.1011590.76
1382023.08.25 08:00buy360.101.257790.000000.00000
1392023.08.25 08:00modify360.101.257791.242791.27279
1402023.08.29 19:59buy370.101.265320.000000.00000
1412023.08.29 19:59modify370.101.265321.260041.27279
1422023.08.29 19:59modify360.101.257791.260041.27279
1432023.08.30 09:30buy380.101.266320.000000.00000
1442023.08.30 09:30modify380.101.266321.263041.27279
1452023.08.30 09:30modify370.101.265321.263041.27279
1462023.08.30 09:30modify360.101.257791.263041.27279
1472023.08.30 13:30t/p360.101.272791.263041.27279149.4611740.23
1482023.08.30 13:30t/p370.101.272791.263041.2727974.5211814.75
1492023.08.30 13:30t/p380.101.272791.263041.2727964.7011879.45
1502023.08.30 20:00sell390.101.271700.000000.00000
1512023.08.30 20:00modify390.101.271701.286701.25670
1522023.09.01 06:33sell400.101.263990.000000.00000
1532023.09.01 06:33modify400.101.263991.269451.25670
1542023.09.01 06:33modify390.101.271701.269451.25670
1552023.09.01 12:30s/l390.101.269451.269451.2567022.3111901.76
1562023.09.01 12:30s/l400.101.269451.269451.25670-54.6011847.16
1572023.09.22 16:00buy410.101.225770.000000.00000
1582023.09.22 16:00modify410.101.225771.210771.24077
1592023.09.29 23:59close at stop410.101.219421.210771.24077-64.7511782.41