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=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 test1911Ticks modelled39030579Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit900.82Gross profit1607.94Gross loss-707.13
Profit factor2.27Expected payoff18.77
Absolute drawdown91.82Maximal drawdown353.34 (3.44%)Relative drawdown3.44% (353.34)
Total trades48Short positions (won %)33 (48.48%)Long positions (won %)15 (53.33%)
Profit trades (% of total)24 (50.00%)Loss trades (% of total)24 (50.00%)
Largestprofit trade149.91loss trade-150.54
Averageprofit trade67.00loss trade-29.46
Maximumconsecutive wins (profit in money)13 (1084.68)consecutive losses (loss in money)4 (-181.64)
Maximalconsecutive profit (count of wins)1084.68 (13)consecutive loss (count of losses)-181.64 (4)
Averageconsecutive wins2consecutive 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 09:29sell20.101.124080.000000.00000
42022.10.14 09:29modify20.101.124081.129341.11659
52022.10.14 09:29modify10.101.131591.129341.11659
62022.10.14 09:35sell30.101.123340.000000.00000
72022.10.14 09:35modify30.101.123341.126341.11659
82022.10.14 09:35modify20.101.124081.126341.11659
92022.10.14 09:35modify10.101.131591.126341.11659
102022.10.14 09:45s/l10.101.126341.126341.1165952.4510052.45
112022.10.14 09:45s/l20.101.126341.126341.11659-22.6010029.85
122022.10.14 09:45s/l30.101.126341.126341.11659-30.009999.85
132022.10.26 12:00sell40.101.156300.000000.00000
142022.10.26 12:00modify40.101.156301.171301.14130
152022.10.31 13:49sell50.101.148790.000000.00000
162022.10.31 13:49modify50.101.148791.154051.14130
172022.10.31 13:49modify40.101.156301.154051.14130
182022.10.31 13:57sell60.101.148050.000000.00000
192022.10.31 13:57modify60.101.148051.151051.14130
202022.10.31 13:57modify50.101.148791.151051.14130
212022.10.31 13:57modify40.101.156301.151051.14130
222022.10.31 14:17s/l40.101.151051.151051.1413052.2710052.12
232022.10.31 14:17s/l50.101.151051.151051.14130-22.6010029.52
242022.10.31 14:17s/l60.101.151051.151051.14130-30.009999.52
252022.11.23 20:00sell70.101.206480.000000.00000
262022.11.23 20:00modify70.101.206481.221481.19148
272022.11.28 18:21sell80.101.198970.000000.00000
282022.11.28 18:21modify80.101.198971.204231.19148
292022.11.28 18:21modify70.101.206481.204231.19148
302022.11.28 18:28sell90.101.198200.000000.00000
312022.11.28 18:28modify90.101.198201.201231.19148
322022.11.28 18:28modify80.101.198971.201231.19148
332022.11.28 18:28modify70.101.206481.201231.19148
342022.11.28 19:08sell100.101.196730.000000.00000
352022.11.28 19:08modify100.101.196731.198981.19148
362022.11.28 19:08modify90.101.198201.198981.19148
372022.11.28 19:08modify80.101.198971.198981.19148
382022.11.28 19:08modify70.101.206481.198981.19148
392022.11.29 01:44s/l70.101.198981.198981.1914874.7210074.24
402022.11.29 01:44s/l80.101.198981.198981.19148-0.1510074.09
412022.11.29 01:44s/l90.101.198981.198981.19148-7.8510066.24
422022.11.29 01:44s/l100.101.198981.198981.19148-22.5510043.69
432022.12.01 20:00sell110.101.225870.000000.00000
442022.12.01 20:00modify110.101.225871.240871.21087
452022.12.02 13:31sell120.101.218310.000000.00000
462022.12.02 13:31modify120.101.218311.223621.21087
472022.12.02 13:31modify110.101.225871.223621.21087
482022.12.02 13:32sell130.101.217620.000000.00000
492022.12.02 13:32modify130.101.217621.220621.21087
502022.12.02 13:32modify120.101.218311.220621.21087
512022.12.02 13:32modify110.101.225871.220621.21087
522022.12.02 13:33sell140.101.216070.000000.00000
532022.12.02 13:33modify140.101.216071.218371.21087
542022.12.02 13:33modify130.101.217621.218371.21087
552022.12.02 13:33modify120.101.218311.218371.21087
562022.12.02 13:33modify110.101.225871.218371.21087
572022.12.02 13:54s/l110.101.218371.218371.2108774.9510118.65
582022.12.02 13:54s/l120.101.218371.218371.21087-0.6010118.05
592022.12.02 13:54s/l130.101.218371.218371.21087-7.5010110.55
602022.12.02 13:54s/l140.101.218371.218371.21087-23.0010087.55
612022.12.16 04:00buy150.101.220720.000000.00000
622022.12.16 04:00modify150.101.220721.205721.23572
632022.12.21 17:13s/l150.101.205721.205721.23572-150.549937.01
642023.02.02 04:00sell160.101.238450.000000.00000
652023.02.02 04:00modify160.101.238451.253451.22345
662023.02.02 12:09sell170.101.230940.000000.00000
672023.02.02 12:09modify170.101.230941.236201.22345
682023.02.02 12:09modify160.101.238451.236201.22345
692023.02.02 12:15sell180.101.230140.000000.00000
702023.02.02 12:15modify180.101.230141.233201.22345
712023.02.02 12:15modify170.101.230941.233201.22345
722023.02.02 12:15modify160.101.238451.233201.22345
732023.02.02 12:16sell190.101.228690.000000.00000
742023.02.02 12:16modify190.101.228691.230951.22345
752023.02.02 12:16modify180.101.230141.230951.22345
762023.02.02 12:16modify170.101.230941.230951.22345
772023.02.02 12:16modify160.101.238451.230951.22345
782023.02.02 12:32s/l160.101.230951.230951.2234575.0010012.01
792023.02.02 12:32s/l170.101.230951.230951.22345-0.1010011.91
802023.02.02 12:32s/l180.101.230951.230951.22345-8.1010003.81
812023.02.02 12:32s/l190.101.230951.230951.22345-22.609981.21
822023.02.24 20:00buy200.101.194610.000000.00000
832023.02.24 20:00modify200.101.194611.179611.20961
842023.02.27 13:47buy210.101.202110.000000.00000
852023.02.27 13:47modify210.101.202111.196861.20961
862023.02.27 13:47modify200.101.194611.196861.20961
872023.02.27 14:28buy220.101.202860.000000.00000
882023.02.27 14:28modify220.101.202861.199861.20961
892023.02.27 14:28modify210.101.202111.199861.20961
902023.02.27 14:28modify200.101.194611.199861.20961
912023.02.27 15:15buy230.101.204380.000000.00000
922023.02.27 15:15modify230.101.204381.202111.20961
932023.02.27 15:15modify220.101.202861.202111.20961
942023.02.27 15:15modify210.101.202111.202111.20961
952023.02.27 15:15modify200.101.194611.202111.20961
962023.02.27 15:52s/l200.101.202111.202111.2096174.8210056.03
972023.02.27 15:52s/l210.101.202111.202111.209610.0010056.03
982023.02.27 15:52s/l220.101.202111.202111.20961-7.5010048.53
992023.02.27 15:52s/l230.101.202111.202111.20961-22.7010025.83
1002023.03.08 08:00buy240.101.182740.000000.00000
1012023.03.08 08:00modify240.101.182741.167741.19774
1022023.03.09 11:06buy250.101.190250.000000.00000
1032023.03.09 11:06modify250.101.190251.184991.19774
1042023.03.09 11:06modify240.101.182741.184991.19774
1052023.03.09 13:32buy260.101.191000.000000.00000
1062023.03.09 13:32modify260.101.191001.187991.19774
1072023.03.09 13:32modify250.101.190251.187991.19774
1082023.03.09 13:32modify240.101.182741.187991.19774
1092023.03.09 14:46buy270.101.192500.000000.00000
1102023.03.09 14:46modify270.101.192501.190241.19774
1112023.03.09 14:46modify260.101.191001.190241.19774
1122023.03.09 14:46modify250.101.190251.190241.19774
1132023.03.09 14:46modify240.101.182741.190241.19774
1142023.03.10 09:41t/p240.101.197741.190241.19774149.2810175.12
1152023.03.10 09:41t/p250.101.197741.190241.1977474.7210249.84
1162023.03.10 09:41t/p260.101.197741.190241.1977467.2210317.06
1172023.03.10 09:41t/p270.101.197741.190241.1977452.2210369.28
1182023.04.13 20:00sell280.101.252440.000000.00000
1192023.04.13 20:00modify280.101.252441.267441.23744
1202023.04.14 14:00sell290.101.244910.000000.00000
1212023.04.14 14:00modify290.101.244911.250191.23744
1222023.04.14 14:00modify280.101.252441.250191.23744
1232023.04.14 14:00sell300.101.244160.000000.00000
1242023.04.14 14:00modify300.101.244161.247191.23744
1252023.04.14 14:00modify290.101.244911.247191.23744
1262023.04.14 14:00modify280.101.252441.247191.23744
1272023.04.14 15:26sell310.101.242680.000000.00000
1282023.04.14 15:26modify310.101.242681.244941.23744
1292023.04.14 15:26modify300.101.244161.244941.23744
1302023.04.14 15:26modify290.101.244911.244941.23744
1312023.04.14 15:26modify280.101.252441.244941.23744
1322023.04.17 14:04t/p280.101.237441.244941.23744149.9110519.18
1332023.04.17 14:04t/p290.101.237441.244941.2374474.6510593.84
1342023.04.17 14:04t/p300.101.237441.244941.2374467.1510660.99
1352023.04.17 14:04t/p310.101.237441.244941.2374452.3510713.34
1362023.06.01 20:00sell320.101.253000.000000.00000
1372023.06.01 20:00modify320.101.253001.268001.23800
1382023.06.02 16:48sell330.101.245500.000000.00000
1392023.06.02 16:48modify330.101.245501.250751.23800
1402023.06.02 16:48modify320.101.253001.250751.23800
1412023.06.02 17:06sell340.101.244750.000000.00000
1422023.06.02 17:06modify340.101.244751.247751.23800
1432023.06.02 17:06modify330.101.245501.247751.23800
1442023.06.02 17:06modify320.101.253001.247751.23800
1452023.06.04 23:10sell350.101.243250.000000.00000
1462023.06.04 23:10modify350.101.243251.245501.23800
1472023.06.04 23:10modify340.101.244751.245501.23800
1482023.06.04 23:10modify330.101.245501.245501.23800
1492023.06.04 23:10modify320.101.253001.245501.23800
1502023.06.05 12:33t/p320.101.238001.245501.23800149.9110863.25
1512023.06.05 12:33t/p330.101.238001.245501.2380074.9510938.20
1522023.06.05 12:33t/p340.101.238001.245501.2380067.4511005.66
1532023.06.05 12:33t/p350.101.238001.245501.2380052.4511058.11
1542023.06.09 20:00sell360.101.257670.000000.00000
1552023.06.09 20:00modify360.101.257671.272671.24267
1562023.06.12 15:04sell370.101.250150.000000.00000
1572023.06.12 15:04modify370.101.250151.255421.24267
1582023.06.12 15:04modify360.101.257671.255421.24267
1592023.06.12 15:45sell380.101.249420.000000.00000
1602023.06.12 15:45modify380.101.249421.252421.24267
1612023.06.12 15:45modify370.101.250151.252421.24267
1622023.06.12 15:45modify360.101.257671.252421.24267
1632023.06.13 01:16s/l360.101.252421.252421.2426752.4111110.51
1642023.06.13 01:16s/l370.101.252421.252421.24267-22.7511087.77
1652023.06.13 01:16s/l380.101.252421.252421.24267-30.0511057.72
1662023.06.28 20:00buy390.101.264400.000000.00000
1672023.06.28 20:00modify390.101.264401.249401.27940
1682023.06.30 14:13buy400.101.271960.000000.00000
1692023.06.30 14:13modify400.101.271961.266651.27940
1702023.06.30 14:13modify390.101.264401.266651.27940
1712023.06.30 14:20buy410.101.272690.000000.00000
1722023.06.30 14:20modify410.101.272691.269651.27940
1732023.06.30 14:20modify400.101.271961.269651.27940
1742023.06.30 14:20modify390.101.264401.269651.27940
1752023.06.30 18:46s/l390.101.269651.269651.2794051.7811109.50
1762023.06.30 18:46s/l400.101.269651.269651.27940-23.1011086.40
1772023.06.30 18:46s/l410.101.269651.269651.27940-30.4011056.00
1782023.07.07 20:00sell420.101.282990.000000.00000
1792023.07.07 20:00modify420.101.282991.297991.26799
1802023.07.10 12:42sell430.101.275490.000000.00000
1812023.07.10 12:42modify430.101.275491.280741.26799
1822023.07.10 12:42modify420.101.282991.280741.26799
1832023.07.10 14:10s/l420.101.280741.280741.2679922.4511078.46
1842023.07.10 14:10s/l430.101.280741.280741.26799-52.5011025.96
1852023.08.25 08:00buy440.101.257790.000000.00000
1862023.08.25 08:00modify440.101.257791.242791.27279
1872023.08.25 14:04buy450.101.265300.000000.00000
1882023.08.25 14:04modify450.101.265301.260041.27279
1892023.08.25 14:04modify440.101.257791.260041.27279
1902023.08.25 14:23s/l440.101.260041.260041.2727922.5011048.46
1912023.08.25 14:23s/l450.101.260041.260041.27279-52.6010995.86
1922023.08.30 20:00sell460.101.271700.000000.00000
1932023.08.30 20:00modify460.101.271701.286701.25670
1942023.09.01 06:30sell470.101.264190.000000.00000
1952023.09.01 06:30modify470.101.264191.269451.25670
1962023.09.01 06:30modify460.101.271701.269451.25670
1972023.09.01 12:30s/l460.101.269451.269451.2567022.3111018.17
1982023.09.01 12:30s/l470.101.269451.269451.25670-52.6010965.57
1992023.09.22 16:00buy480.101.225770.000000.00000
2002023.09.22 16:00modify480.101.225771.210771.24077
2012023.09.29 20:59close at stop480.101.219421.210771.24077-64.7510900.82