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)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=13; 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 test7236Ticks modelled157482Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2356.96Gross profit3211.75Gross loss-854.79
Profit factor3.76Expected payoff40.64
Absolute drawdown44.45Maximal drawdown256.55 (2.29%)Relative drawdown2.29% (256.55)
Total trades58Short positions (won %)37 (67.57%)Long positions (won %)21 (61.90%)
Profit trades (% of total)38 (65.52%)Loss trades (% of total)20 (34.48%)
Largestprofit trade150.00loss trade-55.10
Averageprofit trade84.52loss trade-42.74
Maximumconsecutive wins (profit in money)8 (697.38)consecutive losses (loss in money)4 (-200.00)
Maximalconsecutive profit (count of wins)697.38 (8)consecutive loss (count of losses)-200.00 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 17:00sell10.101.145370.000000.00000
22022.10.04 17:00modify10.101.145371.150371.13037
32022.10.05 08:25sell20.101.138330.000000.00000
42022.10.05 08:25modify20.101.138331.143871.13037
52022.10.05 08:25modify10.101.145371.143871.13037
62022.10.05 10:55sell30.101.136230.000000.00000
72022.10.05 10:55modify30.101.136231.139371.13037
82022.10.05 10:55sell40.101.136230.000000.00000
92022.10.05 10:55modify40.101.136231.139371.13037
102022.10.05 10:55modify20.101.138331.139371.13037
112022.10.05 10:55modify10.101.145371.139371.13037
122022.10.05 13:20t/p10.101.130371.139371.13037149.9510149.95
132022.10.05 13:20t/p20.101.130371.139371.1303779.6010229.55
142022.10.05 13:20t/p30.101.130371.139371.1303758.6010288.15
152022.10.05 13:20t/p40.101.130371.139371.1303758.6010346.75
162022.10.05 14:00buy50.101.129760.000000.00000
172022.10.05 14:00modify50.101.129761.124761.14476
182022.10.05 14:16s/l50.101.124761.124761.14476-50.0010296.75
192022.10.06 16:00buy60.101.113380.000000.00000
202022.10.06 16:00modify60.101.113381.108381.12838
212022.10.07 08:15buy70.101.120380.000000.00000
222022.10.07 08:15modify70.101.120381.114881.12838
232022.10.07 08:15modify60.101.113381.114881.12838
242022.10.07 10:02buy80.101.122530.000000.00000
252022.10.07 10:02modify80.101.122531.119381.12838
262022.10.07 10:02buy90.101.122530.000000.00000
272022.10.07 10:02modify90.101.122531.119381.12838
282022.10.07 10:02modify70.101.120381.119381.12838
292022.10.07 10:02modify60.101.113381.119381.12838
302022.10.07 10:45s/l60.101.119381.119381.1283859.8210356.57
312022.10.07 10:45s/l70.101.119381.119381.12838-10.0010346.57
322022.10.07 10:45s/l80.101.119381.119381.12838-31.5010315.07
332022.10.07 10:45s/l90.101.119381.119381.12838-31.5010283.57
342022.10.11 16:00sell100.101.116530.000000.00000
352022.10.11 16:00modify100.101.116531.121531.10153
362022.10.11 19:05t/p100.101.101531.121531.10153150.0010433.57
372022.10.13 16:00sell110.101.134160.000000.00000
382022.10.13 16:00modify110.101.134161.139161.11916
392022.10.14 07:30sell120.101.127180.000000.00000
402022.10.14 07:30modify120.101.127181.132661.11916
412022.10.14 07:30modify110.101.134161.132661.11916
422022.10.14 10:55sell130.101.125110.000000.00000
432022.10.14 10:55modify130.101.125111.128161.11916
442022.10.14 10:55sell140.101.125110.000000.00000
452022.10.14 10:55modify140.101.125111.128161.11916
462022.10.14 10:55modify120.101.127181.128161.11916
472022.10.14 10:55modify110.101.134161.128161.11916
482022.10.14 11:50t/p110.101.119161.128161.11916149.9510583.53
492022.10.14 11:50t/p120.101.119161.128161.1191680.2010663.73
502022.10.14 11:50t/p130.101.119161.128161.1191659.5010723.23
512022.10.14 11:50t/p140.101.119161.128161.1191659.5010782.73
522022.10.17 15:00sell150.101.143140.000000.00000
532022.10.17 15:00modify150.101.143141.148141.12814
542022.10.17 18:15sell160.101.136330.000000.00000
552022.10.17 18:15modify160.101.136331.141641.12814
562022.10.17 18:15modify150.101.143141.141641.12814
572022.10.18 01:20sell170.101.134060.000000.00000
582022.10.18 01:20modify170.101.134061.137141.12814
592022.10.18 01:20sell180.101.134060.000000.00000
602022.10.18 01:20modify180.101.134061.137141.12814
612022.10.18 01:20modify160.101.136331.137141.12814
622022.10.18 01:20modify150.101.143141.137141.12814
632022.10.18 03:50s/l150.101.137141.137141.1281459.9510842.68
642022.10.18 03:50s/l160.101.137141.137141.12814-8.1510834.53
652022.10.18 03:50s/l170.101.137141.137141.12814-30.8010803.73
662022.10.18 03:50s/l180.101.137141.137141.12814-30.8010772.93
672022.10.20 15:00sell190.101.132190.000000.00000
682022.10.20 15:00modify190.101.132191.137191.11719
692022.10.20 16:27sell200.101.125280.000000.00000
702022.10.20 16:27modify200.101.125281.130691.11719
712022.10.20 16:27modify190.101.132191.130691.11719
722022.10.20 17:50sell210.101.123050.000000.00000
732022.10.20 17:50modify210.101.123051.126191.11719
742022.10.20 17:50sell220.101.123050.000000.00000
752022.10.20 17:50modify220.101.123051.126191.11719
762022.10.20 17:50modify200.101.125281.126191.11719
772022.10.20 17:50modify190.101.132191.126191.11719
782022.10.21 08:10t/p190.101.117191.126191.11719149.9510922.89
792022.10.21 08:10t/p200.101.117191.126191.1171980.8511003.74
802022.10.21 08:10t/p210.101.117191.126191.1171958.5511062.29
812022.10.21 08:10t/p220.101.117191.126191.1171958.5511120.84
822022.10.21 16:00sell230.101.128840.000000.00000
832022.10.21 16:00modify230.101.128841.133841.11384
842022.10.23 21:00s/l230.101.133841.133841.11384-50.0011070.84
852022.10.25 14:00sell240.101.148400.000000.00000
862022.10.25 14:00modify240.101.148401.153401.13340
872022.10.26 07:20s/l240.101.153401.153401.13340-50.0511020.80
882022.11.04 15:00sell250.101.131230.000000.00000
892022.11.04 15:00modify250.101.131231.136231.11623
902022.11.04 18:40s/l250.101.136231.136231.11623-50.0010970.80
912022.11.08 16:00sell260.101.156340.000000.00000
922022.11.08 16:00modify260.101.156341.161341.14134
932022.11.09 09:35sell270.101.149570.000000.00000
942022.11.09 09:35modify270.101.149571.154841.14134
952022.11.09 09:35modify260.101.156341.154841.14134
962022.11.09 11:35sell280.101.147190.000000.00000
972022.11.09 11:35modify280.101.147191.150341.14134
982022.11.09 11:35sell290.101.147190.000000.00000
992022.11.09 11:35modify290.101.147191.150341.14134
1002022.11.09 11:35modify270.101.149571.150341.14134
1012022.11.09 11:35modify260.101.156341.150341.14134
1022022.11.09 13:20t/p260.101.141341.150341.14134149.9511120.75
1032022.11.09 13:20t/p270.101.141341.150341.1413482.3011203.05
1042022.11.09 13:20t/p280.101.141341.150341.1413458.5011261.55
1052022.11.09 13:20t/p290.101.141341.150341.1413458.5011320.05
1062022.11.09 16:00buy300.101.137830.000000.00000
1072022.11.09 16:00modify300.101.137831.132831.15283
1082022.11.10 13:35buy310.101.144800.000000.00000
1092022.11.10 13:35modify310.101.144801.139331.15283
1102022.11.10 13:35modify300.101.137831.139331.15283
1112022.11.10 13:45t/p300.101.152831.139331.15283149.4611469.51
1122022.11.10 13:45t/p310.101.152831.139331.1528380.3011549.81
1132022.11.10 14:00sell320.101.160710.000000.00000
1142022.11.10 14:00modify320.101.160711.165711.14571
1152022.11.10 14:45s/l320.101.165711.165711.14571-50.0011499.81
1162022.11.15 14:00sell330.101.196680.000000.00000
1172022.11.15 14:00modify330.101.196681.201681.18168
1182022.11.15 15:20sell340.101.189740.000000.00000
1192022.11.15 15:20modify340.101.189741.195181.18168
1202022.11.15 15:20modify330.101.196681.195181.18168
1212022.11.15 17:10sell350.101.187670.000000.00000
1222022.11.15 17:10modify350.101.187671.190681.18168
1232022.11.15 17:10sell360.101.187670.000000.00000
1242022.11.15 17:10modify360.101.187671.190681.18168
1252022.11.15 17:10modify340.101.189741.190681.18168
1262022.11.15 17:10modify330.101.196681.190681.18168
1272022.11.15 18:50t/p330.101.181681.190681.18168150.0011649.81
1282022.11.15 18:50t/p340.101.181681.190681.1816880.6011730.41
1292022.11.15 18:50t/p350.101.181681.190681.1816859.9011790.31
1302022.11.15 18:50t/p360.101.181681.190681.1816859.9011850.21
1312022.11.17 14:00buy370.101.176760.000000.00000
1322022.11.17 14:00modify370.101.176761.171761.19176
1332022.11.17 17:20buy380.101.183610.000000.00000
1342022.11.17 17:20modify380.101.183611.178261.19176
1352022.11.17 17:20modify370.101.176761.178261.19176
1362022.11.17 18:40buy390.101.185950.000000.00000
1372022.11.17 18:40modify390.101.185951.182761.19176
1382022.11.17 18:40buy400.101.185950.000000.00000
1392022.11.17 18:40modify400.101.185951.182761.19176
1402022.11.17 18:40modify380.101.183611.182761.19176
1412022.11.17 18:40modify370.101.176761.182761.19176
1422022.11.18 03:45t/p370.101.191761.182761.19176149.8212000.03
1432022.11.18 03:45t/p380.101.191761.182761.1917681.3212081.36
1442022.11.18 03:45t/p390.101.191761.182761.1917657.9212139.28
1452022.11.18 03:45t/p400.101.191761.182761.1917657.9212197.20
1462022.11.23 15:00sell410.101.201990.000000.00000
1472022.11.23 15:00modify410.101.201991.206991.18699
1482022.11.23 15:50s/l410.101.206991.206991.18699-50.0012147.20
1492022.12.01 15:00sell420.101.229280.000000.00000
1502022.12.01 15:00modify420.101.229281.234281.21428
1512022.12.01 17:20sell430.101.222450.000000.00000
1522022.12.01 17:20modify430.101.222451.227781.21428
1532022.12.01 17:20modify420.101.229281.227781.21428
1542022.12.01 18:07s/l420.101.227781.227781.2142815.0012162.20
1552022.12.01 18:07s/l430.101.227781.227781.21428-53.3012108.90
1562022.12.02 14:00buy440.101.218740.000000.00000
1572022.12.02 14:00modify440.101.218741.213741.23374
1582022.12.02 16:35buy450.101.225730.000000.00000
1592022.12.02 16:35modify450.101.225731.220241.23374
1602022.12.02 16:35modify440.101.218741.220241.23374
1612022.12.02 18:10buy460.101.227890.000000.00000
1622022.12.02 18:10modify460.101.227891.224741.23374
1632022.12.02 18:10buy470.101.227890.000000.00000
1642022.12.02 18:10modify470.101.227891.224741.23374
1652022.12.02 18:10modify450.101.225731.224741.23374
1662022.12.02 18:10modify440.101.218741.224741.23374
1672022.12.05 03:20t/p440.101.233741.224741.23374149.8212258.72
1682022.12.05 03:20t/p450.101.233741.224741.2337479.9212338.64
1692022.12.05 03:20t/p460.101.233741.224741.2337458.3212396.96
1702022.12.05 03:20t/p470.101.233741.224741.2337458.3212455.28
1712022.12.13 14:00sell480.101.241010.000000.00000
1722022.12.13 14:00modify480.101.241011.246011.22601
1732022.12.14 00:20sell490.101.234150.000000.00000
1742022.12.14 00:20modify490.101.234151.239511.22601
1752022.12.14 00:20modify480.101.241011.239511.22601
1762022.12.14 09:20s/l480.101.239511.239511.2260114.9512470.23
1772022.12.14 09:20s/l490.101.239511.239511.22601-53.6012416.63
1782022.12.15 16:00buy500.101.221920.000000.00000
1792022.12.15 16:00modify500.101.221921.216921.23692
1802022.12.15 17:50s/l500.101.216921.216921.23692-50.0012366.63
1812023.01.05 16:00buy510.101.188360.000000.00000
1822023.01.05 16:00modify510.101.188361.183361.20336
1832023.01.06 15:10buy520.101.195300.000000.00000
1842023.01.06 15:10modify520.101.195301.189861.20336
1852023.01.06 15:10modify510.101.188361.189861.20336
1862023.01.06 15:45t/p510.101.203361.189861.20336149.8212516.46
1872023.01.06 15:45t/p520.101.203361.189861.2033680.6012597.06
1882023.01.06 16:00sell530.101.204600.000000.00000
1892023.01.06 16:00modify530.101.204601.209601.18960
1902023.01.06 19:20s/l530.101.209601.209601.18960-50.0012547.06
1912023.02.03 14:00buy540.101.213030.000000.00000
1922023.02.03 14:00modify540.101.213031.208031.22803
1932023.02.03 15:16s/l540.101.208031.208031.22803-50.0012497.06
1942023.02.03 16:00buy550.101.210700.000000.00000
1952023.02.03 16:00modify550.101.210701.205701.22570
1962023.02.03 19:20s/l550.101.205701.205701.22570-50.0012447.06
1972023.03.07 16:00buy560.101.187830.000000.00000
1982023.03.07 16:00modify560.101.187831.182831.20283
1992023.03.07 18:50s/l560.101.182831.182831.20283-50.0012397.06
2002023.03.10 16:00sell570.101.209810.000000.00000
2012023.03.10 16:00modify570.101.209811.214811.19481
2022023.03.10 18:45sell580.101.202800.000000.00000
2032023.03.10 18:45modify580.101.202801.208311.19481
2042023.03.10 18:45modify570.101.209811.208311.19481
2052023.03.12 21:00s/l570.101.208311.208311.1948115.0012412.06
2062023.03.12 21:00s/l580.101.208311.208311.19481-55.1012356.96