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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=80; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 test2612Ticks modelled79461Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1000.31Gross profit1641.05Gross loss-640.74
Profit factor2.56Expected payoff15.63
Absolute drawdown5.20Maximal drawdown207.10 (1.96%)Relative drawdown1.96% (207.10)
Total trades64Short positions (won %)38 (52.63%)Long positions (won %)26 (84.62%)
Profit trades (% of total)42 (65.62%)Loss trades (% of total)22 (34.38%)
Largestprofit trade80.00loss trade-90.54
Averageprofit trade39.07loss trade-29.12
Maximumconsecutive wins (profit in money)11 (453.16)consecutive losses (loss in money)3 (-41.99)
Maximalconsecutive profit (count of wins)453.16 (11)consecutive loss (count of losses)-118.54 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 08:00sell10.101.139170.000000.00000
22022.10.04 08:00modify10.101.139171.148171.13117
32022.10.04 11:40t/p10.101.131171.148171.1311780.0010080.00
42022.10.13 12:00sell20.101.126100.000000.00000
52022.10.13 12:00modify20.101.126101.135101.11810
62022.10.13 12:40t/p20.101.118101.135101.1181080.0010160.00
72022.10.21 12:00buy30.101.111220.000000.00000
82022.10.21 12:00modify30.101.111221.102221.11922
92022.10.21 14:05t/p30.101.119221.102221.1192280.0010240.00
102022.10.25 16:00sell40.101.146680.000000.00000
112022.10.25 16:00modify40.101.146681.155681.13868
122022.10.26 01:15sell50.101.142990.000000.00000
132022.10.26 01:15modify50.101.142991.145881.13868
142022.10.26 01:15modify40.101.146681.145881.13868
152022.10.26 02:40s/l40.101.145881.145881.138687.9510247.95
162022.10.26 02:40s/l50.101.145881.145881.13868-28.9010219.05
172022.10.26 08:00sell60.101.156840.000000.00000
182022.10.26 08:00modify60.101.156841.165841.14884
192022.10.28 06:40sell70.101.152990.000000.00000
202022.10.28 06:40modify70.101.152991.156041.14884
212022.10.28 06:40modify60.101.156841.156041.14884
222022.10.28 08:15sell80.101.150350.000000.00000
232022.10.28 08:15modify80.101.150351.153241.14884
242022.10.28 08:15modify70.101.152991.153241.14884
252022.10.28 08:15modify60.101.156841.153241.14884
262022.10.28 08:40s/l60.101.153241.153241.1488435.8110254.86
272022.10.28 08:40s/l70.101.153241.153241.14884-2.5010252.36
282022.10.28 08:40s/l80.101.153241.153241.14884-28.9010223.47
292022.11.11 16:00sell90.101.177580.000000.00000
302022.11.11 16:00modify90.101.177581.186581.16958
312022.11.14 13:40sell100.101.173880.000000.00000
322022.11.14 13:40modify100.101.173881.176781.16958
332022.11.14 13:40modify90.101.177581.176781.16958
342022.11.14 13:55s/l90.101.176781.176781.169587.9510231.42
352022.11.14 13:55s/l100.101.176781.176781.16958-29.0010202.42
362022.11.23 16:00sell110.101.206630.000000.00000
372022.11.23 16:00modify110.101.206631.215631.19863
382022.11.23 17:40sell120.101.202740.000000.00000
392022.11.23 17:40modify120.101.202741.205831.19863
402022.11.23 17:40modify110.101.206631.205831.19863
412022.11.23 19:40s/l110.101.205831.205831.198638.0010210.42
422022.11.23 19:40s/l120.101.205831.205831.19863-30.9010179.52
432022.12.13 16:00sell130.101.239340.000000.00000
442022.12.13 16:00modify130.101.239341.248341.23134
452022.12.13 18:30sell140.101.235720.000000.00000
462022.12.13 18:30modify140.101.235721.238541.23134
472022.12.13 18:30modify130.101.239341.238541.23134
482022.12.13 18:40sell150.101.234500.000000.00000
492022.12.13 18:40modify150.101.234501.237341.23134
502022.12.13 18:40modify140.101.235721.237341.23134
512022.12.13 18:40modify130.101.239341.237341.23134
522022.12.13 19:30s/l130.101.237341.237341.2313420.0010199.52
532022.12.13 19:30s/l140.101.237341.237341.23134-16.2010183.32
542022.12.13 19:30s/l150.101.237341.237341.23134-28.4010154.92
552023.01.03 12:00buy160.101.193380.000000.00000
562023.01.03 12:00modify160.101.193381.184381.20138
572023.01.03 12:50buy170.101.197250.000000.00000
582023.01.03 12:50modify170.101.197251.194181.20138
592023.01.03 12:50modify160.101.193381.194181.20138
602023.01.03 14:10buy180.101.199920.000000.00000
612023.01.03 14:10modify180.101.199921.196981.20138
622023.01.03 14:10modify170.101.197251.196981.20138
632023.01.03 14:10modify160.101.193381.196981.20138
642023.01.03 14:20t/p160.101.201381.196981.2013880.0010234.92
652023.01.03 14:20t/p170.101.201381.196981.2013841.3010276.22
662023.01.03 14:20t/p180.101.201381.196981.2013814.6010290.82
672023.01.18 12:00sell190.101.237210.000000.00000
682023.01.18 12:00modify190.101.237211.246211.22921
692023.01.18 17:50sell200.101.233410.000000.00000
702023.01.18 17:50modify200.101.233411.236411.22921
712023.01.18 17:50modify190.101.237211.236411.22921
722023.01.19 00:50sell210.101.232180.000000.00000
732023.01.19 00:50modify210.101.232181.235211.22921
742023.01.19 00:50modify200.101.233411.235211.22921
752023.01.19 00:50modify190.101.237211.235211.22921
762023.01.19 08:15s/l190.101.235211.235211.2292119.8610310.68
772023.01.19 08:15s/l200.101.235211.235211.22921-18.1410292.54
782023.01.19 08:15s/l210.101.235211.235211.22921-30.3010262.24
792023.02.09 16:00sell220.101.217000.000000.00000
802023.02.09 16:00modify220.101.217001.226001.20900
812023.02.09 17:50sell230.101.213300.000000.00000
822023.02.09 17:50modify230.101.213301.216201.20900
832023.02.09 17:50modify220.101.217001.216201.20900
842023.02.09 18:40sell240.101.212130.000000.00000
852023.02.09 18:40modify240.101.212131.215001.20900
862023.02.09 18:40modify230.101.213301.215001.20900
872023.02.09 18:40modify220.101.217001.215001.20900
882023.02.10 01:30sell250.101.210580.000000.00000
892023.02.10 01:30modify250.101.210581.213401.20900
902023.02.10 01:30modify240.101.212131.213401.20900
912023.02.10 01:30modify230.101.213301.213401.20900
922023.02.10 01:30modify220.101.217001.213401.20900
932023.02.10 08:40s/l220.101.213401.213401.2090035.9510298.19
942023.02.10 08:40s/l230.101.213401.213401.20900-1.0510297.14
952023.02.10 08:40s/l240.101.213401.213401.20900-12.7510284.40
962023.02.10 08:40s/l250.101.213401.213401.20900-28.2010256.19
972023.02.24 16:00buy260.101.194380.000000.00000
982023.02.24 16:00modify260.101.194381.185381.20238
992023.02.27 10:55buy270.101.198020.000000.00000
1002023.02.27 10:55modify270.101.198021.195181.20238
1012023.02.27 10:55modify260.101.194381.195181.20238
1022023.02.27 12:15buy280.101.199210.000000.00000
1032023.02.27 12:15modify280.101.199211.196381.20238
1042023.02.27 12:15modify270.101.198021.196381.20238
1052023.02.27 12:15modify260.101.194381.196381.20238
1062023.02.27 14:30t/p260.101.202381.196381.2023879.8210336.02
1072023.02.27 14:30t/p270.101.202381.196381.2023843.6010379.62
1082023.02.27 14:30t/p280.101.202381.196381.2023831.7010411.32
1092023.03.07 16:00buy290.101.187830.000000.00000
1102023.03.07 16:00modify290.101.187831.178831.19583
1112023.03.09 15:45buy300.101.191560.000000.00000
1122023.03.09 15:45modify300.101.191561.188631.19583
1132023.03.09 15:45modify290.101.187831.188631.19583
1142023.03.09 17:40buy310.101.192830.000000.00000
1152023.03.09 17:40modify310.101.192831.189831.19583
1162023.03.09 17:40modify300.101.191561.189831.19583
1172023.03.09 17:40modify290.101.187831.189831.19583
1182023.03.10 07:33t/p290.101.195831.189831.1958379.1110490.42
1192023.03.10 07:33t/p300.101.195831.189831.1958342.5210532.94
1202023.03.10 07:33t/p310.101.195831.189831.1958329.8210562.76
1212023.03.10 12:00sell320.101.199270.000000.00000
1222023.03.10 12:00modify320.101.199271.208271.19127
1232023.03.10 14:40s/l320.101.208271.208271.19127-90.0010472.76
1242023.04.28 16:00sell330.101.258010.000000.00000
1252023.04.28 16:00modify330.101.258011.267011.25001
1262023.05.01 07:40sell340.101.253000.000000.00000
1272023.05.01 07:40modify340.101.253001.256011.25001
1282023.05.01 07:40modify330.101.258011.256011.25001
1292023.05.01 09:05sell350.101.251550.000000.00000
1302023.05.01 09:05modify350.101.251551.254411.25001
1312023.05.01 09:05modify340.101.253001.254411.25001
1322023.05.01 09:05modify330.101.258011.254411.25001
1332023.05.01 12:30s/l330.101.254411.254411.2500135.9510508.72
1342023.05.01 12:30s/l340.101.254411.254411.25001-14.1010494.62
1352023.05.01 12:30s/l350.101.254411.254411.25001-28.6010466.02
1362023.05.11 16:00buy360.101.250280.000000.00000
1372023.05.11 16:00modify360.101.250281.241281.25828
1382023.05.12 07:05buy370.101.254070.000000.00000
1392023.05.12 07:05modify370.101.254071.251081.25828
1402023.05.12 07:05modify360.101.250281.251081.25828
1412023.05.12 12:20s/l360.101.251081.251081.258287.8210473.84
1422023.05.12 12:20s/l370.101.251081.251081.25828-29.9010443.94
1432023.06.08 16:00sell380.101.254440.000000.00000
1442023.06.08 16:00modify380.101.254441.263441.24644
1452023.06.12 14:50sell390.101.250720.000000.00000
1462023.06.12 14:50modify390.101.250721.253641.24644
1472023.06.12 14:50modify380.101.254441.253641.24644
1482023.06.12 15:30sell400.101.249580.000000.00000
1492023.06.12 15:30modify400.101.249581.252441.24644
1502023.06.12 15:30modify390.101.250721.252441.24644
1512023.06.12 15:30modify380.101.254441.252441.24644
1522023.06.13 01:40s/l380.101.252441.252441.2464419.8610463.80
1532023.06.13 01:40s/l390.101.252441.252441.24644-17.2510446.55
1542023.06.13 01:40s/l400.101.252441.252441.24644-28.6510417.90
1552023.06.28 16:00buy410.101.263800.000000.00000
1562023.06.28 16:00modify410.101.263801.254801.27180
1572023.06.30 12:55buy420.101.268760.000000.00000
1582023.06.30 12:55modify420.101.268761.265801.27180
1592023.06.30 12:55modify410.101.263801.265801.27180
1602023.06.30 13:30buy430.101.270450.000000.00000
1612023.06.30 13:30modify430.101.270451.267401.27180
1622023.06.30 13:30modify420.101.268761.267401.27180
1632023.06.30 13:30modify410.101.263801.267401.27180
1642023.06.30 14:20t/p410.101.271801.267401.2718079.2810497.19
1652023.06.30 14:20t/p420.101.271801.267401.2718030.4010527.59
1662023.06.30 14:20t/p430.101.271801.267401.2718013.5010541.09
1672023.07.07 16:00sell440.101.283770.000000.00000
1682023.07.07 16:00modify440.101.283771.292771.27577
1692023.07.10 05:40sell450.101.279910.000000.00000
1702023.07.10 05:40modify450.101.279911.282971.27577
1712023.07.10 05:40modify440.101.283771.282971.27577
1722023.07.10 10:55sell460.101.278800.000000.00000
1732023.07.10 10:55modify460.101.278801.281771.27577
1742023.07.10 10:55modify450.101.279911.281771.27577
1752023.07.10 10:55modify440.101.283771.281771.27577
1762023.07.10 11:40sell470.101.277340.000000.00000
1772023.07.10 11:40modify470.101.277341.280171.27577
1782023.07.10 11:40modify460.101.278801.280171.27577
1792023.07.10 11:40modify450.101.279911.280171.27577
1802023.07.10 11:40modify440.101.283771.280171.27577
1812023.07.10 12:40t/p440.101.275771.280171.2757779.9510621.04
1822023.07.10 12:40t/p450.101.275771.280171.2757741.4010662.44
1832023.07.10 12:40t/p460.101.275771.280171.2757730.3010692.74
1842023.07.10 12:40t/p470.101.275771.280171.2757715.7010708.44
1852023.07.13 16:00sell480.101.309520.000000.00000
1862023.07.13 16:00modify480.101.309521.318521.30152
1872023.07.17 13:25sell490.101.305920.000000.00000
1882023.07.17 13:25modify490.101.305921.308721.30152
1892023.07.17 13:25modify480.101.309521.308721.30152
1902023.07.17 14:30s/l480.101.308721.308721.301527.9110716.34
1912023.07.17 14:30s/l490.101.308721.308721.30152-28.0010688.34
1922023.07.19 08:00buy500.101.295070.000000.00000
1932023.07.19 08:00modify500.101.295071.286071.30307
1942023.07.20 12:40s/l500.101.286071.286071.30307-90.5410597.81
1952023.08.03 12:00buy510.101.264940.000000.00000
1962023.08.03 12:00modify510.101.264941.255941.27294
1972023.08.03 15:05buy520.101.269950.000000.00000
1982023.08.03 15:05modify520.101.269951.266941.27294
1992023.08.03 15:05modify510.101.264941.266941.27294
2002023.08.03 16:20buy530.101.271510.000000.00000
2012023.08.03 16:20modify530.101.271511.268541.27294
2022023.08.03 16:20modify520.101.269951.268541.27294
2032023.08.03 16:20modify510.101.264941.268541.27294
2042023.08.04 01:20t/p510.101.272941.268541.2729479.8210677.63
2052023.08.04 01:20t/p520.101.272941.268541.2729429.7210707.35
2062023.08.04 01:20t/p530.101.272941.268541.2729414.1210721.47
2072023.08.23 12:00buy540.101.263190.000000.00000
2082023.08.23 12:00modify540.101.263191.254191.27119
2092023.08.23 13:30buy550.101.266990.000000.00000
2102023.08.23 13:30modify550.101.266991.263991.27119
2112023.08.23 13:30modify540.101.263191.263991.27119
2122023.08.23 13:55buy560.101.268070.000000.00000
2132023.08.23 13:55modify560.101.268071.265191.27119
2142023.08.23 13:55modify550.101.266991.265191.27119
2152023.08.23 13:55modify540.101.263191.265191.27119
2162023.08.23 15:40t/p540.101.271191.265191.2711980.0010801.47
2172023.08.23 15:40t/p550.101.271191.265191.2711942.0010843.47
2182023.08.23 15:40t/p560.101.271191.265191.2711931.2010874.67
2192023.08.30 16:00sell570.101.272360.000000.00000
2202023.08.30 16:00modify570.101.272361.281361.26436
2212023.08.31 09:40sell580.101.267510.000000.00000
2222023.08.31 09:40modify580.101.267511.270361.26436
2232023.08.31 09:40modify570.101.272361.270361.26436
2242023.08.31 12:35sell590.101.268620.000000.00000
2252023.08.31 12:35modify590.101.268621.271561.26436
2262023.08.31 12:40modify590.101.268621.270361.26436
2272023.08.31 15:50sell600.101.265830.000000.00000
2282023.08.31 15:50modify600.101.265831.268761.26436
2292023.08.31 15:50modify580.101.267511.268761.26436
2302023.08.31 15:50modify590.101.268621.268761.26436
2312023.08.31 15:50modify570.101.272361.268761.26436
2322023.09.01 06:33t/p570.101.264361.268761.2643679.8110954.48
2332023.09.01 06:33t/p580.101.264361.268761.2643631.4510985.94
2342023.09.01 06:33t/p590.101.264361.268761.2643642.5511028.49
2352023.09.01 06:33t/p600.101.264361.268761.2643614.6511043.14
2362023.09.14 16:00buy610.101.241060.000000.00000
2372023.09.14 16:00modify610.101.241061.232061.24906
2382023.09.15 08:40buy620.101.244850.000000.00000
2392023.09.15 08:40modify620.101.244851.241861.24906
2402023.09.15 08:40modify610.101.241061.241861.24906
2412023.09.15 10:40s/l610.101.241861.241861.249067.8211050.96
2422023.09.15 10:40s/l620.101.241861.241861.24906-29.9011021.06
2432023.09.21 12:00buy630.101.227090.000000.00000
2442023.09.21 12:00modify630.101.227091.218091.23509
2452023.09.21 15:40buy640.101.230730.000000.00000
2462023.09.21 15:40modify640.101.230731.227891.23509
2472023.09.21 15:40modify630.101.227091.227891.23509
2482023.09.22 01:20s/l630.101.227891.227891.235097.8211028.88
2492023.09.22 01:20s/l640.101.227891.227891.23509-28.5811000.30