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=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=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 test2612Ticks modelled79461Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1845.93Gross profit3210.92Gross loss-1365.00
Profit factor2.35Expected payoff24.29
Absolute drawdown522.60Maximal drawdown649.41 (6.41%)Relative drawdown6.41% (649.41)
Total trades76Short positions (won %)55 (67.27%)Long positions (won %)21 (57.14%)
Profit trades (% of total)49 (64.47%)Loss trades (% of total)27 (35.53%)
Largestprofit trade149.91loss trade-91.25
Averageprofit trade65.53loss trade-50.56
Maximumconsecutive wins (profit in money)11 (1001.25)consecutive losses (loss in money)4 (-236.61)
Maximalconsecutive profit (count of wins)1001.25 (11)consecutive loss (count of losses)-236.61 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.17 16:00sell10.101.142460.000000.00000
22022.10.17 16:00modify10.101.142461.151461.12746
32022.10.17 17:50sell20.101.137080.000000.00000
42022.10.17 17:50modify20.101.137081.141711.12746
52022.10.17 17:50modify10.101.142461.141711.12746
62022.10.18 02:05sell30.101.133200.000000.00000
72022.10.18 02:05modify30.101.133201.137961.12746
82022.10.18 02:05modify20.101.137081.137961.12746
92022.10.18 02:05modify10.101.142461.137961.12746
102022.10.18 04:10s/l10.101.137961.137961.1274644.9510044.95
112022.10.18 04:10s/l20.101.137961.137961.12746-8.8510036.11
122022.10.18 04:10s/l30.101.137961.137961.12746-47.609988.51
132022.10.25 16:00sell40.101.146680.000000.00000
142022.10.25 16:00modify40.101.146681.155681.13168
152022.10.26 07:40s/l40.101.155681.155681.13168-90.059898.46
162022.11.07 20:00sell50.101.153230.000000.00000
172022.11.07 20:00modify50.101.153231.162231.13823
182022.11.08 05:40sell60.101.147960.000000.00000
192022.11.08 05:40modify60.101.147961.152481.13823
202022.11.08 05:40modify50.101.153231.152481.13823
212022.11.08 12:55sell70.101.143980.000000.00000
222022.11.08 12:55modify70.101.143981.148731.13823
232022.11.08 12:55modify60.101.147961.148731.13823
242022.11.08 12:55modify50.101.153231.148731.13823
252022.11.08 15:10s/l50.101.148731.148731.1382344.959943.41
262022.11.08 15:10s/l60.101.148731.148731.13823-7.709935.71
272022.11.08 15:10s/l70.101.148731.148731.13823-47.509888.21
282022.11.23 16:00sell80.101.206630.000000.00000
292022.11.23 16:00modify80.101.206631.215631.19163
302022.11.28 18:40sell90.101.197330.000000.00000
312022.11.28 18:40modify90.101.197331.202131.19163
322022.11.28 18:40modify80.101.206631.202131.19163
332022.11.28 19:30sell100.101.195970.000000.00000
342022.11.28 19:30modify100.101.195971.200631.19163
352022.11.28 19:30modify90.101.197331.200631.19163
362022.11.28 19:30modify80.101.206631.200631.19163
372022.11.29 03:40s/l80.101.200631.200631.1916359.729947.93
382022.11.29 03:40s/l90.101.200631.200631.19163-33.059914.88
392022.11.29 03:40s/l100.101.200631.200631.19163-46.659868.24
402022.12.01 16:00sell110.101.226700.000000.00000
412022.12.01 16:00modify110.101.226701.235701.21170
422022.12.02 14:45sell120.101.221290.000000.00000
432022.12.02 14:45modify120.101.221291.225951.21170
442022.12.02 14:45modify110.101.226701.225951.21170
452022.12.02 16:30s/l110.101.225951.225951.211707.459875.69
462022.12.02 16:30s/l120.101.225951.225951.21170-46.609829.09
472022.12.13 16:00sell130.101.239340.000000.00000
482022.12.13 16:00modify130.101.239341.248341.22434
492022.12.15 10:30sell140.101.233830.000000.00000
502022.12.15 10:30modify140.101.233831.238591.22434
512022.12.15 10:30modify130.101.239341.238591.22434
522022.12.15 12:40sell150.101.228580.000000.00000
532022.12.15 12:40modify150.101.228581.233341.22434
542022.12.15 12:40modify140.101.233831.233341.22434
552022.12.15 12:40modify130.101.239341.233341.22434
562022.12.15 13:25sell160.101.230280.000000.00000
572022.12.15 13:25modify160.101.230281.234841.22434
582022.12.15 13:30modify160.101.230281.233341.22434
592022.12.15 14:05s/l130.101.233341.233341.2243459.819888.90
602022.12.15 14:05s/l140.101.233341.233341.224344.909893.80
612022.12.15 14:05s/l150.101.233341.233341.22434-47.609846.20
622022.12.15 14:05s/l160.101.233341.233341.22434-30.609815.60
632022.12.15 16:00buy170.101.221920.000000.00000
642022.12.15 16:00modify170.101.221921.212921.23692
652022.12.16 09:40s/l170.101.212921.212921.23692-90.189725.42
662023.01.09 16:00sell180.101.219050.000000.00000
672023.01.09 16:00modify180.101.219051.228051.20405
682023.01.10 13:45sell190.101.213550.000000.00000
692023.01.10 13:45modify190.101.213551.218301.20405
702023.01.10 13:45modify180.101.219051.218301.20405
712023.01.10 14:40s/l180.101.218301.218301.204057.459732.87
722023.01.10 14:40s/l190.101.218301.218301.20405-47.509685.37
732023.01.31 16:00buy200.101.230740.000000.00000
742023.01.31 16:00modify200.101.230741.221741.24574
752023.02.01 20:10buy210.101.236210.000000.00000
762023.02.01 20:10modify210.101.236211.231491.24574
772023.02.01 20:10modify200.101.230741.231491.24574
782023.02.01 20:40buy220.101.239770.000000.00000
792023.02.01 20:40modify220.101.239771.235241.24574
802023.02.01 20:40modify210.101.236211.235241.24574
812023.02.01 20:40modify200.101.230741.235241.24574
822023.02.02 09:30s/l200.101.235241.235241.2457444.289729.66
832023.02.02 09:30s/l210.101.235241.235241.24574-10.249719.42
842023.02.02 09:30s/l220.101.235241.235241.24574-45.849673.58
852023.02.02 20:00buy230.101.223450.000000.00000
862023.02.02 20:00modify230.101.223451.214451.23845
872023.02.03 13:40s/l230.101.214451.214451.23845-90.189583.41
882023.02.03 20:00buy240.101.205800.000000.00000
892023.02.03 20:00modify240.101.205801.196801.22080
902023.02.07 13:40s/l240.101.196801.196801.22080-90.369493.05
912023.02.21 16:00sell250.101.214170.000000.00000
922023.02.21 16:00modify250.101.214171.223171.19917
932023.02.22 08:30sell260.101.208870.000000.00000
942023.02.22 08:30modify260.101.208871.213421.19917
952023.02.22 08:30modify250.101.214171.213421.19917
962023.02.22 19:30sell270.101.205140.000000.00000
972023.02.22 19:30modify270.101.205141.209671.19917
982023.02.22 19:30modify260.101.208871.209671.19917
992023.02.22 19:30modify250.101.214171.209671.19917
1002023.02.22 19:40sell280.101.203450.000000.00000
1012023.02.22 19:40modify280.101.203451.208171.19917
1022023.02.22 19:40modify270.101.205141.208171.19917
1032023.02.22 19:40modify260.101.208871.208171.19917
1042023.02.22 19:40modify250.101.214171.208171.19917
1052023.02.24 11:40t/p250.101.199171.208171.19917149.769642.81
1062023.02.24 11:40t/p260.101.199171.208171.1991796.819739.62
1072023.02.24 11:40t/p270.101.199171.208171.1991759.519799.14
1082023.02.24 11:40t/p280.101.199171.208171.1991742.619841.75
1092023.02.24 16:00buy290.101.194380.000000.00000
1102023.02.24 16:00modify290.101.194381.185381.20938
1112023.02.27 16:30buy300.101.203420.000000.00000
1122023.02.27 16:30modify300.101.203421.198881.20938
1132023.02.27 16:30modify290.101.194381.198881.20938
1142023.02.28 04:55buy310.101.204980.000000.00000
1152023.02.28 04:55modify310.101.204981.200381.20938
1162023.02.28 04:55modify300.101.203421.200381.20938
1172023.02.28 04:55modify290.101.194381.200381.20938
1182023.02.28 09:05t/p290.101.209381.200381.20938149.649991.39
1192023.02.28 09:05t/p300.101.209381.200381.2093859.4210050.81
1202023.02.28 09:05t/p310.101.209381.200381.2093844.0010094.81
1212023.03.07 16:00buy320.101.187830.000000.00000
1222023.03.07 16:00modify320.101.187831.178831.20283
1232023.03.09 14:40buy330.101.193350.000000.00000
1242023.03.09 14:40modify330.101.193351.188581.20283
1252023.03.09 14:40modify320.101.187831.188581.20283
1262023.03.10 10:55buy340.101.198350.000000.00000
1272023.03.10 10:55modify340.101.198351.193831.20283
1282023.03.10 10:55modify330.101.193351.193831.20283
1292023.03.10 10:55modify320.101.187831.193831.20283
1302023.03.10 13:40t/p320.101.202831.193831.20283149.1010243.92
1312023.03.10 13:40t/p330.101.202831.193831.2028394.6210338.54
1322023.03.10 13:40t/p340.101.202831.193831.2028344.8010383.34
1332023.03.20 16:00sell350.101.225510.000000.00000
1342023.03.20 16:00modify350.101.225511.234511.21051
1352023.03.21 17:45sell360.101.220070.000000.00000
1362023.03.21 17:45modify360.101.220071.224761.21051
1372023.03.21 17:45modify350.101.225511.224761.21051
1382023.03.22 07:20s/l350.101.224761.224761.210517.4110390.74
1392023.03.22 07:20s/l360.101.224761.224761.21051-46.9510343.80
1402023.03.28 16:00sell370.101.233970.000000.00000
1412023.03.28 16:00modify370.101.233971.242971.21897
1422023.04.02 23:50sell380.101.228600.000000.00000
1432023.04.02 23:50modify380.101.228601.233221.21897
1442023.04.02 23:50modify370.101.233971.233221.21897
1452023.04.03 08:40s/l370.101.233221.233221.218977.2210351.01
1462023.04.03 08:40s/l380.101.233221.233221.21897-46.2510304.77
1472023.04.04 16:00sell390.101.249770.000000.00000
1482023.04.04 16:00modify390.101.249771.258771.23477
1492023.04.05 15:15sell400.101.244470.000000.00000
1502023.04.05 15:15modify400.101.244471.249021.23477
1512023.04.05 15:15modify390.101.249771.249021.23477
1522023.04.07 12:20sell410.101.240640.000000.00000
1532023.04.07 12:20modify410.101.240641.245271.23477
1542023.04.07 12:20modify400.101.244471.245271.23477
1552023.04.07 12:20modify390.101.249771.245271.23477
1562023.04.10 12:20sell420.101.239140.000000.00000
1572023.04.10 12:20modify420.101.239141.243771.23477
1582023.04.10 12:20modify410.101.240641.243771.23477
1592023.04.10 12:20modify400.101.244471.243771.23477
1602023.04.10 12:20modify390.101.249771.243771.23477
1612023.04.10 13:15t/p390.101.234771.243771.23477149.7210454.49
1622023.04.10 13:15t/p400.101.234771.243771.2347796.7710551.25
1632023.04.10 13:15t/p410.101.234771.243771.2347758.6510609.90
1642023.04.10 13:15t/p420.101.234771.243771.2347743.7010653.60
1652023.04.13 16:00sell430.101.252960.000000.00000
1662023.04.13 16:00modify430.101.252961.261961.23796
1672023.04.14 15:10sell440.101.243960.000000.00000
1682023.04.14 15:10modify440.101.243961.248461.23796
1692023.04.14 15:10modify430.101.252961.248461.23796
1702023.04.14 15:30sell450.101.242350.000000.00000
1712023.04.14 15:30modify450.101.242351.246961.23796
1722023.04.14 15:30modify440.101.243961.246961.23796
1732023.04.14 15:30modify430.101.252961.246961.23796
1742023.04.17 08:40t/p430.101.237961.246961.23796149.9110803.51
1752023.04.17 08:40t/p440.101.237961.246961.2379659.9510863.46
1762023.04.17 08:40t/p450.101.237961.246961.2379643.8510907.32
1772023.04.28 16:00sell460.101.258010.000000.00000
1782023.04.28 16:00modify460.101.258011.267011.24301
1792023.05.01 08:30sell470.101.252540.000000.00000
1802023.05.01 08:30modify470.101.252541.257261.24301
1812023.05.01 08:30modify460.101.258011.257261.24301
1822023.05.01 15:50sell480.101.248950.000000.00000
1832023.05.01 15:50modify480.101.248951.253511.24301
1842023.05.01 15:50modify470.101.252541.253511.24301
1852023.05.01 15:50modify460.101.258011.253511.24301
1862023.05.02 08:30sell490.101.247280.000000.00000
1872023.05.02 08:30modify490.101.247281.252011.24301
1882023.05.02 08:30modify480.101.248951.252011.24301
1892023.05.02 08:30modify470.101.252541.252011.24301
1902023.05.02 08:30modify460.101.258011.252011.24301
1912023.05.03 07:40s/l460.101.252011.252011.2430159.8610967.17
1922023.05.03 07:40s/l470.101.252011.252011.243015.2110972.38
1932023.05.03 07:40s/l480.101.252011.252011.24301-30.6910941.69
1942023.05.03 07:40s/l490.101.252011.252011.24301-47.3510894.34
1952023.05.05 16:00sell500.101.264780.000000.00000
1962023.05.05 16:00modify500.101.264781.273781.24978
1972023.05.11 06:50sell510.101.259270.000000.00000
1982023.05.11 06:50modify510.101.259271.264031.24978
1992023.05.11 06:50modify500.101.264781.264031.24978
2002023.05.11 13:06sell520.101.255710.000000.00000
2012023.05.11 13:06modify520.101.255711.260281.24978
2022023.05.11 13:06modify510.101.259271.260281.24978
2032023.05.11 13:06modify500.101.264781.260281.24978
2042023.05.12 12:40t/p500.101.249781.260281.24978149.6711044.01
2052023.05.12 12:40t/p510.101.249781.260281.2497894.8511138.86
2062023.05.12 12:40t/p520.101.249781.260281.2497859.2511198.12
2072023.05.12 16:00buy530.101.246510.000000.00000
2082023.05.12 16:00modify530.101.246511.237511.26151
2092023.05.15 12:25buy540.101.251870.000000.00000
2102023.05.15 12:25modify540.101.251871.247261.26151
2112023.05.15 12:25modify530.101.246511.247261.26151
2122023.05.16 06:40s/l530.101.247261.247261.261517.1411205.26
2132023.05.16 06:40s/l540.101.247261.247261.26151-46.2811158.98
2142023.06.08 16:00sell550.101.254440.000000.00000
2152023.06.08 16:00modify550.101.254441.263441.23944
2162023.06.12 17:15sell560.101.249190.000000.00000
2172023.06.12 17:15modify560.101.249191.253691.23944
2182023.06.12 17:15modify550.101.254441.253691.23944
2192023.06.13 03:40s/l550.101.253691.253691.239447.3611166.34
2202023.06.13 03:40s/l560.101.253691.253691.23944-45.0511121.29
2212023.06.15 20:00sell570.101.278370.000000.00000
2222023.06.15 20:00modify570.101.278371.287371.26337
2232023.06.20 12:50sell580.101.272900.000000.00000
2242023.06.20 12:50modify580.101.272901.277621.26337
2252023.06.20 12:50modify570.101.278371.277621.26337
2262023.06.21 06:20s/l570.101.277621.277621.263377.3111128.60
2272023.06.21 06:20s/l580.101.277621.277621.26337-47.2511081.36
2282023.07.07 16:00sell590.101.283770.000000.00000
2292023.07.07 16:00modify590.101.283771.292771.26877
2302023.07.10 10:40sell600.101.278350.000000.00000
2312023.07.10 10:40modify600.101.278351.283021.26877
2322023.07.10 10:40modify590.101.283771.283021.26877
2332023.07.10 15:30s/l590.101.283021.283021.268777.4511088.81
2342023.07.10 15:30s/l600.101.283021.283021.26877-46.7011042.11
2352023.07.20 16:00buy610.101.285030.000000.00000
2362023.07.20 16:00modify610.101.285031.276031.30003
2372023.07.21 06:50buy620.101.290420.000000.00000
2382023.07.21 06:50modify620.101.290421.285781.30003
2392023.07.21 06:50modify610.101.285031.285781.30003
2402023.07.21 08:30s/l610.101.285781.285781.300037.3211049.43
2412023.07.21 08:30s/l620.101.285781.285781.30003-46.4011003.03
2422023.07.26 20:00sell630.101.294780.000000.00000
2432023.07.26 20:00modify630.101.294781.303781.27978
2442023.07.27 12:55sell640.101.289520.000000.00000
2452023.07.27 12:55modify640.101.289521.294031.27978
2462023.07.27 12:55modify630.101.294781.294031.27978
2472023.07.27 15:25sell650.101.285570.000000.00000
2482023.07.27 15:25modify650.101.285571.290281.27978
2492023.07.27 15:25modify640.101.289521.290281.27978
2502023.07.27 15:25modify630.101.294781.290281.27978
2512023.07.27 16:55sell660.101.284010.000000.00000
2522023.07.27 16:55modify660.101.284011.288781.27978
2532023.07.27 16:55modify650.101.285571.288781.27978
2542023.07.27 16:55modify640.101.289521.288781.27978
2552023.07.27 16:55modify630.101.294781.288781.27978
2562023.07.27 19:20t/p630.101.279781.288781.27978149.8611152.89
2572023.07.27 19:20t/p640.101.279781.288781.2797897.4011250.29
2582023.07.27 19:20t/p650.101.279781.288781.2797857.9011308.19
2592023.07.27 19:20t/p660.101.279781.288781.2797842.3011350.49
2602023.08.24 20:00buy670.101.259570.000000.00000
2612023.08.24 20:00modify670.101.259571.250571.27457
2622023.08.29 20:26buy680.101.264830.000000.00000
2632023.08.29 20:26modify680.101.264831.260321.27457
2642023.08.29 20:26modify670.101.259571.260321.27457
2652023.08.30 12:20buy690.101.268680.000000.00000
2662023.08.30 12:20modify690.101.268681.264071.27457
2672023.08.30 12:20modify680.101.264831.264071.27457
2682023.08.30 12:20modify670.101.259571.264071.27457
2692023.08.30 14:15t/p670.101.274571.264071.27457149.2811499.77
2702023.08.30 14:15t/p680.101.274571.264071.2745797.2211596.99
2712023.08.30 14:15t/p690.101.274571.264071.2745758.9011655.89
2722023.08.30 16:00sell700.101.272360.000000.00000
2732023.08.30 16:00modify700.101.272361.281361.25736
2742023.08.31 11:33sell710.101.266950.000000.00000
2752023.08.31 11:33modify710.101.266951.271611.25736
2762023.08.31 11:33modify700.101.272361.271611.25736
2772023.09.01 14:30sell720.101.263340.000000.00000
2782023.09.01 14:30modify720.101.263341.267861.25736
2792023.09.01 14:30modify710.101.266951.267861.25736
2802023.09.01 14:30modify700.101.272361.267861.25736
2812023.09.01 14:50sell730.101.261690.000000.00000
2822023.09.01 14:50modify730.101.261691.266361.25736
2832023.09.01 14:50modify720.101.263341.266361.25736
2842023.09.01 14:50modify710.101.266951.266361.25736
2852023.09.01 14:50modify700.101.272361.266361.25736
2862023.09.05 07:40t/p700.101.257361.266361.25736149.7211805.61
2872023.09.05 07:40t/p710.101.257361.266361.2573695.7611901.37
2882023.09.05 07:40t/p720.101.257361.266361.2573659.7111961.08
2892023.09.05 07:40t/p730.101.257361.266361.2573643.2112004.28
2902023.09.14 16:00buy740.101.241060.000000.00000
2912023.09.14 16:00modify740.101.241061.232061.25606
2922023.09.21 00:30s/l740.101.232061.232061.25606-91.2511913.03
2932023.09.22 20:00buy750.101.224140.000000.00000
2942023.09.22 20:00modify750.101.224141.215141.23914
2952023.09.26 23:20s/l750.101.215141.215141.23914-90.3611822.67
2962023.09.28 16:00sell760.101.222050.000000.00000
2972023.09.28 16:00modify760.101.222051.231051.20705
2982023.09.29 23:59close at stop760.101.219721.231051.2070523.2511845.93