Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 test2619Ticks modelled79687Modelling qualityn/a
Mismatched charts errors59
Initial deposit10000.00Spread30
Total net profit2138.66Gross profit2706.36Gross loss-567.70
Profit factor4.77Expected payoff41.93
Absolute drawdown48.38Maximal drawdown260.85 (2.30%)Relative drawdown2.30% (260.85)
Total trades51Short positions (won %)32 (71.88%)Long positions (won %)19 (68.42%)
Profit trades (% of total)36 (70.59%)Loss trades (% of total)15 (29.41%)
Largestprofit trade149.95loss trade-60.19
Averageprofit trade75.18loss trade-37.85
Maximumconsecutive wins (profit in money)12 (1022.56)consecutive losses (loss in money)2 (-105.77)
Maximalconsecutive profit (count of wins)1022.56 (12)consecutive loss (count of losses)-105.77 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.02.02 04:00sell10.101.238450.000000.00000
22023.02.02 04:00modify10.101.238451.244451.22345
32023.02.02 10:55sell20.101.231540.000000.00000
42023.02.02 10:55modify20.101.231541.236201.22345
52023.02.02 10:55modify10.101.238451.236201.22345
62023.02.02 12:05s/l10.101.236201.236201.2234522.5010022.50
72023.02.02 12:05s/l20.101.236201.236201.22345-46.609975.90
82023.02.24 20:00buy30.101.194610.000000.00000
92023.02.24 20:00modify30.101.194611.188611.20961
102023.02.27 13:30buy40.101.201380.000000.00000
112023.02.27 13:30modify40.101.201381.196861.20961
122023.02.27 13:30modify30.101.194611.196861.20961
132023.02.27 15:20buy50.101.203750.000000.00000
142023.02.27 15:20modify50.101.203751.201361.20961
152023.02.27 15:20modify40.101.201381.201361.20961
162023.02.27 15:20modify30.101.194611.201361.20961
172023.02.27 17:20buy60.101.204440.000000.00000
182023.02.27 17:20modify60.101.204441.199861.20961
192023.02.27 17:20modify50.101.203751.199861.20961
202023.02.27 17:20modify40.101.201381.199861.20961
212023.02.27 17:20modify30.101.194611.199861.20961
222023.02.28 09:15t/p30.101.209611.199861.20961149.6410125.54
232023.02.28 09:15t/p40.101.209611.199861.2096182.1210207.66
242023.02.28 09:15t/p50.101.209611.199861.2096158.4210266.08
252023.02.28 09:15t/p60.101.209611.199861.2096151.5210317.60
262023.03.09 20:00sell70.101.190970.000000.00000
272023.03.09 20:00modify70.101.190971.196971.17597
282023.03.10 09:20s/l70.101.196971.196971.17597-60.0510257.56
292023.03.21 00:00sell80.101.227310.000000.00000
302023.03.21 00:00modify80.101.227311.233311.21231
312023.03.21 15:50sell90.101.218310.000000.00000
322023.03.21 15:50modify90.101.218311.220561.21231
332023.03.21 15:50modify80.101.227311.220561.21231
342023.03.21 17:40s/l80.101.220561.220561.2123167.5010325.06
352023.03.21 17:40s/l90.101.220561.220561.21231-22.5010302.56
362023.04.05 00:00sell100.101.249840.000000.00000
372023.04.05 00:00modify100.101.249841.255841.23484
382023.04.06 13:05sell110.101.242950.000000.00000
392023.04.06 13:05modify110.101.242951.247591.23484
402023.04.06 13:05modify100.101.249841.247591.23484
412023.04.07 12:20sell120.101.240640.000000.00000
422023.04.07 12:20modify120.101.240641.243091.23484
432023.04.07 12:20modify110.101.242951.243091.23484
442023.04.07 12:20modify100.101.249841.243091.23484
452023.04.07 13:40sell130.101.239980.000000.00000
462023.04.07 13:40modify130.101.239981.244591.23484
472023.04.07 13:40modify120.101.240641.244591.23484
482023.04.07 13:40modify110.101.242951.244591.23484
492023.04.07 13:40modify100.101.249841.244591.23484
502023.04.10 13:15t/p100.101.234841.244591.23484149.7610452.32
512023.04.10 13:15t/p110.101.234841.244591.2348481.0110533.33
522023.04.10 13:15t/p120.101.234841.244591.2348457.9510591.28
532023.04.10 13:15t/p130.101.234841.244591.2348451.3510642.63
542023.04.13 20:00sell140.101.252440.000000.00000
552023.04.13 20:00modify140.101.252441.258441.23744
562023.04.14 14:06sell150.101.245520.000000.00000
572023.04.14 14:06modify150.101.245521.250191.23744
582023.04.14 14:06modify140.101.252441.250191.23744
592023.04.14 14:33sell160.101.243150.000000.00000
602023.04.14 14:33modify160.101.243151.245691.23744
612023.04.14 14:33modify150.101.245521.245691.23744
622023.04.14 14:33modify140.101.252441.245691.23744
632023.04.17 12:20sell170.101.242680.000000.00000
642023.04.17 12:20modify170.101.242681.247191.23744
652023.04.17 12:20modify160.101.243151.247191.23744
662023.04.17 12:20modify150.101.245521.247191.23744
672023.04.17 12:20modify140.101.252441.247191.23744
682023.04.17 14:30t/p140.101.237441.247191.23744149.9110792.54
692023.04.17 14:30t/p150.101.237441.247191.2374480.7510873.29
702023.04.17 14:30t/p160.101.237441.247191.2374457.0510930.35
712023.04.17 14:30t/p170.101.237441.247191.2374452.4010982.75
722023.05.19 00:00buy180.101.241390.000000.00000
732023.05.19 00:00modify180.101.241391.235391.25639
742023.05.19 15:50buy190.101.248150.000000.00000
752023.05.19 15:50modify190.101.248151.243641.25639
762023.05.19 15:50modify180.101.241391.243641.25639
772023.05.19 19:40s/l180.101.243641.243641.2563922.5011005.25
782023.05.19 19:40s/l190.101.243641.243641.25639-45.1010960.15
792023.06.01 20:00sell200.101.253000.000000.00000
802023.06.01 20:00modify200.101.253001.259001.23800
812023.06.02 16:20sell210.101.246040.000000.00000
822023.06.02 16:20modify210.101.246041.250751.23800
832023.06.02 16:20modify200.101.253001.250751.23800
842023.06.04 23:30sell220.101.243060.000000.00000
852023.06.04 23:30modify220.101.243061.247751.23800
862023.06.04 23:30modify210.101.246041.247751.23800
872023.06.04 23:30modify200.101.253001.247751.23800
882023.06.05 12:30t/p200.101.238001.247751.23800149.9111110.05
892023.06.05 12:30t/p210.101.238001.247751.2380080.3511190.41
902023.06.05 12:30t/p220.101.238001.247751.2380050.5511240.96
912023.06.28 20:00buy230.101.264400.000000.00000
922023.06.28 20:00modify230.101.264401.258401.27940
932023.06.30 13:40buy240.101.271200.000000.00000
942023.06.30 13:40modify240.101.271201.266651.27940
952023.06.30 13:40modify230.101.264401.266651.27940
962023.07.03 07:40s/l230.101.266651.266651.2794021.6111262.56
972023.07.03 07:40s/l240.101.266651.266651.27940-45.6811216.88
982023.07.07 20:00sell250.101.282990.000000.00000
992023.07.07 20:00modify250.101.282991.288991.26799
1002023.07.11 05:15s/l250.101.288991.288991.26799-60.0911156.79
1012023.07.28 00:00buy260.101.279580.000000.00000
1022023.07.28 00:00modify260.101.279581.273581.29458
1032023.07.28 11:20buy270.101.286580.000000.00000
1042023.07.28 11:20modify270.101.286581.281831.29458
1052023.07.28 11:20modify260.101.279581.281831.29458
1062023.07.28 12:05buy280.101.288800.000000.00000
1072023.07.28 12:05modify280.101.288801.286331.29458
1082023.07.28 12:05modify270.101.286581.286331.29458
1092023.07.28 12:05modify260.101.279581.286331.29458
1102023.07.28 12:40s/l260.101.286331.286331.2945867.5011224.29
1112023.07.28 12:40s/l270.101.286331.286331.29458-2.5011221.79
1122023.07.28 12:40s/l280.101.286331.286331.29458-24.7011197.09
1132023.08.25 08:00buy290.101.257790.000000.00000
1142023.08.25 08:00modify290.101.257791.251791.27279
1152023.08.25 14:05buy300.101.264720.000000.00000
1162023.08.25 14:05modify300.101.264721.260041.27279
1172023.08.25 14:05modify290.101.257791.260041.27279
1182023.08.25 14:30s/l290.101.260041.260041.2727922.5011219.59
1192023.08.25 14:30s/l300.101.260041.260041.27279-46.8011172.79
1202023.08.30 20:00sell310.101.271700.000000.00000
1212023.08.30 20:00modify310.101.271701.277701.25670
1222023.09.01 06:20sell320.101.264910.000000.00000
1232023.09.01 06:20modify320.101.264911.269451.25670
1242023.09.01 06:20modify310.101.271701.269451.25670
1252023.09.01 12:30s/l310.101.269451.269451.2567022.3111195.10
1262023.09.01 12:30s/l320.101.269451.269451.25670-45.4011149.70
1272023.10.03 08:00buy330.101.208590.000000.00000
1282023.10.03 08:00modify330.101.208591.202591.22359
1292023.10.04 13:15buy340.101.217630.000000.00000
1302023.10.04 13:15modify340.101.217631.215341.22359
1312023.10.04 13:15modify330.101.208591.215341.22359
1322023.10.04 13:40s/l330.101.215341.215341.2235967.3211217.02
1332023.10.04 13:40s/l340.101.215341.215341.22359-22.9011194.12
1342023.10.04 20:00sell350.101.215010.000000.00000
1352023.10.04 20:00modify350.101.215011.221011.20001
1362023.10.06 09:40s/l350.101.221011.221011.20001-60.1911133.94
1372023.10.10 20:00sell360.101.228420.000000.00000
1382023.10.10 20:00modify360.101.228421.234421.21342
1392023.10.12 14:50sell370.101.221480.000000.00000
1402023.10.12 14:50modify370.101.221481.226171.21342
1412023.10.12 14:50modify360.101.228421.226171.21342
1422023.10.12 17:20sell380.101.219390.000000.00000
1432023.10.12 17:20modify380.101.219391.221671.21342
1442023.10.12 17:20modify370.101.221481.221671.21342
1452023.10.12 17:20modify360.101.228421.221671.21342
1462023.10.12 17:55sell390.101.218480.000000.00000
1472023.10.12 17:55modify390.101.218481.223171.21342
1482023.10.12 17:55modify380.101.219391.223171.21342
1492023.10.12 17:55modify370.101.221481.223171.21342
1502023.10.12 17:55modify360.101.228421.223171.21342
1512023.10.13 15:40t/p360.101.213421.223171.21342149.7611283.70
1522023.10.13 15:40t/p370.101.213421.223171.2134280.5511364.25
1532023.10.13 15:40t/p380.101.213421.223171.2134259.6511423.91
1542023.10.13 15:40t/p390.101.213421.223171.2134250.5511474.46
1552023.10.19 12:00buy400.101.212380.000000.00000
1562023.10.19 12:00modify400.101.212381.206381.22738
1572023.10.23 14:20buy410.101.219400.000000.00000
1582023.10.23 14:20modify410.101.219401.214631.22738
1592023.10.23 14:20modify400.101.212381.214631.22738
1602023.10.23 15:10buy420.101.221420.000000.00000
1612023.10.23 15:10modify420.101.221421.219131.22738
1622023.10.23 15:10modify410.101.219401.219131.22738
1632023.10.23 15:10modify400.101.212381.219131.22738
1642023.10.23 15:20buy430.101.222260.000000.00000
1652023.10.23 15:20modify430.101.222261.217631.22738
1662023.10.23 15:20modify420.101.221421.217631.22738
1672023.10.23 15:20modify410.101.219401.217631.22738
1682023.10.23 15:20modify400.101.212381.217631.22738
1692023.10.24 02:40t/p400.101.227381.217631.22738149.4611623.92
1702023.10.24 02:40t/p410.101.227381.217631.2273879.6211703.54
1712023.10.24 02:40t/p420.101.227381.217631.2273859.4211762.96
1722023.10.24 02:40t/p430.101.227381.217631.2273851.0211813.99
1732023.10.24 08:00sell440.101.226250.000000.00000
1742023.10.24 08:00modify440.101.226251.232251.21125
1752023.10.24 13:20sell450.101.219420.000000.00000
1762023.10.24 13:20modify450.101.219421.224001.21125
1772023.10.24 13:20modify440.101.226251.224001.21125
1782023.10.24 13:40sell460.101.217210.000000.00000
1792023.10.24 13:40modify460.101.217211.219501.21125
1802023.10.24 13:40modify450.101.219421.219501.21125
1812023.10.24 13:40modify440.101.226251.219501.21125
1822023.10.24 17:53sell470.101.216390.000000.00000
1832023.10.24 17:53modify470.101.216391.221001.21125
1842023.10.24 17:53modify460.101.217211.221001.21125
1852023.10.24 17:53modify450.101.219421.221001.21125
1862023.10.24 17:53modify440.101.226251.221001.21125
1872023.10.25 20:30t/p440.101.211251.221001.21125149.9511963.94
1882023.10.25 20:30t/p450.101.211251.221001.2112581.6512045.59
1892023.10.25 20:30t/p460.101.211251.221001.2112559.5512105.14
1902023.10.25 20:30t/p470.101.211251.221001.2112551.3512156.50
1912023.11.24 20:00sell480.101.260820.000000.00000
1922023.11.24 20:00modify480.101.260821.266821.24582
1932023.11.28 15:20s/l480.101.266821.266821.24582-60.0912096.40
1942023.11.29 04:00sell490.101.270730.000000.00000
1952023.11.29 04:00modify490.101.270731.276731.25573
1962023.11.30 12:05sell500.101.263970.000000.00000
1972023.11.30 12:05modify500.101.263971.268481.25573
1982023.11.30 12:05modify490.101.270731.268481.25573
1992023.11.30 16:30sell510.101.261480.000000.00000
2002023.11.30 16:30modify510.101.261481.263981.25573
2012023.11.30 16:30modify500.101.263971.263981.25573
2022023.11.30 16:30modify490.101.270731.263981.25573
2032023.11.30 17:20s/l490.101.263981.263981.2557367.3612163.76
2042023.11.30 17:20s/l500.101.263981.263981.25573-0.1012163.66
2052023.11.30 17:20s/l510.101.263981.263981.25573-25.0012138.66