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 - 2023.11.30 20:00 (2022.12.01 - 2023.12.01)
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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 test1918Ticks modelled31184922Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2518.17Gross profit3590.77Gross loss-1072.60
Profit factor3.35Expected payoff33.58
Absolute drawdown157.85Maximal drawdown381.60 (3.73%)Relative drawdown3.73% (381.60)
Total trades75Short positions (won %)49 (67.35%)Long positions (won %)26 (61.54%)
Profit trades (% of total)49 (65.33%)Loss trades (% of total)26 (34.67%)
Largestprofit trade150.00loss trade-61.07
Averageprofit trade73.28loss trade-41.25
Maximumconsecutive wins (profit in money)17 (1383.96)consecutive losses (loss in money)4 (-166.30)
Maximalconsecutive profit (count of wins)1383.96 (17)consecutive loss (count of losses)-166.30 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.01 20:00sell10.101.225870.000000.00000
22022.12.01 20:00modify10.101.225871.231871.21087
32022.12.02 13:31sell20.101.218310.000000.00000
42022.12.02 13:31modify20.101.218311.222121.21087
52022.12.02 13:31modify10.101.225871.222121.21087
62022.12.02 13:32sell30.101.216850.000000.00000
72022.12.02 13:32modify30.101.216851.220621.21087
82022.12.02 13:32modify20.101.218311.220621.21087
92022.12.02 13:32modify10.101.225871.220621.21087
102022.12.02 13:33sell40.101.216070.000000.00000
112022.12.02 13:33modify40.101.216071.220621.21087
122022.12.02 14:21s/l10.101.220621.220621.2108752.4510052.45
132022.12.02 14:21s/l20.101.220621.220621.21087-23.1010029.35
142022.12.02 14:21s/l30.101.220621.220621.21087-37.709991.65
152022.12.02 14:21s/l40.101.220621.220621.21087-45.509946.15
162022.12.16 00:00buy50.101.219320.000000.00000
172022.12.16 00:00modify50.101.219321.213321.23432
182022.12.16 09:12s/l50.101.213321.213321.23432-60.009886.15
192023.02.02 04:00sell60.101.238450.000000.00000
202023.02.02 04:00modify60.101.238451.244451.22345
212023.02.02 12:09sell70.101.230940.000000.00000
222023.02.02 12:09modify70.101.230941.234701.22345
232023.02.02 12:09modify60.101.238451.234701.22345
242023.02.02 12:16sell80.101.229440.000000.00000
252023.02.02 12:16modify80.101.229441.233201.22345
262023.02.02 12:16modify70.101.230941.233201.22345
272023.02.02 12:16modify60.101.238451.233201.22345
282023.02.02 12:16sell90.101.228690.000000.00000
292023.02.02 12:16modify90.101.228691.233201.22345
302023.02.02 17:52t/p60.101.223451.233201.22345150.0010036.15
312023.02.02 17:52t/p70.101.223451.233201.2234574.9010111.05
322023.02.02 17:52t/p80.101.223451.233201.2234559.9010170.95
332023.02.02 17:52t/p90.101.223451.233201.2234552.4010223.35
342023.02.24 20:00buy100.101.194610.000000.00000
352023.02.24 20:00modify100.101.194611.188611.20961
362023.02.27 13:47buy110.101.202110.000000.00000
372023.02.27 13:47modify110.101.202111.198361.20961
382023.02.27 13:47modify100.101.194611.198361.20961
392023.02.27 15:14buy120.101.203620.000000.00000
402023.02.27 15:14modify120.101.203621.199861.20961
412023.02.27 15:14modify110.101.202111.199861.20961
422023.02.27 15:14modify100.101.194611.199861.20961
432023.02.27 15:15buy130.101.204380.000000.00000
442023.02.27 15:15modify130.101.204381.199861.20961
452023.02.28 09:06t/p100.101.209611.199861.20961149.6410372.99
462023.02.28 09:06t/p110.101.209611.199861.2096174.8210447.82
472023.02.28 09:06t/p120.101.209611.199861.2096159.7210507.54
482023.02.28 09:06t/p130.101.209611.199861.2096152.1210559.66
492023.03.08 08:00buy140.101.182740.000000.00000
502023.03.08 08:00modify140.101.182741.176741.19774
512023.03.09 11:06buy150.101.190250.000000.00000
522023.03.09 11:06modify150.101.190251.186491.19774
532023.03.09 11:06modify140.101.182741.186491.19774
542023.03.09 14:00buy160.101.191740.000000.00000
552023.03.09 14:00modify160.101.191741.187991.19774
562023.03.09 14:00modify150.101.190251.187991.19774
572023.03.09 14:00modify140.101.182741.187991.19774
582023.03.09 14:46buy170.101.192500.000000.00000
592023.03.09 14:46modify170.101.192501.187991.19774
602023.03.10 09:41t/p140.101.197741.187991.19774149.2810708.94
612023.03.10 09:41t/p150.101.197741.187991.1977474.7210783.66
622023.03.10 09:41t/p160.101.197741.187991.1977459.8210843.48
632023.03.10 09:41t/p170.101.197741.187991.1977452.2210895.70
642023.03.21 00:00sell180.101.227310.000000.00000
652023.03.21 00:00modify180.101.227311.233311.21231
662023.03.21 15:36sell190.101.219780.000000.00000
672023.03.21 15:36modify190.101.219781.223561.21231
682023.03.21 15:36modify180.101.227311.223561.21231
692023.03.21 15:46sell200.101.218290.000000.00000
702023.03.21 15:46modify200.101.218291.222061.21231
712023.03.21 15:46modify190.101.219781.222061.21231
722023.03.21 15:46modify180.101.227311.222061.21231
732023.03.21 19:02s/l180.101.222061.222061.2123152.5010948.20
742023.03.21 19:02s/l190.101.222061.222061.21231-22.8010925.40
752023.03.21 19:02s/l200.101.222061.222061.21231-37.7010887.70
762023.04.05 00:00sell210.101.249840.000000.00000
772023.04.05 00:00modify210.101.249841.255841.23484
782023.04.06 13:04sell220.101.242320.000000.00000
792023.04.06 13:04modify220.101.242321.246091.23484
802023.04.06 13:04modify210.101.249841.246091.23484
812023.04.06 16:01s/l210.101.246091.246091.2348437.3610925.06
822023.04.06 16:01s/l220.101.246091.246091.23484-37.7010887.36
832023.04.13 20:00sell230.101.252440.000000.00000
842023.04.13 20:00modify230.101.252441.258441.23744
852023.04.14 14:00sell240.101.244910.000000.00000
862023.04.14 14:00modify240.101.244911.248691.23744
872023.04.14 14:00modify230.101.252441.248691.23744
882023.04.14 14:22sell250.101.243430.000000.00000
892023.04.14 14:22modify250.101.243431.247191.23744
902023.04.14 14:22modify240.101.244911.247191.23744
912023.04.14 14:22modify230.101.252441.247191.23744
922023.04.14 15:26sell260.101.242680.000000.00000
932023.04.14 15:26modify260.101.242681.247191.23744
942023.04.17 14:04t/p230.101.237441.247191.23744149.9111037.27
952023.04.17 14:04t/p240.101.237441.247191.2374474.6511111.92
962023.04.17 14:04t/p250.101.237441.247191.2374459.8511171.78
972023.04.17 14:04t/p260.101.237441.247191.2374452.3511224.13
982023.05.19 00:00buy270.101.241390.000000.00000
992023.05.19 00:00modify270.101.241391.235391.25639
1002023.05.25 01:18s/l270.101.235391.235391.25639-61.0711163.05
1012023.06.01 20:00sell280.101.253000.000000.00000
1022023.06.01 20:00modify280.101.253001.259001.23800
1032023.06.02 16:48sell290.101.245500.000000.00000
1042023.06.02 16:48modify290.101.245501.249251.23800
1052023.06.02 16:48modify280.101.253001.249251.23800
1062023.06.04 22:02sell300.101.244000.000000.00000
1072023.06.04 22:02modify300.101.244001.247751.23800
1082023.06.04 22:02modify290.101.245501.247751.23800
1092023.06.04 22:02modify280.101.253001.247751.23800
1102023.06.04 23:10sell310.101.243250.000000.00000
1112023.06.04 23:10modify310.101.243251.247751.23800
1122023.06.05 12:33t/p280.101.238001.247751.23800149.9111312.96
1132023.06.05 12:33t/p290.101.238001.247751.2380074.9511387.91
1142023.06.05 12:33t/p300.101.238001.247751.2380059.9511447.87
1152023.06.05 12:33t/p310.101.238001.247751.2380052.4511500.32
1162023.06.09 20:00sell320.101.257670.000000.00000
1172023.06.09 20:00modify320.101.257671.263671.24267
1182023.06.12 15:04sell330.101.250150.000000.00000
1192023.06.12 15:04modify330.101.250151.253921.24267
1202023.06.12 15:04modify320.101.257671.253921.24267
1212023.06.12 15:50sell340.101.248670.000000.00000
1222023.06.12 15:50modify340.101.248671.252421.24267
1232023.06.12 15:50modify330.101.250151.252421.24267
1242023.06.12 15:50modify320.101.257671.252421.24267
1252023.06.13 01:16s/l320.101.252421.252421.2426752.4111552.73
1262023.06.13 01:16s/l330.101.252421.252421.24267-22.7511529.98
1272023.06.13 01:16s/l340.101.252421.252421.24267-37.5511492.43
1282023.06.28 20:00buy350.101.264400.000000.00000
1292023.06.28 20:00modify350.101.264401.258401.27940
1302023.06.30 14:13buy360.101.271960.000000.00000
1312023.06.30 14:13modify360.101.271961.268151.27940
1322023.06.30 14:13modify350.101.264401.268151.27940
1332023.07.03 06:11s/l350.101.268151.268151.2794036.6011529.04
1342023.07.03 06:11s/l360.101.268151.268151.27940-38.2811490.76
1352023.07.07 20:00sell370.101.282990.000000.00000
1362023.07.07 20:00modify370.101.282991.288991.26799
1372023.07.10 12:42sell380.101.275490.000000.00000
1382023.07.10 12:42modify380.101.275491.279241.26799
1392023.07.10 12:42modify370.101.282991.279241.26799
1402023.07.10 13:54s/l370.101.279241.279241.2679937.4511528.21
1412023.07.10 13:54s/l380.101.279241.279241.26799-37.5011490.71
1422023.07.14 00:00sell390.101.312780.000000.00000
1432023.07.14 00:00modify390.101.312781.318781.29778
1442023.07.17 13:35sell400.101.305180.000000.00000
1452023.07.17 13:35modify400.101.305181.309031.29778
1462023.07.17 13:35modify390.101.312781.309031.29778
1472023.07.17 14:11s/l390.101.309031.309031.2977837.4511528.16
1482023.07.17 14:11s/l400.101.309031.309031.29778-38.5011489.66
1492023.07.28 00:00buy410.101.279580.000000.00000
1502023.07.28 00:00modify410.101.279581.273581.29458
1512023.07.28 11:12buy420.101.287100.000000.00000
1522023.07.28 11:12modify420.101.287101.283331.29458
1532023.07.28 11:12modify410.101.279581.283331.29458
1542023.07.28 12:30buy430.101.288590.000000.00000
1552023.07.28 12:30modify430.101.288591.284831.29458
1562023.07.28 12:30modify420.101.287101.284831.29458
1572023.07.28 12:30modify410.101.279581.284831.29458
1582023.07.28 13:19s/l410.101.284831.284831.2945852.5011542.16
1592023.07.28 13:19s/l420.101.284831.284831.29458-22.7011519.46
1602023.07.28 13:19s/l430.101.284831.284831.29458-37.6011481.86
1612023.08.25 08:00buy440.101.257790.000000.00000
1622023.08.25 08:00modify440.101.257791.251791.27279
1632023.08.25 14:04buy450.101.265300.000000.00000
1642023.08.25 14:04modify450.101.265301.261541.27279
1652023.08.25 14:04modify440.101.257791.261541.27279
1662023.08.25 14:08s/l440.101.261541.261541.2727937.5011519.36
1672023.08.25 14:08s/l450.101.261541.261541.27279-37.6011481.76
1682023.08.30 20:00sell460.101.271700.000000.00000
1692023.08.30 20:00modify460.101.271701.277701.25670
1702023.09.01 06:30sell470.101.264190.000000.00000
1712023.09.01 06:30modify470.101.264191.267951.25670
1722023.09.01 06:30modify460.101.271701.267951.25670
1732023.09.01 07:26s/l460.101.267951.267951.2567037.3111519.08
1742023.09.01 07:26s/l470.101.267951.267951.25670-37.6011481.48
1752023.09.22 16:00buy480.101.225770.000000.00000
1762023.09.22 16:00modify480.101.225771.219771.24077
1772023.09.25 14:26s/l480.101.219771.219771.24077-60.1811421.30
1782023.09.26 00:00buy490.101.221540.000000.00000
1792023.09.26 00:00modify490.101.221541.215541.23654
1802023.09.26 18:20s/l490.101.215541.215541.23654-60.0011361.30
1812023.10.03 08:00buy500.101.208590.000000.00000
1822023.10.03 08:00modify500.101.208591.202591.22359
1832023.10.04 12:17buy510.101.216130.000000.00000
1842023.10.04 12:17modify510.101.216131.212341.22359
1852023.10.04 12:17modify500.101.208591.212341.22359
1862023.10.04 12:49buy520.101.217590.000000.00000
1872023.10.04 12:49modify520.101.217591.213841.22359
1882023.10.04 12:49modify510.101.216131.213841.22359
1892023.10.04 12:49modify500.101.208591.213841.22359
1902023.10.04 14:00s/l500.101.213841.213841.2235952.3211413.62
1912023.10.04 14:00s/l510.101.213841.213841.22359-22.9011390.72
1922023.10.04 14:00s/l520.101.213841.213841.22359-37.5011353.22
1932023.10.04 20:00sell530.101.215010.000000.00000
1942023.10.04 20:00modify530.101.215011.221011.20001
1952023.10.06 09:10s/l530.101.221011.221011.20001-60.1911293.03
1962023.10.10 20:00sell540.101.228420.000000.00000
1972023.10.10 20:00modify540.101.228421.234421.21342
1982023.10.12 15:26sell550.101.220910.000000.00000
1992023.10.12 15:26modify550.101.220911.224671.21342
2002023.10.12 15:26modify540.101.228421.224671.21342
2012023.10.12 17:01sell560.101.219380.000000.00000
2022023.10.12 17:01modify560.101.219381.223171.21342
2032023.10.12 17:01modify550.101.220911.223171.21342
2042023.10.12 17:01modify540.101.228421.223171.21342
2052023.10.12 17:08sell570.101.218660.000000.00000
2062023.10.12 17:08modify570.101.218661.223171.21342
2072023.10.13 15:53t/p540.101.213421.223171.21342149.7611442.79
2082023.10.13 15:53t/p550.101.213421.223171.2134274.8511517.65
2092023.10.13 15:53t/p560.101.213421.223171.2134259.5511577.20
2102023.10.13 15:53t/p570.101.213421.223171.2134252.3511629.55
2112023.10.19 12:00buy580.101.212380.000000.00000
2122023.10.19 12:00modify580.101.212381.206381.22738
2132023.10.23 14:18buy590.101.219880.000000.00000
2142023.10.23 14:18modify590.101.219881.216131.22738
2152023.10.23 14:18modify580.101.212381.216131.22738
2162023.10.23 14:23buy600.101.221410.000000.00000
2172023.10.23 14:23modify600.101.221411.217631.22738
2182023.10.23 14:23modify590.101.219881.217631.22738
2192023.10.23 14:23modify580.101.212381.217631.22738
2202023.10.23 15:13buy610.101.222130.000000.00000
2212023.10.23 15:13modify610.101.222131.217631.22738
2222023.10.24 02:33t/p580.101.227381.217631.22738149.4611779.02
2232023.10.24 02:33t/p590.101.227381.217631.2273874.8211853.84
2242023.10.24 02:33t/p600.101.227381.217631.2273859.5211913.36
2252023.10.24 02:33t/p610.101.227381.217631.2273852.3211965.68
2262023.10.24 08:00sell620.101.226250.000000.00000
2272023.10.24 08:00modify620.101.226251.232251.21125
2282023.10.24 13:51sell630.101.217230.000000.00000
2292023.10.24 13:51modify630.101.217231.221001.21125
2302023.10.24 13:51modify620.101.226251.221001.21125
2312023.10.24 13:57sell640.101.218750.000000.00000
2322023.10.24 13:57modify640.101.218751.222501.21125
2332023.10.24 13:57modify640.101.218751.221001.21125
2342023.10.24 15:21sell650.101.216500.000000.00000
2352023.10.24 15:21modify650.101.216501.221001.21125
2362023.10.25 20:34t/p620.101.211251.221001.21125149.9512115.63
2372023.10.25 20:34t/p630.101.211251.221001.2112559.7512175.39
2382023.10.25 20:34t/p640.101.211251.221001.2112574.9512250.34
2392023.10.25 20:34t/p650.101.211251.221001.2112552.4512302.79
2402023.11.06 00:00sell660.101.237180.000000.00000
2412023.11.06 00:00modify660.101.237181.243181.22218
2422023.11.07 10:07sell670.101.229680.000000.00000
2432023.11.07 10:07modify670.101.229681.233431.22218
2442023.11.07 10:07modify660.101.237181.233431.22218
2452023.11.07 11:35sell680.101.228180.000000.00000
2462023.11.07 11:35modify680.101.228181.231931.22218
2472023.11.07 11:35modify670.101.229681.231931.22218
2482023.11.07 11:35modify660.101.237181.231931.22218
2492023.11.07 17:26sell690.101.227430.000000.00000
2502023.11.07 17:26modify690.101.227431.231931.22218
2512023.11.09 19:36t/p660.101.222181.231931.22218149.7612452.56
2522023.11.09 19:36t/p670.101.222181.231931.2221874.8112527.37
2532023.11.09 19:36t/p680.101.222181.231931.2221859.8112587.18
2542023.11.09 19:36t/p690.101.222181.231931.2221852.3112639.49
2552023.11.15 00:00sell700.101.249300.000000.00000
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2572023.11.15 14:51sell710.101.241770.000000.00000
2582023.11.15 14:51modify710.101.241771.245551.23430
2592023.11.15 14:51modify700.101.249301.245551.23430
2602023.11.15 16:13s/l700.101.245551.245551.2343037.5012676.99
2612023.11.15 16:13s/l710.101.245551.245551.23430-37.8012639.19
2622023.11.21 00:00sell720.101.250790.000000.00000
2632023.11.21 00:00modify720.101.250791.256791.23579
2642023.11.23 09:30s/l720.101.256791.256791.23579-60.1912579.00
2652023.11.24 20:00sell730.101.260820.000000.00000
2662023.11.24 20:00modify730.101.260821.266821.24582
2672023.11.28 15:04s/l730.101.266821.266821.24582-60.0912518.91
2682023.11.29 04:00sell740.101.270730.000000.00000
2692023.11.29 04:00modify740.101.270731.276731.25573
2702023.11.30 11:23sell750.101.263170.000000.00000
2712023.11.30 11:23modify750.101.263171.266981.25573
2722023.11.30 11:23modify740.101.270731.266981.25573
2732023.11.30 13:26s/l740.101.266981.266981.2557337.3612556.27
2742023.11.30 13:26s/l750.101.266981.266981.25573-38.1012518.17