Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01)
ModelControl points (a very crude method, the results must not be considered)
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=70; 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=55; 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=24; 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 test2609Ticks modelled79107Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread30
Total net profit2867.40Gross profit3778.38Gross loss-910.98
Profit factor4.15Expected payoff40.39
Absolute drawdown15.20Maximal drawdown278.67 (2.31%)Relative drawdown2.31% (278.67)
Total trades71Short positions (won %)45 (71.11%)Long positions (won %)26 (61.54%)
Profit trades (% of total)48 (67.61%)Loss trades (% of total)23 (32.39%)
Largestprofit trade150.00loss trade-71.07
Averageprofit trade78.72loss trade-39.61
Maximumconsecutive wins (profit in money)14 (1208.97)consecutive losses (loss in money)3 (-173.13)
Maximalconsecutive profit (count of wins)1208.97 (14)consecutive loss (count of losses)-173.13 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.02.02 04:00sell10.101.238450.000000.00000
22023.02.02 04:00modify10.101.238451.245451.22345
32023.02.02 13:55sell20.101.230060.000000.00000
42023.02.02 13:55modify20.101.230061.233201.22345
52023.02.02 13:55modify10.101.238451.233201.22345
62023.02.02 17:40t/p10.101.223451.233201.22345150.0010150.00
72023.02.02 17:40t/p20.101.223451.233201.2234566.1010216.10
82023.02.24 20:00buy30.101.194610.000000.00000
92023.02.24 20:00modify30.101.194611.187611.20961
102023.02.27 13:50buy40.101.202240.000000.00000
112023.02.27 13:50modify40.101.202241.198361.20961
122023.02.27 13:50modify30.101.194611.198361.20961
132023.02.27 17:20buy50.101.204440.000000.00000
142023.02.27 17:20modify50.101.204441.199861.20961
152023.02.27 17:20modify40.101.202241.199861.20961
162023.02.27 17:20modify30.101.194611.199861.20961
172023.02.28 09:15t/p30.101.209611.199861.20961149.6410365.74
182023.02.28 09:15t/p40.101.209611.199861.2096173.5210439.26
192023.02.28 09:15t/p50.101.209611.199861.2096151.5210490.78
202023.03.08 08:00buy60.101.182740.000000.00000
212023.03.08 08:00modify60.101.182741.175741.19774
222023.03.09 11:40buy70.101.190480.000000.00000
232023.03.09 11:40modify70.101.190481.186491.19774
242023.03.09 11:40modify60.101.182741.186491.19774
252023.03.09 13:50buy80.101.191090.000000.00000
262023.03.09 13:50modify80.101.191091.187991.19774
272023.03.09 13:50modify70.101.190481.187991.19774
282023.03.09 13:50modify60.101.182741.187991.19774
292023.03.09 14:30buy90.101.192560.000000.00000
302023.03.09 14:30modify90.101.192561.187991.19774
312023.03.10 09:30t/p60.101.197741.187991.19774149.2810640.07
322023.03.10 09:30t/p70.101.197741.187991.1977472.4210712.49
332023.03.10 09:30t/p80.101.197741.187991.1977466.3210778.81
342023.03.10 09:30t/p90.101.197741.187991.1977451.6210830.43
352023.03.21 00:00sell100.101.227310.000000.00000
362023.03.21 00:00modify100.101.227311.234311.21231
372023.03.21 16:10sell110.101.219680.000000.00000
382023.03.21 16:10modify110.101.219681.223561.21231
392023.03.21 16:10modify100.101.227311.223561.21231
402023.03.22 03:40s/l100.101.223561.223561.2123137.4510867.88
412023.03.22 03:40s/l110.101.223561.223561.21231-38.8510829.04
422023.04.05 00:00sell120.101.249840.000000.00000
432023.04.05 00:00modify120.101.249841.256841.23484
442023.04.07 13:20sell130.101.241420.000000.00000
452023.04.07 13:20modify130.101.241421.244591.23484
462023.04.07 13:20modify120.101.249841.244591.23484
472023.04.07 13:40sell140.101.239980.000000.00000
482023.04.07 13:40modify140.101.239981.244591.23484
492023.04.07 14:45sell150.101.242230.000000.00000
502023.04.07 14:45modify150.101.242231.246091.23484
512023.04.07 14:50modify150.101.242231.244591.23484
522023.04.10 13:15t/p120.101.234841.244591.23484149.7610978.80
532023.04.10 13:15t/p130.101.234841.244591.2348465.7511044.56
542023.04.10 13:15t/p140.101.234841.244591.2348451.3511095.91
552023.04.10 13:15t/p150.101.234841.244591.2348473.8511169.76
562023.04.13 20:00sell160.101.252440.000000.00000
572023.04.13 20:00modify160.101.252441.259441.23744
582023.04.14 15:10sell170.101.243960.000000.00000
592023.04.14 15:10modify170.101.243961.247191.23744
602023.04.14 15:10modify160.101.252441.247191.23744
612023.04.17 12:20sell180.101.242680.000000.00000
622023.04.17 12:20modify180.101.242681.247191.23744
632023.04.17 14:30t/p160.101.237441.247191.23744149.9111319.67
642023.04.17 14:30t/p170.101.237441.247191.2374465.1511384.82
652023.04.17 14:30t/p180.101.237441.247191.2374452.4011437.22
662023.05.19 00:00buy190.101.241390.000000.00000
672023.05.19 00:00modify190.101.241391.234391.25639
682023.05.25 01:40s/l190.101.234391.234391.25639-71.0711366.15
692023.06.01 20:00sell200.101.253000.000000.00000
702023.06.01 20:00modify200.101.253001.260001.23800
712023.06.02 17:15sell210.101.244740.000000.00000
722023.06.02 17:15modify210.101.244741.247751.23800
732023.06.02 17:15modify200.101.253001.247751.23800
742023.06.02 17:35sell220.101.245430.000000.00000
752023.06.02 17:35modify220.101.245431.249251.23800
762023.06.02 17:40modify220.101.245431.247751.23800
772023.06.04 23:30sell230.101.243060.000000.00000
782023.06.04 23:30modify230.101.243061.247751.23800
792023.06.05 12:30t/p200.101.238001.247751.23800149.9111516.05
802023.06.05 12:30t/p210.101.238001.247751.2380067.3511583.40
812023.06.05 12:30t/p220.101.238001.247751.2380074.2511657.66
822023.06.05 12:30t/p230.101.238001.247751.2380050.5511708.21
832023.06.09 20:00sell240.101.257670.000000.00000
842023.06.09 20:00modify240.101.257671.264671.24267
852023.06.12 16:55sell250.101.249390.000000.00000
862023.06.12 16:55modify250.101.249391.252421.24267
872023.06.12 16:55modify240.101.257671.252421.24267
882023.06.12 17:45sell260.101.250140.000000.00000
892023.06.12 17:45modify260.101.250141.253921.24267
902023.06.12 17:50modify260.101.250141.252421.24267
912023.06.13 01:40s/l240.101.252421.252421.2426752.4111760.62
922023.06.13 01:40s/l250.101.252421.252421.24267-30.3511730.27
932023.06.13 01:40s/l260.101.252421.252421.24267-22.8511707.42
942023.06.28 20:00buy270.101.264400.000000.00000
952023.06.28 20:00modify270.101.264401.257401.27940
962023.06.30 14:20buy280.101.272200.000000.00000
972023.06.30 14:20modify280.101.272201.268151.27940
982023.06.30 14:20modify270.101.264401.268151.27940
992023.06.30 14:46buy290.101.272750.000000.00000
1002023.06.30 14:46modify290.101.272751.269651.27940
1012023.06.30 14:46modify280.101.272201.269651.27940
1022023.06.30 14:46modify270.101.264401.269651.27940
1032023.06.30 18:40s/l270.101.269651.269651.2794051.7811759.21
1042023.06.30 18:40s/l280.101.269651.269651.27940-25.5011733.71
1052023.06.30 18:40s/l290.101.269651.269651.27940-31.0011702.71
1062023.07.07 20:00sell300.101.282990.000000.00000
1072023.07.07 20:00modify300.101.282991.289991.26799
1082023.07.10 12:50sell310.101.275330.000000.00000
1092023.07.10 12:50modify310.101.275331.279241.26799
1102023.07.10 12:50modify300.101.282991.279241.26799
1112023.07.10 13:33s/l300.101.279241.279241.2679937.4511740.16
1122023.07.10 13:33s/l310.101.279241.279241.26799-39.1011701.06
1132023.07.14 00:00sell320.101.312780.000000.00000
1142023.07.14 00:00modify320.101.312781.319781.29778
1152023.07.17 13:05sell330.101.305270.000000.00000
1162023.07.17 13:05modify330.101.305271.309031.29778
1172023.07.17 13:05modify320.101.312781.309031.29778
1182023.07.17 14:40s/l320.101.309031.309031.2977837.4511738.51
1192023.07.17 14:40s/l330.101.309031.309031.29778-37.6011700.91
1202023.07.28 00:00buy340.101.279580.000000.00000
1212023.07.28 00:00modify340.101.279581.272581.29458
1222023.07.28 11:30buy350.101.287340.000000.00000
1232023.07.28 11:30modify350.101.287341.283331.29458
1242023.07.28 11:30modify340.101.279581.283331.29458
1252023.07.28 11:40buy360.101.288090.000000.00000
1262023.07.28 11:40modify360.101.288091.284831.29458
1272023.07.28 11:40modify350.101.287341.284831.29458
1282023.07.28 11:40modify340.101.279581.284831.29458
1292023.07.28 13:40s/l340.101.284831.284831.2945852.5011753.41
1302023.07.28 13:40s/l350.101.284831.284831.29458-25.1011728.31
1312023.07.28 13:40s/l360.101.284831.284831.29458-32.6011695.71
1322023.08.25 08:00buy370.101.257790.000000.00000
1332023.08.25 08:00modify370.101.257791.250791.27279
1342023.08.29 19:59buy380.101.265320.000000.00000
1352023.08.29 19:59modify380.101.265321.261541.27279
1362023.08.29 19:59modify370.101.257791.261541.27279
1372023.08.30 09:30buy390.101.266320.000000.00000
1382023.08.30 09:30modify390.101.266321.263041.27279
1392023.08.30 09:30modify380.101.265321.263041.27279
1402023.08.30 09:30modify370.101.257791.263041.27279
1412023.08.30 13:30t/p370.101.272791.263041.27279149.4611845.18
1422023.08.30 13:30t/p380.101.272791.263041.2727974.5211919.70
1432023.08.30 13:30t/p390.101.272791.263041.2727964.7011984.40
1442023.08.30 20:00sell400.101.271700.000000.00000
1452023.08.30 20:00modify400.101.271701.278701.25670
1462023.09.01 06:33sell410.101.263990.000000.00000
1472023.09.01 06:33modify410.101.263991.267951.25670
1482023.09.01 06:33modify400.101.271701.267951.25670
1492023.09.01 07:30s/l400.101.267951.267951.2567037.3112021.71
1502023.09.01 07:30s/l410.101.267951.267951.25670-39.6011982.11
1512023.09.22 16:00buy420.101.225770.000000.00000
1522023.09.22 16:00modify420.101.225771.218771.24077
1532023.09.26 06:06s/l420.101.218771.218771.24077-70.3611911.75
1542023.09.26 12:00buy430.101.217960.000000.00000
1552023.09.26 12:00modify430.101.217961.210961.23296
1562023.09.29 07:05buy440.101.225530.000000.00000
1572023.09.29 07:05modify440.101.225531.221711.23296
1582023.09.29 07:05modify430.101.217961.221711.23296
1592023.09.29 09:50buy450.101.226360.000000.00000
1602023.09.29 09:50modify450.101.226361.223211.23296
1612023.09.29 09:50modify440.101.225531.223211.23296
1622023.09.29 09:50modify430.101.217961.223211.23296
1632023.09.29 13:30s/l430.101.223211.223211.2329651.6011963.36
1642023.09.29 13:30s/l440.101.223211.223211.23296-23.2011940.16
1652023.09.29 13:30s/l450.101.223211.223211.23296-31.5011908.66
1662023.10.03 08:00buy460.101.208590.000000.00000
1672023.10.03 08:00modify460.101.208591.201591.22359
1682023.10.04 12:30buy470.101.216340.000000.00000
1692023.10.04 12:30modify470.101.216341.212341.22359
1702023.10.04 12:30modify460.101.208591.212341.22359
1712023.10.04 13:25buy480.101.216860.000000.00000
1722023.10.04 13:25modify480.101.216861.213841.22359
1732023.10.04 13:25modify470.101.216341.213841.22359
1742023.10.04 13:25modify460.101.208591.213841.22359
1752023.10.04 14:20s/l460.101.213841.213841.2235952.3211960.98
1762023.10.04 14:20s/l470.101.213841.213841.22359-25.0011935.98
1772023.10.04 14:20s/l480.101.213841.213841.22359-30.2011905.78
1782023.10.04 20:00sell490.101.215010.000000.00000
1792023.10.04 20:00modify490.101.215011.222011.20001
1802023.10.06 10:40s/l490.101.222011.222011.20001-70.1911835.59
1812023.10.10 20:00sell500.101.228420.000000.00000
1822023.10.10 20:00modify500.101.228421.235421.21342
1832023.10.12 15:30sell510.101.220860.000000.00000
1842023.10.12 15:30modify510.101.220861.224671.21342
1852023.10.12 15:30modify500.101.228421.224671.21342
1862023.10.12 15:40sell520.101.220120.000000.00000
1872023.10.12 15:40modify520.101.220121.223171.21342
1882023.10.12 15:40modify510.101.220861.223171.21342
1892023.10.12 15:40modify500.101.228421.223171.21342
1902023.10.12 17:55sell530.101.218480.000000.00000
1912023.10.12 17:55modify530.101.218481.223171.21342
1922023.10.13 15:40t/p500.101.213421.223171.21342149.7611985.35
1932023.10.13 15:40t/p510.101.213421.223171.2134274.3512059.71
1942023.10.13 15:40t/p520.101.213421.223171.2134266.9512126.66
1952023.10.13 15:40t/p530.101.213421.223171.2134250.5512177.21
1962023.10.19 12:00buy540.101.212380.000000.00000
1972023.10.19 12:00modify540.101.212381.205381.22738
1982023.10.23 15:20buy550.101.222260.000000.00000
1992023.10.23 15:20modify550.101.222261.217631.22738
2002023.10.23 15:20modify540.101.212381.217631.22738
2012023.10.24 02:40t/p540.101.227381.217631.22738149.4612326.68
2022023.10.24 02:40t/p550.101.227381.217631.2273851.0212377.70
2032023.10.24 08:00sell560.101.226250.000000.00000
2042023.10.24 08:00modify560.101.226251.233251.21125
2052023.10.24 13:30sell570.101.218470.000000.00000
2062023.10.24 13:30modify570.101.218471.222501.21125
2072023.10.24 13:30modify560.101.226251.222501.21125
2082023.10.24 17:53sell580.101.216390.000000.00000
2092023.10.24 17:53modify580.101.216391.221001.21125
2102023.10.24 17:53modify570.101.218471.221001.21125
2112023.10.24 17:53modify560.101.226251.221001.21125
2122023.10.25 20:30t/p560.101.211251.221001.21125149.9512527.65
2132023.10.25 20:30t/p570.101.211251.221001.2112572.1512599.80
2142023.10.25 20:30t/p580.101.211251.221001.2112551.3512651.16
2152023.11.06 00:00sell590.101.237180.000000.00000
2162023.11.06 00:00modify590.101.237181.244181.22218
2172023.11.07 11:00sell600.101.229660.000000.00000
2182023.11.07 11:00modify600.101.229661.233431.22218
2192023.11.07 11:00modify590.101.237181.233431.22218
2202023.11.07 12:15sell610.101.228660.000000.00000
2212023.11.07 12:15modify610.101.228661.231931.22218
2222023.11.07 12:15modify600.101.229661.231931.22218
2232023.11.07 12:15modify590.101.237181.231931.22218
2242023.11.07 17:30sell620.101.227390.000000.00000
2252023.11.07 17:30modify620.101.227391.231931.22218
2262023.11.09 19:40t/p590.101.222181.231931.22218149.7612800.92
2272023.11.09 19:40t/p600.101.222181.231931.2221874.6112875.53
2282023.11.09 19:40t/p610.101.222181.231931.2221864.6112940.14
2292023.11.09 19:40t/p620.101.222181.231931.2221851.9112992.06
2302023.11.15 00:00sell630.101.249300.000000.00000
2312023.11.15 00:00modify630.101.249301.256301.23430
2322023.11.15 14:50sell640.101.240770.000000.00000
2332023.11.15 14:50modify640.101.240771.244051.23430
2342023.11.15 14:50modify630.101.249301.244051.23430
2352023.11.15 15:40s/l630.101.244051.244051.2343052.5013044.56
2362023.11.15 15:40s/l640.101.244051.244051.23430-32.8013011.76
2372023.11.21 00:00sell650.101.250790.000000.00000
2382023.11.21 00:00modify650.101.250791.257791.23579
2392023.11.24 12:30s/l650.101.257791.257791.23579-70.2312941.52
2402023.11.24 20:00sell660.101.260820.000000.00000
2412023.11.24 20:00modify660.101.260821.267821.24582
2422023.11.28 15:30s/l660.101.267821.267821.24582-70.0912871.43
2432023.11.29 04:00sell670.101.270730.000000.00000
2442023.11.29 04:00modify670.101.270731.277731.25573
2452023.11.30 11:40sell680.101.263130.000000.00000
2462023.11.30 11:40modify680.101.263131.266981.25573
2472023.11.30 11:40modify670.101.270731.266981.25573
2482023.11.30 13:05s/l670.101.266981.266981.2557337.3612908.79
2492023.11.30 13:05s/l680.101.266981.266981.25573-38.5012870.29
2502023.12.14 20:00sell690.101.275740.000000.00000
2512023.12.14 20:00modify690.101.275741.282741.26074
2522023.12.15 18:30sell700.101.268150.000000.00000
2532023.12.15 18:30modify700.101.268151.271991.26074
2542023.12.15 18:30modify690.101.275741.271991.26074
2552023.12.15 19:00sell710.101.267310.000000.00000
2562023.12.15 19:00modify710.101.267311.270491.26074
2572023.12.15 19:00modify700.101.268151.270491.26074
2582023.12.15 19:00modify690.101.275741.270491.26074
2592023.12.18 07:40s/l690.101.270491.270491.2607452.4112922.69
2602023.12.18 07:40s/l700.101.270491.270491.26074-23.4512899.25
2612023.12.18 07:40s/l710.101.270491.270491.26074-31.8512867.40