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)
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=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 test1908Ticks modelled28875572Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2735.77Gross profit3753.50Gross loss-1017.74
Profit factor3.69Expected payoff35.07
Absolute drawdown37.00Maximal drawdown316.56 (2.69%)Relative drawdown2.69% (316.56)
Total trades78Short positions (won %)50 (66.00%)Long positions (won %)28 (60.71%)
Profit trades (% of total)50 (64.10%)Loss trades (% of total)28 (35.90%)
Largestprofit trade150.00loss trade-71.07
Averageprofit trade75.07loss trade-36.35
Maximumconsecutive wins (profit in money)17 (1428.16)consecutive losses (loss in money)4 (-193.13)
Maximalconsecutive profit (count of wins)1428.16 (17)consecutive loss (count of losses)-193.13 (4)
Averageconsecutive wins3consecutive 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 12:09sell20.101.230940.000000.00000
42023.02.02 12:09modify20.101.230941.234701.22345
52023.02.02 12:09modify10.101.238451.234701.22345
62023.02.02 12:15sell30.101.230140.000000.00000
72023.02.02 12:15modify30.101.230141.233201.22345
82023.02.02 12:15modify20.101.230941.233201.22345
92023.02.02 12:15modify10.101.238451.233201.22345
102023.02.02 12:16sell40.101.228690.000000.00000
112023.02.02 12:16modify40.101.228691.233201.22345
122023.02.02 17:52t/p10.101.223451.233201.22345150.0010150.00
132023.02.02 17:52t/p20.101.223451.233201.2234574.9010224.90
142023.02.02 17:52t/p30.101.223451.233201.2234566.9010291.80
152023.02.02 17:52t/p40.101.223451.233201.2234552.4010344.20
162023.02.24 20:00buy50.101.194610.000000.00000
172023.02.24 20:00modify50.101.194611.187611.20961
182023.02.27 13:47buy60.101.202110.000000.00000
192023.02.27 13:47modify60.101.202111.198361.20961
202023.02.27 13:47modify50.101.194611.198361.20961
212023.02.27 14:28buy70.101.202860.000000.00000
222023.02.27 14:28modify70.101.202861.199861.20961
232023.02.27 14:28modify60.101.202111.199861.20961
242023.02.27 14:28modify50.101.194611.199861.20961
252023.02.27 15:15buy80.101.204380.000000.00000
262023.02.27 15:15modify80.101.204381.199861.20961
272023.02.28 09:06t/p50.101.209611.199861.20961149.6410493.84
282023.02.28 09:06t/p60.101.209611.199861.2096174.8210568.66
292023.02.28 09:06t/p70.101.209611.199861.2096167.3210635.98
302023.02.28 09:06t/p80.101.209611.199861.2096152.1210688.10
312023.03.08 08:00buy90.101.182740.000000.00000
322023.03.08 08:00modify90.101.182741.175741.19774
332023.03.09 11:06buy100.101.190250.000000.00000
342023.03.09 11:06modify100.101.190251.186491.19774
352023.03.09 11:06modify90.101.182741.186491.19774
362023.03.09 13:32buy110.101.191000.000000.00000
372023.03.09 13:32modify110.101.191001.187991.19774
382023.03.09 13:32modify100.101.190251.187991.19774
392023.03.09 13:32modify90.101.182741.187991.19774
402023.03.09 14:46buy120.101.192500.000000.00000
412023.03.09 14:46modify120.101.192501.187991.19774
422023.03.10 09:41t/p90.101.197741.187991.19774149.2810837.39
432023.03.10 09:41t/p100.101.197741.187991.1977474.7210912.11
442023.03.10 09:41t/p110.101.197741.187991.1977467.2210979.33
452023.03.10 09:41t/p120.101.197741.187991.1977452.2211031.55
462023.03.21 00:00sell130.101.227310.000000.00000
472023.03.21 00:00modify130.101.227311.234311.21231
482023.03.21 15:36sell140.101.219780.000000.00000
492023.03.21 15:36modify140.101.219781.223561.21231
502023.03.21 15:36modify130.101.227311.223561.21231
512023.03.21 15:41sell150.101.219060.000000.00000
522023.03.21 15:41modify150.101.219061.222061.21231
532023.03.21 15:41modify140.101.219781.222061.21231
542023.03.21 15:41modify130.101.227311.222061.21231
552023.03.21 19:02s/l130.101.222061.222061.2123152.5011084.05
562023.03.21 19:02s/l140.101.222061.222061.21231-22.8011061.25
572023.03.21 19:02s/l150.101.222061.222061.21231-30.0011031.25
582023.04.05 00:00sell160.101.249840.000000.00000
592023.04.05 00:00modify160.101.249841.256841.23484
602023.04.06 13:04sell170.101.242320.000000.00000
612023.04.06 13:04modify170.101.242321.246091.23484
622023.04.06 13:04modify160.101.249841.246091.23484
632023.04.06 13:11sell180.101.241560.000000.00000
642023.04.06 13:11modify180.101.241561.244591.23484
652023.04.06 13:11modify170.101.242321.244591.23484
662023.04.06 13:11modify160.101.249841.244591.23484
672023.04.06 15:39s/l160.101.244591.244591.2348452.3611083.61
682023.04.06 15:39s/l170.101.244591.244591.23484-22.7011060.91
692023.04.06 15:39s/l180.101.244591.244591.23484-30.3011030.61
702023.04.13 20:00sell190.101.252440.000000.00000
712023.04.13 20:00modify190.101.252441.259441.23744
722023.04.14 14:00sell200.101.244910.000000.00000
732023.04.14 14:00modify200.101.244911.248691.23744
742023.04.14 14:00modify190.101.252441.248691.23744
752023.04.14 14:00sell210.101.244160.000000.00000
762023.04.14 14:00modify210.101.244161.247191.23744
772023.04.14 14:00modify200.101.244911.247191.23744
782023.04.14 14:00modify190.101.252441.247191.23744
792023.04.14 15:26sell220.101.242680.000000.00000
802023.04.14 15:26modify220.101.242681.247191.23744
812023.04.17 14:04t/p190.101.237441.247191.23744149.9111180.52
822023.04.17 14:04t/p200.101.237441.247191.2374474.6511255.17
832023.04.17 14:04t/p210.101.237441.247191.2374467.1511322.32
842023.04.17 14:04t/p220.101.237441.247191.2374452.3511374.68
852023.05.19 00:00buy230.101.241390.000000.00000
862023.05.19 00:00modify230.101.241391.234391.25639
872023.05.25 01:52s/l230.101.234391.234391.25639-71.0711303.60
882023.06.01 20:00sell240.101.253000.000000.00000
892023.06.01 20:00modify240.101.253001.260001.23800
902023.06.02 16:48sell250.101.245500.000000.00000
912023.06.02 16:48modify250.101.245501.249251.23800
922023.06.02 16:48modify240.101.253001.249251.23800
932023.06.02 17:06sell260.101.244750.000000.00000
942023.06.02 17:06modify260.101.244751.247751.23800
952023.06.02 17:06modify250.101.245501.247751.23800
962023.06.02 17:06modify240.101.253001.247751.23800
972023.06.04 23:10sell270.101.243250.000000.00000
982023.06.04 23:10modify270.101.243251.247751.23800
992023.06.05 12:33t/p240.101.238001.247751.23800149.9111453.51
1002023.06.05 12:33t/p250.101.238001.247751.2380074.9511528.46
1012023.06.05 12:33t/p260.101.238001.247751.2380067.4511595.91
1022023.06.05 12:33t/p270.101.238001.247751.2380052.4511648.37
1032023.06.09 20:00sell280.101.257670.000000.00000
1042023.06.09 20:00modify280.101.257671.264671.24267
1052023.06.12 15:04sell290.101.250150.000000.00000
1062023.06.12 15:04modify290.101.250151.253921.24267
1072023.06.12 15:04modify280.101.257671.253921.24267
1082023.06.12 15:45sell300.101.249420.000000.00000
1092023.06.12 15:45modify300.101.249421.252421.24267
1102023.06.12 15:45modify290.101.250151.252421.24267
1112023.06.12 15:45modify280.101.257671.252421.24267
1122023.06.13 01:16s/l280.101.252421.252421.2426752.4111700.77
1132023.06.13 01:16s/l290.101.252421.252421.24267-22.7511678.03
1142023.06.13 01:16s/l300.101.252421.252421.24267-30.0511647.98
1152023.06.28 20:00buy310.101.264400.000000.00000
1162023.06.28 20:00modify310.101.264401.257401.27940
1172023.06.30 14:13buy320.101.271960.000000.00000
1182023.06.30 14:13modify320.101.271961.268151.27940
1192023.06.30 14:13modify310.101.264401.268151.27940
1202023.06.30 14:20buy330.101.272690.000000.00000
1212023.06.30 14:20modify330.101.272691.269651.27940
1222023.06.30 14:20modify320.101.271961.269651.27940
1232023.06.30 14:20modify310.101.264401.269651.27940
1242023.06.30 18:46s/l310.101.269651.269651.2794051.7811699.76
1252023.06.30 18:46s/l320.101.269651.269651.27940-23.1011676.66
1262023.06.30 18:46s/l330.101.269651.269651.27940-30.4011646.26
1272023.07.07 20:00sell340.101.282990.000000.00000
1282023.07.07 20:00modify340.101.282991.289991.26799
1292023.07.10 12:42sell350.101.275490.000000.00000
1302023.07.10 12:42modify350.101.275491.279241.26799
1312023.07.10 12:42modify340.101.282991.279241.26799
1322023.07.10 13:54s/l340.101.279241.279241.2679937.4511683.72
1332023.07.10 13:54s/l350.101.279241.279241.26799-37.5011646.22
1342023.07.14 00:00sell360.101.312780.000000.00000
1352023.07.14 00:00modify360.101.312781.319781.29778
1362023.07.17 13:35sell370.101.305180.000000.00000
1372023.07.17 13:35modify370.101.305181.309031.29778
1382023.07.17 13:35modify360.101.312781.309031.29778
1392023.07.17 14:11s/l360.101.309031.309031.2977837.4511683.67
1402023.07.17 14:11s/l370.101.309031.309031.29778-38.5011645.17
1412023.07.28 00:00buy380.101.279580.000000.00000
1422023.07.28 00:00modify380.101.279581.272581.29458
1432023.07.28 11:12buy390.101.287100.000000.00000
1442023.07.28 11:12modify390.101.287101.283331.29458
1452023.07.28 11:12modify380.101.279581.283331.29458
1462023.07.28 11:23buy400.101.287850.000000.00000
1472023.07.28 11:23modify400.101.287851.284831.29458
1482023.07.28 11:23modify390.101.287101.284831.29458
1492023.07.28 11:23modify380.101.279581.284831.29458
1502023.07.28 13:19s/l380.101.284831.284831.2945852.5011697.67
1512023.07.28 13:19s/l390.101.284831.284831.29458-22.7011674.97
1522023.07.28 13:19s/l400.101.284831.284831.29458-30.2011644.77
1532023.08.25 08:00buy410.101.257790.000000.00000
1542023.08.25 08:00modify410.101.257791.250791.27279
1552023.08.25 14:04buy420.101.265300.000000.00000
1562023.08.25 14:04modify420.101.265301.261541.27279
1572023.08.25 14:04modify410.101.257791.261541.27279
1582023.08.25 14:08s/l410.101.261541.261541.2727937.5011682.27
1592023.08.25 14:08s/l420.101.261541.261541.27279-37.6011644.67
1602023.08.30 20:00sell430.101.271700.000000.00000
1612023.08.30 20:00modify430.101.271701.278701.25670
1622023.09.01 06:30sell440.101.264190.000000.00000
1632023.09.01 06:30modify440.101.264191.267951.25670
1642023.09.01 06:30modify430.101.271701.267951.25670
1652023.09.01 07:26s/l430.101.267951.267951.2567037.3111681.98
1662023.09.01 07:26s/l440.101.267951.267951.25670-37.6011644.38
1672023.09.22 16:00buy450.101.225770.000000.00000
1682023.09.22 16:00modify450.101.225771.218771.24077
1692023.09.26 06:03s/l450.101.218771.218771.24077-70.3611574.02
1702023.09.26 12:00buy460.101.217960.000000.00000
1712023.09.26 12:00modify460.101.217961.210961.23296
1722023.09.29 07:38buy470.101.225460.000000.00000
1732023.09.29 07:38modify470.101.225461.221711.23296
1742023.09.29 07:38modify460.101.217961.221711.23296
1752023.09.29 09:58buy480.101.226210.000000.00000
1762023.09.29 09:58modify480.101.226211.223211.23296
1772023.09.29 09:58modify470.101.225461.223211.23296
1782023.09.29 09:58modify460.101.217961.223211.23296
1792023.09.29 13:33s/l460.101.223211.223211.2329651.6011625.63
1802023.09.29 13:33s/l470.101.223211.223211.23296-22.5011603.13
1812023.09.29 13:33s/l480.101.223211.223211.23296-30.0011573.13
1822023.10.03 08:00buy490.101.208590.000000.00000
1832023.10.03 08:00modify490.101.208591.201591.22359
1842023.10.04 12:17buy500.101.216130.000000.00000
1852023.10.04 12:17modify500.101.216131.212341.22359
1862023.10.04 12:17modify490.101.208591.212341.22359
1872023.10.04 12:46buy510.101.216900.000000.00000
1882023.10.04 12:46modify510.101.216901.213841.22359
1892023.10.04 12:46modify500.101.216131.213841.22359
1902023.10.04 12:46modify490.101.208591.213841.22359
1912023.10.04 14:00s/l490.101.213841.213841.2235952.3211625.45
1922023.10.04 14:00s/l500.101.213841.213841.22359-22.9011602.55
1932023.10.04 14:00s/l510.101.213841.213841.22359-30.6011571.95
1942023.10.04 20:00sell520.101.215010.000000.00000
1952023.10.04 20:00modify520.101.215011.222011.20001
1962023.10.06 10:37s/l520.101.222011.222011.20001-70.1911501.76
1972023.10.10 20:00sell530.101.228420.000000.00000
1982023.10.10 20:00modify530.101.228421.235421.21342
1992023.10.12 15:26sell540.101.220910.000000.00000
2002023.10.12 15:26modify540.101.220911.224671.21342
2012023.10.12 15:26modify530.101.228421.224671.21342
2022023.10.12 15:50sell550.101.220130.000000.00000
2032023.10.12 15:50modify550.101.220131.223171.21342
2042023.10.12 15:50modify540.101.220911.223171.21342
2052023.10.12 15:50modify530.101.228421.223171.21342
2062023.10.12 17:08sell560.101.218660.000000.00000
2072023.10.12 17:08modify560.101.218661.223171.21342
2082023.10.13 15:53t/p530.101.213421.223171.21342149.7611651.53
2092023.10.13 15:53t/p540.101.213421.223171.2134274.8511726.38
2102023.10.13 15:53t/p550.101.213421.223171.2134267.0511793.43
2112023.10.13 15:53t/p560.101.213421.223171.2134252.3511845.78
2122023.10.19 12:00buy570.101.212380.000000.00000
2132023.10.19 12:00modify570.101.212381.205381.22738
2142023.10.23 14:18buy580.101.219880.000000.00000
2152023.10.23 14:18modify580.101.219881.216131.22738
2162023.10.23 14:18modify570.101.212381.216131.22738
2172023.10.23 14:20buy590.101.220660.000000.00000
2182023.10.23 14:20modify590.101.220661.217631.22738
2192023.10.23 14:20modify580.101.219881.217631.22738
2202023.10.23 14:20modify570.101.212381.217631.22738
2212023.10.23 15:13buy600.101.222130.000000.00000
2222023.10.23 15:13modify600.101.222131.217631.22738
2232023.10.24 02:33t/p570.101.227381.217631.22738149.4611995.25
2242023.10.24 02:33t/p580.101.227381.217631.2273874.8212070.07
2252023.10.24 02:33t/p590.101.227381.217631.2273867.0212137.09
2262023.10.24 02:33t/p600.101.227381.217631.2273852.3212189.41
2272023.10.24 08:00sell610.101.226250.000000.00000
2282023.10.24 08:00modify610.101.226251.233251.21125
2292023.10.24 13:45sell620.101.217900.000000.00000
2302023.10.24 13:45modify620.101.217901.221001.21125
2312023.10.24 13:45modify610.101.226251.221001.21125
2322023.10.24 13:57sell630.101.218750.000000.00000
2332023.10.24 13:57modify630.101.218751.222501.21125
2342023.10.24 13:57modify630.101.218751.221001.21125
2352023.10.24 15:21sell640.101.216500.000000.00000
2362023.10.24 15:21modify640.101.216501.221001.21125
2372023.10.25 20:34t/p610.101.211251.221001.21125149.9512339.36
2382023.10.25 20:34t/p620.101.211251.221001.2112566.4512405.82
2392023.10.25 20:34t/p630.101.211251.221001.2112574.9512480.77
2402023.10.25 20:34t/p640.101.211251.221001.2112552.4512533.22
2412023.11.06 00:00sell650.101.237180.000000.00000
2422023.11.06 00:00modify650.101.237181.244181.22218
2432023.11.07 10:07sell660.101.229680.000000.00000
2442023.11.07 10:07modify660.101.229681.233431.22218
2452023.11.07 10:07modify650.101.237181.233431.22218
2462023.11.07 11:17sell670.101.228930.000000.00000
2472023.11.07 11:17modify670.101.228931.231931.22218
2482023.11.07 11:17modify660.101.229681.231931.22218
2492023.11.07 11:17modify650.101.237181.231931.22218
2502023.11.07 17:26sell680.101.227430.000000.00000
2512023.11.07 17:26modify680.101.227431.231931.22218
2522023.11.09 19:36t/p650.101.222181.231931.22218149.7612682.99
2532023.11.09 19:36t/p660.101.222181.231931.2221874.8112757.80
2542023.11.09 19:36t/p670.101.222181.231931.2221867.3112825.11
2552023.11.09 19:36t/p680.101.222181.231931.2221852.3112877.42
2562023.11.15 00:00sell690.101.249300.000000.00000
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2582023.11.15 14:51sell700.101.241770.000000.00000
2592023.11.15 14:51modify700.101.241771.245551.23430
2602023.11.15 14:51modify690.101.249301.245551.23430
2612023.11.15 14:55sell710.101.241050.000000.00000
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2632023.11.15 14:55modify700.101.241771.244051.23430
2642023.11.15 14:55modify690.101.249301.244051.23430
2652023.11.15 15:49s/l690.101.244051.244051.2343052.5012929.92
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2672023.11.15 15:49s/l710.101.244051.244051.23430-30.0012877.12
2682023.11.21 00:00sell720.101.250790.000000.00000
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2702023.11.24 12:15s/l720.101.257791.257791.23579-70.2312806.89
2712023.11.24 20:00sell730.101.260820.000000.00000
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2732023.11.28 15:39s/l730.101.267821.267821.24582-70.0912736.79
2742023.11.29 04:00sell740.101.270730.000000.00000
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2762023.11.30 11:23sell750.101.263170.000000.00000
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2782023.11.30 11:23modify740.101.270731.266981.25573
2792023.11.30 13:26s/l740.101.266981.266981.2557337.3612774.15
2802023.11.30 13:26s/l750.101.266981.266981.25573-38.1012736.05
2812023.12.14 20:00sell760.101.275740.000000.00000
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2852023.12.15 18:20modify760.101.275741.271991.26074
2862023.12.15 18:46sell780.101.267480.000000.00000
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2882023.12.15 18:46modify770.101.268241.270491.26074
2892023.12.15 18:46modify760.101.275741.270491.26074
2902023.12.18 07:39s/l760.101.270491.270491.2607452.4112788.46
2912023.12.18 07:39s/l770.101.270491.270491.26074-22.5512765.91
2922023.12.18 07:39s/l780.101.270491.270491.26074-30.1512735.77