Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 test2614Ticks modelled4228Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1484.86Gross profit3383.99Gross loss-1899.13
Profit factor1.78Expected payoff20.34
Absolute drawdown14.58Maximal drawdown558.37 (5.30%)Relative drawdown5.30% (558.37)
Total trades73Short positions (won %)42 (61.90%)Long positions (won %)31 (45.16%)
Profit trades (% of total)40 (54.79%)Loss trades (% of total)33 (45.21%)
Largestprofit trade119.95loss trade-81.79
Averageprofit trade84.60loss trade-57.55
Maximumconsecutive wins (profit in money)7 (657.59)consecutive losses (loss in money)4 (-262.73)
Maximalconsecutive profit (count of wins)657.59 (7)consecutive loss (count of losses)-262.73 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.03 20:00sell10.101.204400.000000.00000
22023.03.03 20:00modify10.101.204401.212401.19240
32023.03.07 16:00t/p10.101.192401.212401.19240119.9110119.91
42023.03.07 16:00buy20.101.187830.000000.00000
52023.03.07 16:00modify20.101.187831.179831.19983
62023.03.10 12:00t/p20.101.199831.179831.19983119.1110239.01
72023.03.10 12:00sell30.101.199270.000000.00000
82023.03.10 12:00modify30.101.199271.207271.18727
92023.03.10 16:00s/l30.101.207271.207271.18727-80.0010159.01
102023.03.13 16:00sell40.101.215800.000000.00000
112023.03.13 16:00modify40.101.215801.223801.20380
122023.03.15 16:00t/p40.101.203801.223801.20380119.9110278.92
132023.03.20 16:00sell50.101.225510.000000.00000
142023.03.20 16:00modify50.101.225511.233511.21351
152023.03.22 20:00s/l50.101.233511.233511.21351-80.0910198.82
162023.04.03 12:00sell60.101.238280.000000.00000
172023.04.03 12:00modify60.101.238281.246281.22628
182023.04.04 08:00s/l60.101.246281.246281.22628-80.0510118.78
192023.04.10 16:00buy70.101.236000.000000.00000
202023.04.10 16:00modify70.101.236001.228001.24800
212023.04.11 08:00buy80.101.242690.000000.00000
222023.04.11 08:00modify80.101.242691.240201.24800
232023.04.11 08:00buy90.101.242690.000000.00000
242023.04.11 08:00modify90.101.242691.240201.24800
252023.04.11 08:00modify70.101.236001.240201.24800
262023.04.12 12:00s/l70.101.240201.240201.2480041.6410160.42
272023.04.12 12:00s/l80.101.240201.240201.24800-25.0810135.34
282023.04.12 12:00s/l90.101.240201.240201.24800-25.0810110.26
292023.04.14 16:00buy100.101.241880.000000.00000
302023.04.14 16:00modify100.101.241881.233881.25388
312023.04.19 08:00buy110.101.246190.000000.00000
322023.04.19 08:00modify110.101.246191.244281.25388
332023.04.19 08:00modify100.101.241881.244281.25388
342023.04.19 12:00s/l100.101.244281.244281.2538823.4610133.72
352023.04.19 12:00s/l110.101.244281.244281.25388-19.1010114.62
362023.04.25 12:00buy120.101.243000.000000.00000
372023.04.25 12:00modify120.101.243001.235001.25500
382023.04.27 00:00buy130.101.247340.000000.00000
392023.04.27 00:00modify130.101.247341.245401.25500
402023.04.27 00:00modify120.101.243001.245401.25500
412023.04.27 12:00s/l120.101.245401.245401.2550023.2810137.91
422023.04.27 12:00s/l130.101.245401.245401.25500-19.4010118.51
432023.04.28 16:00sell140.101.258010.000000.00000
442023.04.28 16:00modify140.101.258011.266011.24601
452023.05.02 12:00t/p140.101.246011.266011.24601119.9110238.41
462023.05.11 16:00buy150.101.250280.000000.00000
472023.05.11 16:00modify150.101.250281.242281.26228
482023.05.17 08:00s/l150.101.242281.242281.26228-80.7210157.70
492023.05.30 12:00sell160.101.243440.000000.00000
502023.05.30 12:00modify160.101.243441.251441.23144
512023.06.01 16:00s/l160.101.251441.251441.23144-80.1910077.51
522023.06.01 16:00sell170.101.253270.000000.00000
532023.06.01 16:00modify170.101.253271.261271.24127
542023.06.02 16:00sell180.101.246580.000000.00000
552023.06.02 16:00modify180.101.246581.249071.24127
562023.06.02 16:00sell190.101.246580.000000.00000
572023.06.02 16:00modify190.101.246581.249071.24127
582023.06.02 16:00modify170.101.253271.249071.24127
592023.06.05 08:00t/p170.101.241271.249071.24127119.9110197.42
602023.06.05 08:00t/p180.101.241271.249071.2412753.0510250.47
612023.06.05 08:00t/p190.101.241271.249071.2412753.0510303.52
622023.06.08 16:00sell200.101.254440.000000.00000
632023.06.08 16:00modify200.101.254441.262441.24244
642023.06.13 20:00s/l200.101.262441.262441.24244-80.1410223.38
652023.06.14 16:00sell210.101.269390.000000.00000
662023.06.14 16:00modify210.101.269391.277391.25739
672023.06.15 20:00s/l210.101.277391.277391.25739-80.1410143.24
682023.06.28 12:00buy220.101.266710.000000.00000
692023.06.28 12:00modify220.101.266711.258711.27871
702023.06.30 16:00buy230.101.271150.000000.00000
712023.06.30 16:00modify230.101.271151.269111.27871
722023.06.30 16:00modify220.101.266711.269111.27871
732023.07.02 20:00s/l220.101.269111.269111.2787123.2810166.52
742023.07.02 20:00s/l230.101.269111.269111.27871-20.4010146.12
752023.07.06 12:00sell240.101.277340.000000.00000
762023.07.06 12:00modify240.101.277341.285341.26534
772023.07.07 08:00sell250.101.273140.000000.00000
782023.07.07 08:00modify250.101.273141.274941.26534
792023.07.07 08:00modify240.101.277341.274941.26534
802023.07.07 12:00s/l240.101.274941.274941.2653423.9510170.08
812023.07.07 12:00s/l250.101.274941.274941.26534-18.0010152.08
822023.07.07 16:00sell260.101.283770.000000.00000
832023.07.07 16:00modify260.101.283771.291771.27177
842023.07.11 12:00s/l260.101.291771.291771.27177-80.0910071.98
852023.07.13 16:00sell270.101.309520.000000.00000
862023.07.13 16:00modify270.101.309521.317521.29752
872023.07.18 16:00sell280.101.305120.000000.00000
882023.07.18 16:00modify280.101.305121.307121.29752
892023.07.18 16:00modify270.101.309521.307121.29752
902023.07.19 08:00t/p270.101.297521.307121.29752119.8110191.79
912023.07.19 08:00t/p280.101.297521.307121.2975275.9510267.75
922023.07.20 16:00buy290.101.285030.000000.00000
932023.07.20 16:00modify290.101.285031.277031.29703
942023.07.27 04:00t/p290.101.297031.277031.29703118.7510386.49
952023.07.27 16:00buy300.101.287010.000000.00000
962023.07.27 16:00modify300.101.287011.279011.29901
972023.07.27 20:00s/l300.101.279011.279011.29901-80.0010306.49
982023.07.28 12:00sell310.101.286940.000000.00000
992023.07.28 12:00modify310.101.286941.294941.27494
1002023.08.01 16:00t/p310.101.274941.294941.27494119.9110426.40
1012023.08.01 16:00buy320.101.275020.000000.00000
1022023.08.01 16:00modify320.101.275021.267021.28702
1032023.08.02 08:00buy330.101.279480.000000.00000
1042023.08.02 08:00modify330.101.279481.277421.28702
1052023.08.02 08:00modify320.101.275021.277421.28702
1062023.08.02 12:00s/l320.101.277421.277421.2870223.8210450.22
1072023.08.02 12:00s/l330.101.277421.277421.28702-20.6010429.62
1082023.08.02 16:00buy340.101.271380.000000.00000
1092023.08.02 16:00modify340.101.271381.263381.28338
1102023.08.03 12:00s/l340.101.263381.263381.28338-80.5410349.08
1112023.08.03 12:00buy350.101.264940.000000.00000
1122023.08.03 12:00modify350.101.264941.256941.27694
1132023.08.04 00:00buy360.101.271830.000000.00000
1142023.08.04 00:00modify360.101.271831.269141.27694
1152023.08.04 00:00buy370.101.271830.000000.00000
1162023.08.04 00:00modify370.101.271831.269141.27694
1172023.08.04 00:00modify350.101.264941.269141.27694
1182023.08.04 16:00s/l350.101.269141.269141.2769441.8210390.91
1192023.08.04 16:00s/l360.101.269141.269141.27694-26.9010364.01
1202023.08.04 16:00s/l370.101.269141.269141.27694-26.9010337.11
1212023.08.04 16:00sell380.101.277280.000000.00000
1222023.08.04 16:00modify380.101.277281.285281.26528
1232023.08.14 16:00t/p380.101.265281.285281.26528119.6210456.73
1242023.08.23 12:00buy390.101.263190.000000.00000
1252023.08.23 12:00modify390.101.263191.255191.27519
1262023.08.25 16:00s/l390.101.255191.255191.27519-80.7210376.01
1272023.08.30 16:00sell400.101.272360.000000.00000
1282023.08.30 16:00modify400.101.272361.280361.26036
1292023.08.31 12:00sell410.101.268050.000000.00000
1302023.08.31 12:00modify410.101.268051.269961.26036
1312023.08.31 12:00modify400.101.272361.269961.26036
1322023.09.01 16:00s/l400.101.269961.269961.2603623.8110399.83
1332023.09.01 16:00s/l410.101.269961.269961.26036-19.1510380.68
1342023.09.01 16:00buy420.101.259410.000000.00000
1352023.09.01 16:00modify420.101.259411.251411.27141
1362023.09.06 16:00s/l420.101.251411.251411.27141-80.5410300.14
1372023.09.06 16:00buy430.101.250050.000000.00000
1382023.09.06 16:00modify430.101.250051.242051.26205
1392023.09.14 16:00s/l430.101.242051.242051.26205-81.7910218.35
1402023.09.14 16:00buy440.101.241060.000000.00000
1412023.09.14 16:00modify440.101.241061.233061.25306
1422023.09.21 00:00s/l440.101.233061.233061.25306-81.2510137.10
1432023.09.28 12:00sell450.101.220730.000000.00000
1442023.09.28 12:00modify450.101.220731.228731.20873
1452023.10.03 00:00t/p450.101.208731.228731.20873119.8610256.96
1462023.10.04 16:00sell460.101.215410.000000.00000
1472023.10.04 16:00modify460.101.215411.223411.20341
1482023.10.06 16:00s/l460.101.223411.223411.20341-80.1910176.77
1492023.10.06 16:00sell470.101.225260.000000.00000
1502023.10.06 16:00modify470.101.225261.233261.21326
1512023.10.11 16:00s/l470.101.233261.233261.21326-80.1410096.63
1522023.10.12 16:00buy480.101.221410.000000.00000
1532023.10.12 16:00modify480.101.221411.213411.23341
1542023.10.13 16:00s/l480.101.213411.213411.23341-80.1810016.45
1552023.10.13 16:00buy490.101.213910.000000.00000
1562023.10.13 16:00modify490.101.213911.205911.22591
1572023.10.16 12:00buy500.101.218130.000000.00000
1582023.10.16 12:00modify500.101.218131.216311.22591
1592023.10.16 12:00modify490.101.213911.216311.22591
1602023.10.16 16:00s/l490.101.216311.216311.2259123.8210040.27
1612023.10.16 16:00s/l500.101.216311.216311.22591-18.2010022.07
1622023.10.23 16:00sell510.101.223160.000000.00000
1632023.10.23 16:00modify510.101.223161.231161.21116
1642023.10.24 20:00sell520.101.216290.000000.00000
1652023.10.24 20:00modify520.101.216291.218961.21116
1662023.10.24 20:00sell530.101.216290.000000.00000
1672023.10.24 20:00modify530.101.216291.218961.21116
1682023.10.24 20:00modify510.101.223161.218961.21116
1692023.10.26 00:00t/p510.101.211161.218961.21116119.7710141.83
1702023.10.26 00:00t/p520.101.211161.218961.2111651.1110192.95
1712023.10.26 00:00t/p530.101.211161.218961.2111651.1110244.06
1722023.11.03 16:00sell540.101.237100.000000.00000
1732023.11.03 16:00modify540.101.237101.245101.22510
1742023.11.08 12:00t/p540.101.225101.245101.22510119.8610363.92
1752023.11.09 20:00buy550.101.222320.000000.00000
1762023.11.09 20:00modify550.101.222321.214321.23432
1772023.11.14 16:00t/p550.101.234321.214321.23432119.4610483.38
1782023.11.14 16:00sell560.101.245630.000000.00000
1792023.11.14 16:00modify560.101.245631.253631.23363
1802023.11.16 04:00sell570.101.238780.000000.00000
1812023.11.16 04:00modify570.101.238781.241431.23363
1822023.11.16 04:00sell580.101.238780.000000.00000
1832023.11.16 04:00modify580.101.238781.241431.23363
1842023.11.16 04:00modify560.101.245631.241431.23363
1852023.11.16 12:00s/l560.101.241431.241431.2336341.8110525.19
1862023.11.16 12:00s/l570.101.241431.241431.23363-26.5010498.69
1872023.11.16 12:00s/l580.101.241431.241431.23363-26.5010472.19
1882023.11.22 16:00buy590.101.246130.000000.00000
1892023.11.22 16:00modify590.101.246131.238131.25813
1902023.11.24 16:00t/p590.101.258131.238131.25813119.2810591.48
1912023.11.24 16:00sell600.101.261240.000000.00000
1922023.11.24 16:00modify600.101.261241.269241.24924
1932023.11.28 16:00s/l600.101.269241.269241.24924-80.0910511.38
1942023.11.28 20:00sell610.101.269840.000000.00000
1952023.11.28 20:00modify610.101.269841.277841.25784
1962023.12.06 20:00t/p610.101.257841.277841.25784119.6210631.01
1972023.12.13 20:00sell620.101.262660.000000.00000
1982023.12.13 20:00modify620.101.262661.270661.25066
1992023.12.14 16:00s/l620.101.270661.270661.25066-80.1410550.87
2002023.12.14 16:00sell630.101.275900.000000.00000
2012023.12.14 16:00modify630.101.275901.283901.26390
2022023.12.18 08:00sell640.101.269040.000000.00000
2032023.12.18 08:00modify640.101.269041.271701.26390
2042023.12.18 08:00sell650.101.269040.000000.00000
2052023.12.18 08:00modify650.101.269041.271701.26390
2062023.12.18 08:00modify630.101.275901.271701.26390
2072023.12.18 16:00t/p630.101.263901.271701.26390119.9110670.77
2082023.12.18 16:00t/p640.101.263901.271701.2639051.4010722.17
2092023.12.18 16:00t/p650.101.263901.271701.2639051.4010773.57
2102023.12.19 16:00sell660.101.273830.000000.00000
2112023.12.19 16:00modify660.101.273831.281831.26183
2122023.12.21 12:00t/p660.101.261831.281831.26183119.8110893.38
2132023.12.27 16:00sell670.101.278830.000000.00000
2142023.12.27 16:00modify670.101.278831.286831.26683
2152023.12.29 20:00sell680.101.274590.000000.00000
2162023.12.29 20:00modify680.101.274591.276431.26683
2172023.12.29 20:00modify670.101.278831.276431.26683
2182024.01.02 12:00t/p670.101.266831.276431.26683119.7211013.10
2192024.01.02 12:00t/p680.101.266831.276431.2668377.5111090.61
2202024.01.02 12:00buy690.101.266530.000000.00000
2212024.01.02 12:00modify690.101.266531.258531.27853
2222024.01.12 16:00t/p690.101.278531.258531.27853117.8511208.46
2232024.01.17 12:00sell700.101.269120.000000.00000
2242024.01.17 12:00modify700.101.269121.277121.25712
2252024.01.24 12:00s/l700.101.277121.277121.25712-80.3311128.13
2262024.02.01 20:00sell710.101.274670.000000.00000
2272024.02.01 20:00modify710.101.274671.282671.26267
2282024.02.02 20:00t/p710.101.262671.282671.26267119.9511248.08
2292024.02.05 16:00buy720.101.252300.000000.00000
2302024.02.05 16:00modify720.101.252301.244301.26430
2312024.02.12 04:00t/p720.101.264301.244301.26430118.7511366.83
2322024.02.13 20:00buy730.101.257680.000000.00000
2332024.02.13 20:00modify730.101.257681.249681.26968
2342024.02.22 12:00t/p730.101.269681.249681.26968118.0311484.86