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 20:00 (2023.03.01 - 2024.03.01)
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=8; 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=70; 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=40; 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=22; 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 modelled79389Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1588.76Gross profit2318.76Gross loss-730.01
Profit factor3.18Expected payoff33.10
Absolute drawdown117.57Maximal drawdown301.80 (2.76%)Relative drawdown2.76% (301.80)
Total trades48Short positions (won %)28 (75.00%)Long positions (won %)20 (45.00%)
Profit trades (% of total)30 (62.50%)Loss trades (% of total)18 (37.50%)
Largestprofit trade149.95loss trade-70.36
Averageprofit trade77.29loss trade-40.56
Maximumconsecutive wins (profit in money)12 (1022.56)consecutive losses (loss in money)4 (-132.63)
Maximalconsecutive profit (count of wins)1022.56 (12)consecutive loss (count of losses)-132.63 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.09 20:00sell10.101.190970.000000.00000
22023.03.09 20:00modify10.101.190971.197971.17597
32023.03.10 09:30s/l10.101.197971.197971.17597-70.059929.95
42023.04.05 00:00sell20.101.249840.000000.00000
52023.04.05 00:00modify20.101.249841.256841.23484
62023.04.06 13:05sell30.101.242950.000000.00000
72023.04.06 13:05modify30.101.242951.247591.23484
82023.04.06 13:05modify20.101.249841.247591.23484
92023.04.07 12:20sell40.101.240640.000000.00000
102023.04.07 12:20modify40.101.240641.243841.23484
112023.04.07 12:20modify30.101.242951.243841.23484
122023.04.07 12:20modify20.101.249841.243841.23484
132023.04.07 13:40sell50.101.239980.000000.00000
142023.04.07 13:40modify50.101.239981.244591.23484
152023.04.07 13:40modify40.101.240641.244591.23484
162023.04.07 13:40modify30.101.242951.244591.23484
172023.04.07 13:40modify20.101.249841.244591.23484
182023.04.10 13:15t/p20.101.234841.244591.23484149.7610079.72
192023.04.10 13:15t/p30.101.234841.244591.2348481.0110160.72
202023.04.10 13:15t/p40.101.234841.244591.2348457.9510218.68
212023.04.10 13:15t/p50.101.234841.244591.2348451.3510270.03
222023.04.13 20:00sell60.101.252440.000000.00000
232023.04.13 20:00modify60.101.252441.259441.23744
242023.04.14 14:06sell70.101.245520.000000.00000
252023.04.14 14:06modify70.101.245521.250191.23744
262023.04.14 14:06modify60.101.252441.250191.23744
272023.04.14 14:33sell80.101.243150.000000.00000
282023.04.14 14:33modify80.101.243151.246441.23744
292023.04.14 14:33modify70.101.245521.246441.23744
302023.04.14 14:33modify60.101.252441.246441.23744
312023.04.17 12:20sell90.101.242680.000000.00000
322023.04.17 12:20modify90.101.242681.247191.23744
332023.04.17 12:20modify80.101.243151.247191.23744
342023.04.17 12:20modify70.101.245521.247191.23744
352023.04.17 12:20modify60.101.252441.247191.23744
362023.04.17 14:30t/p60.101.237441.247191.23744149.9110419.94
372023.04.17 14:30t/p70.101.237441.247191.2374480.7510500.69
382023.04.17 14:30t/p80.101.237441.247191.2374457.0510557.74
392023.04.17 14:30t/p90.101.237441.247191.2374452.4010610.14
402023.05.19 00:00buy100.101.241390.000000.00000
412023.05.19 00:00modify100.101.241391.234391.25639
422023.05.19 15:50buy110.101.248150.000000.00000
432023.05.19 15:50modify110.101.248151.243641.25639
442023.05.19 15:50modify100.101.241391.243641.25639
452023.05.19 19:40s/l100.101.243641.243641.2563922.5010632.64
462023.05.19 19:40s/l110.101.243641.243641.25639-45.1010587.54
472023.06.01 20:00sell120.101.253000.000000.00000
482023.06.01 20:00modify120.101.253001.260001.23800
492023.06.02 16:20sell130.101.246040.000000.00000
502023.06.02 16:20modify130.101.246041.250751.23800
512023.06.02 16:20modify120.101.253001.250751.23800
522023.06.04 23:30sell140.101.243060.000000.00000
532023.06.04 23:30modify140.101.243061.247751.23800
542023.06.04 23:30modify130.101.246041.247751.23800
552023.06.04 23:30modify120.101.253001.247751.23800
562023.06.05 12:30t/p120.101.238001.247751.23800149.9110737.45
572023.06.05 12:30t/p130.101.238001.247751.2380080.3510817.80
582023.06.05 12:30t/p140.101.238001.247751.2380050.5510868.35
592023.07.07 20:00sell150.101.282990.000000.00000
602023.07.07 20:00modify150.101.282991.289991.26799
612023.07.11 06:30s/l150.101.289991.289991.26799-70.0910798.26
622023.07.28 00:00buy160.101.279580.000000.00000
632023.07.28 00:00modify160.101.279581.272581.29458
642023.07.28 11:20buy170.101.286580.000000.00000
652023.07.28 11:20modify170.101.286581.281831.29458
662023.07.28 11:20modify160.101.279581.281831.29458
672023.07.28 12:05buy180.101.288800.000000.00000
682023.07.28 12:05modify180.101.288801.285581.29458
692023.07.28 12:05modify170.101.286581.285581.29458
702023.07.28 12:05modify160.101.279581.285581.29458
712023.07.28 13:30s/l160.101.285581.285581.2945860.0010858.26
722023.07.28 13:30s/l170.101.285581.285581.29458-10.0010848.26
732023.07.28 13:30s/l180.101.285581.285581.29458-32.2010816.06
742023.08.30 20:00sell190.101.271700.000000.00000
752023.08.30 20:00modify190.101.271701.278701.25670
762023.09.01 06:20sell200.101.264910.000000.00000
772023.09.01 06:20modify200.101.264911.269451.25670
782023.09.01 06:20modify190.101.271701.269451.25670
792023.09.01 12:30s/l190.101.269451.269451.2567022.3110838.37
802023.09.01 12:30s/l200.101.269451.269451.25670-45.4010792.97
812023.09.22 16:00buy210.101.225770.000000.00000
822023.09.22 16:00modify210.101.225771.218771.24077
832023.09.26 06:06s/l210.101.218771.218771.24077-70.3610722.61
842023.09.26 12:00buy220.101.217960.000000.00000
852023.09.26 12:00modify220.101.217961.210961.23296
862023.09.29 06:40buy230.101.224900.000000.00000
872023.09.29 06:40modify230.101.224901.220211.23296
882023.09.29 06:40modify220.101.217961.220211.23296
892023.09.29 10:40buy240.101.227200.000000.00000
902023.09.29 10:40modify240.101.227201.223961.23296
912023.09.29 10:40modify230.101.224901.223961.23296
922023.09.29 10:40modify220.101.217961.223961.23296
932023.09.29 12:05s/l220.101.223961.223961.2329659.1010781.72
942023.09.29 12:05s/l230.101.223961.223961.23296-9.4010772.32
952023.09.29 12:05s/l240.101.223961.223961.23296-32.4010739.92
962023.10.03 08:00buy250.101.208590.000000.00000
972023.10.03 08:00modify250.101.208591.201591.22359
982023.10.04 13:15buy260.101.217630.000000.00000
992023.10.04 13:15modify260.101.217631.214591.22359
1002023.10.04 13:15modify250.101.208591.214591.22359
1012023.10.04 13:40s/l250.101.214591.214591.2235959.8210799.74
1022023.10.04 13:40s/l260.101.214591.214591.22359-30.4010769.34
1032023.10.04 20:00sell270.101.215010.000000.00000
1042023.10.04 20:00modify270.101.215011.222011.20001
1052023.10.06 10:40s/l270.101.222011.222011.20001-70.1910699.15
1062023.10.10 20:00sell280.101.228420.000000.00000
1072023.10.10 20:00modify280.101.228421.235421.21342
1082023.10.12 14:50sell290.101.221480.000000.00000
1092023.10.12 14:50modify290.101.221481.226171.21342
1102023.10.12 14:50modify280.101.228421.226171.21342
1112023.10.12 17:20sell300.101.219390.000000.00000
1122023.10.12 17:20modify300.101.219391.222421.21342
1132023.10.12 17:20modify290.101.221481.222421.21342
1142023.10.12 17:20modify280.101.228421.222421.21342
1152023.10.12 17:55sell310.101.218480.000000.00000
1162023.10.12 17:55modify310.101.218481.223171.21342
1172023.10.12 17:55modify300.101.219391.223171.21342
1182023.10.12 17:55modify290.101.221481.223171.21342
1192023.10.12 17:55modify280.101.228421.223171.21342
1202023.10.13 15:40t/p280.101.213421.223171.21342149.7610848.92
1212023.10.13 15:40t/p290.101.213421.223171.2134280.5510929.47
1222023.10.13 15:40t/p300.101.213421.223171.2134259.6510989.12
1232023.10.13 15:40t/p310.101.213421.223171.2134250.5511039.68
1242023.10.19 12:00buy320.101.212380.000000.00000
1252023.10.19 12:00modify320.101.212381.205381.22738
1262023.10.23 14:20buy330.101.219400.000000.00000
1272023.10.23 14:20modify330.101.219401.214631.22738
1282023.10.23 14:20modify320.101.212381.214631.22738
1292023.10.23 15:10buy340.101.221420.000000.00000
1302023.10.23 15:10modify340.101.221421.218381.22738
1312023.10.23 15:10modify330.101.219401.218381.22738
1322023.10.23 15:10modify320.101.212381.218381.22738
1332023.10.23 15:20buy350.101.222260.000000.00000
1342023.10.23 15:20modify350.101.222261.217631.22738
1352023.10.23 15:20modify340.101.221421.217631.22738
1362023.10.23 15:20modify330.101.219401.217631.22738
1372023.10.23 15:20modify320.101.212381.217631.22738
1382023.10.24 02:40t/p320.101.227381.217631.22738149.4611189.14
1392023.10.24 02:40t/p330.101.227381.217631.2273879.6211268.76
1402023.10.24 02:40t/p340.101.227381.217631.2273859.4211328.18
1412023.10.24 02:40t/p350.101.227381.217631.2273851.0211379.20
1422023.10.24 08:00sell360.101.226250.000000.00000
1432023.10.24 08:00modify360.101.226251.233251.21125
1442023.10.24 13:20sell370.101.219420.000000.00000
1452023.10.24 13:20modify370.101.219421.224001.21125
1462023.10.24 13:20modify360.101.226251.224001.21125
1472023.10.24 13:40sell380.101.217210.000000.00000
1482023.10.24 13:40modify380.101.217211.220251.21125
1492023.10.24 13:40modify370.101.219421.220251.21125
1502023.10.24 13:40modify360.101.226251.220251.21125
1512023.10.24 17:53sell390.101.216390.000000.00000
1522023.10.24 17:53modify390.101.216391.221001.21125
1532023.10.24 17:53modify380.101.217211.221001.21125
1542023.10.24 17:53modify370.101.219421.221001.21125
1552023.10.24 17:53modify360.101.226251.221001.21125
1562023.10.25 20:30t/p360.101.211251.221001.21125149.9511529.15
1572023.10.25 20:30t/p370.101.211251.221001.2112581.6511610.81
1582023.10.25 20:30t/p380.101.211251.221001.2112559.5511670.36
1592023.10.25 20:30t/p390.101.211251.221001.2112551.3511721.71
1602023.11.24 20:00sell400.101.260820.000000.00000
1612023.11.24 20:00modify400.101.260821.267821.24582
1622023.11.28 15:30s/l400.101.267821.267821.24582-70.0911651.62
1632023.11.29 04:00sell410.101.270730.000000.00000
1642023.11.29 04:00modify410.101.270731.277731.25573
1652023.11.30 12:15sell420.101.263800.000000.00000
1662023.11.30 12:15modify420.101.263801.268481.25573
1672023.11.30 12:15modify410.101.270731.268481.25573
1682023.11.30 14:30sell430.101.261490.000000.00000
1692023.11.30 14:30modify430.101.261491.264731.25573
1702023.11.30 14:30modify420.101.263801.264731.25573
1712023.11.30 14:30modify410.101.270731.264731.25573
1722023.11.30 15:30s/l410.101.264731.264731.2557359.8611711.48
1732023.11.30 15:30s/l420.101.264731.264731.25573-9.3011702.18
1742023.11.30 15:30s/l430.101.264731.264731.25573-32.4011669.78
1752024.02.05 20:00buy440.101.253680.000000.00000
1762024.02.05 20:00modify440.101.253681.246681.26868
1772024.02.06 20:40buy450.101.260580.000000.00000
1782024.02.06 20:40modify450.101.260581.255931.26868
1792024.02.06 20:40modify440.101.253681.255931.26868
1802024.02.07 07:46buy460.101.262880.000000.00000
1812024.02.07 07:46modify460.101.262881.259681.26868
1822024.02.07 07:46modify450.101.260581.259681.26868
1832024.02.07 07:46modify440.101.253681.259681.26868
1842024.02.07 09:30buy470.101.263430.000000.00000
1852024.02.07 09:30modify470.101.263431.258931.26868
1862024.02.07 09:30modify460.101.262881.258931.26868
1872024.02.07 09:30modify450.101.260581.258931.26868
1882024.02.07 09:30modify440.101.253681.258931.26868
1892024.02.08 13:30s/l440.101.258931.258931.2686851.6011721.38
1902024.02.08 13:30s/l450.101.258931.258931.26868-17.2211704.17
1912024.02.08 13:30s/l460.101.258931.258931.26868-40.0411664.13
1922024.02.08 13:30s/l470.101.258931.258931.26868-45.5411618.59
1932024.02.28 16:00buy480.101.265590.000000.00000
1942024.02.28 16:00modify480.101.265591.258591.28059
1952024.02.29 23:59close at stop480.101.262661.258591.28059-29.8411588.76