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=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=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=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 profit2603.83Gross profit3678.13Gross loss-1074.31
Profit factor3.42Expected payoff34.26
Absolute drawdown25.00Maximal drawdown315.39 (2.72%)Relative drawdown2.72% (315.39)
Total trades76Short positions (won %)47 (72.34%)Long positions (won %)29 (48.28%)
Profit trades (% of total)48 (63.16%)Loss trades (% of total)28 (36.84%)
Largestprofit trade149.95loss trade-61.07
Averageprofit trade76.63loss trade-38.37
Maximumconsecutive wins (profit in money)14 (1208.97)consecutive losses (loss in money)4 (-130.85)
Maximalconsecutive profit (count of wins)1208.97 (14)consecutive loss (count of losses)-159.78 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.08 08:00buy10.101.182740.000000.00000
22023.03.08 08:00modify10.101.182741.176741.19774
32023.03.09 11:40buy20.101.190480.000000.00000
42023.03.09 11:40modify20.101.190481.186491.19774
52023.03.09 11:40modify10.101.182741.186491.19774
62023.03.09 13:50buy30.101.191090.000000.00000
72023.03.09 13:50modify30.101.191091.187991.19774
82023.03.09 13:50modify20.101.190481.187991.19774
92023.03.09 13:50modify10.101.182741.187991.19774
102023.03.09 14:30buy40.101.192560.000000.00000
112023.03.09 14:30modify40.101.192561.187991.19774
122023.03.10 09:30t/p10.101.197741.187991.19774149.2810149.28
132023.03.10 09:30t/p20.101.197741.187991.1977472.4210221.70
142023.03.10 09:30t/p30.101.197741.187991.1977466.3210288.03
152023.03.10 09:30t/p40.101.197741.187991.1977451.6210339.65
162023.03.21 00:00sell50.101.227310.000000.00000
172023.03.21 00:00modify50.101.227311.233311.21231
182023.03.21 16:10sell60.101.219680.000000.00000
192023.03.21 16:10modify60.101.219681.223561.21231
202023.03.21 16:10modify50.101.227311.223561.21231
212023.03.22 03:40s/l50.101.223561.223561.2123137.4510377.10
222023.03.22 03:40s/l60.101.223561.223561.21231-38.8510338.25
232023.04.05 00:00sell70.101.249840.000000.00000
242023.04.05 00:00modify70.101.249841.255841.23484
252023.04.07 13:20sell80.101.241420.000000.00000
262023.04.07 13:20modify80.101.241421.244591.23484
272023.04.07 13:20modify70.101.249841.244591.23484
282023.04.07 13:40sell90.101.239980.000000.00000
292023.04.07 13:40modify90.101.239981.244591.23484
302023.04.07 14:45sell100.101.242230.000000.00000
312023.04.07 14:45modify100.101.242231.246091.23484
322023.04.07 14:50modify100.101.242231.244591.23484
332023.04.10 13:15t/p70.101.234841.244591.23484149.7610488.02
342023.04.10 13:15t/p80.101.234841.244591.2348465.7510553.77
352023.04.10 13:15t/p90.101.234841.244591.2348451.3510605.12
362023.04.10 13:15t/p100.101.234841.244591.2348473.8510678.98
372023.04.13 20:00sell110.101.252440.000000.00000
382023.04.13 20:00modify110.101.252441.258441.23744
392023.04.14 15:10sell120.101.243960.000000.00000
402023.04.14 15:10modify120.101.243961.247191.23744
412023.04.14 15:10modify110.101.252441.247191.23744
422023.04.17 12:20sell130.101.242680.000000.00000
432023.04.17 12:20modify130.101.242681.247191.23744
442023.04.17 14:30t/p110.101.237441.247191.23744149.9110828.88
452023.04.17 14:30t/p120.101.237441.247191.2374465.1510894.04
462023.04.17 14:30t/p130.101.237441.247191.2374452.4010946.44
472023.05.19 00:00buy140.101.241390.000000.00000
482023.05.19 00:00modify140.101.241391.235391.25639
492023.05.25 01:30s/l140.101.235391.235391.25639-61.0710885.36
502023.06.01 20:00sell150.101.253000.000000.00000
512023.06.01 20:00modify150.101.253001.259001.23800
522023.06.02 17:15sell160.101.244740.000000.00000
532023.06.02 17:15modify160.101.244741.247751.23800
542023.06.02 17:15modify150.101.253001.247751.23800
552023.06.02 17:35sell170.101.245430.000000.00000
562023.06.02 17:35modify170.101.245431.249251.23800
572023.06.02 17:40modify170.101.245431.247751.23800
582023.06.04 23:30sell180.101.243060.000000.00000
592023.06.04 23:30modify180.101.243061.247751.23800
602023.06.05 12:30t/p150.101.238001.247751.23800149.9111035.27
612023.06.05 12:30t/p160.101.238001.247751.2380067.3511102.62
622023.06.05 12:30t/p170.101.238001.247751.2380074.2511176.87
632023.06.05 12:30t/p180.101.238001.247751.2380050.5511227.43
642023.06.09 20:00sell190.101.257670.000000.00000
652023.06.09 20:00modify190.101.257671.263671.24267
662023.06.12 16:55sell200.101.249390.000000.00000
672023.06.12 16:55modify200.101.249391.252421.24267
682023.06.12 16:55modify190.101.257671.252421.24267
692023.06.12 17:45sell210.101.250140.000000.00000
702023.06.12 17:45modify210.101.250141.253921.24267
712023.06.12 17:50modify210.101.250141.252421.24267
722023.06.13 01:40s/l190.101.252421.252421.2426752.4111279.83
732023.06.13 01:40s/l200.101.252421.252421.24267-30.3511249.49
742023.06.13 01:40s/l210.101.252421.252421.24267-22.8511226.64
752023.06.28 20:00buy220.101.264400.000000.00000
762023.06.28 20:00modify220.101.264401.258401.27940
772023.06.30 14:20buy230.101.272200.000000.00000
782023.06.30 14:20modify230.101.272201.268151.27940
792023.06.30 14:20modify220.101.264401.268151.27940
802023.06.30 14:46buy240.101.272750.000000.00000
812023.06.30 14:46modify240.101.272751.269651.27940
822023.06.30 14:46modify230.101.272201.269651.27940
832023.06.30 14:46modify220.101.264401.269651.27940
842023.06.30 18:40s/l220.101.269651.269651.2794051.7811278.42
852023.06.30 18:40s/l230.101.269651.269651.27940-25.5011252.92
862023.06.30 18:40s/l240.101.269651.269651.27940-31.0011221.92
872023.07.07 20:00sell250.101.282990.000000.00000
882023.07.07 20:00modify250.101.282991.288991.26799
892023.07.10 12:50sell260.101.275330.000000.00000
902023.07.10 12:50modify260.101.275331.279241.26799
912023.07.10 12:50modify250.101.282991.279241.26799
922023.07.10 13:33s/l250.101.279241.279241.2679937.4511259.38
932023.07.10 13:33s/l260.101.279241.279241.26799-39.1011220.28
942023.07.14 00:00sell270.101.312780.000000.00000
952023.07.14 00:00modify270.101.312781.318781.29778
962023.07.17 13:05sell280.101.305270.000000.00000
972023.07.17 13:05modify280.101.305271.309031.29778
982023.07.17 13:05modify270.101.312781.309031.29778
992023.07.17 14:40s/l270.101.309031.309031.2977837.4511257.73
1002023.07.17 14:40s/l280.101.309031.309031.29778-37.6011220.13
1012023.07.28 00:00buy290.101.279580.000000.00000
1022023.07.28 00:00modify290.101.279581.273581.29458
1032023.07.28 11:30buy300.101.287340.000000.00000
1042023.07.28 11:30modify300.101.287341.283331.29458
1052023.07.28 11:30modify290.101.279581.283331.29458
1062023.07.28 11:40buy310.101.288090.000000.00000
1072023.07.28 11:40modify310.101.288091.284831.29458
1082023.07.28 11:40modify300.101.287341.284831.29458
1092023.07.28 11:40modify290.101.279581.284831.29458
1102023.07.28 13:40s/l290.101.284831.284831.2945852.5011272.63
1112023.07.28 13:40s/l300.101.284831.284831.29458-25.1011247.53
1122023.07.28 13:40s/l310.101.284831.284831.29458-32.6011214.93
1132023.08.25 08:00buy320.101.257790.000000.00000
1142023.08.25 08:00modify320.101.257791.251791.27279
1152023.08.29 19:59buy330.101.265320.000000.00000
1162023.08.29 19:59modify330.101.265321.261541.27279
1172023.08.29 19:59modify320.101.257791.261541.27279
1182023.08.30 09:30buy340.101.266320.000000.00000
1192023.08.30 09:30modify340.101.266321.263041.27279
1202023.08.30 09:30modify330.101.265321.263041.27279
1212023.08.30 09:30modify320.101.257791.263041.27279
1222023.08.30 13:30t/p320.101.272791.263041.27279149.4611364.39
1232023.08.30 13:30t/p330.101.272791.263041.2727974.5211438.91
1242023.08.30 13:30t/p340.101.272791.263041.2727964.7011503.61
1252023.08.30 20:00sell350.101.271700.000000.00000
1262023.08.30 20:00modify350.101.271701.277701.25670
1272023.09.01 06:33sell360.101.263990.000000.00000
1282023.09.01 06:33modify360.101.263991.267951.25670
1292023.09.01 06:33modify350.101.271701.267951.25670
1302023.09.01 07:30s/l350.101.267951.267951.2567037.3111540.92
1312023.09.01 07:30s/l360.101.267951.267951.25670-39.6011501.32
1322023.09.22 16:00buy370.101.225770.000000.00000
1332023.09.22 16:00modify370.101.225771.219771.24077
1342023.09.25 14:40s/l370.101.219771.219771.24077-60.1811441.15
1352023.09.26 00:00buy380.101.221540.000000.00000
1362023.09.26 00:00modify380.101.221541.215541.23654
1372023.09.26 18:40s/l380.101.215541.215541.23654-60.0011381.15
1382023.10.03 08:00buy390.101.208590.000000.00000
1392023.10.03 08:00modify390.101.208591.202591.22359
1402023.10.04 12:30buy400.101.216340.000000.00000
1412023.10.04 12:30modify400.101.216341.212341.22359
1422023.10.04 12:30modify390.101.208591.212341.22359
1432023.10.04 13:25buy410.101.216860.000000.00000
1442023.10.04 13:25modify410.101.216861.213841.22359
1452023.10.04 13:25modify400.101.216341.213841.22359
1462023.10.04 13:25modify390.101.208591.213841.22359
1472023.10.04 14:20s/l390.101.213841.213841.2235952.3211433.47
1482023.10.04 14:20s/l400.101.213841.213841.22359-25.0011408.47
1492023.10.04 14:20s/l410.101.213841.213841.22359-30.2011378.27
1502023.10.04 20:00sell420.101.215010.000000.00000
1512023.10.04 20:00modify420.101.215011.221011.20001
1522023.10.06 09:40s/l420.101.221011.221011.20001-60.1911318.08
1532023.10.10 20:00sell430.101.228420.000000.00000
1542023.10.10 20:00modify430.101.228421.234421.21342
1552023.10.12 15:30sell440.101.220860.000000.00000
1562023.10.12 15:30modify440.101.220861.224671.21342
1572023.10.12 15:30modify430.101.228421.224671.21342
1582023.10.12 15:40sell450.101.220120.000000.00000
1592023.10.12 15:40modify450.101.220121.223171.21342
1602023.10.12 15:40modify440.101.220861.223171.21342
1612023.10.12 15:40modify430.101.228421.223171.21342
1622023.10.12 17:55sell460.101.218480.000000.00000
1632023.10.12 17:55modify460.101.218481.223171.21342
1642023.10.13 15:40t/p430.101.213421.223171.21342149.7611467.84
1652023.10.13 15:40t/p440.101.213421.223171.2134274.3511542.20
1662023.10.13 15:40t/p450.101.213421.223171.2134266.9511609.15
1672023.10.13 15:40t/p460.101.213421.223171.2134250.5511659.70
1682023.10.19 12:00buy470.101.212380.000000.00000
1692023.10.19 12:00modify470.101.212381.206381.22738
1702023.10.23 15:20buy480.101.222260.000000.00000
1712023.10.23 15:20modify480.101.222261.217631.22738
1722023.10.23 15:20modify470.101.212381.217631.22738
1732023.10.24 02:40t/p470.101.227381.217631.22738149.4611809.17
1742023.10.24 02:40t/p480.101.227381.217631.2273851.0211860.19
1752023.10.24 08:00sell490.101.226250.000000.00000
1762023.10.24 08:00modify490.101.226251.232251.21125
1772023.10.24 13:30sell500.101.218470.000000.00000
1782023.10.24 13:30modify500.101.218471.222501.21125
1792023.10.24 13:30modify490.101.226251.222501.21125
1802023.10.24 17:53sell510.101.216390.000000.00000
1812023.10.24 17:53modify510.101.216391.221001.21125
1822023.10.24 17:53modify500.101.218471.221001.21125
1832023.10.24 17:53modify490.101.226251.221001.21125
1842023.10.25 20:30t/p490.101.211251.221001.21125149.9512010.14
1852023.10.25 20:30t/p500.101.211251.221001.2112572.1512082.29
1862023.10.25 20:30t/p510.101.211251.221001.2112551.3512133.65
1872023.11.06 00:00sell520.101.237180.000000.00000
1882023.11.06 00:00modify520.101.237181.243181.22218
1892023.11.07 11:00sell530.101.229660.000000.00000
1902023.11.07 11:00modify530.101.229661.233431.22218
1912023.11.07 11:00modify520.101.237181.233431.22218
1922023.11.07 12:15sell540.101.228660.000000.00000
1932023.11.07 12:15modify540.101.228661.231931.22218
1942023.11.07 12:15modify530.101.229661.231931.22218
1952023.11.07 12:15modify520.101.237181.231931.22218
1962023.11.07 17:30sell550.101.227390.000000.00000
1972023.11.07 17:30modify550.101.227391.231931.22218
1982023.11.09 19:40t/p520.101.222181.231931.22218149.7612283.41
1992023.11.09 19:40t/p530.101.222181.231931.2221874.6112358.02
2002023.11.09 19:40t/p540.101.222181.231931.2221864.6112422.63
2012023.11.09 19:40t/p550.101.222181.231931.2221851.9112474.55
2022023.11.15 00:00sell560.101.249300.000000.00000
2032023.11.15 00:00modify560.101.249301.255301.23430
2042023.11.15 14:50sell570.101.240770.000000.00000
2052023.11.15 14:50modify570.101.240771.244051.23430
2062023.11.15 14:50modify560.101.249301.244051.23430
2072023.11.15 15:40s/l560.101.244051.244051.2343052.5012527.05
2082023.11.15 15:40s/l570.101.244051.244051.23430-32.8012494.25
2092023.11.21 00:00sell580.101.250790.000000.00000
2102023.11.21 00:00modify580.101.250791.256791.23579
2112023.11.23 09:40s/l580.101.256791.256791.23579-60.1912434.06
2122023.11.24 20:00sell590.101.260820.000000.00000
2132023.11.24 20:00modify590.101.260821.266821.24582
2142023.11.28 15:20s/l590.101.266821.266821.24582-60.0912373.96
2152023.11.29 04:00sell600.101.270730.000000.00000
2162023.11.29 04:00modify600.101.270731.276731.25573
2172023.11.30 11:40sell610.101.263130.000000.00000
2182023.11.30 11:40modify610.101.263131.266981.25573
2192023.11.30 11:40modify600.101.270731.266981.25573
2202023.11.30 13:05s/l600.101.266981.266981.2557337.3612411.32
2212023.11.30 13:05s/l610.101.266981.266981.25573-38.5012372.82
2222023.12.14 20:00sell620.101.275740.000000.00000
2232023.12.14 20:00modify620.101.275741.281741.26074
2242023.12.15 18:30sell630.101.268150.000000.00000
2252023.12.15 18:30modify630.101.268151.271991.26074
2262023.12.15 18:30modify620.101.275741.271991.26074
2272023.12.15 19:00sell640.101.267310.000000.00000
2282023.12.15 19:00modify640.101.267311.270491.26074
2292023.12.15 19:00modify630.101.268151.270491.26074
2302023.12.15 19:00modify620.101.275741.270491.26074
2312023.12.18 07:40s/l620.101.270491.270491.2607452.4112425.23
2322023.12.18 07:40s/l630.101.270491.270491.26074-23.4512401.78
2332023.12.18 07:40s/l640.101.270491.270491.26074-31.8512369.94
2342024.01.03 00:00buy650.101.262510.000000.00000
2352024.01.03 00:00modify650.101.262511.256511.27751
2362024.01.04 08:50buy660.101.270860.000000.00000
2372024.01.04 08:50modify660.101.270861.267761.27751
2382024.01.04 08:50modify650.101.262511.267761.27751
2392024.01.04 09:50buy670.101.272400.000000.00000
2402024.01.04 09:50modify670.101.272401.267761.27751
2412024.01.04 13:40s/l650.101.267761.267761.2775151.9612421.90
2422024.01.04 13:40s/l660.101.267761.267761.27751-31.0012390.90
2432024.01.04 13:40s/l670.101.267761.267761.27751-46.4012344.50
2442024.01.11 08:00sell680.101.276450.000000.00000
2452024.01.11 08:00modify680.101.276451.282451.26145
2462024.01.16 01:05sell690.101.268030.000000.00000
2472024.01.16 01:05modify690.101.268031.271201.26145
2482024.01.16 01:05modify680.101.276451.271201.26145
2492024.01.16 02:20sell700.101.268670.000000.00000
2502024.01.16 02:20modify700.101.268671.272701.26145
2512024.01.16 02:26modify700.101.268671.271201.26145
2522024.01.16 08:20sell710.101.266540.000000.00000
2532024.01.16 08:20modify710.101.266541.271201.26145
2542024.01.17 05:40t/p680.101.261451.271201.26145149.8112494.31
2552024.01.17 05:40t/p690.101.261451.271201.2614565.7512560.06
2562024.01.17 05:40t/p700.101.261451.271201.2614572.1512632.22
2572024.01.17 05:40t/p710.101.261451.271201.2614550.8512683.07
2582024.02.05 20:00buy720.101.253680.000000.00000
2592024.02.05 20:00modify720.101.253681.247681.26868
2602024.02.07 01:30buy730.101.261180.000000.00000
2612024.02.07 01:30modify730.101.261181.257431.26868
2622024.02.07 01:30modify720.101.253681.257431.26868
2632024.02.07 09:30buy740.101.263430.000000.00000
2642024.02.07 09:30modify740.101.263431.258931.26868
2652024.02.07 09:30modify730.101.261181.258931.26868
2662024.02.07 09:30modify720.101.253681.258931.26868
2672024.02.07 17:45buy750.101.262120.000000.00000
2682024.02.07 17:45modify750.101.262121.258931.26868
2692024.02.08 13:30s/l720.101.258931.258931.2686851.6012734.67
2702024.02.08 13:30s/l730.101.258931.258931.26868-23.0412711.64
2712024.02.08 13:30s/l740.101.258931.258931.26868-45.5412666.10
2722024.02.08 13:30s/l750.101.258931.258931.26868-32.4412633.66
2732024.02.28 16:00buy760.101.265590.000000.00000
2742024.02.28 16:00modify760.101.265591.259591.28059
2752024.02.29 23:59close at stop760.101.262661.259591.28059-29.8412603.83