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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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 modelled4228Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit199.69Gross profit1906.71Gross loss-1707.02
Profit factor1.12Expected payoff4.34
Absolute drawdown735.55Maximal drawdown1019.03 (9.91%)Relative drawdown9.91% (1019.03)
Total trades46Short positions (won %)30 (60.00%)Long positions (won %)16 (43.75%)
Profit trades (% of total)25 (54.35%)Loss trades (% of total)21 (45.65%)
Largestprofit trade149.86loss trade-131.97
Averageprofit trade76.27loss trade-81.29
Maximumconsecutive wins (profit in money)6 (574.87)consecutive losses (loss in money)6 (-784.74)
Maximalconsecutive profit (count of wins)574.87 (6)consecutive loss (count of losses)-784.74 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.07 16:00buy10.101.187830.000000.00000
22023.03.07 16:00modify10.101.187831.174831.20283
32023.03.10 16:00t/p10.101.202831.174831.20283149.1010149.10
42023.03.20 12:00sell20.101.223110.000000.00000
52023.03.20 12:00modify20.101.223111.236111.20811
62023.03.29 12:00s/l20.101.236111.236111.20811-130.4210018.68
72023.04.03 00:00buy30.101.228860.000000.00000
82023.04.03 00:00modify30.101.228861.215861.24386
92023.04.04 08:00t/p30.101.243861.215861.24386149.8210168.50
102023.04.14 16:00buy40.101.241880.000000.00000
112023.04.14 16:00modify40.101.241881.228881.25688
122023.04.20 16:00buy50.101.244960.000000.00000
132023.04.20 16:00modify50.101.244961.242631.25688
142023.04.20 16:00modify40.101.241881.242631.25688
152023.04.21 08:00s/l40.101.242631.242631.256886.2510174.75
162023.04.21 08:00s/l50.101.242631.242631.25688-23.4810151.27
172023.04.28 16:00sell60.101.258010.000000.00000
182023.04.28 16:00modify60.101.258011.271011.24301
192023.05.02 08:00sell70.101.249010.000000.00000
202023.05.02 08:00modify70.101.249011.254261.24301
212023.05.02 08:00sell80.101.249010.000000.00000
222023.05.02 08:00modify80.101.249011.252761.24301
232023.05.02 08:00modify60.101.258011.252761.24301
242023.05.02 12:00modify70.101.249011.252761.24301
252023.05.03 12:00s/l60.101.252761.252761.2430152.3610203.63
262023.05.03 12:00s/l70.101.252761.252761.24301-37.5510166.08
272023.05.03 12:00s/l80.101.252761.252761.24301-37.5510128.54
282023.05.05 16:00sell90.101.264780.000000.00000
292023.05.05 16:00modify90.101.264781.277781.24978
302023.05.08 20:00sell100.101.261510.000000.00000
312023.05.08 20:00modify100.101.261511.264031.24978
322023.05.08 20:00modify90.101.264781.264031.24978
332023.05.09 08:00s/l90.101.264031.264031.249787.4110135.94
342023.05.09 08:00s/l100.101.264031.264031.24978-25.2510110.69
352023.05.11 08:00buy110.101.256860.000000.00000
362023.05.11 08:00modify110.101.256861.243861.27186
372023.05.17 08:00s/l110.101.243861.243861.27186-130.729979.98
382023.05.17 08:00buy120.101.242430.000000.00000
392023.05.17 08:00modify120.101.242431.229431.25743
402023.06.09 16:00t/p120.101.257431.229431.25743145.5310125.50
412023.06.14 16:00sell130.101.269390.000000.00000
422023.06.14 16:00modify130.101.269391.282391.25439
432023.06.16 12:00s/l130.101.282391.282391.25439-130.199995.32
442023.06.20 16:00buy140.101.273190.000000.00000
452023.06.20 16:00modify140.101.273191.260191.28819
462023.06.29 16:00s/l140.101.260191.260191.28819-131.979863.35
472023.06.30 16:00sell150.101.270850.000000.00000
482023.06.30 16:00modify150.101.270851.283851.25585
492023.07.07 16:00s/l150.101.283851.283851.25585-130.339733.02
502023.07.07 16:00sell160.101.283770.000000.00000
512023.07.07 16:00modify160.101.283771.296771.26877
522023.07.12 04:00s/l160.101.296771.296771.26877-130.149602.88
532023.07.12 04:00sell170.101.295890.000000.00000
542023.07.12 04:00modify170.101.295891.308891.28089
552023.07.13 16:00s/l170.101.308891.308891.28089-130.149472.74
562023.07.20 16:00buy180.101.285030.000000.00000
572023.07.20 16:00modify180.101.285031.272031.30003
582023.08.02 16:00s/l180.101.272031.272031.30003-131.979340.77
592023.08.03 08:00buy190.101.269050.000000.00000
602023.08.03 08:00modify190.101.269051.256051.28405
612023.08.09 20:00buy200.101.272310.000000.00000
622023.08.09 20:00modify200.101.272311.269801.28405
632023.08.09 20:00modify190.101.269051.269801.28405
642023.08.10 20:00s/l190.101.269801.269801.284056.259347.01
652023.08.10 20:00s/l200.101.269801.269801.28405-25.649321.38
662023.08.15 16:00sell210.101.274230.000000.00000
672023.08.15 16:00modify210.101.274231.287231.25923
682023.08.25 00:00t/p210.101.259231.287231.25923149.449470.81
692023.08.30 16:00sell220.101.272360.000000.00000
702023.08.30 16:00modify220.101.272361.285361.25736
712023.09.05 08:00t/p220.101.257361.285361.25736149.729620.53
722023.09.05 08:00buy230.101.256570.000000.00000
732023.09.05 08:00modify230.101.256571.243571.27157
742023.09.13 16:00s/l230.101.243571.243571.27157-131.439489.10
752023.09.14 16:00buy240.101.241060.000000.00000
762023.09.14 16:00modify240.101.241061.228061.25606
772023.09.21 12:00s/l240.101.228061.228061.25606-131.259357.85
782023.09.28 12:00sell250.101.220730.000000.00000
792023.09.28 12:00modify250.101.220731.233731.20573
802023.10.03 12:00t/p250.101.205731.233731.20573149.869507.70
812023.10.06 16:00sell260.101.225260.000000.00000
822023.10.06 16:00modify260.101.225261.238261.21026
832023.10.19 12:00t/p260.101.210261.238261.21026149.399657.09
842023.10.23 16:00sell270.101.223160.000000.00000
852023.10.23 16:00modify270.101.223161.236161.20816
862023.10.25 08:00sell280.101.214110.000000.00000
872023.10.25 08:00modify280.101.214111.219411.20816
882023.10.25 08:00sell290.101.214110.000000.00000
892023.10.25 08:00modify290.101.214111.217911.20816
902023.10.25 08:00modify270.101.223161.217911.20816
912023.10.25 12:00modify280.101.214111.217911.20816
922023.10.26 04:00t/p270.101.208161.217911.20816149.769806.86
932023.10.26 04:00t/p280.101.208161.217911.2081659.369866.22
942023.10.26 04:00t/p290.101.208161.217911.2081659.369925.58
952023.10.26 04:00buy300.101.208320.000000.00000
962023.10.26 04:00modify300.101.208321.195321.22332
972023.10.26 16:00buy310.101.211380.000000.00000
982023.10.26 16:00modify310.101.211381.209071.22332
992023.10.26 16:00modify300.101.208321.209071.22332
1002023.10.30 12:00s/l300.101.209071.209071.223327.149932.72
1012023.10.30 12:00s/l310.101.209071.209071.22332-23.469909.26
1022023.11.03 16:00sell320.101.237100.000000.00000
1032023.11.03 16:00modify320.101.237101.250101.22210
1042023.11.08 04:00sell330.101.228010.000000.00000
1052023.11.08 04:00modify330.101.228011.233351.22210
1062023.11.08 04:00sell340.101.228010.000000.00000
1072023.11.08 04:00modify340.101.228011.231851.22210
1082023.11.08 04:00modify320.101.237101.231851.22210
1092023.11.08 08:00modify330.101.228011.231851.22210
1102023.11.09 20:00t/p320.101.222101.231851.22210149.7210058.98
1112023.11.09 20:00t/p330.101.222101.231851.2221058.9610117.94
1122023.11.09 20:00t/p340.101.222101.231851.2221058.9610176.90
1132023.11.14 16:00sell350.101.245630.000000.00000
1142023.11.14 16:00modify350.101.245631.258631.23063
1152023.11.24 16:00s/l350.101.258631.258631.23063-130.5610046.33
1162023.11.24 16:00sell360.101.261240.000000.00000
1172023.11.24 16:00modify360.101.261241.274241.24624
1182023.12.05 20:00sell370.101.258230.000000.00000
1192023.12.05 20:00modify370.101.258231.260491.24624
1202023.12.05 20:00modify360.101.261241.260491.24624
1212023.12.06 04:00s/l360.101.260491.260491.246247.0310053.36
1222023.12.06 04:00s/l370.101.260491.260491.24624-22.6510030.72
1232023.12.22 12:00sell380.101.273360.000000.00000
1242023.12.22 12:00modify380.101.273361.286361.25836
1252023.12.22 20:00sell390.101.270260.000000.00000
1262023.12.22 20:00modify390.101.270261.272611.25836
1272023.12.22 20:00modify380.101.273361.272611.25836
1282023.12.26 20:00s/l380.101.272611.272611.258367.4110038.12
1292023.12.26 20:00s/l390.101.272611.272611.25836-23.5910014.53
1302023.12.27 16:00sell400.101.278830.000000.00000
1312023.12.27 16:00modify400.101.278831.291831.26383
1322024.01.02 16:00t/p400.101.263831.291831.26383149.7210164.25
1332024.01.16 04:00buy410.101.268470.000000.00000
1342024.01.16 04:00modify410.101.268471.255471.28347
1352024.01.19 04:00buy420.101.271580.000000.00000
1362024.01.19 04:00modify420.101.271581.269221.28347
1372024.01.19 04:00modify410.101.268471.269221.28347
1382024.01.19 08:00s/l410.101.269221.269221.283476.6010170.85
1392024.01.19 08:00s/l420.101.269221.269221.28347-23.6010147.25
1402024.02.20 16:00sell430.101.266230.000000.00000
1412024.02.20 16:00modify430.101.266231.279231.25123
1422024.02.21 08:00sell440.101.262980.000000.00000
1432024.02.21 08:00modify440.101.262981.265481.25123
1442024.02.21 08:00modify430.101.266231.265481.25123
1452024.02.22 08:00s/l430.101.265481.265481.251237.3110154.56
1462024.02.22 08:00s/l440.101.265481.265481.25123-25.1410129.42
1472024.02.22 12:00sell450.101.268020.000000.00000
1482024.02.22 12:00modify450.101.268021.281021.25302
1492024.02.29 16:00sell460.101.264960.000000.00000
1502024.02.29 16:00modify460.101.264961.267271.25302
1512024.02.29 16:00modify450.101.268021.267271.25302
1522024.02.29 23:59close at stop460.101.262961.267271.2530220.0010149.42
1532024.02.29 23:59close at stop450.101.262961.267271.2530250.2710199.69