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=0; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 profit773.86Gross profit2498.52Gross loss-1724.66
Profit factor1.45Expected payoff13.82
Absolute drawdown532.97Maximal drawdown1234.15 (11.53%)Relative drawdown11.53% (1234.15)
Total trades56Short positions (won %)29 (58.62%)Long positions (won %)27 (62.96%)
Profit trades (% of total)34 (60.71%)Loss trades (% of total)22 (39.29%)
Largestprofit trade149.95loss trade-142.51
Averageprofit trade73.49loss trade-78.39
Maximumconsecutive wins (profit in money)7 (629.25)consecutive losses (loss in money)6 (-724.23)
Maximalconsecutive profit (count of wins)629.25 (7)consecutive loss (count of losses)-724.23 (6)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.02 16:00buy10.101.195600.000000.00000
22023.03.02 16:00modify10.101.195601.181601.21060
32023.03.08 04:00s/l10.101.181601.181601.21060-140.729859.28
42023.03.09 12:00sell20.101.188860.000000.00000
52023.03.09 12:00modify20.101.188861.202861.17386
62023.03.10 16:00s/l20.101.202861.202861.17386-140.059719.24
72023.03.15 16:00buy30.101.203340.000000.00000
82023.03.15 16:00modify30.101.203341.189341.21834
92023.03.17 20:00t/p30.101.218341.189341.21834149.289868.52
102023.03.20 12:00sell40.101.223110.000000.00000
112023.03.20 12:00modify40.101.223111.237111.20811
122023.03.30 16:00s/l40.101.237111.237111.20811-140.569727.96
132023.04.10 16:00buy50.101.236000.000000.00000
142023.04.10 16:00modify50.101.236001.222001.25100
152023.04.12 04:00buy60.101.243540.000000.00000
162023.04.12 04:00modify60.101.243541.239751.25100
172023.04.12 04:00modify50.101.236001.239751.25100
182023.04.13 12:00t/p50.101.251001.239751.25100149.109877.06
192023.04.13 12:00t/p60.101.251001.239751.2510074.069951.12
202023.04.13 12:00sell70.101.250250.000000.00000
212023.04.13 12:00modify70.101.250251.264251.23525
222023.04.25 12:00sell80.101.242700.000000.00000
232023.04.25 12:00modify80.101.242701.246501.23525
242023.04.25 12:00modify70.101.250251.246501.23525
252023.04.26 12:00s/l70.101.246501.246501.2352536.989988.11
262023.04.26 12:00s/l80.101.246501.246501.23525-38.059950.06
272023.04.28 16:00sell90.101.258010.000000.00000
282023.04.28 16:00modify90.101.258011.272011.24301
292023.05.17 08:00t/p90.101.243011.272011.24301149.2010099.26
302023.05.18 16:00buy100.101.242440.000000.00000
312023.05.18 16:00modify100.101.242441.228441.25744
322023.06.08 16:00buy110.101.254740.000000.00000
332023.06.08 16:00modify110.101.254741.247691.25744
342023.06.08 16:00modify100.101.242441.247691.25744
352023.06.09 16:00t/p100.101.257441.247691.25744146.0610245.32
362023.06.09 16:00t/p110.101.257441.247691.2574426.8210272.14
372023.06.12 16:00buy120.101.249140.000000.00000
382023.06.12 16:00modify120.101.249141.235141.26414
392023.06.13 08:00buy130.101.256820.000000.00000
402023.06.13 08:00modify130.101.256821.252891.26414
412023.06.13 08:00modify120.101.249141.252891.26414
422023.06.13 16:00buy140.101.261250.000000.00000
432023.06.13 16:00modify140.101.261251.254391.26414
442023.06.13 16:00modify130.101.256821.254391.26414
452023.06.13 16:00modify120.101.249141.254391.26414
462023.06.14 12:00t/p120.101.264141.254391.26414149.6410421.79
472023.06.14 12:00t/p130.101.264141.254391.2641473.0210494.81
482023.06.14 12:00t/p140.101.264141.254391.2641428.7210523.53
492023.06.15 16:00sell150.101.275920.000000.00000
502023.06.15 16:00modify150.101.275921.289921.26092
512023.06.20 16:00sell160.101.272890.000000.00000
522023.06.20 16:00modify160.101.272891.274421.26092
532023.06.20 16:00modify150.101.275921.274421.26092
542023.06.20 20:00s/l150.101.274421.274421.2609214.8610538.39
552023.06.20 20:00s/l160.101.274421.274421.26092-15.3010523.09
562023.06.28 12:00buy170.101.266710.000000.00000
572023.06.28 12:00modify170.101.266711.252711.28171
582023.07.04 08:00buy180.101.269910.000000.00000
592023.07.04 08:00modify180.101.269911.268211.28171
602023.07.04 08:00modify170.101.266711.268211.28171
612023.07.06 16:00s/l170.101.268211.268211.2817113.2110536.30
622023.07.06 16:00s/l180.101.268211.268211.28171-17.7210518.58
632023.07.07 16:00sell190.101.283770.000000.00000
642023.07.07 16:00modify190.101.283771.297771.26877
652023.07.12 16:00s/l190.101.297771.297771.26877-140.1410378.44
662023.07.20 16:00buy200.101.285030.000000.00000
672023.07.20 16:00modify200.101.285031.271031.30003
682023.08.02 16:00s/l200.101.271031.271031.30003-141.9710236.47
692023.08.02 16:00buy210.101.271380.000000.00000
702023.08.02 16:00modify210.101.271381.257381.28638
712023.08.07 08:00buy220.101.274600.000000.00000
722023.08.07 08:00modify220.101.274601.272881.28638
732023.08.07 08:00modify210.101.271381.272881.28638
742023.08.07 12:00s/l210.101.272881.272881.2863814.1110250.58
752023.08.07 12:00s/l220.101.272881.272881.28638-17.2010233.38
762023.08.08 12:00buy230.101.270010.000000.00000
772023.08.08 12:00modify230.101.270011.256011.28501
782023.08.17 00:00buy240.101.273010.000000.00000
792023.08.17 00:00modify240.101.273011.271511.28501
802023.08.17 00:00modify230.101.270011.271511.28501
812023.08.17 04:00s/l230.101.271511.271511.2850113.0310246.41
822023.08.17 04:00s/l240.101.271511.271511.28501-15.0010231.41
832023.08.23 12:00buy250.101.263190.000000.00000
842023.08.23 12:00modify250.101.263191.249191.27819
852023.09.06 16:00s/l250.101.249191.249191.27819-142.5110088.90
862023.09.06 16:00buy260.101.250050.000000.00000
872023.09.06 16:00modify260.101.250051.236051.26505
882023.09.20 08:00s/l260.101.236051.236051.26505-142.519946.40
892023.09.25 12:00buy270.101.222360.000000.00000
902023.09.25 12:00modify270.101.222361.208361.23736
912023.10.03 04:00s/l270.101.208361.208361.23736-141.439804.96
922023.10.04 16:00sell280.101.215410.000000.00000
932023.10.04 16:00modify280.101.215411.229411.20041
942023.10.10 20:00s/l280.101.229411.229411.20041-140.289664.68
952023.10.12 16:00buy290.101.221410.000000.00000
962023.10.12 16:00modify290.101.221411.207411.23641
972023.10.26 08:00s/l290.101.207411.207411.23641-142.519522.18
982023.11.03 16:00sell300.101.237100.000000.00000
992023.11.03 16:00modify300.101.237101.251101.22210
1002023.11.07 20:00sell310.101.229540.000000.00000
1012023.11.07 20:00modify310.101.229541.233351.22210
1022023.11.07 20:00modify300.101.237101.233351.22210
1032023.11.09 20:00t/p300.101.222101.233351.22210149.729671.89
1042023.11.09 20:00t/p310.101.222101.233351.2221074.219746.11
1052023.11.10 16:00buy320.101.219920.000000.00000
1062023.11.10 16:00modify320.101.219921.205921.23492
1072023.11.13 00:00buy330.101.223220.000000.00000
1082023.11.13 00:00modify330.101.223221.221421.23492
1092023.11.13 00:00modify320.101.219921.221421.23492
1102023.11.14 16:00t/p320.101.234921.221421.23492149.649895.75
1112023.11.14 16:00t/p330.101.234921.221421.23492116.8210012.57
1122023.11.14 16:00sell340.101.245630.000000.00000
1132023.11.14 16:00modify340.101.245631.259631.23063
1142023.11.16 08:00sell350.101.237940.000000.00000
1152023.11.16 08:00modify350.101.237941.241881.23063
1162023.11.16 08:00modify340.101.245631.241881.23063
1172023.11.16 16:00s/l340.101.241881.241881.2306337.3110049.88
1182023.11.16 16:00s/l350.101.241881.241881.23063-39.4010010.48
1192023.11.22 16:00buy360.101.246130.000000.00000
1202023.11.22 16:00modify360.101.246131.232131.26113
1212023.11.22 20:00buy370.101.249300.000000.00000
1222023.11.22 20:00modify370.101.249301.247631.26113
1232023.11.22 20:00modify360.101.246131.247631.26113
1242023.11.24 04:00buy380.101.253790.000000.00000
1252023.11.24 04:00modify380.101.253791.249881.26113
1262023.11.24 04:00modify370.101.249301.249881.26113
1272023.11.24 04:00modify360.101.246131.249881.26113
1282023.11.24 16:00t/p360.101.261131.249881.26113149.2810159.76
1292023.11.24 16:00t/p370.101.261131.249881.26113117.5810277.35
1302023.11.24 16:00t/p380.101.261131.249881.2611373.4010350.75
1312023.11.28 16:00sell390.101.268260.000000.00000
1322023.11.28 16:00modify390.101.268261.282261.25326
1332023.12.06 08:00sell400.101.260700.000000.00000
1342023.12.06 08:00modify400.101.260701.264511.25326
1352023.12.06 08:00modify390.101.268261.264511.25326
1362023.12.06 20:00sell410.101.256100.000000.00000
1372023.12.06 20:00modify410.101.256101.263011.25326
1382023.12.06 20:00modify400.101.260701.263011.25326
1392023.12.06 20:00modify390.101.268261.263011.25326
1402023.12.08 16:00t/p390.101.253261.263011.25326149.4410500.18
1412023.12.08 16:00t/p400.101.253261.263011.2532674.2110574.40
1422023.12.08 16:00t/p410.101.253261.263011.2532628.2110602.61
1432023.12.14 16:00sell420.101.275900.000000.00000
1442023.12.14 16:00modify420.101.275901.289901.26090
1452023.12.22 00:00sell430.101.268250.000000.00000
1462023.12.22 00:00modify430.101.268251.272151.26090
1472023.12.22 00:00modify420.101.275901.272151.26090
1482023.12.22 12:00s/l420.101.272151.272151.2609037.1210639.73
1492023.12.22 12:00s/l430.101.272151.272151.26090-39.0010600.73
1502023.12.22 12:00sell440.101.273360.000000.00000
1512023.12.22 12:00modify440.101.273361.287361.25836
1522023.12.22 20:00sell450.101.270260.000000.00000
1532023.12.22 20:00modify450.101.270261.271861.25836
1542023.12.22 20:00modify440.101.273361.271861.25836
1552023.12.26 16:00s/l440.101.271861.271861.2583614.9110615.64
1562023.12.26 16:00s/l450.101.271861.271861.25836-16.0910599.55
1572023.12.27 12:00sell460.101.273480.000000.00000
1582023.12.27 12:00modify460.101.273481.287481.25848
1592024.01.07 20:00sell470.101.270180.000000.00000
1602024.01.07 20:00modify470.101.270181.271981.25848
1612024.01.07 20:00modify460.101.273481.271981.25848
1622024.01.08 00:00s/l460.101.271981.271981.2584814.4410613.98
1632024.01.08 00:00s/l470.101.271981.271981.25848-18.0510595.93
1642024.01.24 16:00sell480.101.275290.000000.00000
1652024.01.24 16:00modify480.101.275291.289291.26029
1662024.01.26 16:00sell490.101.272220.000000.00000
1672024.01.26 16:00modify490.101.272221.273791.26029
1682024.01.26 16:00modify480.101.275291.273791.26029
1692024.01.29 16:00sell500.101.267740.000000.00000
1702024.01.29 16:00modify500.101.267741.271541.26029
1712024.01.29 16:00modify490.101.272221.271541.26029
1722024.01.29 16:00modify480.101.275291.271541.26029
1732024.01.30 00:00s/l480.101.271541.271541.2602937.2210633.15
1742024.01.30 00:00s/l490.101.271541.271541.260296.7110639.86
1752024.01.30 00:00s/l500.101.271541.271541.26029-38.0510601.81
1762024.02.02 12:00sell510.101.275900.000000.00000
1772024.02.02 12:00modify510.101.275901.289901.26090
1782024.02.02 20:00sell520.101.263840.000000.00000
1792024.02.02 20:00modify520.101.263841.270651.26090
1802024.02.02 20:00modify510.101.275901.270651.26090
1812024.02.05 04:00t/p510.101.260901.270651.26090149.9510751.76
1822024.02.05 04:00t/p520.101.260901.270651.2609029.3510781.12
1832024.02.05 12:00buy530.101.257680.000000.00000
1842024.02.05 12:00modify530.101.257681.243681.27268
1852024.02.13 08:00buy540.101.265480.000000.00000
1862024.02.13 08:00modify540.101.265481.261431.27268
1872024.02.13 08:00modify530.101.257681.261431.27268
1882024.02.13 16:00s/l530.101.261431.261431.2726836.0710817.18
1892024.02.13 16:00s/l540.101.261431.261431.27268-40.5010776.68
1902024.02.20 16:00sell550.101.266230.000000.00000
1912024.02.20 16:00modify550.101.266231.280231.25123
1922024.02.21 08:00sell560.101.262980.000000.00000
1932024.02.21 08:00modify560.101.262981.264731.25123
1942024.02.21 08:00modify550.101.266231.264731.25123
1952024.02.22 04:00s/l550.101.264731.264731.2512314.8110791.50
1962024.02.22 04:00s/l560.101.264731.264731.25123-17.6410773.86