Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01)
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=5; 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=120; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=12; 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 profit329.82Gross profit2991.16Gross loss-2661.34
Profit factor1.12Expected payoff4.71
Absolute drawdown865.96Maximal drawdown1021.73 (10.06%)Relative drawdown10.06% (1021.73)
Total trades70Short positions (won %)38 (63.16%)Long positions (won %)32 (43.75%)
Profit trades (% of total)38 (54.29%)Loss trades (% of total)32 (45.71%)
Largestprofit trade119.95loss trade-122.51
Averageprofit trade78.71loss trade-83.17
Maximumconsecutive wins (profit in money)8 (589.44)consecutive losses (loss in money)5 (-415.59)
Maximalconsecutive profit (count of wins)589.44 (8)consecutive loss (count of losses)-415.59 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.01 16:00buy10.101.249590.000000.00000
22023.05.01 16:00modify10.101.249591.237591.26159
32023.05.05 08:00t/p10.101.261591.237591.26159118.9310118.93
42023.05.11 16:00buy20.101.250280.000000.00000
52023.05.11 16:00modify20.101.250281.238281.26228
62023.05.23 12:00s/l20.101.238281.238281.26228-121.799997.14
72023.05.26 12:00sell30.101.238690.000000.00000
82023.05.26 12:00modify30.101.238691.250691.22669
92023.06.01 16:00s/l30.101.250691.250691.22669-120.289876.85
102023.06.01 16:00sell40.101.253270.000000.00000
112023.06.01 16:00modify40.101.253271.265271.24127
122023.06.02 16:00sell50.101.246580.000000.00000
132023.06.02 16:00modify50.101.246581.249071.24127
142023.06.02 16:00sell60.101.246580.000000.00000
152023.06.02 16:00modify60.101.246581.249071.24127
162023.06.02 16:00modify40.101.253271.249071.24127
172023.06.05 08:00t/p40.101.241271.249071.24127119.919996.76
182023.06.05 08:00t/p50.101.241271.249071.2412753.0510049.81
192023.06.05 08:00t/p60.101.241271.249071.2412753.0510102.87
202023.06.08 16:00sell70.101.254440.000000.00000
212023.06.08 16:00modify70.101.254441.266441.24244
222023.06.14 16:00s/l70.101.266441.266441.24244-120.199982.68
232023.06.14 16:00sell80.101.269390.000000.00000
242023.06.14 16:00modify80.101.269391.281391.25739
252023.06.16 08:00s/l80.101.281391.281391.25739-120.199862.49
262023.06.28 12:00buy90.101.266710.000000.00000
272023.06.28 12:00modify90.101.266711.254711.27871
282023.07.04 16:00buy100.101.273350.000000.00000
292023.07.04 16:00modify100.101.273351.270911.27871
302023.07.04 16:00buy110.101.273350.000000.00000
312023.07.04 16:00modify110.101.273351.270911.27871
322023.07.04 16:00modify90.101.266711.270911.27871
332023.07.05 00:00s/l90.101.270911.270911.2787140.759903.24
342023.07.05 00:00s/l100.101.270911.270911.27871-24.589878.66
352023.07.05 00:00s/l110.101.270911.270911.27871-24.589854.08
362023.07.06 12:00sell120.101.277340.000000.00000
372023.07.06 12:00modify120.101.277341.289341.26534
382023.07.07 04:00sell130.101.273580.000000.00000
392023.07.07 04:00modify130.101.273581.276741.26534
402023.07.07 04:00modify120.101.277341.276741.26534
412023.07.07 12:00s/l120.101.276741.276741.265345.959860.03
422023.07.07 12:00s/l130.101.276741.276741.26534-31.609828.43
432023.07.07 16:00sell140.101.283770.000000.00000
442023.07.07 16:00modify140.101.283771.295771.27177
452023.07.12 04:00s/l140.101.295771.295771.27177-120.149708.29
462023.07.13 12:00sell150.101.306200.000000.00000
472023.07.13 12:00modify150.101.306201.318201.29420
482023.07.19 08:00t/p150.101.294201.318201.29420119.819828.10
492023.07.20 16:00buy160.101.285030.000000.00000
502023.07.20 16:00modify160.101.285031.273031.29703
512023.07.27 04:00t/p160.101.297031.273031.29703118.759946.85
522023.07.27 16:00buy170.101.287010.000000.00000
532023.07.27 16:00modify170.101.287011.275011.29901
542023.08.01 16:00s/l170.101.275011.275011.29901-120.549826.31
552023.08.01 16:00buy180.101.275020.000000.00000
562023.08.01 16:00modify180.101.275021.263021.28702
572023.08.03 12:00s/l180.101.263021.263021.28702-120.729705.60
582023.08.03 12:00buy190.101.264940.000000.00000
592023.08.03 12:00modify190.101.264941.252941.27694
602023.08.04 00:00buy200.101.271830.000000.00000
612023.08.04 00:00modify200.101.271831.269141.27694
622023.08.04 00:00buy210.101.271830.000000.00000
632023.08.04 00:00modify210.101.271831.269141.27694
642023.08.04 00:00modify190.101.264941.269141.27694
652023.08.04 16:00s/l190.101.269141.269141.2769441.829747.42
662023.08.04 16:00s/l200.101.269141.269141.27694-26.909720.52
672023.08.04 16:00s/l210.101.269141.269141.27694-26.909693.62
682023.08.04 16:00sell220.101.277280.000000.00000
692023.08.04 16:00modify220.101.277281.289281.26528
702023.08.09 12:00sell230.101.273410.000000.00000
712023.08.09 12:00modify230.101.273411.276681.26528
722023.08.09 12:00modify220.101.277281.276681.26528
732023.08.10 12:00s/l220.101.276681.276681.265285.729699.34
742023.08.10 12:00s/l230.101.276681.276681.26528-32.849666.49
752023.08.10 20:00buy240.101.267810.000000.00000
762023.08.10 20:00modify240.101.267811.255811.27981
772023.08.15 16:00buy250.101.274530.000000.00000
782023.08.15 16:00modify250.101.274531.272011.27981
792023.08.15 16:00buy260.101.274530.000000.00000
802023.08.15 16:00modify260.101.274531.272011.27981
812023.08.15 16:00modify240.101.267811.272011.27981
822023.08.15 20:00s/l240.101.272011.272011.2798141.469707.96
832023.08.15 20:00s/l250.101.272011.272011.27981-25.209682.76
842023.08.15 20:00s/l260.101.272011.272011.27981-25.209657.56
852023.08.23 12:00buy270.101.263190.000000.00000
862023.08.23 12:00modify270.101.263191.251191.27519
872023.09.06 16:00s/l270.101.251191.251191.27519-122.519535.05
882023.09.06 16:00buy280.101.250050.000000.00000
892023.09.06 16:00modify280.101.250051.238051.26205
902023.09.15 20:00s/l280.101.238051.238051.26205-121.979413.08
912023.09.21 12:00buy290.101.227090.000000.00000
922023.09.21 12:00modify290.101.227091.215091.23909
932023.09.27 00:00s/l290.101.215091.215091.23909-120.729292.37
942023.09.28 12:00sell300.101.220730.000000.00000
952023.09.28 12:00modify300.101.220731.232731.20873
962023.10.03 00:00t/p300.101.208731.232731.20873119.869412.23
972023.10.04 16:00sell310.101.215410.000000.00000
982023.10.04 16:00modify310.101.215411.227411.20341
992023.10.10 12:00s/l310.101.227411.227411.20341-120.289291.94
1002023.10.12 16:00buy320.101.221410.000000.00000
1012023.10.12 16:00modify320.101.221411.209411.23341
1022023.10.19 12:00s/l320.101.209411.209411.23341-121.259170.69
1032023.10.23 16:00sell330.101.223160.000000.00000
1042023.10.23 16:00modify330.101.223161.235161.21116
1052023.10.24 20:00sell340.101.216290.000000.00000
1062023.10.24 20:00modify340.101.216291.218961.21116
1072023.10.24 20:00sell350.101.216290.000000.00000
1082023.10.24 20:00modify350.101.216291.218961.21116
1092023.10.24 20:00modify330.101.223161.218961.21116
1102023.10.26 00:00t/p330.101.211161.218961.21116119.779290.46
1112023.10.26 00:00t/p340.101.211161.218961.2111651.119341.57
1122023.10.26 00:00t/p350.101.211161.218961.2111651.119392.68
1132023.11.03 16:00sell360.101.237100.000000.00000
1142023.11.03 16:00modify360.101.237101.249101.22510
1152023.11.07 04:00sell370.101.233370.000000.00000
1162023.11.07 04:00modify370.101.233371.236501.22510
1172023.11.07 04:00modify360.101.237101.236501.22510
1182023.11.08 12:00t/p360.101.225101.236501.22510119.869512.54
1192023.11.08 12:00t/p370.101.225101.236501.2251082.659595.19
1202023.11.09 20:00buy380.101.222320.000000.00000
1212023.11.09 20:00modify380.101.222321.210321.23432
1222023.11.14 16:00t/p380.101.234321.210321.23432119.469714.65
1232023.11.14 16:00sell390.101.245630.000000.00000
1242023.11.14 16:00modify390.101.245631.257631.23363
1252023.11.15 20:00sell400.101.241810.000000.00000
1262023.11.15 20:00modify400.101.241811.245031.23363
1272023.11.15 20:00modify390.101.245631.245031.23363
1282023.11.16 04:00sell410.101.238780.000000.00000
1292023.11.16 04:00modify410.101.238781.241431.23363
1302023.11.16 04:00sell420.101.238780.000000.00000
1312023.11.16 04:00modify420.101.238781.241431.23363
1322023.11.16 04:00modify400.101.241811.241431.23363
1332023.11.16 04:00modify390.101.245631.241431.23363
1342023.11.16 12:00s/l390.101.241431.241431.2336341.819756.47
1352023.11.16 12:00s/l400.101.241431.241431.233633.669760.13
1362023.11.16 12:00s/l410.101.241431.241431.23363-26.509733.63
1372023.11.16 12:00s/l420.101.241431.241431.23363-26.509707.13
1382023.11.22 16:00buy430.101.246130.000000.00000
1392023.11.22 16:00modify430.101.246131.234131.25813
1402023.11.24 16:00t/p430.101.258131.234131.25813119.289826.41
1412023.11.24 16:00sell440.101.261240.000000.00000
1422023.11.24 16:00modify440.101.261241.273241.24924
1432023.11.29 04:00s/l440.101.273241.273241.24924-120.149706.27
1442023.11.30 12:00buy450.101.264220.000000.00000
1452023.11.30 12:00modify450.101.264221.252221.27622
1462023.12.08 16:00s/l450.101.252221.252221.27622-121.439584.84
1472023.12.13 20:00sell460.101.262660.000000.00000
1482023.12.13 20:00modify460.101.262661.274661.25066
1492023.12.14 16:00s/l460.101.274661.274661.25066-120.149464.70
1502023.12.14 16:00sell470.101.275900.000000.00000
1512023.12.14 16:00modify470.101.275901.287901.26390
1522023.12.18 08:00sell480.101.269040.000000.00000
1532023.12.18 08:00modify480.101.269041.271701.26390
1542023.12.18 08:00sell490.101.269040.000000.00000
1552023.12.18 08:00modify490.101.269041.271701.26390
1562023.12.18 08:00modify470.101.275901.271701.26390
1572023.12.18 16:00t/p470.101.263901.271701.26390119.919584.60
1582023.12.18 16:00t/p480.101.263901.271701.2639051.409636.00
1592023.12.18 16:00t/p490.101.263901.271701.2639051.409687.40
1602023.12.19 16:00sell500.101.273830.000000.00000
1612023.12.19 16:00modify500.101.273831.285831.26183
1622023.12.21 12:00t/p500.101.261831.285831.26183119.819807.21
1632023.12.27 16:00sell510.101.278830.000000.00000
1642023.12.27 16:00modify510.101.278831.290831.26683
1652024.01.02 12:00t/p510.101.266831.290831.26683119.729926.93
1662024.01.02 12:00buy520.101.266530.000000.00000
1672024.01.02 12:00modify520.101.266531.254531.27853
1682024.01.04 16:00buy530.101.270160.000000.00000
1692024.01.04 16:00modify530.101.270161.267131.27853
1702024.01.04 16:00modify520.101.266531.267131.27853
1712024.01.05 08:00s/l520.101.267131.267131.278535.109932.04
1722024.01.05 08:00s/l530.101.267131.267131.27853-30.489901.56
1732024.01.05 16:00sell540.101.275160.000000.00000
1742024.01.05 16:00modify540.101.275161.287161.26316
1752024.01.09 12:00sell550.101.271280.000000.00000
1762024.01.09 12:00modify550.101.271281.274561.26316
1772024.01.09 12:00modify540.101.275161.274561.26316
1782024.01.11 00:00s/l540.101.274561.274561.263165.729907.28
1792024.01.11 00:00s/l550.101.274561.274561.26316-32.999874.29
1802024.02.01 20:00sell560.101.274670.000000.00000
1812024.02.01 20:00modify560.101.274671.286671.26267
1822024.02.02 20:00t/p560.101.262671.286671.26267119.959994.24
1832024.02.05 16:00buy570.101.252300.000000.00000
1842024.02.05 16:00modify570.101.252301.240301.26430
1852024.02.12 04:00t/p570.101.264301.240301.26430118.7510112.99
1862024.02.13 20:00buy580.101.257680.000000.00000
1872024.02.13 20:00modify580.101.257681.245681.26968
1882024.02.19 00:00buy590.101.261360.000000.00000
1892024.02.19 00:00modify590.101.261361.258281.26968
1902024.02.19 00:00modify580.101.257681.258281.26968
1912024.02.20 04:00s/l580.101.258281.258281.269684.7510117.73
1922024.02.20 04:00s/l590.101.258281.258281.26968-30.9810086.76
1932024.02.20 16:00sell600.101.266230.000000.00000
1942024.02.20 16:00modify600.101.266231.278231.25423
1952024.03.07 16:00s/l600.101.278231.278231.25423-120.859965.91
1962024.03.08 16:00sell610.101.288040.000000.00000
1972024.03.08 16:00modify610.101.288041.300041.27604
1982024.03.12 16:00t/p610.101.276041.300041.27604119.9110085.82
1992024.03.20 20:00sell620.101.278260.000000.00000
2002024.03.20 20:00modify620.101.278261.290261.26626
2012024.03.21 12:00sell630.101.274640.000000.00000
2022024.03.21 12:00modify630.101.274641.277661.26626
2032024.03.21 12:00modify620.101.278261.277661.26626
2042024.03.21 16:00t/p620.101.266261.277661.26626119.8610205.67
2052024.03.21 16:00t/p630.101.266261.277661.2662683.8010289.47
2062024.03.21 16:00buy640.101.267000.000000.00000
2072024.03.21 16:00modify640.101.267001.255001.27900
2082024.04.01 16:00s/l640.101.255001.255001.27900-121.6110167.86
2092024.04.01 16:00buy650.101.254490.000000.00000
2102024.04.01 16:00modify650.101.254491.242491.26649
2112024.04.03 04:00buy660.101.258170.000000.00000
2122024.04.03 04:00modify660.101.258171.255091.26649
2132024.04.03 04:00modify650.101.254491.255091.26649
2142024.04.04 08:00t/p650.101.266491.255091.26649119.1110286.97
2152024.04.04 08:00t/p660.101.266491.255091.2664982.6610369.63
2162024.04.10 16:00buy670.101.254480.000000.00000
2172024.04.10 16:00modify670.101.254481.242481.26648
2182024.04.16 04:00s/l670.101.242481.242481.26648-121.0710248.56
2192024.04.22 12:00buy680.101.231750.000000.00000
2202024.04.22 12:00modify680.101.231751.219751.24375
2212024.04.22 20:00buy690.101.235560.000000.00000
2222024.04.22 20:00modify690.101.235561.232351.24375
2232024.04.22 20:00modify680.101.231751.232351.24375
2242024.04.23 16:00t/p680.101.243751.232351.24375119.8210368.38
2252024.04.23 16:00t/p690.101.243751.232351.2437581.7210450.10
2262024.04.23 16:00sell700.101.243090.000000.00000
2272024.04.23 16:00modify700.101.243091.255091.23109
2282024.04.29 08:00s/l700.101.255091.255091.23109-120.2810329.82