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 20:00 (2023.05.01 - 2024.05.01)
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=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=60; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 modelled79400Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread30
Total net profit1569.94Gross profit1969.02Gross loss-399.09
Profit factor4.93Expected payoff30.19
Absolute drawdown22.30Maximal drawdown178.00 (1.65%)Relative drawdown1.65% (178.00)
Total trades52Short positions (won %)31 (77.42%)Long positions (won %)21 (52.38%)
Profit trades (% of total)35 (67.31%)Loss trades (% of total)17 (32.69%)
Largestprofit trade120.00loss trade-60.09
Averageprofit trade56.26loss trade-23.48
Maximumconsecutive wins (profit in money)8 (627.93)consecutive losses (loss in money)2 (-39.70)
Maximalconsecutive profit (count of wins)627.93 (8)consecutive loss (count of losses)-60.09 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.19 00:00buy10.101.241390.000000.00000
22023.05.19 00:00modify10.101.241391.235391.25339
32023.05.19 11:40buy20.101.244620.000000.00000
42023.05.19 11:40modify20.101.244621.241991.25339
52023.05.19 11:40modify10.101.241391.241991.25339
62023.05.19 12:40buy30.101.247060.000000.00000
72023.05.19 12:40modify30.101.247061.244391.25339
82023.05.19 12:40modify20.101.244621.244391.25339
92023.05.19 12:40modify10.101.241391.244391.25339
102023.05.19 13:06s/l10.101.244391.244391.2533930.0010030.00
112023.05.19 13:06s/l20.101.244391.244391.25339-2.3010027.70
122023.05.19 13:06s/l30.101.244391.244391.25339-26.7010001.00
132023.06.01 20:00sell40.101.253000.000000.00000
142023.06.01 20:00modify40.101.253001.259001.24100
152023.06.02 15:20sell50.101.247580.000000.00000
162023.06.02 15:20modify50.101.247581.250001.24100
172023.06.02 15:20modify40.101.253001.250001.24100
182023.06.02 16:50sell60.101.245050.000000.00000
192023.06.02 16:50modify60.101.245051.248201.24100
202023.06.02 16:50modify50.101.247581.248201.24100
212023.06.02 16:50modify40.101.253001.248201.24100
222023.06.05 06:33t/p40.101.241001.248201.24100119.9110120.91
232023.06.05 06:33t/p50.101.241001.248201.2410065.7510186.66
242023.06.05 06:33t/p60.101.241001.248201.2410040.4510227.11
252023.06.28 20:00buy70.101.264400.000000.00000
262023.06.28 20:00modify70.101.264401.258401.27640
272023.06.30 14:20buy80.101.272200.000000.00000
282023.06.30 14:20modify80.101.272201.269201.27640
292023.06.30 14:20modify70.101.264401.269201.27640
302023.06.30 18:45buy90.101.269980.000000.00000
312023.06.30 18:45modify90.101.269981.267401.27640
322023.06.30 18:50modify90.101.269981.269201.27640
332023.06.30 19:15s/l70.101.269201.269201.2764047.2810274.40
342023.06.30 19:15s/l80.101.269201.269201.27640-30.0010244.40
352023.06.30 19:15s/l90.101.269201.269201.27640-7.8010236.60
362023.07.07 20:00sell100.101.282990.000000.00000
372023.07.07 20:00modify100.101.282991.288991.27099
382023.07.10 05:40sell110.101.279910.000000.00000
392023.07.10 05:40modify110.101.279911.282391.27099
402023.07.10 05:40modify100.101.282991.282391.27099
412023.07.10 07:40s/l100.101.282391.282391.270995.9510242.55
422023.07.10 07:40s/l110.101.282391.282391.27099-24.8010217.75
432023.07.14 00:00sell120.101.312780.000000.00000
442023.07.14 00:00modify120.101.312781.318781.30078
452023.07.14 06:50sell130.101.309590.000000.00000
462023.07.14 06:50modify130.101.309591.312181.30078
472023.07.14 06:50modify120.101.312781.312181.30078
482023.07.14 08:30s/l120.101.312181.312181.300786.0010223.75
492023.07.14 08:30s/l130.101.312181.312181.30078-25.9010197.85
502023.07.28 00:00buy140.101.279580.000000.00000
512023.07.28 00:00modify140.101.279581.273581.29158
522023.07.28 09:40buy150.101.282710.000000.00000
532023.07.28 09:40modify150.101.282711.280181.29158
542023.07.28 09:40modify140.101.279581.280181.29158
552023.07.28 10:50buy160.101.285200.000000.00000
562023.07.28 10:50modify160.101.285201.282581.29158
572023.07.28 10:50modify150.101.282711.282581.29158
582023.07.28 10:50modify140.101.279581.282581.29158
592023.07.28 12:35buy170.101.287530.000000.00000
602023.07.28 12:35modify170.101.287531.284381.29158
612023.07.28 12:35modify160.101.285201.284381.29158
622023.07.28 12:35modify150.101.282711.284381.29158
632023.07.28 12:35modify140.101.279581.284381.29158
642023.07.28 13:40s/l140.101.284381.284381.2915848.0010245.85
652023.07.28 13:40s/l150.101.284381.284381.2915816.7010262.55
662023.07.28 13:40s/l160.101.284381.284381.29158-8.2010254.35
672023.07.28 13:40s/l170.101.284381.284381.29158-31.5010222.85
682023.08.25 08:00buy180.101.257790.000000.00000
692023.08.25 08:00modify180.101.257791.251791.26979
702023.08.25 10:30buy190.101.260820.000000.00000
712023.08.25 10:30modify190.101.260821.258391.26979
722023.08.25 10:30modify180.101.257791.258391.26979
732023.08.25 14:15buy200.101.265690.000000.00000
742023.08.25 14:15modify200.101.265691.262591.26979
752023.08.25 14:15modify190.101.260821.262591.26979
762023.08.25 14:15modify180.101.257791.262591.26979
772023.08.25 14:20s/l180.101.262591.262591.2697948.0010270.85
782023.08.25 14:20s/l190.101.262591.262591.2697917.7010288.55
792023.08.25 14:20s/l200.101.262591.262591.26979-31.0010257.55
802023.08.30 20:00sell210.101.271700.000000.00000
812023.08.30 20:00modify210.101.271701.277701.25970
822023.08.31 12:35sell220.101.268620.000000.00000
832023.08.31 12:35modify220.101.268621.271101.25970
842023.08.31 12:35modify210.101.271701.271101.25970
852023.08.31 13:40sell230.101.266050.000000.00000
862023.08.31 13:40modify230.101.266051.268701.25970
872023.08.31 13:40modify220.101.268621.268701.25970
882023.08.31 13:40modify210.101.271701.268701.25970
892023.09.01 07:40s/l210.101.268701.268701.2597029.8110287.36
902023.09.01 07:40s/l220.101.268701.268701.25970-0.8510286.51
912023.09.01 07:40s/l230.101.268701.268701.25970-26.5510259.97
922023.10.04 20:00sell240.101.215010.000000.00000
932023.10.04 20:00modify240.101.215011.221011.20301
942023.10.05 09:05sell250.101.212010.000000.00000
952023.10.05 09:05modify250.101.212011.214411.20301
962023.10.05 09:05modify240.101.215011.214411.20301
972023.10.05 10:40s/l240.101.214411.214411.203015.8610265.83
982023.10.05 10:40s/l250.101.214411.214411.20301-24.0010241.83
992023.10.24 08:00sell260.101.226250.000000.00000
1002023.10.24 08:00modify260.101.226251.232251.21425
1012023.10.24 10:20sell270.101.223250.000000.00000
1022023.10.24 10:20modify270.101.223251.225651.21425
1032023.10.24 10:20modify260.101.226251.225651.21425
1042023.10.24 12:30sell280.101.220590.000000.00000
1052023.10.24 12:30modify280.101.220591.223251.21425
1062023.10.24 12:30modify270.101.223251.223251.21425
1072023.10.24 12:30modify260.101.226251.223251.21425
1082023.10.24 14:20sell290.101.218250.000000.00000
1092023.10.24 14:20modify290.101.218251.221451.21425
1102023.10.24 14:20modify280.101.220591.221451.21425
1112023.10.24 14:20modify270.101.223251.221451.21425
1122023.10.24 14:20modify260.101.226251.221451.21425
1132023.10.25 07:40t/p260.101.214251.221451.21425119.9510361.78
1142023.10.25 07:40t/p270.101.214251.221451.2142589.9510451.73
1152023.10.25 07:40t/p280.101.214251.221451.2142563.3510515.09
1162023.10.25 07:40t/p290.101.214251.221451.2142539.9510555.04
1172023.11.06 00:00sell300.101.237180.000000.00000
1182023.11.06 00:00modify300.101.237181.243181.22518
1192023.11.06 20:40sell310.101.234170.000000.00000
1202023.11.06 20:40modify310.101.234171.236581.22518
1212023.11.06 20:40modify300.101.237181.236581.22518
1222023.11.07 07:20sell320.101.231700.000000.00000
1232023.11.07 07:20modify320.101.231701.234181.22518
1242023.11.07 07:20modify310.101.234171.234181.22518
1252023.11.07 07:20modify300.101.237181.234181.22518
1262023.11.07 10:40sell330.101.229170.000000.00000
1272023.11.07 10:40modify330.101.229171.232381.22518
1282023.11.07 10:40modify320.101.231701.232381.22518
1292023.11.07 10:40modify310.101.234171.232381.22518
1302023.11.07 10:40modify300.101.237181.232381.22518
1312023.11.08 09:30t/p300.101.225181.232381.22518119.9110674.94
1322023.11.08 09:30t/p310.101.225181.232381.2251889.8110764.75
1332023.11.08 09:30t/p320.101.225181.232381.2251865.1510829.90
1342023.11.08 09:30t/p330.101.225181.232381.2251839.8510869.76
1352023.11.24 20:00sell340.101.260820.000000.00000
1362023.11.24 20:00modify340.101.260821.266821.24882
1372023.11.28 15:20s/l340.101.266821.266821.24882-60.0910809.66
1382023.11.29 04:00sell350.101.270730.000000.00000
1392023.11.29 04:00modify350.101.270731.276731.25873
1402023.11.29 09:50sell360.101.267590.000000.00000
1412023.11.29 09:50modify360.101.267591.270131.25873
1422023.11.29 09:50modify350.101.270731.270131.25873
1432023.11.29 14:33s/l350.101.270131.270131.258736.0010815.66
1442023.11.29 14:33s/l360.101.270131.270131.25873-25.4010790.26
1452023.12.14 20:00sell370.101.275740.000000.00000
1462023.12.14 20:00modify370.101.275741.281741.26374
1472023.12.15 14:10sell380.101.272500.000000.00000
1482023.12.15 14:10modify380.101.272501.275141.26374
1492023.12.15 14:10modify370.101.275741.275141.26374
1502023.12.15 14:40sell390.101.270340.000000.00000
1512023.12.15 14:40modify390.101.270341.272741.26374
1522023.12.15 14:40modify380.101.272501.272741.26374
1532023.12.15 14:40modify370.101.275741.272741.26374
1542023.12.15 19:25sell400.101.267780.000000.00000
1552023.12.15 19:25modify400.101.267781.270941.26374
1562023.12.15 19:25modify390.101.270341.270941.26374
1572023.12.15 19:25modify380.101.272501.270941.26374
1582023.12.15 19:25modify370.101.275741.270941.26374
1592023.12.18 16:40t/p370.101.263741.270941.26374119.9110910.17
1602023.12.18 16:40t/p380.101.263741.270941.2637487.5510997.72
1612023.12.18 16:40t/p390.101.263741.270941.2637465.9511063.67
1622023.12.18 16:40t/p400.101.263741.270941.2637440.3511104.03
1632024.01.03 00:00buy410.101.262510.000000.00000
1642024.01.03 00:00modify410.101.262511.256511.27451
1652024.01.03 08:15buy420.101.265520.000000.00000
1662024.01.03 08:15modify420.101.265521.263111.27451
1672024.01.03 08:15modify410.101.262511.263111.27451
1682024.01.03 09:40s/l410.101.263111.263111.274516.0011110.03
1692024.01.03 09:40s/l420.101.263111.263111.27451-24.1011085.93
1702024.02.05 20:00buy430.101.253680.000000.00000
1712024.02.05 20:00modify430.101.253681.247681.26568
1722024.02.06 07:40buy440.101.256810.000000.00000
1732024.02.06 07:40modify440.101.256811.254281.26568
1742024.02.06 07:40modify430.101.253681.254281.26568
1752024.02.06 09:40s/l430.101.254281.254281.265685.8211091.75
1762024.02.06 09:40s/l440.101.254281.254281.26568-25.3011066.45
1772024.03.21 04:00sell450.101.279600.000000.00000
1782024.03.21 04:00modify450.101.279601.285601.26760
1792024.03.21 08:50sell460.101.276450.000000.00000
1802024.03.21 08:50modify460.101.276451.279001.26760
1812024.03.21 08:50modify450.101.279601.279001.26760
1822024.03.21 12:20sell470.101.274000.000000.00000
1832024.03.21 12:20modify470.101.274001.276601.26760
1842024.03.21 12:20modify460.101.276451.276601.26760
1852024.03.21 12:20modify450.101.279601.276601.26760
1862024.03.21 13:30sell480.101.271720.000000.00000
1872024.03.21 13:30modify480.101.271721.274801.26760
1882024.03.21 13:30modify470.101.274001.274801.26760
1892024.03.21 13:30modify460.101.276451.274801.26760
1902024.03.21 13:30modify450.101.279601.274801.26760
1912024.03.21 15:40t/p450.101.267601.274801.26760120.0011186.45
1922024.03.21 15:40t/p460.101.267601.274801.2676088.5011274.95
1932024.03.21 15:40t/p470.101.267601.274801.2676064.0011338.95
1942024.03.21 15:40t/p480.101.267601.274801.2676041.2011380.15
1952024.04.01 20:00buy490.101.255030.000000.00000
1962024.04.01 20:00modify490.101.255031.249031.26703
1972024.04.02 15:40buy500.101.258030.000000.00000
1982024.04.02 15:40modify500.101.258031.255631.26703
1992024.04.02 15:40modify490.101.255031.255631.26703
2002024.04.04 13:20t/p490.101.267031.255631.26703119.1111499.25
2012024.04.04 13:20t/p500.101.267031.255631.2670389.2811588.54
2022024.04.11 04:00buy510.101.254810.000000.00000
2032024.04.11 04:00modify510.101.254811.248811.26681
2042024.04.11 13:05buy520.101.257870.000000.00000
2052024.04.11 13:05modify520.101.257871.255411.26681
2062024.04.11 13:05modify510.101.254811.255411.26681
2072024.04.11 13:40s/l510.101.255411.255411.266816.0011594.54
2082024.04.11 13:40s/l520.101.255411.255411.26681-24.6011569.94