Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period1 Hour (H1) 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=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=110; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=75; 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=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 test7247Ticks modelled13494Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2076.21Gross profit3573.78Gross loss-1497.57
Profit factor2.39Expected payoff25.32
Absolute drawdown298.52Maximal drawdown525.82 (5.14%)Relative drawdown5.14% (525.82)
Total trades82Short positions (won %)35 (74.29%)Long positions (won %)47 (68.09%)
Profit trades (% of total)58 (70.73%)Loss trades (% of total)24 (29.27%)
Largestprofit trade109.95loss trade-111.61
Averageprofit trade61.62loss trade-62.40
Maximumconsecutive wins (profit in money)10 (695.46)consecutive losses (loss in money)2 (-221.97)
Maximalconsecutive profit (count of wins)695.46 (10)consecutive loss (count of losses)-221.97 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.12 18:00buy10.101.245760.000000.00000
22023.05.12 18:00modify10.101.245761.234761.25676
32023.05.15 11:00buy20.101.250940.000000.00000
42023.05.15 11:00modify20.101.250941.246861.25676
52023.05.15 11:00modify10.101.245761.246861.25676
62023.05.15 12:00buy30.101.251340.000000.00000
72023.05.15 12:00modify30.101.251341.248511.25676
82023.05.15 12:00modify20.101.250941.248511.25676
92023.05.15 12:00modify10.101.245761.248511.25676
102023.05.16 07:00s/l10.101.248511.248511.2567627.1410027.14
112023.05.16 07:00s/l20.101.248511.248511.25676-24.4810002.66
122023.05.16 07:00s/l30.101.248511.248511.25676-28.489974.18
132023.06.01 17:00sell40.101.253240.000000.00000
142023.06.01 17:00modify40.101.253241.264241.24224
152023.06.02 15:00sell50.101.248010.000000.00000
162023.06.02 15:00modify50.101.248011.252141.24224
172023.06.02 15:00modify40.101.253241.252141.24224
182023.06.02 17:00sell60.101.244930.000000.00000
192023.06.02 17:00modify60.101.244931.249391.24224
202023.06.02 17:00modify50.101.248011.249391.24224
212023.06.02 17:00modify40.101.253241.249391.24224
222023.06.05 07:00t/p40.101.242241.249391.24224109.9110084.09
232023.06.05 07:00t/p50.101.242241.249391.2422457.6510141.74
242023.06.05 07:00t/p60.101.242241.249391.2422426.8510168.60
252023.06.08 18:00sell70.101.255020.000000.00000
262023.06.08 18:00modify70.101.255021.266021.24402
272023.06.14 13:00s/l70.101.266021.266021.24402-110.1910058.41
282023.06.14 16:00sell80.101.269390.000000.00000
292023.06.14 16:00modify80.101.269391.280391.25839
302023.06.15 05:00sell90.101.263710.000000.00000
312023.06.15 05:00modify90.101.263711.266641.25839
322023.06.15 05:00modify80.101.269391.266641.25839
332023.06.15 09:00s/l80.101.266641.266641.2583927.3610085.77
342023.06.15 09:00s/l90.101.266641.266641.25839-29.3010056.47
352023.06.15 18:00sell100.101.277280.000000.00000
362023.06.15 18:00modify100.101.277281.288281.26628
372023.06.23 03:00sell110.101.271520.000000.00000
382023.06.23 03:00modify110.101.271521.274531.26628
392023.06.23 03:00modify100.101.277281.274531.26628
402023.06.26 07:00sell120.101.272080.000000.00000
412023.06.26 07:00modify120.101.272081.276181.26628
422023.06.26 08:00s/l100.101.274531.274531.2662827.0810083.54
432023.06.26 08:00s/l110.101.274531.274531.26628-30.1510053.40
442023.06.26 08:00close120.101.274511.276181.26628-24.3010029.10
452023.06.29 12:00sell130.101.265530.000000.00000
462023.06.29 12:00modify130.101.265531.276531.25453
472023.06.29 14:00sell140.101.259770.000000.00000
482023.06.29 14:00modify140.101.259771.262781.25453
492023.06.29 14:00modify130.101.265531.262781.25453
502023.06.29 15:00s/l130.101.262781.262781.2545327.5010056.60
512023.06.29 15:00s/l140.101.262781.262781.25453-30.1010026.50
522023.06.30 16:00sell150.101.270850.000000.00000
532023.06.30 16:00modify150.101.270851.281851.25985
542023.07.07 15:00s/l150.101.281851.281851.25985-110.339916.17
552023.07.07 18:00sell160.101.283990.000000.00000
562023.07.07 18:00modify160.101.283991.294991.27299
572023.07.10 11:00sell170.101.278790.000000.00000
582023.07.10 11:00modify170.101.278791.282891.27299
592023.07.10 11:00modify160.101.283991.282891.27299
602023.07.10 16:00s/l160.101.282891.282891.2729910.959927.12
612023.07.10 16:00s/l170.101.282891.282891.27299-41.009886.12
622023.07.10 21:00sell180.101.286060.000000.00000
632023.07.10 21:00modify180.101.286061.297061.27506
642023.07.12 03:00s/l180.101.297061.297061.27506-110.099776.03
652023.07.13 11:00sell190.101.306650.000000.00000
662023.07.13 11:00modify190.101.306651.317651.29565
672023.07.19 05:00sell200.101.301620.000000.00000
682023.07.19 05:00modify200.101.301621.305551.29565
692023.07.19 05:00modify190.101.306651.305551.29565
702023.07.19 07:00t/p190.101.295651.305551.29565109.819885.84
712023.07.19 07:00t/p200.101.295651.305551.2956559.709945.54
722023.07.20 14:00buy210.101.287700.000000.00000
732023.07.20 14:00modify210.101.287701.276701.29870
742023.07.26 19:00buy220.101.296110.000000.00000
752023.07.26 19:00modify220.101.296111.291551.29870
762023.07.26 19:00modify210.101.287701.291551.29870
772023.07.27 09:00t/p210.101.298701.291551.29870108.7510054.29
782023.07.27 09:00t/p220.101.298701.291551.2987025.3610079.65
792023.07.28 13:00sell230.101.286890.000000.00000
802023.07.28 13:00modify230.101.286891.297891.27589
812023.08.01 02:00sell240.101.281880.000000.00000
822023.08.01 02:00modify240.101.281881.285791.27589
832023.08.01 02:00modify230.101.286891.285791.27589
842023.08.01 12:00sell250.101.278450.000000.00000
852023.08.01 12:00modify250.101.278451.283041.27589
862023.08.01 12:00modify240.101.281881.283041.27589
872023.08.01 12:00modify230.101.286891.283041.27589
882023.08.01 13:00t/p230.101.275891.283041.27589109.9110189.56
892023.08.01 13:00t/p240.101.275891.283041.2758959.9010249.46
902023.08.01 13:00t/p250.101.275891.283041.2758925.6010275.06
912023.08.08 13:00buy260.101.270020.000000.00000
922023.08.08 13:00modify260.101.270021.259021.28102
932023.08.08 21:00buy270.101.274980.000000.00000
942023.08.08 21:00modify270.101.274981.271121.28102
952023.08.08 21:00modify260.101.270021.271121.28102
962023.08.10 01:00s/l260.101.271121.271121.2810210.2810285.34
972023.08.10 01:00s/l270.101.271121.271121.28102-39.3210246.02
982023.08.23 13:00buy280.101.263340.000000.00000
992023.08.23 13:00modify280.101.263341.252341.27434
1002023.08.23 15:00buy290.101.268570.000000.00000
1012023.08.23 15:00modify290.101.268571.264441.27434
1022023.08.23 15:00modify280.101.263341.264441.27434
1032023.08.24 13:00s/l280.101.264441.264441.2743410.4610256.49
1042023.08.24 13:00s/l290.101.264441.264441.27434-41.8410214.65
1052023.08.29 14:00buy300.101.257830.000000.00000
1062023.08.29 14:00modify300.101.257831.246831.26883
1072023.08.29 18:00buy310.101.263390.000000.00000
1082023.08.29 18:00modify310.101.263391.260581.26883
1092023.08.29 18:00modify300.101.257831.260581.26883
1102023.08.30 10:00buy320.101.266140.000000.00000
1112023.08.30 10:00modify320.101.266141.261681.26883
1122023.08.30 10:00modify310.101.263391.261681.26883
1132023.08.30 10:00modify300.101.257831.261681.26883
1142023.08.30 13:00t/p300.101.268831.261681.26883109.8210324.47
1152023.08.30 13:00t/p310.101.268831.261681.2688354.2210378.69
1162023.08.30 13:00t/p320.101.268831.261681.2688326.9010405.59
1172023.08.31 12:00buy330.101.268350.000000.00000
1182023.08.31 12:00modify330.101.268351.257351.27935
1192023.09.05 08:00s/l330.101.257351.257351.27935-110.5410295.05
1202023.09.12 10:00buy340.101.247280.000000.00000
1212023.09.12 10:00modify340.101.247281.236281.25828
1222023.09.20 07:00s/l340.101.236281.236281.25828-111.4310183.62
1232023.10.02 22:00buy350.101.208970.000000.00000
1242023.10.02 22:00modify350.101.208971.197971.21997
1252023.10.04 13:00buy360.101.217240.000000.00000
1262023.10.04 13:00modify360.101.217241.212821.21997
1272023.10.04 13:00modify350.101.208971.212821.21997
1282023.10.04 15:00s/l350.101.212821.212821.2199738.1410221.76
1292023.10.04 15:00s/l360.101.212821.212821.21997-44.2010177.56
1302023.10.05 10:00buy370.101.212620.000000.00000
1312023.10.05 10:00modify370.101.212621.201621.22362
1322023.10.05 17:00buy380.101.218260.000000.00000
1332023.10.05 17:00modify380.101.218261.215371.22362
1342023.10.05 17:00modify370.101.212621.215371.22362
1352023.10.06 13:00s/l370.101.215371.215371.2236227.3210204.88
1362023.10.06 13:00s/l380.101.215371.215371.22362-29.0810175.81
1372023.10.12 20:00buy390.101.217820.000000.00000
1382023.10.12 20:00modify390.101.217821.206821.22882
1392023.10.23 16:00buy400.101.223460.000000.00000
1402023.10.23 16:00modify400.101.223461.220571.22882
1412023.10.23 16:00modify390.101.217821.220571.22882
1422023.10.24 08:00t/p390.101.228821.220571.22882108.2110284.02
1432023.10.24 08:00t/p400.101.228821.220571.2288253.4210337.44
1442023.10.24 18:00buy410.101.216480.000000.00000
1452023.10.24 18:00modify410.101.216481.205481.22748
1462023.11.03 13:00t/p410.101.227481.205481.22748107.8510445.29
1472023.11.03 19:00sell420.101.238050.000000.00000
1482023.11.03 19:00modify420.101.238051.249051.22705
1492023.11.07 05:00sell430.101.232870.000000.00000
1502023.11.07 05:00modify430.101.232871.236951.22705
1512023.11.07 05:00modify420.101.238051.236951.22705
1522023.11.07 11:00sell440.101.229660.000000.00000
1532023.11.07 11:00modify440.101.229661.234201.22705
1542023.11.07 11:00modify430.101.232871.234201.22705
1552023.11.07 11:00modify420.101.238051.234201.22705
1562023.11.07 18:00t/p420.101.227051.234201.22705109.9110555.19
1572023.11.07 18:00t/p430.101.227051.234201.2270558.2010613.40
1582023.11.07 18:00t/p440.101.227051.234201.2270526.1010639.50
1592023.11.09 22:00buy450.101.222360.000000.00000
1602023.11.09 22:00modify450.101.222361.211361.23336
1612023.11.13 19:00buy460.101.227490.000000.00000
1622023.11.13 19:00modify460.101.227491.223461.23336
1632023.11.13 19:00modify450.101.222361.223461.23336
1642023.11.13 20:00buy470.101.228040.000000.00000
1652023.11.13 20:00modify470.101.228041.225111.23336
1662023.11.13 20:00modify460.101.227491.225111.23336
1672023.11.13 20:00modify450.101.222361.225111.23336
1682023.11.14 14:00t/p450.101.233361.225111.23336109.4610748.96
1692023.11.14 14:00t/p460.101.233361.225111.2333658.5210807.48
1702023.11.14 14:00t/p470.101.233361.225111.2333653.0210860.50
1712023.11.14 16:00sell480.101.245630.000000.00000
1722023.11.14 16:00modify480.101.245631.256631.23463
1732023.11.17 04:00sell490.101.240680.000000.00000
1742023.11.17 04:00modify490.101.240681.244531.23463
1752023.11.17 04:00modify480.101.245631.244531.23463
1762023.11.17 19:00s/l480.101.244531.244531.2346310.7710871.27
1772023.11.17 19:00s/l490.101.244531.244531.23463-38.5010832.77
1782023.11.22 17:00buy500.101.246820.000000.00000
1792023.11.22 17:00modify500.101.246821.235821.25782
1802023.11.23 08:00buy510.101.252040.000000.00000
1812023.11.23 08:00modify510.101.252041.247921.25782
1822023.11.23 08:00modify500.101.246821.247921.25782
1832023.11.24 13:00t/p500.101.257821.247921.25782109.2810942.05
1842023.11.24 13:00t/p510.101.257821.247921.2578257.6210999.67
1852023.12.06 22:00buy520.101.256060.000000.00000
1862023.12.06 22:00modify520.101.256061.245061.26706
1872023.12.14 02:00buy530.101.264310.000000.00000
1882023.12.14 02:00modify530.101.264311.259911.26706
1892023.12.14 02:00modify520.101.256061.259911.26706
1902023.12.14 10:00t/p520.101.267061.259911.26706108.2111107.88
1912023.12.14 10:00t/p530.101.267061.259911.2670627.5011135.38
1922023.12.19 16:00sell540.101.273830.000000.00000
1932023.12.19 16:00modify540.101.273831.284831.26283
1942023.12.20 11:00sell550.101.265440.000000.00000
1952023.12.20 11:00modify550.101.265441.269981.26283
1962023.12.20 11:00modify540.101.273831.269981.26283
1972023.12.20 22:00t/p540.101.262831.269981.26283109.9511245.33
1982023.12.20 22:00t/p550.101.262831.269981.2628326.1011271.43
1992023.12.26 22:00sell560.101.272410.000000.00000
2002023.12.26 22:00modify560.101.272411.283411.26141
2012024.01.02 17:00t/p560.101.261411.283411.26141109.6711381.10
2022024.01.02 17:00buy570.101.263250.000000.00000
2032024.01.02 17:00modify570.101.263251.252251.27425
2042024.01.05 16:00t/p570.101.274251.252251.27425109.1111490.21
2052024.01.12 13:00buy580.101.273000.000000.00000
2062024.01.12 13:00modify580.101.273001.262001.28400
2072024.01.16 20:00s/l580.101.262001.262001.28400-110.3611379.85
2082024.01.23 18:00buy590.101.266040.000000.00000
2092024.01.23 18:00modify590.101.266041.255041.27704
2102024.01.24 09:00buy600.101.271260.000000.00000
2112024.01.24 09:00modify600.101.271261.267141.27704
2122024.01.24 09:00modify590.101.266041.267141.27704
2132024.01.24 10:00t/p590.101.277041.267141.27704109.8211489.67
2142024.01.24 10:00t/p600.101.277041.267141.2770457.8011547.47
2152024.01.29 16:00buy610.101.268040.000000.00000
2162024.01.29 16:00modify610.101.268041.257041.27904
2172024.02.05 13:00s/l610.101.257041.257041.27904-111.2511436.22
2182024.02.05 15:00buy620.101.255610.000000.00000
2192024.02.05 15:00modify620.101.255611.244611.26661
2202024.02.07 00:00buy630.101.260640.000000.00000
2212024.02.07 00:00modify630.101.260641.256711.26661
2222024.02.07 00:00modify620.101.255611.256711.26661
2232024.02.07 02:00buy640.101.261330.000000.00000
2242024.02.07 02:00modify640.101.261331.258361.26661
2252024.02.07 02:00modify630.101.260641.258361.26661
2262024.02.07 02:00modify620.101.255611.258361.26661
2272024.02.08 14:00s/l620.101.258361.258361.2666126.6111462.82
2282024.02.08 14:00s/l630.101.258361.258361.26661-23.3411439.49
2292024.02.08 14:00s/l640.101.258361.258361.26661-30.2411409.25
2302024.02.13 12:00sell650.101.266750.000000.00000
2312024.02.13 12:00modify650.101.266751.277751.25575
2322024.02.14 09:00t/p650.101.255751.277751.25575109.9511519.20
2332024.03.07 18:00sell660.101.279180.000000.00000
2342024.03.07 18:00modify660.101.279181.290181.26818
2352024.03.15 01:00sell670.101.273600.000000.00000
2362024.03.15 01:00modify670.101.273601.276431.26818
2372024.03.15 01:00modify660.101.279181.276431.26818
2382024.03.19 06:00sell680.101.270840.000000.00000
2392024.03.19 06:00modify680.101.270841.275331.26818
2402024.03.19 06:00modify670.101.273601.275331.26818
2412024.03.19 06:00modify660.101.279181.275331.26818
2422024.03.19 10:00t/p660.101.268181.275331.26818109.5311628.73
2432024.03.19 10:00t/p670.101.268181.275331.2681854.1111682.84
2442024.03.19 10:00t/p680.101.268181.275331.2681826.6011709.44
2452024.03.20 11:00buy690.101.269750.000000.00000
2462024.03.20 11:00modify690.101.269751.258751.28075
2472024.03.20 19:00buy700.101.278220.000000.00000
2482024.03.20 19:00modify700.101.278221.273601.28075
2492024.03.20 19:00modify690.101.269751.273601.28075
2502024.03.21 13:00s/l690.101.273601.273601.2807537.9611747.40
2512024.03.21 13:00s/l700.101.273601.273601.28075-46.7411700.66
2522024.03.21 19:00buy710.101.266090.000000.00000
2532024.03.21 19:00modify710.101.266091.255091.27709
2542024.04.01 16:00s/l710.101.255091.255091.27709-111.6111589.05
2552024.04.01 17:00buy720.101.254830.000000.00000
2562024.04.01 17:00modify720.101.254831.243831.26583
2572024.04.04 06:00t/p720.101.265831.243831.26583109.1111698.16
2582024.04.05 14:00buy730.101.259770.000000.00000
2592024.04.05 14:00modify730.101.259771.248771.27077
2602024.04.08 14:00buy740.101.264880.000000.00000
2612024.04.08 14:00modify740.101.264881.260871.27077
2622024.04.08 14:00modify730.101.259771.260871.27077
2632024.04.09 10:00buy750.101.268280.000000.00000
2642024.04.09 10:00modify750.101.268281.263621.27077
2652024.04.09 10:00modify740.101.264881.263621.27077
2662024.04.09 10:00modify730.101.259771.263621.27077
2672024.04.09 14:00t/p730.101.270771.263621.27077109.6411807.80
2682024.04.09 14:00t/p740.101.270771.263621.2707758.7211866.52
2692024.04.09 14:00t/p750.101.270771.263621.2707724.9011891.42
2702024.04.10 15:00buy760.101.256840.000000.00000
2712024.04.10 15:00modify760.101.256841.245841.26784
2722024.04.12 13:00s/l760.101.245841.245841.26784-110.7211780.71
2732024.04.19 20:00buy770.101.237480.000000.00000
2742024.04.19 20:00modify770.101.237481.226481.24848
2752024.04.24 10:00buy780.101.242980.000000.00000
2762024.04.24 10:00modify780.101.242981.240231.24848
2772024.04.24 10:00modify770.101.237481.240231.24848
2782024.04.24 18:00buy790.101.245800.000000.00000
2792024.04.24 18:00modify790.101.245801.241331.24848
2802024.04.24 18:00modify780.101.242981.241331.24848
2812024.04.24 18:00modify770.101.237481.241331.24848
2822024.04.25 07:00t/p770.101.248481.241331.24848108.9311889.63
2832024.04.25 07:00t/p780.101.248481.241331.2484854.4611944.09
2842024.04.25 07:00t/p790.101.248481.241331.2484826.2611970.36
2852024.04.29 18:00sell800.101.256220.000000.00000
2862024.04.29 18:00modify800.101.256221.267221.24522
2872024.04.30 16:00sell810.101.251120.000000.00000
2882024.04.30 16:00modify810.101.251121.255121.24522
2892024.04.30 16:00modify800.101.256221.255121.24522
2902024.04.30 17:00sell820.101.250670.000000.00000
2912024.04.30 17:00modify820.101.250671.253471.24522
2922024.04.30 17:00modify810.101.251121.253471.24522
2932024.04.30 17:00modify800.101.256221.253471.24522
2942024.04.30 23:59close at stop820.101.249141.253471.2452215.3011985.66
2952024.04.30 23:59close at stop810.101.249141.253471.2452219.8012005.46
2962024.04.30 23:59close at stop800.101.249141.253471.2452270.7512076.21