Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01)
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=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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=8; 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 test7200Ticks modelled13399Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit1846.94Gross profit3336.45Gross loss-1489.51
Profit factor2.24Expected payoff27.16
Absolute drawdown160.70Maximal drawdown444.97 (4.14%)Relative drawdown4.14% (444.97)
Total trades68Short positions (won %)45 (68.89%)Long positions (won %)23 (47.83%)
Profit trades (% of total)42 (61.76%)Loss trades (% of total)26 (38.24%)
Largestprofit trade149.60loss trade-90.72
Averageprofit trade79.44loss trade-57.29
Maximumconsecutive wins (profit in money)8 (708.91)consecutive losses (loss in money)3 (-271.97)
Maximalconsecutive profit (count of wins)708.91 (8)consecutive loss (count of losses)-271.97 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.06 11:00sell10.101.277110.000000.00000
22023.07.06 11:00modify10.101.277111.286111.26211
32023.07.10 20:00s/l10.101.286111.286111.26211-90.279909.73
42023.07.13 10:00sell20.101.307070.000000.00000
52023.07.13 10:00modify20.101.307071.316071.29207
62023.07.19 08:00sell30.101.294770.000000.00000
72023.07.19 08:00modify30.101.294771.301821.29207
82023.07.19 08:00modify20.101.307071.301821.29207
92023.07.19 11:00t/p20.101.292071.301821.29207149.4710059.20
102023.07.19 11:00t/p30.101.292071.301821.2920727.0010086.20
112023.07.24 09:00buy40.101.281900.000000.00000
122023.07.24 09:00modify40.101.281901.272901.29690
132023.07.25 17:00buy50.101.288050.000000.00000
142023.07.25 17:00modify50.101.288051.285651.29690
152023.07.25 17:00modify40.101.281901.285651.29690
162023.07.27 03:00t/p40.101.296901.285651.29690149.1010235.31
172023.07.27 03:00t/p50.101.296901.285651.2969087.7810323.09
182023.07.28 12:00sell60.101.286940.000000.00000
192023.07.28 12:00modify60.101.286941.295941.27194
202023.08.01 11:00sell70.101.280050.000000.00000
212023.08.01 11:00modify70.101.280051.283191.27194
222023.08.01 11:00modify60.101.286941.283191.27194
232023.08.01 16:00sell80.101.274720.000000.00000
242023.08.01 16:00modify80.101.274721.281691.27194
252023.08.01 16:00modify70.101.280051.281691.27194
262023.08.01 16:00modify60.101.286941.281691.27194
272023.08.02 14:00t/p60.101.271941.281691.27194149.6010472.69
282023.08.02 14:00t/p70.101.271941.281691.2719480.9710553.66
292023.08.02 14:00t/p80.101.271941.281691.2719427.6710581.33
302023.08.03 12:00buy90.101.264940.000000.00000
312023.08.03 12:00modify90.101.264941.255941.27994
322023.08.03 16:00buy100.101.271010.000000.00000
332023.08.03 16:00modify100.101.271011.268691.27994
342023.08.03 16:00modify90.101.264941.268691.27994
352023.08.04 00:00buy110.101.271830.000000.00000
362023.08.04 00:00modify110.101.271831.268691.27994
372023.08.04 13:00s/l90.101.268691.268691.2799437.3210618.65
382023.08.04 13:00s/l100.101.268691.268691.27994-23.3810595.27
392023.08.04 13:00s/l110.101.268691.268691.27994-31.4010563.87
402023.08.04 14:00sell120.101.276200.000000.00000
412023.08.04 14:00modify120.101.276201.285201.26120
422023.08.11 16:00sell130.101.269310.000000.00000
432023.08.11 16:00modify130.101.269311.272451.26120
442023.08.11 16:00modify120.101.276201.272451.26120
452023.08.15 10:00s/l120.101.272451.272451.2612036.3010600.17
462023.08.15 10:00s/l130.101.272451.272451.26120-31.6710568.51
472023.08.23 09:00buy140.101.268150.000000.00000
482023.08.23 09:00modify140.101.268151.259151.28315
492023.08.24 21:00s/l140.101.259151.259151.28315-90.5410477.97
502023.08.30 13:00sell150.101.271330.000000.00000
512023.08.30 13:00modify150.101.271331.280331.25633
522023.09.01 16:00sell160.101.259110.000000.00000
532023.09.01 16:00modify160.101.259111.266081.25633
542023.09.01 16:00modify150.101.271331.266081.25633
552023.09.05 08:00t/p150.101.256331.266081.25633149.2010627.17
562023.09.05 08:00t/p160.101.256331.266081.2563327.5310654.71
572023.09.05 09:00buy170.101.253740.000000.00000
582023.09.05 09:00modify170.101.253741.244741.26874
592023.09.07 13:00s/l170.101.244741.244741.26874-90.7210563.99
602023.09.14 13:00buy180.101.244260.000000.00000
612023.09.14 13:00modify180.101.244261.235261.25926
622023.09.20 07:00s/l180.101.235261.235261.25926-90.7210473.27
632023.09.21 12:00buy190.101.227090.000000.00000
642023.09.21 12:00modify190.101.227091.218091.24209
652023.09.26 07:00s/l190.101.218091.218091.24209-90.5410382.74
662023.09.28 10:00sell200.101.219630.000000.00000
672023.09.28 10:00modify200.101.219631.228631.20463
682023.10.02 14:00sell210.101.212840.000000.00000
692023.10.02 14:00modify210.101.212841.215881.20463
702023.10.02 14:00modify200.101.219631.215881.20463
712023.10.03 03:00sell220.101.207390.000000.00000
722023.10.03 03:00modify220.101.207391.214381.20463
732023.10.03 03:00modify210.101.212841.214381.20463
742023.10.03 03:00modify200.101.219631.214381.20463
752023.10.04 08:00t/p200.101.204631.214381.20463149.4710532.21
762023.10.04 08:00t/p210.101.204631.214381.2046381.8310614.04
772023.10.04 08:00t/p220.101.204631.214381.2046327.4710641.51
782023.10.04 13:00sell230.101.216940.000000.00000
792023.10.04 13:00modify230.101.216941.225941.20194
802023.10.06 16:00s/l230.101.225941.225941.20194-90.5310550.98
812023.10.12 14:00buy240.101.223540.000000.00000
822023.10.12 14:00modify240.101.223541.214541.23854
832023.10.13 15:00s/l240.101.214541.214541.23854-90.1810460.80
842023.10.23 16:00sell250.101.223160.000000.00000
852023.10.23 16:00modify250.101.223161.232161.20816
862023.10.25 04:00sell260.101.217100.000000.00000
872023.10.25 04:00modify260.101.217101.219411.20816
882023.10.25 04:00modify250.101.223161.219411.20816
892023.10.25 21:00sell270.101.210900.000000.00000
902023.10.25 21:00modify270.101.210901.217911.20816
912023.10.25 21:00modify260.101.217101.217911.20816
922023.10.25 21:00modify250.101.223161.217911.20816
932023.10.26 04:00t/p250.101.208161.217911.20816149.3410610.13
942023.10.26 04:00t/p260.101.208161.217911.2081689.0010699.13
952023.10.26 04:00t/p270.101.208161.217911.2081627.0010726.14
962023.11.03 13:00sell280.101.231250.000000.00000
972023.11.03 13:00modify280.101.231251.240251.21625
982023.11.06 09:00s/l280.101.240251.240251.21625-90.1310636.00
992023.11.09 20:00buy290.101.222320.000000.00000
1002023.11.09 20:00modify290.101.222321.213321.23732
1012023.11.14 14:00t/p290.101.237321.213321.23732149.4610785.47
1022023.11.14 14:00sell300.101.240070.000000.00000
1032023.11.14 14:00modify300.101.240071.249071.22507
1042023.11.14 17:00s/l300.101.249071.249071.22507-90.0010695.47
1052023.11.15 15:00buy310.101.241160.000000.00000
1062023.11.15 15:00modify310.101.241161.232161.25616
1072023.11.21 09:00buy320.101.253350.000000.00000
1082023.11.21 09:00modify320.101.253351.246411.25616
1092023.11.21 09:00modify310.101.241161.246411.25616
1102023.11.22 16:00s/l310.101.246411.246411.2561651.2510746.71
1112023.11.22 16:00s/l320.101.246411.246411.25616-69.5810677.13
1122023.11.22 16:00buy330.101.246130.000000.00000
1132023.11.22 16:00modify330.101.246131.237131.26113
1142023.11.24 16:00t/p330.101.261131.237131.26113149.2810826.42
1152023.11.28 16:00sell340.101.268260.000000.00000
1162023.11.28 16:00modify340.101.268261.277261.25326
1172023.12.04 18:00sell350.101.262210.000000.00000
1182023.12.04 18:00modify350.101.262211.264511.25326
1192023.12.04 18:00modify340.101.268261.264511.25326
1202023.12.05 01:00s/l340.101.264511.264511.2532636.5710862.99
1212023.12.05 01:00s/l350.101.264511.264511.25326-23.1310839.85
1222023.12.12 15:00buy360.101.252870.000000.00000
1232023.12.12 15:00modify360.101.252871.243871.26787
1242023.12.14 03:00buy370.101.264970.000000.00000
1252023.12.14 03:00modify370.101.264971.258121.26787
1262023.12.14 03:00modify360.101.252871.258121.26787
1272023.12.14 12:00t/p360.101.267871.258121.26787149.2810989.14
1282023.12.14 12:00t/p370.101.267871.258121.2678729.0011018.14
1292023.12.14 13:00sell380.101.271550.000000.00000
1302023.12.14 13:00modify380.101.271551.280551.25655
1312023.12.18 12:00sell390.101.265380.000000.00000
1322023.12.18 12:00modify390.101.265381.267801.25655
1332023.12.18 12:00modify380.101.271551.267801.25655
1342023.12.19 08:00s/l380.101.267801.267801.2565537.1011055.24
1352023.12.19 08:00s/l390.101.267801.267801.25655-24.3311030.91
1362023.12.20 08:00buy400.101.266630.000000.00000
1372023.12.20 08:00modify400.101.266631.257631.28163
1382023.12.22 12:00buy410.101.273660.000000.00000
1392023.12.22 12:00modify410.101.273661.270381.28163
1402023.12.22 12:00modify400.101.266631.270381.28163
1412023.12.22 14:00s/l400.101.270381.270381.2816336.7811067.69
1422023.12.22 14:00s/l410.101.270381.270381.28163-32.8011034.89
1432024.01.02 12:00buy420.101.266530.000000.00000
1442024.01.02 12:00modify420.101.266531.257531.28153
1452024.01.05 19:00buy430.101.273520.000000.00000
1462024.01.05 19:00modify430.101.273521.270281.28153
1472024.01.05 19:00modify420.101.266531.270281.28153
1482024.01.07 22:00s/l420.101.270281.270281.2815336.6011071.50
1492024.01.07 22:00s/l430.101.270281.270281.28153-32.4011039.10
1502024.01.24 10:00sell440.101.276410.000000.00000
1512024.01.24 10:00modify440.101.276411.285411.26141
1522024.01.25 17:00sell450.101.269580.000000.00000
1532024.01.25 17:00modify450.101.269581.272661.26141
1542024.01.25 17:00modify440.101.276411.272661.26141
1552024.01.26 01:00sell460.101.270270.000000.00000
1562024.01.26 01:00modify460.101.270271.272661.26141
1572024.01.26 11:00s/l440.101.272661.272661.2614136.9711076.06
1582024.01.26 11:00s/l450.101.272661.272661.26141-30.9311045.13
1592024.01.26 11:00s/l460.101.272661.272661.26141-23.9011021.23
1602024.01.31 15:00sell470.101.273840.000000.00000
1612024.01.31 15:00modify470.101.273841.282841.25884
1622024.02.02 14:00sell480.101.267090.000000.00000
1632024.02.02 14:00modify480.101.267091.270091.25884
1642024.02.02 14:00modify470.101.273841.270091.25884
1652024.02.02 18:00sell490.101.261820.000000.00000
1662024.02.02 18:00modify490.101.261821.268591.25884
1672024.02.02 18:00modify480.101.267091.268591.25884
1682024.02.02 18:00modify470.101.273841.268591.25884
1692024.02.05 11:00t/p470.101.258841.268591.25884149.3411170.57
1702024.02.05 11:00t/p480.101.258841.268591.2588482.3711252.93
1712024.02.05 11:00t/p490.101.258841.268591.2588429.6711282.60
1722024.02.22 09:00sell500.101.270140.000000.00000
1732024.02.22 09:00modify500.101.270141.279141.25514
1742024.02.29 17:00sell510.101.263130.000000.00000
1752024.02.29 17:00modify510.101.263131.266391.25514
1762024.02.29 17:00modify500.101.270141.266391.25514
1772024.03.01 20:00s/l500.101.266391.266391.2551436.4411319.04
1782024.03.01 20:00s/l510.101.266391.266391.25514-32.7311286.30
1792024.03.08 14:00sell520.101.286370.000000.00000
1802024.03.08 14:00modify520.101.286371.295371.27137
1812024.03.13 19:00sell530.101.279390.000000.00000
1822024.03.13 19:00modify530.101.279391.282621.27137
1832024.03.13 19:00modify520.101.286371.282621.27137
1842024.03.15 14:00sell540.101.274300.000000.00000
1852024.03.15 14:00modify540.101.274301.281121.27137
1862024.03.15 14:00modify530.101.279391.281121.27137
1872024.03.15 14:00modify520.101.286371.281121.27137
1882024.03.19 06:00t/p520.101.271371.281121.27137148.8011435.11
1892024.03.19 06:00t/p530.101.271371.281121.2713779.4011514.51
1902024.03.19 06:00t/p540.101.271371.281121.2713729.0311543.55
1912024.03.20 19:00sell550.101.277920.000000.00000
1922024.03.20 19:00modify550.101.277921.286921.26292
1932024.03.21 14:00sell560.101.270890.000000.00000
1942024.03.21 14:00modify560.101.270891.274171.26292
1952024.03.21 14:00modify550.101.277921.274171.26292
1962024.03.22 07:00t/p550.101.262921.274171.26292149.4711693.01
1972024.03.22 07:00t/p560.101.262921.274171.2629279.5711772.58
1982024.04.01 16:00buy570.101.254490.000000.00000
1992024.04.01 16:00modify570.101.254491.245491.26949
2002024.04.04 08:00buy580.101.266510.000000.00000
2012024.04.04 08:00modify580.101.266511.259741.26949
2022024.04.04 08:00modify570.101.254491.259741.26949
2032024.04.05 13:00s/l570.101.259741.259741.2694951.4311824.01
2042024.04.05 13:00s/l580.101.259741.259741.26949-67.8811756.13
2052024.04.10 13:00buy590.101.261440.000000.00000
2062024.04.10 13:00modify590.101.261441.252441.27644
2072024.04.10 17:00s/l590.101.252441.252441.27644-90.0011666.13
2082024.04.23 14:00sell600.101.243830.000000.00000
2092024.04.23 14:00modify600.101.243831.252831.22883
2102024.04.25 13:00s/l600.101.252831.252831.22883-90.5311575.60
2112024.05.01 19:00sell610.101.254670.000000.00000
2122024.05.01 19:00modify610.101.254671.263671.23967
2132024.05.02 15:00sell620.101.248430.000000.00000
2142024.05.02 15:00modify620.101.248431.250921.23967
2152024.05.02 15:00modify610.101.254671.250921.23967
2162024.05.02 16:00s/l610.101.250921.250921.2396737.1011612.70
2172024.05.02 16:00s/l620.101.250921.250921.23967-24.9011587.80
2182024.05.03 13:00sell630.101.260570.000000.00000
2192024.05.03 13:00modify630.101.260571.269571.24557
2202024.05.03 15:00sell640.101.254530.000000.00000
2212024.05.03 15:00modify640.101.254531.256821.24557
2222024.05.03 15:00modify630.101.260571.256821.24557
2232024.05.06 08:00s/l630.101.256821.256821.2455737.3711625.16
2242024.05.06 08:00s/l640.101.256821.256821.24557-23.0311602.13
2252024.06.03 15:00sell650.101.277140.000000.00000
2262024.06.03 15:00modify650.101.277141.286141.26214
2272024.06.10 07:00sell660.101.271060.000000.00000
2282024.06.10 07:00modify660.101.271061.273391.26214
2292024.06.10 07:00modify650.101.277141.273391.26214
2302024.06.10 17:00s/l650.101.273391.273391.2621436.5711638.70
2312024.06.10 17:00s/l660.101.273391.273391.26214-23.3011615.40
2322024.06.12 13:00sell670.101.285300.000000.00000
2332024.06.12 13:00modify670.101.285301.294301.27030
2342024.06.13 02:00sell680.101.278520.000000.00000
2352024.06.13 02:00modify680.101.278521.281551.27030
2362024.06.13 02:00modify670.101.285301.281551.27030
2372024.06.14 10:00t/p670.101.270301.281551.27030149.4711764.87
2382024.06.14 10:00t/p680.101.270301.281551.2703082.0711846.94