Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01)
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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 test7217Ticks modelled155972Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2406.04Gross profit3157.73Gross loss-751.68
Profit factor4.20Expected payoff33.89
Absolute drawdown90.80Maximal drawdown381.66 (3.12%)Relative drawdown3.12% (381.66)
Total trades71Short positions (won %)32 (71.88%)Long positions (won %)39 (82.05%)
Profit trades (% of total)55 (77.46%)Loss trades (% of total)16 (22.54%)
Largestprofit trade109.91loss trade-132.63
Averageprofit trade57.41loss trade-46.98
Maximumconsecutive wins (profit in money)15 (889.47)consecutive losses (loss in money)3 (-197.02)
Maximalconsecutive profit (count of wins)889.47 (15)consecutive loss (count of losses)-197.02 (3)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.10.12 20:00buy10.101.217820.000000.00000
22023.10.12 20:00modify10.101.217821.204821.22882
32023.10.23 15:45buy20.101.223550.000000.00000
42023.10.23 15:45modify20.101.223551.220571.22882
52023.10.23 15:45modify10.101.217821.220571.22882
62023.10.23 15:50buy30.101.223960.000000.00000
72023.10.23 15:50modify30.101.223961.220571.22882
82023.10.23 18:50buy40.101.226120.000000.00000
92023.10.23 18:50modify40.101.226121.222771.22882
102023.10.23 18:50modify30.101.223961.222771.22882
112023.10.23 18:50modify20.101.223551.222771.22882
122023.10.23 18:50modify10.101.217821.222771.22882
132023.10.24 07:07t/p10.101.228821.222771.22882106.7110106.71
142023.10.24 07:07t/p20.101.228821.222771.2288252.3710159.08
152023.10.24 07:07t/p30.101.228821.222771.2288248.2710207.35
162023.10.24 07:07t/p40.101.228821.222771.2288226.6710234.02
172023.10.25 11:00buy50.101.212600.000000.00000
182023.10.25 11:00modify50.101.212601.199601.22360
192023.10.31 11:52buy60.101.218100.000000.00000
202023.10.31 11:52modify60.101.218101.215351.22360
212023.10.31 11:52modify50.101.212601.215351.22360
222023.10.31 12:20buy70.101.218840.000000.00000
232023.10.31 12:20modify70.101.218841.215351.22360
242023.10.31 13:10s/l50.101.215351.215351.2236025.5310259.55
252023.10.31 13:10s/l60.101.215351.215351.22360-27.5010232.05
262023.10.31 13:10s/l70.101.215351.215351.22360-34.9010197.15
272023.11.03 19:00sell80.101.238050.000000.00000
282023.11.03 19:00modify80.101.238051.251051.22705
292023.11.07 06:20sell90.101.232340.000000.00000
302023.11.07 06:20modify90.101.232341.235301.22705
312023.11.07 06:20modify80.101.238051.235301.22705
322023.11.07 06:59sell100.101.231900.000000.00000
332023.11.07 06:59modify100.101.231901.235301.22705
342023.11.07 10:02sell110.101.229680.000000.00000
352023.11.07 10:02modify110.101.229681.233101.22705
362023.11.07 10:02modify100.101.231901.233101.22705
372023.11.07 10:02modify90.101.232341.233101.22705
382023.11.07 10:02modify80.101.238051.233101.22705
392023.11.07 17:20t/p80.101.227051.233101.22705109.8210306.97
402023.11.07 17:20t/p90.101.227051.233101.2270552.9010359.87
412023.11.07 17:20t/p100.101.227051.233101.2270548.5010408.37
422023.11.07 17:20t/p110.101.227051.233101.2270526.3010434.67
432023.11.09 22:00buy120.101.222360.000000.00000
442023.11.09 22:00modify120.101.222361.209361.23336
452023.11.13 17:20buy130.101.227910.000000.00000
462023.11.13 17:20modify130.101.227911.225111.23336
472023.11.13 17:20modify120.101.222361.225111.23336
482023.11.14 08:22buy140.101.228630.000000.00000
492023.11.14 08:22modify140.101.228631.225111.23336
502023.11.14 13:35buy150.101.230610.000000.00000
512023.11.14 13:35modify150.101.230611.227311.23336
522023.11.14 13:35modify140.101.228631.227311.23336
532023.11.14 13:35modify130.101.227911.227311.23336
542023.11.14 13:35modify120.101.222361.227311.23336
552023.11.14 13:40t/p120.101.233361.227311.23336109.0110543.68
562023.11.14 13:40t/p130.101.233361.227311.2333654.1710597.85
572023.11.14 13:40t/p140.101.233361.227311.2333647.3010645.15
582023.11.14 13:40t/p150.101.233361.227311.2333627.5010672.65
592023.11.14 19:00sell160.101.248630.000000.00000
602023.11.14 19:00modify160.101.248631.261631.23763
612023.11.15 13:50sell170.101.242510.000000.00000
622023.11.15 13:50modify170.101.242511.245881.23763
632023.11.15 13:50modify160.101.248631.245881.23763
642023.11.15 13:55sell180.101.243010.000000.00000
652023.11.15 13:55modify180.101.243011.245881.23763
662023.11.15 14:50sell190.101.240380.000000.00000
672023.11.15 14:50modify190.101.240381.243681.23763
682023.11.15 14:50modify170.101.242511.243681.23763
692023.11.15 14:50modify180.101.243011.243681.23763
702023.11.15 14:50modify160.101.248631.243681.23763
712023.11.15 15:45s/l160.101.243681.243681.2376349.4110722.07
722023.11.15 15:45s/l170.101.243681.243681.23763-11.7010710.37
732023.11.15 15:45s/l180.101.243681.243681.23763-6.7010703.67
742023.11.15 15:45s/l190.101.243681.243681.23763-33.0010670.67
752023.11.22 17:00buy200.101.246820.000000.00000
762023.11.22 17:00modify200.101.246821.233821.25782
772023.11.23 08:15buy210.101.252400.000000.00000
782023.11.23 08:15modify210.101.252401.249571.25782
792023.11.23 08:15modify200.101.246821.249571.25782
802023.11.23 10:17buy220.101.255190.000000.00000
812023.11.23 10:17modify220.101.255191.251771.25782
822023.11.23 10:17modify210.101.252401.251771.25782
832023.11.23 10:17modify200.101.246821.251771.25782
842023.11.23 14:22buy230.101.253010.000000.00000
852023.11.23 14:22modify230.101.253011.249571.25782
862023.11.23 14:25modify230.101.253011.251771.25782
872023.11.24 12:20t/p200.101.257821.251771.25782108.6810779.35
882023.11.24 12:20t/p210.101.257821.251771.2578253.8710833.22
892023.11.24 12:20t/p220.101.257821.251771.2578225.9710859.19
902023.11.24 12:20t/p230.101.257821.251771.2578247.7710906.96
912023.12.19 16:00sell240.101.273830.000000.00000
922023.12.19 16:00modify240.101.273831.286831.26283
932023.12.20 07:15sell250.101.267480.000000.00000
942023.12.20 07:15modify250.101.267481.271081.26283
952023.12.20 07:15modify240.101.273831.271081.26283
962023.12.20 07:20sell260.101.265520.000000.00000
972023.12.20 07:20modify260.101.265521.268881.26283
982023.12.20 07:20modify250.101.267481.268881.26283
992023.12.20 07:20modify240.101.273831.268881.26283
1002023.12.20 21:07t/p240.101.262831.268881.26283109.9111016.87
1012023.12.20 21:07t/p250.101.262831.268881.2628346.5011063.37
1022023.12.20 21:07t/p260.101.262831.268881.2628326.9011090.27
1032024.01.12 13:00buy270.101.273000.000000.00000
1042024.01.12 13:00modify270.101.273001.260001.28400
1052024.01.12 15:25buy280.101.278650.000000.00000
1062024.01.12 15:25modify280.101.278651.275751.28400
1072024.01.12 15:25modify270.101.273001.275751.28400
1082024.01.12 16:02s/l270.101.275751.275751.2840027.5011117.77
1092024.01.12 16:02s/l280.101.275751.275751.28400-29.0011088.77
1102024.01.23 18:00buy290.101.266040.000000.00000
1112024.01.23 18:00modify290.101.266041.253041.27704
1122024.01.24 07:20buy300.101.271560.000000.00000
1132024.01.24 07:20modify300.101.271561.268791.27704
1142024.01.24 07:20modify290.101.266041.268791.27704
1152024.01.24 08:37buy310.101.272140.000000.00000
1162024.01.24 08:37modify310.101.272141.268791.27704
1172024.01.24 09:50t/p290.101.277041.268791.27704109.6711198.44
1182024.01.24 09:50t/p300.101.277041.268791.2770454.8011253.24
1192024.01.24 09:50t/p310.101.277041.268791.2770449.0011302.24
1202024.02.02 19:00buy320.101.262680.000000.00000
1212024.02.02 19:00modify320.101.262681.249681.27368
1222024.02.13 13:15buy330.101.268380.000000.00000
1232024.02.13 13:15modify330.101.268381.265431.27368
1242024.02.13 13:15modify320.101.262681.265431.27368
1252024.02.13 13:40s/l320.101.265431.265431.2736824.5411326.78
1262024.02.13 13:40s/l330.101.265431.265431.27368-29.5011297.28
1272024.03.07 18:00sell340.101.279180.000000.00000
1282024.03.07 18:00modify340.101.279181.292181.26818
1292024.03.14 15:23sell350.101.273490.000000.00000
1302024.03.14 15:23modify350.101.273491.276431.26818
1312024.03.14 15:23modify340.101.279181.276431.26818
1322024.03.14 15:37sell360.101.273030.000000.00000
1332024.03.14 15:37modify360.101.273031.276431.26818
1342024.03.19 05:50sell370.101.270710.000000.00000
1352024.03.19 05:50modify370.101.270711.274231.26818
1362024.03.19 05:50modify360.101.273031.274231.26818
1372024.03.19 05:50modify350.101.273491.274231.26818
1382024.03.19 05:50modify340.101.279181.274231.26818
1392024.03.19 09:20t/p340.101.268181.274231.26818109.1111406.39
1402024.03.19 09:20t/p350.101.268181.274231.2681852.8311459.23
1412024.03.19 09:20t/p360.101.268181.274231.2681848.2311507.46
1422024.03.19 09:20t/p370.101.268181.274231.2681825.3011532.76
1432024.03.20 22:00sell380.101.278420.000000.00000
1442024.03.20 22:00modify380.101.278421.291421.26742
1452024.03.21 12:25sell390.101.272710.000000.00000
1462024.03.21 12:25modify390.101.272711.275671.26742
1472024.03.21 12:25modify380.101.278421.275671.26742
1482024.03.21 13:15sell400.101.272250.000000.00000
1492024.03.21 13:15modify400.101.272251.275671.26742
1502024.03.21 14:15sell410.101.269960.000000.00000
1512024.03.21 14:15modify410.101.269961.273471.26742
1522024.03.21 14:15modify400.101.272251.273471.26742
1532024.03.21 14:15modify390.101.272711.273471.26742
1542024.03.21 14:15modify380.101.278421.273471.26742
1552024.03.21 15:20t/p380.101.267421.273471.26742109.7311642.49
1562024.03.21 15:20t/p390.101.267421.273471.2674252.9011695.39
1572024.03.21 15:20t/p400.101.267421.273471.2674248.3011743.69
1582024.03.21 15:20t/p410.101.267421.273471.2674225.4011769.09
1592024.04.01 17:00buy420.101.254830.000000.00000
1602024.04.01 17:00modify420.101.254831.241831.26583
1612024.04.03 14:23buy430.101.260960.000000.00000
1622024.04.03 14:23modify430.101.260961.257581.26583
1632024.04.03 14:23modify420.101.254831.257581.26583
1642024.04.03 15:15buy440.101.263180.000000.00000
1652024.04.03 15:15modify440.101.263181.259781.26583
1662024.04.03 15:15modify430.101.260961.259781.26583
1672024.04.03 15:15modify420.101.254831.259781.26583
1682024.04.04 05:32t/p420.101.265831.259781.26583108.3611877.45
1692024.04.04 05:32t/p430.101.265831.259781.2658347.7111925.16
1702024.04.04 05:32t/p440.101.265831.259781.2658325.5111950.67
1712024.04.05 14:00buy450.101.259770.000000.00000
1722024.04.05 14:00modify450.101.259771.246771.27077
1732024.04.08 14:50buy460.101.265420.000000.00000
1742024.04.08 14:50modify460.101.265421.262521.27077
1752024.04.08 14:50modify450.101.259771.262521.27077
1762024.04.08 15:50buy470.101.265900.000000.00000
1772024.04.08 15:50modify470.101.265901.262521.27077
1782024.04.09 09:59buy480.101.268250.000000.00000
1792024.04.09 09:59modify480.101.268251.264721.27077
1802024.04.09 09:59modify470.101.265901.264721.27077
1812024.04.09 09:59modify460.101.265421.264721.27077
1822024.04.09 09:59modify450.101.259771.264721.27077
1832024.04.09 13:37t/p450.101.270771.264721.27077109.3412060.02
1842024.04.09 13:37t/p460.101.270771.264721.2707753.1712113.19
1852024.04.09 13:37t/p470.101.270771.264721.2707748.3712161.56
1862024.04.09 13:37t/p480.101.270771.264721.2707725.2012186.76
1872024.04.12 12:00buy490.101.247390.000000.00000
1882024.04.12 12:00modify490.101.247391.234391.25839
1892024.04.22 09:50s/l490.101.234391.234391.25839-132.6312054.13
1902024.04.29 18:00sell500.101.256220.000000.00000
1912024.04.29 18:00modify500.101.256221.269221.24522
1922024.04.30 12:53sell510.101.250570.000000.00000
1932024.04.30 12:53modify510.101.250571.253471.24522
1942024.04.30 12:53modify500.101.256221.253471.24522
1952024.04.30 13:20s/l500.101.253471.253471.2452227.4112081.54
1962024.04.30 13:20s/l510.101.253471.253471.24522-29.0012052.54
1972024.04.30 14:00buy520.101.252280.000000.00000
1982024.04.30 14:00modify520.101.252281.239281.26328
1992024.05.03 12:46t/p520.101.263281.239281.26328108.3612160.89
2002024.05.14 16:00sell530.101.258770.000000.00000
2012024.05.14 16:00modify530.101.258771.271771.24777
2022024.05.20 16:40s/l530.101.271771.271771.24777-130.5312030.36
2032024.06.07 16:00buy540.101.272770.000000.00000
2042024.06.07 16:00modify540.101.272771.259771.28377
2052024.06.12 12:46t/p540.101.283771.259771.28377109.0112139.37
2062024.06.14 15:00buy550.101.266970.000000.00000
2072024.06.14 15:00modify550.101.266971.253971.27797
2082024.06.19 06:23buy560.101.272650.000000.00000
2092024.06.19 06:23modify560.101.272651.269721.27797
2102024.06.19 06:23modify550.101.266971.269721.27797
2112024.06.19 06:50buy570.101.273250.000000.00000
2122024.06.19 06:50modify570.101.273251.269721.27797
2132024.06.20 08:50s/l550.101.269721.269721.2779725.5312164.90
2142024.06.20 08:50s/l560.101.269721.269721.27797-30.2912134.61
2152024.06.20 08:50s/l570.101.269721.269721.27797-36.2912098.32
2162024.07.02 15:00sell580.101.267570.000000.00000
2172024.07.02 15:00modify580.101.267571.280571.25657
2182024.07.05 12:50s/l580.101.280571.280571.25657-130.4411967.88
2192024.07.11 14:00sell590.101.292690.000000.00000
2202024.07.11 14:00modify590.101.292691.305691.28169
2212024.07.25 10:46sell600.101.287040.000000.00000
2222024.07.25 10:46modify600.101.287041.289941.28169
2232024.07.25 10:46modify590.101.292691.289941.28169
2242024.07.25 12:45sell610.101.286610.000000.00000
2252024.07.25 12:45modify610.101.286611.289941.28169
2262024.07.29 07:40sell620.101.284430.000000.00000
2272024.07.29 07:40modify620.101.284431.287741.28169
2282024.07.29 07:40modify610.101.286611.287741.28169
2292024.07.29 07:40modify600.101.287041.287741.28169
2302024.07.29 07:40modify590.101.292691.287741.28169
2312024.07.29 08:16t/p590.101.281691.287741.28169108.5812076.45
2322024.07.29 08:16t/p600.101.281691.287741.2816953.3212129.78
2332024.07.29 08:16t/p610.101.281691.287741.2816949.0212178.80
2342024.07.29 08:16t/p620.101.281691.287741.2816927.4012206.20
2352024.08.06 12:00buy630.101.269570.000000.00000
2362024.08.06 12:00modify630.101.269571.256571.28057
2372024.08.08 17:37buy640.101.275120.000000.00000
2382024.08.08 17:37modify640.101.275121.272321.28057
2392024.08.08 17:37modify630.101.269571.272321.28057
2402024.08.09 02:15buy650.101.275680.000000.00000
2412024.08.09 02:15modify650.101.275681.272321.28057
2422024.08.12 06:20buy660.101.277880.000000.00000
2432024.08.12 06:20modify660.101.277881.274521.28057
2442024.08.12 06:20modify650.101.275681.274521.28057
2452024.08.12 06:20modify640.101.275121.274521.28057
2462024.08.12 06:20modify630.101.269571.274521.28057
2472024.08.13 06:16t/p630.101.280571.274521.28057107.7012313.89
2482024.08.13 06:16t/p640.101.280571.274521.2805753.5112367.41
2492024.08.13 06:16t/p650.101.280571.274521.2805748.2412415.65
2502024.08.13 06:16t/p660.101.280571.274521.2805726.5712442.22
2512024.08.13 20:00sell670.101.286580.000000.00000
2522024.08.13 20:00modify670.101.286581.299581.27558
2532024.08.15 12:50sell680.101.280970.000000.00000
2542024.08.15 12:50modify680.101.280971.283831.27558
2552024.08.15 12:50modify670.101.286581.283831.27558
2562024.08.15 13:50s/l670.101.283831.283831.2755827.1412469.36
2572024.08.15 13:50s/l680.101.283831.283831.27558-28.6012440.76
2582024.08.23 17:00sell690.101.319050.000000.00000
2592024.08.23 17:00modify690.101.319051.332051.30805
2602024.08.30 13:20sell700.101.312940.000000.00000
2612024.08.30 13:20modify700.101.312941.316301.30805
2622024.08.30 13:20modify690.101.319051.316301.30805
2632024.08.30 13:37sell710.101.313500.000000.00000
2642024.08.30 13:37modify710.101.313501.316301.30805
2652024.08.30 14:32s/l690.101.316301.316301.3080526.8812467.64
2662024.08.30 14:32s/l700.101.316301.316301.30805-33.6012434.04
2672024.08.30 14:32s/l710.101.316301.316301.30805-28.0012406.04