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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6517Ticks modelled20901747Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2650.95Gross profit3423.14Gross loss-772.19
Profit factor4.43Expected payoff33.99
Absolute drawdown90.80Maximal drawdown381.66 (3.05%)Relative drawdown3.05% (381.66)
Total trades78Short positions (won %)34 (70.59%)Long positions (won %)44 (84.09%)
Profit trades (% of total)61 (78.21%)Loss trades (% of total)17 (21.79%)
Largestprofit trade109.91loss trade-132.63
Averageprofit trade56.12loss trade-45.42
Maximumconsecutive wins (profit in money)16 (957.89)consecutive losses (loss in money)3 (-194.22)
Maximalconsecutive profit (count of wins)957.89 (16)consecutive loss (count of losses)-194.22 (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 15:34buy20.101.223360.000000.00000
42023.10.23 15:34modify20.101.223361.220571.22882
52023.10.23 15:34modify10.101.217821.220571.22882
62023.10.23 15:45buy30.101.223870.000000.00000
72023.10.23 15:45modify30.101.223871.220571.22882
82023.10.23 18:42buy40.101.226100.000000.00000
92023.10.23 18:42modify40.101.226101.222771.22882
102023.10.23 18:42modify30.101.223871.222771.22882
112023.10.23 18:42modify20.101.223361.222771.22882
122023.10.23 18:42modify10.101.217821.222771.22882
132023.10.24 07:03t/p10.101.228821.222771.22882106.7110106.71
142023.10.24 07:03t/p20.101.228821.222771.2288254.2710160.98
152023.10.24 07:03t/p30.101.228821.222771.2288249.1710210.15
162023.10.24 07:03t/p40.101.228821.222771.2288226.8710237.02
172023.10.25 11:00buy50.101.212600.000000.00000
182023.10.25 11:00modify50.101.212601.199601.22360
192023.10.31 09:33buy60.101.218100.000000.00000
202023.10.31 09:33modify60.101.218101.215351.22360
212023.10.31 09:33modify50.101.212601.215351.22360
222023.10.31 09:39buy70.101.218670.000000.00000
232023.10.31 09:39modify70.101.218671.215351.22360
242023.10.31 13:02s/l50.101.215351.215351.2236025.5310262.55
252023.10.31 13:02s/l60.101.215351.215351.22360-27.5010235.05
262023.10.31 13:02s/l70.101.215351.215351.22360-33.2010201.85
272023.11.03 19:00sell80.101.238050.000000.00000
282023.11.03 19:00modify80.101.238051.251051.22705
292023.11.07 06:22sell90.101.232540.000000.00000
302023.11.07 06:22modify90.101.232541.235301.22705
312023.11.07 06:22modify80.101.238051.235301.22705
322023.11.07 06:57sell100.101.232000.000000.00000
332023.11.07 06:57modify100.101.232001.235301.22705
342023.11.07 10:02sell110.101.229770.000000.00000
352023.11.07 10:02modify110.101.229771.233101.22705
362023.11.07 10:02modify100.101.232001.233101.22705
372023.11.07 10:02modify90.101.232541.233101.22705
382023.11.07 10:02modify80.101.238051.233101.22705
392023.11.07 17:29t/p80.101.227051.233101.22705109.8210311.67
402023.11.07 17:29t/p90.101.227051.233101.2270554.9010366.57
412023.11.07 17:29t/p100.101.227051.233101.2270549.5010416.07
422023.11.07 17:29t/p110.101.227051.233101.2270527.2010443.27
432023.11.09 22:00buy120.101.222360.000000.00000
442023.11.09 22:00modify120.101.222361.209361.23336
452023.11.13 17:26buy130.101.227870.000000.00000
462023.11.13 17:26modify130.101.227871.225111.23336
472023.11.13 17:26modify120.101.222361.225111.23336
482023.11.14 07:00buy140.101.228450.000000.00000
492023.11.14 07:00modify140.101.228451.225111.23336
502023.11.14 10:00buy150.101.230610.000000.00000
512023.11.14 10:00modify150.101.230611.227311.23336
522023.11.14 10:00modify140.101.228451.227311.23336
532023.11.14 10:00modify130.101.227871.227311.23336
542023.11.14 10:00modify120.101.222361.227311.23336
552023.11.14 13:30t/p120.101.233361.227311.23336109.0110552.28
562023.11.14 13:30t/p130.101.233361.227311.2333654.5710606.85
572023.11.14 13:30t/p140.101.233361.227311.2333649.1010655.95
582023.11.14 13:30t/p150.101.233361.227311.2333627.5010683.45
592023.11.14 19:00sell160.101.248630.000000.00000
602023.11.14 19:00modify160.101.248631.261631.23763
612023.11.15 13:42sell170.101.243130.000000.00000
622023.11.15 13:42modify170.101.243131.245881.23763
632023.11.15 13:42modify160.101.248631.245881.23763
642023.11.15 13:45sell180.101.242560.000000.00000
652023.11.15 13:45modify180.101.242561.245881.23763
662023.11.15 14:57sell190.101.240380.000000.00000
672023.11.15 14:57modify190.101.240381.243681.23763
682023.11.15 14:57modify180.101.242561.243681.23763
692023.11.15 14:57modify170.101.243131.243681.23763
702023.11.15 14:57modify160.101.248631.243681.23763
712023.11.15 15:46s/l160.101.243681.243681.2376349.4110732.87
722023.11.15 15:46s/l170.101.243681.243681.23763-5.5010727.37
732023.11.15 15:46s/l180.101.243681.243681.23763-11.2010716.17
742023.11.15 15:46s/l190.101.243681.243681.23763-33.0010683.17
752023.11.22 17:00buy200.101.246820.000000.00000
762023.11.22 17:00modify200.101.246821.233821.25782
772023.11.23 08:02buy210.101.252330.000000.00000
782023.11.23 08:02modify210.101.252331.249571.25782
792023.11.23 08:02modify200.101.246821.249571.25782
802023.11.23 08:30buy220.101.252980.000000.00000
812023.11.23 08:30modify220.101.252981.249571.25782
822023.11.23 09:30buy230.101.255080.000000.00000
832023.11.23 09:30modify230.101.255081.251771.25782
842023.11.23 09:30modify220.101.252981.251771.25782
852023.11.23 09:30modify210.101.252331.251771.25782
862023.11.23 09:30modify200.101.246821.251771.25782
872023.11.24 12:22t/p200.101.257821.251771.25782108.6810791.85
882023.11.24 12:22t/p210.101.257821.251771.2578254.5710846.42
892023.11.24 12:22t/p220.101.257821.251771.2578248.0710894.49
902023.11.24 12:22t/p230.101.257821.251771.2578227.0710921.56
912023.12.19 16:00sell240.101.273830.000000.00000
922023.12.19 16:00modify240.101.273831.286831.26283
932023.12.20 07:00sell250.101.268180.000000.00000
942023.12.20 07:00modify250.101.268181.271081.26283
952023.12.20 07:00modify240.101.273831.271081.26283
962023.12.20 07:00sell260.101.265550.000000.00000
972023.12.20 07:00modify260.101.265551.268881.26283
982023.12.20 07:00modify250.101.268181.268881.26283
992023.12.20 07:00modify240.101.273831.268881.26283
1002023.12.20 07:00sell270.101.267780.000000.00000
1012023.12.20 07:00modify270.101.267781.271081.26283
1022023.12.20 07:00modify270.101.267781.268881.26283
1032023.12.20 21:00t/p240.101.262831.268881.26283109.9111031.47
1042023.12.20 21:00t/p250.101.262831.268881.2628353.5011084.97
1052023.12.20 21:00t/p260.101.262831.268881.2628327.2011112.17
1062023.12.20 21:00t/p270.101.262831.268881.2628349.5011161.67
1072024.01.12 13:00buy280.101.273000.000000.00000
1082024.01.12 13:00modify280.101.273001.260001.28400
1092024.01.12 15:08buy290.101.278540.000000.00000
1102024.01.12 15:08modify290.101.278541.275751.28400
1112024.01.12 15:08modify280.101.273001.275751.28400
1122024.01.12 16:14s/l280.101.275751.275751.2840027.5011189.17
1132024.01.12 16:14s/l290.101.275751.275751.28400-27.9011161.27
1142024.01.23 18:00buy300.101.266040.000000.00000
1152024.01.23 18:00modify300.101.266041.253041.27704
1162024.01.24 07:06buy310.101.271550.000000.00000
1172024.01.24 07:06modify310.101.271551.268791.27704
1182024.01.24 07:06modify300.101.266041.268791.27704
1192024.01.24 08:34buy320.101.272090.000000.00000
1202024.01.24 08:34modify320.101.272091.268791.27704
1212024.01.24 09:30buy330.101.274350.000000.00000
1222024.01.24 09:30modify330.101.274351.270991.27704
1232024.01.24 09:30modify320.101.272091.270991.27704
1242024.01.24 09:30modify310.101.271551.270991.27704
1252024.01.24 09:30modify300.101.266041.270991.27704
1262024.01.24 09:39t/p300.101.277041.270991.27704109.6711270.94
1272024.01.24 09:39t/p310.101.277041.270991.2770454.9011325.84
1282024.01.24 09:39t/p320.101.277041.270991.2770449.5011375.34
1292024.01.24 09:39t/p330.101.277041.270991.2770426.9011402.24
1302024.02.02 19:00buy340.101.262680.000000.00000
1312024.02.02 19:00modify340.101.262681.249681.27368
1322024.02.13 13:03buy350.101.268190.000000.00000
1332024.02.13 13:03modify350.101.268191.265431.27368
1342024.02.13 13:03modify340.101.262681.265431.27368
1352024.02.13 13:30s/l340.101.265431.265431.2736824.5411426.78
1362024.02.13 13:30s/l350.101.265431.265431.27368-27.6011399.18
1372024.03.07 18:00sell360.101.279180.000000.00000
1382024.03.07 18:00modify360.101.279181.292181.26818
1392024.03.14 15:17sell370.101.273660.000000.00000
1402024.03.14 15:17modify370.101.273661.276431.26818
1412024.03.14 15:17modify360.101.279181.276431.26818
1422024.03.14 15:40sell380.101.273130.000000.00000
1432024.03.14 15:40modify380.101.273131.276431.26818
1442024.03.19 05:49sell390.101.270860.000000.00000
1452024.03.19 05:49modify390.101.270861.274231.26818
1462024.03.19 05:49modify380.101.273131.274231.26818
1472024.03.19 05:49modify370.101.273661.274231.26818
1482024.03.19 05:49modify360.101.279181.274231.26818
1492024.03.19 09:29t/p360.101.268181.274231.26818109.1111508.29
1502024.03.19 09:29t/p370.101.268181.274231.2681854.5311562.83
1512024.03.19 09:29t/p380.101.268181.274231.2681849.2311612.06
1522024.03.19 09:29t/p390.101.268181.274231.2681826.8011638.86
1532024.03.20 22:00sell400.101.278420.000000.00000
1542024.03.20 22:00modify400.101.278421.291421.26742
1552024.03.21 12:00sell410.101.272890.000000.00000
1562024.03.21 12:00modify410.101.272891.275671.26742
1572024.03.21 12:00modify400.101.278421.275671.26742
1582024.03.21 13:18sell420.101.272370.000000.00000
1592024.03.21 13:18modify420.101.272371.275671.26742
1602024.03.21 14:07sell430.101.270170.000000.00000
1612024.03.21 14:07modify430.101.270171.273471.26742
1622024.03.21 14:07modify420.101.272371.273471.26742
1632024.03.21 14:07modify410.101.272891.273471.26742
1642024.03.21 14:07modify400.101.278421.273471.26742
1652024.03.21 15:18t/p400.101.267421.273471.26742109.7311748.59
1662024.03.21 15:18t/p410.101.267421.273471.2674254.7011803.29
1672024.03.21 15:18t/p420.101.267421.273471.2674249.5011852.79
1682024.03.21 15:18t/p430.101.267421.273471.2674227.5011880.29
1692024.04.01 17:00buy440.101.254830.000000.00000
1702024.04.01 17:00modify440.101.254831.241831.26583
1712024.04.03 14:01buy450.101.260370.000000.00000
1722024.04.03 14:01modify450.101.260371.257581.26583
1732024.04.03 14:01modify440.101.254831.257581.26583
1742024.04.03 14:01buy460.101.260920.000000.00000
1752024.04.03 14:01modify460.101.260921.257581.26583
1762024.04.03 15:21buy470.101.263080.000000.00000
1772024.04.03 15:21modify470.101.263081.259781.26583
1782024.04.03 15:21modify460.101.260921.259781.26583
1792024.04.03 15:21modify450.101.260371.259781.26583
1802024.04.03 15:21modify440.101.254831.259781.26583
1812024.04.04 05:34t/p440.101.265831.259781.26583108.3611988.65
1822024.04.04 05:34t/p450.101.265831.259781.2658353.6112042.26
1832024.04.04 05:34t/p460.101.265831.259781.2658348.1112090.37
1842024.04.04 05:34t/p470.101.265831.259781.2658326.5112116.89
1852024.04.05 14:00buy480.101.259770.000000.00000
1862024.04.05 14:00modify480.101.259771.246771.27077
1872024.04.08 14:45buy490.101.265280.000000.00000
1882024.04.08 14:45modify490.101.265281.262521.27077
1892024.04.08 14:45modify480.101.259771.262521.27077
1902024.04.08 15:48buy500.101.265830.000000.00000
1912024.04.08 15:48modify500.101.265831.262521.27077
1922024.04.09 09:45buy510.101.268050.000000.00000
1932024.04.09 09:45modify510.101.268051.264721.27077
1942024.04.09 09:45modify500.101.265831.264721.27077
1952024.04.09 09:45modify490.101.265281.264721.27077
1962024.04.09 09:45modify480.101.259771.264721.27077
1972024.04.09 13:30t/p480.101.270771.264721.27077109.3412226.23
1982024.04.09 13:30t/p490.101.270771.264721.2707754.5712280.80
1992024.04.09 13:30t/p500.101.270771.264721.2707749.0712329.87
2002024.04.09 13:30t/p510.101.270771.264721.2707727.2012357.07
2012024.04.12 12:00buy520.101.247390.000000.00000
2022024.04.12 12:00modify520.101.247391.234391.25839
2032024.04.22 09:51s/l520.101.234391.234391.25839-132.6312224.44
2042024.04.29 18:00sell530.101.256220.000000.00000
2052024.04.29 18:00modify530.101.256221.269221.24522
2062024.04.30 12:30sell540.101.250720.000000.00000
2072024.04.30 12:30modify540.101.250721.253471.24522
2082024.04.30 12:30modify530.101.256221.253471.24522
2092024.04.30 13:14s/l530.101.253471.253471.2452227.4112251.85
2102024.04.30 13:14s/l540.101.253471.253471.24522-27.5012224.35
2112024.04.30 14:00buy550.101.252280.000000.00000
2122024.04.30 14:00modify550.101.252281.239281.26328
2132024.05.03 12:30buy560.101.258440.000000.00000
2142024.05.03 12:30modify560.101.258441.255031.26328
2152024.05.03 12:30modify550.101.252281.255031.26328
2162024.05.03 12:30buy570.101.260630.000000.00000
2172024.05.03 12:30modify570.101.260631.257231.26328
2182024.05.03 12:30modify560.101.258441.257231.26328
2192024.05.03 12:30modify550.101.252281.257231.26328
2202024.05.03 12:30t/p550.101.263281.257231.26328108.3612332.70
2212024.05.03 12:30t/p560.101.263281.257231.2632848.4012381.10
2222024.05.03 12:30t/p570.101.263281.257231.2632826.5012407.60
2232024.05.14 16:00sell580.101.258770.000000.00000
2242024.05.14 16:00modify580.101.258771.271771.24777
2252024.05.20 16:34s/l580.101.271771.271771.24777-130.5312277.07
2262024.06.07 16:00buy590.101.272770.000000.00000
2272024.06.07 16:00modify590.101.272771.259771.28377
2282024.06.12 12:30buy600.101.281260.000000.00000
2292024.06.12 12:30modify600.101.281261.277721.28377
2302024.06.12 12:30modify590.101.272771.277721.28377
2312024.06.12 12:32t/p590.101.283771.277721.28377109.0112386.08
2322024.06.12 12:32t/p600.101.283771.277721.2837725.1012411.18
2332024.06.14 15:00buy610.101.266970.000000.00000
2342024.06.14 15:00modify610.101.266971.253971.27797
2352024.06.19 06:00buy620.101.272590.000000.00000
2362024.06.19 06:00modify620.101.272591.269721.27797
2372024.06.19 06:00modify610.101.266971.269721.27797
2382024.06.19 06:36buy630.101.273030.000000.00000
2392024.06.19 06:36modify630.101.273031.269721.27797
2402024.06.20 08:30s/l610.101.269721.269721.2779725.5312436.71
2412024.06.20 08:30s/l620.101.269721.269721.27797-29.6912407.02
2422024.06.20 08:30s/l630.101.269721.269721.27797-34.0912372.94
2432024.07.02 15:00sell640.101.267570.000000.00000
2442024.07.02 15:00modify640.101.267571.280571.25657
2452024.07.05 12:30s/l640.101.280571.280571.25657-130.4412242.49
2462024.07.11 14:00sell650.101.292690.000000.00000
2472024.07.11 14:00modify650.101.292691.305691.28169
2482024.07.25 10:50sell660.101.287190.000000.00000
2492024.07.25 10:50modify660.101.287191.289941.28169
2502024.07.25 10:50modify650.101.292691.289941.28169
2512024.07.25 12:30sell670.101.286540.000000.00000
2522024.07.25 12:30modify670.101.286541.289941.28169
2532024.07.29 07:49sell680.101.284430.000000.00000
2542024.07.29 07:49modify680.101.284431.287741.28169
2552024.07.29 07:49modify670.101.286541.287741.28169
2562024.07.29 07:49modify660.101.287191.287741.28169
2572024.07.29 07:49modify650.101.292691.287741.28169
2582024.07.29 08:14t/p650.101.281691.287741.28169108.5812351.07
2592024.07.29 08:14t/p660.101.281691.287741.2816954.8212405.89
2602024.07.29 08:14t/p670.101.281691.287741.2816948.3212454.21
2612024.07.29 08:14t/p680.101.281691.287741.2816927.4012481.61
2622024.08.06 12:00buy690.101.269570.000000.00000
2632024.08.06 12:00modify690.101.269571.256571.28057
2642024.08.08 17:30buy700.101.275080.000000.00000
2652024.08.08 17:30modify700.101.275081.272321.28057
2662024.08.08 17:30modify690.101.269571.272321.28057
2672024.08.09 02:23buy710.101.275650.000000.00000
2682024.08.09 02:23modify710.101.275651.272321.28057
2692024.08.12 06:29buy720.101.277880.000000.00000
2702024.08.12 06:29modify720.101.277881.274521.28057
2712024.08.12 06:29modify710.101.275651.274521.28057
2722024.08.12 06:29modify700.101.275081.274521.28057
2732024.08.12 06:29modify690.101.269571.274521.28057
2742024.08.13 06:20t/p690.101.280571.274521.28057107.7012589.31
2752024.08.13 06:20t/p700.101.280571.274521.2805753.9112643.22
2762024.08.13 06:20t/p710.101.280571.274521.2805748.5412691.76
2772024.08.13 06:20t/p720.101.280571.274521.2805726.5712718.33
2782024.08.13 20:00sell730.101.286580.000000.00000
2792024.08.13 20:00modify730.101.286581.299581.27558
2802024.08.15 12:43sell740.101.281050.000000.00000
2812024.08.15 12:43modify740.101.281051.283831.27558
2822024.08.15 12:43modify730.101.286581.283831.27558
2832024.08.15 13:07sell750.101.280530.000000.00000
2842024.08.15 13:07modify750.101.280531.283831.27558
2852024.08.15 13:55s/l730.101.283831.283831.2755827.1412745.48
2862024.08.15 13:55s/l740.101.283831.283831.27558-27.8012717.68
2872024.08.15 13:55s/l750.101.283831.283831.27558-33.0012684.68
2882024.08.23 17:00sell760.101.319050.000000.00000
2892024.08.23 17:00modify760.101.319051.332051.30805
2902024.08.30 13:04sell770.101.313540.000000.00000
2912024.08.30 13:04modify770.101.313541.316301.30805
2922024.08.30 13:04modify760.101.319051.316301.30805
2932024.08.30 13:09sell780.101.313000.000000.00000
2942024.08.30 13:09modify780.101.313001.316301.30805
2952024.08.30 14:43s/l760.101.316301.316301.3080526.8812711.56
2962024.08.30 14:43s/l770.101.316301.316301.30805-27.6012683.96
2972024.08.30 14:43s/l780.101.316301.316301.30805-33.0012650.96