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=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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=17; 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 modelled155968Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread30
Total net profit1727.01Gross profit2863.06Gross loss-1136.05
Profit factor2.52Expected payoff23.66
Absolute drawdown285.96Maximal drawdown458.10 (3.78%)Relative drawdown3.78% (458.10)
Total trades73Short positions (won %)30 (46.67%)Long positions (won %)43 (69.77%)
Profit trades (% of total)44 (60.27%)Loss trades (% of total)29 (39.73%)
Largestprofit trade129.73loss trade-154.61
Averageprofit trade65.07loss trade-39.17
Maximumconsecutive wins (profit in money)11 (837.48)consecutive losses (loss in money)3 (-50.66)
Maximalconsecutive profit (count of wins)837.48 (11)consecutive loss (count of losses)-194.71 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.14 19:00buy10.101.240460.000000.00000
22023.09.14 19:00modify10.101.240461.225461.25346
32023.09.21 11:20s/l10.101.225461.225461.25346-152.309847.70
42023.10.02 22:00buy20.101.208970.000000.00000
52023.10.02 22:00modify20.101.208971.193971.22197
62023.10.04 12:20buy30.101.216180.000000.00000
72023.10.04 12:20modify30.101.216181.212221.22197
82023.10.04 12:20modify20.101.208971.212221.22197
92023.10.04 13:57buy40.101.215730.000000.00000
102023.10.04 13:57modify40.101.215731.210271.22197
112023.10.04 13:59modify40.101.215731.212221.22197
122023.10.04 14:20s/l20.101.212221.212221.2219731.849879.54
132023.10.04 14:20s/l30.101.212221.212221.22197-39.609839.94
142023.10.04 14:20s/l40.101.212221.212221.22197-35.109804.84
152023.10.12 20:00buy50.101.217820.000000.00000
162023.10.12 20:00modify50.101.217821.202821.23082
172023.10.23 17:20buy60.101.224510.000000.00000
182023.10.23 17:20modify60.101.224511.219121.23082
192023.10.23 17:20modify50.101.217821.219121.23082
202023.10.23 17:45buy70.101.225170.000000.00000
212023.10.23 17:45modify70.101.225171.221071.23082
222023.10.23 17:45modify60.101.224511.221071.23082
232023.10.23 17:45modify50.101.217821.221071.23082
242023.10.24 06:20buy80.101.228280.000000.00000
252023.10.24 06:20modify80.101.228281.224321.23082
262023.10.24 06:20modify70.101.225171.224321.23082
272023.10.24 06:20modify60.101.224511.224321.23082
282023.10.24 06:20modify50.101.217821.224321.23082
292023.10.24 08:20s/l50.101.224321.224321.2308261.719866.55
302023.10.24 08:20s/l60.101.224321.224321.23082-2.239864.32
312023.10.24 08:20s/l70.101.224321.224321.23082-8.839855.49
322023.10.24 08:20s/l80.101.224321.224321.23082-39.609815.89
332023.10.24 18:00buy90.101.216480.000000.00000
342023.10.24 18:00modify90.101.216481.201481.22948
352023.11.03 11:15buy100.101.223000.000000.00000
362023.11.03 11:15modify100.101.223001.217781.22948
372023.11.03 11:15modify90.101.216481.217781.22948
382023.11.03 12:15buy110.101.223920.000000.00000
392023.11.03 12:15modify110.101.223921.219731.22948
402023.11.03 12:15modify100.101.223001.219731.22948
412023.11.03 12:15modify90.101.216481.219731.22948
422023.11.03 12:40t/p90.101.229481.219731.22948126.059941.94
432023.11.03 12:40t/p100.101.229481.219731.2294864.8010006.74
442023.11.03 12:40t/p110.101.229481.219731.2294855.6010062.34
452023.11.03 19:00sell120.101.238050.000000.00000
462023.11.03 19:00modify120.101.238051.253051.22505
472023.11.07 07:20sell130.101.231450.000000.00000
482023.11.07 07:20modify130.101.231451.236751.22505
492023.11.07 07:20modify120.101.238051.236751.22505
502023.11.07 09:20sell140.101.230830.000000.00000
512023.11.07 09:20modify140.101.230831.234801.22505
522023.11.07 09:20modify130.101.231451.234801.22505
532023.11.07 09:20modify120.101.238051.234801.22505
542023.11.07 11:50sell150.101.227510.000000.00000
552023.11.07 11:50modify150.101.227511.231551.22505
562023.11.07 11:50modify140.101.230831.231551.22505
572023.11.07 11:50modify130.101.231451.231551.22505
582023.11.07 11:50modify120.101.238051.231551.22505
592023.11.08 09:20t/p120.101.225051.231551.22505129.7310192.08
602023.11.08 09:20t/p130.101.225051.231551.2250563.9110255.99
612023.11.08 09:20t/p140.101.225051.231551.2250557.7110313.70
622023.11.08 09:20t/p150.101.225051.231551.2250524.5110338.21
632023.11.09 22:00buy160.101.222360.000000.00000
642023.11.09 22:00modify160.101.222361.207361.23536
652023.11.14 07:52buy170.101.229640.000000.00000
662023.11.14 07:52modify170.101.229641.225611.23536
672023.11.14 07:52modify160.101.222361.225611.23536
682023.11.14 08:27buy180.101.228930.000000.00000
692023.11.14 08:27modify180.101.228931.223661.23536
702023.11.14 08:27modify180.101.228931.225611.23536
712023.11.14 13:45t/p160.101.235361.225611.23536129.0110467.22
722023.11.14 13:45t/p170.101.235361.225611.2353657.2010524.42
732023.11.14 13:45t/p180.101.235361.225611.2353664.3010588.72
742023.11.14 19:00sell190.101.248630.000000.00000
752023.11.14 19:00modify190.101.248631.263631.23563
762023.11.15 14:45sell200.101.241910.000000.00000
772023.11.15 14:45modify200.101.241911.247331.23563
782023.11.15 14:45modify190.101.248631.247331.23563
792023.11.15 18:20sell210.101.241350.000000.00000
802023.11.15 18:20modify210.101.241351.245381.23563
812023.11.15 18:20modify200.101.241911.245381.23563
822023.11.15 18:20modify190.101.248631.245381.23563
832023.11.16 02:50sell220.101.237980.000000.00000
842023.11.16 02:50modify220.101.237981.242131.23563
852023.11.16 02:50modify210.101.241351.242131.23563
862023.11.16 02:50modify200.101.241911.242131.23563
872023.11.16 02:50modify190.101.248631.242131.23563
882023.11.16 13:43s/l190.101.242131.242131.2356364.6410653.37
892023.11.16 13:43s/l200.101.242131.242131.23563-2.4710650.90
902023.11.16 13:43s/l210.101.242131.242131.23563-8.0710642.83
912023.11.16 13:43s/l220.101.242131.242131.23563-41.5010601.33
922023.11.22 17:00buy230.101.246820.000000.00000
932023.11.22 17:00modify230.101.246821.231821.25982
942023.11.23 08:37buy240.101.254060.000000.00000
952023.11.23 08:37modify240.101.254061.250071.25982
962023.11.23 08:37modify230.101.246821.250071.25982
972023.11.23 08:42buy250.101.253450.000000.00000
982023.11.23 08:42modify250.101.253451.248121.25982
992023.11.23 08:45modify250.101.253451.250071.25982
1002023.11.24 11:50buy260.101.257310.000000.00000
1012023.11.24 11:50modify260.101.257311.253321.25982
1022023.11.24 11:50modify240.101.254061.253321.25982
1032023.11.24 11:50modify250.101.253451.253321.25982
1042023.11.24 11:50modify230.101.246821.253321.25982
1052023.11.24 14:50t/p230.101.259821.253321.25982128.6810730.02
1062023.11.24 14:50t/p240.101.259821.253321.2598257.2710787.29
1072023.11.24 14:50t/p250.101.259821.253321.2598263.3710850.66
1082023.11.24 14:50t/p260.101.259821.253321.2598225.1010875.76
1092023.12.06 22:00buy270.101.256060.000000.00000
1102023.12.06 22:00modify270.101.256061.241061.26906
1112023.12.13 19:50buy280.101.263400.000000.00000
1122023.12.13 19:50modify280.101.263401.259311.26906
1132023.12.13 19:50modify270.101.256061.259311.26906
1142023.12.13 20:45buy290.101.262690.000000.00000
1152023.12.13 20:45modify290.101.262691.257361.26906
1162023.12.13 20:47modify290.101.262691.259311.26906
1172023.12.14 09:20buy300.101.266470.000000.00000
1182023.12.14 09:20modify300.101.266471.262561.26906
1192023.12.14 09:20modify280.101.263401.262561.26906
1202023.12.14 09:20modify290.101.262691.262561.26906
1212023.12.14 09:20modify270.101.256061.262561.26906
1222023.12.14 12:15t/p270.101.269061.262561.26906126.7111002.47
1232023.12.14 12:15t/p280.101.269061.262561.2690655.6111058.08
1242023.12.14 12:15t/p290.101.269061.262561.2690662.7111120.79
1252023.12.14 12:15t/p300.101.269061.262561.2690625.9011146.69
1262023.12.26 22:00sell310.101.272410.000000.00000
1272023.12.26 22:00modify310.101.272411.287411.25941
1282024.01.02 12:10sell320.101.265880.000000.00000
1292024.01.02 12:10modify320.101.265881.271111.25941
1302024.01.02 12:10modify310.101.272411.271111.25941
1312024.01.02 12:20sell330.101.265210.000000.00000
1322024.01.02 12:20modify330.101.265211.269161.25941
1332024.01.02 12:20modify320.101.265881.269161.25941
1342024.01.02 12:20modify310.101.272411.269161.25941
1352024.01.02 14:07sell340.101.261970.000000.00000
1362024.01.02 14:07modify340.101.261971.265911.25941
1372024.01.02 14:07modify330.101.265211.265911.25941
1382024.01.02 14:07modify320.101.265881.265911.25941
1392024.01.02 14:07modify310.101.272411.265911.25941
1402024.01.03 15:20s/l310.101.265911.265911.2594164.2911210.98
1412024.01.03 15:20s/l320.101.265911.265911.25941-0.3911210.59
1422024.01.03 15:20s/l330.101.265911.265911.25941-7.0911203.50
1432024.01.03 15:20s/l340.101.265911.265911.25941-39.4911164.01
1442024.01.03 22:00sell350.101.266290.000000.00000
1452024.01.03 22:00modify350.101.266291.281291.25329
1462024.01.17 06:32sell360.101.259790.000000.00000
1472024.01.17 06:32modify360.101.259791.264991.25329
1482024.01.17 06:32modify350.101.266291.264991.25329
1492024.01.17 07:45s/l350.101.264991.264991.2532911.7511175.77
1502024.01.17 07:45s/l360.101.264991.264991.25329-52.0011123.77
1512024.01.23 18:00buy370.101.266040.000000.00000
1522024.01.23 18:00modify370.101.266041.251041.27904
1532024.01.24 09:15buy380.101.272800.000000.00000
1542024.01.24 09:15modify380.101.272801.267341.27904
1552024.01.24 09:15modify370.101.266041.267341.27904
1562024.01.24 09:20buy390.101.273410.000000.00000
1572024.01.24 09:20modify390.101.273411.269291.27904
1582024.01.24 09:20modify380.101.272801.269291.27904
1592024.01.24 09:20modify370.101.266041.269291.27904
1602024.01.24 09:59buy400.101.276720.000000.00000
1612024.01.24 09:59modify400.101.276721.272541.27904
1622024.01.24 09:59modify390.101.273411.272541.27904
1632024.01.24 09:59modify380.101.272801.272541.27904
1642024.01.24 09:59modify370.101.266041.272541.27904
1652024.01.24 19:10s/l370.101.272541.272541.2790464.6711188.44
1662024.01.24 19:10s/l380.101.272541.272541.27904-2.6011185.84
1672024.01.24 19:10s/l390.101.272541.272541.27904-8.7011177.14
1682024.01.24 19:10s/l400.101.272541.272541.27904-41.8011135.34
1692024.02.02 19:00buy410.101.262680.000000.00000
1702024.02.02 19:00modify410.101.262681.247681.27568
1712024.02.22 08:56buy420.101.270120.000000.00000
1722024.02.22 08:56modify420.101.270121.265931.27568
1732024.02.22 08:56modify410.101.262681.265931.27568
1742024.02.22 09:42buy430.101.269450.000000.00000
1752024.02.22 09:42modify430.101.269451.263981.27568
1762024.02.22 09:45modify430.101.269451.265931.27568
1772024.02.22 13:15s/l410.101.265931.265931.2756825.9211161.26
1782024.02.22 13:15s/l420.101.265931.265931.27568-41.9011119.36
1792024.02.22 13:15s/l430.101.265931.265931.27568-35.2011084.16
1802024.03.07 18:00sell440.101.279180.000000.00000
1812024.03.07 18:00modify440.101.279181.294181.26618
1822024.03.15 17:07sell450.101.272680.000000.00000
1832024.03.15 17:07modify450.101.272681.277881.26618
1842024.03.15 17:07modify440.101.279181.277881.26618
1852024.03.18 16:20sell460.101.271960.000000.00000
1862024.03.18 16:20modify460.101.271961.275931.26618
1872024.03.18 16:20modify450.101.272681.275931.26618
1882024.03.18 16:20modify440.101.279181.275931.26618
1892024.03.19 08:20sell470.101.268590.000000.00000
1902024.03.19 08:20modify470.101.268591.272681.26618
1912024.03.19 08:20modify460.101.271961.272681.26618
1922024.03.19 08:20modify450.101.272681.272681.26618
1932024.03.19 08:20modify440.101.279181.272681.26618
1942024.03.19 16:50s/l440.101.272681.272681.2661864.1111148.27
1952024.03.19 16:50s/l450.101.272681.272681.26618-0.1811148.09
1962024.03.19 16:50s/l460.101.272681.272681.26618-7.2911140.80
1972024.03.19 16:50s/l470.101.272681.272681.26618-40.9011099.90
1982024.03.20 22:00sell480.101.278420.000000.00000
1992024.03.20 22:00modify480.101.278421.293421.26542
2002024.03.21 13:40sell490.101.271750.000000.00000
2012024.03.21 13:40modify490.101.271751.277121.26542
2022024.03.21 13:40modify480.101.278421.277121.26542
2032024.03.21 13:45sell500.101.271270.000000.00000
2042024.03.21 13:45modify500.101.271271.275171.26542
2052024.03.21 13:45modify490.101.271751.275171.26542
2062024.03.21 13:45modify480.101.278421.275171.26542
2072024.03.21 19:50t/p480.101.265421.275171.26542129.7311229.64
2082024.03.21 19:50t/p490.101.265421.275171.2654263.3011292.94
2092024.03.21 19:50t/p500.101.265421.275171.2654258.5011351.44
2102024.04.01 17:00buy510.101.254830.000000.00000
2112024.04.01 17:00modify510.101.254831.239831.26783
2122024.04.03 14:40buy520.101.261560.000000.00000
2132024.04.03 14:40modify520.101.261561.256131.26783
2142024.04.03 14:40modify510.101.254831.256131.26783
2152024.04.03 14:45buy530.101.262150.000000.00000
2162024.04.03 14:45modify530.101.262151.258081.26783
2172024.04.03 14:45modify520.101.261561.258081.26783
2182024.04.03 14:45modify510.101.254831.258081.26783
2192024.04.03 16:50buy540.101.265380.000000.00000
2202024.04.03 16:50modify540.101.265381.261331.26783
2212024.04.03 16:50modify530.101.262151.261331.26783
2222024.04.03 16:50modify520.101.261561.261331.26783
2232024.04.03 16:50modify510.101.254831.261331.26783
2242024.04.04 13:20t/p510.101.267831.261331.26783128.3511479.79
2252024.04.04 13:20t/p520.101.267831.261331.2678361.7111541.50
2262024.04.04 13:20t/p530.101.267831.261331.2678355.8111597.32
2272024.04.04 13:20t/p540.101.267831.261331.2678323.5111620.83
2282024.04.19 20:00buy550.101.237480.000000.00000
2292024.04.19 20:00modify550.101.237481.222481.25048
2302024.04.23 13:50buy560.101.244930.000000.00000
2312024.04.23 13:50modify560.101.244931.240731.25048
2322024.04.23 13:50modify550.101.237481.240731.25048
2332024.04.23 13:59buy570.101.244150.000000.00000
2342024.04.23 13:59modify570.101.244151.238781.25048
2352024.04.23 14:00modify570.101.244151.240731.25048
2362024.04.25 06:50t/p550.101.250481.240731.25048128.0311748.86
2372024.04.25 06:50t/p560.101.250481.240731.2504854.1811803.04
2382024.04.25 06:50t/p570.101.250481.240731.2504861.9811865.02
2392024.04.29 18:00sell580.101.256220.000000.00000
2402024.04.29 18:00modify580.101.256221.271221.24322
2412024.04.30 19:30sell590.101.249630.000000.00000
2422024.04.30 19:30modify590.101.249631.254921.24322
2432024.04.30 19:30modify580.101.256221.254921.24322
2442024.04.30 20:50sell600.101.248980.000000.00000
2452024.04.30 20:50modify600.101.248981.252971.24322
2462024.04.30 20:50modify590.101.249631.252971.24322
2472024.04.30 20:50modify580.101.256221.252971.24322
2482024.05.01 18:45s/l580.101.252971.252971.2432232.3211897.35
2492024.05.01 18:45s/l590.101.252971.252971.24322-33.4911863.86
2502024.05.01 18:45s/l600.101.252971.252971.24322-39.9911823.87
2512024.05.07 20:00buy610.101.251180.000000.00000
2522024.05.07 20:00modify610.101.251181.236181.26418
2532024.05.14 13:40buy620.101.257770.000000.00000
2542024.05.14 13:40modify620.101.257771.252481.26418
2552024.05.14 13:40modify610.101.251181.252481.26418
2562024.05.14 15:20buy630.101.258400.000000.00000
2572024.05.14 15:20modify630.101.258401.254431.26418
2582024.05.14 15:20modify620.101.257771.254431.26418
2592024.05.14 15:20modify610.101.251181.254431.26418
2602024.05.15 08:50buy640.101.261680.000000.00000
2612024.05.15 08:50modify640.101.261681.257681.26418
2622024.05.15 08:50modify630.101.258401.257681.26418
2632024.05.15 08:50modify620.101.257771.257681.26418
2642024.05.15 08:50modify610.101.251181.257681.26418
2652024.05.15 12:45t/p610.101.264181.257681.26418127.3711951.24
2662024.05.15 12:45t/p620.101.264181.257681.2641863.7712015.01
2672024.05.15 12:45t/p630.101.264181.257681.2641857.4712072.48
2682024.05.15 12:45t/p640.101.264181.257681.2641825.0012097.48
2692024.05.17 17:00sell650.101.270090.000000.00000
2702024.05.17 17:00modify650.101.270091.285091.25709
2712024.06.12 12:46s/l650.101.285091.285091.25709-152.1411945.34
2722024.06.26 17:00buy660.101.262830.000000.00000
2732024.06.26 17:00modify660.101.262831.247831.27583
2742024.07.01 14:12buy670.101.270090.000000.00000
2752024.07.01 14:12modify670.101.270091.266081.27583
2762024.07.01 14:12modify660.101.262831.266081.27583
2772024.07.01 14:40s/l660.101.266081.266081.2758330.8611976.20
2782024.07.01 14:40s/l670.101.266081.266081.27583-40.1011936.10
2792024.07.18 23:00buy680.101.294740.000000.00000
2802024.07.18 23:00modify680.101.294741.279741.30774
2812024.08.01 07:15s/l680.101.279741.279741.30774-154.6111781.49
2822024.08.13 20:00sell690.101.286580.000000.00000
2832024.08.13 20:00modify690.101.286581.301581.27358
2842024.08.15 13:07sell700.101.279840.000000.00000
2852024.08.15 13:07modify700.101.279841.285281.27358
2862024.08.15 13:07modify690.101.286581.285281.27358
2872024.08.15 14:20s/l690.101.285281.285281.2735812.6411794.14
2882024.08.15 14:20s/l700.101.285281.285281.27358-54.4011739.74
2892024.08.23 17:00sell710.101.319050.000000.00000
2902024.08.23 17:00modify710.101.319051.334051.30605
2912024.08.30 15:50sell720.101.312520.000000.00000
2922024.08.30 15:50modify720.101.312521.317751.30605
2932024.08.30 15:50modify710.101.319051.317751.30605
2942024.08.30 16:52sell730.101.311770.000000.00000
2952024.08.30 16:52modify730.101.311771.315801.30605
2962024.08.30 16:52modify720.101.312521.315801.30605
2972024.08.30 16:52modify710.101.319051.315801.30605
2982024.08.30 20:59close at stop730.101.314851.315801.30605-30.8011708.94
2992024.08.30 20:59close at stop720.101.314851.315801.30605-23.3011685.64
3002024.08.30 20:59close at stop710.101.314851.315801.3060541.3811727.01