Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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 test7238Ticks modelled13476Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1884.84Gross profit3982.89Gross loss-2098.05
Profit factor1.90Expected payoff20.05
Absolute drawdown177.61Maximal drawdown727.46 (30.09%)Relative drawdown30.09% (727.46)
Total trades94Short positions (won %)52 (50.00%)Long positions (won %)42 (59.52%)
Profit trades (% of total)51 (54.26%)Loss trades (% of total)43 (45.74%)
Largestprofit trade149.82loss trade-125.59
Averageprofit trade78.10loss trade-48.79
Maximumconsecutive wins (profit in money)9 (868.71)consecutive losses (loss in money)5 (-439.44)
Maximalconsecutive profit (count of wins)868.71 (9)consecutive loss (count of losses)-439.44 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 13:00sell10.101.231250.000000.00000
22023.11.03 13:00modify10.101.231251.243251.21625
32023.11.09 20:00sell20.101.222020.000000.00000
42023.11.09 20:00modify20.101.222021.226001.21625
52023.11.09 20:00modify10.101.231251.226001.21625
62023.11.13 08:00sell30.101.223660.000000.00000
72023.11.13 08:00modify30.101.223661.227501.21625
82023.11.13 09:00modify30.101.223661.226001.21625
92023.11.13 13:00sell40.101.224200.000000.00000
102023.11.13 13:00modify40.101.224201.228251.21625
112023.11.13 14:00modify40.101.224201.226001.21625
122023.11.13 16:00s/l10.101.226001.226001.2162551.791051.79
132023.11.13 16:00s/l20.101.226001.226001.21625-39.981011.81
142023.11.13 16:00s/l30.101.226001.226001.21625-23.40988.41
152023.11.13 16:00s/l40.101.226001.226001.21625-18.00970.41
162023.11.14 14:00sell50.101.240070.000000.00000
172023.11.14 14:00modify50.101.240071.252071.22507
182023.11.21 01:00s/l50.101.252071.252071.22507-120.62849.79
192023.11.22 15:00buy60.101.248570.000000.00000
202023.11.22 15:00modify60.101.248571.236571.26357
212023.11.23 10:00buy70.101.256090.000000.00000
222023.11.23 10:00modify70.101.256091.252321.26357
232023.11.23 10:00modify60.101.248571.252321.26357
242023.11.24 13:00buy80.101.257700.000000.00000
252023.11.24 13:00modify80.101.257701.253821.26357
262023.11.24 13:00modify70.101.256091.253821.26357
272023.11.24 13:00modify60.101.248571.253821.26357
282023.11.27 12:00t/p60.101.263571.253821.26357148.35998.14
292023.11.27 12:00t/p70.101.263571.253821.2635774.141072.28
302023.11.27 12:00t/p80.101.263571.253821.2635758.371130.66
312023.11.28 16:00sell90.101.268260.000000.00000
322023.11.28 16:00modify90.101.268261.280261.25326
332023.12.04 19:00sell100.101.260660.000000.00000
342023.12.04 19:00modify100.101.260661.264511.25326
352023.12.04 19:00modify90.101.268261.264511.25326
362023.12.05 01:00s/l90.101.264511.264511.2532636.881167.53
372023.12.05 01:00s/l100.101.264511.264511.25326-38.591128.94
382023.12.05 17:00buy110.101.258990.000000.00000
392023.12.05 17:00modify110.101.258991.246991.27399
402023.12.14 15:00t/p110.101.273991.246991.27399146.381275.32
412023.12.15 14:00buy120.101.271350.000000.00000
422023.12.15 14:00modify120.101.271351.259351.28635
432023.12.27 16:00buy130.101.279130.000000.00000
442023.12.27 16:00modify130.101.279131.275101.28635
452023.12.27 16:00modify120.101.271351.275101.28635
462023.12.28 01:00buy140.101.280570.000000.00000
472023.12.28 01:00modify140.101.280571.276601.28635
482023.12.28 01:00modify130.101.279131.276601.28635
492023.12.28 01:00modify120.101.271351.276601.28635
502023.12.28 13:00s/l120.101.276601.276601.2863548.221323.55
512023.12.28 13:00s/l130.101.276601.276601.28635-26.291297.26
522023.12.28 13:00s/l140.101.276601.276601.28635-39.701257.56
532023.12.28 13:00buy150.101.276770.000000.00000
542023.12.28 13:00modify150.101.276771.264771.29177
552024.01.02 13:00s/l150.101.264771.264771.29177-120.991136.57
562024.01.04 10:00sell160.101.272020.000000.00000
572024.01.04 10:00modify160.101.272021.284021.25702
582024.01.16 11:00sell170.101.262920.000000.00000
592024.01.16 11:00modify170.101.262921.266771.25702
602024.01.16 11:00modify160.101.272021.266771.25702
612024.01.16 14:00s/l160.101.266771.266771.2570251.611188.18
622024.01.16 14:00s/l170.101.266771.266771.25702-38.501149.68
632024.01.16 18:00buy180.101.262750.000000.00000
642024.01.16 18:00modify180.101.262751.250751.27775
652024.01.19 21:00buy190.101.270450.000000.00000
662024.01.19 21:00modify190.101.270451.266501.27775
672024.01.19 21:00modify180.101.262751.266501.27775
682024.01.21 23:00buy200.101.269760.000000.00000
692024.01.21 23:00modify200.101.269761.265751.27775
702024.01.22 00:00modify200.101.269761.266501.27775
712024.01.22 03:00buy210.101.271990.000000.00000
722024.01.22 03:00modify210.101.271991.268001.27775
732024.01.22 03:00modify190.101.270451.268001.27775
742024.01.22 03:00modify200.101.269761.268001.27775
752024.01.22 03:00modify180.101.262751.268001.27775
762024.01.23 15:00s/l180.101.268001.268001.2777550.201199.88
772024.01.23 15:00s/l190.101.268001.268001.27775-25.161174.72
782024.01.23 15:00s/l200.101.268001.268001.27775-18.261156.46
792024.01.23 15:00s/l210.101.268001.268001.27775-40.231116.24
802024.01.23 16:00buy220.101.266820.000000.00000
812024.01.23 16:00modify220.101.266821.254821.28182
822024.01.25 11:00buy230.101.273820.000000.00000
832024.01.25 11:00modify230.101.273821.269821.28182
842024.01.25 11:00modify220.101.266821.269821.28182
852024.01.25 14:00s/l220.101.269821.269821.2818228.681144.92
862024.01.25 14:00s/l230.101.269821.269821.28182-40.001104.92
872024.01.26 11:00sell240.101.273260.000000.00000
882024.01.26 11:00modify240.101.273261.285261.25826
892024.01.30 16:00sell250.101.266510.000000.00000
902024.01.30 16:00modify250.101.266511.270261.25826
912024.01.30 16:00modify240.101.273261.270261.25826
922024.01.30 22:00s/l240.101.270261.270261.2582629.821134.74
932024.01.30 22:00s/l250.101.270261.270261.25826-37.501097.24
942024.01.31 15:00sell260.101.273840.000000.00000
952024.01.31 15:00modify260.101.273841.285841.25884
962024.02.01 07:00sell270.101.266260.000000.00000
972024.02.01 07:00modify270.101.266261.270091.25884
982024.02.01 07:00modify260.101.273841.270091.25884
992024.02.01 17:00s/l260.101.270091.270091.2588437.231134.47
1002024.02.01 17:00s/l270.101.270091.270091.25884-38.301096.17
1012024.02.01 17:00sell280.101.272450.000000.00000
1022024.02.01 17:00modify280.101.272451.284451.25745
1032024.02.02 16:00sell290.101.265610.000000.00000
1042024.02.02 16:00modify290.101.265611.269451.25745
1052024.02.02 16:00modify280.101.272451.269451.25745
1062024.02.05 13:00t/p280.101.257451.269451.25745149.821246.00
1072024.02.05 13:00t/p290.101.257451.269451.2574581.511327.51
1082024.02.05 16:00buy300.101.252300.000000.00000
1092024.02.05 16:00modify300.101.252301.240301.26730
1102024.02.06 17:00buy310.101.259060.000000.00000
1112024.02.06 17:00modify310.101.259061.255301.26730
1122024.02.06 17:00modify300.101.252301.255301.26730
1132024.02.07 02:00buy320.101.261330.000000.00000
1142024.02.07 02:00modify320.101.261331.257551.26730
1152024.02.07 02:00modify310.101.259061.257551.26730
1162024.02.07 02:00modify300.101.252301.257551.26730
1172024.02.08 14:00s/l300.101.257551.257551.2673050.851378.36
1182024.02.08 14:00s/l310.101.257551.257551.26730-16.421361.95
1192024.02.08 14:00s/l320.101.257551.257551.26730-38.791323.16
1202024.02.13 14:00buy330.101.259560.000000.00000
1212024.02.13 14:00modify330.101.259561.247561.27456
1222024.02.20 16:00buy340.101.266530.000000.00000
1232024.02.20 16:00modify340.101.266531.262561.27456
1242024.02.20 16:00modify330.101.259561.262561.27456
1252024.02.20 19:00s/l330.101.262561.262561.2745627.701350.86
1262024.02.20 19:00s/l340.101.262561.262561.27456-39.701311.16
1272024.02.22 14:00buy350.101.263100.000000.00000
1282024.02.22 14:00modify350.101.263101.251101.27810
1292024.02.26 14:00buy360.101.269990.000000.00000
1302024.02.26 14:00modify360.101.269991.266101.27810
1312024.02.26 14:00modify350.101.263101.266101.27810
1322024.02.27 16:00s/l350.101.266101.266101.2781029.011340.17
1332024.02.27 16:00s/l360.101.266101.266101.27810-39.231300.94
1342024.02.29 18:00buy370.101.262020.000000.00000
1352024.02.29 18:00modify370.101.262021.250021.27702
1362024.03.04 15:00buy380.101.269520.000000.00000
1372024.03.04 15:00modify380.101.269521.265771.27702
1382024.03.04 15:00modify370.101.262021.265771.27702
1392024.03.05 10:00buy390.101.268810.000000.00000
1402024.03.05 10:00modify390.101.268811.265021.27702
1412024.03.05 11:00modify390.101.268811.265771.27702
1422024.03.06 08:00buy400.101.271300.000000.00000
1432024.03.06 08:00modify400.101.271301.267271.27702
1442024.03.06 08:00modify380.101.269521.267271.27702
1452024.03.06 08:00modify390.101.268811.267271.27702
1462024.03.06 08:00modify370.101.262021.267271.27702
1472024.03.07 15:00t/p370.101.277021.267271.27702147.701448.64
1482024.03.07 15:00t/p380.101.277021.267271.2770273.361521.99
1492024.03.07 15:00t/p390.101.277021.267271.2770280.781602.78
1502024.03.07 15:00t/p400.101.277021.267271.2770256.211658.99
1512024.03.07 16:00sell410.101.278890.000000.00000
1522024.03.07 16:00modify410.101.278891.290891.26389
1532024.03.19 01:00sell420.101.271990.000000.00000
1542024.03.19 01:00modify420.101.271991.275891.26389
1552024.03.19 01:00modify410.101.278891.275891.26389
1562024.03.19 08:00sell430.101.269890.000000.00000
1572024.03.19 08:00modify430.101.269891.273641.26389
1582024.03.19 08:00modify420.101.271991.273641.26389
1592024.03.19 08:00modify410.101.278891.273641.26389
1602024.03.20 07:00sell440.101.271260.000000.00000
1612024.03.20 07:00modify440.101.271261.275141.26389
1622024.03.20 08:00modify440.101.271261.273641.26389
1632024.03.20 19:00s/l410.101.273641.273641.2638951.521710.51
1642024.03.20 19:00s/l420.101.273641.273641.26389-16.591693.92
1652024.03.20 19:00s/l430.101.273641.273641.26389-37.591656.33
1662024.03.20 19:00s/l440.101.273641.273641.26389-23.801632.53
1672024.03.20 19:00sell450.101.277920.000000.00000
1682024.03.20 19:00modify450.101.277921.289921.26292
1692024.03.21 14:00sell460.101.270890.000000.00000
1702024.03.21 14:00modify460.101.270891.274921.26292
1712024.03.21 14:00modify450.101.277921.274921.26292
1722024.03.21 15:00sell470.101.270190.000000.00000
1732024.03.21 15:00modify470.101.270191.274171.26292
1742024.03.21 15:00modify460.101.270891.274171.26292
1752024.03.21 15:00modify450.101.277921.274171.26292
1762024.03.22 07:00t/p450.101.262921.274171.26292149.641782.18
1772024.03.22 07:00t/p460.101.262921.274171.2629279.611861.79
1782024.03.22 07:00t/p470.101.262921.274171.2629272.611934.40
1792024.03.22 13:00sell480.101.261940.000000.00000
1802024.03.22 13:00modify480.101.261941.273941.24694
1812024.04.01 16:00sell490.101.254190.000000.00000
1822024.04.01 16:00modify490.101.254191.258191.24694
1832024.04.01 16:00modify480.101.261941.258191.24694
1842024.04.02 22:00s/l480.101.258191.258191.2469436.701971.10
1852024.04.02 22:00s/l490.101.258191.258191.24694-40.091931.01
1862024.04.03 15:00sell500.101.261880.000000.00000
1872024.04.03 15:00modify500.101.261881.273881.24688
1882024.04.10 16:00sell510.101.254180.000000.00000
1892024.04.10 16:00modify510.101.254181.258131.24688
1902024.04.10 16:00modify500.101.261881.258131.24688
1912024.04.10 19:00sell520.101.252660.000000.00000
1922024.04.10 19:00modify520.101.252661.256631.24688
1932024.04.10 19:00modify510.101.254181.256631.24688
1942024.04.10 19:00modify500.101.261881.256631.24688
1952024.04.11 09:00s/l500.101.256631.256631.2468851.611982.62
1962024.04.11 09:00s/l510.101.256631.256631.24688-24.771957.85
1972024.04.11 09:00s/l520.101.256631.256631.24688-39.971917.88
1982024.04.11 13:00sell530.101.256690.000000.00000
1992024.04.11 13:00modify530.101.256691.268691.24169
2002024.04.12 10:00sell540.101.249760.000000.00000
2012024.04.12 10:00modify540.101.249761.253691.24169
2022024.04.12 10:00modify530.101.256691.253691.24169
2032024.04.16 07:00t/p530.101.241691.253691.24169149.732067.62
2042024.04.16 07:00t/p540.101.241691.253691.2416980.522148.14
2052024.04.19 16:00buy550.101.239950.000000.00000
2062024.04.19 16:00modify550.101.239951.227951.25495
2072024.04.25 03:00buy560.101.246930.000000.00000
2082024.04.25 03:00modify560.101.246931.242951.25495
2092024.04.25 03:00modify550.101.239951.242951.25495
2102024.04.25 06:00buy570.101.247460.000000.00000
2112024.04.25 06:00modify570.101.247461.243701.25495
2122024.04.25 06:00modify560.101.246931.243701.25495
2132024.04.25 06:00modify550.101.239951.243701.25495
2142024.04.25 15:00buy580.101.249220.000000.00000
2152024.04.25 15:00modify580.101.249221.245201.25495
2162024.04.25 15:00modify570.101.247461.245201.25495
2172024.04.25 15:00modify560.101.246931.245201.25495
2182024.04.25 15:00modify550.101.239951.245201.25495
2192024.04.26 16:00s/l550.101.245201.245201.2549550.202198.34
2202024.04.26 16:00s/l560.101.245201.245201.25495-17.632180.71
2212024.04.26 16:00s/l570.101.245201.245201.25495-22.932157.78
2222024.04.26 16:00s/l580.101.245201.245201.25495-40.532117.25
2232024.05.01 19:00sell590.101.254670.000000.00000
2242024.05.01 19:00modify590.101.254671.266671.23967
2252024.05.08 14:00sell600.101.247710.000000.00000
2262024.05.08 14:00modify600.101.247711.251671.23967
2272024.05.08 14:00modify590.101.254671.251671.23967
2282024.05.09 12:00sell610.101.246950.000000.00000
2292024.05.09 12:00modify610.101.246951.250921.23967
2302024.05.09 12:00modify600.101.247711.250921.23967
2312024.05.09 12:00modify590.101.254671.250921.23967
2322024.05.09 13:00s/l590.101.250921.250921.2396736.612153.86
2332024.05.09 13:00s/l600.101.250921.250921.23967-32.372121.49
2342024.05.09 13:00s/l610.101.250921.250921.23967-39.702081.79
2352024.05.14 14:00sell620.101.258330.000000.00000
2362024.05.14 14:00modify620.101.258331.270331.24333
2372024.05.16 01:00s/l620.101.270331.270331.24333-120.361961.44
2382024.05.17 15:00sell630.101.269810.000000.00000
2392024.05.17 15:00modify630.101.269811.281811.25481
2402024.06.04 01:00s/l630.101.281811.281811.25481-121.421840.01
2412024.06.07 13:00buy640.101.274040.000000.00000
2422024.06.07 13:00modify640.101.274041.262041.28904
2432024.06.26 16:00s/l640.101.262041.262041.28904-125.591714.42
2442024.07.01 15:00buy650.101.264890.000000.00000
2452024.07.01 15:00modify650.101.264891.252891.27989
2462024.07.05 13:00t/p650.101.279891.252891.27989148.031862.45
2472024.07.11 13:00sell660.101.293140.000000.00000
2482024.07.11 13:00modify660.101.293141.305141.27814
2492024.07.28 21:00sell670.101.285580.000000.00000
2502024.07.28 21:00modify670.101.285581.289391.27814
2512024.07.28 21:00modify660.101.293141.289391.27814
2522024.07.31 04:00sell680.101.284020.000000.00000
2532024.07.31 04:00modify680.101.284021.287891.27814
2542024.07.31 04:00modify670.101.285581.287891.27814
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