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 23:00 (2023.11.01 - 2024.11.01)
ModelControl points (a very crude method, the results must not be considered)
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 modelled156407Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit3428.45Gross profit6546.40Gross loss-3117.95
Profit factor2.10Expected payoff20.41
Absolute drawdown118.79Maximal drawdown602.37 (30.24%)Relative drawdown30.24% (602.37)
Total trades168Short positions (won %)86 (46.51%)Long positions (won %)82 (59.76%)
Profit trades (% of total)89 (52.98%)Loss trades (% of total)79 (47.02%)
Largestprofit trade149.82loss trade-125.26
Averageprofit trade73.56loss trade-39.47
Maximumconsecutive wins (profit in money)9 (775.03)consecutive losses (loss in money)4 (-202.66)
Maximalconsecutive profit (count of wins)775.03 (9)consecutive loss (count of losses)-246.58 (2)
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
32023.11.08 09:20sell20.101.224410.000000.00000
42023.11.08 09:20modify20.101.224411.228251.21625
52023.11.08 09:20modify10.101.231251.228251.21625
62023.11.08 14:45s/l10.101.228251.228251.2162529.731029.73
72023.11.08 14:45s/l20.101.228251.228251.21625-38.40991.33
82023.11.09 20:00buy30.101.222320.000000.00000
92023.11.09 20:00modify30.101.222321.210321.23732
102023.11.14 07:16buy40.101.230040.000000.00000
112023.11.14 07:16modify40.101.230041.226071.23732
122023.11.14 07:16modify30.101.222321.226071.23732
132023.11.14 08:17buy50.101.229080.000000.00000
142023.11.14 08:17modify50.101.229081.225321.23732
152023.11.14 08:20modify50.101.229081.226071.23732
162023.11.14 13:50t/p30.101.237321.226071.23732149.011140.35
172023.11.14 13:50t/p40.101.237321.226071.2373272.801213.15
182023.11.14 13:50t/p50.101.237321.226071.2373282.401295.55
192023.11.14 14:00sell60.101.240070.000000.00000
202023.11.14 14:00modify60.101.240071.252071.22507
212023.11.21 00:46s/l60.101.252071.252071.22507-120.621174.92
222023.11.22 15:00buy70.101.248570.000000.00000
232023.11.22 15:00modify70.101.248571.236571.26357
242023.11.23 09:40buy80.101.255490.000000.00000
252023.11.23 09:40modify80.101.255491.251571.26357
262023.11.23 09:40modify70.101.248571.251571.26357
272023.11.23 09:59buy90.101.256100.000000.00000
282023.11.23 09:59modify90.101.256101.252321.26357
292023.11.23 09:59modify80.101.255491.252321.26357
302023.11.23 09:59modify70.101.248571.252321.26357
312023.11.24 12:15buy100.101.257800.000000.00000
322023.11.24 12:15modify100.101.257801.253821.26357
332023.11.24 12:15modify90.101.256101.253821.26357
342023.11.24 12:15modify80.101.255491.253821.26357
352023.11.24 12:15modify70.101.248571.253821.26357
362023.11.27 11:50t/p70.101.263571.253821.26357148.351323.28
372023.11.27 11:50t/p80.101.263571.253821.2635780.141403.42
382023.11.27 11:50t/p90.101.263571.253821.2635774.041477.46
392023.11.27 11:50t/p100.101.263571.253821.2635757.371534.83
402023.11.28 16:00sell110.101.268260.000000.00000
412023.11.28 16:00modify110.101.268261.280261.25326
422023.11.30 14:02sell120.101.261380.000000.00000
432023.11.30 14:02modify120.101.261381.265261.25326
442023.11.30 14:02modify110.101.268261.265261.25326
452023.11.30 14:55sell130.101.260570.000000.00000
462023.11.30 14:55modify130.101.260571.264511.25326
472023.11.30 14:55modify120.101.261381.264511.25326
482023.11.30 14:55modify110.101.268261.264511.25326
492023.11.30 15:20s/l110.101.264511.264511.2532637.141571.98
502023.11.30 15:20s/l120.101.264511.264511.25326-31.301540.68
512023.11.30 15:20s/l130.101.264511.264511.25326-39.401501.28
522023.12.01 17:00sell140.101.267990.000000.00000
532023.12.01 17:00modify140.101.267991.279991.25299
542023.12.04 14:20sell150.101.261110.000000.00000
552023.12.04 14:20modify150.101.261111.264991.25299
562023.12.04 14:20modify140.101.267991.264991.25299
572023.12.04 15:50sell160.101.260340.000000.00000
582023.12.04 15:50modify160.101.260341.264241.25299
592023.12.04 15:50modify150.101.261111.264241.25299
602023.12.04 15:50modify140.101.267991.264241.25299
612023.12.05 00:40s/l140.101.264241.264241.2529937.321538.60
622023.12.05 00:40s/l150.101.264241.264241.25299-31.391507.21
632023.12.05 00:40s/l160.101.264241.264241.25299-39.091468.12
642023.12.05 17:00buy170.101.258990.000000.00000
652023.12.05 17:00modify170.101.258991.246991.27399
662023.12.14 09:15buy180.101.265790.000000.00000
672023.12.14 09:15modify180.101.265791.261991.27399
682023.12.14 09:15modify170.101.258991.261991.27399
692023.12.14 09:45buy190.101.266790.000000.00000
702023.12.14 09:45modify190.101.266791.262741.27399
712023.12.14 09:45modify180.101.265791.262741.27399
722023.12.14 09:45modify170.101.258991.262741.27399
732023.12.14 11:20buy200.101.268270.000000.00000
742023.12.14 11:20modify200.101.268271.264241.27399
752023.12.14 11:20modify190.101.266791.264241.27399
762023.12.14 11:20modify180.101.265791.264241.27399
772023.12.14 11:20modify170.101.258991.264241.27399
782023.12.14 14:45t/p170.101.273991.264241.27399146.381614.50
792023.12.14 14:45t/p180.101.273991.264241.2739982.001696.50
802023.12.14 14:45t/p190.101.273991.264241.2739972.001768.50
812023.12.14 14:45t/p200.101.273991.264241.2739957.201825.70
822023.12.15 14:00buy210.101.271350.000000.00000
832023.12.15 14:00modify210.101.271351.259351.28635
842023.12.27 15:59buy220.101.279150.000000.00000
852023.12.27 15:59modify220.101.279151.275101.28635
862023.12.27 15:59modify210.101.271351.275101.28635
872023.12.27 16:32buy230.101.280430.000000.00000
882023.12.27 16:32modify230.101.280431.276601.28635
892023.12.27 16:32modify220.101.279151.276601.28635
902023.12.27 16:32modify210.101.271351.276601.28635
912023.12.28 12:17buy240.101.278190.000000.00000
922023.12.28 12:17modify240.101.278191.274351.28635
932023.12.28 12:20modify240.101.278191.276601.28635
942023.12.28 12:50s/l210.101.276601.276601.2863548.221873.93
952023.12.28 12:50s/l220.101.276601.276601.28635-26.491847.44
962023.12.28 12:50s/l230.101.276601.276601.28635-39.291808.15
972023.12.28 12:50s/l240.101.276601.276601.28635-15.901792.25
982023.12.28 13:00buy250.101.276770.000000.00000
992023.12.28 13:00modify250.101.276771.264771.29177
1002024.01.02 12:45s/l250.101.264771.264771.29177-120.991671.26
1012024.01.04 10:00sell260.101.272020.000000.00000
1022024.01.04 10:00modify260.101.272021.284021.25702
1032024.01.05 10:20sell270.101.265110.000000.00000
1042024.01.05 10:20modify270.101.265111.269021.25702
1052024.01.05 10:20modify260.101.272021.269021.25702
1062024.01.05 13:40sell280.101.264470.000000.00000
1072024.01.05 13:40modify280.101.264471.268271.25702
1082024.01.05 13:40modify270.101.265111.268271.25702
1092024.01.05 13:40modify260.101.272021.268271.25702
1102024.01.05 13:45sell290.101.263010.000000.00000
1112024.01.05 13:45modify290.101.263011.266771.25702
1122024.01.05 13:45modify280.101.264471.266771.25702
1132024.01.05 13:45modify270.101.265111.266771.25702
1142024.01.05 13:45modify260.101.272021.266771.25702
1152024.01.05 14:10s/l260.101.266771.266771.2570252.411723.68
1162024.01.05 14:10s/l270.101.266771.266771.25702-16.601707.08
1172024.01.05 14:10s/l280.101.266771.266771.25702-23.001684.08
1182024.01.05 14:10s/l290.101.266771.266771.25702-37.601646.48
1192024.01.05 15:00sell300.101.270180.000000.00000
1202024.01.05 15:00modify300.101.270181.282181.25518
1212024.01.16 10:20sell310.101.263250.000000.00000
1222024.01.16 10:20modify310.101.263251.267181.25518
1232024.01.16 10:20modify300.101.270181.267181.25518
1242024.01.16 10:50sell320.101.262560.000000.00000
1252024.01.16 10:50modify320.101.262561.266431.25518
1262024.01.16 10:50modify310.101.263251.266431.25518
1272024.01.16 10:50modify300.101.270181.266431.25518
1282024.01.16 13:32s/l300.101.266431.266431.2551836.701683.17
1292024.01.16 13:32s/l310.101.266431.266431.25518-31.801651.37
1302024.01.16 13:32s/l320.101.266431.266431.25518-38.701612.67
1312024.01.16 18:00buy330.101.262750.000000.00000
1322024.01.16 18:00modify330.101.262751.250751.27775
1332024.01.17 11:50buy340.101.269660.000000.00000
1342024.01.17 11:50modify340.101.269661.265751.27775
1352024.01.17 11:50modify330.101.262751.265751.27775
1362024.01.17 13:33s/l330.101.265751.265751.2777529.671642.35
1372024.01.17 13:33s/l340.101.265751.265751.27775-39.101603.25
1382024.01.17 14:00buy350.101.265330.000000.00000
1392024.01.17 14:00modify350.101.265331.253331.28033
1402024.01.22 05:50buy360.101.272180.000000.00000
1412024.01.22 05:50modify360.101.272181.268331.28033
1422024.01.22 05:50modify350.101.265331.268331.28033
1432024.01.22 12:59buy370.101.272840.000000.00000
1442024.01.22 12:59modify370.101.272841.269081.28033
1452024.01.22 12:59modify360.101.272181.269081.28033
1462024.01.22 12:59modify350.101.265331.269081.28033
1472024.01.23 06:15buy380.101.274410.000000.00000
1482024.01.23 06:15modify380.101.274411.270581.28033
1492024.01.23 06:15modify370.101.272841.270581.28033
1502024.01.23 06:15modify360.101.272181.270581.28033
1512024.01.23 06:15modify350.101.265331.270581.28033
1522024.01.23 11:15s/l350.101.270581.270581.2803350.531653.77
1532024.01.23 11:15s/l360.101.270581.270581.28033-16.331637.44
1542024.01.23 11:15s/l370.101.270581.270581.28033-22.931614.51
1552024.01.23 11:15s/l380.101.270581.270581.28033-38.301576.21
1562024.01.23 16:00buy390.101.266820.000000.00000
1572024.01.23 16:00modify390.101.266821.254821.28182
1582024.01.24 09:35buy400.101.273780.000000.00000
1592024.01.24 09:35modify400.101.273781.269821.28182
1602024.01.24 09:35modify390.101.266821.269821.28182
1612024.01.24 10:27buy410.101.276050.000000.00000
1622024.01.24 10:27modify410.101.276051.272071.28182
1632024.01.24 10:27modify400.101.273781.272071.28182
1642024.01.24 10:27modify390.101.266821.272071.28182
1652024.01.24 11:57buy420.101.274400.000000.00000
1662024.01.24 11:57modify420.101.274401.270571.28182
1672024.01.24 11:59modify420.101.274401.272071.28182
1682024.01.24 19:15s/l390.101.272071.272071.2818252.171628.38
1692024.01.24 19:15s/l400.101.272071.272071.28182-17.101611.28
1702024.01.24 19:15s/l410.101.272071.272071.28182-39.801571.48
1712024.01.24 19:15s/l420.101.272071.272071.28182-23.301548.18
1722024.01.26 11:00sell430.101.273260.000000.00000
1732024.01.26 11:00modify430.101.273261.285261.25826
1742024.01.30 13:20sell440.101.266250.000000.00000
1752024.01.30 13:20modify440.101.266251.270261.25826
1762024.01.30 13:20modify430.101.273261.270261.25826
1772024.01.30 15:15sell450.101.265660.000000.00000
1782024.01.30 15:15modify450.101.265661.269511.25826
1792024.01.30 15:15modify440.101.266251.269511.25826
1802024.01.30 15:15modify430.101.273261.269511.25826
1812024.01.30 15:20sell460.101.263990.000000.00000
1822024.01.30 15:20modify460.101.263991.268011.25826
1832024.01.30 15:20modify450.101.265661.268011.25826
1842024.01.30 15:20modify440.101.266251.268011.25826
1852024.01.30 15:20modify430.101.273261.268011.25826
1862024.01.30 16:45s/l430.101.268011.268011.2582652.321600.51
1872024.01.30 16:45s/l440.101.268011.268011.25826-17.601582.91
1882024.01.30 16:45s/l450.101.268011.268011.25826-23.501559.41
1892024.01.30 16:45s/l460.101.268011.268011.25826-40.201519.21
1902024.01.31 15:00sell470.101.273840.000000.00000
1912024.01.31 15:00modify470.101.273841.285841.25884
1922024.01.31 20:20sell480.101.266230.000000.00000
1932024.01.31 20:20modify480.101.266231.270091.25884
1942024.01.31 20:20modify470.101.273841.270091.25884
1952024.02.01 06:22sell490.101.267000.000000.00000
1962024.02.01 06:22modify490.101.267001.270841.25884
1972024.02.01 06:25modify490.101.267001.270091.25884
1982024.02.01 08:20sell500.101.264560.000000.00000
1992024.02.01 08:20modify500.101.264561.268591.25884
2002024.02.01 08:20modify480.101.266231.268591.25884
2012024.02.01 08:20modify490.101.267001.268591.25884
2022024.02.01 08:20modify470.101.273841.268591.25884
2032024.02.01 12:50s/l470.101.268591.268591.2588452.231571.44
2042024.02.01 12:50s/l480.101.268591.268591.25884-23.871547.57
2052024.02.01 12:50s/l490.101.268591.268591.25884-15.901531.67
2062024.02.01 12:50s/l500.101.268591.268591.25884-40.301491.37
2072024.02.01 13:00sell510.101.267320.000000.00000
2082024.02.01 13:00modify510.101.267321.279321.25232
2092024.02.05 00:45sell520.101.260500.000000.00000
2102024.02.05 00:45modify520.101.260501.264321.25232
2112024.02.05 00:45modify510.101.267321.264321.25232
2122024.02.05 10:20sell530.101.258110.000000.00000
2132024.02.05 10:20modify530.101.258111.262071.25232
2142024.02.05 10:20modify520.101.260501.262071.25232
2152024.02.05 10:20modify510.101.267321.262071.25232
2162024.02.05 15:50t/p510.101.252321.262071.25232149.821641.19
2172024.02.05 15:50t/p520.101.252321.262071.2523281.801722.99
2182024.02.05 15:50t/p530.101.252321.262071.2523257.901780.89
2192024.02.05 16:00buy540.101.252300.000000.00000
2202024.02.05 16:00modify540.101.252301.240301.26730
2212024.02.06 16:20buy550.101.259100.000000.00000
2222024.02.06 16:20modify550.101.259101.255301.26730
2232024.02.06 16:20modify540.101.252301.255301.26730
2242024.02.06 17:20buy560.101.260080.000000.00000
2252024.02.06 17:20modify560.101.260081.256051.26730
2262024.02.06 17:20modify550.101.259101.256051.26730
2272024.02.06 17:20modify540.101.252301.256051.26730
2282024.02.07 01:45buy570.101.261350.000000.00000
2292024.02.07 01:45modify570.101.261351.257551.26730
2302024.02.07 01:45modify560.101.260081.257551.26730
2312024.02.07 01:45modify550.101.259101.257551.26730
2322024.02.07 01:45modify540.101.252301.257551.26730
2332024.02.08 13:46s/l540.101.257551.257551.2673050.851831.75
2342024.02.08 13:46s/l550.101.257551.257551.26730-16.821814.93
2352024.02.08 13:46s/l560.101.257551.257551.26730-26.621788.32
2362024.02.08 13:46s/l570.101.257551.257551.26730-38.991749.33
2372024.02.13 14:00buy580.101.259560.000000.00000
2382024.02.13 14:00modify580.101.259561.247561.27456
2392024.02.20 14:32buy590.101.266530.000000.00000
2402024.02.20 14:32modify590.101.266531.262561.27456
2412024.02.20 14:32modify580.101.259561.262561.27456
2422024.02.20 15:20buy600.101.267120.000000.00000
2432024.02.20 15:20modify600.101.267121.263311.27456
2442024.02.20 15:20modify590.101.266531.263311.27456
2452024.02.20 15:20modify580.101.259561.263311.27456
2462024.02.20 17:20s/l580.101.263311.263311.2745635.201784.53
2472024.02.20 17:20s/l590.101.263311.263311.27456-32.201752.33
2482024.02.20 17:20s/l600.101.263311.263311.27456-38.101714.23
2492024.02.22 14:00buy610.101.263100.000000.00000
2502024.02.22 14:00modify610.101.263101.251101.27810
2512024.02.23 12:45buy620.101.270100.000000.00000
2522024.02.23 12:45modify620.101.270101.266101.27810
2532024.02.23 12:45modify610.101.263101.266101.27810
2542024.02.26 01:02s/l610.101.266101.266101.2781029.341743.57
2552024.02.26 01:02s/l620.101.266101.266101.27810-40.331703.24
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