Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (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=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test2612Ticks modelled79098Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread30
Total net profit3241.40Gross profit4045.15Gross loss-803.75
Profit factor5.03Expected payoff34.12
Absolute drawdown60.29Maximal drawdown215.12 (4.83%)Relative drawdown14.01% (178.00)
Total trades95Short positions (won %)57 (68.42%)Long positions (won %)38 (76.32%)
Profit trades (% of total)68 (71.58%)Loss trades (% of total)27 (28.42%)
Largestprofit trade109.91loss trade-81.32
Averageprofit trade59.49loss trade-29.77
Maximumconsecutive wins (profit in money)9 (599.34)consecutive losses (loss in money)3 (-106.22)
Maximalconsecutive profit (count of wins)599.34 (9)consecutive loss (count of losses)-106.22 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 16:00sell10.101.237100.000000.00000
22023.11.03 16:00modify10.101.237101.245101.22610
32023.11.06 20:40sell20.101.234170.000000.00000
42023.11.06 20:40modify20.101.234171.236551.22610
52023.11.06 20:40modify10.101.237101.236551.22610
62023.11.07 07:00sell30.101.231900.000000.00000
72023.11.07 07:00modify30.101.231901.234351.22610
82023.11.07 07:00modify20.101.234171.234351.22610
92023.11.07 07:00modify10.101.237101.234351.22610
102023.11.07 10:30sell40.101.229930.000000.00000
112023.11.07 10:30modify40.101.229931.233251.22610
122023.11.07 10:30modify30.101.231901.233251.22610
132023.11.07 10:30modify20.101.234171.233251.22610
142023.11.07 10:30modify10.101.237101.233251.22610
152023.11.08 09:10t/p10.101.226101.233251.22610109.731109.73
162023.11.08 09:10t/p20.101.226101.233251.2261080.521190.25
172023.11.08 09:10t/p30.101.226101.233251.2261057.911248.17
182023.11.08 09:10t/p40.101.226101.233251.2261038.211286.38
192023.11.09 20:00buy50.101.222320.000000.00000
202023.11.09 20:00modify50.101.222321.214321.23332
212023.11.13 09:30buy60.101.225180.000000.00000
222023.11.13 09:30modify60.101.225181.222871.23332
232023.11.13 09:30modify50.101.222321.222871.23332
242023.11.13 16:40buy70.101.227380.000000.00000
252023.11.13 16:40modify70.101.227381.225071.23332
262023.11.13 16:40modify60.101.225181.225071.23332
272023.11.13 16:40modify50.101.222321.225071.23332
282023.11.14 07:20buy80.101.229680.000000.00000
292023.11.14 07:20modify80.101.229681.226171.23332
302023.11.14 07:20modify70.101.227381.226171.23332
312023.11.14 07:20modify60.101.225181.226171.23332
322023.11.14 07:20modify50.101.222321.226171.23332
332023.11.14 13:20t/p50.101.233321.226171.23332109.011395.39
342023.11.14 13:20t/p60.101.233321.226171.2333281.071476.46
352023.11.14 13:20t/p70.101.233321.226171.2333259.071535.53
362023.11.14 13:20t/p80.101.233321.226171.2333236.401571.93
372023.11.14 16:00sell90.101.245630.000000.00000
382023.11.14 16:00modify90.101.245631.253631.23463
392023.11.15 14:40sell100.101.240380.000000.00000
402023.11.15 14:40modify100.101.240381.242881.23463
412023.11.15 14:40modify90.101.245631.242881.23463
422023.11.15 15:30s/l90.101.242881.242881.2346327.411599.34
432023.11.15 15:30s/l100.101.242881.242881.23463-25.001574.34
442023.11.22 16:00buy110.101.246130.000000.00000
452023.11.22 16:00modify110.101.246131.238131.25713
462023.11.22 19:20buy120.101.249130.000000.00000
472023.11.22 19:20modify120.101.249131.246681.25713
482023.11.22 19:20modify110.101.246131.246681.25713
492023.11.23 05:30buy130.101.251180.000000.00000
502023.11.23 05:30modify130.101.251181.248881.25713
512023.11.23 05:30modify120.101.249131.248881.25713
522023.11.23 05:30modify110.101.246131.248881.25713
532023.11.23 08:25buy140.101.253310.000000.00000
542023.11.23 08:25modify140.101.253311.249981.25713
552023.11.23 08:25modify130.101.251181.249981.25713
562023.11.23 08:25modify120.101.249131.249981.25713
572023.11.23 08:25modify110.101.246131.249981.25713
582023.11.24 12:30t/p110.101.257131.249981.25713108.681683.03
592023.11.24 12:30t/p120.101.257131.249981.2571378.681761.71
602023.11.24 12:30t/p130.101.257131.249981.2571359.171820.88
612023.11.24 12:30t/p140.101.257131.249981.2571337.871858.75
622023.11.24 16:00sell150.101.261240.000000.00000
632023.11.24 16:00modify150.101.261241.269241.25024
642023.11.28 15:40s/l150.101.269241.269241.25024-80.181778.57
652023.11.28 20:00sell160.101.269840.000000.00000
662023.11.28 20:00modify160.101.269841.277841.25884
672023.11.29 15:50sell170.101.266860.000000.00000
682023.11.29 15:50modify170.101.266861.269291.25884
692023.11.29 15:50modify160.101.269841.269291.25884
702023.11.29 15:59s/l160.101.269291.269291.258845.411783.99
712023.11.29 15:59s/l170.101.269291.269291.25884-24.301759.69
722023.12.01 20:00sell180.101.270010.000000.00000
732023.12.01 20:00modify180.101.270011.278011.25901
742023.12.04 01:30sell190.101.267260.000000.00000
752023.12.04 01:30modify190.101.267261.269461.25901
762023.12.04 01:30modify180.101.270011.269461.25901
772023.12.04 14:10sell200.101.264860.000000.00000
782023.12.04 14:10modify200.101.264861.267261.25901
792023.12.04 14:10modify190.101.267261.267261.25901
802023.12.04 14:10modify180.101.270011.267261.25901
812023.12.04 14:30sell210.101.262780.000000.00000
822023.12.04 14:30modify210.101.262781.266161.25901
832023.12.04 14:30modify200.101.264861.266161.25901
842023.12.04 14:30modify190.101.267261.266161.25901
852023.12.04 14:30modify180.101.270011.266161.25901
862023.12.05 16:40t/p180.101.259011.266161.25901109.821869.51
872023.12.05 16:40t/p190.101.259011.266161.2590182.411951.92
882023.12.05 16:40t/p200.101.259011.266161.2590158.412010.33
892023.12.05 16:40t/p210.101.259011.266161.2590137.612047.94
902023.12.13 20:00sell220.101.262660.000000.00000
912023.12.13 20:00modify220.101.262661.270661.25166
922023.12.14 12:30s/l220.101.270661.270661.25166-80.271967.67
932023.12.14 16:00sell230.101.275900.000000.00000
942023.12.14 16:00modify230.101.275901.283901.26490
952023.12.15 16:05sell240.101.268710.000000.00000
962023.12.15 16:05modify240.101.268711.272051.26490
972023.12.15 16:05modify230.101.275901.272051.26490
982023.12.15 17:30sell250.101.270710.000000.00000
992023.12.15 17:30modify250.101.270711.273151.26490
1002023.12.15 17:35modify250.101.270711.272051.26490
1012023.12.18 11:40t/p230.101.264901.272051.26490109.822077.50
1022023.12.18 11:40t/p240.101.264901.272051.2649038.012115.51
1032023.12.18 11:40t/p250.101.264901.272051.2649058.012173.52
1042023.12.19 16:00sell260.101.273830.000000.00000
1052023.12.19 16:00modify260.101.273831.281831.26283
1062023.12.20 06:50sell270.101.270850.000000.00000
1072023.12.20 06:50modify270.101.270851.273281.26283
1082023.12.20 06:50modify260.101.273831.273281.26283
1092023.12.20 07:20sell280.101.268650.000000.00000
1102023.12.20 07:20modify280.101.268651.271081.26283
1112023.12.20 07:20modify270.101.270851.271081.26283
1122023.12.20 07:20modify260.101.273831.271081.26283
1132023.12.20 08:45sell290.101.266630.000000.00000
1142023.12.20 08:45modify290.101.266631.269981.26283
1152023.12.20 08:45modify280.101.268651.269981.26283
1162023.12.20 08:45modify270.101.270851.269981.26283
1172023.12.20 08:45modify260.101.273831.269981.26283
1182023.12.20 21:15t/p260.101.262831.269981.26283109.912283.43
1192023.12.20 21:15t/p270.101.262831.269981.2628380.202363.63
1202023.12.20 21:15t/p280.101.262831.269981.2628358.202421.83
1212023.12.20 21:15t/p290.101.262831.269981.2628338.002459.83
1222023.12.27 16:00sell300.101.278830.000000.00000
1232023.12.27 16:00modify300.101.278831.286831.26783
1242023.12.28 13:40sell310.101.273790.000000.00000
1252023.12.28 13:40modify310.101.273791.276081.26783
1262023.12.28 13:40modify300.101.278831.276081.26783
1272023.12.28 14:30s/l300.101.276081.276081.2678327.232487.06
1282023.12.28 14:30s/l310.101.276081.276081.26783-22.902464.16
1292023.12.28 20:00buy320.101.272940.000000.00000
1302023.12.28 20:00modify320.101.272941.264941.28394
1312023.12.29 07:26buy330.101.275910.000000.00000
1322023.12.29 07:26modify330.101.275911.273491.28394
1332023.12.29 07:26modify320.101.272941.273491.28394
1342023.12.29 09:10s/l320.101.273491.273491.283945.172469.33
1352023.12.29 09:10s/l330.101.273491.273491.28394-24.202445.13
1362024.01.05 16:00sell340.101.275160.000000.00000
1372024.01.05 16:00modify340.101.275161.283161.26416
1382024.01.05 17:30sell350.101.272380.000000.00000
1392024.01.05 17:30modify350.101.272381.274611.26416
1402024.01.05 17:30modify340.101.275161.274611.26416
1412024.01.07 22:00sell360.101.270180.000000.00000
1422024.01.07 22:00modify360.101.270181.272411.26416
1432024.01.07 22:00modify350.101.272381.272411.26416
1442024.01.07 22:00modify340.101.275161.272411.26416
1452024.01.08 00:40s/l340.101.272411.272411.2641627.412472.54
1462024.01.08 00:40s/l350.101.272411.272411.26416-0.392472.15
1472024.01.08 00:40s/l360.101.272411.272411.26416-22.392449.77
1482024.02.01 20:00sell370.101.274670.000000.00000
1492024.02.01 20:00modify370.101.274671.282671.26367
1502024.02.02 15:40t/p370.101.263671.282671.26367109.912559.68
1512024.02.02 16:00buy380.101.265910.000000.00000
1522024.02.02 16:00modify380.101.265911.257911.27691
1532024.02.05 11:40s/l380.101.257911.257911.27691-80.332479.35
1542024.02.05 16:00buy390.101.252300.000000.00000
1552024.02.05 16:00modify390.101.252301.244301.26330
1562024.02.06 01:33buy400.101.255070.000000.00000
1572024.02.06 01:33modify400.101.255071.252851.26330
1582024.02.06 01:33modify390.101.252301.252851.26330
1592024.02.06 13:40buy410.101.257460.000000.00000
1602024.02.06 13:40modify410.101.257461.255051.26330
1612024.02.06 13:40modify400.101.255071.255051.26330
1622024.02.06 13:40modify390.101.252301.255051.26330
1632024.02.06 16:50buy420.101.259560.000000.00000
1642024.02.06 16:50modify420.101.259561.256151.26330
1652024.02.06 16:50modify410.101.257461.256151.26330
1662024.02.06 16:50modify400.101.255071.256151.26330
1672024.02.06 16:50modify390.101.252301.256151.26330
1682024.02.07 09:40t/p390.101.263301.256151.26330109.342588.69
1692024.02.07 09:40t/p400.101.263301.256151.2633081.972670.66
1702024.02.07 09:40t/p410.101.263301.256151.2633058.072728.73
1712024.02.07 09:40t/p420.101.263301.256151.2633037.072765.80
1722024.02.13 20:00buy430.101.257680.000000.00000
1732024.02.13 20:00modify430.101.257681.249681.26868
1742024.02.14 03:40buy440.101.260480.000000.00000
1752024.02.14 03:40modify440.101.260481.258231.26868
1762024.02.14 03:40modify430.101.257681.258231.26868
1772024.02.14 07:30s/l430.101.258231.258231.268685.172770.97
1782024.02.14 07:30s/l440.101.258231.258231.26868-22.502748.47
1792024.02.20 16:00sell450.101.266230.000000.00000
1802024.02.20 16:00modify450.101.266231.274231.25523
1812024.02.20 17:30sell460.101.263370.000000.00000
1822024.02.20 17:30modify460.101.263371.265681.25523
1832024.02.20 17:30modify450.101.266231.265681.25523
1842024.02.21 11:30sell470.101.261260.000000.00000
1852024.02.21 11:30modify470.101.261261.263481.25523
1862024.02.21 11:30modify460.101.263371.263481.25523
1872024.02.21 11:30modify450.101.266231.263481.25523
1882024.02.21 14:05s/l450.101.263481.263481.2552327.412775.88
1892024.02.21 14:05s/l460.101.263481.263481.25523-1.192774.70
1902024.02.21 14:05s/l470.101.263481.263481.25523-22.202752.50
1912024.03.08 16:00sell480.101.288040.000000.00000
1922024.03.08 16:00modify480.101.288041.296041.27704
1932024.03.08 17:20sell490.101.285260.000000.00000
1942024.03.08 17:20modify490.101.285261.287491.27704
1952024.03.08 17:20modify480.101.288041.287491.27704
1962024.03.11 14:40sell500.101.280820.000000.00000
1972024.03.11 14:40modify500.101.280821.284191.27704
1982024.03.11 14:40modify490.101.285261.284191.27704
1992024.03.11 14:40modify480.101.288041.284191.27704
2002024.03.12 12:40t/p480.101.277041.284191.27704109.822862.32
2012024.03.12 12:40t/p490.101.277041.284191.2770482.022944.34
2022024.03.12 12:40t/p500.101.277041.284191.2770437.712982.05
2032024.03.20 20:00sell510.101.278260.000000.00000
2042024.03.20 20:00modify510.101.278261.286261.26726
2052024.03.21 11:30sell520.101.275240.000000.00000
2062024.03.21 11:30modify520.101.275241.277711.26726
2072024.03.21 11:30modify510.101.278261.277711.26726
2082024.03.21 13:10sell530.101.273070.000000.00000
2092024.03.21 13:10modify530.101.273071.275511.26726
2102024.03.21 13:10modify520.101.275241.275511.26726
2112024.03.21 13:10modify510.101.278261.275511.26726
2122024.03.21 13:50sell540.101.270910.000000.00000
2132024.03.21 13:50modify540.101.270911.274411.26726
2142024.03.21 13:50modify530.101.273071.274411.26726
2152024.03.21 13:50modify520.101.275241.274411.26726
2162024.03.21 13:50modify510.101.278261.274411.26726
2172024.03.21 15:40t/p510.101.267261.274411.26726109.733091.78
2182024.03.21 15:40t/p520.101.267261.274411.2672679.803171.58
2192024.03.21 15:40t/p530.101.267261.274411.2672658.103229.68
2202024.03.21 15:40t/p540.101.267261.274411.2672636.503266.18
2212024.03.21 16:00buy550.101.267000.000000.00000
2222024.03.21 16:00modify550.101.267001.259001.27800
2232024.03.22 08:40s/l550.101.259001.259001.27800-80.333185.85
2242024.04.01 16:00buy560.101.254490.000000.00000
2252024.04.01 16:00modify560.101.254491.246491.26549
2262024.04.02 09:30buy570.101.257320.000000.00000
2272024.04.02 09:30modify570.101.257321.255041.26549
2282024.04.02 09:30modify560.101.254491.255041.26549
2292024.04.03 18:40t/p560.101.265491.255041.26549109.343295.20
2302024.04.03 18:40t/p570.101.265491.255041.2654981.373376.57
2312024.04.10 16:00buy580.101.254480.000000.00000
2322024.04.10 16:00modify580.101.254481.246481.26548
2332024.04.11 08:15buy590.101.257240.000000.00000
2342024.04.11 08:15modify590.101.257241.255031.26548
2352024.04.11 08:15modify580.101.254481.255031.26548
2362024.04.11 08:40s/l580.101.255031.255031.265484.513381.08
2372024.04.11 08:40s/l590.101.255031.255031.26548-22.103358.98
2382024.04.19 20:00buy600.101.237480.000000.00000
2392024.04.19 20:00modify600.101.237481.229481.24848
2402024.04.23 11:40buy610.101.240430.000000.00000
2412024.04.23 11:40modify610.101.240431.238031.24848
2422024.04.23 11:40modify600.101.237481.238031.24848
2432024.04.23 13:40buy620.101.244930.000000.00000
2442024.04.23 13:40modify620.101.244931.241331.24848
2452024.04.23 13:40modify610.101.240431.241331.24848
2462024.04.23 13:40modify600.101.237481.241331.24848
2472024.04.25 06:20t/p600.101.248481.241331.24848108.033467.01
2482024.04.25 06:20t/p610.101.248481.241331.2484879.183546.19
2492024.04.25 06:20t/p620.101.248481.241331.2484834.183580.38
2502024.05.15 20:00sell630.101.268200.000000.00000
2512024.05.15 20:00modify630.101.268201.276201.25720
2522024.05.16 11:40sell640.101.265400.000000.00000
2532024.05.16 11:40modify640.101.265401.267651.25720
2542024.05.16 11:40modify630.101.268201.267651.25720
2552024.05.16 15:30s/l630.101.267651.267651.257205.233585.61
2562024.05.16 15:30s/l640.101.267651.267651.25720-22.503563.11
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