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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1912Ticks modelled20968497Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit3038.00Gross profit3908.55Gross loss-870.55
Profit factor4.49Expected payoff29.21
Absolute drawdown60.29Maximal drawdown275.77 (6.80%)Relative drawdown13.96% (178.00)
Total trades104Short positions (won %)61 (67.21%)Long positions (won %)43 (76.74%)
Profit trades (% of total)74 (71.15%)Loss trades (% of total)30 (28.85%)
Largestprofit trade109.91loss trade-81.32
Averageprofit trade52.82loss trade-29.02
Maximumconsecutive wins (profit in money)9 (585.84)consecutive losses (loss in money)2 (-103.72)
Maximalconsecutive profit (count of wins)585.84 (9)consecutive loss (count of losses)-103.72 (2)
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 20:20sell20.101.234350.000000.00000
42023.11.06 20:20modify20.101.234351.236551.22610
52023.11.06 20:20modify10.101.237101.236551.22610
62023.11.07 06:48sell30.101.232140.000000.00000
72023.11.07 06:48modify30.101.232141.234351.22610
82023.11.07 06:48modify20.101.234351.234351.22610
92023.11.07 06:48modify10.101.237101.234351.22610
102023.11.07 10:02sell40.101.229950.000000.00000
112023.11.07 10:02modify40.101.229951.233251.22610
122023.11.07 10:02modify30.101.232141.233251.22610
132023.11.07 10:02modify20.101.234351.233251.22610
142023.11.07 10:02modify10.101.237101.233251.22610
152023.11.08 09:00t/p10.101.226101.233251.22610109.731109.73
162023.11.08 09:00t/p20.101.226101.233251.2261082.321192.05
172023.11.08 09:00t/p30.101.226101.233251.2261060.311252.37
182023.11.08 09:00t/p40.101.226101.233251.2261038.411290.78
192023.11.09 20:00buy50.101.222320.000000.00000
202023.11.09 20:00modify50.101.222321.214321.23332
212023.11.13 09:23buy60.101.225080.000000.00000
222023.11.13 09:23modify60.101.225081.222871.23332
232023.11.13 09:23modify50.101.222321.222871.23332
242023.11.13 16:42buy70.101.227280.000000.00000
252023.11.13 16:42modify70.101.227281.225071.23332
262023.11.13 16:42modify60.101.225081.225071.23332
272023.11.13 16:42modify50.101.222321.225071.23332
282023.11.14 07:25buy80.101.229470.000000.00000
292023.11.14 07:25modify80.101.229471.226171.23332
302023.11.14 07:25modify70.101.227281.226171.23332
312023.11.14 07:25modify60.101.225081.226171.23332
322023.11.14 07:25modify50.101.222321.226171.23332
332023.11.14 13:30t/p50.101.233321.226171.23332109.011399.79
342023.11.14 13:30t/p60.101.233321.226171.2333282.071481.86
352023.11.14 13:30t/p70.101.233321.226171.2333260.071541.93
362023.11.14 13:30t/p80.101.233321.226171.2333238.501580.43
372023.11.14 16:00sell90.101.245630.000000.00000
382023.11.14 16:00modify90.101.245631.253631.23463
392023.11.15 13:42sell100.101.242880.000000.00000
402023.11.15 13:42modify100.101.242881.245081.23463
412023.11.15 13:42modify90.101.245631.245081.23463
422023.11.15 13:55s/l90.101.245081.245081.234635.411585.84
432023.11.15 13:55s/l100.101.245081.245081.23463-22.001563.84
442023.11.22 16:00buy110.101.246130.000000.00000
452023.11.22 16:00modify110.101.246131.238131.25713
462023.11.22 18:12buy120.101.248890.000000.00000
472023.11.22 18:12modify120.101.248891.246681.25713
482023.11.22 18:12modify110.101.246131.246681.25713
492023.11.23 05:43buy130.101.251080.000000.00000
502023.11.23 05:43modify130.101.251081.248881.25713
512023.11.23 05:43modify120.101.248891.248881.25713
522023.11.23 05:43modify110.101.246131.248881.25713
532023.11.23 08:30buy140.101.253280.000000.00000
542023.11.23 08:30modify140.101.253281.249981.25713
552023.11.23 08:30modify130.101.251081.249981.25713
562023.11.23 08:30modify120.101.248891.249981.25713
572023.11.23 08:30modify110.101.246131.249981.25713
582023.11.24 12:09t/p110.101.257131.249981.25713108.681672.53
592023.11.24 12:09t/p120.101.257131.249981.2571381.081753.61
602023.11.24 12:09t/p130.101.257131.249981.2571360.171813.78
612023.11.24 12:09t/p140.101.257131.249981.2571338.171851.95
622023.11.24 16:00sell150.101.261240.000000.00000
632023.11.24 16:00modify150.101.261241.269241.25024
642023.11.28 15:42s/l150.101.269241.269241.25024-80.181771.77
652023.11.28 20:00sell160.101.269840.000000.00000
662023.11.28 20:00modify160.101.269841.277841.25884
672023.11.29 15:16sell170.101.267060.000000.00000
682023.11.29 15:16modify170.101.267061.269291.25884
692023.11.29 15:16modify160.101.269841.269291.25884
702023.11.29 15:50s/l160.101.269291.269291.258845.411777.19
712023.11.29 15:50s/l170.101.269291.269291.25884-22.301754.89
722023.12.01 20:00sell180.101.270010.000000.00000
732023.12.01 20:00modify180.101.270011.278011.25901
742023.12.04 01:02sell190.101.267260.000000.00000
752023.12.04 01:02modify190.101.267261.269461.25901
762023.12.04 01:02modify180.101.270011.269461.25901
772023.12.04 14:01sell200.101.265060.000000.00000
782023.12.04 14:01modify200.101.265061.267261.25901
792023.12.04 14:01modify190.101.267261.267261.25901
802023.12.04 14:01modify180.101.270011.267261.25901
812023.12.04 14:15sell210.101.262830.000000.00000
822023.12.04 14:15modify210.101.262831.266161.25901
832023.12.04 14:15modify200.101.265061.266161.25901
842023.12.04 14:15modify190.101.267261.266161.25901
852023.12.04 14:15modify180.101.270011.266161.25901
862023.12.05 16:52t/p180.101.259011.266161.25901109.821864.71
872023.12.05 16:52t/p190.101.259011.266161.2590182.411947.12
882023.12.05 16:52t/p200.101.259011.266161.2590160.412007.53
892023.12.05 16:52t/p210.101.259011.266161.2590138.112045.64
902023.12.13 20:00sell220.101.262660.000000.00000
912023.12.13 20:00modify220.101.262661.270661.25166
922023.12.14 12:00s/l220.101.270661.270661.25166-80.271965.37
932023.12.14 16:00sell230.101.275900.000000.00000
942023.12.14 16:00modify230.101.275901.283901.26490
952023.12.15 13:34sell240.101.273140.000000.00000
962023.12.15 13:34modify240.101.273141.275351.26490
972023.12.15 13:34modify230.101.275901.275351.26490
982023.12.15 13:41sell250.101.270940.000000.00000
992023.12.15 13:41modify250.101.270941.273151.26490
1002023.12.15 13:41modify240.101.273141.273151.26490
1012023.12.15 13:41modify230.101.275901.273151.26490
1022023.12.15 14:17s/l230.101.273151.273151.2649027.411992.78
1032023.12.15 14:17s/l240.101.273151.273151.26490-0.101992.68
1042023.12.15 14:17s/l250.101.273151.273151.26490-22.101970.59
1052023.12.15 16:00buy260.101.270160.000000.00000
1062023.12.15 16:00modify260.101.270161.262161.28116
1072023.12.19 12:40buy270.101.272910.000000.00000
1082023.12.19 12:40modify270.101.272911.270711.28116
1092023.12.19 12:40modify260.101.270161.270711.28116
1102023.12.19 14:45buy280.101.275150.000000.00000
1112023.12.19 14:45modify280.101.275151.272911.28116
1122023.12.19 14:45modify270.101.272911.272911.28116
1132023.12.19 14:45modify260.101.270161.272911.28116
1142023.12.19 15:07s/l260.101.272911.272911.2811626.841997.43
1152023.12.19 15:07s/l270.101.272911.272911.281160.001997.43
1162023.12.19 15:07s/l280.101.272911.272911.28116-22.401975.03
1172023.12.19 16:00sell290.101.273830.000000.00000
1182023.12.19 16:00modify290.101.273831.281831.26283
1192023.12.20 06:42sell300.101.271070.000000.00000
1202023.12.20 06:42modify300.101.271071.273281.26283
1212023.12.20 06:42modify290.101.273831.273281.26283
1222023.12.20 07:00sell310.101.268700.000000.00000
1232023.12.20 07:00modify310.101.268701.271081.26283
1242023.12.20 07:00modify300.101.271071.271081.26283
1252023.12.20 07:00modify290.101.273831.271081.26283
1262023.12.20 07:00sell320.101.266680.000000.00000
1272023.12.20 07:00modify320.101.266681.269981.26283
1282023.12.20 07:00modify310.101.268701.269981.26283
1292023.12.20 07:00modify300.101.271071.269981.26283
1302023.12.20 07:00modify290.101.273831.269981.26283
1312023.12.20 21:00t/p290.101.262831.269981.26283109.912084.94
1322023.12.20 21:00t/p300.101.262831.269981.2628382.402167.34
1332023.12.20 21:00t/p310.101.262831.269981.2628358.702226.04
1342023.12.20 21:00t/p320.101.262831.269981.2628338.502264.54
1352023.12.27 16:00sell330.101.278830.000000.00000
1362023.12.27 16:00modify330.101.278831.286831.26783
1372023.12.28 13:03sell340.101.276080.000000.00000
1382023.12.28 13:03modify340.101.276081.278281.26783
1392023.12.28 13:03modify330.101.278831.278281.26783
1402023.12.28 13:59sell350.101.273880.000000.00000
1412023.12.28 13:59modify350.101.273881.276081.26783
1422023.12.28 13:59modify340.101.276081.276081.26783
1432023.12.28 13:59modify330.101.278831.276081.26783
1442023.12.28 14:17s/l330.101.276081.276081.2678327.232291.77
1452023.12.28 14:17s/l340.101.276081.276081.267830.002291.77
1462023.12.28 14:17s/l350.101.276081.276081.26783-22.002269.77
1472023.12.28 20:00buy360.101.272940.000000.00000
1482023.12.28 20:00modify360.101.272941.264941.28394
1492023.12.29 05:29buy370.101.275700.000000.00000
1502023.12.29 05:29modify370.101.275701.273491.28394
1512023.12.29 05:29modify360.101.272941.273491.28394
1522023.12.29 09:08s/l360.101.273491.273491.283945.172274.94
1532023.12.29 09:08s/l370.101.273491.273491.28394-22.102252.84
1542024.01.05 16:00sell380.101.275160.000000.00000
1552024.01.05 16:00modify380.101.275161.283161.26416
1562024.01.05 17:09sell390.101.272400.000000.00000
1572024.01.05 17:09modify390.101.272401.274611.26416
1582024.01.05 17:09modify380.101.275161.274611.26416
1592024.01.07 22:04sell400.101.270180.000000.00000
1602024.01.07 22:04modify400.101.270181.272411.26416
1612024.01.07 22:04modify390.101.272401.272411.26416
1622024.01.07 22:04modify380.101.275161.272411.26416
1632024.01.08 00:48s/l380.101.272411.272411.2641627.412280.25
1642024.01.08 00:48s/l390.101.272411.272411.26416-0.192280.06
1652024.01.08 00:48s/l400.101.272411.272411.26416-22.392257.68
1662024.02.01 20:00sell410.101.274670.000000.00000
1672024.02.01 20:00modify410.101.274671.282671.26367
1682024.02.02 13:34sell420.101.269710.000000.00000
1692024.02.02 13:34modify420.101.269711.271921.26367
1702024.02.02 13:34modify410.101.274671.271921.26367
1712024.02.02 13:51sell430.101.267510.000000.00000
1722024.02.02 13:51modify430.101.267511.270821.26367
1732024.02.02 13:51modify420.101.269711.270821.26367
1742024.02.02 13:51modify410.101.274671.270821.26367
1752024.02.02 15:29t/p410.101.263671.270821.26367109.912367.59
1762024.02.02 15:29t/p420.101.263671.270821.2636760.402427.99
1772024.02.02 15:29t/p430.101.263671.270821.2636738.402466.39
1782024.02.02 16:00buy440.101.265910.000000.00000
1792024.02.02 16:00modify440.101.265911.257911.27691
1802024.02.05 11:34s/l440.101.257911.257911.27691-80.332386.06
1812024.02.05 16:00buy450.101.252300.000000.00000
1822024.02.05 16:00modify450.101.252301.244301.26330
1832024.02.06 01:49buy460.101.255050.000000.00000
1842024.02.06 01:49modify460.101.255051.252851.26330
1852024.02.06 01:49modify450.101.252301.252851.26330
1862024.02.06 13:06buy470.101.257250.000000.00000
1872024.02.06 13:06modify470.101.257251.255051.26330
1882024.02.06 13:06modify460.101.255051.255051.26330
1892024.02.06 13:06modify450.101.252301.255051.26330
1902024.02.06 16:35buy480.101.259450.000000.00000
1912024.02.06 16:35modify480.101.259451.256151.26330
1922024.02.06 16:35modify470.101.257251.256151.26330
1932024.02.06 16:35modify460.101.255051.256151.26330
1942024.02.06 16:35modify450.101.252301.256151.26330
1952024.02.07 09:31t/p450.101.263301.256151.26330109.342495.40
1962024.02.07 09:31t/p460.101.263301.256151.2633082.172577.57
1972024.02.07 09:31t/p470.101.263301.256151.2633060.172637.74
1982024.02.07 09:31t/p480.101.263301.256151.2633038.172675.91
1992024.02.13 20:00buy490.101.257680.000000.00000
2002024.02.13 20:00modify490.101.257681.249681.26868
2012024.02.14 03:40buy500.101.260450.000000.00000
2022024.02.14 03:40modify500.101.260451.258231.26868
2032024.02.14 03:40modify490.101.257681.258231.26868
2042024.02.14 07:00s/l490.101.258231.258231.268685.172681.08
2052024.02.14 07:00s/l500.101.258231.258231.26868-22.202658.88
2062024.02.20 16:00sell510.101.266230.000000.00000
2072024.02.20 16:00modify510.101.266231.274231.25523
2082024.02.20 17:11sell520.101.263480.000000.00000
2092024.02.20 17:11modify520.101.263481.265681.25523
2102024.02.20 17:11modify510.101.266231.265681.25523
2112024.02.21 08:55sell530.101.261270.000000.00000
2122024.02.21 08:55modify530.101.261271.263481.25523
2132024.02.21 08:55modify520.101.263481.263481.25523
2142024.02.21 08:55modify510.101.266231.263481.25523
2152024.02.21 14:12s/l510.101.263481.263481.2552327.412686.29
2162024.02.21 14:12s/l520.101.263481.263481.25523-0.092686.20
2172024.02.21 14:12s/l530.101.263481.263481.25523-22.102664.11
2182024.03.08 16:00sell540.101.288040.000000.00000
2192024.03.08 16:00modify540.101.288041.296041.27704
2202024.03.08 16:40sell550.101.285290.000000.00000
2212024.03.08 16:40modify550.101.285291.287491.27704
2222024.03.08 16:40modify540.101.288041.287491.27704
2232024.03.11 12:56sell560.101.283090.000000.00000
2242024.03.11 12:56modify560.101.283091.285291.27704
2252024.03.11 12:56modify550.101.285291.285291.27704
2262024.03.11 12:56modify540.101.288041.285291.27704
2272024.03.11 14:39sell570.101.280890.000000.00000
2282024.03.11 14:39modify570.101.280891.284191.27704
2292024.03.11 14:39modify560.101.283091.284191.27704
2302024.03.11 14:39modify550.101.285291.284191.27704
2312024.03.11 14:39modify540.101.288041.284191.27704
2322024.03.12 12:30t/p540.101.277041.284191.27704109.822773.93
2332024.03.12 12:30t/p550.101.277041.284191.2770482.322856.25
2342024.03.12 12:30t/p560.101.277041.284191.2770460.412916.66
2352024.03.12 12:30t/p570.101.277041.284191.2770438.412955.07
2362024.03.20 20:00sell580.101.278260.000000.00000
2372024.03.20 20:00modify580.101.278261.286261.26726
2382024.03.21 11:27sell590.101.275490.000000.00000
2392024.03.21 11:27modify590.101.275491.277711.26726
2402024.03.21 11:27modify580.101.278261.277711.26726
2412024.03.21 12:00sell600.101.273210.000000.00000
2422024.03.21 12:00modify600.101.273211.275511.26726
2432024.03.21 12:00modify590.101.275491.275511.26726
2442024.03.21 12:00modify580.101.278261.275511.26726
2452024.03.21 13:47sell610.101.271110.000000.00000
2462024.03.21 13:47modify610.101.271111.274411.26726
2472024.03.21 13:47modify600.101.273211.274411.26726
2482024.03.21 13:47modify590.101.275491.274411.26726
2492024.03.21 13:47modify580.101.278261.274411.26726
2502024.03.21 15:19t/p580.101.267261.274411.26726109.733064.80
2512024.03.21 15:19t/p590.101.267261.274411.2672682.303147.10
2522024.03.21 15:19t/p600.101.267261.274411.2672659.503206.60
2532024.03.21 15:19t/p610.101.267261.274411.2672638.503245.10
2542024.03.21 16:00buy620.101.267000.000000.00000
2552024.03.21 16:00modify620.101.267001.259001.27800
2562024.03.22 08:14s/l620.101.259001.259001.27800-80.333164.78
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