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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 profit1292.60Gross profit1563.94Gross loss-271.34
Profit factor5.76Expected payoff61.55
Absolute drawdown23.99Maximal drawdown176.40 (14.05%)Relative drawdown14.05% (176.40)
Total trades21Short positions (won %)5 (60.00%)Long positions (won %)16 (93.75%)
Profit trades (% of total)18 (85.71%)Loss trades (% of total)3 (14.29%)
Largestprofit trade149.64loss trade-90.99
Averageprofit trade86.89loss trade-90.45
Maximumconsecutive wins (profit in money)10 (889.78)consecutive losses (loss in money)1 (-90.99)
Maximalconsecutive profit (count of wins)889.78 (10)consecutive loss (count of losses)-90.99 (1)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.11 08:00sell10.101.276450.000000.00000
22024.01.11 08:00modify10.101.276451.285451.26145
32024.01.16 01:45sell20.101.269480.000000.00000
42024.01.16 01:45modify20.101.269481.275701.26145
52024.01.16 01:45modify10.101.276451.275701.26145
62024.01.16 08:20sell30.101.266540.000000.00000
72024.01.16 08:20modify30.101.266541.271201.26145
82024.01.16 08:20modify20.101.269481.271201.26145
92024.01.16 08:20modify10.101.276451.271201.26145
102024.01.17 05:40t/p10.101.261451.271201.26145149.641149.64
112024.01.17 05:40t/p20.101.261451.271201.2614580.211229.86
122024.01.17 05:40t/p30.101.261451.271201.2614550.811280.67
132024.02.28 16:00buy40.101.265590.000000.00000
142024.02.28 16:00modify40.101.265591.256591.28059
152024.03.06 08:40buy50.101.272380.000000.00000
162024.03.06 08:40modify50.101.272381.266341.28059
172024.03.06 08:40modify40.101.265591.266341.28059
182024.03.06 15:50buy60.101.274760.000000.00000
192024.03.06 15:50modify60.101.274761.269341.28059
202024.03.06 15:50modify50.101.272381.269341.28059
212024.03.06 15:50modify40.101.265591.269341.28059
222024.03.06 18:40buy70.101.275620.000000.00000
232024.03.06 18:40modify70.101.275621.270841.28059
242024.03.06 18:40modify60.101.274761.270841.28059
252024.03.06 18:40modify50.101.272381.270841.28059
262024.03.06 18:40modify40.101.265591.270841.28059
272024.03.07 18:40t/p40.101.280591.270841.28059146.711427.38
282024.03.07 18:40t/p50.101.280591.270841.2805981.111508.49
292024.03.07 18:40t/p60.101.280591.270841.2805957.311565.80
302024.03.07 18:40t/p70.101.280591.270841.2805948.711614.52
312024.06.21 12:00buy80.101.264590.000000.00000
322024.06.21 12:00modify80.101.264591.255591.27959
332024.07.03 12:20buy90.101.271410.000000.00000
342024.07.03 12:20modify90.101.271411.265341.27959
352024.07.03 12:20modify80.101.264591.265341.27959
362024.07.03 13:50buy100.101.274520.000000.00000
372024.07.03 13:50modify100.101.274521.269841.27959
382024.07.03 13:50modify90.101.271411.269841.27959
392024.07.03 13:50modify80.101.264591.269841.27959
402024.07.05 12:30t/p80.101.279591.269841.27959145.391759.91
412024.07.05 12:30t/p90.101.279591.269841.2795980.481840.39
422024.07.05 12:30t/p100.101.279591.269841.2795949.381889.78
432024.08.01 12:00buy110.101.279600.000000.00000
442024.08.01 12:00modify110.101.279601.270601.29460
452024.08.06 09:33s/l110.101.270601.270601.29460-90.991798.79
462024.08.06 16:00buy120.101.269690.000000.00000
472024.08.06 16:00modify120.101.269691.260691.28469
482024.08.09 07:45buy130.101.276610.000000.00000
492024.08.09 07:45modify130.101.276611.270441.28469
502024.08.09 07:45modify120.101.269691.270441.28469
512024.08.12 14:50buy140.101.278870.000000.00000
522024.08.12 14:50modify140.101.278871.273441.28469
532024.08.12 14:50modify130.101.276611.273441.28469
542024.08.12 14:50modify120.101.269691.273441.28469
552024.08.12 15:15buy150.101.279660.000000.00000
562024.08.12 15:15modify150.101.279661.274941.28469
572024.08.12 15:15modify140.101.278871.274941.28469
582024.08.12 15:15modify130.101.276611.274941.28469
592024.08.12 15:15modify120.101.269691.274941.28469
602024.08.13 17:20t/p120.101.284691.274941.28469147.701946.49
612024.08.13 17:20t/p130.101.284691.274941.2846980.142026.63
622024.08.13 17:20t/p140.101.284691.274941.2846957.872084.50
632024.08.13 17:20t/p150.101.284691.274941.2846949.972134.47
642024.08.16 16:00sell160.101.290500.000000.00000
652024.08.16 16:00modify160.101.290501.299501.27550
662024.08.19 14:40s/l160.101.299501.299501.27550-90.092044.38
672024.09.10 04:00buy170.101.307540.000000.00000
682024.09.10 04:00modify170.101.307541.298541.32254
692024.09.13 00:30buy180.101.314470.000000.00000
702024.09.13 00:30modify180.101.314471.308291.32254
712024.09.13 00:30modify170.101.307541.308291.32254
722024.09.16 03:40buy190.101.316580.000000.00000
732024.09.16 03:40modify190.101.316581.311291.32254
742024.09.16 03:40modify180.101.314471.311291.32254
752024.09.16 03:40modify170.101.307541.311291.32254
762024.09.16 06:33buy200.101.317360.000000.00000
772024.09.16 06:33modify200.101.317361.312791.32254
782024.09.16 06:33modify190.101.316581.312791.32254
792024.09.16 06:33modify180.101.314471.312791.32254
802024.09.16 06:33modify170.101.307541.312791.32254
812024.09.17 08:40t/p170.101.322541.312791.32254147.702192.08
822024.09.17 08:40t/p180.101.322541.312791.3225480.042272.12
832024.09.17 08:40t/p190.101.322541.312791.3225459.272331.39
842024.09.17 08:40t/p200.101.322541.312791.3225451.472382.86
852024.09.19 16:00sell210.101.327900.000000.00000
862024.09.19 16:00modify210.101.327901.336901.31290
872024.09.24 08:20s/l210.101.336901.336901.31290-90.272292.60