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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; 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 modelled156403Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit2562.87Gross profit3865.72Gross loss-1302.84
Profit factor2.97Expected payoff32.44
Absolute drawdown96.73Maximal drawdown525.35 (17.72%)Relative drawdown18.26% (269.42)
Total trades79Short positions (won %)49 (69.39%)Long positions (won %)30 (63.33%)
Profit trades (% of total)53 (67.09%)Loss trades (% of total)26 (32.91%)
Largestprofit trade149.82loss trade-69.49
Averageprofit trade72.94loss trade-50.11
Maximumconsecutive wins (profit in money)13 (961.81)consecutive losses (loss in money)5 (-222.33)
Maximalconsecutive profit (count of wins)961.81 (13)consecutive loss (count of losses)-222.33 (5)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 13:00sell10.101.231250.000000.00000
22023.11.03 13:00modify10.101.231251.237251.21625
32023.11.03 15:50s/l10.101.237251.237251.21625-60.00940.00
42023.11.09 20:00buy20.101.222320.000000.00000
52023.11.09 20:00modify20.101.222321.216321.23732
62023.11.14 07:16buy30.101.230040.000000.00000
72023.11.14 07:16modify30.101.230041.223071.23732
82023.11.14 07:16modify20.101.222321.223071.23732
92023.11.14 09:50buy40.101.230590.000000.00000
102023.11.14 09:50modify40.101.230591.226071.23732
112023.11.14 09:50modify30.101.230041.226071.23732
122023.11.14 09:50modify20.101.222321.226071.23732
132023.11.14 13:50t/p20.101.237321.226071.23732149.011089.01
142023.11.14 13:50t/p30.101.237321.226071.2373272.801161.81
152023.11.14 13:50t/p40.101.237321.226071.2373267.301229.11
162023.11.14 14:00sell50.101.240070.000000.00000
172023.11.14 14:00modify50.101.240071.246071.22507
182023.11.14 14:46s/l50.101.246071.246071.22507-60.001169.11
192023.11.15 15:00buy60.101.241160.000000.00000
202023.11.15 15:00modify60.101.241161.235161.25616
212023.11.20 02:50buy70.101.248800.000000.00000
222023.11.20 02:50modify70.101.248801.241911.25616
232023.11.20 02:50modify60.101.241161.241911.25616
242023.11.20 04:10buy80.101.249520.000000.00000
252023.11.20 04:10modify80.101.249521.244911.25616
262023.11.20 04:10modify70.101.248801.244911.25616
272023.11.20 04:10modify60.101.241161.244911.25616
282023.11.21 02:15buy90.101.253210.000000.00000
292023.11.21 02:15modify90.101.253211.249411.25616
302023.11.21 02:15modify80.101.249521.249411.25616
312023.11.21 02:15modify70.101.248801.249411.25616
322023.11.21 02:15modify60.101.241161.249411.25616
332023.11.22 14:15s/l60.101.249411.249411.2561680.201249.31
342023.11.22 14:15s/l70.101.249411.249411.256165.441254.75
352023.11.22 14:15s/l80.101.249411.249411.25616-1.761252.99
362023.11.22 14:15s/l90.101.249411.249411.25616-38.331214.66
372023.11.22 16:00buy100.101.246130.000000.00000
382023.11.22 16:00modify100.101.246131.240131.26113
392023.11.23 08:32buy110.101.253860.000000.00000
402023.11.23 08:32modify110.101.253861.246881.26113
412023.11.23 08:32modify100.101.246131.246881.26113
422023.11.23 10:22buy120.101.254650.000000.00000
432023.11.23 10:22modify120.101.254651.249881.26113
442023.11.23 10:22modify110.101.253861.249881.26113
452023.11.23 10:22modify100.101.246131.249881.26113
462023.11.24 12:20buy130.101.258240.000000.00000
472023.11.24 12:20modify130.101.258241.254381.26113
482023.11.24 12:20modify120.101.254651.254381.26113
492023.11.24 12:20modify110.101.253861.254381.26113
502023.11.24 12:20modify100.101.246131.254381.26113
512023.11.24 15:16t/p100.101.261131.254381.26113148.681363.35
522023.11.24 15:16t/p110.101.261131.254381.2611372.371435.72
532023.11.24 15:16t/p120.101.261131.254381.2611364.471500.19
542023.11.24 15:16t/p130.101.261131.254381.2611328.901529.09
552023.11.28 16:00sell140.101.268260.000000.00000
562023.11.28 16:00modify140.101.268261.274261.25326
572023.11.30 14:55sell150.101.260570.000000.00000
582023.11.30 14:55modify150.101.260571.267511.25326
592023.11.30 14:55modify140.101.268261.267511.25326
602023.12.01 09:50s/l140.101.267511.267511.253267.051536.15
612023.12.01 09:50s/l150.101.267511.267511.25326-69.491466.66
622023.12.01 19:00sell160.101.271120.000000.00000
632023.12.01 19:00modify160.101.271121.277121.25612
642023.12.04 14:15sell170.101.262780.000000.00000
652023.12.04 14:15modify170.101.262781.267371.25612
662023.12.04 14:15modify160.101.271121.267371.25612
672023.12.05 00:27sell180.101.263560.000000.00000
682023.12.05 00:27modify180.101.263561.270371.25612
692023.12.05 00:27modify180.101.263561.267371.25612
702023.12.05 16:20sell190.101.259040.000000.00000
712023.12.05 16:20modify190.101.259041.262871.25612
722023.12.05 16:20modify170.101.262781.262871.25612
732023.12.05 16:20modify180.101.263561.262871.25612
742023.12.05 16:20modify160.101.271121.262871.25612
752023.12.06 19:50t/p160.101.256121.262871.25612149.731616.39
762023.12.06 19:50t/p170.101.256121.262871.2561266.421682.81
772023.12.06 19:50t/p180.101.256121.262871.2561274.311757.12
782023.12.06 19:50t/p190.101.256121.262871.2561229.111786.23
792023.12.12 15:00buy200.101.252870.000000.00000
802023.12.12 15:00modify200.101.252871.246871.26787
812023.12.13 19:20buy210.101.260470.000000.00000
822023.12.13 19:20modify210.101.260471.253621.26787
832023.12.13 19:20modify200.101.252871.253621.26787
842023.12.14 02:15buy220.101.264960.000000.00000
852023.12.14 02:15modify220.101.264961.261121.26787
862023.12.14 02:15modify210.101.260471.261121.26787
872023.12.14 02:15modify200.101.252871.261121.26787
882023.12.14 11:20t/p200.101.267871.261121.26787148.681934.92
892023.12.14 11:20t/p210.101.267871.261121.2678773.012007.93
902023.12.14 11:20t/p220.101.267871.261121.2678729.102037.03
912023.12.14 13:00sell230.101.271550.000000.00000
922023.12.14 13:00modify230.101.271551.277551.25655
932023.12.14 16:32s/l230.101.277551.277551.25655-60.001977.03
942023.12.15 14:00buy240.101.271350.000000.00000
952023.12.15 14:00modify240.101.271351.265351.28635
962023.12.18 11:26s/l240.101.265351.265351.28635-60.331916.70
972024.01.02 12:00buy250.101.266530.000000.00000
982024.01.02 12:00modify250.101.266531.260531.28153
992024.01.05 16:17buy260.101.274800.000000.00000
1002024.01.05 16:17modify260.101.274801.270281.28153
1012024.01.05 16:17modify250.101.266531.270281.28153
1022024.01.05 16:22buy270.101.274300.000000.00000
1032024.01.05 16:22modify270.101.274301.267281.28153
1042024.01.05 16:25modify270.101.274301.270281.28153
1052024.01.07 22:00s/l250.101.270281.270281.2815335.851952.56
1062024.01.07 22:00s/l260.101.270281.270281.28153-45.201907.36
1072024.01.07 22:00s/l270.101.270281.270281.28153-40.201867.16
1082024.01.31 15:00sell280.101.273840.000000.00000
1092024.01.31 15:00modify280.101.273841.279841.25884
1102024.01.31 20:20sell290.101.266230.000000.00000
1112024.01.31 20:20modify290.101.266231.273091.25884
1122024.01.31 20:20modify280.101.273841.273091.25884
1132024.02.01 07:03sell300.101.265570.000000.00000
1142024.02.01 07:03modify300.101.265571.270091.25884
1152024.02.01 07:03modify290.101.266231.270091.25884
1162024.02.01 07:03modify280.101.273841.270091.25884
1172024.02.01 16:15s/l280.101.270091.270091.2588437.231904.39
1182024.02.01 16:15s/l290.101.270091.270091.25884-38.871865.52
1192024.02.01 16:15s/l300.101.270091.270091.25884-45.201820.32
1202024.02.01 17:00sell310.101.272450.000000.00000
1212024.02.01 17:00modify310.101.272451.278451.25745
1222024.02.02 16:27sell320.101.264030.000000.00000
1232024.02.02 16:27modify320.101.264031.268701.25745
1242024.02.02 16:27modify310.101.272451.268701.25745
1252024.02.05 00:50sell330.101.260150.000000.00000
1262024.02.05 00:50modify330.101.260151.264201.25745
1272024.02.05 00:50modify320.101.264031.264201.25745
1282024.02.05 00:50modify310.101.272451.264201.25745
1292024.02.05 12:15t/p310.101.257451.264201.25745149.821970.14
1302024.02.05 12:15t/p320.101.257451.264201.2574565.712035.86
1312024.02.05 12:15t/p330.101.257451.264201.2574527.002062.86
1322024.03.08 14:00sell340.101.286370.000000.00000
1332024.03.08 14:00modify340.101.286371.292371.27137
1342024.03.12 08:15sell350.101.278860.000000.00000
1352024.03.12 08:15modify350.101.278861.285621.27137
1362024.03.12 08:15modify340.101.286371.285621.27137
1372024.03.12 09:02sell360.101.278040.000000.00000
1382024.03.12 09:02modify360.101.278041.282621.27137
1392024.03.12 09:02modify350.101.278861.282621.27137
1402024.03.12 09:02modify340.101.286371.282621.27137
1412024.03.14 15:10sell370.101.274070.000000.00000
1422024.03.14 15:10modify370.101.274071.278121.27137
1432024.03.14 15:10modify360.101.278041.278121.27137
1442024.03.14 15:10modify350.101.278861.278121.27137
1452024.03.14 15:10modify340.101.286371.278121.27137
1462024.03.19 05:45t/p340.101.271371.278121.27137149.202212.05
1472024.03.19 05:45t/p350.101.271371.278121.2713774.282286.33
1482024.03.19 05:45t/p360.101.271371.278121.2713766.082352.41
1492024.03.19 05:45t/p370.101.271371.278121.2713726.732379.14
1502024.03.20 19:00sell380.101.277920.000000.00000
1512024.03.20 19:00modify380.101.277921.283921.26292
1522024.03.21 14:10sell390.101.270390.000000.00000
1532024.03.21 14:10modify390.101.270391.277171.26292
1542024.03.21 14:10modify380.101.277921.277171.26292
1552024.03.21 14:20sell400.101.269400.000000.00000
1562024.03.21 14:20modify400.101.269401.274171.26292
1572024.03.21 14:20modify390.101.270391.274171.26292
1582024.03.21 14:20modify380.101.277921.274171.26292
1592024.03.21 15:37sell410.101.265820.000000.00000
1602024.03.21 15:37modify410.101.265821.269671.26292
1612024.03.21 15:37modify400.101.269401.269671.26292
1622024.03.21 15:37modify390.101.270391.269671.26292
1632024.03.21 15:37modify380.101.277921.269671.26292
1642024.03.22 06:50t/p380.101.262921.269671.26292149.642528.79
1652024.03.22 06:50t/p390.101.262921.269671.2629274.612603.40
1662024.03.22 06:50t/p400.101.262921.269671.2629264.712668.11
1672024.03.22 06:50t/p410.101.262921.269671.2629228.912697.02
1682024.04.01 16:00buy420.101.254490.000000.00000
1692024.04.01 16:00modify420.101.254491.248491.26949
1702024.04.03 14:45buy430.101.262150.000000.00000
1712024.04.03 14:45modify430.101.262151.255241.26949
1722024.04.03 14:45modify420.101.254491.255241.26949
1732024.04.03 14:50buy440.101.262750.000000.00000
1742024.04.03 14:50modify440.101.262751.258241.26949
1752024.04.03 14:50modify430.101.262151.258241.26949
1762024.04.03 14:50modify420.101.254491.258241.26949
1772024.04.04 07:20buy450.101.266730.000000.00000
1782024.04.04 07:20modify450.101.266731.262741.26949
1792024.04.04 07:20modify440.101.262751.262741.26949
1802024.04.04 07:20modify430.101.262151.262741.26949
1812024.04.04 07:20modify420.101.254491.262741.26949
1822024.04.05 01:50s/l420.101.262741.262741.2694980.532777.54
1832024.04.05 01:50s/l430.101.262741.262741.269494.582782.13
1842024.04.05 01:50s/l440.101.262741.262741.26949-1.422780.71
1852024.04.05 01:50s/l450.101.262741.262741.26949-40.232740.48
1862024.04.10 13:00buy460.101.261440.000000.00000
1872024.04.10 13:00modify460.101.261441.255441.27644
1882024.04.10 15:15s/l460.101.255441.255441.27644-60.002680.48
1892024.04.19 17:00buy470.101.239270.000000.00000
1902024.04.19 17:00modify470.101.239271.233271.25427
1912024.04.22 10:45s/l470.101.233271.233271.25427-60.332620.15
1922024.04.23 14:00sell480.101.243830.000000.00000
1932024.04.23 14:00modify480.101.243831.249831.22883
1942024.04.25 06:40s/l480.101.249831.249831.22883-60.362559.80
1952024.05.01 19:00sell490.101.254670.000000.00000
1962024.05.01 19:00modify490.101.254671.260671.23967
1972024.05.02 14:16sell500.101.247170.000000.00000
1982024.05.02 14:16modify500.101.247171.253921.23967
1992024.05.02 14:16modify490.101.254671.253921.23967
2002024.05.02 18:50s/l490.101.253921.253921.239677.232567.03
2012024.05.02 18:50s/l500.101.253921.253921.23967-67.502499.53
2022024.05.03 13:00sell510.101.260570.000000.00000
2032024.05.03 13:00modify510.101.260571.266571.24557
2042024.05.03 14:20sell520.101.252920.000000.00000
2052024.05.03 14:20modify520.101.252921.259821.24557
2062024.05.03 14:20modify510.101.260571.259821.24557
2072024.05.07 17:10sell530.101.252070.000000.00000
2082024.05.07 17:10modify530.101.252071.256821.24557
2092024.05.07 17:10modify520.101.252921.256821.24557
2102024.05.07 17:10modify510.101.260571.256821.24557
2112024.05.08 02:20sell540.101.248520.000000.00000
2122024.05.08 02:20modify540.101.248521.252321.24557
2132024.05.08 02:20modify530.101.252071.252321.24557
2142024.05.08 02:20modify520.101.252921.252321.24557
2152024.05.08 02:20modify510.101.260571.252321.24557
2162024.05.09 11:20t/p510.101.245571.252321.24557149.472649.00
2172024.05.09 11:20t/p520.101.245571.252321.2455772.972721.96
2182024.05.09 11:20t/p530.101.245571.252321.2455764.642786.61
2192024.05.09 11:20t/p540.101.245571.252321.2455729.232815.84
2202024.05.15 13:00sell550.101.264460.000000.00000
2212024.05.15 13:00modify550.101.264461.270461.24946
2222024.05.17 15:15s/l550.101.270461.270461.24946-60.362755.48
2232024.06.03 15:00sell560.101.277140.000000.00000
2242024.06.03 15:00modify560.101.277141.283141.26214
2252024.06.10 09:50sell570.101.269460.000000.00000
2262024.06.10 09:50modify570.101.269461.276391.26214
2272024.06.10 09:50modify560.101.277141.276391.26214
2282024.06.10 10:32sell580.101.268860.000000.00000
2292024.06.10 10:32modify580.101.268861.273391.26214
2302024.06.10 10:32modify570.101.269461.273391.26214
2312024.06.10 10:32modify560.101.277141.273391.26214
2322024.06.10 16:10s/l560.101.273391.273391.2621436.882792.36
2332024.06.10 16:10s/l570.101.273391.273391.26214-39.302753.06
2342024.06.10 16:10s/l580.101.273391.273391.26214-45.302707.76
2352024.06.12 13:00sell590.101.285300.000000.00000
2362024.06.12 13:00modify590.101.285301.291301.27030
2372024.06.13 05:03sell600.101.277760.000000.00000
2382024.06.13 05:03modify600.101.277761.284551.27030
2392024.06.13 05:03modify590.101.285301.284551.27030
2402024.06.13 11:45sell610.101.276800.000000.00000
2412024.06.13 11:45modify610.101.276801.281551.27030
2422024.06.13 11:45modify600.101.277761.281551.27030
2432024.06.13 11:45modify590.101.285301.281551.27030
2442024.06.14 06:45sell620.101.273120.000000.00000
2452024.06.14 06:45modify620.101.273121.277051.27030
2462024.06.14 06:45modify610.101.276801.277051.27030
2472024.06.14 06:45modify600.101.277761.277051.27030
2482024.06.14 06:45modify590.101.285301.277051.27030
2492024.06.14 09:45t/p590.101.270301.277051.27030149.642857.41
2502024.06.14 09:45t/p600.101.270301.277051.2703074.512931.92
2512024.06.14 09:45t/p610.101.270301.277051.2703064.912996.83
2522024.06.14 09:45t/p620.101.270301.277051.2703028.203025.03
2532024.07.03 15:00sell630.101.276150.000000.00000
2542024.07.03 15:00modify630.101.276151.282151.26115
2552024.07.08 03:37s/l630.101.282151.282151.26115-60.452964.58
2562024.07.11 13:00sell640.101.293140.000000.00000
2572024.07.11 13:00modify640.101.293141.299141.27814
2582024.07.12 14:50s/l640.101.299141.299141.27814-60.092904.49
2592024.08.02 13:00sell650.101.280170.000000.00000
2602024.08.02 13:00modify650.101.280171.286171.26517
2612024.08.05 06:27sell660.101.271820.000000.00000
2622024.08.05 06:27modify660.101.271821.276421.26517
2632024.08.05 06:27modify650.101.280171.276421.26517
2642024.08.05 07:03s/l650.101.276421.276421.2651737.412941.90
2652024.08.05 07:03s/l660.101.276421.276421.26517-46.002895.90
2662024.08.23 15:00sell670.101.318800.000000.00000
2672024.08.23 15:00modify670.101.318801.324801.30380
2682024.08.27 09:20s/l670.101.324801.324801.30380-60.182835.73
2692024.09.06 13:00sell680.101.320950.000000.00000
2702024.09.06 13:00modify680.101.320951.326951.30595
2712024.09.06 15:20sell690.101.313260.000000.00000
2722024.09.06 15:20modify690.101.313261.320201.30595
2732024.09.06 15:20modify680.101.320951.320201.30595
2742024.09.06 15:50sell700.101.312680.000000.00000
2752024.09.06 15:50modify700.101.312681.317201.30595
2762024.09.06 15:50modify690.101.313261.317201.30595
2772024.09.06 15:50modify680.101.320951.317201.30595
2782024.09.09 08:27sell710.101.308790.000000.00000
2792024.09.09 08:27modify710.101.308791.312701.30595
2802024.09.09 08:27modify700.101.312681.312701.30595
2812024.09.09 08:27modify690.101.313261.312701.30595
2822024.09.09 08:27modify680.101.320951.312701.30595
2832024.09.10 13:46t/p680.101.305951.312701.30595149.822985.55
2842024.09.10 13:46t/p690.101.305951.312701.3059572.923058.47
2852024.09.10 13:46t/p700.101.305951.312701.3059567.123125.59
2862024.09.10 13:46t/p710.101.305951.312701.3059528.313153.90
2872024.09.11 15:00buy720.101.301750.000000.00000
2882024.09.11 15:00modify720.101.301751.295751.31675
2892024.09.12 16:15buy730.101.309330.000000.00000
2902024.09.12 16:15modify730.101.309331.302501.31675
2912024.09.12 16:15modify720.101.301751.302501.31675
2922024.09.12 17:59buy740.101.310260.000000.00000
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2942024.09.12 17:59modify730.101.309331.305501.31675
2952024.09.12 17:59modify720.101.301751.305501.31675
2962024.09.13 00:10buy750.101.313960.000000.00000
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2982024.09.13 00:10modify740.101.310261.310001.31675
2992024.09.13 00:10modify730.101.309331.310001.31675
3002024.09.13 00:10modify720.101.301751.310001.31675
3012024.09.16 06:50t/p720.101.316751.310001.31675148.353302.26
3022024.09.16 06:50t/p730.101.316751.310001.3167573.543375.80
3032024.09.16 06:50t/p740.101.316751.310001.3167564.243440.04
3042024.09.16 06:50t/p750.101.316751.310001.3167527.573467.61
3052024.09.26 16:00sell760.101.342810.000000.00000
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3072024.10.01 07:25sell770.101.334560.000000.00000
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3092024.10.01 07:25modify760.101.342811.339061.32781
3102024.10.01 15:15t/p760.101.327811.339061.32781149.733617.35
3112024.10.01 15:15t/p770.101.327811.339061.3278167.503684.85
3122024.10.04 13:00buy780.101.308140.000000.00000
3132024.10.04 13:00modify780.101.308141.302141.32314
3142024.10.10 12:37s/l780.101.302141.302141.32314-61.973622.87
3152024.10.31 15:00buy790.101.289330.000000.00000
3162024.10.31 15:00modify790.101.289331.283331.30433
3172024.10.31 23:43s/l790.101.283331.283331.30433-60.003562.87