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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 test2612Ticks modelled79098Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit2570.16Gross profit3904.62Gross loss-1334.45
Profit factor2.93Expected payoff27.05
Absolute drawdown77.53Maximal drawdown581.80 (19.52%)Relative drawdown19.52% (581.80)
Total trades95Short positions (won %)50 (60.00%)Long positions (won %)45 (66.67%)
Profit trades (% of total)60 (63.16%)Loss trades (% of total)35 (36.84%)
Largestprofit trade149.91loss trade-80.99
Averageprofit trade65.08loss trade-38.13
Maximumconsecutive wins (profit in money)7 (701.76)consecutive losses (loss in money)3 (-126.69)
Maximalconsecutive profit (count of wins)701.76 (7)consecutive loss (count of losses)-160.77 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.09 12:00buy10.101.226400.000000.00000
22023.11.09 12:00modify10.101.226401.218401.24140
32023.11.14 07:33buy20.101.230360.000000.00000
42023.11.14 07:33modify20.101.230361.227151.24140
52023.11.14 07:33modify10.101.226401.227151.24140
62023.11.14 13:20buy30.101.234070.000000.00000
72023.11.14 13:20modify30.101.234071.230151.24140
82023.11.14 13:20buy40.101.234070.000000.00000
92023.11.14 13:20modify40.101.234071.231651.24140
102023.11.14 13:20modify20.101.230361.231651.24140
112023.11.14 13:20modify10.101.226401.231651.24140
122023.11.14 13:25modify30.101.234071.231651.24140
132023.11.14 14:20t/p10.101.241401.231651.24140149.011149.01
142023.11.14 14:20t/p20.101.241401.231651.24140110.401259.41
152023.11.14 14:20t/p30.101.241401.231651.2414073.301332.71
162023.11.14 14:20t/p40.101.241401.231651.2414073.301406.01
172023.11.22 16:00buy50.101.246130.000000.00000
182023.11.22 16:00modify50.101.246131.238131.26113
192023.11.22 21:05buy60.101.249930.000000.00000
202023.11.22 21:05modify60.101.249931.246881.26113
212023.11.22 21:05modify50.101.246131.246881.26113
222023.11.23 08:05buy70.101.253810.000000.00000
232023.11.23 08:05modify70.101.253811.249881.26113
242023.11.23 08:05buy80.101.253810.000000.00000
252023.11.23 08:05modify80.101.253811.251381.26113
262023.11.23 08:05modify60.101.249931.251381.26113
272023.11.23 08:05modify50.101.246131.251381.26113
282023.11.23 08:10modify70.101.253811.251381.26113
292023.11.23 08:40s/l50.101.251381.251381.2611351.511457.53
302023.11.23 08:40s/l60.101.251381.251381.2611313.511471.04
312023.11.23 08:40s/l70.101.251381.251381.26113-24.301446.74
322023.11.23 08:40s/l80.101.251381.251381.26113-24.301422.44
332023.11.28 16:00sell90.101.268260.000000.00000
342023.11.28 16:00modify90.101.268261.276261.25326
352023.11.30 12:25sell100.101.264470.000000.00000
362023.11.30 12:25modify100.101.264471.267511.25326
372023.11.30 12:25modify90.101.268261.267511.25326
382023.11.30 13:05s/l90.101.267511.267511.253267.141429.58
392023.11.30 13:05s/l100.101.267511.267511.25326-30.401399.18
402023.12.13 08:00buy110.101.252360.000000.00000
412023.12.13 08:00modify110.101.252361.244361.26736
422023.12.13 19:30buy120.101.260100.000000.00000
432023.12.13 19:30modify120.101.260101.256111.26736
442023.12.13 19:30buy130.101.260100.000000.00000
452023.12.13 19:30modify130.101.260101.257611.26736
462023.12.13 19:30modify110.101.252361.257611.26736
472023.12.13 19:35modify120.101.260101.257611.26736
482023.12.14 11:30t/p110.101.267361.257611.26736149.011548.20
492023.12.14 11:30t/p120.101.267361.257611.2673671.611619.81
502023.12.14 11:30t/p130.101.267361.257611.2673671.611691.42
512024.01.02 12:00buy140.101.266530.000000.00000
522024.01.02 12:00modify140.101.266531.258531.28153
532024.01.04 08:30buy150.101.270370.000000.00000
542024.01.04 08:30modify150.101.270371.267281.28153
552024.01.04 08:30modify140.101.266531.267281.28153
562024.01.04 13:40s/l140.101.267281.267281.281536.181697.61
572024.01.04 13:40s/l150.101.267281.267281.28153-30.901666.71
582024.01.05 12:00buy160.101.265620.000000.00000
592024.01.05 12:00modify160.101.265621.257621.28062
602024.01.05 14:30buy170.101.269480.000000.00000
612024.01.05 14:30modify170.101.269481.266371.28062
622024.01.05 14:30modify160.101.265621.266371.28062
632024.01.08 01:05buy180.101.273170.000000.00000
642024.01.08 01:05modify180.101.273171.269371.28062
652024.01.08 01:05buy190.101.273170.000000.00000
662024.01.08 01:05modify190.101.273171.270871.28062
672024.01.08 01:05modify170.101.269481.270871.28062
682024.01.08 01:05modify160.101.265621.270871.28062
692024.01.08 01:10modify180.101.273171.270871.28062
702024.01.08 03:20s/l160.101.270871.270871.2806252.171718.88
712024.01.08 03:20s/l170.101.270871.270871.2806213.571732.45
722024.01.08 03:20s/l180.101.270871.270871.28062-23.001709.45
732024.01.08 03:20s/l190.101.270871.270871.28062-23.001686.45
742024.01.23 08:00sell200.101.274190.000000.00000
752024.01.23 08:00modify200.101.274191.282191.25919
762024.01.23 12:05sell210.101.270250.000000.00000
772024.01.23 12:05modify210.101.270251.273441.25919
782024.01.23 12:05modify200.101.274191.273441.25919
792024.01.23 15:59sell220.101.266530.000000.00000
802024.01.23 15:59modify220.101.266531.270441.25919
812024.01.23 15:59sell230.101.266530.000000.00000
822024.01.23 15:59modify230.101.266531.268941.25919
832024.01.23 15:59modify210.101.270251.268941.25919
842024.01.23 15:59modify200.101.274191.268941.25919
852024.01.23 16:00modify220.101.266531.268941.25919
862024.01.23 20:40s/l200.101.268941.268941.2591952.501738.95
872024.01.23 20:40s/l210.101.268941.268941.2591913.101752.05
882024.01.23 20:40s/l220.101.268941.268941.25919-24.101727.95
892024.01.23 20:40s/l230.101.268941.268941.25919-24.101703.85
902024.02.20 16:00sell240.101.266230.000000.00000
912024.02.20 16:00modify240.101.266231.274231.25123
922024.02.20 18:40sell250.101.262210.000000.00000
932024.02.20 18:40modify250.101.262211.265481.25123
942024.02.20 18:40modify240.101.266231.265481.25123
952024.02.22 07:20s/l240.101.265481.265481.251237.141710.99
962024.02.22 07:20s/l250.101.265481.265481.25123-33.061677.94
972024.02.22 08:00sell260.101.267370.000000.00000
982024.02.22 08:00modify260.101.267371.275371.25237
992024.02.28 08:50sell270.101.263440.000000.00000
1002024.02.28 08:50modify270.101.263441.266621.25237
1012024.02.28 08:50modify260.101.267371.266621.25237
1022024.02.28 16:30s/l260.101.266621.266621.252377.141685.08
1032024.02.28 16:30s/l270.101.266621.266621.25237-31.801653.28
1042024.02.29 20:00buy280.101.261580.000000.00000
1052024.02.29 20:00modify280.101.261581.253581.27658
1062024.03.01 15:50buy290.101.265390.000000.00000
1072024.03.01 15:50modify290.101.265391.262331.27658
1082024.03.01 15:50modify280.101.261581.262331.27658
1092024.03.04 15:10buy300.101.269190.000000.00000
1102024.03.04 15:10modify300.101.269191.265331.27658
1112024.03.04 15:10buy310.101.269190.000000.00000
1122024.03.04 15:10modify310.101.269191.266831.27658
1132024.03.04 15:10modify290.101.265391.266831.27658
1142024.03.04 15:10modify280.101.261581.266831.27658
1152024.03.04 15:15modify300.101.269191.266831.27658
1162024.03.07 14:30t/p280.101.276581.266831.27658147.701800.98
1172024.03.07 14:30t/p290.101.276581.266831.27658109.931910.90
1182024.03.07 14:30t/p300.101.276581.266831.2765872.261983.16
1192024.03.07 14:30t/p310.101.276581.266831.2765872.262055.41
1202024.03.14 16:00buy320.101.274990.000000.00000
1212024.03.14 16:00modify320.101.274991.266991.28999
1222024.03.19 09:40s/l320.101.266991.266991.28999-80.991974.43
1232024.03.20 20:00sell330.101.278260.000000.00000
1242024.03.20 20:00modify330.101.278261.286261.26326
1252024.03.21 11:40sell340.101.274350.000000.00000
1262024.03.21 11:40modify340.101.274351.277511.26326
1272024.03.21 11:40modify330.101.278261.277511.26326
1282024.03.21 13:40sell350.101.270640.000000.00000
1292024.03.21 13:40modify350.101.270641.274511.26326
1302024.03.21 13:40sell360.101.270640.000000.00000
1312024.03.21 13:40modify360.101.270641.273011.26326
1322024.03.21 13:40modify340.101.274351.273011.26326
1332024.03.21 13:40modify330.101.278261.273011.26326
1342024.03.21 13:45modify350.101.270641.273011.26326
1352024.03.22 06:33t/p330.101.263261.273011.26326149.642124.07
1362024.03.22 06:33t/p340.101.263261.273011.26326110.812234.88
1372024.03.22 06:33t/p350.101.263261.273011.2632673.712308.59
1382024.03.22 06:33t/p360.101.263261.273011.2632673.712382.30
1392024.04.01 16:00buy370.101.254490.000000.00000
1402024.04.01 16:00modify370.101.254491.246491.26949
1412024.04.02 22:05buy380.101.258300.000000.00000
1422024.04.02 22:05modify380.101.258301.255241.26949
1432024.04.02 22:05modify370.101.254491.255241.26949
1442024.04.03 14:46buy390.101.262280.000000.00000
1452024.04.03 14:46modify390.101.262281.258241.26949
1462024.04.03 14:46buy400.101.262280.000000.00000
1472024.04.03 14:46modify400.101.262281.259741.26949
1482024.04.03 14:46modify380.101.258301.259741.26949
1492024.04.03 14:46modify370.101.254491.259741.26949
1502024.04.03 14:53modify390.101.262281.259741.26949
1512024.04.05 12:40s/l370.101.259741.259741.2694950.532432.83
1522024.04.05 12:40s/l380.101.259741.259741.2694912.762445.58
1532024.04.05 12:40s/l390.101.259741.259741.26949-26.722418.87
1542024.04.05 12:40s/l400.101.259741.259741.26949-26.722392.15
1552024.04.09 12:00sell410.101.267990.000000.00000
1562024.04.09 12:00modify410.101.267991.275991.25299
1572024.04.10 13:10sell420.101.260300.000000.00000
1582024.04.10 13:10modify420.101.260301.264241.25299
1592024.04.10 13:10sell430.101.260300.000000.00000
1602024.04.10 13:10modify430.101.260301.262741.25299
1612024.04.10 13:10modify410.101.267991.262741.25299
1622024.04.10 13:15modify420.101.260301.262741.25299
1632024.04.10 16:40t/p410.101.252991.262741.25299149.912542.06
1642024.04.10 16:40t/p420.101.252991.262741.2529973.102615.16
1652024.04.10 16:40t/p430.101.252991.262741.2529973.102688.26
1662024.04.25 08:00sell440.101.250600.000000.00000
1672024.04.25 08:00modify440.101.250601.258601.23560
1682024.04.25 12:40sell450.101.246640.000000.00000
1692024.04.25 12:40modify450.101.246641.249851.23560
1702024.04.25 12:40modify440.101.250601.249851.23560
1712024.04.25 14:40s/l440.101.249851.249851.235607.502695.76
1722024.04.25 14:40s/l450.101.249851.249851.23560-32.102663.66
1732024.05.06 12:00sell460.101.257600.000000.00000
1742024.05.06 12:00modify460.101.257601.265601.24260
1752024.05.07 06:05sell470.101.253660.000000.00000
1762024.05.07 06:05modify470.101.253661.256851.24260
1772024.05.07 06:05modify460.101.257601.256851.24260
1782024.05.07 18:40sell480.101.250060.000000.00000
1792024.05.07 18:40modify480.101.250061.253851.24260
1802024.05.07 18:40sell490.101.250060.000000.00000
1812024.05.07 18:40modify490.101.250061.252351.24260
1822024.05.07 18:40modify470.101.253661.252351.24260
1832024.05.07 18:40modify460.101.257601.252351.24260
1842024.05.07 18:45modify480.101.250061.252351.24260
1852024.05.09 15:15s/l460.101.252351.252351.2426052.052715.72
1862024.05.09 15:15s/l470.101.252351.252351.2426012.742728.46
1872024.05.09 15:15s/l480.101.252351.252351.24260-23.262705.21
1882024.05.09 15:15s/l490.101.252351.252351.24260-23.262681.95
1892024.05.13 12:00sell500.101.254570.000000.00000
1902024.05.13 12:00modify500.101.254571.262571.23957
1912024.05.15 09:40s/l500.101.262571.262571.23957-80.182601.77
1922024.05.22 08:00sell510.101.274700.000000.00000
1932024.05.22 08:00modify510.101.274701.282701.25970
1942024.05.22 11:59sell520.101.270920.000000.00000
1952024.05.22 11:59modify520.101.270921.273951.25970
1962024.05.22 11:59modify510.101.274701.273951.25970
1972024.05.22 13:20s/l510.101.273951.273951.259707.502609.27
1982024.05.22 13:20s/l520.101.273951.273951.25970-30.302578.97
1992024.06.03 16:00sell530.101.279260.000000.00000
2002024.06.03 16:00modify530.101.279261.287261.26426
2012024.06.05 14:33sell540.101.275500.000000.00000
2022024.06.05 14:33modify540.101.275501.278511.26426
2032024.06.05 14:33modify530.101.279261.278511.26426
2042024.06.05 17:40s/l530.101.278511.278511.264267.322586.29
2052024.06.05 17:40s/l540.101.278511.278511.26426-30.102556.19
2062024.06.07 16:00buy550.101.272770.000000.00000
2072024.06.07 16:00modify550.101.272771.264771.28777
2082024.06.12 12:20buy560.101.280550.000000.00000
2092024.06.12 12:20modify560.101.280551.276521.28777
2102024.06.12 12:20buy570.101.280550.000000.00000
2112024.06.12 12:20modify570.101.280551.278021.28777
2122024.06.12 12:20modify550.101.272771.278021.28777
2132024.06.12 12:25modify560.101.280551.278021.28777
2142024.06.13 04:40s/l550.101.278021.278021.2877750.532606.72
2152024.06.13 04:40s/l560.101.278021.278021.28777-26.292580.43
2162024.06.13 04:40s/l570.101.278021.278021.28777-26.292554.15
2172024.06.19 08:00sell580.101.272720.000000.00000
2182024.06.19 08:00modify580.101.272721.280721.25772
2192024.06.20 11:30sell590.101.268770.000000.00000
2202024.06.20 11:30modify590.101.268771.271971.25772
2212024.06.20 11:30modify580.101.272721.271971.25772
2222024.06.21 07:20sell600.101.264970.000000.00000
2232024.06.21 07:20modify600.101.264971.268971.25772
2242024.06.21 07:20sell610.101.264970.000000.00000
2252024.06.21 07:20modify610.101.264971.267471.25772
2262024.06.21 07:20modify590.101.268771.267471.25772
2272024.06.21 07:20modify580.101.272721.267471.25772
2282024.06.21 07:25modify600.101.264971.267471.25772
2292024.06.24 13:20s/l580.101.267471.267471.2577252.052606.20
2302024.06.24 13:20s/l590.101.267471.267471.2577212.822619.02
2312024.06.24 13:20s/l600.101.267471.267471.25772-25.092593.93
2322024.06.24 13:20s/l610.101.267471.267471.25772-25.092568.85
2332024.06.24 16:00sell620.101.268140.000000.00000
2342024.06.24 16:00modify620.101.268141.276141.25314
2352024.06.26 11:05sell630.101.264110.000000.00000
2362024.06.26 11:05modify630.101.264111.267391.25314
2372024.06.26 11:05modify620.101.268141.267391.25314
2382024.07.01 06:06s/l620.101.267391.267391.253146.882575.72
2392024.07.01 06:06s/l630.101.267391.267391.25314-33.242542.48
2402024.07.01 08:00sell640.101.266340.000000.00000
2412024.07.01 08:00modify640.101.266341.274341.25134
2422024.07.02 08:25sell650.101.262540.000000.00000
2432024.07.02 08:25modify650.101.262541.265591.25134
2442024.07.02 08:25modify640.101.266341.265591.25134
2452024.07.02 11:40s/l640.101.265591.265591.251347.412549.89
2462024.07.02 11:40s/l650.101.265591.265591.25134-30.502519.39
2472024.07.05 12:00sell660.101.278430.000000.00000
2482024.07.05 12:00modify660.101.278431.286431.26343
2492024.07.11 02:20s/l660.101.286431.286431.26343-80.532438.85
2502024.07.17 08:00sell670.101.300780.000000.00000
2512024.07.17 08:00modify670.101.300781.308781.28578
2522024.07.18 14:15sell680.101.296890.000000.00000
2532024.07.18 14:15modify680.101.296891.300031.28578
2542024.07.18 14:15modify670.101.300781.300031.28578
2552024.07.19 06:20sell690.101.293150.000000.00000
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2592024.07.19 06:20modify680.101.296891.295531.28578
2602024.07.19 06:20modify670.101.300781.295531.28578
2612024.07.19 06:26modify690.101.293151.295531.28578
2622024.07.25 19:40t/p670.101.285781.295531.28578149.112587.96
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3482024.10.01 08:00buy930.101.334120.000000.00000
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3512024.10.16 08:00buy940.101.300340.000000.00000
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3552024.10.18 08:55modify940.101.300341.301091.31534
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