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=0; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=35; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 modelled156407Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit3318.00Gross profit5210.51Gross loss-1892.51
Profit factor2.75Expected payoff29.89
Absolute drawdown520.24Maximal drawdown838.75 (63.61%)Relative drawdown63.61% (838.75)
Total trades111Short positions (won %)58 (67.24%)Long positions (won %)53 (73.58%)
Profit trades (% of total)78 (70.27%)Loss trades (% of total)33 (29.73%)
Largestprofit trade149.91loss trade-91.64
Averageprofit trade66.80loss trade-57.35
Maximumconsecutive wins (profit in money)19 (1633.50)consecutive losses (loss in money)3 (-270.27)
Maximalconsecutive profit (count of wins)1633.50 (19)consecutive loss (count of losses)-270.27 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 13:00sell10.101.231250.000000.00000
22023.11.03 13:00modify10.101.231251.240251.21625
32023.11.06 08:40s/l10.101.240251.240251.21625-90.09909.91
42023.11.06 09:00sell20.101.241120.000000.00000
52023.11.06 09:00modify20.101.241121.250121.22612
62023.11.06 19:20sell30.101.235750.000000.00000
72023.11.06 19:20modify30.101.235751.240371.22612
82023.11.06 19:20modify20.101.241121.240371.22612
92023.11.07 06:59sell40.101.231900.000000.00000
102023.11.07 06:59modify40.101.231901.237371.22612
112023.11.07 06:59modify30.101.235751.237371.22612
122023.11.07 06:59modify20.101.241121.237371.22612
132023.11.07 09:45sell50.101.230620.000000.00000
142023.11.07 09:45modify50.101.230621.235871.22612
152023.11.07 09:45modify40.101.231901.235871.22612
162023.11.07 09:45modify30.101.235751.235871.22612
172023.11.07 09:45modify20.101.241121.235871.22612
182023.11.08 09:05t/p20.101.226121.235871.22612149.821059.73
192023.11.08 09:05t/p30.101.226121.235871.2261296.121155.86
202023.11.08 09:05t/p40.101.226121.235871.2261257.711213.57
212023.11.08 09:05t/p50.101.226121.235871.2261244.911258.48
222023.11.08 10:00buy60.101.225070.000000.00000
232023.11.08 10:00modify60.101.225071.216071.24007
242023.11.08 16:20buy70.101.230390.000000.00000
252023.11.08 16:20modify70.101.230391.225821.24007
262023.11.08 16:20modify60.101.225071.225821.24007
272023.11.09 11:20s/l60.101.225821.225821.240076.511264.99
282023.11.09 11:20s/l70.101.225821.225821.24007-46.691218.30
292023.11.14 08:00sell80.101.229490.000000.00000
302023.11.14 08:00modify80.101.229491.238491.21449
312023.11.14 13:50s/l80.101.238491.238491.21449-90.001128.30
322023.11.20 10:00sell90.101.250970.000000.00000
332023.11.20 10:00modify90.101.250971.259971.23597
342023.11.22 15:23sell100.101.245640.000000.00000
352023.11.22 15:23modify100.101.245641.250221.23597
362023.11.22 15:23modify90.101.250971.250221.23597
372023.11.23 02:15s/l90.101.250221.250221.235977.051135.36
382023.11.23 02:15s/l100.101.250221.250221.23597-46.071089.29
392023.11.23 10:00sell110.101.255790.000000.00000
402023.11.23 10:00modify110.101.255791.264791.24079
412023.11.28 13:46s/l110.101.264791.264791.24079-90.27999.02
422023.11.30 11:00buy120.101.264660.000000.00000
432023.11.30 11:00modify120.101.264661.255661.27966
442023.12.01 19:52buy130.101.270120.000000.00000
452023.12.01 19:52modify130.101.270121.265411.27966
462023.12.01 19:52modify120.101.264661.265411.27966
472023.12.04 10:20s/l120.101.265411.265411.279666.841005.87
482023.12.04 10:20s/l130.101.265411.265411.27966-47.43958.44
492023.12.11 12:00sell140.101.259030.000000.00000
502023.12.11 12:00modify140.101.259031.268031.24403
512023.12.11 18:07sell150.101.253770.000000.00000
522023.12.11 18:07modify150.101.253771.258281.24403
532023.12.11 18:07modify140.101.259031.258281.24403
542023.12.12 05:15s/l140.101.258281.258281.244037.41965.85
552023.12.12 05:15s/l150.101.258281.258281.24403-45.19920.66
562023.12.14 13:00sell160.101.271550.000000.00000
572023.12.14 13:00modify160.101.271551.280551.25655
582023.12.18 11:13sell170.101.266160.000000.00000
592023.12.18 11:13modify170.101.266161.270801.25655
602023.12.18 11:13modify160.101.271551.270801.25655
612023.12.19 10:20s/l160.101.270801.270801.256557.23927.89
622023.12.19 10:20s/l170.101.270801.270801.25655-46.49881.40
632023.12.20 08:00buy180.101.266630.000000.00000
642023.12.20 08:00modify180.101.266631.257631.28163
652023.12.22 10:40buy190.101.271920.000000.00000
662023.12.22 10:40modify190.101.271921.267381.28163
672023.12.22 10:40modify180.101.266631.267381.28163
682023.12.25 01:07s/l180.101.267381.267381.281635.86887.26
692023.12.25 01:07s/l190.101.267381.267381.28163-45.73841.53
702024.01.02 13:00buy200.101.264640.000000.00000
712024.01.02 13:00modify200.101.264641.255641.27964
722024.01.04 08:07buy210.101.269980.000000.00000
732024.01.04 08:07modify210.101.269981.265391.27964
742024.01.04 08:07modify200.101.264641.265391.27964
752024.01.05 10:20s/l200.101.265391.265391.279645.86847.38
762024.01.05 10:20s/l210.101.265391.265391.27964-46.23801.16
772024.01.16 08:00buy220.101.267560.000000.00000
782024.01.16 08:00modify220.101.267561.258561.28256
792024.01.22 12:59buy230.101.272840.000000.00000
802024.01.22 12:59modify230.101.272841.268311.28256
812024.01.22 12:59modify220.101.267561.268311.28256
822024.01.23 14:40s/l220.101.268311.268311.282565.20806.35
832024.01.23 14:40s/l230.101.268311.268311.28256-45.63760.72
842024.01.24 10:00sell240.101.276410.000000.00000
852024.01.24 10:00modify240.101.276411.285411.26141
862024.01.25 00:15sell250.101.271090.000000.00000
872024.01.25 00:15modify250.101.271091.275661.26141
882024.01.25 00:15modify240.101.276411.275661.26141
892024.01.26 13:50s/l240.101.275661.275661.261417.14767.87
902024.01.26 13:50s/l250.101.275661.275661.26141-45.79722.08
912024.01.30 13:00buy260.101.267490.000000.00000
922024.01.30 13:00modify260.101.267491.258491.28249
932024.01.31 16:45buy270.101.273010.000000.00000
942024.01.31 16:45modify270.101.273011.268241.28249
952024.01.31 16:45modify260.101.267491.268241.28249
962024.01.31 20:15s/l260.101.268241.268241.282497.17729.25
972024.01.31 20:15s/l270.101.268241.268241.28249-47.70681.55
982024.02.01 11:00buy280.101.263460.000000.00000
992024.02.01 11:00modify280.101.263461.254461.27846
1002024.02.01 12:50buy290.101.268840.000000.00000
1012024.02.01 12:50modify290.101.268841.264211.27846
1022024.02.01 12:50modify280.101.263461.264211.27846
1032024.02.01 15:07s/l280.101.264211.264211.278467.50689.05
1042024.02.01 15:07s/l290.101.264211.264211.27846-46.30642.75
1052024.02.05 12:00buy300.101.257680.000000.00000
1062024.02.05 12:00modify300.101.257681.248681.27268
1072024.02.07 07:50buy310.101.263100.000000.00000
1082024.02.07 07:50modify310.101.263101.258431.27268
1092024.02.07 07:50modify300.101.257681.258431.27268
1102024.02.08 13:40s/l300.101.258431.258431.272685.86648.60
1112024.02.08 13:40s/l310.101.258431.258431.27268-47.69600.92
1122024.02.13 13:00sell320.101.267550.000000.00000
1132024.02.13 13:00modify320.101.267551.276551.25255
1142024.02.13 15:12sell330.101.258390.000000.00000
1152024.02.13 15:12modify330.101.258391.263801.25255
1162024.02.13 15:12modify320.101.267551.263801.25255
1172024.02.14 07:30sell340.101.256760.000000.00000
1182024.02.14 07:30modify340.101.256761.262301.25255
1192024.02.14 07:30modify330.101.258391.262301.25255
1202024.02.14 07:30modify320.101.267551.262301.25255
1212024.02.16 18:50s/l320.101.262301.262301.2525552.05652.97
1222024.02.16 18:50s/l330.101.262301.262301.25255-39.55613.43
1232024.02.16 18:50s/l340.101.262301.262301.25255-55.76557.67
1242024.02.22 08:00sell350.101.267370.000000.00000
1252024.02.22 08:00modify350.101.267371.276371.25237
1262024.02.22 14:15sell360.101.262040.000000.00000
1272024.02.22 14:15modify360.101.262041.266621.25237
1282024.02.22 14:15modify350.101.267371.266621.25237
1292024.02.22 19:20s/l350.101.266621.266621.252377.50565.17
1302024.02.22 19:20s/l360.101.266621.266621.25237-45.80519.37
1312024.02.28 09:00buy370.101.263780.000000.00000
1322024.02.28 09:00modify370.101.263781.254781.27878
1332024.03.04 14:45buy380.101.269170.000000.00000
1342024.03.04 14:45modify380.101.269171.264531.27878
1352024.03.04 14:45modify370.101.263781.264531.27878
1362024.03.06 08:59buy390.101.272830.000000.00000
1372024.03.06 08:59modify390.101.272831.267531.27878
1382024.03.06 08:59modify380.101.269171.267531.27878
1392024.03.06 08:59modify370.101.263781.267531.27878
1402024.03.06 15:59buy400.101.274520.000000.00000
1412024.03.06 15:59modify400.101.274521.269031.27878
1422024.03.06 15:59modify390.101.272831.269031.27878
1432024.03.06 15:59modify380.101.269171.269031.27878
1442024.03.06 15:59modify370.101.263781.269031.27878
1452024.03.07 15:50t/p370.101.278781.269031.27878146.71666.08
1462024.03.07 15:50t/p380.101.278781.269031.2787894.45760.54
1472024.03.07 15:50t/p390.101.278781.269031.2787858.51819.05
1482024.03.07 15:50t/p400.101.278781.269031.2787841.61860.66
1492024.03.08 11:00sell410.101.283700.000000.00000
1502024.03.08 11:00modify410.101.283701.292701.26870
1512024.03.12 08:20sell420.101.278370.000000.00000
1522024.03.12 08:20modify420.101.278371.282951.26870
1532024.03.12 08:20modify410.101.283701.282951.26870
1542024.03.12 13:50sell430.101.274590.000000.00000
1552024.03.12 13:50modify430.101.274591.279951.26870
1562024.03.12 13:50modify420.101.278371.279951.26870
1572024.03.12 13:50modify410.101.283701.279951.26870
1582024.03.13 00:20s/l410.101.279951.279951.2687037.23897.90
1592024.03.13 00:20s/l420.101.279951.279951.26870-15.89882.01
1602024.03.13 00:20s/l430.101.279951.279951.26870-53.69828.32
1612024.03.19 08:00buy440.101.270190.000000.00000
1622024.03.19 08:00modify440.101.270191.261191.28519
1632024.03.20 18:20buy450.101.275510.000000.00000
1642024.03.20 18:20modify450.101.275511.270941.28519
1652024.03.20 18:20modify440.101.270191.270941.28519
1662024.03.20 22:15buy460.101.279210.000000.00000
1672024.03.20 22:15modify460.101.279211.273941.28519
1682024.03.20 22:15modify450.101.275511.273941.28519
1692024.03.20 22:15modify440.101.270191.273941.28519
1702024.03.21 12:15s/l440.101.273941.273941.2851936.18864.50
1712024.03.21 12:15s/l450.101.273941.273941.28519-16.69847.81
1722024.03.21 12:15s/l460.101.273941.273941.28519-53.69794.13
1732024.03.28 10:00buy470.101.259550.000000.00000
1742024.03.28 10:00modify470.101.259551.250551.27455
1752024.03.28 13:12buy480.101.264870.000000.00000
1762024.03.28 13:12modify480.101.264871.260301.27455
1772024.03.28 13:12modify470.101.259551.260301.27455
1782024.04.01 12:20s/l470.101.260301.260301.274556.84800.97
1792024.04.01 12:20s/l480.101.260301.260301.27455-46.36754.61
1802024.04.04 08:00sell490.101.266210.000000.00000
1812024.04.04 08:00modify490.101.266211.275211.25121
1822024.04.05 14:22sell500.101.260810.000000.00000
1832024.04.05 14:22modify500.101.260811.265461.25121
1842024.04.05 14:22modify490.101.266211.265461.25121
1852024.04.08 15:40s/l490.101.265461.265461.251217.32761.93
1862024.04.08 15:40s/l500.101.265461.265461.25121-46.59715.34
1872024.04.09 10:00sell510.101.267980.000000.00000
1882024.04.09 10:00modify510.101.267981.276981.25298
1892024.04.10 14:17sell520.101.257360.000000.00000
1902024.04.10 14:17modify520.101.257361.262731.25298
1912024.04.10 14:17modify510.101.267981.262731.25298
1922024.04.10 16:30t/p510.101.252981.262731.25298149.91865.26
1932024.04.10 16:30t/p520.101.252981.262731.2529843.80909.06
1942024.04.12 10:00buy530.101.250060.000000.00000
1952024.04.12 10:00modify530.101.250061.241061.26506
1962024.04.16 06:32s/l530.101.241061.241061.26506-90.66818.40
1972024.04.22 10:00buy540.101.234820.000000.00000
1982024.04.22 10:00modify540.101.234821.225821.24982
1992024.04.23 11:55buy550.101.240210.000000.00000
2002024.04.23 11:55modify550.101.240211.235571.24982
2012024.04.23 11:55modify540.101.234821.235571.24982
2022024.04.23 14:42buy560.101.245390.000000.00000
2032024.04.23 14:42modify560.101.245391.240071.24982
2042024.04.23 14:42modify550.101.240211.240071.24982
2052024.04.23 14:42modify540.101.234821.240071.24982
2062024.04.23 14:52buy570.101.243940.000000.00000
2072024.04.23 14:52modify570.101.243941.238571.24982
2082024.04.23 14:55modify570.101.243941.240071.24982
2092024.04.25 06:45t/p540.101.249821.240071.24982148.35966.75
2102024.04.25 06:45t/p550.101.249821.240071.2498294.781061.54
2112024.04.25 06:45t/p560.101.249821.240071.2498242.981104.52
2122024.04.25 06:45t/p570.101.249821.240071.2498257.481162.00
2132024.05.03 13:00sell580.101.260570.000000.00000
2142024.05.03 13:00modify580.101.260571.269571.24557
2152024.05.03 15:22sell590.101.255140.000000.00000
2162024.05.03 15:22modify590.101.255141.259821.24557
2172024.05.03 15:22modify580.101.260571.259821.24557
2182024.05.07 17:45sell600.101.251500.000000.00000
2192024.05.07 17:45modify600.101.251501.256821.24557
2202024.05.07 17:45modify590.101.255141.256821.24557
2212024.05.07 17:45modify580.101.260571.256821.24557
2222024.05.07 18:40sell610.101.250060.000000.00000
2232024.05.07 18:40modify610.101.250061.255321.24557
2242024.05.07 18:40modify600.101.251501.255321.24557
2252024.05.07 18:40modify590.101.255141.255321.24557
2262024.05.07 18:40modify580.101.260571.255321.24557
2272024.05.09 11:20t/p580.101.245571.255321.24557149.471311.47
2282024.05.09 11:20t/p590.101.245571.255321.2455795.171406.64
2292024.05.09 11:20t/p600.101.245571.255321.2455758.941465.58
2302024.05.09 11:20t/p610.101.245571.255321.2455744.541510.12
2312024.05.14 09:00buy620.101.253120.000000.00000
2322024.05.14 09:00modify620.101.253121.244121.26812
2332024.05.14 13:59buy630.101.258660.000000.00000
2342024.05.14 13:59modify630.101.258661.253871.26812
2352024.05.14 13:59modify620.101.253121.253871.26812
2362024.05.15 09:40buy640.101.262280.000000.00000
2372024.05.15 09:40modify640.101.262281.256871.26812
2382024.05.15 09:40modify630.101.258661.256871.26812
2392024.05.15 09:40modify620.101.253121.256871.26812
2402024.05.15 14:20buy650.101.263760.000000.00000
2412024.05.15 14:20modify650.101.263761.258371.26812
2422024.05.15 14:20modify640.101.262281.258371.26812
2432024.05.15 14:20modify630.101.258661.258371.26812
2442024.05.15 14:20modify620.101.253121.258371.26812
2452024.05.15 17:50t/p620.101.268121.258371.26812149.671659.80
2462024.05.15 17:50t/p630.101.268121.258371.2681294.271754.07
2472024.05.15 17:50t/p640.101.268121.258371.2681258.401812.47
2482024.05.15 17:50t/p650.101.268121.258371.2681243.601856.07
2492024.06.04 11:00buy660.101.275820.000000.00000
2502024.06.04 11:00modify660.101.275821.266821.29082
2512024.06.06 01:50buy670.101.281180.000000.00000
2522024.06.06 01:50modify670.101.281181.276571.29082
2532024.06.06 01:50modify660.101.275821.276571.29082
2542024.06.06 12:07s/l660.101.276571.276571.290826.181862.25
2552024.06.06 12:07s/l670.101.276571.276571.29082-46.101816.15
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