Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01)
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=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test2615Ticks modelled79140Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit1076.09Gross profit1522.31Gross loss-446.22
Profit factor3.41Expected payoff41.39
Absolute drawdown24.13Maximal drawdown303.55 (14.26%)Relative drawdown17.73% (235.20)
Total trades26Short positions (won %)6 (66.67%)Long positions (won %)20 (70.00%)
Profit trades (% of total)18 (69.23%)Loss trades (% of total)8 (30.77%)
Largestprofit trade149.78loss trade-80.46
Averageprofit trade84.57loss trade-55.78
Maximumconsecutive wins (profit in money)12 (1084.67)consecutive losses (loss in money)3 (-143.63)
Maximalconsecutive profit (count of wins)1084.67 (12)consecutive loss (count of losses)-160.50 (2)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.11 08:00sell10.101.276450.000000.00000
22024.01.11 08:00modify10.101.276451.284451.26145
32024.01.16 01:45sell20.101.269480.000000.00000
42024.01.16 01:45modify20.101.269481.272701.26145
52024.01.16 01:45sell30.101.269480.000000.00000
62024.01.16 01:45modify30.101.269481.272701.26145
72024.01.16 01:45modify10.101.276451.272701.26145
82024.01.16 08:20sell40.101.266540.000000.00000
92024.01.16 08:20modify40.101.266541.271201.26145
102024.01.16 08:20modify30.101.269481.271201.26145
112024.01.16 08:20modify20.101.269481.271201.26145
122024.01.16 08:20modify10.101.276451.271201.26145
132024.01.17 05:40t/p10.101.261451.271201.26145149.071149.07
142024.01.17 05:40t/p20.101.261451.271201.2614580.071229.14
152024.01.17 05:40t/p30.101.261451.271201.2614580.071309.21
162024.01.17 05:40t/p40.101.261451.271201.2614550.671359.87
172024.02.28 16:00buy50.101.265590.000000.00000
182024.02.28 16:00modify50.101.265591.257591.28059
192024.03.06 08:40buy60.101.272380.000000.00000
202024.03.06 08:40modify60.101.272381.269341.28059
212024.03.06 08:40buy70.101.272380.000000.00000
222024.03.06 08:40modify70.101.272381.269341.28059
232024.03.06 08:40modify50.101.265591.269341.28059
242024.03.06 18:40buy80.101.275620.000000.00000
252024.03.06 18:40modify80.101.275621.270841.28059
262024.03.06 18:40modify70.101.272381.270841.28059
272024.03.06 18:40modify60.101.272381.270841.28059
282024.03.06 18:40modify50.101.265591.270841.28059
292024.03.07 18:40t/p50.101.280591.270841.28059149.691509.56
302024.03.07 18:40t/p60.101.280591.270841.2805982.011591.57
312024.03.07 18:40t/p70.101.280591.270841.2805982.011673.58
322024.03.07 18:40t/p80.101.280591.270841.2805949.611723.18
332024.06.21 04:00buy90.101.266350.000000.00000
342024.06.21 04:00modify90.101.266351.258351.28135
352024.07.03 13:20buy100.101.273310.000000.00000
362024.07.03 13:20modify100.101.273311.270101.28135
372024.07.03 13:20buy110.101.273310.000000.00000
382024.07.03 13:20modify110.101.273311.270101.28135
392024.07.03 13:20modify90.101.266351.270101.28135
402024.07.03 15:10buy120.101.276200.000000.00000
412024.07.03 15:10modify120.101.276201.271601.28135
422024.07.03 15:10modify110.101.273311.271601.28135
432024.07.03 15:10modify100.101.273311.271601.28135
442024.07.03 15:10modify90.101.266351.271601.28135
452024.07.05 13:15t/p90.101.281351.271601.28135149.561872.75
462024.07.05 13:15t/p100.101.281351.271601.2813580.281953.02
472024.07.05 13:15t/p110.101.281351.271601.2813580.282033.30
482024.07.05 13:15t/p120.101.281351.271601.2813551.382084.67
492024.08.01 12:00buy130.101.279600.000000.00000
502024.08.01 12:00modify130.101.279601.271601.29460
512024.08.02 01:15s/l130.101.271601.271601.29460-80.032004.64
522024.08.06 16:00buy140.101.269690.000000.00000
532024.08.06 16:00modify140.101.269691.261691.28469
542024.08.09 07:45buy150.101.276610.000000.00000
552024.08.09 07:45modify150.101.276611.273441.28469
562024.08.09 07:45buy160.101.276610.000000.00000
572024.08.09 07:45modify160.101.276611.273441.28469
582024.08.09 07:45modify140.101.269691.273441.28469
592024.08.09 11:40s/l140.101.273441.273441.2846937.342041.99
602024.08.09 11:40s/l150.101.273441.273441.28469-31.702010.29
612024.08.09 11:40s/l160.101.273441.273441.28469-31.701978.59
622024.08.16 16:00sell170.101.290500.000000.00000
632024.08.16 16:00modify170.101.290501.298501.27550
642024.08.19 14:30s/l170.101.298501.298501.27550-80.231898.36
652024.09.10 04:00buy180.101.307540.000000.00000
662024.09.10 04:00modify180.101.307541.299541.32254
672024.09.13 00:30buy190.101.314470.000000.00000
682024.09.13 00:30modify190.101.314471.311291.32254
692024.09.13 00:30buy200.101.314470.000000.00000
702024.09.13 00:30modify200.101.314471.311291.32254
712024.09.13 00:30modify180.101.307541.311291.32254
722024.09.16 06:33buy210.101.317360.000000.00000
732024.09.16 06:33modify210.101.317361.312791.32254
742024.09.16 06:33modify200.101.314471.312791.32254
752024.09.16 06:33modify190.101.314471.312791.32254
762024.09.16 06:33modify180.101.307541.312791.32254
772024.09.17 08:40t/p180.101.322541.312791.32254149.782048.14
782024.09.17 08:40t/p190.101.322541.312791.3225480.642128.78
792024.09.17 08:40t/p200.101.322541.312791.3225480.642209.41
802024.09.17 08:40t/p210.101.322541.312791.3225451.772261.18
812024.09.19 16:00sell220.101.327900.000000.00000
822024.09.19 16:00modify220.101.327901.335901.31290
832024.09.23 15:40s/l220.101.335901.335901.31290-80.462180.72
842024.11.14 08:00buy230.101.268960.000000.00000
852024.11.14 08:00modify230.101.268961.260961.28396
862024.11.15 20:20s/l230.101.260961.260961.28396-80.032100.69
872024.11.22 16:00buy240.101.252930.000000.00000
882024.11.22 16:00modify240.101.252931.244931.26793
892024.11.24 23:50buy250.101.259780.000000.00000
902024.11.24 23:50modify250.101.259781.256681.26793
912024.11.24 23:50buy260.101.259780.000000.00000
922024.11.24 23:50modify260.101.259781.256681.26793
932024.11.24 23:50modify240.101.252931.256681.26793
942024.11.25 08:20s/l240.101.256681.256681.2679337.472138.16
952024.11.25 08:20s/l250.101.256681.256681.26793-31.032107.12
962024.11.25 08:20s/l260.101.256681.256681.26793-31.032076.09