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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 modelled79136Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread30
Total net profit1364.40Gross profit1618.91Gross loss-254.51
Profit factor6.36Expected payoff54.58
Absolute drawdown24.13Maximal drawdown288.13 (17.72%)Relative drawdown17.72% (288.13)
Total trades25Short positions (won %)15 (66.67%)Long positions (won %)10 (80.00%)
Profit trades (% of total)18 (72.00%)Loss trades (% of total)7 (28.00%)
Largestprofit trade149.78loss trade-90.09
Averageprofit trade89.94loss trade-36.36
Maximumconsecutive wins (profit in money)9 (807.01)consecutive losses (loss in money)3 (-26.59)
Maximalconsecutive profit (count of wins)807.01 (9)consecutive loss (count of losses)-113.89 (2)
Averageconsecutive wins5consecutive losses2
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 01:45modify20.101.269481.273451.26145
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 01:50modify20.101.269481.272701.26145
92024.01.17 05:40t/p10.101.261451.272701.26145149.071149.07
102024.01.17 05:40t/p20.101.261451.272701.2614580.071229.14
112024.01.17 05:40t/p30.101.261451.272701.2614580.071309.21
122024.03.08 04:00sell40.101.280720.000000.00000
132024.03.08 04:00modify40.101.280721.289721.26572
142024.03.14 15:20sell50.101.273910.000000.00000
152024.03.14 15:20modify50.101.273911.277721.26572
162024.03.14 15:20sell60.101.273910.000000.00000
172024.03.14 15:20modify60.101.273911.276971.26572
182024.03.14 15:20modify40.101.280721.276971.26572
192024.03.14 15:26modify50.101.273911.276971.26572
202024.03.19 01:30sell70.101.271640.000000.00000
212024.03.19 01:30modify70.101.271641.273971.26572
222024.03.19 01:30modify60.101.273911.273971.26572
232024.03.19 01:30modify50.101.273911.273971.26572
242024.03.19 01:30modify40.101.280721.273971.26572
252024.03.20 18:20s/l40.101.273971.273971.2657265.181374.38
262024.03.20 18:20s/l50.101.273971.273971.26572-1.531372.85
272024.03.20 18:20s/l60.101.273971.273971.26572-1.531371.32
282024.03.20 18:20s/l70.101.273971.273971.26572-23.531347.79
292024.03.21 04:00sell80.101.279600.000000.00000
302024.03.21 04:00modify80.101.279601.288601.26460
312024.03.21 12:50sell90.101.272710.000000.00000
322024.03.21 12:50modify90.101.272711.276601.26460
332024.03.21 12:50sell100.101.272710.000000.00000
342024.03.21 12:50modify100.101.272711.275851.26460
352024.03.21 12:50modify80.101.279601.275851.26460
362024.03.21 12:55modify90.101.272711.275851.26460
372024.03.21 14:10sell110.101.270590.000000.00000
382024.03.21 14:10modify110.101.270591.272851.26460
392024.03.21 14:10modify100.101.272711.272851.26460
402024.03.21 14:10modify90.101.272711.272851.26460
412024.03.21 14:10modify80.101.279601.272851.26460
422024.03.22 02:40t/p80.101.264601.272851.26460149.771497.56
432024.03.22 02:40t/p90.101.264601.272851.2646080.871578.43
442024.03.22 02:40t/p100.101.264601.272851.2646080.871659.30
452024.03.22 02:40t/p110.101.264601.272851.2646059.671718.96
462024.04.11 04:00buy120.101.254810.000000.00000
472024.04.11 04:00modify120.101.254811.245811.26981
482024.04.12 12:40s/l120.101.245811.245811.26981-90.031628.93
492024.06.04 04:00sell130.101.280950.000000.00000
502024.06.04 04:00modify130.101.280951.289951.26595
512024.06.07 13:40sell140.101.271800.000000.00000
522024.06.07 13:40modify140.101.271801.274201.26595
532024.06.07 13:40modify130.101.280951.274201.26595
542024.06.07 14:15s/l130.101.274201.274201.2659566.341695.27
552024.06.07 14:15s/l140.101.274201.274201.26595-24.001671.27
562024.06.21 04:00buy150.101.266350.000000.00000
572024.06.21 04:00modify150.101.266351.257351.28135
582024.07.03 13:20buy160.101.273310.000000.00000
592024.07.03 13:20modify160.101.273311.269351.28135
602024.07.03 13:20buy170.101.273310.000000.00000
612024.07.03 13:20modify170.101.273311.270101.28135
622024.07.03 13:20modify150.101.266351.270101.28135
632024.07.03 13:25modify160.101.273311.270101.28135
642024.07.04 00:40buy180.101.275400.000000.00000
652024.07.04 00:40modify180.101.275401.273101.28135
662024.07.04 00:40modify170.101.273311.273101.28135
672024.07.04 00:40modify160.101.273311.273101.28135
682024.07.04 00:40modify150.101.266351.273101.28135
692024.07.05 13:15t/p150.101.281351.273101.28135149.561820.84
702024.07.05 13:15t/p160.101.281351.273101.2813580.281901.11
712024.07.05 13:15t/p170.101.281351.273101.2813580.281981.39
722024.07.05 13:15t/p180.101.281351.273101.2813559.472040.86
732024.09.10 04:00buy190.101.307540.000000.00000
742024.09.10 04:00modify190.101.307541.298541.32254
752024.09.13 00:30buy200.101.314470.000000.00000
762024.09.13 00:30modify200.101.314471.310541.32254
772024.09.13 00:30buy210.101.314470.000000.00000
782024.09.13 00:30modify210.101.314471.311291.32254
792024.09.13 00:30modify190.101.307541.311291.32254
802024.09.13 00:35modify200.101.314471.311291.32254
812024.09.16 03:40buy220.101.316580.000000.00000
822024.09.16 03:40modify220.101.316581.314291.32254
832024.09.16 03:40modify210.101.314471.314291.32254
842024.09.16 03:40modify200.101.314471.314291.32254
852024.09.16 03:40modify190.101.307541.314291.32254
862024.09.17 08:40t/p190.101.322541.314291.32254149.782190.64
872024.09.17 08:40t/p200.101.322541.314291.3225480.642271.28
882024.09.17 08:40t/p210.101.322541.314291.3225480.642351.91
892024.09.17 08:40t/p220.101.322541.314291.3225459.572411.48
902024.09.25 04:00sell230.101.342290.000000.00000
912024.09.25 04:00modify230.101.342291.351291.32729
922024.09.25 16:30sell240.101.333230.000000.00000
932024.09.25 16:30modify240.101.333231.335541.32729
942024.09.25 16:30modify230.101.342291.335541.32729
952024.09.26 07:05s/l230.101.335541.335541.3272966.802478.29
962024.09.26 07:05s/l240.101.335541.335541.32729-23.802454.49
972024.11.13 04:00buy250.101.274670.000000.00000
982024.11.13 04:00modify250.101.274671.265671.28967
992024.11.14 09:40s/l250.101.265671.265671.28967-90.092364.40