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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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 profit1810.70Gross profit3509.84Gross loss-1699.15
Profit factor2.07Expected payoff22.08
Absolute drawdown102.66Maximal drawdown422.95 (23.83%)Relative drawdown23.83% (422.95)
Total trades82Short positions (won %)38 (55.26%)Long positions (won %)44 (65.91%)
Profit trades (% of total)50 (60.98%)Loss trades (% of total)32 (39.02%)
Largestprofit trade149.94loss trade-101.63
Averageprofit trade70.20loss trade-53.10
Maximumconsecutive wins (profit in money)5 (395.34)consecutive losses (loss in money)4 (-188.30)
Maximalconsecutive profit (count of wins)395.34 (5)consecutive loss (count of losses)-238.65 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.02 12:00buy10.101.266530.000000.00000
22024.01.02 12:00modify10.101.266531.256531.28153
32024.01.04 10:35buy20.101.271850.000000.00000
42024.01.04 10:35modify20.101.271851.268031.28153
52024.01.04 10:35modify10.101.266531.268031.28153
62024.01.04 13:30s/l10.101.268031.268031.2815314.881014.88
72024.01.04 13:30s/l20.101.268031.268031.28153-38.20976.68
82024.01.16 08:00buy30.101.267560.000000.00000
92024.01.16 08:00modify30.101.267561.257561.28256
102024.01.22 12:30buy40.101.272830.000000.00000
112024.01.22 12:30modify40.101.272831.269061.28256
122024.01.22 12:30modify30.101.267561.269061.28256
132024.01.23 14:20s/l30.101.269061.269061.2825614.78991.46
142024.01.23 14:20s/l40.101.269061.269061.28256-37.73953.73
152024.02.02 12:00sell50.101.275900.000000.00000
162024.02.02 12:00modify50.101.275901.285901.26090
172024.02.02 13:30sell60.101.270490.000000.00000
182024.02.02 13:30modify60.101.270491.274401.26090
192024.02.02 13:30modify50.101.275901.274401.26090
202024.02.02 13:40sell70.101.266820.000000.00000
212024.02.02 13:40modify70.101.266821.272151.26090
222024.02.02 13:40modify60.101.270491.272151.26090
232024.02.02 13:40modify50.101.275901.272151.26090
242024.02.02 14:30sell80.101.265950.000000.00000
252024.02.02 14:30modify80.101.265951.270651.26090
262024.02.02 14:30modify70.101.266821.270651.26090
272024.02.02 14:30modify60.101.270491.270651.26090
282024.02.02 14:30modify50.101.275901.270651.26090
292024.02.05 00:40t/p50.101.260901.270651.26090149.771103.49
302024.02.05 00:40t/p60.101.260901.270651.2609095.671199.16
312024.02.05 00:40t/p70.101.260901.270651.2609058.971258.13
322024.02.05 00:40t/p80.101.260901.270651.2609050.271308.40
332024.02.20 16:00sell90.101.266230.000000.00000
342024.02.20 16:00modify90.101.266231.276231.25123
352024.02.21 08:40sell100.101.260730.000000.00000
362024.02.21 08:40modify100.101.260731.264731.25123
372024.02.21 08:40modify90.101.266231.264731.25123
382024.02.22 00:40s/l90.101.264731.264731.2512314.071322.47
392024.02.22 00:40s/l100.101.264731.264731.25123-40.701281.77
402024.02.22 12:00sell110.101.268020.000000.00000
412024.02.22 12:00modify110.101.268021.278021.25302
422024.02.22 13:40sell120.101.262580.000000.00000
432024.02.22 13:40modify120.101.262581.266521.25302
442024.02.22 13:40modify110.101.268021.266521.25302
452024.02.22 18:40s/l110.101.266521.266521.2530215.001296.77
462024.02.22 18:40s/l120.101.266521.266521.25302-39.401257.37
472024.03.08 16:00sell130.101.288040.000000.00000
482024.03.08 16:00modify130.101.288041.298041.27304
492024.03.11 13:55sell140.101.282610.000000.00000
502024.03.11 13:55modify140.101.282611.286541.27304
512024.03.11 13:55modify130.101.288041.286541.27304
522024.03.12 07:40sell150.101.278890.000000.00000
532024.03.12 07:40modify150.101.278891.284291.27304
542024.03.12 07:40modify140.101.282611.284291.27304
552024.03.12 07:40modify130.101.288041.284291.27304
562024.03.12 09:05sell160.101.278070.000000.00000
572024.03.12 09:05modify160.101.278071.282791.27304
582024.03.12 09:05modify150.101.278891.282791.27304
592024.03.12 09:05modify140.101.282611.282791.27304
602024.03.12 09:05modify130.101.288041.282791.27304
612024.03.15 17:40t/p130.101.273041.282791.27304148.371405.75
622024.03.15 17:40t/p140.101.273041.282791.2730494.311500.05
632024.03.15 17:40t/p150.101.273041.282791.2730457.341557.39
642024.03.15 17:40t/p160.101.273041.282791.2730449.141606.53
652024.03.21 16:00buy170.101.267000.000000.00000
662024.03.21 16:00modify170.101.267001.257001.28200
672024.04.01 14:33s/l170.101.257001.257001.28200-100.281506.25
682024.04.01 16:00buy180.101.254490.000000.00000
692024.04.01 16:00modify180.101.254491.244491.26949
702024.04.03 14:06buy190.101.259940.000000.00000
712024.04.03 14:06modify190.101.259941.255991.26949
722024.04.03 14:06modify180.101.254491.255991.26949
732024.04.03 15:50buy200.101.263670.000000.00000
742024.04.03 15:50modify200.101.263671.258241.26949
752024.04.03 15:50modify190.101.259941.258241.26949
762024.04.03 15:50modify180.101.254491.258241.26949
772024.04.04 19:55buy210.101.264400.000000.00000
782024.04.04 19:55modify210.101.264401.259741.26949
792024.04.04 19:55modify200.101.263671.259741.26949
802024.04.04 19:55modify190.101.259941.259741.26949
812024.04.04 19:55modify180.101.254491.259741.26949
822024.04.05 12:40s/l180.101.259741.259741.2694952.311558.56
832024.04.05 12:40s/l190.101.259741.259741.26949-2.121556.44
842024.04.05 12:40s/l200.101.259741.259741.26949-39.421517.01
852024.04.05 12:40s/l210.101.259741.259741.26949-46.631470.38
862024.04.10 16:00buy220.101.254480.000000.00000
872024.04.10 16:00modify220.101.254481.244481.26948
882024.04.12 14:20s/l220.101.244481.244481.26948-100.121370.26
892024.04.22 12:00buy230.101.231750.000000.00000
902024.04.22 12:00modify230.101.231751.221751.24675
912024.04.23 07:50buy240.101.237190.000000.00000
922024.04.23 07:50modify240.101.237191.233251.24675
932024.04.23 07:50modify230.101.231751.233251.24675
942024.04.23 12:15buy250.101.240940.000000.00000
952024.04.23 12:15modify250.101.240941.235501.24675
962024.04.23 12:15modify240.101.237191.235501.24675
972024.04.23 12:15modify230.101.231751.235501.24675
982024.04.24 19:40t/p230.101.246751.235501.24675149.941520.20
992024.04.24 19:40t/p240.101.246751.235501.2467595.571615.76
1002024.04.24 19:40t/p250.101.246751.235501.2467558.071673.83
1012024.04.25 12:00sell260.101.251170.000000.00000
1022024.04.25 12:00modify260.101.251171.261171.23617
1032024.04.25 13:40sell270.101.245690.000000.00000
1042024.04.25 13:40modify270.101.245691.249671.23617
1052024.04.25 13:40modify260.101.251171.249671.23617
1062024.04.25 14:40s/l260.101.249671.249671.2361715.001688.83
1072024.04.25 14:40s/l270.101.249671.249671.23617-39.801649.03
1082024.05.15 16:00sell280.101.265550.000000.00000
1092024.05.15 16:00modify280.101.265551.275551.25055
1102024.05.22 06:40s/l280.101.275551.275551.25055-101.631547.41
1112024.06.07 16:00buy290.101.272770.000000.00000
1122024.06.07 16:00modify290.101.272771.262771.28777
1132024.06.12 18:55buy300.101.281810.000000.00000
1142024.06.12 18:55modify300.101.281811.276521.28777
1152024.06.12 18:55modify290.101.272771.276521.28777
1162024.06.13 06:00buy310.101.278220.000000.00000
1172024.06.13 06:00modify310.101.278221.274271.28777
1182024.06.13 06:05modify310.101.278221.276521.28777
1192024.06.13 11:40s/l290.101.276521.276521.2877737.311584.72
1202024.06.13 11:40s/l300.101.276521.276521.28777-52.991531.73
1212024.06.13 11:40s/l310.101.276521.276521.28777-17.001514.73
1222024.06.14 12:00buy320.101.270700.000000.00000
1232024.06.14 12:00modify320.101.270701.260701.28570
1242024.07.03 16:35buy330.101.276060.000000.00000
1252024.07.03 16:35modify330.101.276061.272201.28570
1262024.07.03 16:35modify320.101.270701.272201.28570
1272024.07.05 12:55buy340.101.280570.000000.00000
1282024.07.05 12:55modify340.101.280571.275951.28570
1292024.07.05 12:55modify330.101.276061.275951.28570
1302024.07.05 12:55modify320.101.270701.275951.28570
1312024.07.05 13:45buy350.101.279740.000000.00000
1322024.07.05 13:45modify350.101.279741.274451.28570
1332024.07.05 13:50modify350.101.279741.275951.28570
1342024.07.11 00:40t/p320.101.285701.275951.28570149.161663.89
1352024.07.11 00:40t/p330.101.285701.275951.2857096.091759.98
1362024.07.11 00:40t/p340.101.285701.275951.2857051.111811.09
1372024.07.11 00:40t/p350.101.285701.275951.2857059.411870.50
1382024.07.11 16:00sell360.101.291600.000000.00000
1392024.07.11 16:00modify360.101.291601.301601.27660
1402024.07.17 07:40s/l360.101.301601.301601.27660-100.931769.57
1412024.07.17 12:00sell370.101.303270.000000.00000
1422024.07.17 12:00modify370.101.303271.313271.28827
1432024.07.18 11:40sell380.101.297750.000000.00000
1442024.07.18 11:40modify380.101.297751.301771.28827
1452024.07.18 11:40modify370.101.303271.301771.28827
1462024.07.18 19:40sell390.101.294010.000000.00000
1472024.07.18 19:40modify390.101.294011.299521.28827
1482024.07.18 19:40modify380.101.297751.299521.28827
1492024.07.18 19:40modify370.101.303271.299521.28827
1502024.07.19 01:40sell400.101.293390.000000.00000
1512024.07.19 01:40modify400.101.293391.298021.28827
1522024.07.19 01:40modify390.101.294011.298021.28827
1532024.07.19 01:40modify380.101.297751.298021.28827
1542024.07.19 01:40modify370.101.303271.298021.28827
1552024.07.24 08:05t/p370.101.288271.298021.28827148.371917.95
1562024.07.24 08:05t/p380.101.288271.298021.2882793.872011.82
1572024.07.24 08:05t/p390.101.288271.298021.2882756.472068.29
1582024.07.24 08:05t/p400.101.288271.298021.2882750.502118.79
1592024.08.01 12:00buy410.101.279600.000000.00000
1602024.08.01 12:00modify410.101.279601.269601.29460
1612024.08.06 10:30s/l410.101.269601.269601.29460-100.092018.70
1622024.08.06 12:00buy420.101.269570.000000.00000
1632024.08.06 12:00modify420.101.269571.259571.28457
1642024.08.08 17:40buy430.101.275120.000000.00000
1652024.08.08 17:40modify430.101.275121.271071.28457
1662024.08.08 17:40modify420.101.269571.271071.28457
1672024.08.12 15:00buy440.101.278670.000000.00000
1682024.08.12 15:00modify440.101.278671.273321.28457
1692024.08.12 15:00modify430.101.275121.273321.28457
1702024.08.12 15:00modify420.101.269571.273321.28457
1712024.08.12 15:05buy450.101.279430.000000.00000
1722024.08.12 15:05modify450.101.279431.274821.28457
1732024.08.12 15:05modify440.101.278671.274821.28457
1742024.08.12 15:05modify430.101.275121.274821.28457
1752024.08.12 15:05modify420.101.269571.274821.28457
1762024.08.13 16:40t/p420.101.284571.274821.28457149.782168.48
1772024.08.13 16:40t/p430.101.284571.274821.2845794.412262.89
1782024.08.13 16:40t/p440.101.284571.274821.2845758.972321.86
1792024.08.13 16:40t/p450.101.284571.274821.2845751.372373.23
1802024.08.20 16:00sell460.101.302560.000000.00000
1812024.08.20 16:00modify460.101.302561.312561.28756
1822024.08.22 08:40s/l460.101.312561.312561.28756-100.932272.30
1832024.08.23 16:00sell470.101.319390.000000.00000
1842024.08.23 16:00modify470.101.319391.329391.30439
1852024.08.30 13:30sell480.101.313910.000000.00000
1862024.08.30 13:30modify480.101.313911.317891.30439
1872024.08.30 13:30modify470.101.319391.317891.30439
1882024.09.03 14:55sell490.101.309400.000000.00000
1892024.09.03 14:55modify490.101.309401.314141.30439
1902024.09.03 14:55modify480.101.313911.314141.30439
1912024.09.03 14:55modify470.101.319391.314141.30439
1922024.09.03 15:45sell500.101.310120.000000.00000
1932024.09.03 15:45modify500.101.310121.315641.30439
1942024.09.03 15:50modify500.101.310121.314141.30439
1952024.09.04 13:40s/l470.101.314141.314141.3043950.182322.47
1962024.09.04 13:40s/l480.101.314141.314141.30439-3.002319.48
1972024.09.04 13:40s/l490.101.314141.314141.30439-47.632271.84
1982024.09.04 13:40s/l500.101.314141.314141.30439-40.432231.41
1992024.09.09 12:00buy510.101.308970.000000.00000
2002024.09.09 12:00modify510.101.308971.298971.32397
2012024.09.13 00:30buy520.101.314470.000000.00000
2022024.09.13 00:30modify520.101.314471.310471.32397
2032024.09.13 00:30modify510.101.308971.310471.32397
2042024.09.16 08:30buy530.101.318940.000000.00000
2052024.09.16 08:30modify530.101.318941.314221.32397
2062024.09.16 08:30modify520.101.314471.314221.32397
2072024.09.16 08:30modify510.101.308971.314221.32397
2082024.09.17 15:25buy540.101.318210.000000.00000
2092024.09.17 15:25modify540.101.318211.312721.32397
2102024.09.17 15:30modify540.101.318211.314221.32397
2112024.09.18 13:20t/p510.101.323971.314221.32397149.722381.13
2122024.09.18 13:20t/p520.101.323971.314221.3239794.912476.04
2132024.09.18 13:20t/p530.101.323971.314221.3239750.242526.28
2142024.09.18 13:20t/p540.101.323971.314221.3239757.572583.85
2152024.09.19 12:00sell550.101.328510.000000.00000
2162024.09.19 12:00modify550.101.328511.338511.31351
2172024.09.19 14:00sell560.101.323250.000000.00000
2182024.09.19 14:00modify560.101.323251.327011.31351
2192024.09.19 14:00modify550.101.328511.327011.31351
2202024.09.19 15:30s/l550.101.327011.327011.3135115.002598.85
2212024.09.19 15:30s/l560.101.327011.327011.31351-37.602561.25
2222024.09.20 08:00sell570.101.331170.000000.00000
2232024.09.20 08:00modify570.101.331171.341171.31617
2242024.09.23 08:25sell580.101.325760.000000.00000
2252024.09.23 08:25modify580.101.325761.329671.31617
2262024.09.23 08:25modify570.101.331171.329671.31617
2272024.09.23 10:20s/l570.101.329671.329671.3161714.772576.01
2282024.09.23 10:20s/l580.101.329671.329671.31617-39.102536.91
2292024.09.26 16:00sell590.101.342810.000000.00000
2302024.09.26 16:00modify590.101.342811.352811.32781
2312024.09.27 05:40sell600.101.337470.000000.00000
2322024.09.27 05:40modify600.101.337471.341311.32781
2332024.09.27 05:40modify590.101.342811.341311.32781
2342024.09.27 12:30s/l590.101.341311.341311.3278114.772551.68
2352024.09.27 12:30s/l600.101.341311.341311.32781-38.402513.28
2362024.10.01 16:00buy610.101.328190.000000.00000
2372024.10.01 16:00modify610.101.328191.318191.34319
2382024.10.03 05:40s/l610.101.318191.318191.34319-100.122413.16
2392024.10.03 08:00buy620.101.315720.000000.00000
2402024.10.03 08:00modify620.101.315721.305721.33072
2412024.10.09 07:15s/l620.101.305721.305721.33072-100.122313.03
2422024.10.16 08:00buy630.101.300340.000000.00000
2432024.10.16 08:00modify630.101.300341.290341.31534
2442024.10.18 08:15buy640.101.305590.000000.00000
2452024.10.18 08:15modify640.101.305591.301841.31534
2462024.10.18 08:15modify630.101.300341.301841.31534
2472024.10.21 08:05s/l630.101.301841.301841.3153414.842327.88
2482024.10.21 08:05s/l640.101.301841.301841.31534-37.532290.35
2492024.10.31 16:00buy650.101.285800.000000.00000
2502024.10.31 16:00modify650.101.285801.275801.30080
2512024.11.01 08:30buy660.101.291270.000000.00000
2522024.11.01 08:30modify660.101.291271.287301.30080
2532024.11.01 08:30modify650.101.285801.287301.30080
2542024.11.01 12:30buy670.101.295600.000000.00000
2552024.11.01 12:30modify670.101.295601.291051.30080
2562024.11.01 12:30modify660.101.291271.291051.30080
2572024.11.01 12:30modify650.101.285801.291051.30080
2582024.11.04 18:45buy680.101.294800.000000.00000
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2602024.11.04 18:50modify680.101.294801.291051.30080
2612024.11.05 14:30t/p650.101.300801.291051.30080149.912440.25
2622024.11.05 14:30t/p660.101.300801.291051.3008095.242535.49
2632024.11.05 14:30t/p670.101.300801.291051.3008051.942587.43
2642024.11.05 14:30t/p680.101.300801.291051.3008059.972647.40
2652024.11.12 08:00buy690.101.281690.000000.00000
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2752024.11.22 08:00buy720.101.257490.000000.00000
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2792024.11.27 12:30modify720.101.257491.258991.27249
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2822024.11.27 13:40modify730.101.262751.261241.27249
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2842024.11.27 16:45buy750.101.267290.000000.00000
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2892024.11.29 06:40t/p720.101.272491.262741.27249149.782674.25
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