Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=9; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test7242Ticks modelled156600Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread30
Total net profit2408.61Gross profit3831.32Gross loss-1422.71
Profit factor2.69Expected payoff31.69
Absolute drawdown240.20Maximal drawdown405.77 (34.81%)Relative drawdown34.81% (405.77)
Total trades76Short positions (won %)40 (75.00%)Long positions (won %)36 (63.89%)
Profit trades (% of total)53 (69.74%)Loss trades (% of total)23 (30.26%)
Largestprofit trade149.84loss trade-111.39
Averageprofit trade72.29loss trade-61.86
Maximumconsecutive wins (profit in money)10 (744.35)consecutive losses (loss in money)2 (-222.56)
Maximalconsecutive profit (count of wins)744.35 (10)consecutive loss (count of losses)-222.56 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.23 16:00buy10.101.266820.000000.00000
22024.01.23 16:00modify10.101.266821.255821.28182
32024.01.24 09:27buy20.101.272920.000000.00000
42024.01.24 09:27modify20.101.272921.267571.28182
52024.01.24 09:27modify10.101.266821.267571.28182
62024.01.24 10:27buy30.101.276050.000000.00000
72024.01.24 10:27modify30.101.276051.270571.28182
82024.01.24 10:27modify20.101.272921.270571.28182
92024.01.24 10:27modify10.101.266821.270571.28182
102024.01.25 00:50s/l10.101.270571.270571.2818237.381037.38
112024.01.25 00:50s/l20.101.270571.270571.28182-23.591013.78
122024.01.25 00:50s/l30.101.270571.270571.28182-54.89958.89
132024.02.02 17:00buy40.101.262700.000000.00000
142024.02.02 17:00modify40.101.262701.251701.27770
152024.02.23 11:20buy50.101.268720.000000.00000
162024.02.23 11:20modify50.101.268721.263451.27770
172024.02.23 11:20modify40.101.262701.263451.27770
182024.02.28 08:50s/l40.101.263451.263451.277706.75965.64
192024.02.28 08:50s/l50.101.263451.263451.27770-52.79912.85
202024.03.05 16:00sell60.101.273180.000000.00000
212024.03.05 16:00modify60.101.273181.284181.25818
222024.03.08 10:50s/l60.101.284181.284181.25818-111.16801.69
232024.03.08 14:00sell70.101.286370.000000.00000
242024.03.08 14:00modify70.101.286371.297371.27137
252024.03.11 15:40sell80.101.280370.000000.00000
262024.03.11 15:40modify80.101.280371.285621.27137
272024.03.11 15:40modify70.101.286371.285621.27137
282024.03.12 12:59sell90.101.277130.000000.00000
292024.03.12 12:59modify90.101.277131.282621.27137
302024.03.12 12:59modify80.101.280371.282621.27137
312024.03.12 12:59modify70.101.286371.282621.27137
322024.03.14 15:10sell100.101.274070.000000.00000
332024.03.14 15:10modify100.101.274071.278121.27137
342024.03.14 15:10modify90.101.277131.278121.27137
352024.03.14 15:10modify80.101.280371.278121.27137
362024.03.14 15:10modify70.101.286371.278121.27137
372024.03.19 05:45t/p70.101.271371.278121.27137147.91949.60
382024.03.19 05:45t/p80.101.271371.278121.2713788.141037.74
392024.03.19 05:45t/p90.101.271371.278121.2713755.971093.71
402024.03.19 05:45t/p100.101.271371.278121.2713726.301120.02
412024.03.20 19:00sell110.101.277920.000000.00000
422024.03.20 19:00modify110.101.277921.288921.26292
432024.03.21 13:40sell120.101.271750.000000.00000
442024.03.21 13:40modify120.101.271751.277171.26292
452024.03.21 13:40modify110.101.277921.277171.26292
462024.03.21 15:10sell130.101.268710.000000.00000
472024.03.21 15:10modify130.101.268711.274171.26292
482024.03.21 15:10modify120.101.271751.274171.26292
492024.03.21 15:10modify110.101.277921.274171.26292
502024.03.21 15:37sell140.101.265820.000000.00000
512024.03.21 15:37modify140.101.265821.269671.26292
522024.03.21 15:37modify130.101.268711.269671.26292
532024.03.21 15:37modify120.101.271751.269671.26292
542024.03.21 15:37modify110.101.277921.269671.26292
552024.03.22 06:50t/p110.101.262921.269671.26292149.071269.09
562024.03.22 06:50t/p120.101.262921.269671.2629288.071357.15
572024.03.22 06:50t/p130.101.262921.269671.2629257.671414.82
582024.03.22 06:50t/p140.101.262921.269671.2629228.771443.59
592024.04.01 15:00buy150.101.256520.000000.00000
602024.04.01 15:00modify150.101.256521.245521.27152
612024.04.03 14:50buy160.101.262750.000000.00000
622024.04.03 14:50modify160.101.262751.257271.27152
632024.04.03 14:50modify150.101.256521.257271.27152
642024.04.03 18:15buy170.101.265610.000000.00000
652024.04.03 18:15modify170.101.265611.260271.27152
662024.04.03 18:15modify160.101.262751.260271.27152
672024.04.03 18:15modify150.101.256521.260271.27152
682024.04.04 13:37buy180.101.268630.000000.00000
692024.04.04 13:37modify180.101.268631.264771.27152
702024.04.04 13:37modify170.101.265611.264771.27152
712024.04.04 13:37modify160.101.262751.264771.27152
722024.04.04 13:37modify150.101.256521.264771.27152
732024.04.04 18:46s/l150.101.264771.264771.2715282.341525.93
742024.04.04 18:46s/l160.101.264771.264771.2715220.111546.04
752024.04.04 18:46s/l170.101.264771.264771.27152-8.491537.55
762024.04.04 18:46s/l180.101.264771.264771.27152-38.601498.95
772024.04.09 13:00sell190.101.269640.000000.00000
782024.04.09 13:00modify190.101.269641.280641.25464
792024.04.10 12:45sell200.101.263450.000000.00000
802024.04.10 12:45modify200.101.263451.268891.25464
812024.04.10 12:45modify190.101.269641.268891.25464
822024.04.10 12:55sell210.101.260470.000000.00000
832024.04.10 12:55modify210.101.260471.265891.25464
842024.04.10 12:55modify200.101.263451.265891.25464
852024.04.10 12:55modify190.101.269641.265891.25464
862024.04.10 13:45sell220.101.257520.000000.00000
872024.04.10 13:45modify220.101.257521.261391.25464
882024.04.10 13:45modify210.101.260471.261391.25464
892024.04.10 13:45modify200.101.263451.261391.25464
902024.04.10 13:45modify190.101.269641.261391.25464
912024.04.10 15:45t/p190.101.254641.261391.25464149.771648.72
922024.04.10 15:45t/p200.101.254641.261391.2546488.101736.82
932024.04.10 15:45t/p210.101.254641.261391.2546458.301795.12
942024.04.10 15:45t/p220.101.254641.261391.2546428.801823.92
952024.05.03 13:00sell230.101.260570.000000.00000
962024.05.03 13:00modify230.101.260571.271571.24557
972024.05.03 14:47sell240.101.254450.000000.00000
982024.05.03 14:47modify240.101.254451.259821.24557
992024.05.03 14:47modify230.101.260571.259821.24557
1002024.05.07 17:45sell250.101.251500.000000.00000
1012024.05.07 17:45modify250.101.251501.256821.24557
1022024.05.07 17:45modify240.101.254451.256821.24557
1032024.05.07 17:45modify230.101.260571.256821.24557
1042024.05.08 02:20sell260.101.248520.000000.00000
1052024.05.08 02:20modify260.101.248521.252321.24557
1062024.05.08 02:20modify250.101.251501.252321.24557
1072024.05.08 02:20modify240.101.254451.252321.24557
1082024.05.08 02:20modify230.101.260571.252321.24557
1092024.05.09 11:20t/p230.101.245571.252321.24557148.611972.52
1102024.05.09 11:20t/p240.101.245571.252321.2455787.412059.93
1112024.05.09 11:20t/p250.101.245571.252321.2455758.372118.30
1122024.05.09 11:20t/p260.101.245571.252321.2455728.802147.10
1132024.05.24 16:00sell270.101.274400.000000.00000
1142024.05.24 16:00modify270.101.274401.285401.25940
1152024.05.30 05:50sell280.101.268370.000000.00000
1162024.05.30 05:50modify280.101.268371.273651.25940
1172024.05.30 05:50modify270.101.274401.273651.25940
1182024.05.30 13:50s/l270.101.273651.273651.259406.112153.21
1192024.05.30 13:50s/l280.101.273651.273651.25940-52.802100.41
1202024.06.12 13:00sell290.101.285300.000000.00000
1212024.06.12 13:00modify290.101.285301.296301.27030
1222024.06.12 19:20sell300.101.279090.000000.00000
1232024.06.12 19:20modify300.101.279091.284551.27030
1242024.06.12 19:20modify290.101.285301.284551.27030
1252024.06.13 12:02sell310.101.276280.000000.00000
1262024.06.13 12:02modify310.101.276281.281551.27030
1272024.06.13 12:02modify300.101.279091.281551.27030
1282024.06.13 12:02modify290.101.285301.281551.27030
1292024.06.14 06:45sell320.101.273120.000000.00000
1302024.06.14 06:45modify320.101.273121.277051.27030
1312024.06.14 06:45modify310.101.276281.277051.27030
1322024.06.14 06:45modify300.101.279091.277051.27030
1332024.06.14 06:45modify290.101.285301.277051.27030
1342024.06.14 09:45t/p290.101.270301.277051.27030149.072249.48
1352024.06.14 09:45t/p300.101.270301.277051.2703086.972336.45
1362024.06.14 09:45t/p310.101.270301.277051.2703059.572396.02
1372024.06.14 09:45t/p320.101.270301.277051.2703028.202424.22
1382024.06.20 14:00buy330.101.267990.000000.00000
1392024.06.20 14:00modify330.101.267991.256991.28299
1402024.07.03 13:20buy340.101.274070.000000.00000
1412024.07.03 13:20modify340.101.274071.268741.28299
1422024.07.03 13:20modify330.101.267991.268741.28299
1432024.07.03 14:47buy350.101.277000.000000.00000
1442024.07.03 14:47modify350.101.277001.271741.28299
1452024.07.03 14:47modify340.101.274071.271741.28299
1462024.07.03 14:47modify330.101.267991.271741.28299
1472024.07.05 12:45buy360.101.280030.000000.00000
1482024.07.05 12:45modify360.101.280031.276241.28299
1492024.07.05 12:45modify350.101.277001.276241.28299
1502024.07.05 12:45modify340.101.274071.276241.28299
1512024.07.05 12:45modify330.101.267991.276241.28299
1522024.07.08 10:37t/p330.101.282991.276241.28299149.502573.72
1532024.07.08 10:37t/p340.101.282991.276241.2829989.042662.76
1542024.07.08 10:37t/p350.101.282991.276241.2829959.742722.51
1552024.07.08 10:37t/p360.101.282991.276241.2829929.572752.08
1562024.07.10 15:00sell370.101.282960.000000.00000
1572024.07.10 15:00modify370.101.282961.293961.26796
1582024.07.11 12:50s/l370.101.293961.293961.26796-110.702641.38
1592024.07.12 13:00sell380.101.296510.000000.00000
1602024.07.12 13:00modify380.101.296511.307511.28151
1612024.07.23 10:13sell390.101.290330.000000.00000
1622024.07.23 10:13modify390.101.290331.295761.28151
1632024.07.23 10:13modify380.101.296511.295761.28151
1642024.07.25 07:02sell400.101.287500.000000.00000
1652024.07.25 07:02modify400.101.287501.292761.28151
1662024.07.25 07:02modify390.101.290331.292761.28151
1672024.07.25 07:02modify380.101.296511.292761.28151
1682024.07.29 07:20sell410.101.284480.000000.00000
1692024.07.29 07:20modify410.101.284481.288261.28151
1702024.07.29 07:20modify400.101.287501.288261.28151
1712024.07.29 07:20modify390.101.290331.288261.28151
1722024.07.29 07:20modify380.101.296511.288261.28151
1732024.07.29 08:16t/p380.101.281511.288261.28151146.522787.90
1742024.07.29 08:16t/p390.101.281511.288261.2815186.812874.70
1752024.07.29 08:16t/p400.101.281511.288261.2815159.442934.14
1762024.07.29 08:16t/p410.101.281511.288261.2815129.702963.84
1772024.08.02 14:00sell420.101.283090.000000.00000
1782024.08.02 14:00modify420.101.283091.294091.26809
1792024.08.05 06:05sell430.101.273940.000000.00000
1802024.08.05 06:05modify430.101.273941.279341.26809
1812024.08.05 06:05modify420.101.283091.279341.26809
1822024.08.05 06:20sell440.101.270980.000000.00000
1832024.08.05 06:20modify440.101.270981.274841.26809
1842024.08.05 06:20modify430.101.273941.274841.26809
1852024.08.05 06:20modify420.101.283091.274841.26809
1862024.08.05 06:45s/l420.101.274841.274841.2680982.273046.11
1872024.08.05 06:45s/l430.101.274841.274841.26809-9.003037.11
1882024.08.05 06:45s/l440.101.274841.274841.26809-38.602998.51
1892024.08.06 13:00buy450.101.268210.000000.00000
1902024.08.06 13:00modify450.101.268211.257211.28321
1912024.08.08 15:53buy460.101.274370.000000.00000
1922024.08.08 15:53modify460.101.274371.268961.28321
1932024.08.08 15:53modify450.101.268211.268961.28321
1942024.08.09 06:45buy470.101.277210.000000.00000
1952024.08.09 06:45modify470.101.277211.271961.28321
1962024.08.09 06:45modify460.101.274371.271961.28321
1972024.08.09 06:45modify450.101.268211.271961.28321
1982024.08.13 06:10buy480.101.280400.000000.00000
1992024.08.13 06:10modify480.101.280401.276461.28321
2002024.08.13 06:10modify470.101.277211.276461.28321
2012024.08.13 06:10modify460.101.274371.276461.28321
2022024.08.13 06:10modify450.101.268211.276461.28321
2032024.08.13 14:50t/p450.101.283211.276461.28321149.783148.29
2042024.08.13 14:50t/p460.101.283211.276461.2832188.313236.59
2052024.08.13 14:50t/p470.101.283211.276461.2832159.943296.53
2062024.08.13 14:50t/p480.101.283211.276461.2832128.103324.63
2072024.08.13 17:00sell490.101.284490.000000.00000
2082024.08.13 17:00modify490.101.284491.295491.26949
2092024.08.19 00:37s/l490.101.295491.295491.26949-111.393213.24
2102024.08.20 13:00sell500.101.302680.000000.00000
2112024.08.20 13:00modify500.101.302681.313681.28768
2122024.08.23 09:20s/l500.101.313681.313681.28768-111.163102.08
2132024.08.23 15:00sell510.101.318800.000000.00000
2142024.08.23 15:00modify510.101.318801.329801.30380
2152024.08.30 15:50sell520.101.312520.000000.00000
2162024.08.30 15:50modify520.101.312521.318051.30380
2172024.08.30 15:50modify510.101.318801.318051.30380
2182024.09.03 14:42sell530.101.309660.000000.00000
2192024.09.03 14:42modify530.101.309661.315051.30380
2202024.09.03 14:42modify520.101.312521.315051.30380
2212024.09.03 14:42modify510.101.318801.315051.30380
2222024.09.04 14:10s/l510.101.315051.315051.3038035.183137.25
2232024.09.04 14:10s/l520.101.315051.315051.30380-26.003111.26
2242024.09.04 14:10s/l530.101.315051.315051.30380-54.133057.12
2252024.09.11 15:00buy540.101.301750.000000.00000
2262024.09.11 15:00modify540.101.301751.290751.31675
2272024.09.12 14:45buy550.101.308040.000000.00000
2282024.09.12 14:45modify550.101.308041.302501.31675
2292024.09.12 14:45modify540.101.301751.302501.31675
2302024.09.12 18:20buy560.101.311020.000000.00000
2312024.09.12 18:20modify560.101.311021.305501.31675
2322024.09.12 18:20modify550.101.308041.305501.31675
2332024.09.12 18:20modify540.101.301751.305501.31675
2342024.09.13 00:10buy570.101.313960.000000.00000
2352024.09.13 00:10modify570.101.313961.310001.31675
2362024.09.13 00:10modify560.101.311021.310001.31675
2372024.09.13 00:10modify550.101.308041.310001.31675
2382024.09.13 00:10modify540.101.301751.310001.31675
2392024.09.16 06:50t/p540.101.316751.310001.31675149.843206.97
2402024.09.16 06:50t/p550.101.316751.310001.3167587.043294.01
2412024.09.16 06:50t/p560.101.316751.310001.3167557.243351.24
2422024.09.16 06:50t/p570.101.316751.310001.3167527.873379.11
2432024.09.26 16:00sell580.101.342810.000000.00000
2442024.09.26 16:00modify580.101.342811.353811.32781
2452024.09.27 07:20sell590.101.336690.000000.00000
2462024.09.27 07:20modify590.101.336691.342061.32781
2472024.09.27 07:20modify580.101.342811.342061.32781
2482024.09.27 12:50s/l580.101.342061.342061.327817.273386.38
2492024.09.27 12:50s/l590.101.342061.342061.32781-53.703332.68
2502024.10.01 14:00buy600.101.330620.000000.00000
2512024.10.01 14:00modify600.101.330621.319621.34562
2522024.10.03 05:20s/l600.101.319621.319621.34562-110.123222.56
2532024.10.23 18:00buy610.101.291580.000000.00000
2542024.10.23 18:00modify610.101.291581.280581.30658
2552024.10.24 10:45buy620.101.297580.000000.00000
2562024.10.24 10:45modify620.101.297581.292331.30658
2572024.10.24 10:45modify610.101.291581.292331.30658
2582024.10.29 14:16buy630.101.300700.000000.00000
2592024.10.29 14:16modify630.101.300701.295331.30658
2602024.10.29 14:16modify620.101.297581.295331.30658
2612024.10.29 14:16modify610.101.291581.295331.30658
2622024.10.30 12:20s/l610.101.295331.295331.3065837.283259.84
2632024.10.30 12:20s/l620.101.295331.295331.30658-22.623237.21
2642024.10.30 12:20s/l630.101.295331.295331.30658-53.733183.48
2652024.10.31 16:00buy640.101.285800.000000.00000
2662024.10.31 16:00modify640.101.285801.274801.30080
2672024.11.01 08:20buy650.101.292090.000000.00000
2682024.11.01 08:20modify650.101.292091.286551.30080
2692024.11.01 08:20modify640.101.285801.286551.30080
2702024.11.01 13:05buy660.101.294940.000000.00000
2712024.11.01 13:05modify660.101.294941.289551.30080
2722024.11.01 13:05modify650.101.292091.289551.30080
2732024.11.01 13:05modify640.101.285801.289551.30080
2742024.11.01 13:55buy670.101.298050.000000.00000
2752024.11.01 13:55modify670.101.298051.294051.30080
2762024.11.01 13:55modify660.101.294941.294051.30080
2772024.11.01 13:55modify650.101.292091.294051.30080
2782024.11.01 13:55modify640.101.285801.294051.30080
2792024.11.01 17:40s/l640.101.294051.294051.3008082.473265.95
2802024.11.01 17:40s/l650.101.294051.294051.3008019.603285.55
2812024.11.01 17:40s/l660.101.294051.294051.30080-8.903276.65
2822024.11.01 17:40s/l670.101.294051.294051.30080-40.003236.65
2832024.11.05 18:00sell680.101.303320.000000.00000
2842024.11.05 18:00modify680.101.303321.314321.28832
2852024.11.06 03:05sell690.101.291170.000000.00000
2862024.11.06 03:05modify690.101.291171.295071.28832
2872024.11.06 03:05modify680.101.303321.295071.28832
2882024.11.06 03:45t/p680.101.288321.295071.28832149.773386.42
2892024.11.06 03:45t/p690.101.288321.295071.2883228.503414.92
2902024.11.08 17:00buy700.101.290500.000000.00000
2912024.11.08 17:00modify700.101.290501.279501.30550
2922024.11.12 08:37s/l700.101.279501.279501.30550-110.063304.86
2932024.11.12 15:00buy710.101.279290.000000.00000
2942024.11.12 15:00modify710.101.279291.268291.29429
2952024.11.14 02:50s/l710.101.268291.268291.29429-110.123194.73
2962024.11.21 17:00buy720.101.258840.000000.00000
2972024.11.21 17:00modify720.101.258841.247841.27384
2982024.11.27 14:57buy730.101.265010.000000.00000
2992024.11.27 14:57modify730.101.265011.259591.27384
3002024.11.27 14:57modify720.101.258841.259591.27384
3012024.11.27 15:59buy740.101.267970.000000.00000
3022024.11.27 15:59modify740.101.267971.262591.27384
3032024.11.27 15:59modify730.101.265011.262591.27384
3042024.11.27 15:59modify720.101.258841.262591.27384
3052024.11.29 01:15buy750.101.271090.000000.00000
3062024.11.29 01:15modify750.101.271091.267091.27384
3072024.11.29 01:15modify740.101.267971.267091.27384
3082024.11.29 01:15modify730.101.265011.267091.27384
3092024.11.29 01:15modify720.101.258841.267091.27384
3102024.11.29 07:15t/p720.101.273841.267091.27384149.753344.48
3112024.11.29 07:15t/p730.101.273841.267091.2738488.183432.66
3122024.11.29 07:15t/p740.101.273841.267091.2738458.583491.24
3132024.11.29 07:15t/p750.101.273841.267091.2738427.503518.74
3142024.12.12 16:00buy760.101.269210.000000.00000
3152024.12.12 16:00modify760.101.269211.258211.28421
3162024.12.18 20:15s/l760.101.258211.258211.28421-110.123408.61