Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
ModelEvery tick (the most precise method based on all available least timeframes)
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=110; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test6499Ticks modelled21985974Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit2762.96Gross profit4597.46Gross loss-1834.50
Profit factor2.51Expected payoff17.27
Absolute drawdown189.00Maximal drawdown606.30 (5.65%)Relative drawdown5.65% (606.30)
Total trades160Short positions (won %)63 (63.49%)Long positions (won %)97 (48.45%)
Profit trades (% of total)87 (54.37%)Loss trades (% of total)73 (45.62%)
Largestprofit trade109.87loss trade-111.99
Averageprofit trade52.84loss trade-25.13
Maximumconsecutive wins (profit in money)9 (600.48)consecutive losses (loss in money)4 (-255.47)
Maximalconsecutive profit (count of wins)600.48 (9)consecutive loss (count of losses)-261.03 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.07 12:00sell10.101.276120.000000.00000
22023.07.07 12:00modify10.101.276121.287121.26512
32023.07.11 00:26s/l10.101.287121.287121.26512-110.279889.73
42023.07.13 11:00sell20.101.306650.000000.00000
52023.07.13 11:00modify20.101.306651.317651.29565
62023.07.19 02:05sell30.101.302250.000000.00000
72023.07.19 02:05modify30.101.302251.306101.29565
82023.07.19 02:05modify20.101.306651.306101.29565
92023.07.19 06:00sell40.101.301140.000000.00000
102023.07.19 06:00modify40.101.301141.303351.29565
112023.07.19 06:00modify30.101.302251.303351.29565
122023.07.19 06:00modify20.101.306651.303351.29565
132023.07.19 06:00sell50.101.300580.000000.00000
142023.07.19 06:00modify50.101.300581.302251.29565
152023.07.19 06:00modify40.101.301141.302251.29565
162023.07.19 06:00modify30.101.302251.302251.29565
172023.07.19 06:00modify20.101.306651.302251.29565
182023.07.19 06:10t/p20.101.295651.302251.29565109.479999.20
192023.07.19 06:10t/p30.101.295651.302251.2956566.0010065.20
202023.07.19 06:10t/p40.101.295651.302251.2956554.9010120.10
212023.07.19 06:10t/p50.101.295651.302251.2956549.3010169.40
222023.07.20 14:00buy60.101.287700.000000.00000
232023.07.20 14:00modify60.101.287701.276701.29870
242023.07.26 10:04buy70.101.292130.000000.00000
252023.07.26 10:04modify70.101.292131.288251.29870
262023.07.26 10:04modify60.101.287701.288251.29870
272023.07.26 15:16buy80.101.293220.000000.00000
282023.07.26 15:16modify80.101.293221.291001.29870
292023.07.26 15:16modify70.101.292131.291001.29870
302023.07.26 15:16modify60.101.287701.291001.29870
312023.07.26 15:16buy90.101.293760.000000.00000
322023.07.26 15:16modify90.101.293761.292101.29870
332023.07.26 15:16modify80.101.293221.292101.29870
342023.07.26 15:16modify70.101.292131.292101.29870
352023.07.26 15:16modify60.101.287701.292101.29870
362023.07.26 16:26s/l60.101.292101.292101.2987043.2810212.69
372023.07.26 16:26s/l70.101.292101.292101.29870-0.3010212.39
382023.07.26 16:26s/l80.101.292101.292101.29870-11.2010201.19
392023.07.26 16:26s/l90.101.292101.292101.29870-16.6010184.59
402023.07.28 13:00sell100.101.286890.000000.00000
412023.07.28 13:00modify100.101.286891.297891.27589
422023.08.01 01:37sell110.101.282470.000000.00000
432023.08.01 01:37modify110.101.282471.286341.27589
442023.08.01 01:37modify100.101.286891.286341.27589
452023.08.01 08:33sell120.101.281330.000000.00000
462023.08.01 08:33modify120.101.281331.283591.27589
472023.08.01 08:33modify110.101.282471.283591.27589
482023.08.01 08:33modify100.101.286891.283591.27589
492023.08.01 10:29sell130.101.280830.000000.00000
502023.08.01 10:29modify130.101.280831.282491.27589
512023.08.01 10:29modify120.101.281331.282491.27589
522023.08.01 10:29modify110.101.282471.282491.27589
532023.08.01 10:29modify100.101.286891.282491.27589
542023.08.01 12:54t/p100.101.275891.282491.27589109.7310294.32
552023.08.01 12:54t/p110.101.275891.282491.2758965.8010360.12
562023.08.01 12:54t/p120.101.275891.282491.2758954.4010414.52
572023.08.01 12:54t/p130.101.275891.282491.2758949.4010463.92
582023.08.08 13:00buy140.101.270020.000000.00000
592023.08.08 13:00modify140.101.270021.259021.28102
602023.08.08 16:32buy150.101.274470.000000.00000
612023.08.08 16:32modify150.101.274471.270571.28102
622023.08.08 16:32modify140.101.270021.270571.28102
632023.08.09 01:35buy160.101.275520.000000.00000
642023.08.09 01:35modify160.101.275521.273321.28102
652023.08.09 01:35modify150.101.274471.273321.28102
662023.08.09 01:35modify140.101.270021.273321.28102
672023.08.09 03:02buy170.101.276070.000000.00000
682023.08.09 03:02modify170.101.276071.274421.28102
692023.08.09 03:02modify160.101.275521.274421.28102
702023.08.09 03:02modify150.101.274471.274421.28102
712023.08.09 03:02modify140.101.270021.274421.28102
722023.08.09 09:21s/l140.101.274421.274421.2810243.8210507.74
732023.08.09 09:21s/l150.101.274421.274421.28102-0.6810507.06
742023.08.09 09:21s/l160.101.274421.274421.28102-11.0010496.06
752023.08.09 09:21s/l170.101.274421.274421.28102-16.5010479.56
762023.08.18 08:00buy180.101.271670.000000.00000
772023.08.18 08:00modify180.101.271671.260671.28267
782023.08.21 11:19buy190.101.276100.000000.00000
792023.08.21 11:19modify190.101.276101.272221.28267
802023.08.21 11:19modify180.101.271671.272221.28267
812023.08.22 01:26buy200.101.277180.000000.00000
822023.08.22 01:26modify200.101.277181.274971.28267
832023.08.22 01:26modify190.101.276101.274971.28267
842023.08.22 01:26modify180.101.271671.274971.28267
852023.08.22 03:10buy210.101.277720.000000.00000
862023.08.22 03:10modify210.101.277721.276071.28267
872023.08.22 03:10modify200.101.277181.276071.28267
882023.08.22 03:10modify190.101.276101.276071.28267
892023.08.22 03:10modify180.101.271671.276071.28267
902023.08.22 11:02s/l180.101.276071.276071.2826743.6410523.20
912023.08.22 11:02s/l190.101.276071.276071.28267-0.4810522.73
922023.08.22 11:02s/l200.101.276071.276071.28267-11.1010511.63
932023.08.22 11:02s/l210.101.276071.276071.28267-16.5010495.13
942023.08.23 13:00buy220.101.263340.000000.00000
952023.08.23 13:00modify220.101.263341.252341.27434
962023.08.23 13:45buy230.101.267760.000000.00000
972023.08.23 13:45modify230.101.267761.263891.27434
982023.08.23 13:45modify220.101.263341.263891.27434
992023.08.23 14:19buy240.101.268850.000000.00000
1002023.08.23 14:19modify240.101.268851.266641.27434
1012023.08.23 14:19modify230.101.267761.266641.27434
1022023.08.23 14:19modify220.101.263341.266641.27434
1032023.08.23 14:22buy250.101.269400.000000.00000
1042023.08.23 14:22modify250.101.269401.267741.27434
1052023.08.23 14:22modify240.101.268851.267741.27434
1062023.08.23 14:22modify230.101.267761.267741.27434
1072023.08.23 14:22modify220.101.263341.267741.27434
1082023.08.24 09:36s/l220.101.267741.267741.2743443.4610538.59
1092023.08.24 09:36s/l230.101.267741.267741.27434-0.7410537.85
1102023.08.24 09:36s/l240.101.267741.267741.27434-11.6410526.21
1112023.08.24 09:36s/l250.101.267741.267741.27434-17.1410509.08
1122023.08.29 14:00buy260.101.257830.000000.00000
1132023.08.29 14:00modify260.101.257831.246831.26883
1142023.08.29 14:02buy270.101.262250.000000.00000
1152023.08.29 14:02modify270.101.262251.258381.26883
1162023.08.29 14:02modify260.101.257831.258381.26883
1172023.08.29 14:05buy280.101.263360.000000.00000
1182023.08.29 14:05modify280.101.263361.261131.26883
1192023.08.29 14:05modify270.101.262251.261131.26883
1202023.08.29 14:05modify260.101.257831.261131.26883
1212023.08.29 14:12s/l260.101.261131.261131.2688333.0010542.08
1222023.08.29 14:12s/l270.101.261131.261131.26883-11.2010530.88
1232023.08.29 14:12s/l280.101.261131.261131.26883-22.3010508.58
1242023.08.31 12:00buy290.101.268350.000000.00000
1252023.08.31 12:00modify290.101.268351.257351.27935
1262023.09.05 07:30s/l290.101.257351.257351.27935-110.5410398.04
1272023.09.12 10:00buy300.101.247280.000000.00000
1282023.09.12 10:00modify300.101.247281.236281.25828
1292023.09.20 06:00s/l300.101.236281.236281.25828-111.4310286.61
1302023.09.26 08:00buy310.101.217560.000000.00000
1312023.09.26 08:00modify310.101.217561.206561.22856
1322023.09.28 12:31buy320.101.222000.000000.00000
1332023.09.28 12:31modify320.101.222001.218111.22856
1342023.09.28 12:31modify310.101.217561.218111.22856
1352023.09.28 12:46s/l310.101.218111.218111.228564.7810291.39
1362023.09.28 12:46s/l320.101.218111.218111.22856-38.9010252.49
1372023.09.29 08:00sell330.101.224280.000000.00000
1382023.09.29 08:00modify330.101.224281.235281.21328
1392023.09.29 14:06sell340.101.219880.000000.00000
1402023.09.29 14:06modify340.101.219881.223731.21328
1412023.09.29 14:06modify330.101.224281.223731.21328
1422023.09.29 14:19sell350.101.218680.000000.00000
1432023.09.29 14:19modify350.101.218681.220981.21328
1442023.09.29 14:19modify340.101.219881.220981.21328
1452023.09.29 14:19modify330.101.224281.220981.21328
1462023.09.29 14:20sell360.101.218220.000000.00000
1472023.09.29 14:20modify360.101.218221.219881.21328
1482023.09.29 14:20modify350.101.218681.219881.21328
1492023.09.29 14:20modify340.101.219881.219881.21328
1502023.09.29 14:20modify330.101.224281.219881.21328
1512023.09.29 14:40s/l330.101.219881.219881.2132844.0010296.49
1522023.09.29 14:40s/l340.101.219881.219881.213280.0010296.49
1532023.09.29 14:40s/l350.101.219881.219881.21328-12.0010284.49
1542023.09.29 14:40s/l360.101.219881.219881.21328-16.6010267.89
1552023.10.02 22:00buy370.101.208970.000000.00000
1562023.10.02 22:00modify370.101.208971.197971.21997
1572023.10.04 09:14buy380.101.213390.000000.00000
1582023.10.04 09:14modify380.101.213391.209521.21997
1592023.10.04 09:14modify370.101.208971.209521.21997
1602023.10.04 12:15buy390.101.214500.000000.00000
1612023.10.04 12:15modify390.101.214501.212271.21997
1622023.10.04 12:15modify380.101.213391.212271.21997
1632023.10.04 12:15modify370.101.208971.212271.21997
1642023.10.04 12:15buy400.101.215020.000000.00000
1652023.10.04 12:15modify400.101.215021.213371.21997
1662023.10.04 12:15modify390.101.214501.213371.21997
1672023.10.04 12:15modify380.101.213391.213371.21997
1682023.10.04 12:15modify370.101.208971.213371.21997
1692023.10.04 14:02s/l370.101.213371.213371.2199743.6410311.53
1702023.10.04 14:02s/l380.101.213371.213371.21997-0.2010311.33
1712023.10.04 14:02s/l390.101.213371.213371.21997-11.3010300.03
1722023.10.04 14:02s/l400.101.213371.213371.21997-16.5010283.53
1732023.10.05 10:00buy410.101.212620.000000.00000
1742023.10.05 10:00modify410.101.212621.201621.22362
1752023.10.05 15:12buy420.101.217020.000000.00000
1762023.10.05 15:12modify420.101.217021.213171.22362
1772023.10.05 15:12modify410.101.212621.213171.22362
1782023.10.05 16:21buy430.101.218150.000000.00000
1792023.10.05 16:21modify430.101.218151.215921.22362
1802023.10.05 16:21modify420.101.217021.215921.22362
1812023.10.05 16:21modify410.101.212621.215921.22362
1822023.10.05 16:21buy440.101.218670.000000.00000
1832023.10.05 16:21modify440.101.218671.217021.22362
1842023.10.05 16:21modify430.101.218151.217021.22362
1852023.10.05 16:21modify420.101.217021.217021.22362
1862023.10.05 16:21modify410.101.212621.217021.22362
1872023.10.05 17:09s/l410.101.217021.217021.2236244.0010327.53
1882023.10.05 17:09s/l420.101.217021.217021.223620.0010327.53
1892023.10.05 17:09s/l430.101.217021.217021.22362-11.3010316.23
1902023.10.05 17:09s/l440.101.217021.217021.22362-16.5010299.73
1912023.10.06 12:00sell450.101.221190.000000.00000
1922023.10.06 12:00modify450.101.221191.232191.21019
1932023.10.06 12:30sell460.101.216750.000000.00000
1942023.10.06 12:30modify460.101.216751.220641.21019
1952023.10.06 12:30modify450.101.221191.220641.21019
1962023.10.06 12:30sell470.101.215690.000000.00000
1972023.10.06 12:30modify470.101.215691.217891.21019
1982023.10.06 12:30modify460.101.216751.217891.21019
1992023.10.06 12:30modify450.101.221191.217891.21019
2002023.10.06 12:32sell480.101.215110.000000.00000
2012023.10.06 12:32modify480.101.215111.216791.21019
2022023.10.06 12:32modify470.101.215691.216791.21019
2032023.10.06 12:32modify460.101.216751.216791.21019
2042023.10.06 12:32modify450.101.221191.216791.21019
2052023.10.06 13:24s/l450.101.216791.216791.2101944.0010343.73
2062023.10.06 13:24s/l460.101.216791.216791.21019-0.4010343.33
2072023.10.06 13:24s/l470.101.216791.216791.21019-11.0010332.33
2082023.10.06 13:24s/l480.101.216791.216791.21019-16.8010315.53
2092023.10.12 09:00buy490.101.229870.000000.00000
2102023.10.12 09:00modify490.101.229871.218871.24087
2112023.10.12 17:04s/l490.101.218871.218871.24087-110.0010205.53
2122023.10.12 20:00buy500.101.217820.000000.00000
2132023.10.12 20:00modify500.101.217821.206821.22882
2142023.10.13 07:40buy510.101.222230.000000.00000
2152023.10.13 07:40modify510.101.222231.218371.22882
2162023.10.13 07:40modify500.101.217821.218371.22882
2172023.10.13 10:13s/l500.101.218371.218371.228825.3210210.86
2182023.10.13 10:13s/l510.101.218371.218371.22882-38.6010172.26
2192023.10.13 17:00buy520.101.213970.000000.00000
2202023.10.13 17:00modify520.101.213971.202971.22497
2212023.10.16 12:00buy530.101.218370.000000.00000
2222023.10.16 12:00modify530.101.218371.214521.22497
2232023.10.16 12:00modify520.101.213971.214521.22497
2242023.10.16 14:47buy540.101.219480.000000.00000
2252023.10.16 14:47modify540.101.219481.217271.22497
2262023.10.16 14:47modify530.101.218371.217271.22497
2272023.10.16 14:47modify520.101.213971.217271.22497
2282023.10.16 15:14buy550.101.220030.000000.00000
2292023.10.16 15:14modify550.101.220031.218371.22497
2302023.10.16 15:14modify540.101.219481.218371.22497
2312023.10.16 15:14modify530.101.218371.218371.22497
2322023.10.16 15:14modify520.101.213971.218371.22497
2332023.10.17 06:00s/l520.101.218371.218371.2249743.6410215.90
2342023.10.17 06:00s/l530.101.218371.218371.22497-0.1810215.72
2352023.10.17 06:00s/l540.101.218371.218371.22497-11.2810204.44
2362023.10.17 06:00s/l550.101.218371.218371.22497-16.7810187.66
2372023.10.18 16:00buy560.101.215110.000000.00000
2382023.10.18 16:00modify560.101.215111.204111.22611
2392023.10.23 14:12buy570.101.219520.000000.00000
2402023.10.23 14:12modify570.101.219521.215661.22611
2412023.10.23 14:12modify560.101.215111.215661.22611
2422023.10.23 14:20buy580.101.220660.000000.00000
2432023.10.23 14:20modify580.101.220661.218411.22611
2442023.10.23 14:20modify570.101.219521.218411.22611
2452023.10.23 14:20modify560.101.215111.218411.22611
2462023.10.23 14:23buy590.101.221180.000000.00000
2472023.10.23 14:23modify590.101.221181.219511.22611
2482023.10.23 14:23modify580.101.220661.219511.22611
2492023.10.23 14:23modify570.101.219521.219511.22611
2502023.10.23 14:23modify560.101.215111.219511.22611
2512023.10.24 01:02t/p560.101.226111.219511.22611108.9310296.59
2522023.10.24 01:02t/p570.101.226111.219511.2261165.7210362.31
2532023.10.24 01:02t/p580.101.226111.219511.2261154.3210416.63
2542023.10.24 01:02t/p590.101.226111.219511.2261149.1210465.75
2552023.10.24 05:00sell600.101.226470.000000.00000
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