Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2023.07.02 20:00 - 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=0; 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 test1902Ticks modelled21985974Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread30
Total net profit823.44Gross profit2268.27Gross loss-1444.83
Profit factor1.57Expected payoff10.42
Absolute drawdown285.52Maximal drawdown527.98 (4.66%)Relative drawdown4.66% (527.98)
Total trades79Short positions (won %)48 (54.17%)Long positions (won %)31 (25.81%)
Profit trades (% of total)34 (43.04%)Loss trades (% of total)45 (56.96%)
Largestprofit trade149.87loss trade-61.25
Averageprofit trade66.71loss trade-32.11
Maximumconsecutive wins (profit in money)9 (762.11)consecutive losses (loss in money)5 (-149.87)
Maximalconsecutive profit (count of wins)762.11 (9)consecutive loss (count of losses)-172.78 (4)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.07 20:00sell10.101.282990.000000.00000
22023.07.07 20:00modify10.101.282991.288991.26799
32023.07.10 12:29sell20.101.276210.000000.00000
42023.07.10 12:29modify20.101.276211.278491.26799
52023.07.10 12:29modify10.101.282991.278491.26799
62023.07.10 12:42sell30.101.275490.000000.00000
72023.07.10 12:42modify30.101.275491.277741.26799
82023.07.10 12:42modify30.101.275491.278491.26799
92023.07.10 13:32s/l10.101.278491.278491.2679944.8710044.87
102023.07.10 13:32s/l20.101.278491.278491.26799-22.8010022.07
112023.07.10 13:32s/l30.101.278491.278491.26799-30.009992.07
122023.07.14 00:00sell40.101.312780.000000.00000
132023.07.14 00:00modify40.101.312781.318781.29778
142023.07.17 12:43sell50.101.306030.000000.00000
152023.07.17 12:43modify50.101.306031.308281.29778
162023.07.17 12:43modify40.101.312781.308281.29778
172023.07.17 13:35sell60.101.305180.000000.00000
182023.07.17 13:35modify60.101.305181.307531.29778
192023.07.17 13:35modify60.101.305181.308281.29778
202023.07.17 14:04s/l40.101.308281.308281.2977844.8710036.93
212023.07.17 14:04s/l50.101.308281.308281.29778-22.5010014.43
222023.07.17 14:04s/l60.101.308281.308281.29778-31.009983.43
232023.07.28 00:00buy70.101.279580.000000.00000
242023.07.28 00:00modify70.101.279581.273581.29458
252023.07.28 11:06buy80.101.286330.000000.00000
262023.07.28 11:06modify80.101.286331.284081.29458
272023.07.28 11:06modify70.101.279581.284081.29458
282023.07.28 11:12buy90.101.287100.000000.00000
292023.07.28 11:12modify90.101.287101.284831.29458
302023.07.28 11:12modify90.101.287101.284081.29458
312023.07.28 13:37s/l70.101.284081.284081.2945845.0010028.43
322023.07.28 13:37s/l80.101.284081.284081.29458-22.5010005.93
332023.07.28 13:37s/l90.101.284081.284081.29458-30.209975.73
342023.08.25 08:00buy100.101.257790.000000.00000
352023.08.25 08:00modify100.101.257791.251791.27279
362023.08.25 14:04buy110.101.264550.000000.00000
372023.08.25 14:04modify110.101.264551.262291.27279
382023.08.25 14:04modify100.101.257791.262291.27279
392023.08.25 14:04buy120.101.265300.000000.00000
402023.08.25 14:04modify120.101.265301.263041.27279
412023.08.25 14:04modify120.101.265301.262291.27279
422023.08.25 14:06s/l100.101.262291.262291.2727945.0010020.73
432023.08.25 14:06s/l110.101.262291.262291.27279-22.609998.13
442023.08.25 14:06s/l120.101.262291.262291.27279-30.109968.03
452023.08.30 20:00sell130.101.271700.000000.00000
462023.08.30 20:00modify130.101.271701.277701.25670
472023.09.01 06:22sell140.101.264950.000000.00000
482023.09.01 06:22modify140.101.264951.267201.25670
492023.09.01 06:22modify130.101.271701.267201.25670
502023.09.01 06:30sell150.101.264190.000000.00000
512023.09.01 06:30modify150.101.264191.266451.25670
522023.09.01 06:30modify150.101.264191.267201.25670
532023.09.01 07:09s/l130.101.267201.267201.2567044.4710012.50
542023.09.01 07:09s/l140.101.267201.267201.25670-22.509990.00
552023.09.01 07:09s/l150.101.267201.267201.25670-30.109959.90
562023.09.22 16:00buy160.101.225770.000000.00000
572023.09.22 16:00modify160.101.225771.219771.24077
582023.09.25 14:26s/l160.101.219771.219771.24077-60.189899.72
592023.09.26 00:00buy170.101.221540.000000.00000
602023.09.26 00:00modify170.101.221541.215541.23654
612023.09.26 18:20s/l170.101.215541.215541.23654-60.009839.72
622023.10.03 08:00buy180.101.208590.000000.00000
632023.10.03 08:00modify180.101.208591.202591.22359
642023.10.04 12:15buy190.101.215400.000000.00000
652023.10.04 12:15modify190.101.215401.213091.22359
662023.10.04 12:15modify180.101.208591.213091.22359
672023.10.04 12:17buy200.101.216130.000000.00000
682023.10.04 12:17modify200.101.216131.213841.22359
692023.10.04 12:17modify200.101.216131.213091.22359
702023.10.04 14:02s/l180.101.213091.213091.2235944.829884.54
712023.10.04 14:02s/l190.101.213091.213091.22359-23.109861.44
722023.10.04 14:02s/l200.101.213091.213091.22359-30.409831.04
732023.10.04 20:00sell210.101.215010.000000.00000
742023.10.04 20:00modify210.101.215011.221011.20001
752023.10.06 09:10s/l210.101.221011.221011.20001-60.539770.51
762023.10.10 20:00sell220.101.228420.000000.00000
772023.10.10 20:00modify220.101.228421.234421.21342
782023.10.12 14:53sell230.101.221660.000000.00000
792023.10.12 14:53modify230.101.221661.223921.21342
802023.10.12 14:53modify220.101.228421.223921.21342
812023.10.12 15:26sell240.101.220910.000000.00000
822023.10.12 15:26modify240.101.220911.223171.21342
832023.10.12 15:26modify240.101.220911.223921.21342
842023.10.12 17:08sell250.101.218660.000000.00000
852023.10.12 17:08modify250.101.218661.223171.21342
862023.10.12 17:08modify230.101.221661.223171.21342
872023.10.12 17:08modify240.101.220911.223171.21342
882023.10.12 17:08modify220.101.228421.223171.21342
892023.10.13 15:53t/p220.101.213421.223171.21342149.349919.85
902023.10.13 15:53t/p230.101.213421.223171.2134282.2710002.12
912023.10.13 15:53t/p240.101.213421.223171.2134274.7710076.88
922023.10.13 15:53t/p250.101.213421.223171.2134252.2710129.15
932023.10.19 12:00buy260.101.212380.000000.00000
942023.10.19 12:00modify260.101.212381.206381.22738
952023.10.19 16:03buy270.101.219180.000000.00000
962023.10.19 16:03modify270.101.219181.216881.22738
972023.10.19 16:03modify260.101.212381.216881.22738
982023.10.19 16:09s/l260.101.216881.216881.2273845.0010174.15
992023.10.19 16:09s/l270.101.216881.216881.22738-23.0010151.15
1002023.10.24 08:00sell280.101.226250.000000.00000
1012023.10.24 08:00modify280.101.226251.232251.21125
1022023.10.24 13:41sell290.101.219500.000000.00000
1032023.10.24 13:41modify290.101.219501.221751.21125
1042023.10.24 13:41modify280.101.226251.221751.21125
1052023.10.24 13:57sell300.101.218750.000000.00000
1062023.10.24 13:57modify300.101.218751.221001.21125
1072023.10.24 13:57modify300.101.218751.221751.21125
1082023.10.24 15:21sell310.101.216500.000000.00000
1092023.10.24 15:21modify310.101.216501.221001.21125
1102023.10.24 15:21modify290.101.219501.221001.21125
1112023.10.24 15:21modify300.101.218751.221001.21125
1122023.10.24 15:21modify280.101.226251.221001.21125
1132023.10.25 20:34t/p280.101.211251.221001.21125149.8710301.02
1142023.10.25 20:34t/p290.101.211251.221001.2112582.3710383.38
1152023.10.25 20:34t/p300.101.211251.221001.2112574.8710458.25
1162023.10.25 20:34t/p310.101.211251.221001.2112552.3710510.62
1172023.11.06 00:00sell320.101.237180.000000.00000
1182023.11.06 00:00modify320.101.237181.243181.22218
1192023.11.07 09:57sell330.101.230420.000000.00000
1202023.11.07 09:57modify330.101.230421.232681.22218
1212023.11.07 09:57modify320.101.237181.232681.22218
1222023.11.07 10:07sell340.101.229680.000000.00000
1232023.11.07 10:07modify340.101.229681.231931.22218
1242023.11.07 10:07modify340.101.229681.232681.22218
1252023.11.07 17:26sell350.101.227430.000000.00000
1262023.11.07 17:26modify350.101.227431.231931.22218
1272023.11.07 17:26modify330.101.230421.231931.22218
1282023.11.07 17:26modify340.101.229681.231931.22218
1292023.11.07 17:26modify320.101.237181.231931.22218
1302023.11.09 19:36t/p320.101.222181.231931.22218149.3410659.95
1312023.11.09 19:36t/p330.101.222181.231931.2221881.8710741.82
1322023.11.09 19:36t/p340.101.222181.231931.2221874.4710816.29
1332023.11.09 19:36t/p350.101.222181.231931.2221851.9710868.26
1342023.11.15 00:00sell360.101.249300.000000.00000
1352023.11.15 00:00modify360.101.249301.255301.23430
1362023.11.15 13:45sell370.101.242540.000000.00000
1372023.11.15 13:45modify370.101.242541.244801.23430
1382023.11.15 13:45modify360.101.249301.244801.23430
1392023.11.15 13:50s/l360.101.244801.244801.2343045.0010913.26
1402023.11.15 13:50s/l370.101.244801.244801.23430-22.6010890.66
1412023.11.21 00:00sell380.101.250790.000000.00000
1422023.11.21 00:00modify380.101.250791.256791.23579
1432023.11.23 09:30s/l380.101.256791.256791.23579-60.5310830.13
1442023.11.24 20:00sell390.101.260820.000000.00000
1452023.11.24 20:00modify390.101.260821.266821.24582
1462023.11.28 15:04s/l390.101.266821.266821.24582-60.2710769.86
1472023.11.29 04:00sell400.101.270730.000000.00000
1482023.11.29 04:00modify400.101.270731.276731.25573
1492023.11.30 10:18sell410.101.263980.000000.00000
1502023.11.30 10:18modify410.101.263981.266231.25573
1512023.11.30 10:18modify400.101.270731.266231.25573
1522023.11.30 11:23sell420.101.263170.000000.00000
1532023.11.30 11:23modify420.101.263171.265481.25573
1542023.11.30 11:23modify420.101.263171.266231.25573
1552023.11.30 13:10s/l400.101.266231.266231.2557344.6010814.46
1562023.11.30 13:10s/l410.101.266231.266231.25573-22.5010791.96
1572023.11.30 13:10s/l420.101.266231.266231.25573-30.6010761.36
1582023.12.14 20:00sell430.101.275740.000000.00000
1592023.12.14 20:00modify430.101.275741.281741.26074
1602023.12.15 16:05sell440.101.268980.000000.00000
1612023.12.15 16:05modify440.101.268981.271241.26074
1622023.12.15 16:05modify430.101.275741.271241.26074
1632023.12.15 16:57s/l430.101.271241.271241.2607444.8710806.23
1642023.12.15 16:57s/l440.101.271241.271241.26074-22.6010783.63
1652024.01.03 00:00buy450.101.262510.000000.00000
1662024.01.03 00:00modify450.101.262511.256511.27751
1672024.01.04 07:42buy460.101.269300.000000.00000
1682024.01.04 07:42modify460.101.269301.267011.27751
1692024.01.04 07:42modify450.101.262511.267011.27751
1702024.01.04 08:49buy470.101.270030.000000.00000
1712024.01.04 08:49modify470.101.270031.267761.27751
1722024.01.04 08:49modify470.101.270031.267011.27751
1732024.01.04 09:46buy480.101.272290.000000.00000
1742024.01.04 09:46modify480.101.272291.267761.27751
1752024.01.04 09:46modify460.101.269301.267761.27751
1762024.01.04 09:46modify470.101.270031.267761.27751
1772024.01.04 09:46modify450.101.262511.267761.27751
1782024.01.04 13:31s/l450.101.267761.267761.2775151.9610835.59
1792024.01.04 13:31s/l460.101.267761.267761.27751-15.4010820.19
1802024.01.04 13:31s/l470.101.267761.267761.27751-22.7010797.49
1812024.01.04 13:31s/l480.101.267761.267761.27751-45.3010752.19
1822024.01.11 08:00sell490.101.276450.000000.00000
1832024.01.11 08:00modify490.101.276451.282451.26145
1842024.01.11 15:10sell500.101.269700.000000.00000
1852024.01.11 15:10modify500.101.269701.271951.26145
1862024.01.11 15:10modify490.101.276451.271951.26145
1872024.01.11 15:25s/l490.101.271951.271951.2614545.0010797.19
1882024.01.11 15:25s/l500.101.271951.271951.26145-22.5010774.69
1892024.02.05 20:00buy510.101.253680.000000.00000
1902024.02.05 20:00modify510.101.253681.247681.26868
1912024.02.06 20:55buy520.101.260430.000000.00000
1922024.02.06 20:55modify520.101.260431.258181.26868
1932024.02.06 20:55modify510.101.253681.258181.26868
1942024.02.07 01:23buy530.101.261190.000000.00000
1952024.02.07 01:23modify530.101.261191.258931.26868
1962024.02.07 01:23modify530.101.261191.258181.26868
1972024.02.07 09:31buy540.101.263430.000000.00000
1982024.02.07 09:31modify540.101.263431.258931.26868
1992024.02.07 09:31modify520.101.260431.258931.26868
2002024.02.07 09:31modify530.101.261191.258931.26868
2012024.02.07 09:31modify510.101.253681.258931.26868
2022024.02.08 13:36s/l510.101.258931.258931.2686851.6010826.30
2032024.02.08 13:36s/l520.101.258931.258931.26868-15.7210810.58
2042024.02.08 13:36s/l530.101.258931.258931.26868-23.1410787.44
2052024.02.08 13:36s/l540.101.258931.258931.26868-45.5410741.91
2062024.02.28 16:00buy550.101.265590.000000.00000
2072024.02.28 16:00modify550.101.265591.259591.28059
2082024.03.05 15:00buy560.101.272370.000000.00000
2092024.03.05 15:00modify560.101.272371.270091.28059
2102024.03.05 15:00modify550.101.265591.270091.28059
2112024.03.05 15:00buy570.101.273130.000000.00000
2122024.03.05 15:00modify570.101.273131.270841.28059
2132024.03.05 15:00modify570.101.273131.270091.28059
2142024.03.05 19:06s/l550.101.270091.270091.2805943.9310785.83
2152024.03.05 19:06s/l560.101.270091.270091.28059-22.8010763.03
2162024.03.05 19:06s/l570.101.270091.270091.28059-30.4010732.63
2172024.03.08 04:00sell580.101.280720.000000.00000
2182024.03.08 04:00modify580.101.280721.286721.26572
2192024.03.08 13:30s/l580.101.286721.286721.26572-60.0010672.63
2202024.03.21 04:00sell590.101.279600.000000.00000
2212024.03.21 04:00modify590.101.279601.285601.26460
2222024.03.21 12:00sell600.101.272850.000000.00000
2232024.03.21 12:00modify600.101.272851.275101.26460
2242024.03.21 12:00modify590.101.279601.275101.26460
2252024.03.21 13:18sell610.101.272100.000000.00000
2262024.03.21 13:18modify610.101.272101.274351.26460
2272024.03.21 13:18modify610.101.272101.275101.26460
2282024.03.21 14:09sell620.101.269850.000000.00000
2292024.03.21 14:09modify620.101.269851.274351.26460
2302024.03.21 14:09modify600.101.272851.274351.26460
2312024.03.21 14:09modify610.101.272101.274351.26460
2322024.03.21 14:09modify590.101.279601.274351.26460
2332024.03.22 02:36t/p590.101.264601.274351.26460149.8710822.50
2342024.03.22 02:36t/p600.101.264601.274351.2646082.3710904.87
2352024.03.22 02:36t/p610.101.264601.274351.2646074.8710979.74
2362024.03.22 02:36t/p620.101.264601.274351.2646052.3711032.10
2372024.04.01 20:00buy630.101.255030.000000.00000
2382024.04.01 20:00modify630.101.255031.249031.27003
2392024.04.03 14:43buy640.101.261780.000000.00000
2402024.04.03 14:43modify640.101.261781.259531.27003
2412024.04.03 14:43modify630.101.255031.259531.27003
2422024.04.03 14:45buy650.101.262550.000000.00000
2432024.04.03 14:45modify650.101.262551.260281.27003
2442024.04.03 14:45modify650.101.262551.259531.27003
2452024.04.03 16:24buy660.101.264780.000000.00000
2462024.04.03 16:24modify660.101.264781.260281.27003
2472024.04.03 16:24modify640.101.261781.260281.27003
2482024.04.03 16:24modify650.101.262551.260281.27003
2492024.04.03 16:24modify630.101.255031.260281.27003
2502024.04.05 12:30s/l630.101.260281.260281.2700351.4311083.53
2512024.04.05 12:30s/l640.101.260281.260281.27003-15.7211067.81
2522024.04.05 12:30s/l650.101.260281.260281.27003-23.4211044.40
2532024.04.05 12:30s/l660.101.260281.260281.27003-45.7210998.68
2542024.04.11 04:00buy670.101.254810.000000.00000
2552024.04.11 04:00modify670.101.254811.248811.26981
2562024.04.12 10:21s/l670.101.248811.248811.26981-60.1810938.50
2572024.04.30 00:00sell680.101.255920.000000.00000
2582024.04.30 00:00modify680.101.255921.261921.24092
2592024.04.30 20:31sell690.101.249170.000000.00000
2602024.04.30 20:31modify690.101.249171.251421.24092
2612024.04.30 20:31modify680.101.255921.251421.24092
2622024.05.01 00:22sell700.101.248390.000000.00000
2632024.05.01 00:22modify700.101.248391.250671.24092
2642024.05.01 00:22modify700.101.248391.251421.24092
2652024.05.01 18:04s/l680.101.251421.251421.2409244.8710983.37
2662024.05.01 18:04s/l690.101.251421.251421.24092-22.6310960.74
2672024.05.01 18:04s/l700.101.251421.251421.24092-30.3010930.44
2682024.05.27 20:00sell710.101.277050.000000.00000
2692024.05.27 20:00modify710.101.277051.283051.26205
2702024.05.29 18:48sell720.101.270300.000000.00000
2712024.05.29 18:48modify720.101.270301.272551.26205
2722024.05.29 18:48modify710.101.277051.272551.26205
2732024.05.30 00:01sell730.101.269550.000000.00000
2742024.05.30 00:01modify730.101.269551.271801.26205
2752024.05.30 00:01modify730.101.269551.272551.26205
2762024.05.30 12:34s/l710.101.272551.272551.2620544.3410974.77
2772024.05.30 12:34s/l720.101.272551.272551.26205-22.9010951.87
2782024.05.30 12:34s/l730.101.272551.272551.26205-30.0010921.87
2792024.06.04 04:00sell740.101.280950.000000.00000
2802024.06.04 04:00modify740.101.280951.286951.26595
2812024.06.07 12:31sell750.101.274140.000000.00000
2822024.06.07 12:31modify750.101.274141.276451.26595
2832024.06.07 12:31modify740.101.280951.276451.26595
2842024.06.07 12:36sell760.101.273450.000000.00000
2852024.06.07 12:36modify760.101.273451.275701.26595
2862024.06.07 12:36modify760.101.273451.276451.26595
2872024.06.10 04:05sell770.101.271200.000000.00000
2882024.06.10 04:05modify770.101.271201.275701.26595
2892024.06.10 04:05modify750.101.274141.275701.26595
2902024.06.10 04:05modify760.101.273451.275701.26595
2912024.06.10 04:05modify740.101.280951.275701.26595
2922024.06.12 08:05s/l740.101.275701.275701.2659551.4410973.31
2932024.06.12 08:05s/l750.101.275701.275701.26595-16.0010957.31
2942024.06.12 08:05s/l760.101.275701.275701.26595-22.9010934.41
2952024.06.12 08:05s/l770.101.275701.275701.26595-45.2710889.15
2962024.06.14 20:00buy780.101.269260.000000.00000
2972024.06.14 20:00modify780.101.269261.263261.28426
2982024.06.21 08:30s/l780.101.263261.263261.28426-61.2510827.89
2992024.06.21 12:00buy790.101.264590.000000.00000
3002024.06.21 12:00modify790.101.264591.258591.27959
3012024.06.28 20:59close at stop790.101.264271.258591.27959-4.4510823.44