Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=5; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 test1912Ticks modelled20968497Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1031.58Gross profit1362.93Gross loss-331.34
Profit factor4.11Expected payoff49.12
Absolute drawdown110.22Maximal drawdown186.12 (17.30%)Relative drawdown17.30% (186.12)
Total trades21Short positions (won %)4 (25.00%)Long positions (won %)17 (94.12%)
Profit trades (% of total)17 (80.95%)Loss trades (% of total)4 (19.05%)
Largestprofit trade147.70loss trade-90.99
Averageprofit trade80.17loss trade-82.84
Maximumconsecutive wins (profit in money)8 (673.57)consecutive losses (loss in money)1 (-90.99)
Maximalconsecutive profit (count of wins)673.57 (8)consecutive loss (count of losses)-90.99 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.11 08:00sell10.101.276450.000000.00000
22024.01.11 08:00modify10.101.276451.285451.26145
32024.01.11 15:10sell20.101.269700.000000.00000
42024.01.11 15:10modify20.101.269701.275701.26145
52024.01.11 15:10modify10.101.276451.275701.26145
62024.01.11 19:03s/l10.101.275701.275701.261457.501007.50
72024.01.11 19:03s/l20.101.275701.275701.26145-60.00947.50
82024.02.28 16:00buy30.101.265590.000000.00000
92024.02.28 16:00modify30.101.265591.256591.28059
102024.03.05 15:00buy40.101.272370.000000.00000
112024.03.05 15:00modify40.101.272371.266341.28059
122024.03.05 15:00modify30.101.265591.266341.28059
132024.03.06 15:56buy50.101.274590.000000.00000
142024.03.06 15:56modify50.101.274591.269341.28059
152024.03.06 15:56modify40.101.272371.269341.28059
162024.03.06 15:56modify30.101.265591.269341.28059
172024.03.06 16:42buy60.101.275340.000000.00000
182024.03.06 16:42modify60.101.275341.270841.28059
192024.03.06 16:42modify50.101.274591.270841.28059
202024.03.06 16:42modify40.101.272371.270841.28059
212024.03.06 16:42modify30.101.265591.270841.28059
222024.03.07 18:48t/p30.101.280591.270841.28059146.711094.21
232024.03.07 18:48t/p40.101.280591.270841.2805980.881175.09
242024.03.07 18:48t/p50.101.280591.270841.2805959.011234.11
252024.03.07 18:48t/p60.101.280591.270841.2805951.511285.62
262024.06.21 12:00buy70.101.264590.000000.00000
272024.06.21 12:00modify70.101.264591.255591.27959
282024.07.03 12:15buy80.101.271390.000000.00000
292024.07.03 12:15modify80.101.271391.265341.27959
302024.07.03 12:15modify70.101.264591.265341.27959
312024.07.03 13:15buy90.101.273590.000000.00000
322024.07.03 13:15modify90.101.273591.268341.27959
332024.07.03 13:15modify80.101.271391.268341.27959
342024.07.03 13:15modify70.101.264591.268341.27959
352024.07.03 13:43buy100.101.274390.000000.00000
362024.07.03 13:43modify100.101.274391.269841.27959
372024.07.03 13:43modify90.101.273591.269841.27959
382024.07.03 13:43modify80.101.271391.269841.27959
392024.07.03 13:43modify70.101.264591.269841.27959
402024.07.05 12:30t/p70.101.279591.269841.27959145.391431.01
412024.07.05 12:30t/p80.101.279591.269841.2795980.681511.70
422024.07.05 12:30t/p90.101.279591.269841.2795958.681570.38
432024.07.05 12:30t/p100.101.279591.269841.2795950.681621.07
442024.08.01 12:00buy110.101.279600.000000.00000
452024.08.01 12:00modify110.101.279601.270601.29460
462024.08.06 09:36s/l110.101.270601.270601.29460-90.991530.08
472024.08.06 16:00buy120.101.269690.000000.00000
482024.08.06 16:00modify120.101.269691.260691.28469
492024.08.09 06:06buy130.101.276440.000000.00000
502024.08.09 06:06modify130.101.276441.270441.28469
512024.08.09 06:06modify120.101.269691.270441.28469
522024.08.12 14:43buy140.101.278700.000000.00000
532024.08.12 14:43modify140.101.278701.273441.28469
542024.08.12 14:43modify130.101.276441.273441.28469
552024.08.12 14:43modify120.101.269691.273441.28469
562024.08.12 15:10buy150.101.279440.000000.00000
572024.08.12 15:10modify150.101.279441.274941.28469
582024.08.12 15:10modify140.101.278701.274941.28469
592024.08.12 15:10modify130.101.276441.274941.28469
602024.08.12 15:10modify120.101.269691.274941.28469
612024.08.13 17:02t/p120.101.284691.274941.28469147.701677.78
622024.08.13 17:02t/p130.101.284691.274941.2846981.841759.62
632024.08.13 17:02t/p140.101.284691.274941.2846959.571819.19
642024.08.13 17:02t/p150.101.284691.274941.2846952.171871.36
652024.08.16 16:00sell160.101.290500.000000.00000
662024.08.16 16:00modify160.101.290501.299501.27550
672024.08.19 14:34s/l160.101.299501.299501.27550-90.091781.27
682024.09.10 04:00buy170.101.307540.000000.00000
692024.09.10 04:00modify170.101.307541.298541.32254
702024.09.13 00:16buy180.101.314300.000000.00000
712024.09.13 00:16modify180.101.314301.308291.32254
722024.09.13 00:16modify170.101.307541.308291.32254
732024.09.16 03:57buy190.101.316550.000000.00000
742024.09.16 03:57modify190.101.316551.311291.32254
752024.09.16 03:57modify180.101.314301.311291.32254
762024.09.16 03:57modify170.101.307541.311291.32254
772024.09.16 06:52buy200.101.317350.000000.00000
782024.09.16 06:52modify200.101.317351.312791.32254
792024.09.16 06:52modify190.101.316551.312791.32254
802024.09.16 06:52modify180.101.314301.312791.32254
812024.09.16 06:52modify170.101.307541.312791.32254
822024.09.17 08:53t/p170.101.322541.312791.32254147.701928.97
832024.09.17 08:53t/p180.101.322541.312791.3225481.742010.71
842024.09.17 08:53t/p190.101.322541.312791.3225459.572070.28
852024.09.17 08:53t/p200.101.322541.312791.3225451.572121.85
862024.09.19 16:00sell210.101.327900.000000.00000
872024.09.19 16:00modify210.101.327901.336901.31290
882024.09.24 08:31s/l210.101.336901.336901.31290-90.272031.58