Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)

SymbolGBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000)
Period4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01)
ModelControl points (a very crude method, the results must not be considered)
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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=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 test2608Ticks modelled79038Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread30
Total net profit1151.88Gross profit2531.78Gross loss-1379.89
Profit factor1.83Expected payoff16.69
Absolute drawdown113.23Maximal drawdown445.81 (30.51%)Relative drawdown30.51% (445.81)
Total trades69Short positions (won %)41 (43.90%)Long positions (won %)28 (60.71%)
Profit trades (% of total)35 (50.72%)Loss trades (% of total)34 (49.28%)
Largestprofit trade149.75loss trade-55.76
Averageprofit trade72.34loss trade-40.59
Maximumconsecutive wins (profit in money)8 (659.75)consecutive losses (loss in money)5 (-201.04)
Maximalconsecutive profit (count of wins)659.75 (8)consecutive loss (count of losses)-201.04 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.07.19 00:00buy10.101.295180.000000.00000
22024.07.19 00:00modify10.101.295181.291181.31018
32024.07.19 09:30s/l10.101.291181.291181.31018-40.00960.00
42024.08.01 12:00buy20.101.279600.000000.00000
52024.08.01 12:00modify20.101.279601.275601.29460
62024.08.01 16:40s/l20.101.275601.275601.29460-40.00920.00
72024.08.06 16:00buy30.101.269690.000000.00000
82024.08.06 16:00modify30.101.269691.265691.28469
92024.08.09 07:45buy40.101.276610.000000.00000
102024.08.09 07:45modify40.101.276611.271191.28469
112024.08.09 07:45modify30.101.269691.271191.28469
122024.08.12 14:50buy50.101.278870.000000.00000
132024.08.12 14:50modify50.101.278871.274191.28469
142024.08.12 14:50modify40.101.276611.274191.28469
152024.08.12 14:50modify30.101.269691.274191.28469
162024.08.13 06:20buy60.101.280410.000000.00000
172024.08.13 06:20modify60.101.280411.274941.28469
182024.08.13 06:20modify50.101.278871.274941.28469
192024.08.13 06:20modify40.101.276611.274941.28469
202024.08.13 06:20modify30.101.269691.274941.28469
212024.08.13 17:20t/p30.101.284691.274941.28469148.021068.02
222024.08.13 17:20t/p40.101.284691.274941.2846980.231148.26
232024.08.13 17:20t/p50.101.284691.274941.2846957.921206.17
242024.08.13 17:20t/p60.101.284691.274941.2846942.801248.97
252024.08.14 00:00sell70.101.286530.000000.00000
262024.08.14 00:00modify70.101.286531.290531.27153
272024.08.16 09:40s/l70.101.290531.290531.27153-41.011207.96
282024.08.16 16:00sell80.101.290500.000000.00000
292024.08.16 16:00modify80.101.290501.294501.27550
302024.08.16 18:40s/l80.101.294501.294501.27550-40.001167.96
312024.08.20 00:00sell90.101.298900.000000.00000
322024.08.20 00:00modify90.101.298901.302901.28390
332024.08.20 12:40s/l90.101.302901.302901.28390-40.001127.96
342024.08.28 00:00sell100.101.325500.000000.00000
352024.08.28 00:00modify100.101.325501.329501.31050
362024.08.28 17:10sell110.101.318690.000000.00000
372024.08.28 17:10modify110.101.318691.324001.31050
382024.08.28 17:10modify100.101.325501.324001.31050
392024.08.29 12:30sell120.101.316490.000000.00000
402024.08.29 12:30modify120.101.316491.321001.31050
412024.08.29 12:30modify110.101.318691.321001.31050
422024.08.29 12:30modify100.101.325501.321001.31050
432024.08.30 12:50sell130.101.314710.000000.00000
442024.08.30 12:50modify130.101.314711.320251.31050
452024.08.30 12:50modify120.101.316491.320251.31050
462024.08.30 12:50modify110.101.318691.320251.31050
472024.08.30 12:50modify100.101.325501.320251.31050
482024.09.03 14:40t/p100.101.310501.320251.31050148.481276.44
492024.09.03 14:40t/p110.101.310501.320251.3105080.381356.82
502024.09.03 14:40t/p120.101.310501.320251.3105059.141415.96
512024.09.03 14:40t/p130.101.310501.320251.3105041.591457.56
522024.09.05 00:00sell140.101.314350.000000.00000
532024.09.05 00:00modify140.101.314351.318351.29935
542024.09.05 18:05s/l140.101.318351.318351.29935-40.001417.56
552024.09.10 04:00buy150.101.307540.000000.00000
562024.09.10 04:00modify150.101.307541.303541.32254
572024.09.11 13:40s/l150.101.303541.303541.32254-40.281377.27
582024.09.13 08:00sell160.101.314560.000000.00000
592024.09.13 08:00modify160.101.314561.318561.29956
602024.09.16 08:30s/l160.101.318561.318561.29956-40.251337.02
612024.09.17 00:00sell170.101.321010.000000.00000
622024.09.17 00:00modify170.101.321011.325011.30601
632024.09.18 13:33s/l170.101.325011.325011.30601-40.251296.77
642024.09.19 16:00sell180.101.327900.000000.00000
652024.09.19 16:00modify180.101.327901.331901.31290
662024.09.20 06:20s/l180.101.331901.331901.31290-40.251256.51
672024.09.25 04:00sell190.101.342290.000000.00000
682024.09.25 04:00modify190.101.342291.346291.32729
692024.09.25 16:30sell200.101.333230.000000.00000
702024.09.25 16:30modify200.101.333231.337791.32729
712024.09.25 16:30modify190.101.342291.337791.32729
722024.09.25 19:30sell210.101.331640.000000.00000
732024.09.25 19:30modify210.101.331641.337041.32729
742024.09.25 19:30modify200.101.333231.337041.32729
752024.09.25 19:30modify190.101.342291.337041.32729
762024.09.26 07:10sell220.101.335480.000000.00000
772024.09.26 07:10modify220.101.335481.340791.32729
782024.09.26 07:15modify220.101.335481.337041.32729
792024.09.26 10:30s/l190.101.337041.337041.3272951.741308.25
802024.09.26 10:30s/l200.101.337041.337041.32729-38.861269.39
812024.09.26 10:30s/l210.101.337041.337041.32729-54.761214.63
822024.09.26 10:30s/l220.101.337041.337041.32729-15.601199.03
832024.11.13 00:00buy230.101.273920.000000.00000
842024.11.13 00:00modify230.101.273921.269921.28892
852024.11.13 14:40s/l230.101.269921.269921.28892-40.001159.03
862024.11.14 08:00buy240.101.268960.000000.00000
872024.11.14 08:00modify240.101.268961.264961.28396
882024.11.14 10:20s/l240.101.264961.264961.28396-40.001119.03
892024.11.22 16:00buy250.101.252930.000000.00000
902024.11.22 16:00modify250.101.252931.248931.26793
912024.11.24 23:50buy260.101.259780.000000.00000
922024.11.24 23:50modify260.101.259781.254431.26793
932024.11.24 23:50modify250.101.252931.254431.26793
942024.11.25 16:40s/l250.101.254431.254431.2679314.721133.75
952024.11.25 16:40s/l260.101.254431.254431.26793-53.781079.97
962024.12.13 00:00buy270.101.267920.000000.00000
972024.12.13 00:00modify270.101.267921.263921.28292
982024.12.13 07:20s/l270.101.263921.263921.28292-40.001039.97
992024.12.18 00:00sell280.101.270990.000000.00000
1002024.12.18 00:00modify280.101.270991.274991.25599
1012024.12.18 19:46sell290.101.260280.000000.00000
1022024.12.18 19:46modify290.101.260281.265741.25599
1032024.12.18 19:46modify280.101.270991.265741.25599
1042024.12.19 08:45sell300.101.264070.000000.00000
1052024.12.19 08:45modify300.101.264071.269491.25599
1062024.12.19 08:50modify300.101.264071.265741.25599
1072024.12.19 09:20s/l280.101.265741.265741.2559951.741091.71
1082024.12.19 09:20s/l290.101.265741.265741.25599-55.361036.35
1092024.12.19 09:20s/l300.101.265741.265741.25599-16.701019.65
1102025.01.03 00:00buy310.101.238220.000000.00000
1112025.01.03 00:00modify310.101.238221.234221.25322
1122025.01.06 06:40buy320.101.245020.000000.00000
1132025.01.06 06:40modify320.101.245021.239721.25322
1142025.01.06 06:40modify310.101.238221.239721.25322
1152025.01.06 09:25buy330.101.248850.000000.00000
1162025.01.06 09:25modify330.101.248851.243471.25322
1172025.01.06 09:25modify320.101.245021.243471.25322
1182025.01.06 09:25modify310.101.238221.243471.25322
1192025.01.06 10:35buy340.101.247280.000000.00000
1202025.01.06 10:35modify340.101.247281.242721.25322
1212025.01.06 10:40modify340.101.247281.243471.25322
1222025.01.06 11:40t/p310.101.253221.243471.25322149.721169.37
1232025.01.06 11:40t/p320.101.253221.243471.2532282.001251.37
1242025.01.06 11:40t/p330.101.253221.243471.2532243.701295.07
1252025.01.06 11:40t/p340.101.253221.243471.2532259.401354.47
1262025.01.09 00:00buy350.101.236120.000000.00000
1272025.01.09 00:00modify350.101.236121.232121.25112
1282025.01.09 06:20s/l350.101.232121.232121.25112-40.001314.47
1292025.01.21 00:00sell360.101.233190.000000.00000
1302025.01.21 00:00modify360.101.233191.237191.21819
1312025.01.21 06:55sell370.101.226220.000000.00000
1322025.01.21 06:55modify370.101.226221.231691.21819
1332025.01.21 06:55modify360.101.233191.231691.21819
1342025.01.21 13:15sell380.101.224170.000000.00000
1352025.01.21 13:15modify380.101.224171.228691.21819
1362025.01.21 13:15modify370.101.226221.228691.21819
1372025.01.21 13:15modify360.101.233191.228691.21819
1382025.01.21 14:30s/l360.101.228691.228691.2181945.001359.47
1392025.01.21 14:30s/l370.101.228691.228691.21819-24.701334.77
1402025.01.21 14:30s/l380.101.228691.228691.21819-45.201289.57
1412025.02.12 04:00sell390.101.245010.000000.00000
1422025.02.12 04:00modify390.101.245011.249011.23001
1432025.02.12 13:50sell400.101.238060.000000.00000
1442025.02.12 13:50modify400.101.238061.243511.23001
1452025.02.12 13:50modify390.101.245011.243511.23001
1462025.02.12 15:40s/l390.101.243511.243511.2300115.001304.57
1472025.02.12 15:40s/l400.101.243511.243511.23001-54.501250.07
1482025.02.21 00:00sell410.101.266910.000000.00000
1492025.02.21 00:00modify410.101.266911.270911.25191
1502025.02.26 16:05s/l410.101.270911.270911.25191-40.761209.31
1512025.02.28 08:00buy420.101.259090.000000.00000
1522025.02.28 08:00modify420.101.259091.255091.27409
1532025.03.03 11:30buy430.101.265990.000000.00000
1542025.03.03 11:30modify430.101.265991.260591.27409
1552025.03.03 11:30modify420.101.259091.260591.27409
1562025.03.03 12:30buy440.101.268380.000000.00000
1572025.03.03 12:30modify440.101.268381.263591.27409
1582025.03.03 12:30modify430.101.265991.263591.27409
1592025.03.03 12:30modify420.101.259091.263591.27409
1602025.03.03 14:30buy450.101.269650.000000.00000
1612025.03.03 14:30modify450.101.269651.264341.27409
1622025.03.03 14:30modify440.101.268381.264341.27409
1632025.03.03 14:30modify430.101.265991.264341.27409
1642025.03.03 14:30modify420.101.259091.264341.27409
1652025.03.04 11:40t/p420.101.274091.264341.27409149.441358.74
1662025.03.04 11:40t/p430.101.274091.264341.2740980.721439.46
1672025.03.04 11:40t/p440.101.274091.264341.2740956.821496.28
1682025.03.04 11:40t/p450.101.274091.264341.2740944.121540.39
1692025.03.06 00:00sell460.101.288930.000000.00000
1702025.03.06 00:00modify460.101.288931.292931.27393
1712025.03.07 08:40s/l460.101.292931.292931.27393-40.251500.14
1722025.04.08 00:00buy470.101.273570.000000.00000
1732025.04.08 00:00modify470.101.273571.269571.28857
1742025.04.08 19:15buy480.101.280460.000000.00000
1752025.04.08 19:15modify480.101.280461.275071.28857
1762025.04.08 19:15modify470.101.273571.275071.28857
1772025.04.08 21:33s/l470.101.275071.275071.2885715.001515.14
1782025.04.08 21:33s/l480.101.275071.275071.28857-53.901461.24
1792025.04.14 16:00sell490.101.317340.000000.00000
1802025.04.14 16:00modify490.101.317341.321341.30234
1812025.04.15 04:30s/l490.101.321341.321341.30234-40.251420.99
1822025.04.21 12:00sell500.101.339630.000000.00000
1832025.04.21 12:00modify500.101.339631.343631.32463
1842025.04.22 21:10sell510.101.332580.000000.00000
1852025.04.22 21:10modify510.101.332581.338131.32463
1862025.04.22 21:10modify500.101.339631.338131.32463
1872025.04.22 21:30sell520.101.330440.000000.00000
1882025.04.22 21:30modify520.101.330441.335131.32463
1892025.04.22 21:30modify510.101.332581.335131.32463
1902025.04.22 21:30modify500.101.339631.335131.32463
1912025.04.22 21:55sell530.101.328980.000000.00000
1922025.04.22 21:55modify530.101.328981.334381.32463
1932025.04.22 21:55modify520.101.330441.334381.32463
1942025.04.22 21:55modify510.101.332581.334381.32463
1952025.04.22 21:55modify500.101.339631.334381.32463
1962025.04.22 22:40t/p500.101.324631.334381.32463149.751570.73
1972025.04.22 22:40t/p510.101.324631.334381.3246379.501650.23
1982025.04.22 22:40t/p520.101.324631.334381.3246358.101708.33
1992025.04.22 22:40t/p530.101.324631.334381.3246343.501751.83
2002025.04.29 00:00sell540.101.343460.000000.00000
2012025.04.29 00:00modify540.101.343461.347461.32846
2022025.04.30 08:50sell550.101.336480.000000.00000
2032025.04.30 08:50modify550.101.336481.341961.32846
2042025.04.30 08:50modify540.101.343461.341961.32846
2052025.04.30 12:40sell560.101.334270.000000.00000
2062025.04.30 12:40modify560.101.334271.338961.32846
2072025.04.30 12:40modify550.101.336481.338961.32846
2082025.04.30 12:40modify540.101.343461.338961.32846
2092025.04.30 13:30sell570.101.332850.000000.00000
2102025.04.30 13:30modify570.101.332851.338211.32846
2112025.04.30 13:30modify560.101.334271.338211.32846
2122025.04.30 13:30modify550.101.336481.338211.32846
2132025.04.30 13:30modify540.101.343461.338211.32846
2142025.05.01 05:40t/p540.101.328461.338211.32846148.991900.82
2152025.05.01 05:40t/p550.101.328461.338211.3284679.441980.26
2162025.05.01 05:40t/p560.101.328461.338211.3284657.342037.60
2172025.05.01 05:40t/p570.101.328461.338211.3284643.142080.74
2182025.05.01 08:00buy580.101.330850.000000.00000
2192025.05.01 08:00modify580.101.330851.326851.34585
2202025.05.01 15:40s/l580.101.326851.326851.34585-40.002040.74
2212025.05.06 16:00sell590.101.336670.000000.00000
2222025.05.06 16:00modify590.101.336671.340671.32167
2232025.05.07 19:59sell600.101.329670.000000.00000
2242025.05.07 19:59modify600.101.329671.335171.32167
2252025.05.07 19:59modify590.101.336671.335171.32167
2262025.05.08 02:05s/l590.101.335171.335171.3216713.992054.73
2272025.05.08 02:05s/l600.101.335171.335171.32167-55.761998.97
2282025.05.12 12:00buy610.101.317960.000000.00000
2292025.05.12 12:00modify610.101.317961.313961.33296
2302025.05.13 13:05buy620.101.324930.000000.00000
2312025.05.13 13:05modify620.101.324931.319461.33296
2322025.05.13 13:05modify610.101.317961.319461.33296
2332025.05.13 15:20buy630.101.327040.000000.00000
2342025.05.13 15:20modify630.101.327041.322461.33296
2352025.05.13 15:20modify620.101.324931.322461.33296
2362025.05.13 15:20modify610.101.317961.322461.33296
2372025.05.14 07:40t/p610.101.332961.322461.33296149.442148.40
2382025.05.14 07:40t/p620.101.332961.322461.3329680.022228.42
2392025.05.14 07:40t/p630.101.332961.322461.3329658.922287.34
2402025.05.26 08:00sell640.101.356660.000000.00000
2412025.05.26 08:00modify640.101.356661.360661.34166
2422025.05.28 01:30sell650.101.349890.000000.00000
2432025.05.28 01:30modify650.101.349891.355161.34166
2442025.05.28 01:30modify640.101.356661.355161.34166
2452025.05.28 03:15sell660.101.347590.000000.00000
2462025.05.28 03:15modify660.101.347591.352161.34166
2472025.05.28 03:15modify650.101.349891.352161.34166
2482025.05.28 03:15modify640.101.356661.352161.34166
2492025.05.28 05:15sell670.101.346090.000000.00000
2502025.05.28 05:15modify670.101.346091.351411.34166
2512025.05.28 05:15modify660.101.347591.351411.34166
2522025.05.28 05:15modify650.101.349891.351411.34166
2532025.05.28 05:15modify640.101.356661.351411.34166
2542025.05.28 09:30s/l640.101.351411.351411.3416651.992339.33
2552025.05.28 09:30s/l650.101.351411.351411.34166-15.202324.13
2562025.05.28 09:30s/l660.101.351411.351411.34166-38.202285.93
2572025.05.28 09:30s/l670.101.351411.351411.34166-53.202232.73
2582025.06.18 00:00buy680.101.343150.000000.00000
2592025.06.18 00:00modify680.101.343151.339151.35815
2602025.06.19 02:05s/l680.101.339151.339151.35815-40.852191.88
2612025.06.25 00:00sell690.101.361460.000000.00000
2622025.06.25 00:00modify690.101.361461.365461.34646
2632025.06.25 18:20s/l690.101.365461.365461.34646-40.002151.88