Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01)
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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 test7254Ticks modelled158386Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1439.24Gross profit2030.41Gross loss-591.17
Profit factor3.43Expected payoff24.39
Absolute drawdown121.35Maximal drawdown239.84 (2.24%)Relative drawdown2.24% (239.84)
Total trades59Short positions (won %)32 (68.75%)Long positions (won %)27 (59.26%)
Profit trades (% of total)38 (64.41%)Loss trades (% of total)21 (35.59%)
Largestprofit trade111.26loss trade-67.05
Averageprofit trade53.43loss trade-28.15
Maximumconsecutive wins (profit in money)8 (513.19)consecutive losses (loss in money)3 (-70.41)
Maximalconsecutive profit (count of wins)513.19 (8)consecutive loss (count of losses)-100.45 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.08 08:00buy10.101.641920.000000.00000
22022.04.08 08:00modify10.101.641921.632921.65692
32022.04.12 02:17buy20.101.647180.000000.00000
42022.04.12 02:17modify20.101.647181.642671.65692
52022.04.12 02:17modify10.101.641921.642671.65692
62022.04.12 12:32s/l10.101.642671.642671.656924.7110004.71
72022.04.12 12:32s/l20.101.642671.642671.65692-33.399971.32
82022.04.26 06:00buy30.101.619690.000000.00000
92022.04.26 06:00modify30.101.619691.610691.63469
102022.04.26 18:07s/l30.101.610691.610691.63469-66.629904.70
112022.05.04 03:00buy40.101.602230.000000.00000
122022.05.04 03:00modify40.101.602231.593231.61723
132022.05.04 20:05buy50.101.607500.000000.00000
142022.05.04 20:05modify50.101.607501.602981.61723
152022.05.04 20:05modify40.101.602231.602981.61723
162022.05.04 20:25buy60.101.610500.000000.00000
172022.05.04 20:25modify60.101.610501.607481.61723
182022.05.04 20:25modify50.101.607501.607481.61723
192022.05.04 20:25modify40.101.602231.607481.61723
202022.05.04 21:00s/l40.101.607481.607481.6172338.879943.57
212022.05.04 21:00s/l50.101.607481.607481.61723-0.159943.42
222022.05.04 21:00s/l60.101.607481.607481.61723-22.369921.06
232022.05.10 03:00sell70.101.607700.000000.00000
242022.05.10 03:00modify70.101.607701.616701.59270
252022.05.10 08:02sell80.101.602440.000000.00000
262022.05.10 08:02modify80.101.602441.606951.59270
272022.05.10 08:02modify70.101.607701.606951.59270
282022.05.10 12:50sell90.101.599330.000000.00000
292022.05.10 12:50modify90.101.599331.602451.59270
302022.05.10 12:50modify80.101.602441.602451.59270
312022.05.10 12:50modify70.101.607701.602451.59270
322022.05.10 14:20s/l70.101.602451.602451.5927038.819959.87
332022.05.10 14:20s/l80.101.602451.602451.59270-0.089959.79
342022.05.10 14:20s/l90.101.602451.602451.59270-23.079936.72
352022.05.24 10:00buy100.101.599500.000000.00000
362022.05.24 10:00modify100.101.599501.590501.61450
372022.05.24 14:10buy110.101.604880.000000.00000
382022.05.24 14:10modify110.101.604881.600251.61450
392022.05.24 14:10modify100.101.599501.600251.61450
402022.05.24 14:27buy120.101.607940.000000.00000
412022.05.24 14:27modify120.101.607941.604751.61450
422022.05.24 14:27modify110.101.604881.604751.61450
432022.05.24 14:27modify100.101.599501.604751.61450
442022.05.24 14:55buy130.101.610940.000000.00000
452022.05.24 14:55modify130.101.610941.604751.61450
462022.05.24 18:37s/l100.101.604751.604751.6145038.879975.59
472022.05.24 18:37s/l110.101.604751.604751.61450-0.969974.63
482022.05.24 18:37s/l120.101.604751.604751.61450-23.629951.01
492022.05.24 18:37s/l130.101.604751.604751.61450-45.839905.18
502022.05.27 03:00sell140.101.613940.000000.00000
512022.05.27 03:00modify140.101.613941.622941.59894
522022.05.27 09:35sell150.101.605590.000000.00000
532022.05.27 09:35modify150.101.605591.608691.59894
542022.05.27 09:35modify140.101.613941.608691.59894
552022.05.27 11:45s/l140.101.608691.608691.5989438.829944.00
562022.05.27 11:45s/l150.101.608691.608691.59894-22.929921.08
572022.06.06 08:00sell160.101.576400.000000.00000
582022.06.06 08:00modify160.101.576401.585401.56140
592022.06.07 05:20sell170.101.571040.000000.00000
602022.06.07 05:20modify170.101.571041.575651.56140
612022.06.07 05:20modify160.101.576401.575651.56140
622022.06.07 06:20sell180.101.568000.000000.00000
632022.06.07 06:20modify180.101.568001.571151.56140
642022.06.07 06:20modify170.101.571041.571151.56140
652022.06.07 06:20modify160.101.576401.571151.56140
662022.06.07 06:45s/l160.101.571151.571151.5614038.919959.99
672022.06.07 06:45s/l170.101.571151.571151.56140-0.819959.18
682022.06.07 06:45s/l180.101.571151.571151.56140-23.299935.89
692022.06.08 10:00buy190.101.572700.000000.00000
702022.06.08 10:00modify190.101.572701.563701.58770
712022.06.09 12:20buy200.101.578010.000000.00000
722022.06.09 12:20modify200.101.578011.573451.58770
732022.06.09 12:20modify190.101.572701.573451.58770
742022.06.09 13:55buy210.101.581100.000000.00000
752022.06.09 13:55modify210.101.581101.577951.58770
762022.06.09 13:55modify200.101.578011.577951.58770
772022.06.09 13:55modify190.101.572701.577951.58770
782022.06.09 14:20buy220.101.584000.000000.00000
792022.06.09 14:20modify220.101.584001.577951.58770
802022.06.09 18:20t/p190.101.587701.577951.58770109.7910045.67
812022.06.09 18:20t/p200.101.587701.577951.5877071.7410117.41
822022.06.09 18:20t/p210.101.587701.577951.5877048.8610166.27
832022.06.09 18:20t/p220.101.587701.577951.5877027.4010193.67
842022.07.29 05:00sell230.101.560840.000000.00000
852022.07.29 05:00modify230.101.560841.569841.54584
862022.07.29 14:25sell240.101.549560.000000.00000
872022.07.29 14:25modify240.101.549561.555591.54584
882022.07.29 14:25modify230.101.560841.555591.54584
892022.07.29 14:45s/l230.101.555591.555591.5458438.8210232.49
902022.07.29 14:45s/l240.101.555591.555591.54584-44.5810187.91
912022.08.17 10:00sell250.101.558420.000000.00000
922022.08.17 10:00modify250.101.558421.567421.54342
932022.08.18 07:02sell260.101.552950.000000.00000
942022.08.18 07:02modify260.101.552951.557671.54342
952022.08.18 07:02modify250.101.558421.557671.54342
962022.08.18 14:15sell270.101.549950.000000.00000
972022.08.18 14:15modify270.101.549951.553171.54342
982022.08.18 14:15modify260.101.552951.553171.54342
992022.08.18 14:15modify250.101.558421.553171.54342
1002022.08.18 17:05sell280.101.547020.000000.00000
1012022.08.18 17:05modify280.101.547021.553171.54342
1022022.08.19 00:50t/p250.101.543421.553171.54342111.2610299.17
1032022.08.19 00:50t/p260.101.543421.553171.5434270.5510369.72
1042022.08.19 00:50t/p270.101.543421.553171.5434248.3710418.09
1052022.08.19 00:50t/p280.101.543421.553171.5434226.7110444.79
1062022.09.12 09:00sell290.101.517550.000000.00000
1072022.09.12 09:00modify290.101.517551.526551.50255
1082022.09.13 13:07sell300.101.509290.000000.00000
1092022.09.13 13:07modify300.101.509291.512301.50255
1102022.09.13 13:07modify290.101.517551.512301.50255
1112022.09.13 13:20s/l290.101.512301.512301.5025538.9010483.69
1122022.09.13 13:20s/l300.101.512301.512301.50255-22.2610461.43
1132022.09.16 09:00buy310.101.511360.000000.00000
1142022.09.16 09:00modify310.101.511361.502361.52636
1152022.09.16 13:50buy320.101.516850.000000.00000
1162022.09.16 13:50modify320.101.516851.512111.52636
1172022.09.16 13:50modify310.101.511361.512111.52636
1182022.09.20 09:20buy330.101.519630.000000.00000
1192022.09.20 09:20modify330.101.519631.516611.52636
1202022.09.20 09:20modify320.101.516851.516611.52636
1212022.09.20 09:20modify310.101.511361.516611.52636
1222022.09.20 12:20s/l310.101.516611.516611.5263638.0210499.45
1232022.09.20 12:20s/l320.101.516611.516611.52636-2.6210496.83
1242022.09.20 12:20s/l330.101.516611.516611.52636-22.3610474.47
1252022.09.22 10:00sell340.101.522270.000000.00000
1262022.09.22 10:00modify340.101.522271.531271.50727
1272022.09.22 20:20sell350.101.517010.000000.00000
1282022.09.22 20:20modify350.101.517011.521521.50727
1292022.09.22 20:20modify340.101.522271.521521.50727
1302022.09.23 02:59sell360.101.513850.000000.00000
1312022.09.23 02:59modify360.101.513851.517021.50727
1322022.09.23 02:59modify350.101.517011.517021.50727
1332022.09.23 02:59modify340.101.522271.517021.50727
1342022.09.23 07:20sell370.101.510860.000000.00000
1352022.09.23 07:20modify370.101.510861.517021.50727
1362022.09.23 09:45t/p340.101.507271.517021.50727110.9910585.46
1372022.09.23 09:45t/p350.101.507271.517021.5072772.1010657.56
1382022.09.23 09:45t/p360.101.507271.517021.5072748.6410706.20
1392022.09.23 09:45t/p370.101.507271.517021.5072726.5410732.74
1402022.10.11 02:00sell380.101.527390.000000.00000
1412022.10.11 02:00modify380.101.527391.536391.51239
1422022.10.11 18:55sell390.101.521880.000000.00000
1432022.10.11 18:55modify390.101.521881.526641.51239
1442022.10.11 18:55modify380.101.527391.526641.51239
1452022.10.11 19:23sell400.101.515920.000000.00000
1462022.10.11 19:23modify400.101.515921.522141.51239
1472022.10.11 19:23modify390.101.521881.522141.51239
1482022.10.11 19:23modify380.101.527391.522141.51239
1492022.10.11 20:20t/p380.101.512391.522141.51239110.9010843.64
1502022.10.11 20:20t/p390.101.512391.522141.5123970.1610913.80
1512022.10.11 20:20t/p400.101.512391.522141.5123926.1010939.90
1522022.11.03 10:00buy410.101.549190.000000.00000
1532022.11.03 10:00modify410.101.549191.540191.56419
1542022.11.03 12:07buy420.101.554520.000000.00000
1552022.11.03 12:07modify420.101.554521.549941.56419
1562022.11.03 12:07modify410.101.549191.549941.56419
1572022.11.03 12:15s/l410.101.549941.549941.564195.5510945.45
1582022.11.03 12:15s/l420.101.549941.549941.56419-33.9110911.54
1592022.11.10 05:00sell430.101.542880.000000.00000
1602022.11.10 05:00modify430.101.542881.551881.52788
1612022.11.10 13:45s/l430.101.551881.551881.52788-66.5410845.00
1622022.11.11 10:00sell440.101.563310.000000.00000
1632022.11.11 10:00modify440.101.563311.572311.54831
1642022.11.11 14:59sell450.101.557980.000000.00000
1652022.11.11 14:59modify450.101.557981.562561.54831
1662022.11.11 14:59modify440.101.563311.562561.54831
1672022.11.11 15:50s/l440.101.562561.562561.548315.5510850.55
1682022.11.11 15:50s/l450.101.562561.562561.54831-33.8610816.69
1692023.01.03 03:00sell460.101.639660.000000.00000
1702023.01.03 03:00modify460.101.639661.648661.62466
1712023.01.03 07:00sell470.101.634410.000000.00000
1722023.01.03 07:00modify470.101.634411.638911.62466
1732023.01.03 07:00modify460.101.639661.638911.62466
1742023.01.03 07:40sell480.101.631300.000000.00000
1752023.01.03 07:40modify480.101.631301.634411.62466
1762023.01.03 07:40modify470.101.634411.634411.62466
1772023.01.03 07:40modify460.101.639661.634411.62466
1782023.01.03 07:55sell490.101.628170.000000.00000
1792023.01.03 07:55modify490.101.628171.634411.62466
1802023.01.03 08:20t/p460.101.624661.634411.62466110.9010927.59
1812023.01.03 08:20t/p470.101.624661.634411.6246672.0810999.67
1822023.01.03 08:20t/p480.101.624661.634411.6246649.0911048.76
1832023.01.03 08:20t/p490.101.624661.634411.6246625.9511074.71
1842023.01.16 10:00buy500.101.634510.000000.00000
1852023.01.16 10:00modify500.101.634511.625511.64951
1862023.01.17 08:20buy510.101.639780.000000.00000
1872023.01.17 08:20modify510.101.639781.635261.64951
1882023.01.17 08:20modify500.101.634511.635261.64951
1892023.01.17 13:17buy520.101.642980.000000.00000
1902023.01.17 13:17modify520.101.642981.639761.64951
1912023.01.17 13:17modify510.101.639781.639761.64951
1922023.01.17 13:17modify500.101.634511.639761.64951
1932023.01.17 14:25buy530.101.646020.000000.00000
1942023.01.17 14:25modify530.101.646021.639761.64951
1952023.01.18 08:50t/p500.101.649511.639761.64951110.2111184.91
1962023.01.18 08:50t/p510.101.649511.639761.6495171.6211256.53
1972023.01.18 08:50t/p520.101.649511.639761.6495147.9311304.46
1982023.01.18 08:50t/p530.101.649511.639761.6495125.4211329.88
1992023.01.23 10:00buy540.101.656900.000000.00000
2002023.01.23 10:00modify540.101.656901.647901.67190
2012023.01.24 09:50s/l540.101.647901.647901.67190-67.0511262.83
2022023.02.23 03:00buy550.101.631510.000000.00000
2032023.02.23 03:00modify550.101.631511.622511.64651
2042023.02.27 17:55buy560.101.636960.000000.00000
2052023.02.27 17:55modify560.101.636961.632261.64651
2062023.02.27 17:55modify550.101.631511.632261.64651
2072023.02.28 09:15buy570.101.643040.000000.00000
2082023.02.28 09:15modify570.101.643041.636761.64651
2092023.02.28 09:15modify560.101.636961.636761.64651
2102023.02.28 09:15modify550.101.631511.636761.64651
2112023.02.28 13:46t/p550.101.646511.636761.64651109.7911372.61
2122023.02.28 13:46t/p560.101.646511.636761.6465170.2811442.89
2132023.02.28 13:46t/p570.101.646511.636761.6465125.6911468.58
2142023.03.22 10:00sell580.101.682550.000000.00000
2152023.03.22 10:00modify580.101.682551.691551.66755
2162023.03.22 13:55sell590.101.677080.000000.00000
2172023.03.22 13:55modify590.101.677081.681801.66755
2182023.03.22 13:55modify580.101.682551.681801.66755
2192023.03.22 17:07s/l580.101.681801.681801.667555.5511474.13
2202023.03.22 17:07s/l590.101.681801.681801.66755-34.8911439.24