Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 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=5; 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=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=7; 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 test2617Ticks modelled79959Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1207.97Gross profit1494.21Gross loss-286.24
Profit factor5.22Expected payoff28.76
Absolute drawdown29.31Maximal drawdown225.88 (2.06%)Relative drawdown2.06% (225.88)
Total trades42Short positions (won %)18 (77.78%)Long positions (won %)24 (66.67%)
Profit trades (% of total)30 (71.43%)Loss trades (% of total)12 (28.57%)
Largestprofit trade96.47loss trade-44.42
Averageprofit trade49.81loss trade-23.85
Maximumconsecutive wins (profit in money)9 (451.54)consecutive losses (loss in money)3 (-70.11)
Maximalconsecutive profit (count of wins)451.54 (9)consecutive loss (count of losses)-70.11 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.14 04:00sell10.101.648690.000000.00000
22022.04.14 04:00modify10.101.648691.654691.63569
32022.04.18 14:30sell20.101.642730.000000.00000
42022.04.18 14:30modify20.101.642731.645441.63569
52022.04.18 14:30modify10.101.648691.645441.63569
62022.04.18 17:40sell30.101.640660.000000.00000
72022.04.18 17:40modify30.101.640661.643491.63569
82022.04.18 17:40modify20.101.642731.643491.63569
92022.04.18 17:40modify10.101.648691.643491.63569
102022.04.18 21:15sell40.101.639570.000000.00000
112022.04.18 21:15modify40.101.639571.644141.63569
122022.04.18 21:15modify30.101.640661.644141.63569
132022.04.18 21:15modify20.101.642731.644141.63569
142022.04.18 21:15modify10.101.648691.644141.63569
152022.04.19 04:40t/p10.101.635691.644141.6356996.3810096.38
162022.04.19 04:40t/p20.101.635691.644141.6356952.1410148.52
172022.04.19 04:40t/p30.101.635691.644141.6356936.8310185.35
182022.04.19 04:40t/p40.101.635691.644141.6356928.7810214.12
192022.04.29 00:00buy50.101.596440.000000.00000
202022.04.29 00:00modify50.101.596441.590441.60944
212022.04.29 09:40buy60.101.602510.000000.00000
222022.04.29 09:40modify60.101.602511.599691.60944
232022.04.29 09:40modify50.101.596441.599691.60944
242022.04.29 11:40s/l50.101.599691.599691.6094424.0610238.18
252022.04.29 11:40s/l60.101.599691.599691.60944-20.8810217.30
262022.05.02 04:00sell70.101.615480.000000.00000
272022.05.02 04:00modify70.101.615481.621481.60248
282022.05.02 18:40sell80.101.609440.000000.00000
292022.05.02 18:40modify80.101.609441.612231.60248
302022.05.02 18:40modify70.101.615481.612231.60248
312022.05.02 19:40sell90.101.607570.000000.00000
322022.05.02 19:40modify90.101.607571.610281.60248
332022.05.02 19:40modify80.101.609441.610281.60248
342022.05.02 19:40modify70.101.615481.610281.60248
352022.05.03 03:40s/l70.101.610281.610281.6024838.5410255.84
362022.05.03 03:40s/l80.101.610281.610281.60248-6.1210249.72
372022.05.03 03:40s/l90.101.610281.610281.60248-19.9510229.77
382022.06.02 00:00buy100.101.581790.000000.00000
392022.06.02 00:00modify100.101.581791.575791.59479
402022.06.02 08:40buy110.101.587670.000000.00000
412022.06.02 08:40modify110.101.587671.585041.59479
422022.06.02 08:40modify100.101.581791.585041.59479
432022.06.02 13:30s/l100.101.585041.585041.5947924.0610253.83
442022.06.02 13:30s/l110.101.585041.585041.59479-19.4710234.36
452022.06.10 04:00sell120.101.586600.000000.00000
462022.06.10 04:00modify120.101.586601.592601.57360
472022.06.10 13:50sell130.101.580500.000000.00000
482022.06.10 13:50modify130.101.580501.583351.57360
492022.06.10 13:50modify120.101.586601.583351.57360
502022.06.10 15:30sell140.101.577200.000000.00000
512022.06.10 15:30modify140.101.577201.582051.57360
522022.06.10 15:30modify130.101.580501.582051.57360
532022.06.10 15:30modify120.101.586601.582051.57360
542022.06.10 16:40t/p120.101.573601.582051.5736096.1110330.47
552022.06.10 16:40t/p130.101.573601.582051.5736051.0110381.48
562022.06.10 16:40t/p140.101.573601.582051.5736026.6110408.09
572022.08.09 00:00buy150.101.553960.000000.00000
582022.08.09 00:00modify150.101.553961.547961.56696
592022.08.10 11:59buy160.101.561900.000000.00000
602022.08.10 11:59modify160.101.561901.559161.56696
612022.08.10 11:59modify150.101.553961.559161.56696
622022.08.10 12:30t/p150.101.566961.559161.5669695.8210503.91
632022.08.10 12:30t/p160.101.566961.559161.5669637.4610541.37
642022.08.15 00:00buy170.101.550280.000000.00000
652022.08.15 00:00modify170.101.550281.544281.56328
662022.08.15 10:50buy180.101.559450.000000.00000
672022.08.15 10:50modify180.101.559451.554831.56328
682022.08.15 10:50modify170.101.550281.554831.56328
692022.08.15 12:40t/p170.101.563281.554831.5632896.2410637.61
702022.08.15 12:40t/p180.101.563281.554831.5632828.3510665.96
712022.08.19 00:00buy190.101.545040.000000.00000
722022.08.19 00:00modify190.101.545041.539041.55804
732022.08.19 10:30s/l190.101.539041.539041.55804-44.4210621.54
742022.09.05 04:00buy200.101.509040.000000.00000
752022.09.05 04:00modify200.101.509041.503041.52204
762022.09.05 22:10buy210.101.514950.000000.00000
772022.09.05 22:10modify210.101.514951.512291.52204
782022.09.05 22:10modify200.101.509041.512291.52204
792022.09.05 22:50buy220.101.518160.000000.00000
802022.09.05 22:50modify220.101.518161.513591.52204
812022.09.05 22:50modify210.101.514951.513591.52204
822022.09.05 22:50modify200.101.509041.513591.52204
832022.09.05 23:10buy230.101.516870.000000.00000
842022.09.05 23:10modify230.101.516871.514241.52204
852022.09.05 23:15modify230.101.516871.513591.52204
862022.09.06 06:40t/p200.101.522041.513591.5220495.8210717.36
872022.09.06 06:40t/p210.101.522041.513591.5220452.0710769.43
882022.09.06 06:40t/p220.101.522041.513591.5220428.3010797.72
892022.09.06 06:40t/p230.101.522041.513591.5220437.8510835.57
902022.11.04 00:00buy240.101.535390.000000.00000
912022.11.04 00:00modify240.101.535391.529391.54839
922022.11.04 08:15s/l240.101.529391.529391.54839-44.4210791.15
932022.12.02 04:00sell250.101.646080.000000.00000
942022.12.02 04:00modify250.101.646081.652081.63308
952022.12.02 13:40sell260.101.638080.000000.00000
962022.12.02 13:40modify260.101.638081.640881.63308
972022.12.02 13:40modify250.101.646081.640881.63308
982022.12.02 13:55s/l250.101.640881.640881.6330838.4510829.60
992022.12.02 13:55s/l260.101.640881.640881.63308-20.7010808.90
1002023.01.19 04:00sell270.101.665030.000000.00000
1012023.01.19 04:00modify270.101.665031.671031.65203
1022023.01.20 16:40sell280.101.659000.000000.00000
1032023.01.20 16:40modify280.101.659001.661781.65203
1042023.01.20 16:40modify270.101.665031.661781.65203
1052023.01.20 17:40s/l270.101.661781.661781.6520324.1210833.02
1062023.01.20 17:40s/l280.101.661781.661781.65203-20.5510812.47
1072023.02.03 04:00buy290.101.628230.000000.00000
1082023.02.03 04:00modify290.101.628231.622231.64123
1092023.02.03 10:10buy300.101.634250.000000.00000
1102023.02.03 10:10modify300.101.634251.631481.64123
1112023.02.03 10:10modify290.101.628231.631481.64123
1122023.02.03 10:40buy310.101.637420.000000.00000
1132023.02.03 10:40modify310.101.637421.632781.64123
1142023.02.03 10:40modify300.101.634251.632781.64123
1152023.02.03 10:40modify290.101.628231.632781.64123
1162023.02.03 10:55buy320.101.636140.000000.00000
1172023.02.03 10:55modify320.101.636141.633431.64123
1182023.02.03 11:00modify320.101.636141.632781.64123
1192023.02.03 13:20s/l290.101.632781.632781.6412333.6810846.15
1202023.02.03 13:20s/l300.101.632781.632781.64123-10.8810835.27
1212023.02.03 13:20s/l310.101.632781.632781.64123-34.3510800.92
1222023.02.03 13:20s/l320.101.632781.632781.64123-24.8810776.04
1232023.02.22 00:00sell330.101.638620.000000.00000
1242023.02.22 00:00modify330.101.638621.644621.62562
1252023.02.22 17:05sell340.101.632670.000000.00000
1262023.02.22 17:05modify340.101.632671.635371.62562
1272023.02.22 17:05modify330.101.638621.635371.62562
1282023.02.23 01:40sell350.101.630680.000000.00000
1292023.02.23 01:40modify350.101.630681.633421.62562
1302023.02.23 01:40modify340.101.632671.633421.62562
1312023.02.23 01:40modify330.101.638621.633421.62562
1322023.02.23 08:30sell360.101.629500.000000.00000
1332023.02.23 08:30modify360.101.629501.634071.62562
1342023.02.23 08:30modify350.101.630681.634071.62562
1352023.02.23 08:30modify340.101.632671.634071.62562
1362023.02.23 08:30modify330.101.638621.634071.62562
1372023.02.24 19:40t/p330.101.625621.634071.6256296.4710872.51
1382023.02.24 19:40t/p340.101.625621.634071.6256252.4810924.98
1392023.02.24 19:40t/p350.101.625621.634071.6256237.5010962.48
1402023.02.24 19:40t/p360.101.625621.634071.6256228.7710991.25
1412023.03.03 00:00buy370.101.625230.000000.00000
1422023.03.03 00:00modify370.101.625231.619231.63823
1432023.03.03 13:10buy380.101.631370.000000.00000
1442023.03.03 13:10modify380.101.631371.628481.63823
1452023.03.03 13:10modify370.101.625231.628481.63823
1462023.03.03 14:45buy390.101.634390.000000.00000
1472023.03.03 14:45modify390.101.634391.629781.63823
1482023.03.03 14:45modify380.101.631371.629781.63823
1492023.03.03 14:45modify370.101.625231.629781.63823
1502023.03.03 16:40buy400.101.633030.000000.00000
1512023.03.03 16:40modify400.101.633031.630431.63823
1522023.03.03 16:45modify400.101.633031.629781.63823
1532023.03.06 15:40t/p370.101.638231.629781.6382395.8211087.07
1542023.03.06 15:40t/p380.101.638231.629781.6382350.3711137.44
1552023.03.06 15:40t/p390.101.638231.629781.6382328.0111165.45
1562023.03.06 15:40t/p400.101.638231.629781.6382338.0811203.53
1572023.03.30 04:00buy410.101.670570.000000.00000
1582023.03.30 04:00modify410.101.670571.664571.68357
1592023.03.30 12:50buy420.101.676470.000000.00000
1602023.03.30 12:50modify420.101.676471.673821.68357
1612023.03.30 12:50modify410.101.670571.673821.68357
1622023.03.30 13:40s/l410.101.673821.673821.6835724.0611227.59
1632023.03.30 13:40s/l420.101.673821.673821.68357-19.6211207.97