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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1917Ticks modelled37109525Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1011.29Gross profit1333.81Gross loss-322.52
Profit factor4.14Expected payoff22.98
Absolute drawdown17.46Maximal drawdown225.88 (2.10%)Relative drawdown2.10% (225.88)
Total trades44Short positions (won %)18 (66.67%)Long positions (won %)26 (65.38%)
Profit trades (% of total)29 (65.91%)Loss trades (% of total)15 (34.09%)
Largestprofit trade96.47loss trade-44.42
Averageprofit trade45.99loss trade-21.50
Maximumconsecutive wins (profit in money)9 (455.94)consecutive losses (loss in money)3 (-67.53)
Maximalconsecutive profit (count of wins)455.94 (9)consecutive loss (count of losses)-67.53 (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
32022.04.14 13:52sell20.101.642840.000000.00000
42022.04.14 13:52modify20.101.642841.645441.63569
52022.04.14 13:52modify10.101.648691.645441.63569
62022.04.14 14:05sell30.101.640890.000000.00000
72022.04.14 14:05modify30.101.640891.643491.63569
82022.04.14 14:05modify20.101.642841.643491.63569
92022.04.14 14:05modify10.101.648691.643491.63569
102022.04.14 14:22s/l10.101.643491.643491.6356938.4410038.44
112022.04.14 14:22s/l20.101.643491.643491.63569-4.8110033.63
122022.04.14 14:22s/l30.101.643491.643491.63569-19.2310014.40
132022.04.29 00:00buy40.101.596440.000000.00000
142022.04.29 00:00modify40.101.596441.590441.60944
152022.04.29 09:48buy50.101.602290.000000.00000
162022.04.29 09:48modify50.101.602291.599691.60944
172022.04.29 09:48modify40.101.596441.599691.60944
182022.04.29 11:48s/l40.101.599691.599691.6094424.0610038.46
192022.04.29 11:48s/l50.101.599691.599691.60944-19.2510019.21
202022.05.02 04:00sell60.101.615480.000000.00000
212022.05.02 04:00modify60.101.615481.621481.60248
222022.05.02 18:53sell70.101.609630.000000.00000
232022.05.02 18:53modify70.101.609631.612231.60248
242022.05.02 18:53modify60.101.615481.612231.60248
252022.05.02 19:59sell80.101.607580.000000.00000
262022.05.02 19:59modify80.101.607581.610281.60248
272022.05.02 19:59modify70.101.609631.610281.60248
282022.05.02 19:59modify60.101.615481.610281.60248
292022.05.03 03:35s/l60.101.610281.610281.6024838.5410057.75
302022.05.03 03:35s/l70.101.610281.610281.60248-4.7210053.03
312022.05.03 03:35s/l80.101.610281.610281.60248-19.8710033.16
322022.06.02 00:00buy90.101.581790.000000.00000
332022.06.02 00:00modify90.101.581791.575791.59479
342022.06.02 08:46buy100.101.587650.000000.00000
352022.06.02 08:46modify100.101.587651.585041.59479
362022.06.02 08:46modify90.101.581791.585041.59479
372022.06.02 13:34s/l90.101.585041.585041.5947924.0610057.22
382022.06.02 13:34s/l100.101.585041.585041.59479-19.3310037.89
392022.06.10 04:00sell110.101.586600.000000.00000
402022.06.10 04:00modify110.101.586601.592601.57360
412022.06.10 13:54sell120.101.580750.000000.00000
422022.06.10 13:54modify120.101.580751.583351.57360
432022.06.10 13:54modify110.101.586601.583351.57360
442022.06.10 14:36sell130.101.578800.000000.00000
452022.06.10 14:36modify130.101.578801.581401.57360
462022.06.10 14:36modify120.101.580751.581401.57360
472022.06.10 14:36modify110.101.586601.581401.57360
482022.06.10 14:40sell140.101.577500.000000.00000
492022.06.10 14:40modify140.101.577501.582051.57360
502022.06.10 14:40modify130.101.578801.582051.57360
512022.06.10 14:40modify120.101.580751.582051.57360
522022.06.10 14:40modify110.101.586601.582051.57360
532022.06.10 16:58t/p110.101.573601.582051.5736096.1110134.00
542022.06.10 16:58t/p120.101.573601.582051.5736052.8610186.86
552022.06.10 16:58t/p130.101.573601.582051.5736038.4410225.30
562022.06.10 16:58t/p140.101.573601.582051.5736028.8310254.13
572022.08.09 00:00buy150.101.553960.000000.00000
582022.08.09 00:00modify150.101.553961.547961.56696
592022.08.09 14:01buy160.101.559840.000000.00000
602022.08.09 14:01modify160.101.559841.557211.56696
612022.08.09 14:01modify150.101.553961.557211.56696
622022.08.09 14:50s/l150.101.557211.557211.5669624.0610278.19
632022.08.09 14:50s/l160.101.557211.557211.56696-19.4710258.72
642022.08.15 00:00buy170.101.550280.000000.00000
652022.08.15 00:00modify170.101.550281.544281.56328
662022.08.15 09:35buy180.101.556130.000000.00000
672022.08.15 09:35modify180.101.556131.553531.56328
682022.08.15 09:35modify170.101.550281.553531.56328
692022.08.15 10:44buy190.101.558080.000000.00000
702022.08.15 10:44modify190.101.558081.555481.56328
712022.08.15 10:44modify180.101.556131.555481.56328
722022.08.15 10:44modify170.101.550281.555481.56328
732022.08.15 10:58buy200.101.559400.000000.00000
742022.08.15 10:58modify200.101.559401.554831.56328
752022.08.15 10:58modify190.101.558081.554831.56328
762022.08.15 10:58modify180.101.556131.554831.56328
772022.08.15 10:58modify170.101.550281.554831.56328
782022.08.15 12:30t/p170.101.563281.554831.5632896.2410354.96
792022.08.15 12:30t/p180.101.563281.554831.5632852.9310407.89
802022.08.15 12:30t/p190.101.563281.554831.5632838.5010446.39
812022.08.15 12:30t/p200.101.563281.554831.5632828.7210475.11
822022.08.19 00:00buy210.101.545040.000000.00000
832022.08.19 00:00modify210.101.545041.539041.55804
842022.08.19 10:06s/l210.101.539041.539041.55804-44.4210430.69
852022.09.05 04:00buy220.101.509040.000000.00000
862022.09.05 04:00modify220.101.509041.503041.52204
872022.09.05 22:08buy230.101.514950.000000.00000
882022.09.05 22:08modify230.101.514951.512291.52204
892022.09.05 22:08modify220.101.509041.512291.52204
902022.09.05 22:12buy240.101.516850.000000.00000
912022.09.05 22:12modify240.101.516851.514241.52204
922022.09.05 22:12modify230.101.514951.514241.52204
932022.09.05 22:12modify220.101.509041.514241.52204
942022.09.05 22:24buy250.101.518150.000000.00000
952022.09.05 22:24modify250.101.518151.513591.52204
962022.09.05 22:24modify240.101.516851.513591.52204
972022.09.05 22:24modify230.101.514951.513591.52204
982022.09.05 22:24modify220.101.509041.513591.52204
992022.09.06 06:55t/p220.101.522041.513591.5220495.8210526.51
1002022.09.06 06:55t/p230.101.522041.513591.5220452.0710578.57
1012022.09.06 06:55t/p240.101.522041.513591.5220438.0010616.57
1022022.09.06 06:55t/p250.101.522041.513591.5220428.3710644.94
1032022.11.04 00:00buy260.101.535390.000000.00000
1042022.11.04 00:00modify260.101.535391.529391.54839
1052022.11.04 08:20s/l260.101.529391.529391.54839-44.4210600.52
1062022.12.02 04:00sell270.101.646080.000000.00000
1072022.12.02 04:00modify270.101.646081.652081.63308
1082022.12.02 13:37sell280.101.640090.000000.00000
1092022.12.02 13:37modify280.101.640091.642831.63308
1102022.12.02 13:37modify270.101.646081.642831.63308
1112022.12.02 13:39s/l270.101.642831.642831.6330824.0310624.55
1122022.12.02 13:39s/l280.101.642831.642831.63308-20.2610604.29
1132023.01.19 04:00sell290.101.665030.000000.00000
1142023.01.19 04:00modify290.101.665031.671031.65203
1152023.01.20 16:20sell300.101.659080.000000.00000
1162023.01.20 16:20modify300.101.659081.661781.65203
1172023.01.20 16:20modify290.101.665031.661781.65203
1182023.01.20 17:38s/l290.101.661781.661781.6520324.1210628.41
1192023.01.20 17:38s/l300.101.661781.661781.65203-19.9610608.45
1202023.02.03 04:00buy310.101.628230.000000.00000
1212023.02.03 04:00modify310.101.628231.622231.64123
1222023.02.03 09:37buy320.101.634080.000000.00000
1232023.02.03 09:37modify320.101.634081.631481.64123
1242023.02.03 09:37modify310.101.628231.631481.64123
1252023.02.03 10:39buy330.101.636050.000000.00000
1262023.02.03 10:39modify330.101.636051.633431.64123
1272023.02.03 10:39modify320.101.634081.633431.64123
1282023.02.03 10:39modify310.101.628231.633431.64123
1292023.02.03 10:54buy340.101.637330.000000.00000
1302023.02.03 10:54modify340.101.637331.632781.64123
1312023.02.03 10:54modify330.101.636051.632781.64123
1322023.02.03 10:54modify320.101.634081.632781.64123
1332023.02.03 10:54modify310.101.628231.632781.64123
1342023.02.03 13:30s/l310.101.632781.632781.6412333.6810642.13
1352023.02.03 13:30s/l320.101.632781.632781.64123-9.6310632.50
1362023.02.03 13:30s/l330.101.632781.632781.64123-24.2110608.29
1372023.02.03 13:30s/l340.101.632781.632781.64123-33.6910574.60
1382023.02.22 00:00sell350.101.638620.000000.00000
1392023.02.22 00:00modify350.101.638621.644621.62562
1402023.02.22 17:11sell360.101.632770.000000.00000
1412023.02.22 17:11modify360.101.632771.635371.62562
1422023.02.22 17:11modify350.101.638621.635371.62562
1432023.02.22 22:07sell370.101.630820.000000.00000
1442023.02.22 22:07modify370.101.630821.633421.62562
1452023.02.22 22:07modify360.101.632771.633421.62562
1462023.02.22 22:07modify350.101.638621.633421.62562
1472023.02.23 08:40sell380.101.629520.000000.00000
1482023.02.23 08:40modify380.101.629521.634071.62562
1492023.02.23 08:40modify370.101.630821.634071.62562
1502023.02.23 08:40modify360.101.632771.634071.62562
1512023.02.23 08:40modify350.101.638621.634071.62562
1522023.02.24 19:51t/p350.101.625621.634071.6256296.4710671.07
1532023.02.24 19:51t/p360.101.625621.634071.6256253.2210724.28
1542023.02.24 19:51t/p370.101.625621.634071.6256238.8010763.08
1552023.02.24 19:51t/p380.101.625621.634071.6256228.9210792.00
1562023.03.03 00:00buy390.101.625230.000000.00000
1572023.03.03 00:00modify390.101.625231.619231.63823
1582023.03.03 13:01buy400.101.631100.000000.00000
1592023.03.03 13:01modify400.101.631101.628481.63823
1602023.03.03 13:01modify390.101.625231.628481.63823
1612023.03.03 13:25buy410.101.633040.000000.00000
1622023.03.03 13:25modify410.101.633041.630431.63823
1632023.03.03 13:25modify400.101.631101.630431.63823
1642023.03.03 13:25modify390.101.625231.630431.63823
1652023.03.03 13:31buy420.101.634350.000000.00000
1662023.03.03 13:31modify420.101.634351.629781.63823
1672023.03.03 13:31modify410.101.633041.629781.63823
1682023.03.03 13:31modify400.101.631101.629781.63823
1692023.03.03 13:31modify390.101.625231.629781.63823
1702023.03.06 15:47t/p390.101.638231.629781.6382395.8210887.82
1712023.03.06 15:47t/p400.101.638231.629781.6382352.3710940.18
1722023.03.06 15:47t/p410.101.638231.629781.6382338.0010978.18
1732023.03.06 15:47t/p420.101.638231.629781.6382328.3011006.48
1742023.03.30 04:00buy430.101.670570.000000.00000
1752023.03.30 04:00modify430.101.670571.664571.68357
1762023.03.30 12:54buy440.101.676420.000000.00000
1772023.03.30 12:54modify440.101.676421.673821.68357
1782023.03.30 12:54modify430.101.670571.673821.68357
1792023.03.30 13:10s/l430.101.673821.673821.6835724.0611030.54
1802023.03.30 13:10s/l440.101.673821.673821.68357-19.2511011.29