Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2022.05.01 21:00 - 2023.04.30 23:00 (2022.05.01 - 2023.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=80; 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=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 test7237Ticks modelled158029Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit2127.74Gross profit2878.58Gross loss-750.84
Profit factor3.83Expected payoff29.55
Absolute drawdown42.61Maximal drawdown231.20 (1.93%)Relative drawdown1.93% (231.20)
Total trades72Short positions (won %)37 (70.27%)Long positions (won %)35 (68.57%)
Profit trades (% of total)50 (69.44%)Loss trades (% of total)22 (30.56%)
Largestprofit trade110.53loss trade-60.45
Averageprofit trade57.57loss trade-34.13
Maximumconsecutive wins (profit in money)9 (518.43)consecutive losses (loss in money)3 (-99.89)
Maximalconsecutive profit (count of wins)518.43 (9)consecutive loss (count of losses)-99.89 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.10 03:00sell10.101.607700.000000.00000
22022.05.10 03:00modify10.101.607701.615701.59270
32022.05.10 08:02sell20.101.602440.000000.00000
42022.05.10 08:02modify20.101.602441.606951.59270
52022.05.10 08:02modify10.101.607701.606951.59270
62022.05.10 09:50sell30.101.600000.000000.00000
72022.05.10 09:50modify30.101.600001.603951.59270
82022.05.10 09:50modify20.101.602441.603951.59270
92022.05.10 09:50modify10.101.607701.603951.59270
102022.05.10 10:20s/l10.101.603951.603951.5927027.5410027.54
112022.05.10 10:20s/l20.101.603951.603951.59270-11.0910016.45
122022.05.10 10:20s/l30.101.603951.603951.59270-29.019987.44
132022.05.24 10:00buy40.101.599500.000000.00000
142022.05.24 10:00modify40.101.599501.591501.61450
152022.05.24 14:10buy50.101.604880.000000.00000
162022.05.24 14:10modify50.101.604881.600251.61450
172022.05.24 14:10modify40.101.599501.600251.61450
182022.05.24 18:17buy60.101.607050.000000.00000
192022.05.24 18:17modify60.101.607051.603251.61450
202022.05.24 18:17modify50.101.604881.603251.61450
212022.05.24 18:17modify40.101.599501.603251.61450
222022.05.25 15:20buy70.101.611720.000000.00000
232022.05.25 15:20modify70.101.611721.607001.61450
242022.05.25 15:20modify60.101.607051.607001.61450
252022.05.25 15:20modify50.101.604881.607001.61450
262022.05.25 15:20modify40.101.599501.607001.61450
272022.05.26 00:50t/p40.101.614501.607001.61450108.4810095.92
282022.05.26 00:50t/p50.101.614501.607001.6145068.9710164.90
292022.05.26 00:50t/p60.101.614501.607001.6145053.0310217.93
302022.05.26 00:50t/p70.101.614501.607001.6145019.1610237.09
312022.05.27 03:00sell80.101.613940.000000.00000
322022.05.27 03:00modify80.101.613941.621941.59894
332022.05.27 10:17sell90.101.606340.000000.00000
342022.05.27 10:17modify90.101.606341.610191.59894
352022.05.27 10:17modify80.101.613941.610191.59894
362022.05.27 11:52sell100.101.608590.000000.00000
372022.05.27 11:52modify100.101.608591.613191.59894
382022.05.27 11:55modify100.101.608591.610191.59894
392022.05.27 12:20s/l80.101.610191.610191.5989427.5410264.63
402022.05.27 12:20s/l90.101.610191.610191.59894-28.2810236.35
412022.05.27 12:20s/l100.101.610191.610191.59894-11.7510224.60
422022.06.06 08:00sell110.101.576400.000000.00000
432022.06.06 08:00modify110.101.576401.584401.56140
442022.06.07 05:20sell120.101.571040.000000.00000
452022.06.07 05:20modify120.101.571041.575651.56140
462022.06.07 05:20modify110.101.576401.575651.56140
472022.06.07 08:15s/l110.101.575651.575651.561405.6010230.20
482022.06.07 08:15s/l120.101.575651.575651.56140-33.8610196.34
492022.06.08 10:00buy130.101.572700.000000.00000
502022.06.08 10:00modify130.101.572701.564701.58770
512022.06.09 12:20buy140.101.578010.000000.00000
522022.06.09 12:20modify140.101.578011.573451.58770
532022.06.09 12:20modify130.101.572701.573451.58770
542022.06.09 13:45buy150.101.580390.000000.00000
552022.06.09 13:45modify150.101.580391.576451.58770
562022.06.09 13:45modify140.101.578011.576451.58770
572022.06.09 13:45modify130.101.572701.576451.58770
582022.06.09 15:42buy160.101.584830.000000.00000
592022.06.09 15:42modify160.101.584831.580201.58770
602022.06.09 15:42modify150.101.580391.580201.58770
612022.06.09 15:42modify140.101.578011.580201.58770
622022.06.09 15:42modify130.101.572701.580201.58770
632022.06.09 18:20t/p130.101.587701.580201.58770108.9210305.25
642022.06.09 18:20t/p140.101.587701.580201.5877071.1710376.42
652022.06.09 18:20t/p150.101.587701.580201.5877053.6910430.11
662022.06.09 18:20t/p160.101.587701.580201.5877021.0810451.19
672022.06.28 12:00buy170.101.572450.000000.00000
682022.06.28 12:00modify170.101.572451.564451.58745
692022.06.29 10:50s/l170.101.564451.564451.58745-59.1810392.01
702022.07.11 16:00buy180.101.545550.000000.00000
712022.07.11 16:00modify180.101.545551.537551.56055
722022.07.13 06:42buy190.101.553060.000000.00000
732022.07.13 06:42modify190.101.553061.549301.56055
742022.07.13 06:42modify180.101.545551.549301.56055
752022.07.13 07:27buy200.101.551040.000000.00000
762022.07.13 07:27modify200.101.551041.546301.56055
772022.07.13 07:27modify200.101.551041.549301.56055
782022.07.13 07:45s/l180.101.549301.549301.5605526.7110418.72
792022.07.13 07:45s/l190.101.549301.549301.56055-27.6110391.11
802022.07.13 07:45s/l200.101.549301.549301.56055-12.7810378.33
812022.08.10 14:00sell210.101.567230.000000.00000
822022.08.10 14:00modify210.101.567231.575231.55223
832022.08.10 18:37sell220.101.561940.000000.00000
842022.08.10 18:37modify220.101.561941.566481.55223
852022.08.10 18:37modify210.101.567231.566481.55223
862022.08.10 21:10sell230.101.559480.000000.00000
872022.08.10 21:10modify230.101.559481.563481.55223
882022.08.10 21:10modify220.101.561941.563481.55223
892022.08.10 21:10modify210.101.567231.563481.55223
902022.08.12 00:32sell240.101.555020.000000.00000
912022.08.12 00:32modify240.101.555021.559731.55223
922022.08.12 00:32modify230.101.559481.559731.55223
932022.08.12 00:32modify220.101.561941.559731.55223
942022.08.12 00:32modify210.101.567231.559731.55223
952022.08.12 07:50t/p210.101.552231.559731.55223110.5310488.85
962022.08.12 07:50t/p220.101.552231.559731.5522371.6710560.52
972022.08.12 07:50t/p230.101.552231.559731.5522353.6110614.12
982022.08.12 07:50t/p240.101.552231.559731.5522320.4910634.61
992022.08.17 10:00sell250.101.558420.000000.00000
1002022.08.17 10:00modify250.101.558421.566421.54342
1012022.08.18 07:02sell260.101.552950.000000.00000
1022022.08.18 07:02modify260.101.552951.557671.54342
1032022.08.18 07:02modify250.101.558421.557671.54342
1042022.08.18 13:50sell270.101.550780.000000.00000
1052022.08.18 13:50modify270.101.550781.554671.54342
1062022.08.18 13:50modify260.101.552951.554671.54342
1072022.08.18 13:50modify250.101.558421.554671.54342
1082022.08.18 17:10sell280.101.546360.000000.00000
1092022.08.18 17:10modify280.101.546361.550921.54342
1102022.08.18 17:10modify270.101.550781.550921.54342
1112022.08.18 17:10modify260.101.552951.550921.54342
1122022.08.18 17:10modify250.101.558421.550921.54342
1132022.08.19 00:50t/p250.101.543421.550921.54342110.5310745.14
1142022.08.19 00:50t/p260.101.543421.550921.5434270.0910815.23
1152022.08.19 00:50t/p270.101.543421.550921.5434254.1510869.38
1162022.08.19 00:50t/p280.101.543421.550921.5434221.6910891.07
1172022.09.12 09:00sell290.101.517550.000000.00000
1182022.09.12 09:00modify290.101.517551.525551.50255
1192022.09.13 13:47sell300.101.512260.000000.00000
1202022.09.13 13:47modify300.101.512261.516801.50255
1212022.09.13 13:47modify290.101.517551.516801.50255
1222022.09.14 04:40s/l290.101.516801.516801.502555.6910896.76
1232022.09.14 04:40s/l300.101.516801.516801.50255-33.2510863.50
1242022.09.16 09:00buy310.101.511360.000000.00000
1252022.09.16 09:00modify310.101.511361.503361.52636
1262022.09.16 13:50buy320.101.516850.000000.00000
1272022.09.16 13:50modify320.101.516851.512111.52636
1282022.09.16 13:50modify310.101.511361.512111.52636
1292022.09.20 08:59buy330.101.519050.000000.00000
1302022.09.20 08:59modify330.101.519051.515111.52636
1312022.09.20 08:59modify320.101.516851.515111.52636
1322022.09.20 08:59modify310.101.511361.515111.52636
1332022.09.20 14:50buy340.101.523640.000000.00000
1342022.09.20 14:50modify340.101.523641.518861.52636
1352022.09.20 14:50modify330.101.519051.518861.52636
1362022.09.20 14:50modify320.101.516851.518861.52636
1372022.09.20 14:50modify310.101.511361.518861.52636
1382022.09.20 16:45s/l310.101.518861.518861.5263654.2510917.75
1392022.09.20 16:45s/l320.101.518861.518861.5263613.9310931.68
1402022.09.20 16:45s/l330.101.518861.518861.52636-1.3910930.29
1412022.09.20 16:45s/l340.101.518861.518861.52636-35.1110895.18
1422022.09.22 10:00sell350.101.522270.000000.00000
1432022.09.22 10:00modify350.101.522271.530271.50727
1442022.09.22 20:20sell360.101.517010.000000.00000
1452022.09.22 20:20modify360.101.517011.521521.50727
1462022.09.22 20:20modify350.101.522271.521521.50727
1472022.09.23 02:27sell370.101.514680.000000.00000
1482022.09.23 02:27modify370.101.514681.518521.50727
1492022.09.23 02:27modify360.101.517011.518521.50727
1502022.09.23 02:27modify350.101.522271.518521.50727
1512022.09.23 09:45t/p350.101.507271.518521.50727110.2611005.44
1522022.09.23 09:45t/p360.101.507271.518521.5072771.6311077.07
1532022.09.23 09:45t/p370.101.507271.518521.5072754.4211131.49
1542022.10.07 15:00buy380.101.523700.000000.00000
1552022.10.07 15:00modify380.101.523701.515701.53870
1562022.10.10 11:02s/l380.101.515701.515701.53870-59.1811072.30
1572022.10.26 18:00sell390.101.574200.000000.00000
1582022.10.26 18:00modify390.101.574201.582201.55920
1592022.10.27 14:12sell400.101.568920.000000.00000
1602022.10.27 14:12modify400.101.568921.573451.55920
1612022.10.27 14:12modify390.101.574201.573451.55920
1622022.10.27 14:45sell410.101.566610.000000.00000
1632022.10.27 14:45modify410.101.566611.570451.55920
1642022.10.27 14:45modify400.101.568921.570451.55920
1652022.10.27 14:45modify390.101.574201.570451.55920
1662022.10.27 20:20s/l390.101.570451.570451.5592027.8111100.11
1672022.10.27 20:20s/l400.101.570451.570451.55920-11.2411088.87
1682022.10.27 20:20s/l410.101.570451.570451.55920-28.2111060.66
1692022.10.28 18:00sell420.101.578500.000000.00000
1702022.10.28 18:00modify420.101.578501.586501.56350
1712022.10.31 12:50sell430.101.573020.000000.00000
1722022.10.31 12:50modify430.101.573021.577751.56350
1732022.10.31 12:50modify420.101.578501.577751.56350
1742022.10.31 13:25sell440.101.570970.000000.00000
1752022.10.31 13:25modify440.101.570971.574751.56350
1762022.10.31 13:25modify430.101.573021.574751.56350
1772022.10.31 13:25modify420.101.578501.574751.56350
1782022.10.31 16:50sell450.101.566370.000000.00000
1792022.10.31 16:50modify450.101.566371.571001.56350
1802022.10.31 16:50modify440.101.570971.571001.56350
1812022.10.31 16:50modify430.101.573021.571001.56350
1822022.10.31 16:50modify420.101.578501.571001.56350
1832022.10.31 18:50t/p420.101.563501.571001.56350110.2611170.92
1842022.10.31 18:50t/p430.101.563501.571001.5635069.9211240.84
1852022.10.31 18:50t/p440.101.563501.571001.5635054.8711295.71
1862022.10.31 18:50t/p450.101.563501.571001.5635021.0811316.79
1872022.11.03 14:00buy460.101.541470.000000.00000
1882022.11.03 14:00modify460.101.541471.533471.55647
1892022.11.03 16:37s/l460.101.533471.533471.55647-58.7611258.03
1902022.11.09 18:00buy470.101.533640.000000.00000
1912022.11.09 18:00modify470.101.533641.525641.54864
1922022.11.10 00:45buy480.101.538950.000000.00000
1932022.11.10 00:45modify480.101.538951.534391.54864
1942022.11.10 00:45modify470.101.533641.534391.54864
1952022.11.10 01:50buy490.101.541430.000000.00000
1962022.11.10 01:50modify490.101.541431.537391.54864
1972022.11.10 01:50modify480.101.538951.537391.54864
1982022.11.10 01:50modify470.101.533641.537391.54864
1992022.11.10 12:16buy500.101.545680.000000.00000
2002022.11.10 12:16modify500.101.545681.541141.54864
2012022.11.10 12:16modify490.101.541431.541141.54864
2022022.11.10 12:16modify480.101.538951.541141.54864
2032022.11.10 12:16modify470.101.533641.541141.54864
2042022.11.10 13:40t/p470.101.548641.541141.54864108.9211366.95
2052022.11.10 13:40t/p480.101.548641.541141.5486471.1811438.13
2062022.11.10 13:40t/p490.101.548641.541141.5486452.9611491.09
2072022.11.10 13:40t/p500.101.548641.541141.5486421.7411512.83
2082022.11.11 10:00sell510.101.563310.000000.00000
2092022.11.11 10:00modify510.101.563311.571311.54831
2102022.11.11 14:59sell520.101.557980.000000.00000
2112022.11.11 14:59modify520.101.557981.562561.54831
2122022.11.11 14:59modify510.101.563311.562561.54831
2132022.11.11 15:50s/l510.101.562561.562561.548315.5111518.34
2142022.11.11 15:50s/l520.101.562561.562561.54831-33.6411484.70
2152022.12.01 11:00sell530.101.630370.000000.00000
2162022.12.01 11:00modify530.101.630371.638371.61537
2172022.12.01 12:45s/l530.101.638371.638371.61537-58.7611425.94
2182023.01.03 03:00sell540.101.639660.000000.00000
2192023.01.03 03:00modify540.101.639661.647661.62466
2202023.01.03 07:00sell550.101.634410.000000.00000
2212023.01.03 07:00modify550.101.634411.638911.62466
2222023.01.03 07:00modify540.101.639661.638911.62466
2232023.01.03 07:50sell560.101.627650.000000.00000
2242023.01.03 07:50modify560.101.627651.632161.62466
2252023.01.03 07:50modify550.101.634411.632161.62466
2262023.01.03 07:50modify540.101.639661.632161.62466
2272023.01.03 08:20t/p540.101.624661.632161.62466110.1711536.11
2282023.01.03 08:20t/p550.101.624661.632161.6246671.6111607.72
2292023.01.03 08:20t/p560.101.624661.632161.6246621.9611629.68
2302023.01.16 10:00buy570.101.634510.000000.00000
2312023.01.16 10:00modify570.101.634511.626511.64951
2322023.01.17 08:20buy580.101.639780.000000.00000
2332023.01.17 08:20modify580.101.639781.635261.64951
2342023.01.17 08:20modify570.101.634511.635261.64951
2352023.01.17 11:20buy590.101.642300.000000.00000
2362023.01.17 11:20modify590.101.642301.638261.64951
2372023.01.17 11:20modify580.101.639781.638261.64951
2382023.01.17 11:20modify570.101.634511.638261.64951
2392023.01.18 07:26buy600.101.646670.000000.00000
2402023.01.18 07:26modify600.101.646671.642011.64951
2412023.01.18 07:26modify590.101.642301.642011.64951
2422023.01.18 07:26modify580.101.639781.642011.64951
2432023.01.18 07:26modify570.101.634511.642011.64951
2442023.01.18 08:50t/p570.101.649511.642011.64951109.3411739.01
2452023.01.18 08:50t/p580.101.649511.642011.6495171.0511810.06
2462023.01.18 08:50t/p590.101.649511.642011.6495152.5411862.60
2472023.01.18 08:50t/p600.101.649511.642011.6495120.8611883.46
2482023.01.23 10:00buy610.101.656900.000000.00000
2492023.01.23 10:00modify610.101.656901.648901.67190
2502023.01.24 09:45s/l610.101.648901.648901.67190-59.1811824.28
2512023.01.27 11:00buy620.101.648320.000000.00000
2522023.01.27 11:00modify620.101.648321.640321.66332
2532023.01.30 08:20buy630.101.653580.000000.00000
2542023.01.30 08:20modify630.101.653581.649071.66332
2552023.01.30 08:20modify620.101.648321.649071.66332
2562023.01.31 02:10buy640.101.655870.000000.00000
2572023.01.31 02:10modify640.101.655871.652071.66332
2582023.01.31 02:10modify630.101.653581.652071.66332
2592023.01.31 02:10modify620.101.648321.652071.66332
2602023.01.31 13:50s/l620.101.652071.652071.6633226.7011850.97
2612023.01.31 13:50s/l630.101.652071.652071.66332-11.5211839.45
2622023.01.31 13:50s/l640.101.652071.652071.66332-27.9211811.53
2632023.01.31 17:00buy650.101.643360.000000.00000
2642023.01.31 17:00modify650.101.643361.635361.65836
2652023.02.02 12:20s/l650.101.635361.635361.65836-60.4511751.09
2662023.02.09 17:00sell660.101.632290.000000.00000
2672023.02.09 17:00modify660.101.632291.640291.61729
2682023.02.10 07:15sell670.101.626990.000000.00000
2692023.02.10 07:15modify670.101.626991.631541.61729
2702023.02.10 07:15modify660.101.632291.631541.61729
2712023.02.10 15:20t/p660.101.617291.631541.61729110.2611861.35
2722023.02.10 15:20t/p670.101.617291.631541.6172971.2511932.60
2732023.02.23 10:00buy680.101.629340.000000.00000
2742023.02.23 10:00modify680.101.629341.621341.64434
2752023.02.27 16:50buy690.101.634700.000000.00000
2762023.02.27 16:50modify690.101.634701.630091.64434
2772023.02.27 16:50modify680.101.629341.630091.64434
2782023.02.27 17:55buy700.101.636960.000000.00000
2792023.02.27 17:55modify700.101.636961.633091.64434
2802023.02.27 17:55modify690.101.634701.633091.64434
2812023.02.27 17:55modify680.101.629341.633091.64434
2822023.02.28 11:33buy710.101.641520.000000.00000
2832023.02.28 11:33modify710.101.641521.636841.64434
2842023.02.28 11:33modify700.101.636961.636841.64434
2852023.02.28 11:33modify690.101.634701.636841.64434
2862023.02.28 11:33modify680.101.629341.636841.64434
2872023.02.28 13:33t/p680.101.644341.636841.64434108.9212041.51
2882023.02.28 13:33t/p690.101.644341.636841.6443470.3912111.90
2892023.02.28 13:33t/p700.101.644341.636841.6443453.7912165.69
2902023.02.28 13:33t/p710.101.644341.636841.6443420.7212186.41
2912023.04.18 10:00sell720.101.662220.000000.00000
2922023.04.18 10:00modify720.101.662221.670221.64722
2932023.04.19 06:46s/l720.101.670221.670221.64722-58.6712127.74