Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 20:00 (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=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 test2613Ticks modelled79755Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit855.59Gross profit970.39Gross loss-114.79
Profit factor8.45Expected payoff42.78
Absolute drawdown15.72Maximal drawdown231.89 (2.23%)Relative drawdown2.23% (231.89)
Total trades20Short positions (won %)11 (100.00%)Long positions (won %)9 (55.56%)
Profit trades (% of total)16 (80.00%)Loss trades (% of total)4 (20.00%)
Largestprofit trade110.53loss trade-34.60
Averageprofit trade60.65loss trade-28.70
Maximumconsecutive wins (profit in money)7 (446.81)consecutive losses (loss in money)2 (-58.03)
Maximalconsecutive profit (count of wins)446.81 (7)consecutive loss (count of losses)-58.03 (2)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.10 04:00sell10.101.586600.000000.00000
22022.06.10 04:00modify10.101.586601.591601.57160
32022.06.10 14:30sell20.101.579100.000000.00000
42022.06.10 14:30modify20.101.579101.585851.57160
52022.06.10 14:30modify10.101.586601.585851.57160
62022.06.10 15:50sell30.101.576070.000000.00000
72022.06.10 15:50modify30.101.576071.580601.57160
82022.06.10 15:50modify20.101.579101.580601.57160
92022.06.10 15:50modify10.101.586601.580601.57160
102022.06.10 18:30t/p10.101.571601.580601.57160110.1710110.17
112022.06.10 18:30t/p20.101.571601.580601.5716055.0910165.26
122022.06.10 18:30t/p30.101.571601.580601.5716032.8310198.09
132022.09.05 04:00buy40.101.509040.000000.00000
142022.09.05 04:00modify40.101.509041.504041.52404
152022.09.05 22:50buy50.101.518160.000000.00000
162022.09.05 22:50modify50.101.518161.513541.52404
172022.09.05 22:50modify40.101.509041.513541.52404
182022.09.06 05:30buy60.101.519590.000000.00000
192022.09.06 05:30modify60.101.519591.515041.52404
202022.09.06 05:30modify50.101.518161.515041.52404
212022.09.06 05:30modify40.101.509041.515041.52404
222022.09.06 13:30s/l40.101.515041.515041.5240443.6610241.75
232022.09.06 13:30s/l50.101.515041.515041.52404-23.3410218.41
242022.09.06 13:30s/l60.101.515041.515041.52404-33.4210184.99
252023.01.19 08:00sell70.101.664720.000000.00000
262023.01.19 08:00modify70.101.664721.669721.64972
272023.01.23 14:20sell80.101.654100.000000.00000
282023.01.23 14:20modify80.101.654101.658721.64972
292023.01.23 14:20modify70.101.664721.658721.64972
302023.01.23 17:20sell90.101.655450.000000.00000
312023.01.23 17:20modify90.101.655451.660221.64972
322023.01.23 17:25modify90.101.655451.658721.64972
332023.01.24 08:20sell100.101.656920.000000.00000
342023.01.24 08:20modify100.101.656921.663971.64972
352023.01.24 08:25modify100.101.656921.658721.64972
362023.01.24 09:40t/p70.101.649721.658721.64972110.4410295.42
372023.01.24 09:40t/p80.101.649721.658721.6497232.2610327.68
382023.01.24 09:40t/p90.101.649721.658721.6497242.1710369.85
392023.01.24 09:40t/p100.101.649721.658721.6497252.8810422.73
402023.02.03 04:00buy110.101.628230.000000.00000
412023.02.03 04:00modify110.101.628231.623231.64323
422023.02.03 10:40buy120.101.637420.000000.00000
432023.02.03 10:40modify120.101.637421.632731.64323
442023.02.03 10:40modify110.101.628231.632731.64323
452023.02.03 12:15buy130.101.638940.000000.00000
462023.02.03 12:15modify130.101.638941.634231.64323
472023.02.03 12:15modify120.101.637421.634231.64323
482023.02.03 12:15modify110.101.628231.634231.64323
492023.02.03 13:20s/l110.101.634231.634231.6432344.0810466.81
502023.02.03 13:20s/l120.101.634231.634231.64323-23.4310443.38
512023.02.03 13:20s/l130.101.634231.634231.64323-34.6010408.78
522023.02.22 08:00sell140.101.640130.000000.00000
532023.02.22 08:00modify140.101.640131.645131.62513
542023.02.22 17:15sell150.101.632540.000000.00000
552023.02.22 17:15modify150.101.632541.639381.62513
562023.02.22 17:15modify140.101.640131.639381.62513
572023.02.22 22:30sell160.101.631100.000000.00000
582023.02.22 22:30modify160.101.631101.635631.62513
592023.02.22 22:30modify150.101.632541.635631.62513
602023.02.22 22:30modify140.101.640131.635631.62513
612023.02.23 08:30sell170.101.629500.000000.00000
622023.02.23 08:30modify170.101.629501.634131.62513
632023.02.23 08:30modify160.101.631101.634131.62513
642023.02.23 08:30modify150.101.632541.634131.62513
652023.02.23 08:30modify140.101.640131.634131.62513
662023.02.24 21:30t/p140.101.625131.634131.62513110.5310519.31
672023.02.24 21:30t/p150.101.625131.634131.6251354.7810574.08
682023.02.24 21:30t/p160.101.625131.634131.6251344.2010618.28
692023.02.24 21:30t/p170.101.625131.634131.6251332.1810650.46
702023.04.03 04:00buy180.101.660290.000000.00000
712023.04.03 04:00modify180.101.660291.655291.67529
722023.04.03 14:30buy190.101.668070.000000.00000
732023.04.03 14:30modify190.101.668071.661041.67529
742023.04.03 14:30modify180.101.660291.661041.67529
752023.04.03 23:40buy200.101.669410.000000.00000
762023.04.03 23:40modify200.101.669411.664791.67529
772023.04.03 23:40modify190.101.668071.664791.67529
782023.04.03 23:40modify180.101.660291.664791.67529
792023.04.04 09:20t/p180.101.675291.664791.67529109.7610760.22
802023.04.04 09:20t/p190.101.675291.664791.6752952.6110812.83
812023.04.04 09:20t/p200.101.675291.664791.6752942.7710855.59