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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1912Ticks modelled36824908Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit658.11Gross profit847.51Gross loss-189.40
Profit factor4.47Expected payoff28.61
Absolute drawdown15.72Maximal drawdown296.97 (2.83%)Relative drawdown2.83% (296.97)
Total trades23Short positions (won %)12 (100.00%)Long positions (won %)11 (27.27%)
Profit trades (% of total)15 (65.22%)Loss trades (% of total)8 (34.78%)
Largestprofit trade110.53loss trade-33.35
Averageprofit trade56.50loss trade-23.68
Maximumconsecutive wins (profit in money)5 (286.61)consecutive losses (loss in money)3 (-67.91)
Maximalconsecutive profit (count of wins)286.61 (5)consecutive loss (count of losses)-67.91 (3)
Averageconsecutive wins5consecutive losses3
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 14:35sell20.101.579100.000000.00000
42022.06.10 14:35modify20.101.579101.585851.57160
52022.06.10 14:35modify10.101.586601.585851.57160
62022.06.10 14:39sell30.101.577590.000000.00000
72022.06.10 14:39modify30.101.577591.582101.57160
82022.06.10 14:39modify20.101.579101.582101.57160
92022.06.10 14:39modify10.101.586601.582101.57160
102022.06.10 15:24sell40.101.576080.000000.00000
112022.06.10 15:24modify40.101.576081.580601.57160
122022.06.10 15:24modify30.101.577591.580601.57160
132022.06.10 15:24modify20.101.579101.580601.57160
142022.06.10 15:24modify10.101.586601.580601.57160
152022.06.10 18:16t/p10.101.571601.580601.57160110.1710110.17
162022.06.10 18:16t/p20.101.571601.580601.5716055.0810165.25
172022.06.10 18:16t/p30.101.571601.580601.5716043.9910209.24
182022.06.10 18:16t/p40.101.571601.580601.5716032.9010242.14
192022.09.05 04:00buy50.101.509040.000000.00000
202022.09.05 04:00modify50.101.509041.504041.52404
212022.09.05 22:09buy60.101.516540.000000.00000
222022.09.05 22:09modify60.101.516541.509791.52404
232022.09.05 22:09modify50.101.509041.509791.52404
242022.09.05 22:24buy70.101.518130.000000.00000
252022.09.05 22:24modify70.101.518131.513541.52404
262022.09.05 22:24modify60.101.516541.513541.52404
272022.09.05 22:24modify50.101.509041.513541.52404
282022.09.06 00:05buy80.101.519580.000000.00000
292022.09.06 00:05modify80.101.519581.515041.52404
302022.09.06 00:05modify70.101.518131.515041.52404
312022.09.06 00:05modify60.101.516541.515041.52404
322022.09.06 00:05modify50.101.509041.515041.52404
332022.09.06 13:05s/l50.101.515041.515041.5240443.6510285.79
342022.09.06 13:05s/l60.101.515041.515041.52404-11.4410274.35
352022.09.06 13:05s/l70.101.515041.515041.52404-23.1210251.23
362022.09.06 13:05s/l80.101.515041.515041.52404-33.3510217.88
372023.01.19 08:00sell90.101.664720.000000.00000
382023.01.19 08:00modify90.101.664721.669721.64972
392023.01.23 08:25sell100.101.657190.000000.00000
402023.01.23 08:25modify100.101.657191.663971.64972
412023.01.23 08:25modify90.101.664721.663971.64972
422023.01.23 10:09sell110.101.655710.000000.00000
432023.01.23 10:09modify110.101.655711.660221.64972
442023.01.23 10:09modify100.101.657191.660221.64972
452023.01.23 10:09modify90.101.664721.660221.64972
462023.01.23 10:36sell120.101.654210.000000.00000
472023.01.23 10:36modify120.101.654211.658721.64972
482023.01.23 10:36modify110.101.655711.658721.64972
492023.01.23 10:36modify100.101.657191.658721.64972
502023.01.23 10:36modify90.101.664721.658721.64972
512023.01.24 09:40t/p90.101.649721.658721.64972110.4410328.31
522023.01.24 09:40t/p100.101.649721.658721.6497254.9510383.26
532023.01.24 09:40t/p110.101.649721.658721.6497244.0810427.34
542023.01.24 09:40t/p120.101.649721.658721.6497233.0710460.41
552023.02.03 04:00buy130.101.628230.000000.00000
562023.02.03 04:00modify130.101.628231.623231.64323
572023.02.03 10:33buy140.101.635730.000000.00000
582023.02.03 10:33modify140.101.635731.628981.64323
592023.02.03 10:33modify130.101.628231.628981.64323
602023.02.03 10:53buy150.101.637240.000000.00000
612023.02.03 10:53modify150.101.637241.632731.64323
622023.02.03 10:53modify140.101.635731.632731.64323
632023.02.03 10:53modify130.101.628231.632731.64323
642023.02.03 12:25buy160.101.638730.000000.00000
652023.02.03 12:25modify160.101.638731.634231.64323
662023.02.03 12:25modify150.101.637241.634231.64323
672023.02.03 12:25modify140.101.635731.634231.64323
682023.02.03 12:25modify130.101.628231.634231.64323
692023.02.03 13:30s/l130.101.634231.634231.6432344.0810504.49
702023.02.03 13:30s/l140.101.634231.634231.64323-11.0110493.48
712023.02.03 13:30s/l150.101.634231.634231.64323-22.1110471.37
722023.02.03 13:30s/l160.101.634231.634231.64323-33.0510438.32
732023.02.22 08:00sell170.101.640130.000000.00000
742023.02.22 08:00modify170.101.640131.645131.62513
752023.02.22 17:38sell180.101.632630.000000.00000
762023.02.22 17:38modify180.101.632631.639381.62513
772023.02.22 17:38modify170.101.640131.639381.62513
782023.02.22 22:06sell190.101.630930.000000.00000
792023.02.22 22:06modify190.101.630931.635631.62513
802023.02.22 22:06modify180.101.632631.635631.62513
812023.02.22 22:06modify170.101.640131.635631.62513
822023.02.23 08:40sell200.101.629630.000000.00000
832023.02.23 08:40modify200.101.629631.634131.62513
842023.02.23 08:40modify190.101.630931.634131.62513
852023.02.23 08:40modify180.101.632631.634131.62513
862023.02.23 08:40modify170.101.640131.634131.62513
872023.02.24 21:02t/p170.101.625131.634131.62513110.5310548.85
882023.02.24 21:02t/p180.101.625131.634131.6251355.4410604.28
892023.02.24 21:02t/p190.101.625131.634131.6251342.9610647.24
902023.02.24 21:02t/p200.101.625131.634131.6251333.1410680.38
912023.04.03 04:00buy210.101.660290.000000.00000
922023.04.03 04:00modify210.101.660291.655291.67529
932023.04.03 12:13buy220.101.667810.000000.00000
942023.04.03 12:13modify220.101.667811.661041.67529
952023.04.03 12:13modify210.101.660291.661041.67529
962023.04.03 12:21buy230.101.669300.000000.00000
972023.04.03 12:21modify230.101.669301.664791.67529
982023.04.03 12:21modify220.101.667811.664791.67529
992023.04.03 12:21modify210.101.660291.664791.67529
1002023.04.03 16:08s/l210.101.664791.664791.6752933.0510713.43
1012023.04.03 16:08s/l220.101.664791.664791.67529-22.1910691.24
1022023.04.03 16:08s/l230.101.664791.664791.67529-33.1310658.11