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=0; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 profit1436.25Gross profit2249.74Gross loss-813.49
Profit factor2.77Expected payoff22.80
Absolute drawdown72.05Maximal drawdown348.84 (3.10%)Relative drawdown3.10% (348.84)
Total trades63Short positions (won %)29 (58.62%)Long positions (won %)34 (73.53%)
Profit trades (% of total)42 (66.67%)Loss trades (% of total)21 (33.33%)
Largestprofit trade110.53loss trade-45.33
Averageprofit trade53.57loss trade-38.74
Maximumconsecutive wins (profit in money)11 (646.21)consecutive losses (loss in money)3 (-126.40)
Maximalconsecutive profit (count of wins)646.21 (11)consecutive loss (count of losses)-126.40 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.11 16:00buy10.101.594350.000000.00000
22022.05.11 16:00modify10.101.594351.588351.60935
32022.05.12 02:40s/l10.101.588351.588351.60935-45.339954.67
42022.05.13 16:00buy20.101.583170.000000.00000
52022.05.13 16:00modify20.101.583171.577171.59817
62022.05.17 07:10buy30.101.589200.000000.00000
72022.05.17 07:10modify30.101.589201.583921.59817
82022.05.17 07:10modify20.101.583171.583921.59817
92022.05.17 08:40t/p20.101.598171.583921.59817109.3510064.01
102022.05.17 08:40t/p30.101.598171.583921.5981765.8910129.90
112022.06.03 16:00buy40.101.572430.000000.00000
122022.06.03 16:00modify40.101.572431.566431.58743
132022.06.06 09:55buy50.101.578650.000000.00000
142022.06.06 09:55modify50.101.578651.573181.58743
152022.06.06 09:55modify40.101.572431.573181.58743
162022.06.06 13:40s/l40.101.573181.573181.587435.0910134.99
172022.06.06 13:40s/l50.101.573181.573181.58743-40.1810094.81
182022.06.14 16:00buy60.101.554120.000000.00000
192022.06.14 16:00modify60.101.554121.548121.56912
202022.06.15 07:30buy70.101.560150.000000.00000
212022.06.15 07:30modify70.101.560151.554871.56912
222022.06.15 07:30modify60.101.554121.554871.56912
232022.06.15 09:15buy80.101.566240.000000.00000
242022.06.15 09:15modify80.101.566241.560121.56912
252022.06.15 09:15modify70.101.560151.560121.56912
262022.06.15 09:15modify60.101.554121.560121.56912
272022.06.15 13:35buy90.101.562550.000000.00000
282022.06.15 13:35modify90.101.562551.557871.56912
292022.06.15 13:40modify90.101.562551.560121.56912
302022.06.15 17:40t/p60.101.569121.560121.56912109.7610204.57
312022.06.15 17:40t/p70.101.569121.560121.5691265.8910270.46
322022.06.15 17:40t/p80.101.569121.560121.5691221.1510291.61
332022.06.15 17:40t/p90.101.569121.560121.5691248.2610339.87
342022.06.16 16:00sell100.101.594980.000000.00000
352022.06.16 16:00modify100.101.594981.600981.57998
362022.06.20 00:25sell110.101.588980.000000.00000
372022.06.20 00:25modify110.101.588981.594231.57998
382022.06.20 00:25modify100.101.594981.594231.57998
392022.06.20 11:30s/l100.101.594231.594231.579985.6910345.56
402022.06.20 11:30s/l110.101.594231.594231.57998-38.5610307.00
412022.07.11 16:00buy120.101.545550.000000.00000
422022.07.11 16:00modify120.101.545551.539551.56055
432022.07.13 07:25buy130.101.551560.000000.00000
442022.07.13 07:25modify130.101.551561.546301.56055
452022.07.13 07:25modify120.101.545551.546301.56055
462022.07.13 09:05s/l120.101.546301.546301.560554.6710311.66
472022.07.13 09:05s/l130.101.546301.546301.56055-38.6410273.02
482022.08.01 16:00sell140.101.575140.000000.00000
492022.08.01 16:00modify140.101.575141.581141.56014
502022.08.02 07:50sell150.101.569080.000000.00000
512022.08.02 07:50modify150.101.569081.574391.56014
522022.08.02 07:50modify140.101.575141.574391.56014
532022.08.02 17:20sell160.101.566830.000000.00000
542022.08.02 17:20modify160.101.566831.571391.56014
552022.08.02 17:20modify150.101.569081.571391.56014
562022.08.02 17:20modify140.101.575141.571391.56014
572022.08.03 13:10sell170.101.563140.000000.00000
582022.08.03 13:10modify170.101.563141.569141.56014
592022.08.03 13:10modify160.101.566831.569141.56014
602022.08.03 13:10modify150.101.569081.569141.56014
612022.08.03 13:10modify140.101.575141.569141.56014
622022.08.03 14:30t/p140.101.560141.569141.56014110.3610383.38
632022.08.03 14:30t/p150.101.560141.569141.5601465.7610449.14
642022.08.03 14:30t/p160.101.560141.569141.5601449.2310498.37
652022.08.03 14:30t/p170.101.560141.569141.5601422.0410520.41
662022.08.08 16:00buy180.101.555280.000000.00000
672022.08.08 16:00modify180.101.555281.549281.57028
682022.08.10 12:40t/p180.101.570281.549281.57028109.3510629.76
692022.08.10 16:00sell190.101.564090.000000.00000
702022.08.10 16:00modify190.101.564091.570091.54909
712022.08.11 01:40sell200.101.558040.000000.00000
722022.08.11 01:40modify200.101.558041.563341.54909
732022.08.11 01:40modify190.101.564091.563341.54909
742022.08.11 17:40sell210.101.555680.000000.00000
752022.08.11 17:40modify210.101.555681.560341.54909
762022.08.11 17:40modify200.101.558041.560341.54909
772022.08.11 17:40modify190.101.564091.560341.54909
782022.08.12 07:59sell220.101.551840.000000.00000
792022.08.12 07:59modify220.101.551841.558091.54909
802022.08.12 07:59modify210.101.555681.558091.54909
812022.08.12 07:59modify200.101.558041.558091.54909
822022.08.12 07:59modify190.101.564091.558091.54909
832022.08.12 09:33t/p190.101.549091.558091.54909110.5310740.28
842022.08.12 09:33t/p200.101.549091.558091.5490965.8310806.11
852022.08.12 09:33t/p210.101.549091.558091.5490948.4910854.60
862022.08.12 09:33t/p220.101.549091.558091.5490920.2010874.80
872022.09.29 16:00sell230.101.513240.000000.00000
882022.09.29 16:00modify230.101.513241.519241.49824
892022.09.29 16:40s/l230.101.519241.519241.49824-44.0710830.73
902022.10.06 16:00buy240.101.528960.000000.00000
912022.10.06 16:00modify240.101.528961.522961.54396
922022.10.06 17:40buy250.101.537210.000000.00000
932022.10.06 17:40modify250.101.537211.532711.54396
942022.10.06 17:40modify240.101.528961.532711.54396
952022.10.06 18:35buy260.101.535260.000000.00000
962022.10.06 18:35modify260.101.535261.529711.54396
972022.10.06 18:40modify260.101.535261.532711.54396
982022.10.06 19:05s/l240.101.532711.532711.5439627.5510858.28
992022.10.06 19:05s/l250.101.532711.532711.54396-33.0610825.22
1002022.10.06 19:05s/l260.101.532711.532711.54396-18.7310806.49
1012022.10.07 16:00buy270.101.522160.000000.00000
1022022.10.07 16:00modify270.101.522161.516161.53716
1032022.10.10 11:05s/l270.101.516161.516161.53716-44.4910762.00
1042022.10.17 16:00sell280.101.567630.000000.00000
1052022.10.17 16:00modify280.101.567631.573631.55263
1062022.10.17 16:40sell290.101.561470.000000.00000
1072022.10.17 16:40modify290.101.561471.566881.55263
1082022.10.17 16:40modify280.101.567631.566881.55263
1092022.10.17 17:55sell300.101.559210.000000.00000
1102022.10.17 17:55modify300.101.559211.563881.55263
1112022.10.17 17:55modify290.101.561471.563881.55263
1122022.10.17 17:55modify280.101.567631.563881.55263
1132022.10.17 21:15sell310.101.555520.000000.00000
1142022.10.17 21:15modify310.101.555521.561631.55263
1152022.10.17 21:15modify300.101.559211.561631.55263
1162022.10.17 21:15modify290.101.561471.561631.55263
1172022.10.17 21:15modify280.101.567631.561631.55263
1182022.10.18 06:15t/p280.101.552631.561631.55263110.2610872.26
1192022.10.18 06:15t/p290.101.552631.561631.5526365.0210937.28
1202022.10.18 06:15t/p300.101.552631.561631.5526348.4210985.70
1212022.10.18 06:15t/p310.101.552631.561631.5526321.3211007.02
1222022.10.25 16:00sell320.101.561210.000000.00000
1232022.10.25 16:00modify320.101.561211.567211.54621
1242022.10.26 07:40s/l320.101.567211.567211.54621-43.9810963.03
1252022.10.26 16:00sell330.101.573560.000000.00000
1262022.10.26 16:00modify330.101.573561.579561.55856
1272022.10.27 15:05sell340.101.565060.000000.00000
1282022.10.27 15:05modify340.101.565061.569811.55856
1292022.10.27 15:05modify330.101.573561.569811.55856
1302022.10.27 16:55sell350.101.567310.000000.00000
1312022.10.27 16:55modify350.101.567311.572811.55856
1322022.10.27 16:55modify350.101.567311.569811.55856
1332022.10.27 19:40s/l330.101.569811.569811.5585627.8110990.84
1342022.10.27 19:40s/l340.101.569811.569811.55856-34.8910955.95
1352022.10.27 19:40s/l350.101.569811.569811.55856-18.3710937.58
1362022.11.09 16:00buy360.101.533890.000000.00000
1372022.11.09 16:00modify360.101.533891.527891.54889
1382022.11.10 01:20buy370.101.540070.000000.00000
1392022.11.10 01:20modify370.101.540071.534641.54889
1402022.11.10 01:20modify360.101.533891.534641.54889
1412022.11.10 07:59buy380.101.542380.000000.00000
1422022.11.10 07:59modify380.101.542381.537641.54889
1432022.11.10 07:59modify370.101.540071.537641.54889
1442022.11.10 07:59modify360.101.533891.537641.54889
1452022.11.10 13:20t/p360.101.548891.537641.54889108.9311046.51
1462022.11.10 13:20t/p370.101.548891.537641.5488964.7911111.30
1472022.11.10 13:20t/p380.101.548891.537641.5488947.8211159.12
1482022.11.15 16:00sell390.101.581580.000000.00000
1492022.11.15 16:00modify390.101.581581.587581.56658
1502022.11.15 18:50sell400.101.573120.000000.00000
1512022.11.15 18:50modify400.101.573121.577831.56658
1522022.11.15 18:50modify390.101.581581.577831.56658
1532022.11.15 20:05s/l390.101.577831.577831.5665827.5511186.67
1542022.11.15 20:05s/l400.101.577831.577831.56658-34.5911152.08
1552022.11.29 16:00sell410.101.628620.000000.00000
1562022.11.29 16:00modify410.101.628621.634621.61362
1572022.11.29 16:40s/l410.101.634621.634621.61362-44.0711108.01
1582022.12.01 16:00sell420.101.647250.000000.00000
1592022.12.01 16:00modify420.101.647251.653251.63225
1602022.12.02 16:40s/l420.101.653251.653251.63225-43.9811064.03
1612022.12.09 16:00sell430.101.676130.000000.00000
1622022.12.09 16:00modify430.101.676131.682131.66113
1632022.12.12 01:00sell440.101.670020.000000.00000
1642022.12.12 01:00modify440.101.670021.675381.66113
1652022.12.12 01:00modify430.101.676131.675381.66113
1662022.12.12 09:10s/l430.101.675381.675381.661135.6011069.62
1672022.12.12 09:10s/l440.101.675381.675381.66113-39.3711030.25
1682022.12.15 16:00buy450.101.663780.000000.00000
1692022.12.15 16:00modify450.101.663781.657781.67878
1702022.12.16 09:40s/l450.101.657781.657781.67878-44.4910985.76
1712022.12.20 16:00buy460.101.652220.000000.00000
1722022.12.20 16:00modify460.101.652221.646221.66722
1732022.12.20 21:30buy470.101.658450.000000.00000
1742022.12.20 21:30modify470.101.658451.652971.66722
1752022.12.20 21:30modify460.101.652221.652971.66722
1762022.12.21 09:30s/l460.101.652971.652971.667225.0910990.85
1772022.12.21 09:30s/l470.101.652971.652971.66722-40.6710950.18
1782023.01.05 16:00buy480.101.614900.000000.00000
1792023.01.05 16:00modify480.101.614901.608901.62990
1802023.01.06 16:35buy490.101.623220.000000.00000
1812023.01.06 16:35modify490.101.623221.618651.62990
1822023.01.06 16:35modify480.101.614901.618651.62990
1832023.01.06 21:05buy500.101.627040.000000.00000
1842023.01.06 21:05modify500.101.627041.620901.62990
1852023.01.06 21:05modify490.101.623221.620901.62990
1862023.01.06 21:05modify480.101.614901.620901.62990
1872023.01.09 06:33t/p480.101.629901.620901.62990109.3511059.53
1882023.01.09 06:33t/p490.101.629901.620901.6299048.6511108.18
1892023.01.09 06:33t/p500.101.629901.620901.6299020.5911128.76
1902023.02.10 16:00buy510.101.612840.000000.00000
1912023.02.10 16:00modify510.101.612841.606841.62784
1922023.02.13 17:35buy520.101.619010.000000.00000
1932023.02.13 17:35modify520.101.619011.613591.62784
1942023.02.13 17:35modify510.101.612841.613591.62784
1952023.02.14 01:30buy530.101.621230.000000.00000
1962023.02.14 01:30modify530.101.621231.616591.62784
1972023.02.14 01:30modify520.101.619011.616591.62784
1982023.02.14 01:30modify510.101.612841.616591.62784
1992023.02.14 11:06t/p510.101.627841.616591.62784109.3411238.10
2002023.02.14 11:06t/p520.101.627841.616591.6278464.4411302.54
2012023.02.14 11:06t/p530.101.627841.616591.6278448.5511351.09
2022023.03.02 16:00buy540.101.626640.000000.00000
2032023.03.02 16:00modify540.101.626641.620641.64164
2042023.03.03 13:20buy550.101.632780.000000.00000
2052023.03.03 13:20modify550.101.632781.627391.64164
2062023.03.03 13:20modify540.101.626641.627391.64164
2072023.03.03 13:50buy560.101.635130.000000.00000
2082023.03.03 13:50modify560.101.635131.630391.64164
2092023.03.03 13:50modify550.101.632781.630391.64164
2102023.03.03 13:50modify540.101.626641.630391.64164
2112023.03.06 16:20buy570.101.638680.000000.00000
2122023.03.06 16:20modify570.101.638681.632641.64164
2132023.03.06 16:20modify560.101.635131.632641.64164
2142023.03.06 16:20modify550.101.632781.632641.64164
2152023.03.06 16:20modify540.101.626641.632641.64164
2162023.03.07 07:40t/p540.101.641641.632641.64164108.9311460.01
2172023.03.07 07:40t/p550.101.641641.632641.6416464.2511524.26
2182023.03.07 07:40t/p560.101.641641.632641.6416446.9911571.25
2192023.03.07 07:40t/p570.101.641641.632641.6416421.3311592.58
2202023.03.29 16:00buy580.101.671620.000000.00000
2212023.03.29 16:00modify580.101.671621.665621.68662
2222023.03.31 08:50buy590.101.677760.000000.00000
2232023.03.31 08:50modify590.101.677761.672371.68662
2242023.03.31 08:50modify580.101.671621.672371.68662
2252023.03.31 14:40s/l580.101.672371.672371.686623.8111596.39
2262023.03.31 14:40s/l590.101.672371.672371.68662-39.6011556.79
2272023.04.04 16:00sell600.101.681370.000000.00000
2282023.04.04 16:00modify600.101.681371.687371.66637
2292023.04.05 21:30sell610.101.675350.000000.00000
2302023.04.05 21:30modify610.101.675351.680621.66637
2312023.04.05 21:30modify600.101.681371.680621.66637
2322023.04.06 07:30s/l600.101.680621.680621.666375.8711562.66
2332023.04.06 07:30s/l610.101.680621.680621.66637-38.4411524.21
2342023.04.21 16:00sell620.101.680710.000000.00000
2352023.04.21 16:00modify620.101.680711.686711.66571
2362023.04.24 12:40s/l620.101.686711.686711.66571-43.9811480.23
2372023.04.24 16:00sell630.101.687110.000000.00000
2382023.04.24 16:00modify630.101.687111.693111.67211
2392023.04.25 07:40s/l630.101.693111.693111.67211-43.9811436.25