Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2022.06.01 00:00 - 2023.05.31 23:00 (2022.06.01 - 2023.06.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=100; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 test6557Ticks modelled35798115Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1393.98Gross profit1880.55Gross loss-486.57
Profit factor3.86Expected payoff26.81
Absolute drawdown29.30Maximal drawdown225.82 (2.10%)Relative drawdown2.10% (225.82)
Total trades52Short positions (won %)26 (65.38%)Long positions (won %)26 (73.08%)
Profit trades (% of total)36 (69.23%)Loss trades (% of total)16 (30.77%)
Largestprofit trade112.74loss trade-75.44
Averageprofit trade52.24loss trade-30.41
Maximumconsecutive wins (profit in money)9 (549.54)consecutive losses (loss in money)2 (-108.72)
Maximalconsecutive profit (count of wins)549.54 (9)consecutive loss (count of losses)-108.72 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.06 08:00sell10.101.576400.000000.00000
22022.06.06 08:00modify10.101.576401.586401.56140
32022.06.07 05:26sell20.101.571140.000000.00000
42022.06.07 05:26modify20.101.571141.575651.56140
52022.06.07 05:26modify10.101.576401.575651.56140
62022.06.07 06:11sell30.101.568060.000000.00000
72022.06.07 06:11modify30.101.568061.571901.56140
82022.06.07 06:11modify20.101.571141.571901.56140
92022.06.07 06:11modify10.101.576401.571901.56140
102022.06.07 06:46s/l10.101.571901.571901.5614033.8010033.80
112022.06.07 06:46s/l20.101.571901.571901.56140-5.7010028.10
122022.06.07 06:46s/l30.101.571901.571901.56140-28.779999.33
132022.06.08 10:00buy40.101.572700.000000.00000
142022.06.08 10:00modify40.101.572701.562701.58770
152022.06.09 12:26buy50.101.577970.000000.00000
162022.06.09 12:26modify50.101.577971.573451.58770
172022.06.09 12:26modify40.101.572701.573451.58770
182022.06.09 13:50buy60.101.580970.000000.00000
192022.06.09 13:50modify60.101.580971.577201.58770
202022.06.09 13:50modify50.101.577971.577201.58770
212022.06.09 13:50modify40.101.572701.577201.58770
222022.06.09 14:48buy70.101.584720.000000.00000
232022.06.09 14:48modify70.101.584721.580951.58770
242022.06.09 14:48modify60.101.580971.580951.58770
252022.06.09 14:48modify50.101.577971.580951.58770
262022.06.09 14:48modify40.101.572701.580951.58770
272022.06.09 18:23t/p40.101.587701.580951.58770111.2510110.58
282022.06.09 18:23t/p50.101.587701.580951.5877072.9910183.57
292022.06.09 18:23t/p60.101.587701.580951.5877050.4910234.06
302022.06.09 18:23t/p70.101.587701.580951.5877022.3610256.42
312022.08.17 10:00sell80.101.558420.000000.00000
322022.08.17 10:00modify80.101.558421.568421.54342
332022.08.18 06:48sell90.101.553130.000000.00000
342022.08.18 06:48modify90.101.553131.557671.54342
352022.08.18 06:48modify80.101.558421.557671.54342
362022.08.18 14:00sell100.101.550170.000000.00000
372022.08.18 14:00modify100.101.550171.553921.54342
382022.08.18 14:00modify90.101.553131.553921.54342
392022.08.18 14:00modify80.101.558421.553921.54342
402022.08.18 17:05sell110.101.546400.000000.00000
412022.08.18 17:05modify110.101.546401.550171.54342
422022.08.18 17:05modify100.101.550171.550171.54342
432022.08.18 17:05modify90.101.553131.550171.54342
442022.08.18 17:05modify80.101.558421.550171.54342
452022.08.19 00:58t/p80.101.543421.550171.54342112.7410369.16
462022.08.19 00:58t/p90.101.543421.550171.5434272.8410442.00
472022.08.19 00:58t/p100.101.543421.550171.5434250.6610492.66
482022.08.19 00:58t/p110.101.543421.550171.5434222.4110515.07
492022.09.12 09:00sell120.101.517550.000000.00000
502022.09.12 09:00modify120.101.517551.527551.50255
512022.09.13 12:35sell130.101.512300.000000.00000
522022.09.13 12:35modify130.101.512301.516801.50255
532022.09.13 12:35modify120.101.517551.516801.50255
542022.09.13 13:11sell140.101.509290.000000.00000
552022.09.13 13:11modify140.101.509291.513051.50255
562022.09.13 13:11modify130.101.512301.513051.50255
572022.09.13 13:11modify120.101.517551.513051.50255
582022.09.13 13:47s/l120.101.513051.513051.5025533.8010548.87
592022.09.13 13:47s/l130.101.513051.513051.50255-5.6210543.25
602022.09.13 13:47s/l140.101.513051.513051.50255-28.1810515.07
612022.09.16 09:00buy150.101.511360.000000.00000
622022.09.16 09:00modify150.101.511361.501361.52636
632022.09.16 13:56buy160.101.516660.000000.00000
642022.09.16 13:56modify160.101.516661.512111.52636
652022.09.16 13:56modify150.101.511361.512111.52636
662022.09.16 14:55buy170.101.519610.000000.00000
672022.09.16 14:55modify170.101.519611.515861.52636
682022.09.16 14:55modify160.101.516661.515861.52636
692022.09.16 14:55modify150.101.511361.515861.52636
702022.09.16 15:14s/l150.101.515861.515861.5263633.7610548.83
712022.09.16 15:14s/l160.101.515861.515861.52636-6.0010542.83
722022.09.16 15:14s/l170.101.515861.515861.52636-28.1310514.70
732022.09.22 10:00sell180.101.522270.000000.00000
742022.09.22 10:00modify180.101.522271.532271.50727
752022.09.22 17:34sell190.101.517010.000000.00000
762022.09.22 17:34modify190.101.517011.521521.50727
772022.09.22 17:34modify180.101.522271.521521.50727
782022.09.23 02:41sell200.101.514020.000000.00000
792022.09.23 02:41modify200.101.514021.517771.50727
802022.09.23 02:41modify190.101.517011.517771.50727
812022.09.23 02:41modify180.101.522271.517771.50727
822022.09.23 07:31sell210.101.510250.000000.00000
832022.09.23 07:31modify210.101.510251.514021.50727
842022.09.23 07:31modify200.101.514021.514021.50727
852022.09.23 07:31modify190.101.517011.514021.50727
862022.09.23 07:31modify180.101.522271.514021.50727
872022.09.23 09:00s/l180.101.514021.514021.5072761.9010576.60
882022.09.23 09:00s/l190.101.514021.514021.5072722.4910599.09
892022.09.23 09:00s/l200.101.514021.514021.507270.0010599.09
902022.09.23 09:00s/l210.101.514021.514021.50727-28.2410570.85
912022.10.11 02:00sell220.101.527390.000000.00000
922022.10.11 02:00modify220.101.527391.537391.51239
932022.10.11 18:56sell230.101.522130.000000.00000
942022.10.11 18:56modify230.101.522131.526641.51239
952022.10.11 18:56modify220.101.527391.526641.51239
962022.10.11 19:03sell240.101.519140.000000.00000
972022.10.11 19:03modify240.101.519141.522891.51239
982022.10.11 19:03modify230.101.522131.522891.51239
992022.10.11 19:03modify220.101.527391.522891.51239
1002022.10.11 19:12sell250.101.515360.000000.00000
1012022.10.11 19:12modify250.101.515361.519141.51239
1022022.10.11 19:12modify240.101.519141.519141.51239
1032022.10.11 19:12modify230.101.522131.519141.51239
1042022.10.11 19:12modify220.101.527391.519141.51239
1052022.10.11 19:13s/l220.101.519141.519141.5123961.8210632.67
1062022.10.11 19:13s/l230.101.519141.519141.5123922.4110655.08
1072022.10.11 19:13s/l240.101.519141.519141.512390.0010655.08
1082022.10.11 19:13s/l250.101.519141.519141.51239-28.3210626.76
1092022.11.11 10:00sell260.101.563310.000000.00000
1102022.11.11 10:00modify260.101.563311.573311.54831
1112022.11.11 14:36sell270.101.558050.000000.00000
1122022.11.11 14:36modify270.101.558051.562561.54831
1132022.11.11 14:36modify260.101.563311.562561.54831
1142022.11.11 15:55s/l260.101.562561.562561.548315.6210632.38
1152022.11.11 15:55s/l270.101.562561.562561.54831-33.7910598.59
1162022.12.01 11:00sell280.101.630370.000000.00000
1172022.12.01 11:00modify280.101.630371.640371.61537
1182022.12.01 13:15s/l280.101.640371.640371.61537-74.9310523.66
1192023.01.03 03:00sell290.101.639660.000000.00000
1202023.01.03 03:00modify290.101.639661.649661.62466
1212023.01.03 07:00sell300.101.634410.000000.00000
1222023.01.03 07:00modify300.101.634411.638911.62466
1232023.01.03 07:00modify290.101.639661.638911.62466
1242023.01.03 07:49sell310.101.631410.000000.00000
1252023.01.03 07:49modify310.101.631411.635161.62466
1262023.01.03 07:49modify300.101.634411.635161.62466
1272023.01.03 07:49modify290.101.639661.635161.62466
1282023.01.03 07:59sell320.101.627650.000000.00000
1292023.01.03 07:59modify320.101.627651.631411.62466
1302023.01.03 07:59modify310.101.631411.631411.62466
1312023.01.03 07:59modify300.101.634411.631411.62466
1322023.01.03 07:59modify290.101.639661.631411.62466
1332023.01.03 08:06t/p290.101.624661.631411.62466112.3910636.05
1342023.01.03 08:06t/p300.101.624661.631411.6246673.0510709.10
1352023.01.03 08:06t/p310.101.624661.631411.6246650.5810759.68
1362023.01.03 08:06t/p320.101.624661.631411.6246622.4110782.09
1372023.01.16 10:00buy330.101.634510.000000.00000
1382023.01.16 10:00modify330.101.634511.624511.64951
1392023.01.17 08:28buy340.101.639780.000000.00000
1402023.01.17 08:28modify340.101.639781.635261.64951
1412023.01.17 08:28modify330.101.634511.635261.64951
1422023.01.17 11:44buy350.101.642910.000000.00000
1432023.01.17 11:44modify350.101.642911.639011.64951
1442023.01.17 11:44modify340.101.639781.639011.64951
1452023.01.17 11:44modify330.101.634511.639011.64951
1462023.01.18 07:18buy360.101.646510.000000.00000
1472023.01.18 07:18modify360.101.646511.642761.64951
1482023.01.18 07:18modify350.101.642911.642761.64951
1492023.01.18 07:18modify340.101.639781.642761.64951
1502023.01.18 07:18modify330.101.634511.642761.64951
1512023.01.18 08:59t/p330.101.649511.642761.64951111.6810893.77
1522023.01.18 08:59t/p340.101.649511.642761.6495172.5710966.34
1532023.01.18 08:59t/p350.101.649511.642761.6495149.0911015.43
1542023.01.18 08:59t/p360.101.649511.642761.6495122.5111037.94
1552023.01.23 10:00buy370.101.656900.000000.00000
1562023.01.23 10:00modify370.101.656901.646901.67190
1572023.01.24 09:56s/l370.101.646901.646901.67190-75.4410962.50
1582023.01.27 11:00buy380.101.648320.000000.00000
1592023.01.27 11:00modify380.101.648321.638321.66332
1602023.01.30 08:20buy390.101.653570.000000.00000
1612023.01.30 08:20modify390.101.653571.649071.66332
1622023.01.30 08:20modify380.101.648321.649071.66332
1632023.01.31 02:20buy400.101.656590.000000.00000
1642023.01.31 02:20modify400.101.656591.652821.66332
1652023.01.31 02:20modify390.101.653571.652821.66332
1662023.01.31 02:20modify380.101.648321.652821.66332
1672023.01.31 13:40s/l380.101.652821.652821.6633232.9110995.41
1682023.01.31 13:40s/l390.101.652821.652821.66332-6.0510989.36
1692023.01.31 13:40s/l400.101.652821.652821.66332-28.2810961.08
1702023.02.23 10:00buy410.101.629340.000000.00000
1712023.02.23 10:00modify410.101.629341.619341.64434
1722023.02.27 16:57buy420.101.634590.000000.00000
1732023.02.27 16:57modify420.101.634591.630091.64434
1742023.02.27 16:57modify410.101.629341.630091.64434
1752023.02.27 19:46buy430.101.637660.000000.00000
1762023.02.27 19:46modify430.101.637661.633841.64434
1772023.02.27 19:46modify420.101.634591.633841.64434
1782023.02.27 19:46modify410.101.629341.633841.64434
1792023.02.28 08:54buy440.101.641350.000000.00000
1802023.02.28 08:54modify440.101.641351.637591.64434
1812023.02.28 08:54modify430.101.637661.637591.64434
1822023.02.28 08:54modify420.101.634591.637591.64434
1832023.02.28 08:54modify410.101.629341.637591.64434
1842023.02.28 13:30t/p410.101.644341.637591.64434111.2511072.33
1852023.02.28 13:30t/p420.101.644341.637591.6443472.7111145.04
1862023.02.28 13:30t/p430.101.644341.637591.6443449.6811194.73
1872023.02.28 13:30t/p440.101.644341.637591.6443422.4311217.16
1882023.04.18 10:00sell450.101.662220.000000.00000
1892023.04.18 10:00modify450.101.662221.672221.64722
1902023.04.19 13:35s/l450.101.672221.672221.64722-74.8411142.32
1912023.05.01 09:00buy460.101.699060.000000.00000
1922023.05.01 09:00modify460.101.699061.689061.71406
1932023.05.03 07:33buy470.101.704320.000000.00000
1942023.05.03 07:33modify470.101.704321.699811.71406
1952023.05.03 07:33modify460.101.699061.699811.71406
1962023.05.03 14:04buy480.101.707330.000000.00000
1972023.05.03 14:04modify480.101.707331.703561.71406
1982023.05.03 14:04modify470.101.704321.703561.71406
1992023.05.03 14:04modify460.101.699061.703561.71406
2002023.05.03 20:50buy490.101.711060.000000.00000
2012023.05.03 20:50modify490.101.711061.707311.71406
2022023.05.03 20:50modify480.101.707331.707311.71406
2032023.05.03 20:50modify470.101.704321.707311.71406
2042023.05.03 20:50modify460.101.699061.707311.71406
2052023.05.04 00:09t/p460.101.714061.707311.71406110.3911252.71
2062023.05.04 00:09t/p470.101.714061.707311.7140671.7911324.50
2072023.05.04 00:09t/p480.101.714061.707311.7140649.2111373.71
2082023.05.04 00:09t/p490.101.714061.707311.7140621.2311394.93
2092023.05.18 10:00buy500.101.676530.000000.00000
2102023.05.18 10:00modify500.101.676531.666531.69153
2112023.05.19 15:14buy510.101.681810.000000.00000
2122023.05.19 15:14modify510.101.681811.677281.69153
2132023.05.19 15:14modify500.101.676531.677281.69153
2142023.05.19 15:16buy520.101.684820.000000.00000
2152023.05.19 15:16modify520.101.684821.681031.69153
2162023.05.19 15:16modify510.101.681811.681031.69153
2172023.05.19 15:16modify500.101.676531.681031.69153
2182023.05.19 19:36s/l500.101.681031.681031.6915333.3311428.27
2192023.05.19 19:36s/l510.101.681031.681031.69153-5.8511422.42
2202023.05.19 19:36s/l520.101.681031.681031.69153-28.4411393.98