Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01)
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=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=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 test2617Ticks modelled80080Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit716.48Gross profit780.09Gross loss-63.61
Profit factor12.26Expected payoff32.57
Absolute drawdown16.03Maximal drawdown117.76 (1.11%)Relative drawdown1.11% (117.76)
Total trades22Short positions (won %)10 (80.00%)Long positions (won %)12 (75.00%)
Profit trades (% of total)17 (77.27%)Loss trades (% of total)5 (22.73%)
Largestprofit trade90.18loss trade-18.41
Averageprofit trade45.89loss trade-12.72
Maximumconsecutive wins (profit in money)10 (495.41)consecutive losses (loss in money)2 (-29.33)
Maximalconsecutive profit (count of wins)495.41 (10)consecutive loss (count of losses)-29.33 (2)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.10 04:00sell10.101.586600.000000.00000
22022.06.10 04:00modify10.101.586601.599601.57460
32022.06.10 13:50sell20.101.580500.000000.00000
42022.06.10 13:50modify20.101.580501.584801.57460
52022.06.10 13:50modify10.101.586601.584801.57460
62022.06.10 14:30sell30.101.579100.000000.00000
72022.06.10 14:30modify30.101.579101.581801.57460
82022.06.10 14:30modify20.101.580501.581801.57460
92022.06.10 14:30modify10.101.586601.581801.57460
102022.06.10 16:40t/p10.101.574601.581801.5746089.9110089.91
112022.06.10 16:40t/p20.101.574601.581801.5746044.2010134.11
122022.06.10 16:40t/p30.101.574601.581801.5746033.7110167.82
132022.08.12 16:00buy40.101.551180.000000.00000
142022.08.12 16:00modify40.101.551181.538181.56318
152022.08.15 09:50buy50.101.557390.000000.00000
162022.08.15 09:50modify50.101.557391.552981.56318
172022.08.15 09:50modify40.101.551181.552981.56318
182022.08.15 10:40buy60.101.559770.000000.00000
192022.08.15 10:40modify60.101.559771.557781.56318
202022.08.15 10:40modify50.101.557391.557781.56318
212022.08.15 10:40modify40.101.551181.557781.56318
222022.08.15 12:40t/p40.101.563181.557781.5631889.5910257.41
232022.08.15 12:40t/p50.101.563181.557781.5631843.4310300.84
242022.08.15 12:40t/p60.101.563181.557781.5631825.5810326.42
252022.09.05 04:00buy70.101.509040.000000.00000
262022.09.05 04:00modify70.101.509041.496041.52104
272022.09.05 23:20buy80.101.517580.000000.00000
282022.09.05 23:20modify80.101.517581.515641.52104
292022.09.05 23:20modify70.101.509041.515641.52104
302022.09.06 06:30t/p70.101.521041.515641.5210489.5910416.02
312022.09.06 06:30t/p80.101.521041.515641.5210425.5310441.55
322023.02.03 04:00buy90.101.628230.000000.00000
332023.02.03 04:00modify90.101.628231.615231.64023
342023.02.03 10:10buy100.101.634250.000000.00000
352023.02.03 10:10modify100.101.634251.630031.64023
362023.02.03 10:10modify90.101.628231.630031.64023
372023.02.03 11:10buy110.101.635490.000000.00000
382023.02.03 11:10modify110.101.635491.633031.64023
392023.02.03 11:10modify100.101.634251.633031.64023
402023.02.03 11:10modify90.101.628231.633031.64023
412023.02.03 11:30buy120.101.636740.000000.00000
422023.02.03 11:30modify120.101.636741.634831.64023
432023.02.03 11:30modify110.101.635491.634831.64023
442023.02.03 11:30modify100.101.634251.634831.64023
452023.02.03 11:30modify90.101.628231.634831.64023
462023.02.03 13:20s/l90.101.634831.634831.6402349.5110491.06
472023.02.03 13:20s/l100.101.634831.634831.640234.3510495.41
482023.02.03 13:20s/l110.101.634831.634831.64023-4.9510490.46
492023.02.03 13:20s/l120.101.634831.634831.64023-14.3310476.13
502023.02.22 08:00sell130.101.640130.000000.00000
512023.02.22 08:00modify130.101.640131.653131.62813
522023.02.22 15:59sell140.101.634120.000000.00000
532023.02.22 15:59modify140.101.634121.638331.62813
542023.02.22 15:59modify130.101.640131.638331.62813
552023.02.22 17:05sell150.101.632670.000000.00000
562023.02.22 17:05modify150.101.632671.635331.62813
572023.02.22 17:05modify140.101.634121.635331.62813
582023.02.22 17:05modify130.101.640131.635331.62813
592023.02.22 21:40sell160.101.631620.000000.00000
602023.02.22 21:40modify160.101.631621.633531.62813
612023.02.22 21:40modify150.101.632671.633531.62813
622023.02.22 21:40modify140.101.634121.633531.62813
632023.02.22 21:40modify130.101.640131.633531.62813
642023.02.23 09:05t/p130.101.628131.633531.6281390.1810566.31
652023.02.23 09:05t/p140.101.628131.633531.6281345.1510611.46
662023.02.23 09:05t/p150.101.628131.633531.6281334.2910645.75
672023.02.23 09:05t/p160.101.628131.633531.6281326.4210672.17
682023.04.03 04:00buy170.101.660290.000000.00000
692023.04.03 04:00modify170.101.660291.647291.67229
702023.04.03 10:05buy180.101.666540.000000.00000
712023.04.03 10:05modify180.101.666541.662091.67229
722023.04.03 10:05modify170.101.660291.662091.67229
732023.04.03 12:55buy190.101.668890.000000.00000
742023.04.03 12:55modify190.101.668891.666891.67229
752023.04.03 12:55modify180.101.666541.666891.67229
762023.04.03 12:55modify170.101.660291.666891.67229
772023.04.03 13:30s/l170.101.666891.666891.6722949.5110721.68
782023.04.03 13:30s/l180.101.666891.666891.672292.6310724.31
792023.04.03 13:30s/l190.101.666891.666891.67229-15.0010709.31
802023.04.26 16:00sell200.101.698050.000000.00000
812023.04.26 16:00modify200.101.698051.711051.68605
822023.05.01 15:40sell210.101.691780.000000.00000
832023.05.01 15:40modify210.101.691781.696251.68605
842023.05.01 15:40modify200.101.698051.696251.68605
852023.05.01 16:30sell220.101.690780.000000.00000
862023.05.01 16:30modify220.101.690781.693251.68605
872023.05.01 16:30modify210.101.691781.693251.68605
882023.05.01 16:30modify200.101.698051.693251.68605
892023.05.02 00:30s/l200.101.693251.693251.6860536.5010745.81
902023.05.02 00:30s/l210.101.693251.693251.68605-10.9210734.89
912023.05.02 00:30s/l220.101.693251.693251.68605-18.4110716.48