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 23:59 (2022.06.01 - 2023.06.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test7257Ticks modelled13514Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1645.56Gross profit2587.93Gross loss-942.36
Profit factor2.75Expected payoff27.89
Absolute drawdown13.17Maximal drawdown397.53 (3.51%)Relative drawdown3.51% (397.53)
Total trades59Short positions (won %)29 (68.97%)Long positions (won %)30 (60.00%)
Profit trades (% of total)38 (64.41%)Loss trades (% of total)21 (35.59%)
Largestprofit trade112.83loss trade-54.65
Averageprofit trade68.10loss trade-44.87
Maximumconsecutive wins (profit in money)12 (847.08)consecutive losses (loss in money)4 (-213.38)
Maximalconsecutive profit (count of wins)847.08 (12)consecutive loss (count of losses)-213.38 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.09 18:00sell10.101.586240.000000.00000
22022.06.09 18:00modify10.101.586241.593241.57124
32022.06.10 19:00t/p10.101.571241.593241.57124112.4810112.48
42022.06.13 15:00buy20.101.561650.000000.00000
52022.06.13 15:00modify20.101.561651.554651.57665
62022.06.14 04:00buy30.101.569450.000000.00000
72022.06.14 04:00modify30.101.569451.565401.57665
82022.06.14 04:00modify20.101.561651.565401.57665
92022.06.14 10:00s/l20.101.565401.565401.5766527.7010140.18
102022.06.14 10:00s/l30.101.565401.565401.57665-30.3810109.80
112022.06.14 15:00buy40.101.550000.000000.00000
122022.06.14 15:00modify40.101.550001.543001.56500
132022.06.15 08:00buy50.101.560550.000000.00000
142022.06.15 08:00modify50.101.560551.555251.56500
152022.06.15 08:00modify40.101.550001.555251.56500
162022.06.15 09:00t/p40.101.565001.555251.56500112.1010221.91
172022.06.15 09:00t/p50.101.565001.555251.5650033.3910255.30
182022.06.26 21:00buy60.101.580600.000000.00000
192022.06.26 21:00modify60.101.580601.573601.59560
202022.06.28 08:00s/l60.101.573601.573601.59560-53.3710201.92
212022.07.11 15:00buy70.101.544660.000000.00000
222022.07.11 15:00modify70.101.544661.537661.55966
232022.07.13 15:00s/l70.101.537661.537661.55966-53.3610148.56
242022.07.19 21:00buy80.101.543050.000000.00000
252022.07.19 21:00modify80.101.543051.536051.55805
262022.07.22 09:00s/l80.101.536051.536051.55805-54.6510093.91
272022.07.27 19:00sell90.101.561590.000000.00000
282022.07.27 19:00modify90.101.561591.568591.54659
292022.08.01 14:00s/l90.101.568591.568591.54659-52.0010041.91
302022.08.08 17:00buy100.101.552340.000000.00000
312022.08.08 17:00modify100.101.552341.545341.56734
322022.08.09 17:00buy110.101.558450.000000.00000
332022.08.09 17:00modify110.101.558451.553841.56734
342022.08.09 17:00modify100.101.552341.553841.56734
352022.08.10 13:00t/p100.101.567341.553841.56734111.6810153.59
362022.08.10 13:00t/p110.101.567341.553841.5673466.2610219.85
372022.08.18 17:00buy120.101.547730.000000.00000
382022.08.18 17:00modify120.101.547731.540731.56273
392022.08.19 10:00s/l120.101.540731.540731.56273-52.9410166.91
402022.10.06 16:00buy130.101.528960.000000.00000
412022.10.06 16:00modify130.101.528961.521961.54396
422022.10.07 09:00buy140.101.536510.000000.00000
432022.10.07 09:00modify140.101.536511.532711.54396
442022.10.07 09:00modify130.101.528961.532711.54396
452022.10.07 13:00s/l130.101.532711.532711.5439627.7010194.61
462022.10.07 13:00s/l140.101.532711.532711.54396-28.5110166.10
472022.10.11 16:00sell150.101.533810.000000.00000
482022.10.11 16:00modify150.101.533811.540811.51881
492022.10.11 20:00t/p150.101.518811.540811.51881112.3910278.49
502022.10.11 21:00buy160.101.513230.000000.00000
512022.10.11 21:00modify160.101.513231.506231.52823
522022.10.12 12:00t/p160.101.528231.506231.52823112.1010390.60
532022.10.26 15:00sell170.101.572970.000000.00000
542022.10.26 15:00modify170.101.572971.579971.55797
552022.10.27 15:00sell180.101.565380.000000.00000
562022.10.27 15:00modify180.101.565381.569221.55797
572022.10.27 15:00modify170.101.572971.569221.55797
582022.10.27 18:00s/l170.101.569221.569221.5579728.3710418.97
592022.10.27 18:00s/l180.101.569221.569221.55797-28.7710390.20
602022.10.28 15:00sell190.101.577590.000000.00000
612022.10.28 15:00modify190.101.577591.584591.56259
622022.10.31 14:00sell200.101.569830.000000.00000
632022.10.31 14:00modify200.101.569831.573841.56259
642022.10.31 14:00modify190.101.577591.573841.56259
652022.10.31 17:00sell210.101.567010.000000.00000
662022.10.31 17:00modify210.101.567011.572341.56259
672022.10.31 17:00modify200.101.569831.572341.56259
682022.10.31 17:00modify190.101.577591.572341.56259
692022.10.31 20:00t/p190.101.562591.572341.56259112.4810502.68
702022.10.31 20:00t/p200.101.562591.572341.5625954.2510556.93
712022.10.31 20:00t/p210.101.562591.572341.5625933.1210590.05
722022.11.07 18:00sell220.101.554360.000000.00000
732022.11.07 18:00modify220.101.554361.561361.53936
742022.11.09 08:00sell230.101.548080.000000.00000
752022.11.09 08:00modify230.101.548081.552861.53936
762022.11.09 08:00modify220.101.554361.552861.53936
772022.11.09 10:00t/p220.101.539361.552861.53936112.5610702.61
782022.11.09 10:00t/p230.101.539361.552861.5393665.3310767.94
792022.11.17 16:00buy240.101.572710.000000.00000
802022.11.17 16:00modify240.101.572711.565711.58771
812022.11.17 19:00buy250.101.580300.000000.00000
822022.11.17 19:00modify250.101.580301.576461.58771
832022.11.17 19:00modify240.101.572711.576461.58771
842022.11.18 01:00buy260.101.583270.000000.00000
852022.11.18 01:00modify260.101.583271.577961.58771
862022.11.18 01:00modify250.101.580301.577961.58771
872022.11.18 01:00modify240.101.572711.577961.58771
882022.11.18 09:00t/p240.101.587711.577961.58771112.0910880.03
892022.11.18 09:00t/p250.101.587711.577961.5877155.1610935.19
902022.11.18 09:00t/p260.101.587711.577961.5877133.3010968.49
912022.11.29 17:00sell270.101.635330.000000.00000
922022.11.29 17:00modify270.101.635331.642331.62033
932022.11.29 19:00sell280.101.624670.000000.00000
942022.11.29 19:00modify280.101.624671.630081.62033
952022.11.29 19:00modify270.101.635331.630081.62033
962022.11.30 15:00t/p270.101.620331.630081.62033112.4811080.97
972022.11.30 15:00t/p280.101.620331.630081.6203332.6111113.58
982022.12.27 18:00buy290.101.621800.000000.00000
992022.12.27 18:00modify290.101.621801.614801.63680
1002022.12.28 15:00t/p290.101.636801.614801.63680112.1011225.69
1012022.12.28 15:00sell300.101.638190.000000.00000
1022022.12.28 15:00modify300.101.638191.645191.62319
1032022.12.30 05:00sell310.101.632100.000000.00000
1042022.12.30 05:00modify310.101.632101.636691.62319
1052022.12.30 05:00modify300.101.638191.636691.62319
1062022.12.30 15:00s/l300.101.636691.636691.6231911.5911237.28
1072022.12.30 15:00s/l310.101.636691.636691.62319-34.3911202.89
1082023.01.25 16:00sell320.101.657200.000000.00000
1092023.01.25 16:00modify320.101.657201.664201.64220
1102023.01.27 05:00sell330.101.651080.000000.00000
1112023.01.27 05:00modify330.101.651081.655701.64220
1122023.01.27 05:00modify320.101.657201.655701.64220
1132023.01.31 03:00s/l320.101.655701.655701.6422011.7811214.67
1142023.01.31 03:00s/l330.101.655701.655701.64220-34.4311180.24
1152023.01.31 16:00buy340.101.642530.000000.00000
1162023.01.31 16:00modify340.101.642531.635531.65753
1172023.02.02 13:00s/l340.101.635531.635531.65753-54.2211126.02
1182023.02.02 18:00buy350.101.630990.000000.00000
1192023.02.02 18:00modify350.101.630991.623991.64599
1202023.02.03 12:00buy360.101.637010.000000.00000
1212023.02.03 12:00modify360.101.637011.632491.64599
1222023.02.03 12:00modify350.101.630991.632491.64599
1232023.02.03 14:00s/l350.101.632491.632491.6459910.8211136.84
1242023.02.03 14:00s/l360.101.632491.632491.64599-33.9111102.93
1252023.02.03 19:00buy370.101.615490.000000.00000
1262023.02.03 19:00modify370.101.615491.608491.63049
1272023.02.07 12:00s/l370.101.608491.608491.63049-53.3611049.57
1282023.02.10 15:00buy380.101.618500.000000.00000
1292023.02.10 15:00modify380.101.618501.611501.63350
1302023.02.10 17:00s/l380.101.611501.611501.63350-52.5110997.06
1312023.02.17 16:00sell390.101.618680.000000.00000
1322023.02.17 16:00modify390.101.618681.625681.60368
1332023.02.21 10:00s/l390.101.625681.625681.60368-52.2710944.79
1342023.02.21 18:00sell400.101.639490.000000.00000
1352023.02.21 18:00modify400.101.639491.646491.62449
1362023.02.22 22:00sell410.101.631840.000000.00000
1372023.02.22 22:00modify410.101.631841.635741.62449
1382023.02.22 22:00modify400.101.639491.635741.62449
1392023.02.23 09:00sell420.101.628730.000000.00000
1402023.02.23 09:00modify420.101.628731.634241.62449
1412023.02.23 09:00modify410.101.631841.634241.62449
1422023.02.23 09:00modify400.101.639491.634241.62449
1432023.02.26 23:00t/p400.101.624491.634241.62449112.8311057.62
1442023.02.26 23:00t/p410.101.624491.634241.6244955.4311113.05
1452023.02.26 23:00t/p420.101.624491.634241.6244931.8611144.91
1462023.02.27 20:00sell430.101.637370.000000.00000
1472023.02.27 20:00modify430.101.637371.644371.62237
1482023.02.28 14:00s/l430.101.644371.644371.62237-52.3611092.55
1492023.02.28 15:00sell440.101.649440.000000.00000
1502023.02.28 15:00modify440.101.649441.656441.63444
1512023.03.01 10:00sell450.101.641660.000000.00000
1522023.03.01 10:00modify450.101.641661.645691.63444
1532023.03.01 10:00modify440.101.649441.645691.63444
1542023.03.01 16:00t/p440.101.634441.645691.63444112.4711205.02
1552023.03.01 16:00t/p450.101.634441.645691.6344454.0911259.11
1562023.03.07 19:00buy460.101.627280.000000.00000
1572023.03.07 19:00modify460.101.627281.620281.64228
1582023.03.09 14:00t/p460.101.642281.620281.64228110.8211369.93
1592023.03.09 21:00sell470.101.648480.000000.00000
1602023.03.09 21:00modify470.101.648481.655481.63348
1612023.03.10 09:00s/l470.101.655481.655481.63348-52.3611317.57
1622023.03.10 15:00sell480.101.665500.000000.00000
1632023.03.10 15:00modify480.101.665501.672501.65050
1642023.03.13 19:00s/l480.101.672501.672501.65050-52.3611265.21
1652023.03.29 16:00buy490.101.671620.000000.00000
1662023.03.29 16:00modify490.101.671621.664621.68662
1672023.04.02 21:00s/l490.101.664621.664621.68662-54.2211210.99
1682023.04.02 21:00buy500.101.663730.000000.00000
1692023.04.02 21:00modify500.101.663731.656731.67873
1702023.04.04 08:00buy510.101.674380.000000.00000
1712023.04.04 08:00modify510.101.674381.668981.67873
1722023.04.04 08:00modify500.101.663731.668981.67873
1732023.04.04 10:00t/p500.101.678731.668981.67873111.6811322.67
1742023.04.04 10:00t/p510.101.678731.668981.6787332.6311355.30
1752023.04.14 18:00buy520.101.659970.000000.00000
1762023.04.14 18:00modify520.101.659971.652971.67497
1772023.04.19 07:00buy530.101.670560.000000.00000
1782023.04.19 07:00modify530.101.670561.665221.67497
1792023.04.19 07:00modify520.101.659971.665221.67497
1802023.04.19 15:00t/p520.101.674971.665221.67497111.2511466.55
1812023.04.19 15:00t/p530.101.674971.665221.6749733.0811499.63
1822023.05.01 16:00buy540.101.692380.000000.00000
1832023.05.01 16:00modify540.101.692381.685381.70738
1842023.05.02 20:00buy550.101.699900.000000.00000
1852023.05.02 20:00modify550.101.699901.696131.70738
1862023.05.02 20:00modify540.101.692381.696131.70738
1872023.05.02 22:00s/l540.101.696131.696131.7073827.7011527.33
1882023.05.02 22:00s/l550.101.696131.696131.70738-28.2811499.05
1892023.05.03 20:00sell560.101.710080.000000.00000
1902023.05.03 20:00modify560.101.710081.717081.69508
1912023.05.05 05:00sell570.101.702550.000000.00000
1922023.05.05 05:00modify570.101.702551.706331.69508
1932023.05.05 05:00modify560.101.710081.706331.69508
1942023.05.05 13:00t/p560.101.695081.706331.69508112.7511611.80
1952023.05.05 13:00t/p570.101.695081.706331.6950855.9711667.77
1962023.05.19 16:00sell580.101.683180.000000.00000
1972023.05.19 16:00modify580.101.683181.690181.66818
1982023.05.23 03:00sell590.101.677170.000000.00000
1992023.05.23 03:00modify590.101.677171.681681.66818
2002023.05.23 03:00modify580.101.683181.681681.66818
2012023.05.24 07:00s/l580.101.681681.681681.6681811.5011679.27
2022023.05.24 07:00s/l590.101.681681.681681.66818-33.7111645.56