Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 modelled80076Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1827.92Gross profit2609.27Gross loss-781.35
Profit factor3.34Expected payoff26.88
Absolute drawdown45.05Maximal drawdown419.19 (3.97%)Relative drawdown3.97% (419.19)
Total trades68Short positions (won %)36 (52.78%)Long positions (won %)32 (87.50%)
Profit trades (% of total)47 (69.12%)Loss trades (% of total)21 (30.88%)
Largestprofit trade113.41loss trade-90.35
Averageprofit trade55.52loss trade-37.21
Maximumconsecutive wins (profit in money)17 (1092.46)consecutive losses (loss in money)3 (-87.47)
Maximalconsecutive profit (count of wins)1092.46 (17)consecutive loss (count of losses)-180.69 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.11 16:00buy10.101.545550.000000.00000
22022.07.11 16:00modify10.101.545551.533551.56055
32022.07.13 06:30buy20.101.552310.000000.00000
42022.07.13 06:30modify20.101.552311.547801.56055
52022.07.13 06:30modify10.101.545551.547801.56055
62022.07.13 08:40s/l10.101.547801.547801.5605516.0810016.08
72022.07.13 08:40s/l20.101.547801.547801.56055-34.009982.08
82022.08.01 16:00sell30.101.575140.000000.00000
92022.08.01 16:00modify30.101.575141.587141.56014
102022.08.02 14:15sell40.101.568160.000000.00000
112022.08.02 14:15modify40.101.568161.572891.56014
122022.08.02 14:15modify30.101.575141.572891.56014
132022.08.02 17:20sell50.101.566830.000000.00000
142022.08.02 17:20modify50.101.566831.571391.56014
152022.08.02 17:20modify40.101.568161.571391.56014
162022.08.02 17:20modify30.101.575141.571391.56014
172022.08.03 13:10sell60.101.563140.000000.00000
182022.08.03 13:10modify60.101.563141.569891.56014
192022.08.03 13:10modify50.101.566831.569891.56014
202022.08.03 13:10modify40.101.568161.569891.56014
212022.08.03 13:10modify30.101.575141.569891.56014
222022.08.03 14:30t/p30.101.560141.569891.56014113.2210095.31
232022.08.03 14:30t/p40.101.560141.569891.5601460.5310155.84
242022.08.03 14:30t/p50.101.560141.569891.5601450.5110206.35
252022.08.03 14:30t/p60.101.560141.569891.5601422.6110228.96
262022.09.27 16:00sell70.101.476830.000000.00000
272022.09.27 16:00modify70.101.476831.488831.46183
282022.09.27 18:25sell80.101.468560.000000.00000
292022.09.27 18:25modify80.101.468561.473081.46183
302022.09.27 18:25modify70.101.476831.473081.46183
312022.09.27 18:35sell90.101.469940.000000.00000
322022.09.27 18:35modify90.101.469941.474581.46183
332022.09.27 18:40modify90.101.469941.473081.46183
342022.09.27 20:40s/l70.101.473081.473081.4618328.2610257.22
352022.09.27 20:40s/l80.101.473081.473081.46183-34.0610223.16
362022.09.27 20:40s/l90.101.473081.473081.46183-23.6610199.50
372022.10.06 16:00buy100.101.528960.000000.00000
382022.10.06 16:00modify100.101.528961.516961.54396
392022.10.06 17:40buy110.101.537210.000000.00000
402022.10.06 17:40modify110.101.537211.532711.54396
412022.10.06 17:40modify100.101.528961.532711.54396
422022.10.06 19:05s/l100.101.532711.532711.5439628.2610227.76
432022.10.06 19:05s/l110.101.532711.532711.54396-33.9210193.84
442022.10.07 16:00buy120.101.522160.000000.00000
452022.10.07 16:00modify120.101.522161.510161.53716
462022.10.11 00:40buy130.101.529210.000000.00000
472022.10.11 00:40modify130.101.529211.524411.53716
482022.10.11 00:40modify120.101.522161.524411.53716
492022.10.11 02:40s/l120.101.524411.524411.5371616.0910209.93
502022.10.11 02:40s/l130.101.524411.524411.53716-36.1710173.76
512022.10.11 16:00sell140.101.533810.000000.00000
522022.10.11 16:00modify140.101.533811.545811.51881
532022.10.11 19:20t/p140.101.518811.545811.51881113.0410286.80
542022.10.17 16:00sell150.101.567630.000000.00000
552022.10.17 16:00modify150.101.567631.579631.55263
562022.10.17 17:20sell160.101.560880.000000.00000
572022.10.17 17:20modify160.101.560881.565381.55263
582022.10.17 17:20modify150.101.567631.565381.55263
592022.10.17 17:55sell170.101.559210.000000.00000
602022.10.17 17:55modify170.101.559211.563881.55263
612022.10.17 17:55modify160.101.560881.563881.55263
622022.10.17 17:55modify150.101.567631.563881.55263
632022.10.17 21:15sell180.101.555520.000000.00000
642022.10.17 21:15modify180.101.555521.562381.55263
652022.10.17 21:15modify170.101.559211.562381.55263
662022.10.17 21:15modify160.101.560881.562381.55263
672022.10.17 21:15modify150.101.567631.562381.55263
682022.10.18 06:15t/p150.101.552631.562381.55263113.1310399.94
692022.10.18 06:15t/p160.101.552631.562381.5526362.2710462.21
702022.10.18 06:15t/p170.101.552631.562381.5526349.6810511.89
712022.10.18 06:15t/p180.101.552631.562381.5526321.8710533.76
722022.10.25 16:00sell190.101.561210.000000.00000
732022.10.25 16:00modify190.101.561211.573211.54621
742022.10.26 14:06s/l190.101.573211.573211.54621-90.3510443.41
752022.11.10 16:00sell200.101.557600.000000.00000
762022.11.10 16:00modify200.101.557601.569601.54260
772022.11.11 18:40s/l200.101.569601.569601.54260-90.3410353.07
782022.11.16 16:00sell210.101.582730.000000.00000
792022.11.16 16:00modify210.101.582731.594731.56773
802022.11.17 15:10sell220.101.575880.000000.00000
812022.11.17 15:10modify220.101.575881.580481.56773
822022.11.17 15:10modify210.101.582731.580481.56773
832022.11.17 18:30s/l210.101.580481.580481.5677317.2310370.31
842022.11.17 18:30s/l220.101.580481.580481.56773-34.6610335.65
852022.11.18 16:00sell230.101.596530.000000.00000
862022.11.18 16:00modify230.101.596531.608531.58153
872022.11.18 21:40sell240.101.589640.000000.00000
882022.11.18 21:40modify240.101.589641.594281.58153
892022.11.18 21:40modify230.101.596531.594281.58153
902022.11.21 01:15sell250.101.588120.000000.00000
912022.11.21 01:15modify250.101.588121.592781.58153
922022.11.21 01:15modify240.101.589641.592781.58153
932022.11.21 01:15modify230.101.596531.592781.58153
942022.11.21 09:05sell260.101.584460.000000.00000
952022.11.21 09:05modify260.101.584461.591281.58153
962022.11.21 09:05modify250.101.588121.591281.58153
972022.11.21 09:05modify240.101.589641.591281.58153
982022.11.21 09:05modify230.101.596531.591281.58153
992022.11.21 15:30s/l230.101.591281.591281.5815339.6610375.31
1002022.11.21 15:30s/l240.101.591281.591281.58153-12.2710363.04
1012022.11.21 15:30s/l250.101.591281.591281.58153-23.8110339.23
1022022.11.21 15:30s/l260.101.591281.591281.58153-51.3910287.84
1032022.11.29 16:00sell270.101.628620.000000.00000
1042022.11.29 16:00modify270.101.628621.640621.61362
1052022.11.29 19:40sell280.101.621700.000000.00000
1062022.11.29 19:40modify280.101.621701.626371.61362
1072022.11.29 19:40modify270.101.628621.626371.61362
1082022.11.30 00:40s/l270.101.626371.626371.6136217.0510304.89
1092022.11.30 00:40s/l280.101.626371.626371.61362-35.1010269.79
1102022.12.06 16:00sell290.101.667540.000000.00000
1112022.12.06 16:00modify290.101.667541.679541.65254
1122022.12.06 18:30sell300.101.660720.000000.00000
1132022.12.06 18:30modify300.101.660721.665291.65254
1142022.12.06 18:30modify290.101.667541.665291.65254
1152022.12.06 18:40sell310.101.659290.000000.00000
1162022.12.06 18:40modify310.101.659291.663791.65254
1172022.12.06 18:40modify300.101.660721.663791.65254
1182022.12.06 18:40modify290.101.667541.663791.65254
1192022.12.06 21:33sell320.101.655330.000000.00000
1202022.12.06 21:33modify320.101.655331.662291.65254
1212022.12.06 21:33modify310.101.659291.662291.65254
1222022.12.06 21:33modify300.101.660721.662291.65254
1232022.12.06 21:33modify290.101.667541.662291.65254
1242022.12.07 09:15s/l290.101.662291.662291.6525439.6610309.45
1252022.12.07 09:15s/l300.101.662291.662291.65254-11.7410297.72
1262022.12.07 09:15s/l310.101.662291.662291.65254-22.5110275.21
1272022.12.07 09:15s/l320.101.662291.662291.65254-52.3610222.85
1282022.12.09 16:00sell330.101.676130.000000.00000
1292022.12.09 16:00modify330.101.676131.688131.66113
1302022.12.12 05:55sell340.101.669160.000000.00000
1312022.12.12 05:55modify340.101.669161.673881.66113
1322022.12.12 05:55modify330.101.676131.673881.66113
1332022.12.12 08:30s/l330.101.673881.673881.6611317.0410239.89
1342022.12.12 08:30s/l340.101.673881.673881.66113-35.5710204.32
1352022.12.15 16:00buy350.101.663780.000000.00000
1362022.12.15 16:00modify350.101.663781.651781.67878
1372022.12.16 14:40buy360.101.670720.000000.00000
1382022.12.16 14:40modify360.101.670721.666031.67878
1392022.12.16 14:40modify350.101.663781.666031.67878
1402022.12.16 15:30s/l350.101.666031.666031.6787816.5310220.85
1412022.12.16 15:30s/l360.101.666031.666031.67878-35.3510185.50
1422022.12.27 16:00buy370.101.622780.000000.00000
1432022.12.27 16:00modify370.101.622781.610781.63778
1442022.12.28 07:25buy380.101.629560.000000.00000
1452022.12.28 07:25modify380.101.629561.625031.63778
1462022.12.28 07:25modify370.101.622781.625031.63778
1472022.12.28 12:45buy390.101.631180.000000.00000
1482022.12.28 12:45modify390.101.631181.626531.63778
1492022.12.28 12:45modify380.101.629561.626531.63778
1502022.12.28 12:45modify370.101.622781.626531.63778
1512022.12.28 14:40t/p370.101.637781.626531.63778112.6210298.11
1522022.12.28 14:40t/p380.101.637781.626531.6377861.9510360.06
1532022.12.28 14:40t/p390.101.637781.626531.6377849.7410409.80
1542023.01.05 16:00buy400.101.614900.000000.00000
1552023.01.05 16:00modify400.101.614901.602901.62990
1562023.01.06 16:35buy410.101.623220.000000.00000
1572023.01.06 16:35modify410.101.623221.618651.62990
1582023.01.06 16:35modify400.101.614901.618651.62990
1592023.01.06 21:05buy420.101.627040.000000.00000
1602023.01.06 21:05modify420.101.627041.620151.62990
1612023.01.06 21:05modify410.101.623221.620151.62990
1622023.01.06 21:05modify400.101.614901.620151.62990
1632023.01.09 06:33t/p400.101.629901.620151.62990112.1810521.99
1642023.01.09 06:33t/p410.101.629901.620151.6299049.9210571.90
1652023.01.09 06:33t/p420.101.629901.620151.6299021.1210593.02
1662023.02.03 16:00buy430.101.618500.000000.00000
1672023.02.03 16:00modify430.101.618501.606501.63350
1682023.02.09 06:30buy440.101.625340.000000.00000
1692023.02.09 06:30modify440.101.625341.620751.63350
1702023.02.09 06:30modify430.101.618501.620751.63350
1712023.02.09 08:40buy450.101.626860.000000.00000
1722023.02.09 08:40modify450.101.626861.622251.63350
1732023.02.09 08:40modify440.101.625341.622251.63350
1742023.02.09 08:40modify430.101.618501.622251.63350
1752023.02.09 13:40buy460.101.630790.000000.00000
1762023.02.09 13:40modify460.101.630791.623751.63350
1772023.02.09 13:40modify450.101.626861.623751.63350
1782023.02.09 13:40modify440.101.625341.623751.63350
1792023.02.09 13:40modify430.101.618501.623751.63350
1802023.02.09 15:40t/p430.101.633501.623751.63350110.4510703.47
1812023.02.09 15:40t/p440.101.633501.623751.6335061.5010764.97
1822023.02.09 15:40t/p450.101.633501.623751.6335050.0410815.01
1832023.02.09 15:40t/p460.101.633501.623751.6335020.4210835.43
1842023.02.10 16:00buy470.101.612840.000000.00000
1852023.02.10 16:00modify470.101.612841.600841.62784
1862023.02.13 15:59buy480.101.619830.000000.00000
1872023.02.13 15:59modify480.101.619831.615091.62784
1882023.02.13 15:59modify470.101.612841.615091.62784
1892023.02.14 01:30buy490.101.621230.000000.00000
1902023.02.14 01:30modify490.101.621231.616591.62784
1912023.02.14 01:30modify480.101.619831.616591.62784
1922023.02.14 01:30modify470.101.612841.616591.62784
1932023.02.14 11:06t/p470.101.627841.616591.62784112.1910947.63
1942023.02.14 11:06t/p480.101.627841.616591.6278459.9511007.57
1952023.02.14 11:06t/p490.101.627841.616591.6278449.8211057.39
1962023.02.15 16:00buy500.101.610860.000000.00000
1972023.02.15 16:00modify500.101.610861.598861.62586
1982023.02.17 14:40buy510.101.619170.000000.00000
1992023.02.17 14:40modify510.101.619171.614611.62586
2002023.02.17 14:40modify500.101.610861.614611.62586
2012023.02.17 19:50buy520.101.623020.000000.00000
2022023.02.17 19:50modify520.101.623021.616111.62586
2032023.02.17 19:50modify510.101.619171.616111.62586
2042023.02.17 19:50modify500.101.610861.616111.62586
2052023.02.21 09:40t/p500.101.625861.616111.62586110.4511167.85
2062023.02.21 09:40t/p510.101.625861.616111.6258649.5511217.40
2072023.02.21 09:40t/p520.101.625861.616111.6258620.5311237.94
2082023.02.21 16:00sell530.101.638650.000000.00000
2092023.02.21 16:00modify530.101.638651.650651.62365
2102023.02.22 21:40sell540.101.631620.000000.00000
2112023.02.22 21:40modify540.101.631621.636401.62365
2122023.02.22 21:40modify530.101.638651.636401.62365
2132023.02.23 05:15sell550.101.630320.000000.00000
2142023.02.23 05:15modify550.101.630321.634901.62365
2152023.02.23 05:15modify540.101.631621.634901.62365
2162023.02.23 05:15modify530.101.638651.634901.62365
2172023.02.23 17:40sell560.101.626420.000000.00000
2182023.02.23 17:40modify560.101.626421.633401.62365
2192023.02.23 17:40modify550.101.630321.633401.62365
2202023.02.23 17:40modify540.101.631621.633401.62365
2212023.02.23 17:40modify530.101.638651.633401.62365
2222023.02.24 09:05s/l530.101.633401.633401.6236540.0211277.95
2232023.02.24 09:05s/l540.101.633401.633401.62365-13.0511264.90
2242023.02.24 09:05s/l550.101.633401.633401.62365-23.1211241.78
2252023.02.24 09:05s/l560.101.633401.633401.62365-52.5111189.27
2262023.03.02 16:00buy570.101.626640.000000.00000
2272023.03.02 16:00modify570.101.626641.614641.64164
2282023.03.03 13:50buy580.101.635130.000000.00000
2292023.03.03 13:50modify580.101.635131.630391.64164
2302023.03.03 13:50modify570.101.626641.630391.64164
2312023.03.03 17:30buy590.101.633440.000000.00000
2322023.03.03 17:30modify590.101.633441.628891.64164
2332023.03.03 17:35modify590.101.633441.630391.64164
2342023.03.06 16:20buy600.101.638680.000000.00000
2352023.03.06 16:20modify600.101.638681.631891.64164
2362023.03.06 16:20modify580.101.635131.631891.64164
2372023.03.06 16:20modify590.101.633441.631891.64164
2382023.03.06 16:20modify570.101.626641.631891.64164
2392023.03.07 07:40t/p570.101.641641.631891.64164111.7511301.02
2402023.03.07 07:40t/p580.101.641641.631891.6416448.1911349.22
2412023.03.07 07:40t/p590.101.641641.631891.6416460.9311410.15
2422023.03.07 07:40t/p600.101.641641.631891.6416421.8811432.03
2432023.04.14 16:00buy610.101.661450.000000.00000
2442023.04.14 16:00modify610.101.661451.649451.67645
2452023.04.19 08:45buy620.101.669780.000000.00000
2462023.04.19 08:45modify620.101.669781.665201.67645
2472023.04.19 08:45modify610.101.661451.665201.67645
2482023.04.19 09:55buy630.101.668220.000000.00000
2492023.04.19 09:55modify630.101.668221.663701.67645
2502023.04.19 09:55modify630.101.668221.665201.67645
2512023.04.19 13:40buy640.101.673750.000000.00000
2522023.04.19 13:40modify640.101.673751.666701.67645
2532023.04.19 13:40modify620.101.669781.666701.67645
2542023.04.19 13:40modify630.101.668221.666701.67645
2552023.04.19 13:40modify610.101.661451.666701.67645
2562023.04.20 08:40t/p610.101.676451.666701.67645110.4511542.48
2572023.04.20 08:40t/p620.101.676451.666701.6764548.9711591.45
2582023.04.20 08:40t/p630.101.676451.666701.6764560.7311652.18
2592023.04.20 08:40t/p640.101.676451.666701.6764519.0511671.23
2602023.05.03 16:00sell650.101.707530.000000.00000
2612023.05.03 16:00modify650.101.707531.719531.69253
2622023.05.05 12:05sell660.101.700710.000000.00000
2632023.05.05 12:05modify660.101.700711.705281.69253
2642023.05.05 12:05modify650.101.707531.705281.69253
2652023.05.05 13:15t/p650.101.692531.705281.69253113.4111784.64
2662023.05.05 13:15t/p660.101.692531.705281.6925361.6511846.29
2672023.06.08 16:00sell670.101.678580.000000.00000
2682023.06.08 16:00modify670.101.678581.690581.66358
2692023.06.09 09:40sell680.101.671630.000000.00000
2702023.06.09 09:40modify680.101.671631.676331.66358
2712023.06.09 09:40modify670.101.678581.676331.66358
2722023.06.09 12:20s/l670.101.676331.676331.6635817.0511863.34
2732023.06.09 12:20s/l680.101.676331.676331.66358-35.4211827.92