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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1917Ticks modelled34521054Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1397.63Gross profit2333.36Gross loss-935.73
Profit factor2.49Expected payoff18.89
Absolute drawdown148.57Maximal drawdown435.90 (4.18%)Relative drawdown4.18% (435.90)
Total trades74Short positions (won %)39 (46.15%)Long positions (won %)35 (82.86%)
Profit trades (% of total)47 (63.51%)Loss trades (% of total)27 (36.49%)
Largestprofit trade113.13loss trade-90.34
Averageprofit trade49.65loss trade-34.66
Maximumconsecutive wins (profit in money)13 (776.21)consecutive losses (loss in money)3 (-85.73)
Maximalconsecutive profit (count of wins)776.21 (13)consecutive loss (count of losses)-180.68 (2)
Averageconsecutive wins3consecutive 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 06:00buy20.101.552340.000000.00000
42022.07.13 06:00modify20.101.552341.547801.56055
52022.07.13 06:00modify10.101.545551.547801.56055
62022.07.13 08:47s/l10.101.547801.547801.5605516.0910016.09
72022.07.13 08:47s/l20.101.547801.547801.56055-34.229981.87
82022.08.01 16:00sell30.101.575140.000000.00000
92022.08.01 16:00modify30.101.575141.587141.56014
102022.08.02 08:29sell40.101.568390.000000.00000
112022.08.02 08:29modify40.101.568391.572891.56014
122022.08.02 08:29modify30.101.575141.572891.56014
132022.08.02 13:00s/l30.101.572891.572891.5601417.059998.93
142022.08.02 13:00s/l40.101.572891.572891.56014-33.919965.02
152022.09.27 16:00sell50.101.476830.000000.00000
162022.09.27 16:00modify50.101.476831.488831.46183
172022.09.27 16:51sell60.101.470070.000000.00000
182022.09.27 16:51modify60.101.470071.474581.46183
192022.09.27 16:51modify50.101.476831.474581.46183
202022.09.27 16:52sell70.101.468520.000000.00000
212022.09.27 16:52modify70.101.468521.473081.46183
222022.09.27 16:52modify60.101.470071.473081.46183
232022.09.27 16:52modify50.101.476831.473081.46183
242022.09.27 20:10s/l50.101.473081.473081.4618328.269993.28
252022.09.27 20:10s/l60.101.473081.473081.46183-22.699970.59
262022.09.27 20:10s/l70.101.473081.473081.46183-34.379936.22
272022.10.06 16:00buy80.101.528960.000000.00000
282022.10.06 16:00modify80.101.528961.516961.54396
292022.10.06 17:55buy90.101.535740.000000.00000
302022.10.06 17:55modify90.101.535741.531211.54396
312022.10.06 17:55modify80.101.528961.531211.54396
322022.10.06 17:59buy100.101.537210.000000.00000
332022.10.06 17:59modify100.101.537211.532711.54396
342022.10.06 17:59modify90.101.535741.532711.54396
352022.10.06 17:59modify80.101.528961.532711.54396
362022.10.06 19:11s/l80.101.532711.532711.5439628.269964.48
372022.10.06 19:11s/l90.101.532711.532711.54396-22.849941.64
382022.10.06 19:11s/l100.101.532711.532711.54396-33.929907.72
392022.10.07 16:00buy110.101.522160.000000.00000
402022.10.07 16:00modify110.101.522161.510161.53716
412022.10.11 00:25buy120.101.528910.000000.00000
422022.10.11 00:25modify120.101.528911.524411.53716
432022.10.11 00:25modify110.101.522161.524411.53716
442022.10.11 02:20s/l110.101.524411.524411.5371616.099923.81
452022.10.11 02:20s/l120.101.524411.524411.53716-33.929889.89
462022.10.11 16:00sell130.101.533810.000000.00000
472022.10.11 16:00modify130.101.533811.545811.51881
482022.10.11 18:11sell140.101.527030.000000.00000
492022.10.11 18:11modify140.101.527031.531561.51881
502022.10.11 18:11modify130.101.533811.531561.51881
512022.10.11 18:45sell150.101.525540.000000.00000
522022.10.11 18:45modify150.101.525541.530061.51881
532022.10.11 18:45modify140.101.527031.530061.51881
542022.10.11 18:45modify130.101.533811.530061.51881
552022.10.11 18:57sell160.101.521790.000000.00000
562022.10.11 18:57modify160.101.521791.528561.51881
572022.10.11 18:57modify150.101.525541.528561.51881
582022.10.11 18:57modify140.101.527031.528561.51881
592022.10.11 18:57modify130.101.533811.528561.51881
602022.10.11 19:06t/p130.101.518811.528561.51881113.0410002.93
612022.10.11 19:06t/p140.101.518811.528561.5188161.9510064.88
622022.10.11 19:06t/p150.101.518811.528561.5188150.7210115.60
632022.10.11 19:06t/p160.101.518811.528561.5188122.4610138.06
642022.10.17 16:00sell170.101.567630.000000.00000
652022.10.17 16:00modify170.101.567631.579631.55263
662022.10.17 17:11sell180.101.560870.000000.00000
672022.10.17 17:11modify180.101.560871.565381.55263
682022.10.17 17:11modify170.101.567631.565381.55263
692022.10.17 17:57sell190.101.559330.000000.00000
702022.10.17 17:57modify190.101.559331.563881.55263
712022.10.17 17:57modify180.101.560871.563881.55263
722022.10.17 17:57modify170.101.567631.563881.55263
732022.10.17 21:12sell200.101.555520.000000.00000
742022.10.17 21:12modify200.101.555521.562381.55263
752022.10.17 21:12modify190.101.559331.562381.55263
762022.10.17 21:12modify180.101.560871.562381.55263
772022.10.17 21:12modify170.101.567631.562381.55263
782022.10.18 06:38t/p170.101.552631.562381.55263113.1310251.19
792022.10.18 06:38t/p180.101.552631.562381.5526362.1910313.38
802022.10.18 06:38t/p190.101.552631.562381.5526350.5810363.96
812022.10.18 06:38t/p200.101.552631.562381.5526321.8710385.84
822022.10.25 16:00sell210.101.561210.000000.00000
832022.10.25 16:00modify210.101.561211.573211.54621
842022.10.26 14:00s/l210.101.573211.573211.54621-90.3410295.50
852022.11.10 16:00sell220.101.557600.000000.00000
862022.11.10 16:00modify220.101.557601.569601.54260
872022.11.11 18:58s/l220.101.569601.569601.54260-90.3410205.16
882022.11.16 16:00sell230.101.582730.000000.00000
892022.11.16 16:00modify230.101.582731.594731.56773
902022.11.17 13:49sell240.101.575940.000000.00000
912022.11.17 13:49modify240.101.575941.580481.56773
922022.11.17 13:49modify230.101.582731.580481.56773
932022.11.17 15:01sell250.101.574480.000000.00000
942022.11.17 15:01modify250.101.574481.578981.56773
952022.11.17 15:01modify240.101.575941.578981.56773
962022.11.17 15:01modify230.101.582731.578981.56773
972022.11.17 18:06s/l230.101.578981.578981.5677328.5310233.69
982022.11.17 18:06s/l240.101.578981.578981.56773-22.9210210.77
992022.11.17 18:06s/l250.101.578981.578981.56773-33.9210176.85
1002022.11.18 16:00sell260.101.596530.000000.00000
1012022.11.18 16:00modify260.101.596531.608531.58153
1022022.11.18 21:23sell270.101.589670.000000.00000
1032022.11.18 21:23modify270.101.589671.594281.58153
1042022.11.18 21:23modify260.101.596531.594281.58153
1052022.11.21 01:18sell280.101.588280.000000.00000
1062022.11.21 01:18modify280.101.588281.592781.58153
1072022.11.21 01:18modify270.101.589671.592781.58153
1082022.11.21 01:18modify260.101.596531.592781.58153
1092022.11.21 09:11sell290.101.584500.000000.00000
1102022.11.21 09:11modify290.101.584501.591281.58153
1112022.11.21 09:11modify280.101.588281.591281.58153
1122022.11.21 09:11modify270.101.589671.591281.58153
1132022.11.21 09:11modify260.101.596531.591281.58153
1142022.11.21 15:30s/l260.101.591281.591281.5815339.6610216.51
1152022.11.21 15:30s/l270.101.591281.591281.58153-12.0410204.48
1162022.11.21 15:30s/l280.101.591281.591281.58153-22.6010181.88
1172022.11.21 15:30s/l290.101.591281.591281.58153-51.0910130.79
1182022.11.29 16:00sell300.101.628620.000000.00000
1192022.11.29 16:00modify300.101.628621.640621.61362
1202022.11.29 19:44sell310.101.621850.000000.00000
1212022.11.29 19:44modify310.101.621851.626371.61362
1222022.11.29 19:44modify300.101.628621.626371.61362
1232022.11.30 00:54s/l300.101.626371.626371.6136217.0510147.84
1242022.11.30 00:54s/l310.101.626371.626371.61362-33.9710113.87
1252022.12.06 16:00sell320.101.667540.000000.00000
1262022.12.06 16:00modify320.101.667541.679541.65254
1272022.12.06 18:42sell330.101.660790.000000.00000
1282022.12.06 18:42modify330.101.660791.665291.65254
1292022.12.06 18:42modify320.101.667541.665291.65254
1302022.12.06 18:59sell340.101.659290.000000.00000
1312022.12.06 18:59modify340.101.659291.663791.65254
1322022.12.06 18:59modify330.101.660791.663791.65254
1332022.12.06 18:59modify320.101.667541.663791.65254
1342022.12.06 21:47sell350.101.655490.000000.00000
1352022.12.06 21:47modify350.101.655491.662291.65254
1362022.12.06 21:47modify340.101.659291.662291.65254
1372022.12.06 21:47modify330.101.660791.662291.65254
1382022.12.06 21:47modify320.101.667541.662291.65254
1392022.12.07 09:09s/l320.101.662291.662291.6525439.6510153.52
1402022.12.07 09:09s/l330.101.662291.662291.65254-11.2210142.30
1412022.12.07 09:09s/l340.101.662291.662291.65254-22.5210119.78
1422022.12.07 09:09s/l350.101.662291.662291.65254-51.1610068.62
1432022.12.09 16:00sell360.101.676130.000000.00000
1442022.12.09 16:00modify360.101.676131.688131.66113
1452022.12.12 05:11sell370.101.669330.000000.00000
1462022.12.12 05:11modify370.101.669331.673881.66113
1472022.12.12 05:11modify360.101.676131.673881.66113
1482022.12.12 07:00sell380.101.667830.000000.00000
1492022.12.12 07:00modify380.101.667831.672381.66113
1502022.12.12 07:00modify370.101.669331.672381.66113
1512022.12.12 07:00modify360.101.676131.672381.66113
1522022.12.12 07:56s/l360.101.672381.672381.6611328.3510096.98
1532022.12.12 07:56s/l370.101.672381.672381.66113-22.9910073.99
1542022.12.12 07:56s/l380.101.672381.672381.66113-34.2910039.70
1552022.12.15 16:00buy390.101.663780.000000.00000
1562022.12.15 16:00modify390.101.663781.651781.67878
1572022.12.16 14:54buy400.101.670550.000000.00000
1582022.12.16 14:54modify400.101.670551.666031.67878
1592022.12.16 14:54modify390.101.663781.666031.67878
1602022.12.16 15:08s/l390.101.666031.666031.6787816.5310056.22
1612022.12.16 15:08s/l400.101.666031.666031.67878-34.0610022.16
1622022.12.27 16:00buy410.101.622780.000000.00000
1632022.12.27 16:00modify410.101.622781.610781.63778
1642022.12.28 07:27buy420.101.629550.000000.00000
1652022.12.28 07:27modify420.101.629551.625031.63778
1662022.12.28 07:27modify410.101.622781.625031.63778
1672022.12.28 11:07buy430.101.631040.000000.00000
1682022.12.28 11:07modify430.101.631041.626531.63778
1692022.12.28 11:07modify420.101.629551.626531.63778
1702022.12.28 11:07modify410.101.622781.626531.63778
1712022.12.28 14:25buy440.101.634790.000000.00000
1722022.12.28 14:25modify440.101.634791.628031.63778
1732022.12.28 14:25modify430.101.631041.628031.63778
1742022.12.28 14:25modify420.101.629551.628031.63778
1752022.12.28 14:25modify410.101.622781.628031.63778
1762022.12.28 14:51t/p410.101.637781.628031.63778112.6310134.79
1772022.12.28 14:51t/p420.101.637781.628031.6377862.0310196.82
1782022.12.28 14:51t/p430.101.637781.628031.6377850.8010247.62
1792022.12.28 14:51t/p440.101.637781.628031.6377822.5410270.16
1802023.01.05 16:00buy450.101.614900.000000.00000
1812023.01.05 16:00modify450.101.614901.602901.62990
1822023.01.06 13:20buy460.101.621650.000000.00000
1832023.01.06 13:20modify460.101.621651.617151.62990
1842023.01.06 13:20modify450.101.614901.617151.62990
1852023.01.06 13:30s/l450.101.617151.617151.6299016.5310286.69
1862023.01.06 13:30s/l460.101.617151.617151.62990-33.9110252.78
1872023.02.03 16:00buy470.101.618500.000000.00000
1882023.02.03 16:00modify470.101.618501.606501.63350
1892023.02.09 06:25buy480.101.625280.000000.00000
1902023.02.09 06:25modify480.101.625281.620751.63350
1912023.02.09 06:25modify470.101.618501.620751.63350
1922023.02.09 08:38buy490.101.626750.000000.00000
1932023.02.09 08:38modify490.101.626751.622251.63350
1942023.02.09 08:38modify480.101.625281.622251.63350
1952023.02.09 08:38modify470.101.618501.622251.63350
1962023.02.09 13:23buy500.101.630530.000000.00000
1972023.02.09 13:23modify500.101.630531.623751.63350
1982023.02.09 13:23modify490.101.626751.623751.63350
1992023.02.09 13:23modify480.101.625281.623751.63350
2002023.02.09 13:23modify470.101.618501.623751.63350
2012023.02.09 15:13t/p470.101.633501.623751.63350110.4610363.24
2022023.02.09 15:13t/p480.101.633501.623751.6335061.9510425.19
2032023.02.09 15:13t/p490.101.633501.623751.6335050.8710476.06
2042023.02.09 15:13t/p500.101.633501.623751.6335022.3810498.44
2052023.02.10 16:00buy510.101.612840.000000.00000
2062023.02.10 16:00modify510.101.612841.600841.62784
2072023.02.13 15:51buy520.101.619600.000000.00000
2082023.02.13 15:51modify520.101.619601.615091.62784
2092023.02.13 15:51modify510.101.612841.615091.62784
2102023.02.14 01:17buy530.101.621110.000000.00000
2112023.02.14 01:17modify530.101.621111.616591.62784
2122023.02.14 01:17modify520.101.619601.616591.62784
2132023.02.14 01:17modify510.101.612841.616591.62784
2142023.02.14 09:00buy540.101.624850.000000.00000
2152023.02.14 09:00modify540.101.624851.618091.62784
2162023.02.14 09:00modify530.101.621111.618091.62784
2172023.02.14 09:00modify520.101.619601.618091.62784
2182023.02.14 09:00modify510.101.612841.618091.62784
2192023.02.14 11:16t/p510.101.627841.618091.62784112.1910610.63
2202023.02.14 11:16t/p520.101.627841.618091.6278461.6810672.31
2212023.02.14 11:16t/p530.101.627841.618091.6278450.7310723.04
2222023.02.14 11:16t/p540.101.627841.618091.6278422.5410745.58
2232023.02.15 16:00buy550.101.610860.000000.00000
2242023.02.15 16:00modify550.101.610861.598861.62586
2252023.02.17 14:17buy560.101.617610.000000.00000
2262023.02.17 14:17modify560.101.617611.613111.62586
2272023.02.17 14:17modify550.101.610861.613111.62586
2282023.02.17 14:56buy570.101.619120.000000.00000
2292023.02.17 14:56modify570.101.619121.614611.62586
2302023.02.17 14:56modify560.101.617611.614611.62586
2312023.02.17 14:56modify550.101.610861.614611.62586
2322023.02.17 19:59buy580.101.622870.000000.00000
2332023.02.17 19:59modify580.101.622871.616111.62586
2342023.02.17 19:59modify570.101.619121.616111.62586
2352023.02.17 19:59modify560.101.617611.616111.62586
2362023.02.17 19:59modify550.101.610861.616111.62586
2372023.02.21 09:40t/p550.101.625861.616111.62586110.4610856.04
2382023.02.21 09:40t/p560.101.625861.616111.6258661.3210917.37
2392023.02.21 09:40t/p570.101.625861.616111.6258649.9310967.30
2402023.02.21 09:40t/p580.101.625861.616111.6258621.6710988.97
2412023.02.21 16:00sell590.101.638650.000000.00000
2422023.02.21 16:00modify590.101.638651.650651.62365
2432023.02.22 21:16sell600.101.631890.000000.00000
2442023.02.22 21:16modify600.101.631891.636401.62365
2452023.02.22 21:16modify590.101.638651.636401.62365
2462023.02.23 05:33sell610.101.630370.000000.00000
2472023.02.23 05:33modify610.101.630371.634901.62365
2482023.02.23 05:33modify600.101.631891.634901.62365
2492023.02.23 05:33modify590.101.638651.634901.62365
2502023.02.23 11:39sell620.101.626640.000000.00000
2512023.02.23 11:39modify620.101.626641.633401.62365
2522023.02.23 11:39modify610.101.630371.633401.62365
2532023.02.23 11:39modify600.101.631891.633401.62365
2542023.02.23 11:39modify590.101.638651.633401.62365
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2612023.03.03 13:27buy640.101.633390.000000.00000
2622023.03.03 13:27modify640.101.633391.628891.64164
2632023.03.03 13:27modify630.101.626641.628891.64164
2642023.03.03 13:33buy650.101.634900.000000.00000
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2662023.03.03 13:33modify640.101.633391.630391.64164
2672023.03.03 13:33modify630.101.626641.630391.64164
2682023.03.06 15:47buy660.101.638650.000000.00000
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2702023.03.06 15:47modify650.101.634901.631891.64164
2712023.03.06 15:47modify640.101.633391.631891.64164
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2812023.04.19 06:39modify670.101.661451.663701.67645
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2852023.04.19 06:48modify670.101.661451.665201.67645
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2882023.04.19 13:59modify690.101.669761.666701.67645
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2902023.04.19 13:59modify670.101.661451.666701.67645
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