Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2022.08.01 00:00 - 2023.07.31 23:00 (2022.08.01 - 2023.08.01)
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=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=2; 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 modelled158671Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit915.91Gross profit1173.30Gross loss-257.39
Profit factor4.56Expected payoff31.58
Absolute drawdown83.00Maximal drawdown203.12 (1.87%)Relative drawdown1.87% (203.12)
Total trades29Short positions (won %)20 (65.00%)Long positions (won %)9 (55.56%)
Profit trades (% of total)18 (62.07%)Loss trades (% of total)11 (37.93%)
Largestprofit trade111.93loss trade-29.83
Averageprofit trade65.18loss trade-23.40
Maximumconsecutive wins (profit in money)5 (389.97)consecutive losses (loss in money)4 (-95.45)
Maximalconsecutive profit (count of wins)389.97 (5)consecutive loss (count of losses)-95.45 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.23 11:00buy10.101.494270.000000.00000
22022.09.23 11:00modify10.101.494271.490271.50927
32022.09.23 13:23buy20.101.500420.000000.00000
42022.09.23 13:23modify20.101.500421.496521.50927
52022.09.23 13:23buy30.101.500420.000000.00000
62022.09.23 13:23modify30.101.500421.498021.50927
72022.09.23 13:23modify10.101.494271.498021.50927
82022.09.23 13:26modify20.101.500421.498021.50927
92022.09.23 13:30s/l10.101.498021.498021.5092727.9610027.96
102022.09.23 13:30s/l20.101.498021.498021.50927-17.9010010.06
112022.09.23 13:30s/l30.101.498021.498021.50927-17.909992.16
122022.09.23 15:00buy40.101.480300.000000.00000
132022.09.23 15:00modify40.101.480301.476301.49530
142022.09.23 16:50s/l40.101.476301.476301.49530-29.839962.33
152022.09.26 09:00sell50.101.461300.000000.00000
162022.09.26 09:00modify50.101.461301.465301.44630
172022.09.26 09:15s/l50.101.465301.465301.44630-29.829932.51
182022.09.28 12:00buy60.101.456450.000000.00000
192022.09.28 12:00modify60.101.456451.452451.47145
202022.09.28 14:40buy70.101.467060.000000.00000
212022.09.28 14:40modify70.101.467061.461701.47145
222022.09.28 14:40modify60.101.456451.461701.47145
232022.09.28 14:50t/p60.101.471451.461701.47145111.8510044.36
242022.09.28 14:50t/p70.101.471451.461701.4714532.7310077.09
252022.09.29 14:00sell80.101.505870.000000.00000
262022.09.29 14:00modify80.101.505871.509871.49087
272022.09.29 14:20s/l80.101.509871.509871.49087-29.8210047.27
282022.09.30 19:00sell90.101.543360.000000.00000
292022.09.30 19:00modify90.101.543361.547361.52836
302022.10.02 22:55sell100.101.537270.000000.00000
312022.10.02 22:55modify100.101.537271.541111.52836
322022.10.02 22:55sell110.101.537270.000000.00000
332022.10.02 22:55modify110.101.537271.539611.52836
342022.10.02 22:55modify90.101.543361.539611.52836
352022.10.02 22:57modify100.101.537271.539611.52836
362022.10.03 04:20t/p90.101.528361.539611.52836111.9310159.20
372022.10.03 04:20t/p100.101.528361.539611.5283666.5210225.72
382022.10.03 04:20t/p110.101.528361.539611.5283666.5210292.24
392022.10.11 21:00buy120.101.513230.000000.00000
402022.10.11 21:00modify120.101.513231.509231.52823
412022.10.12 08:42buy130.101.523730.000000.00000
422022.10.12 08:42modify130.101.523731.518481.52823
432022.10.12 08:42modify120.101.513231.518481.52823
442022.10.12 11:07t/p120.101.528231.518481.52823111.4410403.68
452022.10.12 11:07t/p130.101.528231.518481.5282333.5610437.24
462022.10.13 12:00sell140.101.553160.000000.00000
472022.10.13 12:00modify140.101.553161.557161.53816
482022.10.13 12:20s/l140.101.557161.557161.53816-29.8210407.42
492022.11.03 13:00buy150.101.540350.000000.00000
502022.11.03 13:00modify150.101.540351.536351.55535
512022.11.03 15:45s/l150.101.536351.536351.55535-29.8210377.60
522022.11.15 14:00sell160.101.586560.000000.00000
532022.11.15 14:00modify160.101.586561.590561.57156
542022.11.15 15:55sell170.101.580500.000000.00000
552022.11.15 15:55modify170.101.580501.584311.57156
562022.11.15 15:55sell180.101.580500.000000.00000
572022.11.15 15:55modify180.101.580501.582811.57156
582022.11.15 15:55modify160.101.586561.582811.57156
592022.11.15 15:57modify170.101.580501.582811.57156
602022.11.15 18:15sell190.101.575890.000000.00000
612022.11.15 18:15modify190.101.575891.581311.57156
622022.11.15 18:15modify180.101.580501.581311.57156
632022.11.15 18:15modify170.101.580501.581311.57156
642022.11.15 18:15modify160.101.586561.581311.57156
652022.11.15 19:02t/p160.101.571561.581311.57156111.8410489.44
662022.11.15 19:02t/p170.101.571561.581311.5715666.6610556.10
672022.11.15 19:02t/p180.101.571561.581311.5715666.6610622.76
682022.11.15 19:02t/p190.101.571561.581311.5715632.2910655.05
692022.11.23 16:00sell200.101.614360.000000.00000
702022.11.23 16:00modify200.101.614361.618361.59936
712022.11.23 22:06sell210.101.608240.000000.00000
722022.11.23 22:06modify210.101.608241.612111.59936
732022.11.23 22:06sell220.101.608240.000000.00000
742022.11.23 22:06modify220.101.608241.610611.59936
752022.11.23 22:06modify200.101.614361.610611.59936
762022.11.23 22:10modify210.101.608241.610611.59936
772022.11.23 23:15s/l200.101.610611.610611.5993627.9610683.01
782022.11.23 23:15s/l210.101.610611.610611.59936-17.6710665.34
792022.11.23 23:15s/l220.101.610611.610611.59936-17.6710647.67
802022.11.29 17:00sell230.101.635330.000000.00000
812022.11.29 17:00modify230.101.635331.639331.62033
822022.11.29 17:45sell240.101.629170.000000.00000
832022.11.29 17:45modify240.101.629171.633081.62033
842022.11.29 17:45sell250.101.629170.000000.00000
852022.11.29 17:45modify250.101.629171.631581.62033
862022.11.29 17:45modify230.101.635331.631581.62033
872022.11.29 17:47modify240.101.629171.631581.62033
882022.11.29 18:26sell260.101.624800.000000.00000
892022.11.29 18:26modify260.101.624801.630081.62033
902022.11.29 18:26modify250.101.629171.630081.62033
912022.11.29 18:26modify240.101.629171.630081.62033
922022.11.29 18:26modify230.101.635331.630081.62033
932022.11.30 14:02t/p230.101.620331.630081.62033111.9310759.59
942022.11.30 14:02t/p240.101.620331.630081.6203366.0010825.59
952022.11.30 14:02t/p250.101.620331.630081.6203366.0010891.59
962022.11.30 14:02t/p260.101.620331.630081.6203333.4110925.00
972022.12.01 15:00sell270.101.649670.000000.00000
982022.12.01 15:00modify270.101.649671.653671.63467
992022.12.02 05:45sell280.101.643430.000000.00000
1002022.12.02 05:45modify280.101.643431.647421.63467
1012022.12.02 05:45sell290.101.643430.000000.00000
1022022.12.02 05:45modify290.101.643431.645921.63467
1032022.12.02 05:45modify270.101.649671.645921.63467
1042022.12.02 05:47modify280.101.643431.645921.63467
1052022.12.02 07:45s/l270.101.645921.645921.6346728.0510953.05
1062022.12.02 07:45s/l280.101.645921.645921.63467-18.5710934.48
1072022.12.02 07:45s/l290.101.645921.645921.63467-18.5710915.91