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)
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=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 test6557Ticks modelled32637662Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit664.36Gross profit949.77Gross loss-285.41
Profit factor3.33Expected payoff22.91
Absolute drawdown123.56Maximal drawdown203.08 (1.91%)Relative drawdown1.91% (203.08)
Total trades29Short positions (won %)21 (66.67%)Long positions (won %)8 (25.00%)
Profit trades (% of total)16 (55.17%)Loss trades (% of total)13 (44.83%)
Largestprofit trade111.92loss trade-29.83
Averageprofit trade59.36loss trade-21.95
Maximumconsecutive wins (profit in money)5 (307.60)consecutive losses (loss in money)4 (-93.51)
Maximalconsecutive profit (count of wins)307.60 (5)consecutive loss (count of losses)-93.51 (4)
Averageconsecutive wins3consecutive losses3
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 13:11buy20.101.500290.000000.00000
42022.09.23 13:11modify20.101.500291.496521.50927
52022.09.23 13:11buy30.101.500290.000000.00000
62022.09.23 13:11modify30.101.500291.498021.50927
72022.09.23 13:11modify10.101.494271.498021.50927
82022.09.23 13:11modify20.101.500291.498021.50927
92022.09.23 13:21s/l10.101.498021.498021.5092727.9510027.95
102022.09.23 13:21s/l20.101.498021.498021.50927-16.9310011.02
112022.09.23 13:21s/l30.101.498021.498021.50927-16.939994.09
122022.09.23 15:00buy40.101.480300.000000.00000
132022.09.23 15:00modify40.101.480301.476301.49530
142022.09.23 16:35s/l40.101.476301.476301.49530-29.839964.26
152022.09.26 09:00sell50.101.461300.000000.00000
162022.09.26 09:00modify50.101.461301.465301.44630
172022.09.26 09:07s/l50.101.465301.465301.44630-29.829934.44
182022.09.28 12:00buy60.101.456450.000000.00000
192022.09.28 12:00modify60.101.456451.452451.47145
202022.09.28 12:34buy70.101.462460.000000.00000
212022.09.28 12:34modify70.101.462461.458701.47145
222022.09.28 12:34buy80.101.462460.000000.00000
232022.09.28 12:34modify80.101.462461.460201.47145
242022.09.28 12:34modify60.101.456451.460201.47145
252022.09.28 12:34modify70.101.462461.460201.47145
262022.09.28 13:08s/l60.101.460201.460201.4714527.969962.40
272022.09.28 13:08s/l70.101.460201.460201.47145-16.859945.55
282022.09.28 13:08s/l80.101.460201.460201.47145-16.859928.70
292022.09.29 14:00sell90.101.505870.000000.00000
302022.09.29 14:00modify90.101.505871.509871.49087
312022.09.29 14:04s/l90.101.509871.509871.49087-29.829898.88
322022.09.30 19:00sell100.101.543360.000000.00000
332022.09.30 19:00modify100.101.543361.547361.52836
342022.10.02 22:51sell110.101.537340.000000.00000
352022.10.02 22:51modify110.101.537341.541111.52836
362022.10.02 22:51sell120.101.537340.000000.00000
372022.10.02 22:51modify120.101.537341.539611.52836
382022.10.02 22:51modify100.101.543361.539611.52836
392022.10.02 22:51modify110.101.537341.539611.52836
402022.10.03 01:51sell130.101.532840.000000.00000
412022.10.03 01:51modify130.101.532841.538111.52836
422022.10.03 01:51modify120.101.537341.538111.52836
432022.10.03 01:51modify110.101.537341.538111.52836
442022.10.03 01:51modify100.101.543361.538111.52836
452022.10.03 04:05t/p100.101.528361.538111.52836111.9210010.80
462022.10.03 04:05t/p110.101.528361.538111.5283667.0410077.84
472022.10.03 04:05t/p120.101.528361.538111.5283667.0410144.88
482022.10.03 04:05t/p130.101.528361.538111.5283633.4010178.28
492022.10.13 12:00sell140.101.553160.000000.00000
502022.10.13 12:00modify140.101.553161.557161.53816
512022.10.13 12:27s/l140.101.557161.557161.53816-29.8210148.46
522022.11.03 13:00buy150.101.540350.000000.00000
532022.11.03 13:00modify150.101.540351.536351.55535
542022.11.03 15:51s/l150.101.536351.536351.55535-29.8210118.64
552022.11.15 14:00sell160.101.586560.000000.00000
562022.11.15 14:00modify160.101.586561.590561.57156
572022.11.15 15:52sell170.101.580540.000000.00000
582022.11.15 15:52modify170.101.580541.584311.57156
592022.11.15 15:52sell180.101.580540.000000.00000
602022.11.15 15:52modify180.101.580541.582811.57156
612022.11.15 15:52modify160.101.586561.582811.57156
622022.11.15 15:52modify170.101.580541.582811.57156
632022.11.15 18:28sell190.101.576010.000000.00000
642022.11.15 18:28modify190.101.576011.581311.57156
652022.11.15 18:28modify180.101.580541.581311.57156
662022.11.15 18:28modify170.101.580541.581311.57156
672022.11.15 18:28modify160.101.586561.581311.57156
682022.11.15 19:02t/p160.101.571561.581311.57156111.8310230.47
692022.11.15 19:02t/p170.101.571561.581311.5715666.9510297.42
702022.11.15 19:02t/p180.101.571561.581311.5715666.9510364.37
712022.11.15 19:02t/p190.101.571561.581311.5715633.1810397.55
722022.11.23 16:00sell200.101.614360.000000.00000
732022.11.23 16:00modify200.101.614361.618361.59936
742022.11.23 22:09sell210.101.608260.000000.00000
752022.11.23 22:09modify210.101.608261.612111.59936
762022.11.23 22:09sell220.101.608260.000000.00000
772022.11.23 22:09modify220.101.608261.610611.59936
782022.11.23 22:09modify200.101.614361.610611.59936
792022.11.23 22:09modify210.101.608261.610611.59936
802022.11.23 23:15s/l200.101.610611.610611.5993627.9610425.51
812022.11.23 23:15s/l210.101.610611.610611.59936-17.5210407.99
822022.11.23 23:15s/l220.101.610611.610611.59936-17.5210390.47
832022.11.29 17:00sell230.101.635330.000000.00000
842022.11.29 17:00modify230.101.635331.639331.62033
852022.11.29 17:52sell240.101.629310.000000.00000
862022.11.29 17:52modify240.101.629311.633081.62033
872022.11.29 17:52sell250.101.629310.000000.00000
882022.11.29 17:52modify250.101.629311.631581.62033
892022.11.29 17:52modify230.101.635331.631581.62033
902022.11.29 17:52modify240.101.629311.631581.62033
912022.11.29 18:29sell260.101.624830.000000.00000
922022.11.29 18:29modify260.101.624831.630081.62033
932022.11.29 18:29modify250.101.629311.630081.62033
942022.11.29 18:29modify240.101.629311.630081.62033
952022.11.29 18:29modify230.101.635331.630081.62033
962022.11.30 14:03t/p230.101.620331.630081.62033111.9210502.39
972022.11.30 14:03t/p240.101.620331.630081.6203367.0410569.43
982022.11.30 14:03t/p250.101.620331.630081.6203367.0410636.46
992022.11.30 14:03t/p260.101.620331.630081.6203333.6410670.10
1002022.12.01 15:00sell270.101.649670.000000.00000
1012022.12.01 15:00modify270.101.649671.653671.63467
1022022.12.01 17:06sell280.101.643660.000000.00000
1032022.12.01 17:06modify280.101.643661.647421.63467
1042022.12.01 17:06sell290.101.643660.000000.00000
1052022.12.01 17:06modify290.101.643661.645921.63467
1062022.12.01 17:06modify270.101.649671.645921.63467
1072022.12.01 17:06modify280.101.643661.645921.63467
1082022.12.01 17:45s/l270.101.645921.645921.6346727.9610698.06
1092022.12.01 17:45s/l280.101.645921.645921.63467-16.8510681.21
1102022.12.01 17:45s/l290.101.645921.645921.63467-16.8510664.36