Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 modelled80073Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit943.08Gross profit1139.76Gross loss-196.68
Profit factor5.79Expected payoff41.00
Absolute drawdown13.04Maximal drawdown148.93 (1.46%)Relative drawdown1.46% (148.93)
Total trades23Short positions (won %)2 (100.00%)Long positions (won %)21 (71.43%)
Profit trades (% of total)17 (73.91%)Loss trades (% of total)6 (26.09%)
Largestprofit trade112.04loss trade-97.29
Averageprofit trade67.04loss trade-32.78
Maximumconsecutive wins (profit in money)10 (705.51)consecutive losses (loss in money)2 (-35.22)
Maximalconsecutive profit (count of wins)705.51 (10)consecutive loss (count of losses)-97.29 (1)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.09 00:00buy10.101.553960.000000.00000
22022.08.09 00:00modify10.101.553961.540961.56896
32022.08.10 12:40t/p10.101.568961.540961.56896111.3610111.36
42022.08.19 00:00buy20.101.545040.000000.00000
52022.08.19 00:00modify20.101.545041.532041.56004
62022.08.22 11:40s/l20.101.532041.532041.56004-97.2910014.07
72022.09.05 04:00buy30.101.509040.000000.00000
82022.09.05 04:00modify30.101.509041.496041.52404
92022.09.05 22:50buy40.101.518160.000000.00000
102022.09.05 22:50modify40.101.518161.513541.52404
112022.09.05 22:50modify30.101.509041.513541.52404
122022.09.06 05:30buy50.101.519590.000000.00000
132022.09.06 05:30modify50.101.519591.516541.52404
142022.09.06 05:30modify40.101.518161.516541.52404
152022.09.06 05:30modify30.101.509041.516541.52404
162022.09.06 08:05s/l30.101.516541.516541.5240455.4710069.54
172022.09.06 08:05s/l40.101.516541.516541.52404-12.4910057.04
182022.09.06 08:05s/l50.101.516541.516541.52404-22.7310034.31
192023.03.03 00:00buy60.101.625230.000000.00000
202023.03.03 00:00modify60.101.625231.612231.64023
212023.03.03 13:10buy70.101.631370.000000.00000
222023.03.03 13:10modify70.101.631371.627481.64023
232023.03.03 13:10modify60.101.625231.627481.64023
242023.03.03 14:45buy80.101.634390.000000.00000
252023.03.03 14:45modify80.101.634391.629731.64023
262023.03.03 14:45modify70.101.631371.629731.64023
272023.03.03 14:45modify60.101.625231.629731.64023
282023.03.03 18:40buy90.101.635840.000000.00000
292023.03.03 18:40modify90.101.635841.632731.64023
302023.03.03 18:40modify80.101.634391.632731.64023
312023.03.03 18:40modify70.101.631371.632731.64023
322023.03.03 18:40modify60.101.625231.632731.64023
332023.03.07 07:20t/p60.101.640231.632731.64023110.9410145.25
342023.03.07 07:20t/p70.101.640231.632731.6402365.1810210.43
352023.03.07 07:20t/p80.101.640231.632731.6402342.6810253.10
362023.03.07 07:20t/p90.101.640231.632731.6402331.8710284.97
372023.03.30 04:00buy100.101.670570.000000.00000
382023.03.30 04:00modify100.101.670571.657571.68557
392023.03.30 13:15buy110.101.676580.000000.00000
402023.03.30 13:15modify110.101.676581.672821.68557
412023.03.30 13:15modify100.101.670571.672821.68557
422023.03.30 13:40s/l100.101.672821.672821.6855716.7710301.74
432023.03.30 13:40s/l110.101.672821.672821.68557-28.0210273.72
442023.04.03 04:00buy120.101.660290.000000.00000
452023.04.03 04:00modify120.101.660291.647291.67529
462023.04.03 10:05buy130.101.666540.000000.00000
472023.04.03 10:05modify130.101.666541.662541.67529
482023.04.03 10:05modify120.101.660291.662541.67529
492023.04.03 23:40buy140.101.669410.000000.00000
502023.04.03 23:40modify140.101.669411.664791.67529
512023.04.03 23:40modify130.101.666541.664791.67529
522023.04.03 23:40modify120.101.660291.664791.67529
532023.04.04 09:20t/p120.101.675291.664791.67529111.3610385.08
542023.04.04 09:20t/p130.101.675291.664791.6752964.7810449.86
552023.04.04 09:20t/p140.101.675291.664791.6752943.4010493.26
562023.04.17 08:00buy150.101.658260.000000.00000
572023.04.17 08:00modify150.101.658261.645261.67326
582023.04.18 11:20buy160.101.664450.000000.00000
592023.04.18 11:20modify160.101.664451.660511.67326
602023.04.18 11:20modify150.101.658261.660511.67326
612023.04.19 06:20buy170.101.667450.000000.00000
622023.04.19 06:20modify170.101.667451.662761.67326
632023.04.19 06:20modify160.101.664451.662761.67326
642023.04.19 06:20modify150.101.658261.662761.67326
652023.04.19 11:15buy180.101.668800.000000.00000
662023.04.19 11:15modify180.101.668801.665761.67326
672023.04.19 11:15modify170.101.667451.665761.67326
682023.04.19 11:15modify160.101.664451.665761.67326
692023.04.19 11:15modify150.101.658261.665761.67326
702023.04.19 14:05t/p150.101.673261.665761.67326110.9410604.19
712023.04.19 14:05t/p160.101.673261.665761.6732665.2310669.42
722023.04.19 14:05t/p170.101.673261.665761.6732643.2910712.71
732023.04.19 14:05t/p180.101.673261.665761.6732633.2310745.94
742023.07.14 00:00sell190.101.721370.000000.00000
752023.07.14 00:00modify190.101.721371.734371.70637
762023.07.18 21:05sell200.101.715130.000000.00000
772023.07.18 21:05modify200.101.715131.719121.70637
782023.07.18 21:05modify190.101.721371.719121.70637
792023.07.19 06:40t/p190.101.706371.719121.70637112.0410857.98
802023.07.19 06:40t/p200.101.706371.719121.7063765.3610923.34
812023.07.28 00:00buy210.101.692630.000000.00000
822023.07.28 00:00modify210.101.692631.679631.70763
832023.07.28 11:20buy220.101.701720.000000.00000
842023.07.28 11:20modify220.101.701721.697131.70763
852023.07.28 11:20modify210.101.692631.697131.70763
862023.07.28 16:20buy230.101.703390.000000.00000
872023.07.28 16:20modify230.101.703391.700131.70763
882023.07.28 16:20modify220.101.701721.700131.70763
892023.07.28 16:20modify210.101.692631.700131.70763
902023.07.30 21:00s/l210.101.700131.700131.7076355.8910979.23
912023.07.30 21:00s/l220.101.700131.700131.70763-11.8510967.38
922023.07.30 21:00s/l230.101.700131.700131.70763-24.3010943.08