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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 profit1605.47Gross profit2837.43Gross loss-1231.96
Profit factor2.30Expected payoff21.70
Absolute drawdown85.98Maximal drawdown289.73 (2.84%)Relative drawdown2.84% (289.73)
Total trades74Short positions (won %)38 (68.42%)Long positions (won %)36 (69.44%)
Profit trades (% of total)51 (68.92%)Loss trades (% of total)23 (31.08%)
Largestprofit trade104.68loss trade-83.66
Averageprofit trade55.64loss trade-53.56
Maximumconsecutive wins (profit in money)8 (452.02)consecutive losses (loss in money)3 (-83.01)
Maximalconsecutive profit (count of wins)452.02 (8)consecutive loss (count of losses)-163.94 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.04 12:00buy10.101.552490.000000.00000
22022.08.04 12:00modify10.101.552491.541491.56649
32022.08.04 14:20buy20.101.559030.000000.00000
42022.08.04 14:20modify20.101.559031.553891.56649
52022.08.04 14:20modify10.101.552491.553891.56649
62022.08.04 15:27buy30.101.561080.000000.00000
72022.08.04 15:27modify30.101.561081.556691.56649
82022.08.04 15:27modify20.101.559031.556691.56649
92022.08.04 15:27modify10.101.552491.556691.56649
102022.08.04 16:20buy40.101.563030.000000.00000
112022.08.04 16:20modify40.101.563031.557391.56649
122022.08.04 16:20modify30.101.561081.557391.56649
132022.08.04 16:20modify20.101.559031.557391.56649
142022.08.04 16:20modify10.101.552491.557391.56649
152022.08.05 13:07s/l10.101.557391.557391.5664936.0910036.09
162022.08.05 13:07s/l20.101.557391.557391.56649-12.6410023.45
172022.08.05 13:07s/l30.101.557391.557391.56649-27.929995.53
182022.08.05 13:07s/l40.101.557391.557391.56649-42.459953.07
192022.08.10 13:00sell50.101.567970.000000.00000
202022.08.10 13:00modify50.101.567971.578971.55397
212022.08.10 19:45sell60.101.561390.000000.00000
222022.08.10 19:45modify60.101.561391.566571.55397
232022.08.10 19:45modify50.101.567971.566571.55397
242022.08.10 21:10sell70.101.559480.000000.00000
252022.08.10 21:10modify70.101.559481.563771.55397
262022.08.10 21:10modify60.101.561391.563771.55397
272022.08.10 21:10modify50.101.567971.563771.55397
282022.08.11 10:50sell80.101.557170.000000.00000
292022.08.11 10:50modify80.101.557171.563071.55397
302022.08.11 10:50modify70.101.559481.563071.55397
312022.08.11 10:50modify60.101.561391.563071.55397
322022.08.11 10:50modify50.101.567971.563071.55397
332022.08.12 05:50t/p50.101.553971.563071.55397104.6810057.75
342022.08.12 05:50t/p60.101.553971.563071.5539755.6510113.40
352022.08.12 05:50t/p70.101.553971.563071.5539741.4210154.81
362022.08.12 05:50t/p80.101.553971.563071.5539723.9310178.74
372022.09.13 13:00buy90.101.510940.000000.00000
382022.09.13 13:00modify90.101.510941.499941.52494
392022.09.14 04:45buy100.101.517280.000000.00000
402022.09.14 04:45modify100.101.517281.512341.52494
412022.09.14 04:45modify90.101.510941.512341.52494
422022.09.14 07:50buy110.101.519520.000000.00000
432022.09.14 07:50modify110.101.519521.515141.52494
442022.09.14 07:50modify100.101.517281.515141.52494
452022.09.14 07:50modify90.101.510941.515141.52494
462022.09.14 10:17buy120.101.521590.000000.00000
472022.09.14 10:17modify120.101.521591.515841.52494
482022.09.14 10:17modify110.101.519521.515841.52494
492022.09.14 10:17modify100.101.517281.515841.52494
502022.09.14 10:17modify90.101.510941.515841.52494
512022.09.14 12:07t/p90.101.524941.515841.52494103.9110282.65
522022.09.14 12:07t/p100.101.524941.515841.5249457.0810339.73
532022.09.14 12:07t/p110.101.524941.515841.5249440.3910380.12
542022.09.14 12:07t/p120.101.524941.515841.5249424.9710405.09
552022.09.23 10:00buy130.101.505970.000000.00000
562022.09.23 10:00modify130.101.505971.494971.51997
572022.09.23 10:50s/l130.101.494971.494971.51997-81.9710323.12
582022.09.23 15:00buy140.101.480300.000000.00000
592022.09.23 15:00modify140.101.480301.469301.49430
602022.09.25 21:00s/l140.101.469301.469301.49430-81.9710241.15
612022.09.26 01:00buy150.101.415200.000000.00000
622022.09.26 01:00modify150.101.415201.404201.42920
632022.09.26 01:20t/p150.101.429201.404201.42920104.3210345.47
642022.09.28 12:00buy160.101.456450.000000.00000
652022.09.28 12:00modify160.101.456451.445451.47045
662022.09.28 12:55buy170.101.464920.000000.00000
672022.09.28 12:55modify170.101.464921.460651.47045
682022.09.28 12:55modify160.101.456451.460651.47045
692022.09.28 13:15s/l160.101.460651.460651.4704531.2910376.76
702022.09.28 13:15s/l170.101.460651.460651.47045-31.8210344.94
712022.09.29 10:00sell180.101.488280.000000.00000
722022.09.29 10:00modify180.101.488281.499281.47428
732022.09.29 10:55sell190.101.481780.000000.00000
742022.09.29 10:55modify190.101.481781.486881.47428
752022.09.29 10:55modify180.101.488281.486881.47428
762022.09.29 11:50s/l180.101.486881.486881.4742810.4310355.37
772022.09.29 11:50s/l190.101.486881.486881.47428-38.0010317.37
782022.09.29 14:00sell200.101.505870.000000.00000
792022.09.29 14:00modify200.101.505871.516871.49187
802022.09.29 16:15s/l200.101.516871.516871.49187-81.9610235.41
812022.09.30 09:00sell210.101.533060.000000.00000
822022.09.30 09:00modify210.101.533061.544061.51906
832022.09.30 09:50sell220.101.526710.000000.00000
842022.09.30 09:50modify220.101.526711.531661.51906
852022.09.30 09:50modify210.101.533061.531661.51906
862022.09.30 10:50t/p210.101.519061.531661.51906104.3210339.73
872022.09.30 10:50t/p220.101.519061.531661.5190657.0010396.73
882022.10.11 20:00buy230.101.516480.000000.00000
892022.10.11 20:00modify230.101.516481.505481.53048
902022.10.12 08:25buy240.101.522840.000000.00000
912022.10.12 08:25modify240.101.522841.517881.53048
922022.10.12 08:25modify230.101.516481.517881.53048
932022.10.12 09:55buy250.101.525150.000000.00000
942022.10.12 09:55modify250.101.525151.520681.53048
952022.10.12 09:55modify240.101.522841.520681.53048
962022.10.12 09:55modify230.101.516481.520681.53048
972022.10.12 10:15buy260.101.527000.000000.00000
982022.10.12 10:15modify260.101.527001.521381.53048
992022.10.12 10:15modify250.101.525151.521381.53048
1002022.10.12 10:15modify240.101.522841.521381.53048
1012022.10.12 10:15modify230.101.516481.521381.53048
1022022.10.12 15:50t/p230.101.530481.521381.53048103.9110500.64
1032022.10.12 15:50t/p240.101.530481.521381.5304856.9310557.57
1042022.10.12 15:50t/p250.101.530481.521381.5304839.7210597.29
1052022.10.12 15:50t/p260.101.530481.521381.5304825.9310623.22
1062022.10.13 12:00sell270.101.553160.000000.00000
1072022.10.13 12:00modify270.101.553161.564161.53916
1082022.10.14 11:55sell280.101.544550.000000.00000
1092022.10.14 11:55modify280.101.544551.548961.53916
1102022.10.14 11:55modify270.101.553161.548961.53916
1112022.10.14 11:59sell290.101.546790.000000.00000
1122022.10.14 11:59modify290.101.546791.551761.53916
1132022.10.14 12:00modify290.101.546791.548961.53916
1142022.10.14 12:45s/l270.101.548961.548961.5391631.3910654.61
1152022.10.14 12:45s/l280.101.548961.548961.53916-32.8610621.75
1162022.10.14 12:45s/l290.101.548961.548961.53916-16.1710605.58
1172022.10.17 15:00sell300.101.569580.000000.00000
1182022.10.17 15:00modify300.101.569581.580581.55558
1192022.10.17 16:35sell310.101.563250.000000.00000
1202022.10.17 16:35modify310.101.563251.568181.55558
1212022.10.17 16:35modify300.101.569581.568181.55558
1222022.10.17 17:12sell320.101.561050.000000.00000
1232022.10.17 17:12modify320.101.561051.565381.55558
1242022.10.17 17:12modify310.101.563251.565381.55558
1252022.10.17 17:12modify300.101.569581.565381.55558
1262022.10.17 17:55sell330.101.558910.000000.00000
1272022.10.17 17:55modify330.101.558911.564681.55558
1282022.10.17 17:55modify320.101.561051.564681.55558
1292022.10.17 17:55modify310.101.563251.564681.55558
1302022.10.17 17:55modify300.101.569581.564681.55558
1312022.10.18 05:45t/p300.101.555581.564681.55558104.4010709.98
1322022.10.18 05:45t/p310.101.555581.564681.5555857.2410767.21
1332022.10.18 05:45t/p320.101.555581.564681.5555840.8510808.06
1342022.10.18 05:45t/p330.101.555581.564681.5555824.9010832.96
1352022.10.26 08:00sell340.101.567210.000000.00000
1362022.10.26 08:00modify340.101.567211.578211.55321
1372022.10.26 14:16s/l340.101.578211.578211.55321-81.9710750.99
1382022.10.26 15:00sell350.101.572970.000000.00000
1392022.10.26 15:00modify350.101.572971.583971.55897
1402022.10.27 14:45sell360.101.566610.000000.00000
1412022.10.27 14:45modify360.101.566611.571571.55897
1422022.10.27 14:45modify350.101.572971.571571.55897
1432022.10.27 14:50sell370.101.564440.000000.00000
1442022.10.27 14:50modify370.101.564441.568771.55897
1452022.10.27 14:50modify360.101.566611.568771.55897
1462022.10.27 14:50modify350.101.572971.568771.55897
1472022.10.27 17:15s/l350.101.568771.568771.5589731.5610782.55
1482022.10.27 17:15s/l360.101.568771.568771.55897-16.1010766.45
1492022.10.27 17:15s/l370.101.568771.568771.55897-32.2710734.18
1502022.11.03 09:00buy380.101.548840.000000.00000
1512022.11.03 09:00modify380.101.548841.537841.56284
1522022.11.03 15:40s/l380.101.537841.537841.56284-81.9710652.21
1532022.11.04 13:00buy390.101.523710.000000.00000
1542022.11.04 13:00modify390.101.523711.512711.53771
1552022.11.04 18:25buy400.101.532280.000000.00000
1562022.11.04 18:25modify400.101.532281.527911.53771
1572022.11.04 18:25modify390.101.523711.527911.53771
1582022.11.06 23:35buy410.101.530160.000000.00000
1592022.11.06 23:35modify410.101.530161.525111.53771
1602022.11.06 23:37modify410.101.530161.527911.53771
1612022.11.07 08:40t/p390.101.537711.527911.53771103.9110756.12
1622022.11.07 08:40t/p400.101.537711.527911.5377140.0510796.17
1632022.11.07 08:40t/p410.101.537711.527911.5377155.8410852.01
1642022.11.07 10:00sell420.101.543130.000000.00000
1652022.11.07 10:00modify420.101.543131.554131.52913
1662022.11.07 17:50s/l420.101.554131.554131.52913-81.9610770.05
1672022.11.09 10:00buy430.101.540220.000000.00000
1682022.11.09 10:00modify430.101.540221.529221.55422
1692022.11.10 13:45t/p430.101.554221.529221.55422103.0710873.11
1702022.11.10 14:00sell440.101.555370.000000.00000
1712022.11.10 14:00modify440.101.555371.566371.54137
1722022.11.11 12:20s/l440.101.566371.566371.54137-81.8810791.23
1732022.11.15 14:00sell450.101.586560.000000.00000
1742022.11.15 14:00modify450.101.586561.597561.57256
1752022.11.15 15:50sell460.101.580020.000000.00000
1762022.11.15 15:50modify460.101.580021.585161.57256
1772022.11.15 15:50modify450.101.586561.585161.57256
1782022.11.15 16:26sell470.101.578070.000000.00000
1792022.11.15 16:26modify470.101.578071.582361.57256
1802022.11.15 16:26modify460.101.580021.582361.57256
1812022.11.15 16:26modify450.101.586561.582361.57256
1822022.11.15 18:15sell480.101.575890.000000.00000
1832022.11.15 18:15modify480.101.575891.581661.57256
1842022.11.15 18:15modify470.101.578071.581661.57256
1852022.11.15 18:15modify460.101.580021.581661.57256
1862022.11.15 18:15modify450.101.586561.581661.57256
1872022.11.15 19:02t/p450.101.572561.581661.57256104.3210895.55
1882022.11.15 19:02t/p460.101.572561.581661.5725655.5910951.14
1892022.11.15 19:02t/p470.101.572561.581661.5725641.0610992.20
1902022.11.15 19:02t/p480.101.572561.581661.5725624.8111017.01
1912022.11.23 16:00sell490.101.614360.000000.00000
1922022.11.23 16:00modify490.101.614361.625361.60036
1932022.11.28 08:45s/l490.101.625361.625361.60036-81.5110935.49
1942022.11.29 17:00sell500.101.635330.000000.00000
1952022.11.29 17:00modify500.101.635331.646331.62133
1962022.11.29 18:26sell510.101.624800.000000.00000
1972022.11.29 18:26modify510.101.624801.630431.62133
1982022.11.29 18:26modify500.101.635331.630431.62133
1992022.11.30 01:57sell520.101.626650.000000.00000
2002022.11.30 01:57modify520.101.626651.631131.62133
2012022.11.30 01:59modify520.101.626651.630431.62133
2022022.11.30 13:02t/p500.101.621331.630431.62133104.4011039.89
2032022.11.30 13:02t/p510.101.621331.630431.6213325.9411065.83
2042022.11.30 13:02t/p520.101.621331.630431.6213339.6411105.47
2052022.12.01 15:00sell530.101.649670.000000.00000
2062022.12.01 15:00modify530.101.649671.660671.63567
2072022.12.01 17:20sell540.101.643270.000000.00000
2082022.12.01 17:20modify540.101.643271.648271.63567
2092022.12.01 17:20modify530.101.649671.648271.63567
2102022.12.01 19:15s/l530.101.648271.648271.6356710.4311115.90
2112022.12.01 19:15s/l540.101.648271.648271.63567-37.2511078.65
2122022.12.15 16:00buy550.101.663780.000000.00000
2132022.12.15 16:00modify550.101.663781.652781.67778
2142022.12.16 14:55buy560.101.670350.000000.00000
2152022.12.16 14:55modify560.101.670351.665181.67778
2162022.12.16 14:55modify550.101.663781.665181.67778
2172022.12.16 15:20s/l550.101.665181.665181.6777810.0111088.66
2182022.12.16 15:20s/l560.101.665181.665181.67778-38.5311050.13
2192023.01.03 09:00buy570.101.622030.000000.00000
2202023.01.03 09:00modify570.101.622031.611031.63603
2212023.01.03 12:25buy580.101.630480.000000.00000
2222023.01.03 12:25modify580.101.630481.626231.63603
2232023.01.03 12:25modify570.101.622031.626231.63603
2242023.01.03 13:15t/p570.101.636031.626231.63603104.3311154.46
2252023.01.03 13:15t/p580.101.636031.626231.6360341.3611195.82
2262023.01.03 14:00sell590.101.639120.000000.00000
2272023.01.03 14:00modify590.101.639121.650121.62512
2282023.01.04 08:59sell600.101.632540.000000.00000
2292023.01.04 08:59modify600.101.632541.637721.62512
2302023.01.04 08:59modify590.101.639121.637721.62512
2312023.01.04 14:02sell610.101.628440.000000.00000
2322023.01.04 14:02modify610.101.628441.634221.62512
2332023.01.04 14:02modify600.101.632541.634221.62512
2342023.01.04 14:02modify590.101.639121.634221.62512
2352023.01.04 14:22sell620.101.630610.000000.00000
2362023.01.04 14:22modify620.101.630611.634921.62512
2372023.01.04 14:25modify620.101.630611.634221.62512
2382023.01.04 16:20t/p590.101.625121.634221.62512104.4011300.22
2392023.01.04 16:20t/p600.101.625121.634221.6251255.2811355.50
2402023.01.04 16:20t/p610.101.625121.634221.6251224.7311380.23
2412023.01.04 16:20t/p620.101.625121.634221.6251240.9011421.13
2422023.01.25 16:00sell630.101.657200.000000.00000
2432023.01.25 16:00modify630.101.657201.668201.64320
2442023.01.26 14:25sell640.101.650810.000000.00000
2452023.01.26 14:25modify640.101.650811.655801.64320
2462023.01.26 14:25modify630.101.657201.655801.64320
2472023.01.26 18:20s/l630.101.655801.655801.6432010.7011431.83
2482023.01.26 18:20s/l640.101.655801.655801.64320-37.1811394.65
2492023.01.31 16:00buy650.101.642530.000000.00000
2502023.01.31 16:00modify650.101.642531.631531.65653
2512023.02.02 16:50s/l650.101.631531.631531.65653-83.6611310.99
2522023.02.03 16:00buy660.101.618500.000000.00000
2532023.02.03 16:00modify660.101.618501.607501.63250
2542023.02.08 17:15buy670.101.624840.000000.00000
2552023.02.08 17:15modify670.101.624841.619901.63250
2562023.02.08 17:15modify660.101.618501.619901.63250
2572023.02.09 10:05buy680.101.626970.000000.00000
2582023.02.09 10:05modify680.101.626971.622701.63250
2592023.02.09 10:05modify670.101.624841.622701.63250
2602023.02.09 10:05modify660.101.618501.622701.63250
2612023.02.09 11:50buy690.101.629080.000000.00000
2622023.02.09 11:50modify690.101.629081.623401.63250
2632023.02.09 11:50modify680.101.626971.623401.63250
2642023.02.09 11:50modify670.101.624841.623401.63250
2652023.02.09 11:50modify660.101.618501.623401.63250
2662023.02.09 14:50t/p660.101.632501.623401.63250101.7911412.78
2672023.02.09 14:50t/p670.101.632501.623401.6325055.8211468.60
2682023.02.09 14:50t/p680.101.632501.623401.6325041.2111509.81
2692023.02.09 14:50t/p690.101.632501.623401.6325025.4811535.29
2702023.02.10 16:00buy700.101.612840.000000.00000
2712023.02.10 16:00modify700.101.612841.601841.62684
2722023.02.13 16:05buy710.101.619190.000000.00000
2732023.02.13 16:05modify710.101.619191.614241.62684
2742023.02.13 16:05modify700.101.612841.614241.62684
2752023.02.14 01:20buy720.101.621470.000000.00000
2762023.02.14 01:20modify720.101.621471.617041.62684
2772023.02.14 01:20modify710.101.619191.617041.62684
2782023.02.14 01:20modify700.101.612841.617041.62684
2792023.02.14 10:20t/p700.101.626841.617041.62684103.4911638.77
2802023.02.14 10:20t/p710.101.626841.617041.6268456.5911695.36
2812023.02.14 10:20t/p720.101.626841.617041.6268440.0211735.38
2822023.07.19 07:00buy730.101.707510.000000.00000
2832023.07.19 07:00modify730.101.707511.696511.72151
2842023.07.19 14:15s/l730.101.696511.696511.72151-81.9711653.41
2852023.07.27 13:00buy740.101.699210.000000.00000
2862023.07.27 13:00modify740.101.699211.688211.71321
2872023.07.31 23:59close at stop740.101.692891.688211.71321-47.9411605.47