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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 profit1781.86Gross profit2939.05Gross loss-1157.19
Profit factor2.54Expected payoff21.47
Absolute drawdown61.42Maximal drawdown377.16 (3.62%)Relative drawdown3.62% (377.16)
Total trades83Short positions (won %)55 (60.00%)Long positions (won %)28 (75.00%)
Profit trades (% of total)54 (65.06%)Loss trades (% of total)29 (34.94%)
Largestprofit trade112.24loss trade-89.43
Averageprofit trade54.43loss trade-39.90
Maximumconsecutive wins (profit in money)9 (632.94)consecutive losses (loss in money)3 (-201.66)
Maximalconsecutive profit (count of wins)632.94 (9)consecutive loss (count of losses)-201.66 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.04 12:00buy10.101.552490.000000.00000
22022.08.04 12:00modify10.101.552491.540491.56749
32022.08.04 14:50buy20.101.558730.000000.00000
42022.08.04 14:50modify20.101.558731.553241.56749
52022.08.04 14:50modify10.101.552491.553241.56749
62022.08.04 16:10buy30.101.560980.000000.00000
72022.08.04 16:10modify30.101.560981.557741.56749
82022.08.04 16:10modify20.101.558731.557741.56749
92022.08.04 16:10modify10.101.552491.557741.56749
102022.08.05 01:20buy40.101.563070.000000.00000
112022.08.05 01:20modify40.101.563071.557741.56749
122022.08.05 13:05s/l10.101.557741.557741.5674938.7110038.71
132022.08.05 13:05s/l20.101.557741.557741.56749-7.8010030.91
142022.08.05 13:05s/l30.101.557741.557741.56749-24.5710006.34
152022.08.05 13:05s/l40.101.557741.557741.56749-39.739966.61
162022.08.08 16:00buy50.101.555280.000000.00000
172022.08.08 16:00modify50.101.555281.543281.57028
182022.08.10 12:40t/p50.101.570281.543281.57028110.9610077.56
192022.08.10 16:00sell60.101.564090.000000.00000
202022.08.10 16:00modify60.101.564091.576091.54909
212022.08.11 01:40sell70.101.558040.000000.00000
222022.08.11 01:40modify70.101.558041.563341.54909
232022.08.11 01:40modify60.101.564091.563341.54909
242022.08.11 17:40sell80.101.555680.000000.00000
252022.08.11 17:40modify80.101.555681.558841.54909
262022.08.11 17:40modify70.101.558041.558841.54909
272022.08.11 17:40modify60.101.564091.558841.54909
282022.08.12 05:40sell90.101.553450.000000.00000
292022.08.12 05:40modify90.101.553451.558841.54909
302022.08.12 09:33t/p60.101.549091.558841.54909112.1510189.71
312022.08.12 09:33t/p70.101.549091.558841.5490966.7910256.50
322022.08.12 09:33t/p80.101.549091.558841.5490949.2110305.71
332022.08.12 09:33t/p90.101.549091.558841.5490932.5010338.21
342022.08.15 12:00sell100.101.559940.000000.00000
352022.08.15 12:00modify100.101.559941.571941.54494
362022.08.16 03:40sell110.101.553790.000000.00000
372022.08.16 03:40modify110.101.553791.559191.54494
382022.08.16 03:40modify100.101.559941.559191.54494
392022.08.16 09:55sell120.101.551410.000000.00000
402022.08.16 09:55modify120.101.551411.554691.54494
412022.08.16 09:55modify110.101.553791.554691.54494
422022.08.16 09:55modify100.101.559941.554691.54494
432022.08.16 12:40s/l100.101.554691.554691.5449439.2110377.42
442022.08.16 12:40s/l110.101.554691.554691.54494-6.7110370.71
452022.08.16 12:40s/l120.101.554691.554691.54494-24.4510346.26
462022.10.07 16:00buy130.101.522160.000000.00000
472022.10.07 16:00modify130.101.522161.510161.53716
482022.10.11 00:30buy140.101.528320.000000.00000
492022.10.11 00:30modify140.101.528321.522911.53716
502022.10.11 00:30modify130.101.522161.522911.53716
512022.10.11 06:40s/l130.101.522911.522911.537164.7510351.00
522022.10.11 06:40s/l140.101.522911.522911.53716-40.3210310.68
532022.10.13 12:00sell150.101.553160.000000.00000
542022.10.13 12:00modify150.101.553161.565161.53816
552022.10.14 11:30sell160.101.546970.000000.00000
562022.10.14 11:30modify160.101.546971.552411.53816
572022.10.14 11:30modify150.101.553161.552411.53816
582022.10.14 14:05sell170.101.544710.000000.00000
592022.10.14 14:05modify170.101.544711.547911.53816
602022.10.14 14:05modify160.101.546971.547911.53816
612022.10.14 14:05modify150.101.553161.547911.53816
622022.10.14 14:20s/l150.101.547911.547911.5381639.2210349.90
632022.10.14 14:20s/l160.101.547911.547911.53816-7.0010342.90
642022.10.14 14:20s/l170.101.547911.547911.53816-23.8510319.05
652022.10.21 12:00buy180.101.535240.000000.00000
662022.10.21 12:00modify180.101.535241.523241.55024
672022.10.21 20:15buy190.101.543550.000000.00000
682022.10.21 20:15modify190.101.543551.540491.55024
692022.10.21 20:15modify180.101.535241.540491.55024
702022.10.21 20:30s/l180.101.540491.540491.5502439.1310358.18
712022.10.21 20:30s/l190.101.540491.540491.55024-22.8010335.38
722022.10.26 08:00sell200.101.567210.000000.00000
732022.10.26 08:00modify200.101.567211.579211.55221
742022.10.26 14:33s/l200.101.579211.579211.55221-89.4310245.95
752022.11.23 12:00sell210.101.601120.000000.00000
762022.11.23 12:00modify210.101.601121.613121.58612
772022.11.23 15:30s/l210.101.613121.613121.58612-89.4310156.52
782022.11.29 16:00sell220.101.628620.000000.00000
792022.11.29 16:00modify220.101.628621.640621.61362
802022.11.29 20:40sell230.101.622600.000000.00000
812022.11.29 20:40modify230.101.622601.627871.61362
822022.11.29 20:40modify220.101.628621.627871.61362
832022.11.30 01:40s/l220.101.627871.627871.613625.6810162.20
842022.11.30 01:40s/l230.101.627871.627871.61362-39.1810123.02
852022.12.02 12:00sell240.101.649780.000000.00000
862022.12.02 12:00modify240.101.649781.661781.63478
872022.12.02 13:50sell250.101.639200.000000.00000
882022.12.02 13:50modify250.101.639201.644531.63478
892022.12.02 13:50modify240.101.649781.644531.63478
902022.12.02 14:40s/l240.101.644531.644531.6347839.1310162.15
912022.12.02 14:40s/l250.101.644531.644531.63478-39.7210122.43
922022.12.27 12:00buy260.101.629890.000000.00000
932022.12.27 12:00modify260.101.629891.617891.64489
942022.12.28 14:50buy270.101.638170.000000.00000
952022.12.28 14:50modify270.101.638171.635141.64489
962022.12.28 14:50modify260.101.629891.635141.64489
972022.12.28 15:40s/l260.101.635141.635141.6448938.7010161.13
982022.12.28 15:40s/l270.101.635141.635141.64489-22.5910138.54
992023.01.05 16:00buy280.101.614900.000000.00000
1002023.01.05 16:00modify280.101.614901.602901.62990
1012023.01.06 16:35buy290.101.623220.000000.00000
1022023.01.06 16:35modify290.101.623221.620151.62990
1032023.01.06 16:35modify280.101.614901.620151.62990
1042023.01.06 17:40buy300.101.625450.000000.00000
1052023.01.06 17:40modify300.101.625451.620151.62990
1062023.01.09 06:33t/p280.101.629901.620151.62990110.9610249.49
1072023.01.09 06:33t/p290.101.629901.620151.6299049.3710298.86
1082023.01.09 06:33t/p300.101.629901.620151.6299032.7510331.61
1092023.01.18 12:00sell310.101.654170.000000.00000
1102023.01.18 12:00modify310.101.654171.666171.63917
1112023.01.18 21:06s/l310.101.666171.666171.63917-89.4310242.18
1122023.01.31 08:00sell320.101.656040.000000.00000
1132023.01.31 08:00modify320.101.656041.668041.64104
1142023.01.31 14:50sell330.101.649950.000000.00000
1152023.01.31 14:50modify330.101.649951.655291.64104
1162023.01.31 14:50modify320.101.656041.655291.64104
1172023.01.31 15:20sell340.101.647700.000000.00000
1182023.01.31 15:20modify340.101.647701.650791.64104
1192023.01.31 15:20modify330.101.649951.650791.64104
1202023.01.31 15:20modify320.101.656041.650791.64104
1212023.01.31 18:40t/p320.101.641041.650791.64104111.7910353.97
1222023.01.31 18:40t/p330.101.641041.650791.6410466.4010420.37
1232023.01.31 18:40t/p340.101.641041.650791.6410449.6410470.01
1242023.02.07 12:00buy350.101.609560.000000.00000
1252023.02.07 12:00modify350.101.609561.597561.62456
1262023.02.08 00:40buy360.101.615700.000000.00000
1272023.02.08 00:40modify360.101.615701.610311.62456
1282023.02.08 00:40modify350.101.609561.610311.62456
1292023.02.08 10:53buy370.101.617890.000000.00000
1302023.02.08 10:53modify370.101.617891.614811.62456
1312023.02.08 10:53modify360.101.615701.614811.62456
1322023.02.08 10:53modify350.101.609561.614811.62456
1332023.02.08 12:30buy380.101.620090.000000.00000
1342023.02.08 12:30modify380.101.620091.614811.62456
1352023.02.08 17:15t/p350.101.624561.614811.62456111.3810581.39
1362023.02.08 17:15t/p360.101.624561.614811.6245666.0310647.42
1372023.02.08 17:15t/p370.101.624561.614811.6245649.7110697.13
1382023.02.08 17:15t/p380.101.624561.614811.6245633.3210730.45
1392023.02.09 12:00sell390.101.628540.000000.00000
1402023.02.09 12:00modify390.101.628541.640541.61354
1412023.02.10 13:40sell400.101.617940.000000.00000
1422023.02.10 13:40modify400.101.617941.623291.61354
1432023.02.10 13:40modify390.101.628541.623291.61354
1442023.02.10 15:40t/p390.101.613541.623291.61354111.8810842.33
1452023.02.10 15:40t/p400.101.613541.623291.6135432.7910875.12
1462023.02.21 12:00sell410.101.629200.000000.00000
1472023.02.21 12:00modify410.101.629201.641201.61420
1482023.02.22 00:40s/l410.101.641201.641201.61420-89.3410785.78
1492023.02.28 12:00sell420.101.640710.000000.00000
1502023.02.28 12:00modify420.101.640711.652711.62571
1512023.03.01 10:40sell430.101.634680.000000.00000
1522023.03.01 10:40modify430.101.634681.639961.62571
1532023.03.01 10:40modify420.101.640711.639961.62571
1542023.03.01 12:30s/l420.101.639961.639961.625715.6810791.46
1552023.03.01 12:30s/l430.101.639961.639961.62571-39.3410752.12
1562023.03.07 08:00sell440.101.640930.000000.00000
1572023.03.07 08:00modify440.101.640931.652931.62593
1582023.03.07 12:25sell450.101.634820.000000.00000
1592023.03.07 12:25modify450.101.634821.640181.62593
1602023.03.07 12:25modify440.101.640931.640181.62593
1612023.03.07 22:00t/p440.101.625931.640181.62593111.7810863.90
1622023.03.07 22:00t/p450.101.625931.640181.6259366.2510930.15
1632023.03.13 20:00sell460.101.672890.000000.00000
1642023.03.13 20:00modify460.101.672891.684891.65789
1652023.03.14 08:05sell470.101.666710.000000.00000
1662023.03.14 08:05modify470.101.666711.672141.65789
1672023.03.14 08:05modify460.101.672891.672141.65789
1682023.03.14 15:20sell480.101.662220.000000.00000
1692023.03.14 15:20modify480.101.662221.667641.65789
1702023.03.14 15:20modify470.101.666711.667641.65789
1712023.03.14 15:20modify460.101.672891.667641.65789
1722023.03.14 17:13sell490.101.664500.000000.00000
1732023.03.14 17:13modify490.101.664501.667641.65789
1742023.03.15 10:40t/p460.101.657891.667641.65789111.9611042.10
1752023.03.15 10:40t/p470.101.657891.667641.6578965.8211107.92
1762023.03.15 10:40t/p480.101.657891.667641.6578932.3511140.27
1772023.03.15 10:40t/p490.101.657891.667641.6578949.3511189.62
1782023.03.20 16:00sell500.101.677130.000000.00000
1792023.03.20 16:00modify500.101.677131.689131.66213
1802023.03.21 14:15sell510.101.671080.000000.00000
1812023.03.21 14:15modify510.101.671081.676381.66213
1822023.03.21 14:15modify500.101.677131.676381.66213
1832023.03.21 14:40s/l500.101.676381.676381.662135.6811195.30
1842023.03.21 14:40s/l510.101.676381.676381.66213-39.5011155.80
1852023.03.22 08:00sell520.101.680390.000000.00000
1862023.03.22 08:00modify520.101.680391.692391.66539
1872023.03.29 08:05sell530.101.674140.000000.00000
1882023.03.29 08:05modify530.101.674141.679641.66539
1892023.03.29 08:05modify520.101.680391.679641.66539
1902023.03.29 16:10sell540.101.672120.000000.00000
1912023.03.29 16:10modify540.101.672121.675141.66539
1922023.03.29 16:10modify530.101.674141.675141.66539
1932023.03.29 16:10modify520.101.680391.675141.66539
1942023.03.29 17:05sell550.101.669880.000000.00000
1952023.03.29 17:05modify550.101.669881.675141.66539
1962023.03.30 12:30s/l520.101.675141.675141.6653940.0111195.81
1972023.03.30 12:30s/l530.101.675141.675141.66539-7.1811188.63
1982023.03.30 12:30s/l540.101.675141.675141.66539-22.2411166.39
1992023.03.30 12:30s/l550.101.675141.675141.66539-38.9311127.45
2002023.03.31 20:00buy560.101.667790.000000.00000
2012023.03.31 20:00modify560.101.667791.655791.68279
2022023.04.04 08:26buy570.101.674030.000000.00000
2032023.04.04 08:26modify570.101.674031.668541.68279
2042023.04.04 08:26modify560.101.667791.668541.68279
2052023.04.04 09:30buy580.101.678380.000000.00000
2062023.04.04 09:30modify580.101.678381.673041.68279
2072023.04.04 09:30modify570.101.674031.673041.68279
2082023.04.04 09:30modify560.101.667791.673041.68279
2092023.04.05 07:33t/p560.101.682791.673041.68279110.5411237.99
2102023.04.05 07:33t/p570.101.682791.673041.6827964.8711302.86
2112023.04.05 07:33t/p580.101.682791.673041.6827932.4511335.30
2122023.04.14 12:00buy590.101.664890.000000.00000
2132023.04.14 12:00modify590.101.664891.652891.67989
2142023.04.19 07:30buy600.101.671080.000000.00000
2152023.04.19 07:30modify600.101.671081.665641.67989
2162023.04.19 07:30modify590.101.664891.665641.67989
2172023.04.19 14:05buy610.101.675590.000000.00000
2182023.04.19 14:05modify610.101.675591.670141.67989
2192023.04.19 14:05modify600.101.671081.670141.67989
2202023.04.19 14:05modify590.101.664891.670141.67989
2212023.04.19 14:45buy620.101.673430.000000.00000
2222023.04.19 14:45modify620.101.673431.670141.67989
2232023.04.21 13:05t/p590.101.679891.670141.67989108.8511444.15
2242023.04.21 13:05t/p600.101.679891.670141.6798963.9711508.13
2252023.04.21 13:05t/p610.101.679891.670141.6798930.3611538.49
2262023.04.21 13:05t/p620.101.679891.670141.6798946.4611584.95
2272023.04.21 20:00sell630.101.684580.000000.00000
2282023.04.21 20:00modify630.101.684581.696581.66958
2292023.04.26 07:30s/l630.101.696581.696581.66958-89.1611495.79
2302023.04.26 08:00sell640.101.697660.000000.00000
2312023.04.26 08:00modify640.101.697661.709661.68266
2322023.05.01 16:10sell650.101.691640.000000.00000
2332023.05.01 16:10modify650.101.691641.696911.68266
2342023.05.01 16:10modify640.101.697661.696911.68266
2352023.05.02 14:30s/l640.101.696911.696911.682666.1211501.92
2362023.05.02 14:30s/l650.101.696911.696911.68266-39.1911462.72
2372023.05.03 08:00sell660.101.703940.000000.00000
2382023.05.03 08:00modify660.101.703941.715941.68894
2392023.05.05 12:40sell670.101.693150.000000.00000
2402023.05.05 12:40modify670.101.693151.698691.68894
2412023.05.05 12:40modify660.101.703941.698691.68894
2422023.05.05 13:45sell680.101.695450.000000.00000
2432023.05.05 13:45modify680.101.695451.698691.68894
2442023.05.08 07:30t/p660.101.688941.698691.68894112.2411574.96
2452023.05.08 07:30t/p670.101.688941.698691.6889431.4711606.43
2462023.05.08 07:30t/p680.101.688941.698691.6889448.6111655.04
2472023.05.16 16:00buy690.101.681310.000000.00000
2482023.05.16 16:00modify690.101.681311.669311.69631
2492023.05.26 13:15buy700.101.687470.000000.00000
2502023.05.26 13:15modify700.101.687471.682061.69631
2512023.05.26 13:15modify690.101.681311.682061.69631
2522023.05.26 14:30s/l690.101.682061.682061.696310.5311655.57
2532023.05.26 14:30s/l700.101.682061.682061.69631-40.3311615.24
2542023.05.30 12:00sell710.101.688480.000000.00000
2552023.05.30 12:00modify710.101.688481.700481.67348
2562023.06.01 21:00sell720.101.682480.000000.00000
2572023.06.01 21:00modify720.101.682481.687731.67348
2582023.06.01 21:00modify710.101.688481.687731.67348
2592023.06.02 09:15sell730.101.680140.000000.00000
2602023.06.02 09:15modify730.101.680141.683231.67348
2612023.06.02 09:15modify720.101.682481.683231.67348
2622023.06.02 09:15modify710.101.688481.683231.67348
2632023.06.02 15:10sell740.101.677750.000000.00000
2642023.06.02 15:10modify740.101.677751.683231.67348
2652023.06.02 18:20t/p710.101.673481.683231.67348112.2311727.46
2662023.06.02 18:20t/p720.101.673481.683231.6734867.1611794.62
2672023.06.02 18:20t/p730.101.673481.683231.6734849.6311844.25
2682023.06.02 18:20t/p740.101.673481.683231.6734831.8211876.07
2692023.06.08 16:00sell750.101.678580.000000.00000
2702023.06.08 16:00modify750.101.678581.690581.66358
2712023.06.09 08:40sell760.101.672300.000000.00000
2722023.06.09 08:40modify760.101.672301.677831.66358
2732023.06.09 08:40modify750.101.678581.677831.66358
2742023.06.09 12:30s/l750.101.677831.677831.663585.6811881.75
2752023.06.09 12:30s/l760.101.677831.677831.66358-41.2211840.53
2762023.06.14 16:00sell770.101.686370.000000.00000
2772023.06.14 16:00modify770.101.686371.698371.67137
2782023.06.21 10:45sell780.101.680090.000000.00000
2792023.06.21 10:45modify780.101.680091.685621.67137
2802023.06.21 10:45modify770.101.686371.685621.67137
2812023.06.21 16:15sell790.101.677980.000000.00000
2822023.06.21 16:15modify790.101.677981.681121.67137
2832023.06.21 16:15modify780.101.680091.681121.67137
2842023.06.21 16:15modify770.101.686371.681121.67137
2852023.06.21 17:40s/l770.101.681121.681121.6713739.7411880.28
2862023.06.21 17:40s/l780.101.681121.681121.67137-7.6811872.60
2872023.06.21 17:40s/l790.101.681121.681121.67137-23.4111849.19
2882023.07.05 12:00sell800.101.685460.000000.00000
2892023.07.05 12:00modify800.101.685461.697461.67046
2902023.07.06 10:40s/l800.101.697461.697461.67046-89.1611760.02
2912023.07.14 16:00sell810.101.731090.000000.00000
2922023.07.14 16:00modify810.101.731091.743091.71609
2932023.07.17 15:45sell820.101.722690.000000.00000
2942023.07.17 15:45modify820.101.722691.725841.71609
2952023.07.17 15:45modify810.101.731091.725841.71609
2962023.07.17 17:40s/l810.101.725841.725841.7160939.2111799.23
2972023.07.17 17:40s/l820.101.725841.725841.71609-23.4811775.75
2982023.07.31 16:00buy830.101.692070.000000.00000
2992023.07.31 16:00modify830.101.692071.680071.70707
3002023.07.31 23:59close at stop830.101.692891.680071.707076.1111781.86