Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:00 (2022.09.01 - 2023.09.01)
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=12; 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=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; 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 modelled158573Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit964.19Gross profit1146.44Gross loss-182.25
Profit factor6.29Expected payoff38.57
Absolute drawdown44.59Maximal drawdown199.60 (1.83%)Relative drawdown1.83% (199.60)
Total trades25Short positions (won %)17 (76.47%)Long positions (won %)8 (62.50%)
Profit trades (% of total)18 (72.00%)Loss trades (% of total)7 (28.00%)
Largestprofit trade110.01loss trade-29.34
Averageprofit trade63.69loss trade-26.04
Maximumconsecutive wins (profit in money)5 (372.39)consecutive losses (loss in money)3 (-87.98)
Maximalconsecutive profit (count of wins)372.39 (5)consecutive loss (count of losses)-87.98 (3)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.23 14:00buy10.101.494340.000000.00000
22022.09.23 14:00modify10.101.494341.490341.50934
32022.09.23 14:15s/l10.101.490341.490341.50934-29.349970.66
42022.09.28 12:00buy20.101.456450.000000.00000
52022.09.28 12:00modify20.101.456451.452451.47145
62022.09.28 14:35buy30.101.464140.000000.00000
72022.09.28 14:35modify30.101.464141.460951.47145
82022.09.28 14:35modify20.101.456451.460951.47145
92022.09.28 14:40buy40.101.467060.000000.00000
102022.09.28 14:40modify40.101.467061.461701.47145
112022.09.28 14:40modify30.101.464141.461701.47145
122022.09.28 14:40modify20.101.456451.461701.47145
132022.09.28 14:50t/p20.101.471451.461701.47145110.0110080.67
142022.09.28 14:50t/p30.101.471451.461701.4714553.6110134.28
152022.09.28 14:50t/p40.101.471451.461701.4714532.1910166.47
162022.09.29 14:00sell50.101.505870.000000.00000
172022.09.29 14:00modify50.101.505871.509871.49087
182022.09.29 14:20s/l50.101.509871.509871.49087-29.3110137.16
192022.09.30 19:00sell60.101.543360.000000.00000
202022.09.30 19:00modify60.101.543361.547361.52836
212022.10.02 22:55sell70.101.537270.000000.00000
222022.10.02 22:55modify70.101.537271.539611.52836
232022.10.02 22:55modify60.101.543361.539611.52836
242022.10.03 00:47sell80.101.535790.000000.00000
252022.10.03 00:47modify80.101.535791.538861.52836
262022.10.03 00:47modify70.101.537271.538861.52836
272022.10.03 00:47modify60.101.543361.538861.52836
282022.10.03 04:20t/p60.101.528361.538861.52836109.9910247.15
292022.10.03 04:20t/p70.101.528361.538861.5283665.3710312.52
302022.10.03 04:20t/p80.101.528361.538861.5283654.4410366.96
312022.10.11 21:00buy90.101.513230.000000.00000
322022.10.11 21:00modify90.101.513231.509231.52823
332022.10.12 08:42buy100.101.523730.000000.00000
342022.10.12 08:42modify100.101.523731.518481.52823
352022.10.12 08:42modify90.101.513231.518481.52823
362022.10.12 11:07t/p90.101.528231.518481.52823109.5910476.55
372022.10.12 11:07t/p100.101.528231.518481.5282333.0010509.55
382022.10.13 12:00sell110.101.553160.000000.00000
392022.10.13 12:00modify110.101.553161.557161.53816
402022.10.13 12:20s/l110.101.557161.557161.53816-29.3110480.24
412022.11.03 13:00buy120.101.540350.000000.00000
422022.11.03 13:00modify120.101.540351.536351.55535
432022.11.03 15:45s/l120.101.536351.536351.55535-29.3410450.90
442022.11.03 16:00buy130.101.535510.000000.00000
452022.11.03 16:00modify130.101.535511.531511.55051
462022.11.03 21:33s/l130.101.531511.531511.55051-29.3310421.57
472022.11.15 14:00sell140.101.586560.000000.00000
482022.11.15 14:00modify140.101.586561.590561.57156
492022.11.15 15:55sell150.101.580500.000000.00000
502022.11.15 15:55modify150.101.580501.582811.57156
512022.11.15 15:55modify140.101.586561.582811.57156
522022.11.15 17:52sell160.101.578980.000000.00000
532022.11.15 17:52modify160.101.578981.582061.57156
542022.11.15 17:52modify150.101.580501.582061.57156
552022.11.15 17:52modify140.101.586561.582061.57156
562022.11.15 18:15sell170.101.575890.000000.00000
572022.11.15 18:15modify170.101.575891.581311.57156
582022.11.15 18:15modify160.101.578981.581311.57156
592022.11.15 18:15modify150.101.580501.581311.57156
602022.11.15 18:15modify140.101.586561.581311.57156
612022.11.15 19:02t/p140.101.571561.581311.57156109.9010531.47
622022.11.15 19:02t/p150.101.571561.581311.5715665.5010596.97
632022.11.15 19:02t/p160.101.571561.581311.5715654.3610651.33
642022.11.15 19:02t/p170.101.571561.581311.5715631.7210683.05
652022.11.23 16:00sell180.101.614360.000000.00000
662022.11.23 16:00modify180.101.614361.618361.59936
672022.11.23 22:06sell190.101.608240.000000.00000
682022.11.23 22:06modify190.101.608241.610611.59936
692022.11.23 22:06modify180.101.614361.610611.59936
702022.11.23 23:15s/l180.101.610611.610611.5993627.4810710.53
712022.11.23 23:15s/l190.101.610611.610611.59936-17.3710693.16
722022.11.29 17:00sell200.101.635330.000000.00000
732022.11.29 17:00modify200.101.635331.639331.62033
742022.11.29 17:45sell210.101.629170.000000.00000
752022.11.29 17:45modify210.101.629171.631581.62033
762022.11.29 17:45modify200.101.635331.631581.62033
772022.11.29 17:55sell220.101.627690.000000.00000
782022.11.29 17:55modify220.101.627691.630831.62033
792022.11.29 17:55modify210.101.629171.630831.62033
802022.11.29 17:55modify200.101.635331.630831.62033
812022.11.29 18:26sell230.101.624800.000000.00000
822022.11.29 18:26modify230.101.624801.630081.62033
832022.11.29 18:26modify220.101.627691.630081.62033
842022.11.29 18:26modify210.101.629171.630081.62033
852022.11.29 18:26modify200.101.635331.630081.62033
862022.11.30 14:02t/p200.101.620331.630081.62033110.0010803.16
872022.11.30 14:02t/p210.101.620331.630081.6203364.8610868.01
882022.11.30 14:02t/p220.101.620331.630081.6203354.0210922.03
892022.11.30 14:02t/p230.101.620331.630081.6203332.8410954.87
902022.12.01 15:00sell240.101.649670.000000.00000
912022.12.01 15:00modify240.101.649671.653671.63467
922022.12.02 05:45sell250.101.643430.000000.00000
932022.12.02 05:45modify250.101.643431.645921.63467
942022.12.02 05:45modify240.101.649671.645921.63467
952022.12.02 07:45s/l240.101.645921.645921.6346727.5710982.44
962022.12.02 07:45s/l250.101.645921.645921.63467-18.2510964.19