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)
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=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 test6557Ticks modelled31288776Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit664.17Gross profit877.74Gross loss-213.57
Profit factor4.11Expected payoff27.67
Absolute drawdown80.87Maximal drawdown199.60 (1.88%)Relative drawdown1.88% (199.60)
Total trades24Short positions (won %)18 (77.78%)Long positions (won %)6 (16.67%)
Profit trades (% of total)15 (62.50%)Loss trades (% of total)9 (37.50%)
Largestprofit trade110.00loss trade-29.34
Averageprofit trade58.52loss trade-23.73
Maximumconsecutive wins (profit in money)5 (291.18)consecutive losses (loss in money)3 (-87.98)
Maximalconsecutive profit (count of wins)291.18 (5)consecutive loss (count of losses)-87.98 (3)
Averageconsecutive wins4consecutive losses2
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 14:21s/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 12:34buy30.101.462460.000000.00000
72022.09.28 12:34modify30.101.462461.460201.47145
82022.09.28 12:34modify20.101.456451.460201.47145
92022.09.28 12:38buy40.101.463960.000000.00000
102022.09.28 12:38modify40.101.463961.460951.47145
112022.09.28 12:38modify30.101.462461.460951.47145
122022.09.28 12:38modify20.101.456451.460951.47145
132022.09.28 13:05s/l20.101.460951.460951.4714533.0010003.66
142022.09.28 13:05s/l30.101.460951.460951.47145-11.089992.58
152022.09.28 13:05s/l40.101.460951.460951.47145-22.089970.50
162022.09.29 14:00sell50.101.505870.000000.00000
172022.09.29 14:00modify50.101.505871.509871.49087
182022.09.29 14:04s/l50.101.509871.509871.49087-29.319941.19
192022.09.30 19:00sell60.101.543360.000000.00000
202022.09.30 19:00modify60.101.543361.547361.52836
212022.10.02 22:51sell70.101.537340.000000.00000
222022.10.02 22:51modify70.101.537341.539611.52836
232022.10.02 22:51modify60.101.543361.539611.52836
242022.10.02 23:02sell80.101.535790.000000.00000
252022.10.02 23:02modify80.101.535791.538861.52836
262022.10.02 23:02modify70.101.537341.538861.52836
272022.10.02 23:02modify60.101.543361.538861.52836
282022.10.03 01:51sell90.101.532840.000000.00000
292022.10.03 01:51modify90.101.532841.538111.52836
302022.10.03 01:51modify80.101.535791.538111.52836
312022.10.03 01:51modify70.101.537341.538111.52836
322022.10.03 01:51modify60.101.543361.538111.52836
332022.10.03 04:05t/p60.101.528361.538111.52836109.9910051.18
342022.10.03 04:05t/p70.101.528361.538111.5283665.8810117.06
352022.10.03 04:05t/p80.101.528361.538111.5283654.5310171.59
362022.10.03 04:05t/p90.101.528361.538111.5283632.8210204.41
372022.10.13 12:00sell100.101.553160.000000.00000
382022.10.13 12:00modify100.101.553161.557161.53816
392022.10.13 12:27s/l100.101.557161.557161.53816-29.3110175.10
402022.11.03 13:00buy110.101.540350.000000.00000
412022.11.03 13:00modify110.101.540351.536351.55535
422022.11.03 15:51s/l110.101.536351.536351.55535-29.3410145.76
432022.11.03 16:00buy120.101.535510.000000.00000
442022.11.03 16:00modify120.101.535511.531511.55051
452022.11.03 21:56s/l120.101.531511.531511.55051-29.3310116.43
462022.11.15 14:00sell130.101.586560.000000.00000
472022.11.15 14:00modify130.101.586561.590561.57156
482022.11.15 15:52sell140.101.580540.000000.00000
492022.11.15 15:52modify140.101.580541.582811.57156
502022.11.15 15:52modify130.101.586561.582811.57156
512022.11.15 16:13sell150.101.579010.000000.00000
522022.11.15 16:13modify150.101.579011.582061.57156
532022.11.15 16:13modify140.101.580541.582061.57156
542022.11.15 16:13modify130.101.586561.582061.57156
552022.11.15 18:28sell160.101.576010.000000.00000
562022.11.15 18:28modify160.101.576011.581311.57156
572022.11.15 18:28modify150.101.579011.581311.57156
582022.11.15 18:28modify140.101.580541.581311.57156
592022.11.15 18:28modify130.101.586561.581311.57156
602022.11.15 19:02t/p130.101.571561.581311.57156109.9010226.33
612022.11.15 19:02t/p140.101.571561.581311.5715665.7910292.12
622022.11.15 19:02t/p150.101.571561.581311.5715654.5810346.70
632022.11.15 19:02t/p160.101.571561.581311.5715632.6010379.30
642022.11.23 16:00sell170.101.614360.000000.00000
652022.11.23 16:00modify170.101.614361.618361.59936
662022.11.23 22:09sell180.101.608260.000000.00000
672022.11.23 22:09modify180.101.608261.610611.59936
682022.11.23 22:09modify170.101.614361.610611.59936
692022.11.23 23:15s/l170.101.610611.610611.5993627.4810406.78
702022.11.23 23:15s/l180.101.610611.610611.59936-17.2210389.56
712022.11.29 17:00sell190.101.635330.000000.00000
722022.11.29 17:00modify190.101.635331.639331.62033
732022.11.29 17:52sell200.101.629310.000000.00000
742022.11.29 17:52modify200.101.629311.631581.62033
752022.11.29 17:52modify190.101.635331.631581.62033
762022.11.29 17:56sell210.101.627790.000000.00000
772022.11.29 17:56modify210.101.627791.630831.62033
782022.11.29 17:56modify200.101.629311.630831.62033
792022.11.29 17:56modify190.101.635331.630831.62033
802022.11.29 18:29sell220.101.624830.000000.00000
812022.11.29 18:29modify220.101.624831.630081.62033
822022.11.29 18:29modify210.101.627791.630081.62033
832022.11.29 18:29modify200.101.629311.630081.62033
842022.11.29 18:29modify190.101.635331.630081.62033
852022.11.30 14:03t/p190.101.620331.630081.62033110.0010499.56
862022.11.30 14:03t/p200.101.620331.630081.6203365.8910565.45
872022.11.30 14:03t/p210.101.620331.630081.6203354.7510620.19
882022.11.30 14:03t/p220.101.620331.630081.6203333.0610653.25
892022.12.01 15:00sell230.101.649670.000000.00000
902022.12.01 15:00modify230.101.649671.653671.63467
912022.12.01 17:06sell240.101.643660.000000.00000
922022.12.01 17:06modify240.101.643661.645921.63467
932022.12.01 17:06modify230.101.649671.645921.63467
942022.12.01 17:45s/l230.101.645921.645921.6346727.4810680.73
952022.12.01 17:45s/l240.101.645921.645921.63467-16.5610664.17