Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01)
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=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=15; 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 modelled80051Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit597.25Gross profit644.53Gross loss-47.28
Profit factor13.63Expected payoff28.44
Absolute drawdown40.26Maximal drawdown96.50 (0.96%)Relative drawdown0.96% (96.50)
Total trades21Short positions (won %)2 (50.00%)Long positions (won %)19 (84.21%)
Profit trades (% of total)17 (80.95%)Loss trades (% of total)4 (19.05%)
Largestprofit trade73.34loss trade-12.97
Averageprofit trade37.91loss trade-11.82
Maximumconsecutive wins (profit in money)8 (330.18)consecutive losses (loss in money)1 (-12.97)
Maximalconsecutive profit (count of wins)330.18 (8)consecutive loss (count of losses)-12.97 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.05 04:00buy10.101.509040.000000.00000
22022.09.05 04:00modify10.101.509041.499041.51904
32022.09.05 08:10buy20.101.511630.000000.00000
42022.09.05 08:10modify20.101.511631.510041.51904
52022.09.05 08:10modify10.101.509041.510041.51904
62022.09.05 09:40buy30.101.514670.000000.00000
72022.09.05 09:40modify30.101.514671.513041.51904
82022.09.05 09:40modify20.101.511631.513041.51904
92022.09.05 09:40modify10.101.509041.513041.51904
102022.09.05 10:30s/l10.101.513041.513041.5190429.3410029.34
112022.09.05 10:30s/l20.101.513041.513041.5190410.3410039.68
122022.09.05 10:30s/l30.101.513041.513041.51904-11.9510027.73
132022.12.16 00:00buy40.101.665210.000000.00000
142022.12.16 00:00modify40.101.665211.655211.67521
152022.12.16 11:25buy50.101.667760.000000.00000
162022.12.16 11:25modify50.101.667761.666211.67521
172022.12.16 11:25modify40.101.665211.666211.67521
182022.12.16 11:30s/l40.101.666211.666211.675217.3410035.07
192022.12.16 11:30s/l50.101.666211.666211.67521-11.3610023.71
202023.02.03 04:00buy60.101.628230.000000.00000
212023.02.03 04:00modify60.101.628231.618231.63823
222023.02.03 09:05buy70.101.630740.000000.00000
232023.02.03 09:05modify70.101.630741.629231.63823
242023.02.03 09:05modify60.101.628231.629231.63823
252023.02.03 09:30buy80.101.634020.000000.00000
262023.02.03 09:30modify80.101.634021.632231.63823
272023.02.03 09:30modify70.101.630741.632231.63823
282023.02.03 09:30modify60.101.628231.632231.63823
292023.02.03 10:10buy90.101.634250.000000.00000
302023.02.03 10:10modify90.101.634251.631731.63823
312023.02.03 10:10modify80.101.634021.631731.63823
322023.02.03 10:10modify70.101.630741.631731.63823
332023.02.03 10:10modify60.101.628231.631731.63823
342023.02.03 12:15t/p60.101.638231.631731.6382373.3410097.05
352023.02.03 12:15t/p70.101.638231.631731.6382354.9310151.98
362023.02.03 12:15t/p80.101.638231.631731.6382330.8810182.86
372023.02.03 12:15t/p90.101.638231.631731.6382329.1910212.05
382023.03.03 00:00buy100.101.625230.000000.00000
392023.03.03 00:00modify100.101.625231.615231.63523
402023.03.03 12:40buy110.101.630750.000000.00000
412023.03.03 12:40modify110.101.630751.629231.63523
422023.03.03 12:40modify100.101.625231.629231.63523
432023.03.03 13:10buy120.101.631370.000000.00000
442023.03.03 13:10modify120.101.631371.628731.63523
452023.03.03 13:10modify110.101.630751.628731.63523
462023.03.03 13:10modify100.101.625231.628731.63523
472023.03.03 14:05t/p100.101.635231.628731.6352373.3410285.39
482023.03.03 14:05t/p110.101.635231.628731.6352332.8610318.25
492023.03.03 14:05t/p120.101.635231.628731.6352328.3110346.56
502023.04.03 04:00buy130.101.660290.000000.00000
512023.04.03 04:00modify130.101.660291.650291.67029
522023.04.03 05:40buy140.101.662790.000000.00000
532023.04.03 05:40modify140.101.662791.661291.67029
542023.04.03 05:40modify130.101.660291.661291.67029
552023.04.03 06:30s/l130.101.661291.661291.670297.3310353.89
562023.04.03 06:30s/l140.101.661291.661291.67029-11.0010342.89
572023.04.17 08:00buy150.101.658260.000000.00000
582023.04.17 08:00modify150.101.658261.648261.66826
592023.04.18 11:10buy160.101.663770.000000.00000
602023.04.18 11:10modify160.101.663771.662261.66826
612023.04.18 11:10modify150.101.658261.662261.66826
622023.04.18 11:20buy170.101.664450.000000.00000
632023.04.18 11:20modify170.101.664451.661761.66826
642023.04.18 11:20modify160.101.663771.661761.66826
652023.04.18 11:20modify150.101.658261.661761.66826
662023.04.19 06:30t/p150.101.668261.661761.6682672.5010415.39
672023.04.19 06:30t/p160.101.668261.661761.6682632.5110447.90
682023.04.19 06:30t/p170.101.668261.661761.6682627.5210475.41
692023.07.07 00:00sell180.101.702840.000000.00000
702023.07.07 00:00modify180.101.702841.712841.69284
712023.07.10 07:50sell190.101.700070.000000.00000
722023.07.10 07:50modify190.101.700071.701841.69284
732023.07.10 07:50modify180.101.702841.701841.69284
742023.07.10 08:20s/l180.101.701841.701841.692847.4210482.83
752023.07.10 08:20s/l190.101.701841.701841.69284-12.9710469.86
762023.07.28 00:00buy200.101.692630.000000.00000
772023.07.28 00:00modify200.101.692631.682631.70263
782023.07.28 08:30buy210.101.695260.000000.00000
792023.07.28 08:30modify210.101.695261.693631.70263
802023.07.28 08:30modify200.101.692631.693631.70263
812023.07.28 14:30t/p200.101.702631.693631.7026373.3410543.20
822023.07.28 14:30t/p210.101.702631.693631.7026354.0510597.25