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=2; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 profit748.87Gross profit748.87Gross loss-0.00
Profit factorExpected payoff62.41
Absolute drawdown36.56Maximal drawdown223.88 (2.14%)Relative drawdown2.14% (223.88)
Total trades12Short positions (won %)8 (100.00%)Long positions (won %)4 (100.00%)
Profit trades (% of total)12 (100.00%)Loss trades (% of total)0 (0.00%)
Largestprofit trade110.27loss trade-0.00
Averageprofit trade62.41loss trade-0.00
Maximumconsecutive wins (profit in money)12 (748.87)consecutive losses (loss in money)0 (-0.00)
Maximalconsecutive profit (count of wins)748.87 (12)consecutive loss (count of losses)-0.00 (0)
Averageconsecutive wins12consecutive losses0
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.19 08:00sell10.101.664720.000000.00000
22023.01.19 08:00modify10.101.664721.678721.64972
32023.01.23 17:20sell20.101.655450.000000.00000
42023.01.23 17:20modify20.101.655451.658721.64972
52023.01.23 17:20sell30.101.655450.000000.00000
62023.01.23 17:20modify30.101.655451.659471.64972
72023.01.23 17:20modify10.101.664721.659471.64972
82023.01.23 17:25modify20.101.655451.659471.64972
92023.01.24 08:20sell40.101.656920.000000.00000
102023.01.24 08:20modify40.101.656921.662471.64972
112023.01.24 08:25modify40.101.656921.659471.64972
122023.01.24 09:40t/p10.101.649721.659471.64972110.1810110.18
132023.01.24 09:40t/p20.101.649721.659471.6497242.0810152.26
142023.01.24 09:40t/p30.101.649721.659471.6497242.0810194.34
152023.01.24 09:40t/p40.101.649721.659471.6497252.7610247.10
162023.02.22 08:00sell50.101.640130.000000.00000
172023.02.22 08:00modify50.101.640131.654131.62513
182023.02.22 17:15sell60.101.632540.000000.00000
192023.02.22 17:15modify60.101.632541.637881.62513
202023.02.22 17:15modify50.101.640131.637881.62513
212023.02.22 22:30sell70.101.631100.000000.00000
222023.02.22 22:30modify70.101.631101.634131.62513
232023.02.22 22:30sell80.101.631100.000000.00000
242023.02.22 22:30modify80.101.631101.634881.62513
252023.02.22 22:30modify60.101.632541.634881.62513
262023.02.22 22:30modify50.101.640131.634881.62513
272023.02.22 22:35modify70.101.631101.634881.62513
282023.02.24 21:30t/p50.101.625131.634881.62513110.2710357.36
292023.02.24 21:30t/p60.101.625131.634881.6251354.6510412.01
302023.02.24 21:30t/p70.101.625131.634881.6251344.1010456.10
312023.02.24 21:30t/p80.101.625131.634881.6251344.1010500.20
322023.04.17 08:00buy90.101.658260.000000.00000
332023.04.17 08:00modify90.101.658261.644261.67326
342023.04.18 11:40buy100.101.665800.000000.00000
352023.04.18 11:40modify100.101.665801.660511.67326
362023.04.18 11:40modify90.101.658261.660511.67326
372023.04.19 06:20buy110.101.667450.000000.00000
382023.04.19 06:20modify110.101.667451.664261.67326
392023.04.19 06:20buy120.101.667450.000000.00000
402023.04.19 06:20modify120.101.667451.663511.67326
412023.04.19 06:20modify100.101.665801.663511.67326
422023.04.19 06:20modify90.101.658261.663511.67326
432023.04.19 06:25modify110.101.667451.663511.67326
442023.04.19 14:05t/p90.101.673261.663511.67326109.1710609.37
452023.04.19 14:05t/p100.101.673261.663511.6732654.2910663.65
462023.04.19 14:05t/p110.101.673261.663511.6732642.6110706.26
472023.04.19 14:05t/p120.101.673261.663511.6732642.6110748.87